def test_ready_multiple_files(self):
"""
Test read on all files inside tos.pos
"""
files = [
'2014-03-07-closed.csv',
'2014-03-10-stock.csv',
'2014-03-11-hedge.csv',
'2014-03-12-one-leg.csv',
'2014-03-13-two-legs.csv',
'2014-03-14-three-legs.csv',
'2014-03-17-four-legs-part-1.csv'
]
for f in files:
open_csv = OpenPosCSV(fname=FILES['tos_positions'] + 'tests/' + f)
pos, ov = open_csv.read()
print 'fname: %s' % f
print 'positions length: %d' % len(pos)
print 'overall length: %d\n' % len(ov)
self.assertGreater(len(pos), 1)
self.assertEqual(len(ov), 5)
def test_stock_only_files(self):
"""
Test ready stock only files
"""
test_date = '2014-03-10'
test_path = FILES['tos_positions'] + 'tests/' + '2014-03-10-stock.csv'
print 'file date: %s' % test_date
print 'file path: %s\n' % test_path
open_csv = OpenPosCSV(fname=test_path)
positions, overalls = open_csv.read()
for position in positions:
for key, item in position.items():
if key == 'Symbol' or key == 'Company':
self.assertEqual(type(item), str)
elif key == 'Instrument' or key == 'Stock':
self.assertEqual(type(item), dict)
self.assertIn(len(item), (0, 14))
elif key == 'Options':
self.assertEqual(type(item), list)
for key in ['Symbol', 'Company', 'Instrument', 'Stock', 'Options']:
self.assertIn(key, position.keys())
print '%s found in positions!' % key
print ''
def test_stock_only_files(self):
"""
Test ready stock only files
"""
test_date = '2014-03-10'
test_path = FILES['tos_positions'] + 'tests/' + '2014-03-10-stock.csv'
print 'file date: %s' % test_date
print 'file path: %s\n' % test_path
open_csv = OpenPosCSV(fname=test_path)
positions, overalls = open_csv.read()
for position in positions:
for key, item in position.items():
if key == 'Symbol' or key == 'Company':
self.assertEqual(type(item), str)
elif key == 'Instrument' or key == 'Stock':
self.assertEqual(type(item), dict)
self.assertIn(len(item), (0, 14))
elif key == 'Options':
self.assertEqual(type(item), list)
for key in ['Symbol', 'Company', 'Instrument', 'Stock', 'Options']:
self.assertIn(key, position.keys())
print '%s found in positions!' % key
print ''
def setUp(self):
print '=' * 100
print "%s: currently run: %s" % (self.__class__.__name__,
self._testMethodName)
print '-' * 100 + '\n'
test_file = FILES['tos_positions'] + r'2014-08-01-PositionStatement.csv'
self.open_csv = OpenPosCSV(fname=test_file)
def test_2014_09_06_file(self):
f = FILES['tos_positions'] + '2014-09-06-PositionStatement.csv'
open_csv = OpenPosCSV(fname=f)
pos, ov = open_csv.read()
print 'fname: %s' % f
print 'positions length: %d' % len(pos)
print 'overall length: %d\n' % len(ov)
def test_2014_09_06_file(self):
f = FILES['tos_positions'] + '2014-09-06-PositionStatement.csv'
open_csv = OpenPosCSV(fname=f)
pos, ov = open_csv.read()
print 'fname: %s' % f
print 'positions length: %d' % len(pos)
print 'overall length: %d\n' % len(ov)
def setUp(self):
print '=' * 100
print "%s: currently run: %s" % (self.__class__.__name__, self._testMethodName)
print '-' * 100 + '\n'
test_file = FILES['tos_positions'] + r'2014-08-01-PositionStatement.csv'
self.open_csv = OpenPosCSV(fname=test_file)
def test_ready_multiple_files(self):
"""
Test read on all files inside tos.pos
"""
files = [
'2014-03-07-closed.csv', '2014-03-10-stock.csv',
'2014-03-11-hedge.csv', '2014-03-12-one-leg.csv',
'2014-03-13-two-legs.csv', '2014-03-14-three-legs.csv',
