def get_futures():
date = get_db_date()
quotes = futures.query_historical("VX", date)
vix_quote = stocks.query_historical(["VIX"], date).get("VIX", 10)
if vix_quote is None:
return jsonify()
data1 = [
{
"x": dates.business_dates_diff(date, quote.expiration),
"y": quote.close,
"name": quote.expiration.strftime("%b'%y"),
"suffix": "%+.2f, %+.0f %%, " % (quote.close - vix_quote.close, (quote.close / vix_quote.close - 1) * 100),
}
for quote in quotes
]
if len(data1) > 0:
first_point = data1[0]
first_point.update({"marker": {"enabled": "false"}})
data2 = [{"x": 0, "y": vix_quote.close, "name": "VIX"}, first_point]
else:
data2 = []
return jsonify({"part1": data1, "part2": data2})
def _check_database_quotes(self, symbol, total, check_date, total_date):
with database.connect_db(TEST_DB_NAME) as db:
db.execute('SELECT COUNT(*) FROM futures WHERE symbol=?;', [symbol])
self.assertEqual(db.fetchall(), [(total,)])
if total > 0:
database_quotes = futures.query_historical(
symbol, check_date, TEST_DB_NAME)
self.assertEqual(len(database_quotes), total_date)
self._check_quotes(database_quotes, symbol, check_date)
def test_query_historical_vx(self):
test_date = date(2015, 12, 4)
futures.fetch_historical('VX', TEST_DB_NAME)
quotes = futures.query_historical('VX', test_date, TEST_DB_NAME)
self._check_quotes(quotes, 'VX', test_date)
