def test_all(self):
"""
Test all inside a symbol folder (max 2 year, 3 files)
:return:
"""
for year_folder in glob(os.path.join(self.test_dir, '*'))[:2]:
thinkback_files = glob(os.path.join(year_folder, '*.*'))
for test_file in thinkback_files[:3]:
date, symbol = os.path.basename(test_file)[:-4].split('-StockAndOptionQuoteFor')
raw_data = open(test_file).read()
open_thinkback = OpenThinkBack(date=date, data=raw_data)
stock, options = open_thinkback.format()
print 'stock: %s' % stock
print 'option count: %d' % len(options)
print '.' * 80
print '*' * 100
def test_all(self):
"""
Test all inside a symbol folder (max 2 year, 3 files)
:return:
"""
for year_folder in glob(os.path.join(self.test_dir, '*'))[:2]:
thinkback_files = glob(os.path.join(year_folder, '*.*'))
for test_file in thinkback_files[:3]:
date, symbol = os.path.basename(test_file)[:-4].split(
'-StockAndOptionQuoteFor')
raw_data = open(test_file).read()
open_thinkback = OpenThinkBack(date=date, data=raw_data)
stock, options = open_thinkback.format()
print 'stock: %s' % stock
print 'option count: %d' % len(options)
print '.' * 80
print '*' * 100
class TestOpenThinkBack(TestSetUp):
# noinspection PyUnresolvedReferences
def setUp(self):
TestSetUp.setUp(self)
self.symbol = 'WFC'
self.year = '2015'
self.date = '2015-01-30'
self.test_path = list()
for path in glob(os.path.join(THINKBACK_DIR, '*')):
if os.path.isdir(path):
self.test_path.append(path)
self.test_dir = [path for path in self.test_path if self.symbol.lower() in path].pop()
# single test file
self.test_file = r'D:\rivers\data' \
r'/csv\%s\%s\%s-StockAndOptionQuoteFor%s.csv' % \
(self.symbol.lower(), self.year, self.date, self.symbol.upper())
self.open_thinkback = OpenThinkBack(
date=self.date,
data=open(self.test_file).read()
)
def test_get_underlying(self):
"""
Test get underlying stock price in line 5
"""
expected_keys = ['date', 'volume', 'open', 'high', 'low', 'last', 'net_change']
print 'run get_stock...'
stock = self.open_thinkback.get_stock()
self.assertEqual(type(stock), dict)
print 'stock dict:'
pprint(stock)
for key, value in stock.items():
self.assertIn(key, expected_keys)
if key is not 'date':
self.assertEqual(type(value), float)
else:
self.assertEqual(type(value), str)
def test_get_cycles(self):
"""
Test get cycles from each option chain head title
"""
print 'run get_cycles...'
cycles = self.open_thinkback.get_cycles()
self.assertEqual(type(cycles), list)
print 'cycle dict:'
pprint(cycles, width=400)
for cycle in cycles:
self.assertEqual(type(cycle), dict)
self.assertEqual(len(cycle['data']), 5)
self.assertEqual(type(cycle['dte']), int)
self.assertGreaterEqual(cycle['dte'], 0)
self.assertEqual(type(cycle['line']), str)
self.assertGreater(cycle['start'], 10)
self.assertLess(cycle['start'], cycle['stop'])
def test_get_cycle_options(self):
"""
Test get cycle options from option chain
"""
months = [month_name[i + 1][:3].upper() for i in range(12)]
contract_keys = [
'ex_month', 'ex_year', 'right', 'special', 'others',
'strike', 'contract', 'option_code'
]
option_keys = [
'date', 'dte',
'last', 'mark', 'bid', 'ask', 'delta', 'gamma', 'theta', 'vega',
'theo_price', 'impl_vol', 'prob_itm', 'prob_otm', 'prob_touch', 'volume',
'open_int', 'intrinsic', 'extrinsic'
]
print 'run get_cycles...'
