def test_two_equity_data_objects_not_equal(self):
d1 = EquityData(open=10,
high=15.5,
low=9.1,
close=12.33,
adj_close=12.33,
volume=32000)
d2 = EquityData(open=1,
high=5.5,
low=0.1,
close=1.28,
adj_close=1.28,
volume=2240)
self.assertNotEqual(d1, d2)
def scrape_eq_multiple_dates(self, ticker, date_list):
if date_list is None or len(date_list) == 0:
raise EmptyDateListError(ticker)
clean_date_list = [Scraper._normalise_datetime(dt) for dt in date_list]
page = Scraper._get_web_page(ticker)
data_table = Scraper._get_hist_price_data_table(page, ticker)
data = {}
for row in data_table.children:
values = [
col.next_element.text for col in row.children
if col.find('span')
]
dt = datetime.datetime.strptime(values[0], '%b %d, %Y')
values[0] = dt.date()
if values[0] in clean_date_list:
d = EquityData(*(v.replace(',', '') for v in values[1:]))
data[values[0]] = (values[0], d)
if len(data) == len(date_list):
break
# NOTE(steve): we need to order the data based on the
# order provided in the input date list
ordered_data = []
errors = []
for date in clean_date_list:
if date in data:
ordered_data.append(data[date])
else:
errors.append(InvalidDateError(date))
return ordered_data, errors
def test_all_fields_price_fields_are_decimals(self):
d = EquityData()
self.assertIsInstance(d.open, Decimal)
self.assertIsInstance(d.high, Decimal)
self.assertIsInstance(d.low, Decimal)
self.assertIsInstance(d.close, Decimal)
self.assertIsInstance(d.adj_close, Decimal)
def test_defaults_fields_to_zero(self):
d = EquityData()
self.assertEqual(d.open, 0)
self.assertEqual(d.high, 0)
self.assertEqual(d.low, 0)
self.assertEqual(d.close, 0)
self.assertEqual(d.adj_close, 0)
self.assertEqual(d.volume, 0)
def get_expected_equity_data():
ticker = 'AMZN'
dt = datetime.datetime(2019, 5, 10)
expected_data = EquityData()
expected_data.open = Decimal('1898.00')
expected_data.high = Decimal('1903.79')
expected_data.low = Decimal('1856.00')
expected_data.close = Decimal('1889.98')
expected_data.adj_close = Decimal('1889.98')
expected_data.volume = int(5718000)
return ticker, dt, expected_data
def get_test_data(test_data, ticker, dt):
data = test_data[ticker]
date_string = dt.strftime('%d-%b-%Y')
equity_data = EquityData(open=data[date_string]["open"],
high=data[date_string]["high"],
low=data[date_string]["low"],
close=data[date_string]["close"],
adj_close=data[date_string]["adj_close"],
volume=data[date_string]["volume"])
return equity_data
def get_equity_data(self, security, date):
self._check_is_valid_security(security)
ticker_id = self._get_security_id(security)
rows = self._get_equity_data(ticker_id, date)
if len(rows) == 0:
raise InvalidDateError(date)
elif len(rows) == 1:
data = EquityData(*rows[0])
return data
def get_equity_data_series(self, security):
self._check_is_valid_security(security)
ticker_id = self._get_security_id(security)
with self._conn:
sql = """SELECT date, open, high, low, close, adj_close, volume
FROM equity_prices WHERE (ticker_id = ?)"""
cursor = self._conn.cursor()
cursor.execute(sql, (ticker_id, ))
rows = cursor.fetchall()
data = [(row[0], EquityData(*row[1:])) for row in rows]
return sorted(data, reverse=True)
def scrape_equity_data(self, ticker, date):
date_only = Scraper._normalise_datetime(date)
page = Scraper._get_web_page(ticker)
data_table = Scraper._get_hist_price_data_table(page, ticker)
for row in data_table.children:
values = [
col.next_element.text for col in row.children
if col.find('span')
]
dt = datetime.datetime.strptime(values[0], '%b %d, %Y')
values[0] = dt.date()
if values[0] == date_only:
d = EquityData(*(v.replace(',', '') for v in values[1:]))
return d
raise InvalidDateError(f'{ticker}: {date}')
def _from_dict(cls, dict_data):
data = cls()
data.securities = dict_data['securities']
data.equity_data = {}
for sec in data.securities:
if sec in dict_data:
data.equity_data[sec] = {}
for dt, equity_data in dict_data[sec].items():
data.equity_data[sec][dt] = EquityData(
open=equity_data['open'],
high=equity_data['high'],
low=equity_data['low'],
close=equity_data['close'],
adj_close=equity_data['adj_close'],
volume=equity_data['volume'])
return data
def test_volume_field_is_an_integer(self):
d = EquityData(volume=400.5)
self.assertIsInstance(d.volume, int)