def update_quotes(): """Retrieves all required historical quotes""" logger = logging.getLogger(__name__) logger.info('Updating quotes ...') all_symbols = [ 'VIX', 'VXST', 'VXV', 'VXMT', 'VVIX', 'SPX', 'XIV', 'VXX', 'TLT'] for symbol in all_symbols: stocks.fetch_historical(symbol) structures.update_stocks_vol('SPX') futures.fetch_historical('VX') options.fetch_historical('SPX') logger.info('Done')
def test_query_historical_vx(self): test_date = date(2015, 12, 4) futures.fetch_historical('VX', TEST_DB_NAME) quotes = futures.query_historical('VX', test_date, TEST_DB_NAME) self._check_quotes(quotes, 'VX', test_date)
def test_fetch_historical_vx(self): lines = futures.fetch_historical('VX', TEST_DB_NAME) self.assertGreater(lines, 0) self._check_database_quotes('VX', lines, date(2015, 12, 15), 9)