def _create_monthly_ts(self):
return TimeSeries.create(name=u'Test',
date_frame=u'Monthly',
is_snapshot=False,
dates=[
datetime(2017, 1, 31),
datetime(2017, 2, 28),
datetime(2017, 3, 31),
datetime(2017, 4, 30),
datetime(2017, 5, 31),
datetime(2017, 6, 30),
datetime(2017, 7, 31),
datetime(2017, 8, 31),
datetime(2017, 9, 30),
datetime(2017, 10, 31),
datetime(2017, 11, 30),
datetime(2017, 12, 31),
],
values=[
100.0,
200.0,
300.0,
400.0,
500.0,
600.0,
700.0,
800.0,
900.0,
1000.0,
1100.0,
1200.0,
])
def get(self, stock_code, metric_name):
"""Get metric values by metric names.
Args:
metric_name: A string representing metric name.
Returns:
A map of TimeSeries. Keys are date frames and values are
corresponding TimeSeries.
"""
output = {}
literal_metric_name = self.metric_names.get(metric_name)
statement_ids = self._get_statement_ids_containing(
stock_code, literal_metric_name)
for statement_id in statement_ids:
date_frame = self.financial_statement_store.get_date_frame(
statement_id)
is_snapshot = self.financial_statement_store.get_is_snapshot(
statement_id)
results = self._get_by_statement_id(stock_code,
literal_metric_name,
statement_id)
dates = [entry.statement_date for entry in results]
values = [entry.metric_value for entry in results]
output[date_frame] = TimeSeries.create(name=metric_name,
date_frame=date_frame,
is_snapshot=is_snapshot,
dates=dates,
values=values)
return output
def _create_other_ts(self):
return TimeSeries.create(name=u'Other',
date_frame=u'Quarterly',
is_snapshot=False,
dates=[
datetime(2016, 3, 31),
datetime(2016, 6, 30),
datetime(2016, 9, 30)
],
values=[400.0, 500.0, 600.0])
def _create_one_ts(self):
return TimeSeries.create(name=u'One',
date_frame=u'Quarterly',
is_snapshot=False,
dates=[
datetime(2016, 3, 31),
datetime(2016, 6, 30),
datetime(2016, 9, 30)
],
values=[100.0, 200.0, 300.0])
def test_annualize(self):
one = TimeSeries.create(name=u'Test',
date_frame=u'Yearly',
is_snapshot=False,
dates=[
datetime(2013, 12, 31),
datetime(2014, 12, 31),
datetime(2015, 12, 31)
],
values=[100.0, 200.0, 300.0])
other = TimeSeries.create(name=u'Test',
date_frame=u'Quarterly',
is_snapshot=False,
dates=[
datetime(2016, 3, 31),
datetime(2016, 6, 30),
datetime(2016, 9, 30)
],
values=[400.0, 500.0, 600.0])
actual = one.annualize(other).get()
expected = {
'name':
u'Test',
'date_frame':
u'Yearly',
'is_snapshot':
False,
'date': [
datetime(2013, 12, 31),
datetime(2014, 12, 31),
datetime(2015, 12, 31),
datetime(2016, 12, 31)
],
'value': [100.0, 200.0, 300.0, 2000.0],
}
self.assertEqual(actual, expected)
def test_create(self):
ts = TimeSeries.create(
name=u'Test',
date_frame=u'Quarterly',
is_snapshot=False,
dates=[datetime(2016, 6, 30),
datetime(2016, 3, 31)],
values=[100, 200])
expected = {
'name': u'Test',
'date_frame': u'Quarterly',
'is_snapshot': False,
'date': [datetime(2016, 3, 31),
datetime(2016, 6, 30)],
'value': [200, 100],
}
self.assertEqual(ts.get(), expected)
def test_accumulate_annually(self):
ts = TimeSeries.create(
name=u'Test',
date_frame=u'Quarterly',
is_snapshot=False,
dates=[
datetime(2015, 3, 31),
datetime(2015, 6, 30),
datetime(2015, 9, 30),
datetime(2015, 12, 31),
datetime(2016, 3, 31),
datetime(2016, 6, 30),
datetime(2016, 9, 30),
datetime(2016, 12, 31)
],
values=[100.0, 200.0, 300.0, 400.0, 500.0, 600.0, 700.0, 800.0])
actual = ts.accumulate_annually().get()
expected = {
'name':
u'Test',
'date_frame':
u'Quarterly',
'is_snapshot':
False,
'date': [
datetime(2015, 3, 31),
datetime(2015, 6, 30),
datetime(2015, 9, 30),
datetime(2015, 12, 31),
datetime(2016, 3, 31),
datetime(2016, 6, 30),
datetime(2016, 9, 30),
datetime(2016, 12, 31)
],
'value': [
100.0, 100.0 + 200.0, 100.0 + 200.0 + 300.0,
100.0 + 200.0 + 300.0 + 400.0, 500.0, 500.0 + 600.0,
500.0 + 600.0 + 700.0, 500.0 + 600.0 + 700.0 + 800.0
],
}
self.assertEqual(actual, expected)
def test_yoy(self):
ts = TimeSeries.create(
name=u'Test',
date_frame=u'Quarterly',
is_snapshot=False,
dates=[
datetime(2015, 3, 31),
datetime(2015, 6, 30),
datetime(2015, 9, 30),
datetime(2015, 12, 31),
datetime(2016, 3, 31),
datetime(2016, 6, 30),
datetime(2016, 9, 30),
datetime(2016, 12, 31)
],
values=[100.0, 200.0, 300.0, 400.0, 500.0, 600.0, 700.0, 800.0])
actual = ts.yoy().get()
expected = {
'name':
u'Test',
'date_frame':
u'Quarterly',
'is_snapshot':
False,
'date': [
datetime(2016, 3, 31),
datetime(2016, 6, 30),
datetime(2016, 9, 30),
datetime(2016, 12, 31)
],
'value': [
(500.0 - 100.0) / 100.0,
(600.0 - 200.0) / 200.0,
(700.0 - 300.0) / 300.0,
(800.0 - 400.0) / 400.0,
],
}
self.assertEqual(actual, expected)
def test_copy(self):
original = TimeSeries.create(
name=u'Test',
date_frame=u'Quarterly',
is_snapshot=False,
dates=[datetime(2016, 3, 31),
datetime(2016, 6, 30)],
values=[100.0, 200.0])
