def setUpClass(cls):
        super(TestYahooOptions, cls).setUpClass()
        _skip_if_no_lxml()

        # aapl has monthlies
        cls.aapl = web.Options('aapl', 'yahoo')
        today = datetime.today()
        year = today.year
        month = today.month + 1
        if month > 12:
            year = year + 1
            month = 1
        cls.expiry = datetime(year, month, 1)
        cls.dirpath = tm.get_data_path()
        cls.html1 = os.path.join(cls.dirpath, 'yahoo_options1.html')
        cls.html2 = os.path.join(cls.dirpath, 'yahoo_options2.html')
        cls.root1 = cls.aapl._parse_url(cls.html1)
        cls.root2 = cls.aapl._parse_url(cls.html2)
        cls.tables1 = cls.aapl._parse_option_page_from_yahoo(cls.root1)
        cls.unprocessed_data1 = web._parse_options_data(cls.tables1[cls.aapl._TABLE_LOC['puts']])
        cls.data1 = cls.aapl._process_data(cls.unprocessed_data1, 'put')
Esempio n. 2
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    def setUpClass(cls):
        super(TestYahooOptions, cls).setUpClass()
        _skip_if_no_lxml()

        # aapl has monthlies
        cls.aapl = web.Options('aapl', 'yahoo')
        today = datetime.today()
        year = today.year
        month = today.month + 1
        if month > 12:
            year = year + 1
            month = 1
        cls.expiry = datetime(year, month, 1)
        cls.dirpath = tm.get_data_path()
        cls.html1 = os.path.join(cls.dirpath, 'yahoo_options1.html')
        cls.html2 = os.path.join(cls.dirpath, 'yahoo_options2.html')
        cls.root1 = cls.aapl._parse_url(cls.html1)
        cls.root2 = cls.aapl._parse_url(cls.html2)
        cls.tables1 = cls.aapl._parse_option_page_from_yahoo(cls.root1)
        cls.unprocessed_data1 = web._parse_options_data(
            cls.tables1[cls.aapl._TABLE_LOC['puts']])
        cls.data1 = cls.aapl._process_data(cls.unprocessed_data1, 'put')
Esempio n. 3
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 def test_sample_page_chg_float(self):
     #Tests that numeric columns with comma's are appropriately dealt with
     tables = self.root1.xpath('.//table')
     data = web._parse_options_data(tables[self.aapl._TABLE_LOC['puts']])
     option_data = self.aapl._process_data(data)
     self.assertEqual(option_data['Chg'].dtype, 'float64')
Esempio n. 4
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 def test_sample_page_chg_float(self):
     #Tests that numeric columns with comma's are appropriately dealt with
     tables = self.root1.xpath('.//table')
     data = web._parse_options_data(tables[self.aapl._TABLE_LOC['puts']])
     option_data = self.aapl._process_data(data)
     self.assertEqual(option_data['Chg'].dtype, 'float64')