async def async_get_board_candles(ticker: Ticker, cache_dir: Optional[str], start: str, end: Optional[str], interval: int):
cache_file = f'moex_candles_{ticker.symbol}_{start}_{end if end else "now"}_{interval}.cache'
ttl = datetime.timedelta(days=1)
cache = DataFrameCache(cache_dir, cache_file, ttl)
df = cache.get()
if df is not None:
return df
async with aiomoex.ISSClientSession():
engine, market, board = '', '', ''
resp = await aiomoex.find_securities(ticker.symbol, columns=('secid', 'name', 'group', 'primary_boardid'))
for x in resp:
if x['secid'] != ticker.symbol:
continue
engine, market = x['group'].split('_')
board = x['primary_boardid']
if engine == '':
raise Exception(f'unknown ticker {ticker}')
rdata = await aiomoex.get_board_candles(ticker.symbol, start=start, end=end, interval=interval, engine=engine, market=market, board=board)
df = pandas.DataFrame(rdata)
df.set_index('begin', inplace=True)
df.drop(['value'], axis=1, inplace=True)
cache.put(df)
return df
async def test_update_timestamp(path, monkeypatch):
monkeypatch.setattr(config, "DATA_PATH", path)
async with aiomoex.ISSClientSession():
with lmbd.DataStore(path, MAX_SIZE, MAX_DBS) as db:
date = await utils.update_timestamp(db)
date_web = await utils.download_last_history()
date_store = db[utils.LAST_HISTORY].value
assert date == date_web == date_store
async def test_download_last_history():
async with aiomoex.ISSClientSession():
date = await utils.download_last_history()
assert isinstance(date, pd.Timestamp)
assert date.hour == 19
assert date.minute == 45
assert date.second == 0
assert date.microsecond == 0
assert date.nanosecond == 0
now = pd.Timestamp.now("Europe/Moscow")
assert date < pd.Timestamp.now("Europe/Moscow")
# noinspection PyUnresolvedReferences
assert date.tz == now.tz
async def test_update_timestamp_after_end_of_trading_day(path, monkeypatch):
monkeypatch.setattr(config, "DATA_PATH", path)
fake_end_of_trading = dict(hour=0,
minute=0,
second=0,
microsecond=0,
nanosecond=0)
async with aiomoex.ISSClientSession():
with lmbd.DataStore(path, MAX_SIZE, MAX_DBS) as db:
date_web = await utils.download_last_history()
monkeypatch.setattr(utils, "END_OF_TRADING", fake_end_of_trading)
date = await utils.update_timestamp(db)
date_store = db[utils.LAST_HISTORY].value
assert date == date_web == date_store
async def fake_data_path(path):
async with aiomoex.ISSClientSession() as session:
with lmbd.DataStore(path, MAX_SIZE, MAX_DBS) as db:
manager.AbstractManager.ISS_SESSION = session
manager.AbstractManager.STORE = db
yield
def __init__(self):
self._session = aiomoex.ISSClientSession()
self._store = open_store()