'2014-03-17-four-legs-part-1.csv'
]
for f in files:
open_csv = OpenPosCSV(fname=FILES['tos_positions'] + 'tests/' + f)
pos, ov = open_csv.read()
print 'fname: %s' % f
print 'positions length: %d' % len(pos)
print 'overall length: %d\n' % len(ov)
self.assertGreater(len(pos), 1)
self.assertEqual(len(ov), 5)
class TestOpenPosCSV(TestCase):
def setUp(self):
print '=' * 100
print "%s: currently run: %s" % (self.__class__.__name__, self._testMethodName)
print '-' * 100 + '\n'
test_file = FILES['tos_positions'] + r'2014-08-01-PositionStatement.csv'
self.open_csv = OpenPosCSV(fname=test_file)
def tearDown(self):
print '\n' + '=' * 100 + '\n\n'
del self.open_csv
def test_read_lines_from_file(self):
"""
Test read lines from file with test file
"""
lines = self.open_csv.read_lines_from_file()
print 'lines type: %s' % type(lines)
print 'lines length: %d\n' % len(lines)
print 'first 5 rows in lines:'
for line in lines[:5]:
print '\t"' + line + '"'
self.assertTrue(len(lines))
self.assertEqual(type(lines), list)
def test_replace_dash_inside_quote(self):
"""
Test replace dash inside quote
example "$1,254.00" become $1254.00
"""
line = 'OVERNIGHT FUTURES BP,"$1,653.36"'
result = self.open_csv.replace_dash_inside_quote(line)
print 'line: %s' % line
print 'result: %s' % result
self.assertNotIn('"', result)
def test_split_lines_with_dash(self):
"""
Test split line using dash into list of items
"""
line = 'TSLA,,,,,,5.18,-.12,1.29,-1.06,+4.46%,$8.00,$8.00,($250.00)'
result = self.open_csv.split_lines_with_dash(line)
print 'line: %s' % line
print 'result: %s' % result
print 'type: %s' % type(result)
print 'length: %d' % len(result)
self.assertEqual(len(result), 14)
self.assertEqual(type(result), list)
def test_remove_bracket_then_add_negative(self):
"""
Test remove brackets '()' on str item then add negative
"""
item = '($5609.52)'
result = self.open_csv.remove_bracket_then_add_negative(item)
print 'item: %s' % item
print 'result: %s' % result
self.assertNotIn('(', result)
self.assertNotIn(')', result)
self.assertIn('-', result)
def test_remove_dollar_symbols(self):
"""
Test remove dollar symbol on str item
"""
item = '3773.49'
result = self.open_csv.remove_dollar_symbols(item)
print 'item: %s' % item
print 'result: %s' % result
self.assertNotIn('$', result)
def test_remove_percent_symbols(self):
"""
Test remove dollar symbol on str item
"""
item = '+1.77%'
result = self.open_csv.remove_percent_symbols(item)
print 'item: %s' % item
print 'result: %s' % result
self.assertNotIn('%', result)
def test_is_positions(self):
"""
Test using list decide it is positions or not
"""
items = [
['TSLA', '', '', '', '', '', '5.18', '-.12', '1.29',
'-1.06', '+4.46%', '$8.00', '$8.00', '($250.00)'],
['TSLA', '', '', '', '', '', '5.18', '-.12', '1.29',
'-1.06', '+4.46%', '$8.00', '$8.00'],
['Instrument', '', '', '', '', '', '5.18', '-.12', '1.29',
'-1.06', '+4.46%', '', '', '($250.00)'],
]
for key, item in enumerate(items):
result = self.open_csv.is_positions(item)
print 'items: %s' % item
print 'result: %s\n' % result
if key == 0:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_get_first_items(self):
"""
Test get first item in a list
"""
items = ['TSLA', '', '', '', '', '', '5.18', '-.12', '1.29']
result = self.open_csv.get_first_items(items)
print 'items: %s' % items
print 'result: %s' % result
self.assertEqual(result, 'TSLA')
