def test_adjust_func(self):
"""Fix for pandas 0.8 release which upgrade datetime
handling.
"""
ohlcs = np.array([
(date2unixtime(datetime.date(2003, 2, 13)),
46.99, 46.99, 46.99, 46.99, 675114.0, 758148608.0),
(date2unixtime(datetime.date(2003, 2, 14)),
48.30, 48.30, 48.30, 48.30, 675114.0, 758148608.0),
(date2unixtime(datetime.date(2003, 2, 18)),
24.96, 24.96, 24.96, 24.96, 675114.0, 758148608.0),
(date2unixtime(datetime.date(2003, 2, 19)),
24.53, 24.53, 24.53, 24.53, 675114.0, 758148608.0),
], dtype=Day.DTYPE)
dividends = np.array([
(date2unixtime(datetime.date(2003, 2, 18)),
1.0, 0.0, 0.0, 0.0), # Split 2:1
(date2unixtime(datetime.date(2003, 2, 19)),
0.0, 0.0, 0.0, 0.08), # 0.08 cash dividend
], dtype=self.dtype)
frame = adjust(ohlcs, dividends)
self.assertEqual(frame.index[0].date(), datetime.date(2003, 2, 13))
def test_adjust_func(self):
"""Fix for pandas 0.8 release which upgrade datetime
handling.
"""
ohlcs = np.array([
(date2unixtime(datetime.date(2003, 2, 13)),
46.99, 46.99, 46.99, 46.99, 675114.0, 758148608.0),
(date2unixtime(datetime.date(2003, 2, 14)),
48.30, 48.30, 48.30, 48.30, 675114.0, 758148608.0),
(date2unixtime(datetime.date(2003, 2, 18)),
24.96, 24.96, 24.96, 24.96, 675114.0, 758148608.0),
(date2unixtime(datetime.date(2003, 2, 19)),
24.53, 24.53, 24.53, 24.53, 675114.0, 758148608.0),
], dtype=Day.DTYPE)
dividends = np.array([
(date2unixtime(datetime.date(2003, 2, 18)),
1.0, 0.0, 0.0, 0.0), # Split 2:1
(date2unixtime(datetime.date(2003, 2, 19)),
0.0, 0.0, 0.0, 0.08), # 0.08 cash dividend
], dtype=self.dtype)
frame = adjust(ohlcs, dividends)
self.assertEqual(frame.index[0].date(), datetime.date(2003, 2, 13))
expected = ['open', 'high', 'low', 'close',
'volume', 'amount', 'adjclose']
self.assert_(np.array_equal(frame.columns, expected))
day = frame.ix[datetime.datetime(2003, 2, 13)]
self.assertTrue(self.floatEqual(day['adjclose'], 23.415))
expected = ['Open', 'High', 'Low', 'Close',
'Volume', 'Adjusted']
frame = adjust(ohlcs, [], capitalize=True)
self.assert_(np.array_equal(frame.columns, expected))
def test_adjust_func_should_not_skipped(self):
y = np.array([
(1326643200, 22.50, 22.91, 20.65, 20.71, 4551.0, 9873878.0),
(1326729600, 21.75, 22.78, 21.40, 22.78, 6053.0, 13547097.0),
(1326816000, 23.90, 24.77, 22.0, 22.5, 11126.0, 26537980.0),
(1326902400, 22.5, 23.98, 22.05, 23.55, 5983.0, 13886342.0),
(1326988800, 23.56, 23.90, 23.35, 23.70, 3832.0, 9089978.0)
], dtype=Day.DTYPE)
dividends = np.array([
(1369008000, 0.5, 0.0, 0.0, 0.15),
(1340064000, 1.0, 0.0, 0.0, 0.20)
], dtype=self.dtype)
frame = adjust(y, dividends)
day = frame.ix[datetime.datetime(2012, 1, 20)]
self.assertTrue(self.floatEqual(day['close'], 7.75))
