def update_quotes():
"""Retrieves all required historical quotes"""
logger = logging.getLogger(__name__)
logger.info('Updating quotes ...')
all_symbols = [
'VIX', 'VXST', 'VXV', 'VXMT', 'VVIX', 'SPX', 'XIV', 'VXX', 'TLT']
for symbol in all_symbols:
stocks.fetch_historical(symbol)
structures.update_stocks_vol('SPX')
futures.fetch_historical('VX')
options.fetch_historical('SPX')
logger.info('Done')
def test_fetch_historical_non_existing(self):
test_date = dates.get_database_timestamp().date()
lines = options.fetch_historical(NON_EXISTING_SYMBOL, TEST_DB_NAME)
self.assertEquals(lines, 0)
self._check_database_quotes(NON_EXISTING_SYMBOL, 0, test_date, 0, True, None)
def test_query_historical_existing(self):
test_date = dates.get_database_timestamp().date()
options.fetch_historical("VIX", TEST_DB_NAME)
quotes = options.query_historical("VIX", test_date, TEST_DB_NAME)
self._check_quotes(quotes, "VIX", test_date, True, None)
def test_fetch_historical_existing(self):
test_date = dates.get_database_timestamp().date()
lines = options.fetch_historical("VIX", TEST_DB_NAME)
self.assertGreater(lines, 0)
self._check_database_quotes("VIX", lines, test_date, lines, True, None)