self.assertEqual(type(result), str)
def test_is_instrument(self):
"""
Test check the lines is instrument using first item
"""
items = [
'TSLA',
'ISHARES MSCI EAFE ETF',
'100 AUG 14 69 CALL'
]
for key, item in enumerate(items):
result = self.open_csv.is_instrument(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), bool)
if key == 0:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_is_stock(self):
"""
Test check the lines is stock using first item
"""
items = [
'TSLA',
'ISHARES MSCI EAFE ETF',
'100 AUG 14 69 CALL'
]
for key, item in enumerate(items):
result = self.open_csv.is_stock(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), bool)
if key == 1:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_is_options(self):
"""
Test check the lines is options using first item
"""
items = [
'TSLA',
'ISHARES MSCI EAFE ETF',
'100 AUG 14 69 CALL'
]
for key, item in enumerate(items):
result = self.open_csv.is_options(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), bool)
if key == 2:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_split_str_with_space(self):
"""
Test split str with space
"""
items = [
'100 AUG 14 67.5 CALL',
'100 (Weeklys) AUG1 14 50 PUT',
'100 AUG 14 26.5 CALL'
]
for item in items:
result = self.open_csv.split_str_with_space(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), list)
self.assertIn(len(result), (5, 6))
def test_options_is_normal_contract(self):
"""
Test check options is normal contract or not
"""
items = [
['100', 'AUG', '14', '67.5', 'CALL'],
['100', 'Weeklys', 'AUG1', '14', '50', 'PUT']
]
for key, item in enumerate(items):
result = self.open_csv.options_is_normal_contract(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), bool)
if key == 0:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_add_normal_to_options_name(self):
"""
Test add item into first position in list
"""
items = [
[1, 2, 3, 4],
['a', 'b', 'c'],
['100', 'AUG', '14', '67.5', 'CALL'],
]
for item in items:
print 'item before: %s' % item
self.open_csv.add_normal_to_options_name(item)
print 'item after: %s\n' % item
self.assertEqual(item[1], 'Normal')
def test_remove_brackets_only(self):
"""
Test remove brackets on options name
"""
items = [
'100 AUG 14 47 PUT',
'100 (Weeklys) AUG2 14 1990 CALL',
'100 (Mini) AUG1 14 20 PUT',
]
for item in items:
result = self.open_csv.remove_brackets_only(item)
print 'item: %s' % item
print 'result: %s' % result
self.assertNotIn('(', result)
self.assertNotIn(')', result)
def test_make_options_name_dict(self):
"""
Test make options name from list into dict
"""
items = [
['100', 'Normal', 'AUG', '14', '67.5', 'CALL'],
['100', 'Weeklys', 'AUG1', '14', '50', 'PUT']
]
columns = [
'right',
'special',
'ex_month',
'ex_year',
'strike_price',
'contract'
]
for item in items:
result = self.open_csv.make_options_name_dict(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), dict)
for column in columns:
self.assertIn(column, result.keys())
def test_format_option_contract(self):
"""
Test format option contract that split name into 5 parts
:return:
"""
items = [
'100 AUG 14 67.5 CALL',
'100 (Weeklys) AUG1 14 50 PUT',
'100 AUG 14 26.5 CALL'
]
for item in items:
result = self.open_csv.format_option_contract(item)
print 'item: %s' % item
print 'result: %s' % result
print 'result length: %d' % len(result)
print 'result type: %s\n' % type(result)
