def test_fetch_calendar(self):
# Given an SqliteCache with some data
f = tempfile.NamedTemporaryFile()
cache = ecal.SqliteCache(f.name)
missing_dates = [
'2018-01-01', '2018-01-02', '2018-01-03', '2018-01-04',
'2018-01-05'
]
uncached_announcements = {
'ticker':
['AEHR', 'ANGO', 'FC', 'LW', 'PKE', 'PSMT', 'RPM', 'SONC', 'WBA'],
'when':
['amc', 'bmo', 'amc', 'bmo', 'bmo', 'amc', 'bmo', 'amc', 'bmo'],
'date': [
'2018-01-05', '2018-01-05', '2018-01-05', '2018-01-05',
'2018-01-05', '2018-01-05', '2018-01-05', '2018-01-05',
'2018-01-05'
]
}
uncached_announcements_df = pd.DataFrame.from_dict(
uncached_announcements)
uncached_announcements_df = uncached_announcements_df.set_index('date')
uncached_announcements_df = uncached_announcements_df[[
'ticker', 'when'
]]
cache.add(missing_dates, uncached_announcements_df)
# When we try and fetch data
actual = cache.fetch_calendar('2018-01-01', '2018-01-05')
# Then we get a dataframe containing it.
assert_frame_equal(actual, uncached_announcements_df)
def test_add_missing_dates_and_announcements(self):
# Given an SqliteCache
f = tempfile.NamedTemporaryFile()
cache = ecal.SqliteCache(f.name)
# When some missing dates and announcements are added
missing_dates = [
'2018-01-01', '2018-01-02', '2018-01-03', '2018-01-04',
'2018-01-05'
]
uncached_announcements = {
'ticker':
['AEHR', 'ANGO', 'FC', 'LW', 'PKE', 'PSMT', 'RPM', 'SONC', 'WBA'],
'when':
['amc', 'bmo', 'amc', 'bmo', 'bmo', 'amc', 'bmo', 'amc', 'bmo'],
'date': [
'2018-01-05', '2018-01-05', '2018-01-05', '2018-01-05',
'2018-01-05', '2018-01-05', '2018-01-05', '2018-01-05',
'2018-01-05'
]
}
uncached_announcements_df = pd.DataFrame.from_dict(
uncached_announcements)
uncached_announcements_df = uncached_announcements_df.set_index('date')
uncached_announcements_df = uncached_announcements_df[[
'ticker', 'when'
]]
cache.add(missing_dates, uncached_announcements_df)
# Then they should be found in the cached_dates tables.
expected = [('2018-01-01', ), ('2018-01-02', ), ('2018-01-03', ),
('2018-01-04', ), ('2018-01-05', )]
c = cache._conn.cursor()
c.execute('select * from cached_dates;')
actual = c.fetchall()
self.assertListEqual(actual, expected)
# And they should be found in the announcements table
expected = [
('2018-01-05', 'AEHR', 'amc'), ('2018-01-05', 'ANGO', 'bmo'),
('2018-01-05', 'FC', 'amc'), ('2018-01-05', 'LW', 'bmo'),
('2018-01-05', 'PKE', 'bmo'), ('2018-01-05', 'PSMT', 'amc'),
('2018-01-05', 'RPM', 'bmo'), ('2018-01-05', 'SONC', 'amc'),
('2018-01-05', 'WBA', 'bmo')
]
c = cache._conn.cursor()
c.execute('select * from announcements;')
actual = c.fetchall()
self.assertListEqual(actual, expected)
def test_cached_dates_table_created(self):
# GIVEN a database file
f = tempfile.NamedTemporaryFile()
# WHEN it's passed to SqliteCache's constructor
cache = ecal.SqliteCache(f.name)
# THEN the cached_dates table is created
cursor = cache._conn.cursor()
cursor.execute("SELECT name FROM sqlite_master WHERE type='table';")
actual = cursor.fetchall()
expected = ('cached_dates', )
self.assertTrue(expected in actual)
f.close()
def test_create_string_of_rows_for_VALUES_clause(self):
# Given a SqliteCache and list of date strings
f = tempfile.NamedTemporaryFile()
cache = ecal.SqliteCache(f.name)
date_list = [
'2018-01-01', '2018-01-02', '2018-01-03', '2018-01-04',
'2018-01-05'
]
# When passed to _create_string_of_rows_for_VALUES_clause()
actual = cache._create_string_of_rows_for_VALUES_clause(date_list)
