def get_stocks():
date = get_db_date()
symbols = ["SPX", "VIX"]
quotes = stocks.query_historical(symbols, date)
prev_quotes = stocks.query_historical(symbols, dates.business_dates_add(date, -1))
data = {}
if quotes["SPX"] and quotes["VIX"]:
data = {
"SPX": "%.2f" % quotes["SPX"].close,
"VIX": "%.2f" % quotes["VIX"].close,
"SPX_change": "%+.2f %%" % ((quotes["SPX"].close / prev_quotes["SPX"].close - 1) * 100),
"VIX_change": "%+.2f" % (quotes["VIX"].close - prev_quotes["VIX"].close),
}
return jsonify(data)
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, check_close):
with database.connect_db(TEST_DB_NAME) as db:
db.execute("SELECT COUNT(*) FROM stocks WHERE symbol=?;", [symbol])
self.assertEqual(db.fetchall(), [(total,)])
if total > 0:
database_quotes = stocks.query_historical([symbol], check_date, TEST_DB_NAME)
self._check_quotes(database_quotes, symbol, check_date, check_close)
def test_query_historical_multiple_quotes(self):
stocks.fetch_historical("SPX", TEST_DB_NAME)
stocks.fetch_historical("VIX", TEST_DB_NAME)
stocks.fetch_historical("AAPL", TEST_DB_NAME)
quotes = stocks.query_historical(["SPX", "VIX", "AAPL"], date(2015, 12, 15), TEST_DB_NAME)
self.assertEqual(quotes["SPX"].close, 2043.41)
self.assertEqual(quotes["VIX"].close, 20.95)
def get_indices():
quotes = stocks.query_historical(INDICES_PERIODS.keys(), get_db_date())
data = []
for index, period in INDICES_PERIODS.items():
point_data = {"x": period, "y": quotes[index].close if quotes[index] else None, "name": index}
if index == "VIX":
point_data.update(
{
"marker": {"radius": 6, "fillColor": "#DDDF00"},
"dataLabels": {"style": {"fontSize": "11px", "font-weight": "bold"}},
}
)
data.append(point_data)
return jsonify({"root": data})
def test_query_historical_non_existing_quote(self):
quotes = stocks.query_historical([NON_EXISTING_SYMBOL], date(2015, 12, 15), TEST_DB_NAME)
self.assertIsNone(quotes[NON_EXISTING_SYMBOL])
def test_query_historical_single_quote(self):
test_date = date(2015, 12, 15)
stocks.fetch_historical("SPX", TEST_DB_NAME)
quotes = stocks.query_historical(["SPX"], test_date, TEST_DB_NAME)
self._check_quotes(quotes, "SPX", test_date, 2043.41)
