def test_update_stocks_vol_last(self):
structures.update_stocks_vol('SPX', TEST_DB_NAME)
with database.connect_db(TEST_DB_NAME) as db:
db.execute('SELECT MAX(date) FROM stocks WHERE symbol=?;', ['SPX'])
test_date = database.decode_date(db.fetchall()[0][0])
db.execute('SELECT * FROM volatility WHERE symbol=? AND date=?;',
['SPX', test_date])
original_row = db.fetchall()[0][3:]
db.execute('UPDATE volatility SET change=?, vol1d=?, vol2d=?, ' \
'vol3d=?, vol4d=?, vol5d=?, vol6d=?, vol7d=?, vol8d=?, '\
'vol9d=?, vol1m=?, vol2m=?, vol3m=?, vol6m=?, vol1y=? ' \
'WHERE symbol=? AND date=?;',
[0] * 15 + ['SPX', test_date])
db.execute('SELECT * FROM volatility WHERE symbol=? AND date=?;',
['SPX', test_date])
corrupted_row = db.fetchall()[0][3:]
self.assertTrue(all(abs(item) > 1e-5 for item in original_row))
self.assertTrue(all(abs(item) < 1e-5 for item in corrupted_row))
structures.update_stocks_vol_last('SPX', TEST_DB_NAME)
with database.connect_db(TEST_DB_NAME) as db:
db.execute('SELECT * FROM volatility WHERE symbol=? AND date=?;',
['SPX', test_date])
updated_row = db.fetchall()[0][3:]
self.assertTrue(all(abs(item) > 1e-5 for item in updated_row))
def update_stocks():
if request.args["date"] == "":
stocks.fetch_realtime(["VIX", "VXST", "VXV", "VXMT", "VVIX", "SPX", "XIV", "VXX", "TLT"])
structures.update_stocks_vol_last("SPX")
return jsonify()