cycles = self.open_thinkback.get_cycles()
for cycle in cycles[:1]:
print 'cycle: %s' % cycle['data']
print 'run get_cycle_option...'
options = self.open_thinkback.get_cycle_options(cycle)
for contract, option in options:
print 'current contract, option code: %s' % contract['option_code']
pprint(contract, width=400)
self.assertEqual(type(contract), dict)
self.assertEqual(sorted(contract.keys()), sorted(contract_keys))
self.assertEqual(type(contract['others']), str)
self.assertEqual(type(contract['ex_month']), str)
self.assertIn(contract['ex_month'][:3], months)
if len(contract['ex_month']) == 4:
self.assertGreater(int(contract['ex_month'][3]), 0)
self.assertLessEqual(int(contract['ex_month'][3]), 12)
self.assertEqual(type(contract['ex_year']), int)
self.assertGreater(contract['ex_year'], 0)
self.assertLessEqual(contract['ex_year'], 99)
self.assertEqual(type(contract['right']), str) # not int, str
self.assertEqual(type(contract['contract']), str)
self.assertIn(contract['contract'], ['CALL', 'PUT'])
self.assertEqual(type(contract['special']), str)
self.assertIn(contract['special'], ['Weeklys', 'Standard', 'Mini'])
self.assertEqual(type(contract['strike']), float)
self.assertGreater(contract['strike'], 0)
self.assertEqual(type(contract['option_code']), str)
print 'current option:'
pprint(option, width=400)
for key in option.keys():
self.assertIn(key, option_keys)
if key == 'date':
self.assertEqual(type(option['date']), str)
self.assertTrue(datetime.strptime(option['date'], '%Y-%m-%d'))
elif key == 'dte':
self.assertEqual(type(option['dte']), int)
else:
self.assertEqual(type(option[key]), float)
print '.' * 80
print '\n' + '*' * 100 + '\n'
def test_format(self):
"""
Test format a raw lines data into dict
"""
stock, option = self.open_thinkback.format()
print 'stock: %s' % stock
print 'option: '
pprint(option, width=400)
def test_all(self):
"""
Test all inside a symbol folder (max 2 year, 3 files)
:return:
"""
for year_folder in glob(os.path.join(self.test_dir, '*'))[:2]:
thinkback_files = glob(os.path.join(year_folder, '*.*'))
for test_file in thinkback_files[:3]:
date, symbol = os.path.basename(test_file)[:-4].split('-StockAndOptionQuoteFor')
raw_data = open(test_file).read()
open_thinkback = OpenThinkBack(date=date, data=raw_data)
stock, options = open_thinkback.format()
print 'stock: %s' % stock
print 'option count: %d' % len(options)
print '.' * 80
print '*' * 100
class TestOpenThinkBack(TestSetUp):
# noinspection PyUnresolvedReferences
def setUp(self):
TestSetUp.setUp(self)
self.symbol = 'WFC'
self.year = '2015'
self.date = '2015-01-30'
self.test_path = list()
for path in glob(os.path.join(THINKBACK_DIR, '*')):
if os.path.isdir(path):
self.test_path.append(path)
self.test_dir = [
path for path in self.test_path if self.symbol.lower() in path
].pop()
# single test file
self.test_file = r'D:\rivers\data' \
r'/csv\%s\%s\%s-StockAndOptionQuoteFor%s.csv' % \
(self.symbol.lower(), self.year, self.date, self.symbol.upper())
self.open_thinkback = OpenThinkBack(date=self.date,
data=open(self.test_file).read())
def test_get_underlying(self):
"""
Test get underlying stock price in line 5
"""
expected_keys = [
'date', 'volume', 'open', 'high', 'low', 'last', 'net_change'
]
print 'run get_stock...'
stock = self.open_thinkback.get_stock()
self.assertEqual(type(stock), dict)
print 'stock dict:'
pprint(stock)
for key, value in stock.items():
self.assertIn(key, expected_keys)
if key is not 'date':
self.assertEqual(type(value), float)
else:
self.assertEqual(type(value), str)
def test_get_cycles(self):
"""
Test get cycles from each option chain head title
"""
print 'run get_cycles...'
