def test_quotes_download_update():
mng = moex.Quotes(db="test")
# noinspection PyProtectedMember
data = mng._download("MSTT", last_index=pd.Timestamp("2019-09-13"))
assert len(data)
assert data[0][CLOSE] == 88.7
assert data[0][TURNOVER] == 1106728
def test_quotes_no_data():
"""Некоторые бумаги не имеют котировок."""
mng = moex.Quotes(db="test")
for ticker in ("KSGR", "KMTZ", "TRFM"):
df = mng[ticker]
assert isinstance(df, pd.DataFrame)
assert df.empty
def test_not_unique():
"""Некоторые бумаги со старой историей торговались одновременно под несколькими тикерами."""
mng = moex.Quotes(db="test")
for ticker in ("PRMB", "OGKB"):
df = mng[ticker]
assert isinstance(df, pd.DataFrame)
assert df.index.is_unique
assert df.index.is_monotonic_increasing
async def test_not_unique():
"""Некоторые бумаги со старой историей торговались одновременно под несколькими тикерами."""
mgr = moex.Quotes(("PRMB", "OGKB"))
for ticker in ("PRMB", "OGKB"):
await mgr.create(ticker)
await mgr.update(ticker)
dfs = await mgr.get()
for df in dfs:
assert isinstance(df, pd.DataFrame)
assert df.index.is_unique
assert df.index.is_monotonic_increasing
async def test_no_data():
"""Некоторые бумаги не имеют котировок."""
mgr = moex.Quotes(("KSGR", "KMTZ", "TRFM"))
for ticker in ("KSGR", "KMTZ", "TRFM"):
await mgr.create(ticker)
await mgr.update(ticker)
dfs = await mgr.get()
for df in dfs:
assert isinstance(df, pd.DataFrame)
assert df.empty
assert list(df.columns) == [CLOSE, TURNOVER]
def test_quotes_create():
mng = moex.Quotes(db="test")
df = mng["MSTT"]
assert isinstance(df, pd.DataFrame)
assert df.shape[0] > 1000
assert df.index[0] == pd.to_datetime("2010-11-03")
assert df.loc["2013-03-27", CLOSE] == pytest.approx(136.3)
assert df.loc["2014-06-09", CLOSE] == pytest.approx(110.48)
assert df.loc["2018-09-07", CLOSE] == pytest.approx(92.0)
assert df.loc["2018-03-09", CLOSE] == 148.8
assert df.loc["2018-03-09", TURNOVER] == 439722
def test_quotes_late_reg_number():
"""Под тикером IRAO обращалось две бумаги с разными регистрационными номерами.
Это вызывало скачек котировок в сто раз.
"""
mng = moex.Quotes(db="test")
df = mng["IRAO"]
assert isinstance(df, pd.DataFrame)
assert df.shape[0] > 1270
assert df.index[0] == pd.to_datetime("2015-01-20")
assert df.loc["2015-01-20", CLOSE] == pytest.approx(0.7641)
assert df.loc["2015-01-20", TURNOVER] == pytest.approx(55127750.3)
assert df.loc["2020-02-03", CLOSE] == pytest.approx(5.8285)
assert df.loc["2020-02-03", TURNOVER] == pytest.approx(1156252597.5)
def test_no_reg_number():
mng = moex.Quotes(db="test")
with pytest.raises(POptimizerError) as error:
# noinspection PyStatementEffect
mng["YNDX"]
assert "YNDX - акция без регистрационного номера" == str(error.value)
def test_quotes_find_aliases():
mng = moex.Quotes(db="test")
# noinspection PyProtectedMember
tickers, date = mng._find_aliases("UPRO")
assert set(tickers) == {"UPRO", "EONR", "OGK4"}
assert date == pd.Timestamp("2007-04-19")
async def test_quotes_start_of_download_update():
mng = moex.Quotes(("MSTT", ))
await mng.get()
# noinspection PyProtectedMember
update = await mng._download_update("MSTT")
assert update.index[0] >= pd.Timestamp("2018-12-10")