def test_sqlite(self): cache = FinancialDataTimeSeriesCache.build_sqlite_price_cache( sqlite_file_path=':memory:', table='price', metric='Adj Close') self.run_load_from_cache_yahoo(cache=cache) cache = FinancialDataTimeSeriesCache.build_sqlite_price_cache( sqlite_file_path=':memory:', table='price', metric='Adj Close') self.run_load_from_cache_multiple_tickers(cache=cache)
def test_sqlite(self): cache = FinancialDataTimeSeriesCache.build_sqlite_price_cache(sqlite_file_path=':memory:', table='price', metric='Adj Close') self.run_load_from_cache_yahoo(cache=cache) cache = FinancialDataTimeSeriesCache.build_sqlite_price_cache(sqlite_file_path=':memory:', table='price', metric='Adj Close') self.run_load_from_cache_multiple_tickers(cache=cache)
def sqlite_price_cache(db_file_path=DEFAULT_PRICE_PATH): '''Return a cache that persists prices downloaded from yahoo. ''' return FinancialDataTimeSeriesCache.build_sqlite_price_cache(sqlite_file_path=db_file_path, table='prices', metric='Adj Close')
def test_indexes(self): cache = FinancialDataTimeSeriesCache.build_sqlite_price_cache(sqlite_file_path=':memory:', table='price', metric='Adj Close') df = cache.load_from_cache(indexes={'SPX' : '^GSPC'}, start=datetime.datetime(2012, 12, 1, tzinfo=pytz.UTC), end=datetime.datetime(2012, 12, 31, tzinfo=pytz.UTC)) self.assertEqual(df['SPX'][datetime.datetime(2012, 12, 3, tzinfo=pytz.UTC)], 1409.46)
def run_load_from_cache_multiple_tickers(self, cache): cache = FinancialDataTimeSeriesCache.build_sqlite_price_cache(sqlite_file_path=':memory:', table='price', metric='Adj Close') symbols = ['GOOG', 'AAPL'] df = cache.load_from_cache(stocks=symbols, start=datetime.datetime(2012, 12, 1, tzinfo=pytz.UTC), end=datetime.datetime(2012, 12, 31, tzinfo=pytz.UTC)) self.assertEqual(df['GOOG'][datetime.datetime(2012, 12, 3, tzinfo=pytz.UTC)], 695.25) self.assertEqual(df['AAPL'][datetime.datetime(2012, 12, 31, tzinfo=pytz.UTC)], 522.16)
def test_indexes(self): cache = FinancialDataTimeSeriesCache.build_sqlite_price_cache( sqlite_file_path=':memory:', table='price', metric='Adj Close') df = cache.load_from_cache(indexes={'SPX': '^GSPC'}, start=datetime.datetime(2012, 12, 1, tzinfo=pytz.UTC), end=datetime.datetime(2012, 12, 31, tzinfo=pytz.UTC)) self.assertEqual( df['SPX'][datetime.datetime(2012, 12, 3, tzinfo=pytz.UTC)], 1409.46)
def run_load_from_cache_multiple_tickers(self, cache): cache = FinancialDataTimeSeriesCache.build_sqlite_price_cache( sqlite_file_path=':memory:', table='price', metric='Adj Close') symbols = ['GOOG', 'AAPL'] df = cache.load_from_cache(stocks=symbols, start=datetime.datetime(2012, 12, 1, tzinfo=pytz.UTC), end=datetime.datetime(2012, 12, 31, tzinfo=pytz.UTC)) self.assertEqual( df['GOOG'][datetime.datetime(2012, 12, 3, tzinfo=pytz.UTC)], 695.25) self.assertEqual( df['AAPL'][datetime.datetime(2012, 12, 31, tzinfo=pytz.UTC)], 522.16)