cycles = self.open_thinkback.get_cycles()
self.assertEqual(type(cycles), list)
print 'cycle dict:'
pprint(cycles, width=400)
for cycle in cycles:
self.assertEqual(type(cycle), dict)
self.assertEqual(len(cycle['data']), 5)
self.assertEqual(type(cycle['dte']), int)
self.assertGreaterEqual(cycle['dte'], 0)
self.assertEqual(type(cycle['line']), str)
self.assertGreater(cycle['start'], 10)
self.assertLess(cycle['start'], cycle['stop'])
def test_get_cycle_options(self):
"""
Test get cycle options from option chain
"""
months = [month_name[i + 1][:3].upper() for i in range(12)]
contract_keys = [
'ex_month', 'ex_year', 'right', 'special', 'others', 'strike',
'contract', 'option_code'
]
option_keys = [
'date', 'dte', 'last', 'mark', 'bid', 'ask', 'delta', 'gamma',
'theta', 'vega', 'theo_price', 'impl_vol', 'prob_itm', 'prob_otm',
'prob_touch', 'volume', 'open_int', 'intrinsic', 'extrinsic'
]
print 'run get_cycles...'
cycles = self.open_thinkback.get_cycles()
for cycle in cycles[:1]:
print 'cycle: %s' % cycle['data']
print 'run get_cycle_option...'
options = self.open_thinkback.get_cycle_options(cycle)
for contract, option in options:
print 'current contract, option code: %s' % contract[
'option_code']
pprint(contract, width=400)
self.assertEqual(type(contract), dict)
self.assertEqual(sorted(contract.keys()),
sorted(contract_keys))
self.assertEqual(type(contract['others']), str)
self.assertEqual(type(contract['ex_month']), str)
self.assertIn(contract['ex_month'][:3], months)
if len(contract['ex_month']) == 4:
self.assertGreater(int(contract['ex_month'][3]), 0)
self.assertLessEqual(int(contract['ex_month'][3]), 12)
self.assertEqual(type(contract['ex_year']), int)
self.assertGreater(contract['ex_year'], 0)
self.assertLessEqual(contract['ex_year'], 99)
self.assertEqual(type(contract['right']), str) # not int, str
self.assertEqual(type(contract['contract']), str)
self.assertIn(contract['contract'], ['CALL', 'PUT'])
self.assertEqual(type(contract['special']), str)
self.assertIn(contract['special'],
['Weeklys', 'Standard', 'Mini'])
self.assertEqual(type(contract['strike']), float)
self.assertGreater(contract['strike'], 0)
self.assertEqual(type(contract['option_code']), str)
print 'current option:'
pprint(option, width=400)
for key in option.keys():
self.assertIn(key, option_keys)
if key == 'date':
self.assertEqual(type(option['date']), str)
self.assertTrue(
datetime.strptime(option['date'], '%Y-%m-%d'))
elif key == 'dte':
self.assertEqual(type(option['dte']), int)
else:
self.assertEqual(type(option[key]), float)
print '.' * 80
print '\n' + '*' * 100 + '\n'
def test_format(self):
"""
Test format a raw lines data into dict
"""
stock, option = self.open_thinkback.format()
print 'stock: %s' % stock
print 'option: '
pprint(option, width=400)
def test_all(self):
"""
Test all inside a symbol folder (max 2 year, 3 files)
:return:
"""
for year_folder in glob(os.path.join(self.test_dir, '*'))[:2]:
thinkback_files = glob(os.path.join(year_folder, '*.*'))
for test_file in thinkback_files[:3]:
date, symbol = os.path.basename(test_file)[:-4].split(
'-StockAndOptionQuoteFor')
raw_data = open(test_file).read()
open_thinkback = OpenThinkBack(date=date, data=raw_data)
stock, options = open_thinkback.format()
print 'stock: %s' % stock
print 'option count: %d' % len(options)
print '.' * 80
print '*' * 100
