class TestEquityIndex(object):
def setup(self):
self.idx = EquityIndex('TEST')
def test_repr(self):
eq_(self.idx.__repr__(), "<EquityIndex(name='TEST')>")
def test_filename(self):
eq_(self.idx.filename, 'test_idx.csv')
def test_trade_file(self):
expected = 'test_trades_HHMM.csv'
eq_(self.idx.trade_file('HHMM'), expected)
def test_component_tickers(self):
expected = ['AAA', 'BBB', 'CCC', 'DDD']
assert_list_equal(self.idx.component_tickers, expected)
# tests that the first `Equity` found in the collection/list
# is the one expected
def test_component_equities(self):
equity = self.idx.components()[0]
eq_(equity.ticker, 'AAA')
# just tests that a dict is returned
def test_components_last_px(self):
last_prices = self.idx.components_last_px('HHMM')
assert_is_instance(last_prices, dict)
@raises(Exception)
def test_non_exist_index(self):
EquityIndex('NOT_THERE')
def zmq_qry_pub(context):
"""PUB -- queries and PUBLISHES the data
"""
app.logger.info("zmq_qry_pub started")
socket = context.socket(zmq.PUB)
socket.connect('tcp://127.0.0.1:7000')
timestamps = ['0810', '0811', '0812']
idx = EquityIndex('CAC')
# for ts in cycle(timestamps):
for ts in timestamps:
price_data = idx.components_last_px(ts)
for topic, msg_data in price_data.iteritems():
if msg_data:
# push the code/ticker into the dict
msg_data['ticker'] = topic
# reformat with a colon
msg_data['ts'] = ts[:2] + ':' + ts[2:]
# and jsonify....
msg = json.dumps(msg_data)
socket.send(msg)
gevent.sleep(WAIT)
app.logger.info("zmq_qry_pub closed")
def setup(self):
self.idx = EquityIndex('TEST')