self.assertEqual(len(result), 6)
self.assertEqual(type(result), dict)
def test_make_pos_dict(self):
"""
Test make positions dict using list item
"""
items = ['TSLA', '', '', '', '', '', '5.18', '-.12', '1.29',
'-1.06', '+4.46%', '$8.00', '$8.00', '($250.00)']
result = self.open_csv.make_pos_dict(items)
print 'item: %s' % items
print 'result:'
for k, r in result.items():
print '%s: "%s"' % (k, r)
self.assertIn(k, self.open_csv.position_columns)
self.assertEqual(len(result), 14)
self.assertEqual(type(result), dict)
def test_reset_stock_and_options(self):
"""
Test reset that return empty list and dict
"""
stock, options = self.open_csv.reset_stock_and_options()
print 'stock type: %s' % type(stock)
print 'stock length: %s\n' % len(stock)
self.assertEqual(type(stock), dict)
self.assertFalse(len(stock))
print 'options type: %s' % type(options)
print 'options length: %s' % len(options)
self.assertEqual(type(options), list)
self.assertFalse(len(options))
def test_reset_symbol_and_instrument(self):
"""
Test reset that result str and dict
"""
symbol, instrument = self.open_csv.reset_symbol_and_instrument()
print 'symbol type: %s' % type(symbol)
print 'symbol length: %s\n' % len(symbol)
self.assertEqual(type(symbol), str)
self.assertFalse(len(symbol))
print 'instrument type: %s' % type(instrument)
print 'instrument length: %s' % len(instrument)
self.assertEqual(type(instrument), dict)
self.assertFalse(len(instrument))
def test_format_positions(self):
"""
Test format position that ready for insert db
"""
items = [
['ORACLE CORP COM', '0', '', '.00', '40.39', '-.57', '.00', '.00',
'.00', '.00', '', '$0.00', '$0.00', ''],
['100 AUG 14 76 CALL', '+1', '15', '.54', '.36', '-.61', '22.01',
'10.16', '-2.58', '4.57', '', '($18.00)', '($18.00)', ''],
['100 AUG 14 67.5 CALL', '+2', '15', '.37', '.31', 'N/A', '58.46',
'39.94', '-3.41', '9.57', '', '($12.00)', '($12.00)', '']
]
for item in items:
result = self.open_csv.format_positions(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertNotIn('N/A', result)
self.assertNotIn('', result)
self.assertNotIn('$', result)
self.assertNotIn('(', result)
self.assertNotIn(')', result)
def test_get_company_name(self):
"""
Test get company name from list
:return:
"""
stock = {'mark_change': '-1.19', 'name': 'CELGENE CORP COM', 'pl_open': '$0.00',
'days': '', 'mark': '87.15', 'vega': '.00', 'pl_day': '$0.00',
'delta': '.00', 'bp_effect': '', 'theta': '.00', 'pct_change': '',
'quantity': '0', 'gamma': '.00', 'trade_price': '.00'}
result = self.open_csv.get_company_name(stock)
print 'stock: %s' % stock
print 'result: %s' % result
self.assertEqual(result, 'CELGENE CORP COM')
self.assertEqual(type(result), str)
def test_set_pos(self):
"""
Test set positions into class with instrument, stock and options
"""
symbol = 'CELG'
instrument = {'mark_change': '', 'name': 'CELG', 'pl_open': '($7.50)',
'days': '', 'mark': '', 'vega': '-.25', 'pl_day': '($13.00)',
'delta': '12.41', 'bp_effect': '($150.00)', 'theta': '.00',
'pct_change': '-1.35%', 'quantity': '', 'gamma': '-.54',
'trade_price': ''}
stock = {'mark_change': '-1.19', 'name': 'CELGENE CORP COM', 'pl_open': '$0.00',
'days': '', 'mark': '87.15', 'vega': '.00', 'pl_day': '$0.00',
'delta': '.00', 'bp_effect': '', 'theta': '.00', 'pct_change': '',
'quantity': '0', 'gamma': '.00', 'trade_price': '.00'}
