def test_load_adjustments_from_sqlite(self):
reader = SQLiteAdjustmentReader(self.db_path)
columns = [USEquityPricing.close, USEquityPricing.volume]
query_days = self.calendar_days_between(TEST_QUERY_START, TEST_QUERY_STOP)
adjustments = reader.load_adjustments(columns, query_days, self.assets)
close_adjustments = adjustments[0]
volume_adjustments = adjustments[1]
expected_close_adjustments, expected_volume_adjustments = self.expected_adjustments(
TEST_QUERY_START, TEST_QUERY_STOP
)
for key in expected_close_adjustments:
close_adjustment = close_adjustments[key]
for j, adj in enumerate(close_adjustment):
expected = expected_close_adjustments[key][j]
self.assertEqual(adj.first_row, expected.first_row)
self.assertEqual(adj.last_row, expected.last_row)
self.assertEqual(adj.first_col, expected.first_col)
self.assertEqual(adj.last_col, expected.last_col)
assert_allclose(adj.value, expected.value)
for key in expected_volume_adjustments:
volume_adjustment = volume_adjustments[key]
for j, adj in enumerate(volume_adjustment):
expected = expected_volume_adjustments[key][j]
self.assertEqual(adj.first_row, expected.first_row)
self.assertEqual(adj.last_row, expected.last_row)
self.assertEqual(adj.first_col, expected.first_col)
self.assertEqual(adj.last_col, expected.last_col)
assert_allclose(adj.value, expected.value)
def test_load_adjustments_from_sqlite(self):
reader = SQLiteAdjustmentReader(self.db_path)
columns = [USEquityPricing.close, USEquityPricing.volume]
query_days = self.calendar_days_between(
TEST_QUERY_START,
TEST_QUERY_STOP,
)
adjustments = reader.load_adjustments(
columns,
query_days,
self.assets,
)
close_adjustments = adjustments[0]
volume_adjustments = adjustments[1]
expected_close_adjustments, expected_volume_adjustments = \
self.expected_adjustments(TEST_QUERY_START, TEST_QUERY_STOP)
self.assertEqual(close_adjustments, expected_close_adjustments)
self.assertEqual(volume_adjustments, expected_volume_adjustments)
def test_load_adjustments_from_sqlite(self):
reader = SQLiteAdjustmentReader(self.db_path)
columns = [USEquityPricing.close, USEquityPricing.volume]
query_days = self.calendar_days_between(
TEST_QUERY_START,
TEST_QUERY_STOP,
)
adjustments = reader.load_adjustments(
columns,
query_days,
self.assets,
)
close_adjustments = adjustments[0]
volume_adjustments = adjustments[1]
expected_close_adjustments, expected_volume_adjustments = \
self.expected_adjustments(TEST_QUERY_START, TEST_QUERY_STOP)
self.assertEqual(close_adjustments, expected_close_adjustments)
self.assertEqual(volume_adjustments, expected_volume_adjustments)
def test_load_adjustments_from_sqlite(self):
reader = SQLiteAdjustmentReader(self.db_path)
columns = [USEquityPricing.close, USEquityPricing.volume]
query_days = self.calendar_days_between(
TEST_QUERY_START,
TEST_QUERY_STOP,
)
adjustments = reader.load_adjustments(
columns,
query_days,
self.assets,
)
close_adjustments = adjustments[0]
volume_adjustments = adjustments[1]
expected_close_adjustments, expected_volume_adjustments = \
self.expected_adjustments(TEST_QUERY_START, TEST_QUERY_STOP)
for key in expected_close_adjustments:
close_adjustment = close_adjustments[key]
for j, adj in enumerate(close_adjustment):
expected = expected_close_adjustments[key][j]
self.assertEqual(adj.first_row, expected.first_row)
self.assertEqual(adj.last_row, expected.last_row)
self.assertEqual(adj.first_col, expected.first_col)
self.assertEqual(adj.last_col, expected.last_col)
assert_allclose(adj.value, expected.value)
for key in expected_volume_adjustments:
volume_adjustment = volume_adjustments[key]
for j, adj in enumerate(volume_adjustment):
expected = expected_volume_adjustments[key][j]
self.assertEqual(adj.first_row, expected.first_row)
self.assertEqual(adj.last_row, expected.last_row)
self.assertEqual(adj.first_col, expected.first_col)
self.assertEqual(adj.last_col, expected.last_col)
assert_allclose(adj.value, expected.value)