original_expected = {
'name': u'Test',
'date_frame': u'Quarterly',
'is_snapshot': False,
'date': [datetime(2016, 3, 31),
datetime(2016, 6, 30)],
'value': [100.0, 200.0],
}
# Make a copy.
copied = original.copy()
# Original time series won't be changed even we modify copied one.
copied.name = u'Copied'
copied.date_frame = u'Yearly'
copied.is_snapshot = True
copied_expected = {
'name': u'Copied',
'date_frame': u'Yearly',
'is_snapshot': True,
'date': [datetime(2016, 3, 31),
datetime(2016, 6, 30)],
'value': [100.0, 200.0],
}
self.assertEqual(original.get(), original_expected)
self.assertEqual(copied.get(), copied_expected)
class MockFinancialStatementEntryStore(object):
mock_data = {
'2317': {
# CapitalIncreaseHistoryService
'CapitalIncreaseByCash': {
u'Yearly':
TimeSeries.create(name=u'CapitalIncreaseByCash',
date_frame=u'Yearly',
is_snapshot=False,
dates=[
datetime(2005, 12, 31),
datetime(2006, 12, 31),
datetime(2007, 12, 31)
],
values=[26.44, 27.01, 27.01]),
},
'CapitalIncreaseByEarnings': {
u'Yearly':
TimeSeries.create(name=u'CapitalIncreaseByEarnings',
date_frame=u'Yearly',
is_snapshot=False,
dates=[
datetime(2005, 12, 31),
datetime(2006, 12, 31),
datetime(2007, 12, 31)
],
values=[346.52, 435.51, 547.78]),
},
'CapitalIncreaseBySurplus': {
u'Yearly':
TimeSeries.create(name=u'CapitalIncreaseBySurplus',
date_frame=u'Yearly',
is_snapshot=False,
dates=[
datetime(2005, 12, 31),
datetime(2006, 12, 31),
datetime(2007, 12, 31)
],
values=[36.01, 53.83, 53.83]),
},
# DuPontService
'NetProfit': {
u'Yearly':
TimeSeries.create(name=u'NetProfit',
date_frame=u'Yearly',
is_snapshot=False,
dates=[
datetime(2014, 12, 31),
datetime(2015, 12, 31),
datetime(2016, 12, 31)
],
values=[132482, 150201, 151357]),
u'Quarterly':
TimeSeries.create(name=u'NetProfit',
date_frame=u'Quarterly',
is_snapshot=False,
dates=[
datetime(2017, 3, 31),
datetime(2017, 6, 30),
datetime(2017, 9, 30)
],
values=[29207, 14919, 19665]),
},
'Assets': {
u'Yearly':
TimeSeries.create(name=u'Assets',
date_frame=u'Yearly',
is_snapshot=True,
dates=[
datetime(2014, 12, 31),
datetime(2015, 12, 31),
datetime(2016, 12, 31)
],
values=[2312461, 2462715, 2308300]),
u'Quarterly':
TimeSeries.create(name=u'Assets',
date_frame=u'Quarterly',
is_snapshot=True,
dates=[
datetime(2017, 3, 31),
datetime(2017, 6, 30),
datetime(2017, 9, 30)
],
values=[2332342, 2457578, 2762655]),
},
'Equity': {
u'Yearly':
TimeSeries.create(name=u'Equity',
date_frame=u'Yearly',
is_snapshot=True,
dates=[
datetime(2014, 12, 31),
datetime(2015, 12, 31),
datetime(2016, 12, 31)
],
values=[984677, 1060391, 1133789]),
u'Quarterly':
TimeSeries.create(name=u'Equity',
date_frame=u'Quarterly',
is_snapshot=True,
dates=[
datetime(2017, 3, 31),
datetime(2017, 6, 30),
datetime(2017, 9, 30)
],
values=[1183505, 1132860, 1156638]),
},
'Sales': {
u'Yearly':
TimeSeries.create(name=u'Sales',
date_frame=u'Yearly',
is_snapshot=False,
dates=[
datetime(2014, 12, 31),
datetime(2015, 12, 31),
datetime(2016, 12, 31)
],
values=[4213172, 4482146, 4358733]),
u'Quarterly':
TimeSeries.create(name=u'Sales',
date_frame=u'Quarterly',
is_snapshot=False,
dates=[
datetime(2017, 3, 31),
datetime(2017, 6, 30),
datetime(2017, 9, 30)
],
values=[975044, 922412, 1078892]),
}
}
}
def get(self, stock_code, metric_name):
if stock_code in self.mock_data and metric_name in self.mock_data[
stock_code]:
return self.mock_data[stock_code][metric_name]
raise ValueError(u'Could not get mock data: stock_code={stock_code} metric_name={metric_name}' \
.format(stock_code=stock_code, metric_name=metric_name))