def test_slice_list_of_dicts(start, end, expected_start_index, expected_end_index):
top_level_tick_store = TopLevelTickStore(Mock())
dates = list(rrule(DAILY, count=5, dtstart=dt(2010, 1, 1), interval=2))
data = [{"index": date, "A": val} for date, val in zip(dates, range(5))]
expected = data[expected_start_index:expected_end_index]
result = top_level_tick_store._slice(data, start, end)
assert expected == result
def test_slice_pandas_dataframe(start, end, expected_start_index, expected_end_index):
top_level_tick_store = TopLevelTickStore(Mock())
dates = pd.date_range('20100101', periods=5, freq='2D')
data = pd.DataFrame(np.random.randn(5, 4), index=dates, columns=list('ABCD'))
expected = data.iloc[expected_start_index:expected_end_index]
result = top_level_tick_store._slice(data, start, end)
assert_frame_equal(expected, result), '{}\n{}'.format(expected, result)
def test_slice_pandas_dataframe(start, end, expected_start_index, expected_end_index):
top_level_tick_store = TopLevelTickStore(Mock())
dates = pd.date_range("20100101", periods=5, freq="2D")
data = pd.DataFrame(np.random.randn(5, 4), index=dates, columns=list("ABCD"))
expected = data.ix[expected_start_index:expected_end_index]
result = top_level_tick_store._slice(data, start, end)
assert_frame_equal(expected, result), "{}\n{}".format(expected, result)
def test_slice_list_of_dicts(start, end, expected_start_index, expected_end_index):
top_level_tick_store = TopLevelTickStore(Mock())
dates = list(rrule(DAILY, count=5, dtstart=dt(2010, 1, 1, tzinfo=utc), interval=2))
data = [{'index': date, 'A': val} for date, val in zip(dates, range(5))]
expected = data[expected_start_index:expected_end_index]
result = top_level_tick_store._slice(data, start, end)
assert expected == result
def test_raise_exception_if_date_range_does_not_contain_start_and_end_date():
store = TopLevelTickStore(Mock())
dr = DateRange(start=None, end=None)
with pytest.raises(Exception) as e:
store._get_library_metadata(dr)
assert "The date range {0} must contain a start and end date".format(
dr) in str(e)
def test_write_pandas_data_to_right_libraries():
self = create_autospec(TopLevelTickStore,
_arctic_lib=MagicMock(),
_collection=MagicMock())
self._collection.find.return_value = [{
'library_name': sentinel.libname1,
'start': sentinel.st1,
'end': sentinel.end1
}, {
'library_name': sentinel.libname2,
'start': sentinel.st2,
'end': sentinel.end2
}]
slice1 = range(2)
slice2 = range(4)
when(self._slice).called_with(sentinel.data, sentinel.st1,
sentinel.end1).then(slice1)
when(self._slice).called_with(sentinel.data, sentinel.st2,
sentinel.end2).then(slice2)
mock_lib1 = Mock()
mock_lib2 = Mock()
when(self._arctic_lib.arctic.__getitem__).called_with(
sentinel.libname1).then(mock_lib1)
when(self._arctic_lib.arctic.__getitem__).called_with(
sentinel.libname2).then(mock_lib2)
with patch("arctic.tickstore.toplevel.to_dt") as patch_to_dt:
patch_to_dt.side_effect = [
sentinel.st1, sentinel.end1, sentinel.st2, sentinel.end2
]
TopLevelTickStore.write(self, 'blah', sentinel.data)
mock_lib1.write.assert_called_once_with('blah', slice1)
mock_lib2.write.assert_called_once_with('blah', slice2)
def test_raise_exception_and_log_an_error_if_an_invalid_library_name_is_added():
arctic_lib = MagicMock()
arctic_lib.arctic.__getitem__.side_effect = Exception()
store = TopLevelTickStore(arctic_lib)
with patch("arctic.tickstore.toplevel.logger") as mock_logger:
with pytest.raises(Exception):
store.add(None, "blah")
mock_logger.error.assert_called_once_with("Could not load library")
def test_add_library_to_colllection_if_date_range_is_on_UTC_or_naive_day_boundaries(start, end, expected_start, expected_end):
self = create_autospec(TopLevelTickStore, _arctic_lib=MagicMock(), _collection=MagicMock())
self._get_library_metadata.return_value = []
TopLevelTickStore.add(self, DateRange(start=start, end=end), "blah")
self._collection.update_one.assert_called_once_with({'library_name': "blah"},
{'$set':
{'start': expected_start,
'end': expected_end}}, upsert=True)
def test_add_library_to_colllection_if_date_range_is_on_UTC_or_naive_day_boundaries(start, end, expected_start, expected_end):
self = create_autospec(TopLevelTickStore, _arctic_lib=MagicMock(), _collection=MagicMock())
self._get_library_metadata.return_value = []
TopLevelTickStore.add(self, DateRange(start=start, end=end), "blah")
self._collection.update_one.assert_called_once_with({'library_name': "blah"},
{'$set':
{'start': expected_start,
'end': expected_end}}, upsert=True)
def test_raise_exception_and_log_an_error_if_an_invalid_library_name_is_added():
arctic_lib = MagicMock()
arctic_lib.arctic.__getitem__.side_effect = Exception()
store = TopLevelTickStore(arctic_lib)
with patch("arctic.tickstore.toplevel.logger") as mock_logger:
with pytest.raises(Exception):
store.add(None, "blah")
mock_logger.error.assert_called_once_with("Could not load library")
def test_raise_error_add_library_is_called_with_a_date_range_not_on_day_boundaries(
start, end):
with pytest.raises(AssertionError) as e:
self = create_autospec(TopLevelTickStore,
_arctic_lib=MagicMock(),
_collection=MagicMock())