options = [{'mark_change': '+.46', 'name': '100 AUG 14 86 PUT', 'pl_open': '$13.50',
'days': '15', 'mark': '1.395', 'vega': '7.02', 'pl_day': '$46.00',
'delta': '-39.37', 'bp_effect': '', 'theta': '-5.72', 'pct_change': '',
'quantity': '+1', 'gamma': '7.94', 'trade_price': '1.26'},
{'mark_change': '+.59', 'name': '100 AUG 14 87.5 PUT', 'pl_open': '($21.00)',
'days': '15', 'mark': '2.05', 'vega': '-7.27', 'pl_day': '($59.00)',
'delta': '51.78', 'bp_effect': '', 'theta': '5.72', 'pct_change': '',
'quantity': '-1', 'gamma': '-8.49', 'trade_price': '1.84'}]
self.open_csv.set_pos(symbol, instrument, stock, options)
positions = self.open_csv.positions
for pos in positions:
self.assertEqual(pos['Symbol'], symbol)
self.assertIn('Symbol', pos.keys())
self.assertIn('Company', pos.keys())
self.assertIn('Instrument', pos.keys())
self.assertIn('Stock', pos.keys())
self.assertIn('Options', pos.keys())
print 'Symbol: %s' % pos['Symbol']
print 'Company: %s' % pos['Company']
print 'Instrument: %s' % pos['Instrument']
print 'Stock: %s' % pos['Stock']
print 'Options: %s' % pos['Options']
def test_set_pos_from_lines(self):
"""
Test open pos csv files then get instrument, stock, options
and set it into class property
"""
self.open_csv.set_pos_from_lines()
positions = self.open_csv.positions
self.assertEqual(len(positions), 21)
for pos in positions:
self.assertIn('Symbol', pos.keys())
self.assertIn('Company', pos.keys())
self.assertIn('Instrument', pos.keys())
self.assertIn('Stock', pos.keys())
self.assertIn('Options', pos.keys())
print 'Symbol: %s' % pos['Symbol']
print 'Company: %s' % pos['Company']
print 'Instrument: %s' % pos['Instrument']
print 'Stock: %s' % pos['Stock']
print 'Options: %s' % pos['Options']
print ''
def test_last_five_lines(self):
"""
Test using a list of lines get last 5 items
"""
lines = range(10)
result = self.open_csv.last_five_lines(lines)
print 'lines type: %s' % type(result)
print 'lines length: %s' % len(result)
self.assertEqual(type(result), list)
self.assertEqual(len(result), 5)
def test_is_overall(self):
"""
Test the line is overall or not
"""
items = [
['OVERNIGHT FUTURES BP', '$1873.49'],
['Position Statement for 865073982 () on 8/1/14 04:55:00'],
['BP ADJUSTMENT', '$0.00']
]
for item in items:
result = self.open_csv.is_overall(item)
print 'item: %s' % item
print 'result: %s\n' % result
if len(item) == 2:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_get_overall_data_only(self):
"""
Test return overall data only, do not return columns
"""
items = [
['OVERNIGHT FUTURES BP', '$1873.49'],
['BP ADJUSTMENT', '$0.00']
]
for item in items:
result = self.open_csv.get_overall_data_only(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), str)
self.assertEqual(result, item[1])
def test_format_overall(self):
"""
Test format overall that remove symbols and signs
"""
items = ['$3773.49', '($5609.52)', '$0.00', '$1873.49', '$1873.49']
for item in items:
result = self.open_csv.format_overall_item(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), float)
def test_make_overall_dict(self):
"""
Test using overall data list and make dict
"""
items = [
'$3773.49',
'($5609.52)',
'$0.00',
'$1873.49',
'$1873.49'
]
result = self.open_csv.make_overall_dict(items)
print 'items: %s\n' % items
print 'result:'
for k, r in result.items():
print k, r
print ''
print 'result length: %d' % len(result)
print 'result type: %s' % type(result)
