def test_update_fundamentals_delete_old(self):
symbols = [
{"symbol": "C6L.SI"},
{"symbol": "ABC.SI"},
]
prices = [
{"symbol_obj": "C6L.SI", "date": datetime(2012, 12, 21), "open": 0, "close": 0, "high": 0, "low": 0, "volume": 0, "adj_close": 99.9},
{"symbol_obj": "ABC.SI", "date": datetime(2012, 12, 21), "open": 0, "close": 0, "high": 0, "low": 0, "volume": 0, "adj_close": 669.5},
]
with db.transaction():
Symbol.insert_many(symbols).execute()
Price.insert_many(prices).execute()
symbol = "C6L.SI"
records = [
{"symbol_obj": "C6L.SI", "date": datetime(2012, 12, 21), "open": 0, "close": 0, "high": 0, "low": 0, "volume": 0, "adj_close": 100.0},
{"symbol_obj": "C6L.SI", "date": datetime(2012, 12, 22), "open": 0, "close": 0, "high": 0, "low": 0, "volume": 0, "adj_close": 120.0},
]
query.update_fundamentals("price", symbol, records, datetime(2012, 12, 22), delete_old=True)
updated_data = list(Price.select().dicts())
for p in updated_data:
del p["id"]
self.assertEqual(updated_data, prices[1:] + records)
def test_update_fundamentals(self):
symbols = [
{"symbol": "C6L.SI"},
{"symbol": "ABC.SI"}
]
balance_sheets = [
{"symbol_obj": "C6L.SI", "date": datetime(1994, 4, 1), "inventories": 1000},
{"symbol_obj": "C6L.SI", "date": datetime(1995, 4, 1), "inventories": 2000},
]
with db.transaction():
Symbol.insert_many(symbols).execute()
BalanceSheet.insert_many(balance_sheets).execute()
symbol = "C6L.SI"
records = [
{"symbol_obj": "C6L.SI", "date": datetime(1996, 4, 1), "inventories": 4000},
{"symbol_obj": "C6L.SI", "date": datetime(1997, 4, 1), "inventories": 8000},
]
end_date = datetime(2012, 12, 22)
query.update_fundamentals("balance_sheet", symbol, records, end_date)
updated_data = list(BalanceSheet.select(
BalanceSheet.symbol_obj, BalanceSheet.date, BalanceSheet.inventories
).dicts())
markers = list(Symbol.select(
Symbol.symbol, Symbol.balance_sheet_updated_at
).dicts())
self.assertEqual(updated_data, balance_sheets + records)
self.assertEqual(markers, [
{"symbol": "C6L.SI", "balance_sheet_updated_at": end_date},
{"symbol": "ABC.SI", "balance_sheet_updated_at": None},
])
from fa.database.query import get_outdated_symbols, update_fundamentals
import initialize
from settings import *
""" Download data from internet to database """
initialize.init()
logger = logging.getLogger(__name__)
logger.info("Will update historical prices of all symbols not up to date on {0}.".format(end_date))
all_symbols = [s.symbol for s in get_outdated_symbols("price", end_date)]
# do the download in chunks of size 8 to prevent overloading servers
for symbols in partition(all_symbols, 8):
data = yahoo.get_historical_data(symbols, start_date, end_date)
for symbol, csv_string in data.items():
if csv_string:
try:
records = csv_string_to_records(symbol, csv_string, strict=True)
update_fundamentals("price", symbol, records, end_date, delete_old=True)
except csv.Error as e:
logger.exception(e)
logger.error("csv of {0} is malformed.".format(symbol))
else:
logger.warning("Could not find updated historical prices of {0}. Skip.".format(symbol))
logger.info("Finished updating historical prices.")
initialize.init()
logger = logging.getLogger(__name__)
for report_type in wsj.FINANCIAL_REPORT_TYPES:
logger.info("Will update {0} data of all symbols not up to date on {1}.".format(report_type, end_date))
data_type = report_type.replace('-', '_')
symbol_update_dates = {s.symbol: s.updated_at for s in get_outdated_symbols(data_type, end_date, "stock")}
for symbol in symbol_update_dates:
try:
data = wsj.get_financial_data(symbol, "annual", report_type)
except MinerException as e:
logger.warning("Could not find updated {0} data of {1} due to {2}. Skip.".format(report_type, symbol, e.__class__.__name__))
continue
else:
records = list(csv_rows_to_records(symbol, data))
if symbol_update_dates[symbol]:
logger.info("Filter out {0} records of {1} that already exist".format(report_type, symbol))
existing_record_dates = set(r.date for r in get_record_dates(data_type, symbol))
records = [r for r in records if r["date"] not in existing_record_dates]
if records:
update_fundamentals(data_type, symbol, records, end_date)
else:
logger.info("No new {0} data for {1}.".format(report_type, symbol))
logger.info("Finished updating {0} data.".format(report_type))