# Then it should be a string of tuples where each tuple only has one element and each is a row.
# And also, these aren't python tuples with one element so they don't look like: (element,)
expected = "('2018-01-01'),('2018-01-02'),('2018-01-03'),('2018-01-04'),('2018-01-05')"
self.assertEqual(actual, expected)
def test_check_for_missing_dates_that_are_in_the_cache(self):
# GIVEN SqliteCache with a cached date
f = tempfile.NamedTemporaryFile()
cache = ecal.SqliteCache(f.name)
cursor = cache._conn.cursor()
cursor.execute("insert into cached_dates values('2018-01-03')")
# When a the cache is asked to identify missing dates and the date is in the cache
date_list = [
'2018-01-01', '2018-01-02', '2018-01-03', '2018-01-04',
'2018-01-05'
]
actual = cache.check_for_missing_dates(date_list)
# Then the cached dates are not returned
expected = ['2018-01-01', '2018-01-02', '2018-01-04', '2018-01-05']
self.assertListEqual(actual, expected)
f.close()
def test_add_missing_dates(self):
# Given an SqliteCache
f = tempfile.NamedTemporaryFile()
cache = ecal.SqliteCache(f.name)
# When some missing dates are added
missing_dates = [
'2018-01-01', '2018-01-02', '2018-01-03', '2018-01-04',
'2018-01-05'
]
cache.add(missing_dates, None)
# Then they should be found in the cached_dates tables.
expected = [('2018-01-01', ), ('2018-01-02', ), ('2018-01-03', ),
('2018-01-04', ), ('2018-01-05', )]
c = cache._conn.cursor()
c.execute('select * from cached_dates;')
actual = c.fetchall()
self.assertListEqual(actual, expected)
def test_check_for_missing_dates_that_are_not_in_the_cache(self):
# GIVEN SqliteCache without any cached dates
f = tempfile.NamedTemporaryFile()
cache = ecal.SqliteCache(f.name)
# When a the cache is asked to identify missing dates and the date is in the cache
date_list = [
'2018-01-01', '2018-01-02', '2018-01-03', '2018-01-04',
'2018-01-05'
]
actual = cache.check_for_missing_dates(date_list)
# Then the cached dates are not returned
expected = [
'2018-01-01', '2018-01-02', '2018-01-03', '2018-01-04',
'2018-01-05'
]
self.assertListEqual(actual, expected)
f.close()
import ecal
import time
import tempfile
# Use a tempfile so each time this runs a new file is created.
f = tempfile.NamedTemporaryFile()
print('Switch ecal to use an instance of the SqliteCache.')
ecal.default_cache = ecal.SqliteCache(f.name)
print('Getting the earnings announcements for a date range and cache it.')
print('This first time this program is run it will take ~8 seconds...')
pre_call_time = time.time()
cal_df = ecal.get('2018-01-01', '2018-01-05')
print('The first call to ecal.get() took {} seconds'.format(time.time() -
pre_call_time))
print(cal_df)
print('The second time, ecal.get will use the cache.')
pre_call_time = time.time()
cal_df = ecal.get('2018-01-01', '2018-01-05')
print('The second call to ecal.get() took {} seconds'.format(time.time() -
pre_call_time))
print(cal_df)
print(
'The third call, ecal.get() will use the cache. This one asks for dates with no announcements:'
)
pre_call_time = time.time()
cal_df = ecal.get('2018-01-01', '2018-01-02')
print('The third call to ecal.get() took {} seconds'.format(time.time() -