self.assertEqual(type(result), dict)
self.assertEqual(len(result), 5)
columns_name = [
'cash_sweep',
'pl_ytd',
'bp_adjustment',
'futures_bp',
'available'
]
for name in columns_name:
self.assertIn(name, result.keys())
def test_set_overall(self):
"""
Test set overall into class property
"""
items = ['$3773.49', '($5609.52)', '$0.00', '$1873.49', '$1873.49']
self.open_csv.set_overall(items)
overall = self.open_csv.overall
print 'overall type: %s' % type(overall)
print 'overall length: %d' % len(overall)
self.assertEqual(type(overall), dict)
self.assertEqual(len(overall), 5)
print '\n' + 'overall dict:'
for k, o in overall.items():
print '%s: %s' % (k, o)
def test_set_overall_from_lines(self):
"""
Test open csv files and set overall property
"""
self.open_csv.set_overall_from_lines()
overall = self.open_csv.overall
print 'overall type: %s' % type(overall)
print 'overall length: %d' % len(overall)
self.assertEqual(type(overall), dict)
self.assertEqual(len(overall), 5)
print '\n' + 'overall dict:'
for k, o in overall.items():
print '%s: %s' % (k, o)
def test_read(self):
"""
Final test, read csv files and return positions and overall dict
"""
positions, overall = self.open_csv.read()
print 'positions type: %s' % type(positions)
print 'positions length: %d\n' % len(positions)
for position in positions:
for key, item in position.items():
if key == 'Symbol' or key == 'Company':
self.assertEqual(type(item), str)
elif key == 'Instrument' or key == 'Stock':
self.assertEqual(type(item), dict)
self.assertIn(len(item), (0, 14))
elif key == 'Options':
self.assertEqual(type(item), list)
self.assertIn('Symbol', position.keys())
self.assertIn('Company', position.keys())
self.assertIn('Instrument', position.keys())
self.assertIn('Stock', position.keys())
self.assertIn('Options', position.keys())
print 'Symbol: %s' % position['Symbol']
print 'Company: %s' % position['Company']
print 'Instrument: %s' % position['Instrument']
print 'Stock: %s' % position['Stock']
print 'Options: %s' % position['Options']
print ''
# overall section
print '\n' + 'overall type: %s' % type(overall)
print 'overall length: %d' % len(overall)
self.assertEqual(type(overall), dict)
self.assertEqual(len(overall), 5)
print '\n' + 'overall dict:'
print overall
def test_stock_only_files(self):
"""
Test ready stock only files
"""
test_date = '2014-03-10'
test_path = FILES['tos_positions'] + 'tests/' + '2014-03-10-stock.csv'
print 'file date: %s' % test_date
print 'file path: %s\n' % test_path
open_csv = OpenPosCSV(fname=test_path)
positions, overalls = open_csv.read()
for position in positions:
for key, item in position.items():
if key == 'Symbol' or key == 'Company':
self.assertEqual(type(item), str)
elif key == 'Instrument' or key == 'Stock':
self.assertEqual(type(item), dict)
self.assertIn(len(item), (0, 14))
elif key == 'Options':
self.assertEqual(type(item), list)
for key in ['Symbol', 'Company', 'Instrument', 'Stock', 'Options']:
self.assertIn(key, position.keys())
print '%s found in positions!' % key
print ''
def test_ready_multiple_files(self):
"""
Test read on all files inside tos.pos
"""
files = [
'2014-03-07-closed.csv',
'2014-03-10-stock.csv',
'2014-03-11-hedge.csv',
'2014-03-12-one-leg.csv',
'2014-03-13-two-legs.csv',
'2014-03-14-three-legs.csv',
'2014-03-17-four-legs-part-1.csv'
]
for f in files:
