Esempio n. 1
0
def test_symbol_filename():
    d = 'stock_db/test'
    s = 'SPY'
    f = fu.symbol_to_filename(s, d)

    assert len(f) > 0
    assert f.endswith('.csv')
    assert fu.filename_to_symbol(f) == 'SPY'
    assert fu.filename_to_symbol(f.upper()) == 'SPY'
Esempio n. 2
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def _main():
    sf = '../stock_db/dj.txt'
    print("symbol file {} contains the following stocks: {}".format(sf, fu.get_symbols_from_file(sf)))

    d = '../stock_db/test'

    s = 'SPY'
    f = fu.symbol_to_filename(s, d)
    print("symbol {} with directory {} gives filename {}".format(s, d, f))
    print("filename {} gives symbol {}".format(f, fu.filename_to_symbol(f)))
    print("filename {} gives symbol {}".format(f.upper(), fu.filename_to_symbol(f.upper())))
    print("validate_symbol_data {} = {}".format(f, fu.validate_symbol_data(f)))

    print("directory {} contains the following stocks: {}".format(d, fu.get_all_symbols(d)))

    start_date = datetime.date(1900, 1, 1)
    end_date = datetime.date.today()

    if False:
        fu.download_data(s, d, start_date, end_date)
        fu.update_all_symbols(d, start_date, end_date)
    df = fu.load_data_frame(f, datetime.date(2018, 1, 1), datetime.date(2018, 4, 1))
    print(df.describe())
    print(df.head())

    print(fu.get_date(df)[0:3])
    print(fu.get_open(df)[0:3])
    print(fu.get_high(df)[0:3])
    print(fu.get_low(df)[0:3])
    print(fu.get_close(df)[0:3])
    print(fu.get_volume(df)[0:3])

    # Not applicable for a single stock, but just to test...
    print(fu.normalize_data_frame(df).head())

    # Test by adding some NaN
    df.iloc[0:10, 0] = np.nan  # beginning
    df.iloc[11:20, 1] = np.nan  # middle
    df.iloc[-10:, 2] = np.nan  # end
    print(df.isna().any())
    fu.fill_nan_data(df)
    print(df.isna().any())

    url_array = [
        'https://www.google.ca',
        'https://www.bad234123421342134.com',
        'https://www.tmall.com',
        'https://tmxmoney.com/en/index.html',
    ]
    for u in url_array:
        print(fu.download_url(u)[:50])
Esempio n. 3
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 def get_symbol_data(self, symbol):
     """Return a single symbol data as a DataFrame."""
     if symbol not in self._dic:
         f = fu.symbol_to_filename(symbol, self._basedir)
         if not os.path.exists(f):
             self.download_data(symbol)
         df = fu.load_data_frame(f,
                                 self._start_date,
                                 self._end_date,
                                 adjust_price=self._adjust_price)
         if df is None:
             print("ERROR: data for {} contains error".format(symbol))
         self._dic[symbol] = df  # Store it for next time
     # if data is already there, assume it is up to date (to save repetitive download)
     return self._dic[symbol]
Esempio n. 4
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 def validate_symbol_data(self, symbol):
     """Perform basic data validation on symbol, return True/False based on the result."""
     return fu.validate_symbol_data(
         fu.symbol_to_filename(symbol, self._basedir))
def test_symbol_to_filename(symbol, directory, filename):
    filename_test = fu.symbol_to_filename(symbol, directory)
    assert filename_test == filename
    # Loop back check
    symbol_test = fu.filename_to_symbol(filename_test)
    assert symbol_test == symbol