Ejemplo n.º 1
0
    def test_get_time_series_mongo(self):
        '''
        End to end test of the following functions
            get_from_cache
            get_time_series
            clear_cache
        '''
        symbol = 'TGTT'
        loader = 'download_mock_series'
        loader_args = { 
                'symbol': symbol, 
                'start': datetime.datetime(2012, 11, 11),
                'end': datetime.datetime(2013, 11, 11)
                }

        # Check we can load a db client instance
        db_client = data_retrieval.get_db()
        self.assertIsNotNone(db_client)
        
        # Check the id is not in the db to start with
        id = data_retrieval.get_id(loader, loader_args)
        if id is not None:
            db_client.remove(loader, loader_args)
        
        id = data_retrieval.get_id(loader, loader_args)
        self.assertIsNone(id)

        # Retrieve the series
        result = data_retrieval.get_time_series(loader, loader_args)

        # Check the id now exists in the db
        id = data_retrieval.get_id(loader, loader_args)
        self.assertIsNotNone(id)
        self.cache_id = id

        # Check the contents look ok: expect that the loader args are set
        # as metadata on the time series, but check 
        # data_loader.download_mock_series for how the test result is 
        # actually created
        self.assertEqual(loader_args, 
                result[symbol][data_loader.METADATA])

        # Check we can now retrieve the id from the cache
        cached_result = data_retrieval.get_from_cache(id)
        self.assertEqual(loader_args, 
                cached_result[symbol][data_loader.METADATA])
        
        # Remove it from the cache
        data_retrieval.clear_cache(id)

        # Check it's gone from the cache...
        self.assertFalse(data_retrieval.get_from_cache(id))

        # ... and the db
        db_client.remove(loader, loader_args)
        id = data_retrieval.get_id(loader, loader_args)
        self.assertIsNone(id)
Ejemplo n.º 2
0
    def test_get_time_series(self):
        '''
        End to end test of the following functions
            get_from_cache
            get_time_series
            clear_cache
        '''
        symbol = 'TGTT'
        loader = 'download_mock_series'
        loader_args = { 
                'symbol': symbol, 
                'start': datetime.datetime(2012, 11, 11),
                'end': datetime.datetime(2013, 11, 11)
                }

        # Get the id used to store the file in the cache and assign it
        # so we can delete it in tearDown
        id = data_retrieval.get_id(loader, loader_args)
        self.cache_id = id

        # Check the item isn't in the cache to start with
        # If the test fails here, just delete the file in the cache folder
        self.assertFalse(data_retrieval.get_from_cache(id))
        
        # Retrieve the series
        result = data_retrieval.get_time_series(loader, loader_args)

        # Check the contents look ok: expect that the loader args are set
        # as metadata on the time series, but check 
        # data_loader.download_mock_series for how the test result is 
        # actually created
        self.assertEqual(loader_args, 
                result[symbol][data_loader.METADATA])

        # Check we can now retrieve the id from the cache
        cached_result = data_retrieval.get_from_cache(id)
        self.assertEqual(loader_args, 
                cached_result[symbol][data_loader.METADATA])
        
        # Remove it from the cache
        data_retrieval.clear_cache(id)

        # Check it's gone
        self.assertFalse(data_retrieval.get_from_cache(id))
Ejemplo n.º 3
0
def get_equity_ts(symbol, field, start_date, end_date):
    loader = 'download_bbg_timeseries';
    loader_args = {
        'symbol': symbol + ' Equity',
        'start': start_date,
        'end': end_date,
        'field': field
    }
    equ_ts = data_retrieval.get_from_cache(loader, loader_args)
    return equ_ts