Example #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)
Example #2
0
def get_bbg_id():
    t = datetime.datetime.today()
    today_date = datetime.datetime(t.year, t.month, t.day)
    start_date =  today_date - datetime.timedelta(10)
    end_date = today_date  - datetime.timedelta(1)
    index_list = ('SPX Index', 'DJI Index', 'RTY Index')

    for index in index_list:
        index_id = data_retrieval.get_id(
            'download_bbg_timeseries', 
            {
                'symbol': index, 
                'start': start_date, 
                'end': end_date,
                'field' : 'INDX_MWEIGHT_HIST'
            })
        print index_id;
Example #3
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))