self._get_library_metadata.return_value = []
TopLevelTickStore.add(self, DateRange(start=start, end=end), "blah")
assert "Date range should fall on UTC day boundaries" in str(e)
def test_raise_exception_if_date_range_overlaps():
self = create_autospec(TopLevelTickStore, _arctic_lib=MagicMock())
self._get_library_metadata.return_value = [
TickStoreLibrary('lib1', None),
]
with pytest.raises(OverlappingDataException) as e:
TopLevelTickStore.add(
self,
DateRange(start=dt(2010, 1, 1),
end=dt(2011, 1, 1, 23, 59, 59, 999000)), "blah")
assert "There are libraries that overlap with the date range:" in str(e)
def test_write_pandas_data_to_right_libraries():
self = create_autospec(TopLevelTickStore, _arctic_lib=MagicMock(), _collection=MagicMock())
self._collection.find.return_value = [{'library_name': sentinel.libname1, 'start': sentinel.st1, 'end': sentinel.end1},
{'library_name': sentinel.libname2, 'start': sentinel.st2, 'end': sentinel.end2}]
slice1 = range(2)
slice2 = range(4)
when(self._slice).called_with(sentinel.data, sentinel.st1, sentinel.end1).then(slice1)
when(self._slice).called_with(sentinel.data, sentinel.st2, sentinel.end2).then(slice2)
mock_lib1 = Mock()
mock_lib2 = Mock()
when(self._arctic_lib.arctic.__getitem__).called_with(sentinel.libname1).then(mock_lib1)
when(self._arctic_lib.arctic.__getitem__).called_with(sentinel.libname2).then(mock_lib2)
TopLevelTickStore.write(self, 'blah', sentinel.data)
mock_lib1.write.assert_called_once_with('blah', slice1)
mock_lib2.write.assert_called_once_with('blah', slice2)
def test_read():
self = create_autospec(TopLevelTickStore)
tsl = TickStoreLibrary(create_autospec(TickStore),
create_autospec(DateRange))
self._get_libraries.return_value = [tsl, tsl]
dr = create_autospec(DateRange)
with patch('pandas.concat') as concat:
res = TopLevelTickStore.read(self,
sentinel.symbol,
dr,
columns=sentinel.include_columns,
include_images=sentinel.include_images)
assert concat.call_args_list == [
call([tsl.library.read.return_value, tsl.library.read.return_value])
]
assert res == concat.return_value
assert tsl.library.read.call_args_list == [
call(sentinel.symbol,
tsl.date_range.intersection.return_value,
sentinel.include_columns,
include_images=sentinel.include_images),
call(sentinel.symbol,
tsl.date_range.intersection.return_value,
sentinel.include_columns,
include_images=sentinel.include_images)
]
def test_read():
self = create_autospec(TopLevelTickStore)
tsl = TickStoreLibrary(create_autospec(TickStore), create_autospec(DateRange))
self._get_libraries.return_value = [tsl, tsl]
dr = create_autospec(DateRange)
with patch("pandas.concat") as concat:
res = TopLevelTickStore.read(
self, sentinel.symbol, dr, columns=sentinel.include_columns, include_images=sentinel.include_images
)
assert concat.call_args_list == [call([tsl.library.read.return_value, tsl.library.read.return_value])]
assert res == concat.return_value
assert tsl.library.read.call_args_list == [
call(
sentinel.symbol,
tsl.date_range.intersection.return_value,
sentinel.include_columns,
include_images=sentinel.include_images,
),
call(
sentinel.symbol,
tsl.date_range.intersection.return_value,
sentinel.include_columns,
include_images=sentinel.include_images,
),
]
def test_raise_exception_if_daterange_is_not_provided():
store = TopLevelTickStore(Mock())
with pytest.raises(Exception) as e:
store._get_library_metadata(None)
assert "A date range must be provided" in str(e)
def test_raise_error_add_library_is_called_with_a_date_range_not_on_day_boundaries(start, end):
with pytest.raises(AssertionError) as e:
self = create_autospec(TopLevelTickStore, _arctic_lib=MagicMock(), _collection=MagicMock())
self._get_library_metadata.return_value = []
TopLevelTickStore.add(self, DateRange(start=start, end=end), "blah")
assert "Date range should fall on UTC day boundaries" in str(e)
def test_slice_raises():
m = TopLevelTickStore(Mock())
with pytest.raises(UnhandledDtypeException) as e:
m._slice("abc", 1, 2)
assert("Can't persist type" in str(e))
def test_raise_exception_if_date_range_does_not_contain_start_and_end_date():
store = TopLevelTickStore(Mock())
dr = DateRange(start=None, end=None)
with pytest.raises(Exception) as e:
store._get_library_metadata(dr)
assert "The date range {0} must contain a start and end date".format(dr) in str(e)
def test_raise_exception_if_daterange_is_not_provided():
store = TopLevelTickStore(Mock())
with pytest.raises(Exception) as e:
store._get_library_metadata(None)
assert "A date range must be provided" in str(e)
def test_raise_exception_if_date_range_overlaps():
self = create_autospec(TopLevelTickStore, _arctic_lib=MagicMock())
self._get_library_metadata.return_value = [TickStoreLibrary("lib1", None)]
with pytest.raises(OverlappingDataException) as e:
TopLevelTickStore.add(self, DateRange(start=dt(2010, 1, 1), end=dt(2011, 1, 1, 23, 59, 59, 999000)), "blah")
assert "There are libraries that overlap with the date range:" in str(e)
def test_slice_raises():
m = TopLevelTickStore(Mock())
with pytest.raises(UnhandledDtypeException) as e:
m._slice("abc", 1, 2)
assert ("Can't persist type" in str(e))
