def _test_get_latest_price(self):
response = MockResponse(
textwrap.dedent("""
{"quoteResponse":
{"error": null,
"result": [{"esgPopulated": false,
"exchange": "TOR",
"exchangeDataDelayedBy": 15,
"exchangeTimezoneName": "America/Toronto",
"exchangeTimezoneShortName": "EDT",
"fullExchangeName": "Toronto",
"gmtOffSetMilliseconds": -14400000,
"language": "en-US",
"market": "ca_market",
"marketState": "CLOSED",
"quoteType": "ETF",
"regularMarketPrice": 29.99,
"regularMarketTime": 1522353589,
"sourceInterval": 15,
"symbol": "XSP.TO",
"tradeable": false}]}}
"""))
with mock.patch('requests.get', return_value=response):
srcprice = yahoo.Source().get_latest_price('XSP.TO')
self.assertTrue(isinstance(srcprice.price, Decimal))
self.assertEqual(Decimal('29.99'), srcprice.price)
timezone = datetime.timezone(datetime.timedelta(hours=-4),
'America/Toronto')
self.assertEqual(
datetime.datetime(2018, 3, 29, 15, 59, 49, tzinfo=timezone),
srcprice.time)
self.assertEqual('CAD', srcprice.quote_currency)
def main():
"""Top-level function."""
parser = argparse.ArgumentParser(description=__doc__.strip())
parser.add_argument('price_ledger',
help="Ledger file containing a list of prices to fetch")
parser.add_argument('output',
help="Output directory to write all output files to.")
parser.add_argument('-v', '--verbose', action='store_true')
args = parser.parse_args()
if args.verbose:
logging.basicConfig(level=logging.DEBUG, format='%(levelname)-8s: %(message)s')
os.makedirs(args.output, exist_ok=True)
# Load the example file.
logging.info("Reading ledger: %s", args.price_ledger)
entries, _, _ = loader.load_file(args.price_ledger)
source = yahoo.Source()
new_entries = []
for price_entry in entries:
assert isinstance(price_entry, data.Price)
time = datetime.datetime.combine(price_entry.date, datetime.time(),
tzinfo=tz.tzutc())
try:
srcprice = source.get_historical_price(price_entry.currency, time)
new_entry = price_entry._replace(
amount=price_entry.amount._replace(number=srcprice.price))
new_entries.append(new_entry)
except yahoo.YahooError as exc:
print("ERROR: {}".format(exc))
printer.print_entries(new_entries)
def main():
"""Top-level function."""
today = datetime.date.today()
parser = argparse.ArgumentParser(description=__doc__.strip())
parser.add_argument('instrument',
help="Yahoo!Finance code for financial instrument.")
parser.add_argument(
'start',
action='store',
type=lambda x: dateutil.parser.parse(x).date(),
default=today.replace(year=today.year - 1),
help="Start date of interval. Default is one year ago.")
parser.add_argument('end',
action='store',
type=lambda x: dateutil.parser.parse(x).date(),
default=today,
help="End date of interval. Default is today ago.")
args = parser.parse_args()
# Get the data.
source = yahoo.Source()
sprices = source.get_daily_prices(
args.instrument, datetime.datetime.combine(args.start,
datetime.time()),
datetime.datetime.combine(args.end, datetime.time()))
if sprices is None:
raise RuntimeError("Could not fetch from {}".format(source))
# Attempt to infer the right quantization and quantize if succesfull.
quant = number.infer_quantization_from_numbers([s.price for s in sprices])
if quant:
sprices = [
sprice._replace(price=sprice.price.quantize(quant))
for sprice in sprices
]
# Convert to Price entries and output.
price_entries = []
for sprice in sprices:
price_entries.append(
data.Price({}, sprice.time.date(), args.instrument,
amount.Amount(sprice.price, sprice.quote_currency)))
printer.print_entries(price_entries)
def test_parse_response_no_timestamp(self):
response = MockResponse(
textwrap.dedent("""
{"chart":
{"error": null,
"result": [{"indicators": {"adjclose": [{}],
"quote": [{}]},
"meta": {"chartPreviousClose": 29.25,
"currency": "CAD",
"currentTradingPeriod": {"post": {"end": 1522702800,
"gmtoffset": -14400,
"start": 1522699200,
"timezone": "EDT"},
"pre": {"end": 1522675800,
"gmtoffset": -14400,
"start": 1522670400,
"timezone": "EDT"},
"regular": {"end": 1522699200,
"gmtoffset": -14400,
"start": 1522675800,
"timezone": "EDT"}},
"dataGranularity": "1d",
"exchangeName": "TOR",
"exchangeTimezoneName": "America/Toronto",
"firstTradeDate": 1018872000,
"gmtoffset": -14400,
"instrumentType": "ETF",
"symbol": "XSP.TO",
"timezone": "EDT",
"validRanges": ["1d", "5d", "1mo", "3mo", "6mo", "1y",
"2y", "5y", "10y", "ytd", "max"]}}]}}
"""))
with self.assertRaises(yahoo.YahooError):
with mock.patch('requests.get', return_value=response):
srcprice = yahoo.Source().get_historical_price(
'XSP.TO',
datetime.datetime(2017, 11, 1, 16, 0, 0,
tzinfo=tz.tzutc()))
def _test_get_historical_price(self):
response = MockResponse(
textwrap.dedent("""
{"chart":
{"error": null,
"result": [{"indicators": {"adjclose": [{"adjclose": [29.236251831054688,
29.16683006286621,
29.196582794189453,
29.226333618164062]}],
"quote": [{"close": [29.479999542236328,
29.40999984741211,
29.440000534057617,
29.469999313354492],
"high": [29.510000228881836,
29.489999771118164,
29.469999313354492,
29.579999923706055],
"low": [29.34000015258789,
29.350000381469727,
29.399999618530273,
29.43000030517578],
"open": [29.360000610351562,
29.43000030517578,
29.43000030517578,
29.530000686645508],
"volume": [160800,
118700,
98500,
227800]}]},
"meta": {"chartPreviousClose": 29.25,
"currency": "CAD",
"currentTradingPeriod": {"post": {"end": 1522702800,
"gmtoffset": -14400,
"start": 1522699200,
"timezone": "EDT"},
"pre": {"end": 1522675800,
"gmtoffset": -14400,
"start": 1522670400,
"timezone": "EDT"},
"regular": {"end": 1522699200,
"gmtoffset": -14400,
"start": 1522675800,
"timezone": "EDT"}},
"dataGranularity": "1d",
"exchangeName": "TOR",
"exchangeTimezoneName": "America/Toronto",
"firstTradeDate": 1018872000,
"gmtoffset": -14400,
"instrumentType": "ETF",
"symbol": "XSP.TO",
"timezone": "EDT",
"validRanges": ["1d", "5d", "1mo", "3mo", "6mo", "1y",
"2y", "5y", "10y", "ytd", "max"]},
"timestamp": [1509111000,
1509370200,
1509456600,
1509543000]}]}}"""))
with mock.patch('requests.get', return_value=response):
srcprice = yahoo.Source().get_historical_price(
'XSP.TO',
datetime.datetime(2017, 11, 1, 16, 0, 0, tzinfo=tz.tzutc()))
self.assertTrue(isinstance(srcprice.price, Decimal))
self.assertEqual(Decimal('29.469999313354492'), srcprice.price)
timezone = datetime.timezone(datetime.timedelta(hours=-4),
'America/Toronto')
self.assertEqual(
datetime.datetime(2017, 11, 1, 9, 30, tzinfo=timezone),
srcprice.time)
self.assertEqual('CAD', srcprice.quote_currency)