open_csv = OpenPosCSV(fname=FILES['tos_positions'] + 'tests/' + f)
pos, ov = open_csv.read()
print 'fname: %s' % f
print 'positions length: %d' % len(pos)
print 'overall length: %d\n' % len(ov)
self.assertGreater(len(pos), 1)
self.assertEqual(len(ov), 5)
def test_2014_09_06_file(self):
f = FILES['tos_positions'] + '2014-09-06-PositionStatement.csv'
open_csv = OpenPosCSV(fname=f)
pos, ov = open_csv.read()
print 'fname: %s' % f
print 'positions length: %d' % len(pos)
print 'overall length: %d\n' % len(ov)
class TestOpenPosCSV(TestCase):
def setUp(self):
print '=' * 100
print "%s: currently run: %s" % (self.__class__.__name__,
self._testMethodName)
print '-' * 100 + '\n'
test_file = FILES['tos_positions'] + r'2014-08-01-PositionStatement.csv'
self.open_csv = OpenPosCSV(fname=test_file)
def tearDown(self):
print '\n' + '=' * 100 + '\n\n'
del self.open_csv
def test_read_lines_from_file(self):
"""
Test read lines from file with test file
"""
lines = self.open_csv.read_lines_from_file()
print 'lines type: %s' % type(lines)
print 'lines length: %d\n' % len(lines)
print 'first 5 rows in lines:'
for line in lines[:5]:
print '\t"' + line + '"'
self.assertTrue(len(lines))
self.assertEqual(type(lines), list)
def test_replace_dash_inside_quote(self):
"""
Test replace dash inside quote
example "$1,254.00" become $1254.00
"""
line = 'OVERNIGHT FUTURES BP,"$1,653.36"'
result = self.open_csv.replace_dash_inside_quote(line)
print 'line: %s' % line
print 'result: %s' % result
self.assertNotIn('"', result)
def test_split_lines_with_dash(self):
"""
Test split line using dash into list of items
"""
line = 'TSLA,,,,,,5.18,-.12,1.29,-1.06,+4.46%,$8.00,$8.00,($250.00)'
result = self.open_csv.split_lines_with_dash(line)
print 'line: %s' % line
print 'result: %s' % result
print 'type: %s' % type(result)
print 'length: %d' % len(result)
self.assertEqual(len(result), 14)
self.assertEqual(type(result), list)
def test_remove_bracket_then_add_negative(self):
"""
Test remove brackets '()' on str item then add negative
"""
item = '($5609.52)'
result = self.open_csv.remove_bracket_then_add_negative(item)
print 'item: %s' % item
print 'result: %s' % result
self.assertNotIn('(', result)
self.assertNotIn(')', result)
self.assertIn('-', result)
def test_remove_dollar_symbols(self):
"""
Test remove dollar symbol on str item
"""
item = '3773.49'
result = self.open_csv.remove_dollar_symbols(item)
print 'item: %s' % item
print 'result: %s' % result
self.assertNotIn('$', result)
def test_remove_percent_symbols(self):
"""
Test remove dollar symbol on str item
"""
item = '+1.77%'
result = self.open_csv.remove_percent_symbols(item)
print 'item: %s' % item
print 'result: %s' % result
self.assertNotIn('%', result)
def test_is_positions(self):
"""
Test using list decide it is positions or not
"""
items = [
[
'TSLA', '', '', '', '', '', '5.18', '-.12', '1.29', '-1.06',
'+4.46%', '$8.00', '$8.00', '($250.00)'
],
[
'TSLA', '', '', '', '', '', '5.18', '-.12', '1.29', '-1.06',
'+4.46%', '$8.00', '$8.00'
],
[
'Instrument', '', '', '', '', '', '5.18', '-.12', '1.29',
'-1.06', '+4.46%', '', '', '($250.00)'
],
]
for key, item in enumerate(items):
result = self.open_csv.is_positions(item)
print 'items: %s' % item
print 'result: %s\n' % result
if key == 0:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_get_first_items(self):
"""
Test get first item in a list
"""
items = ['TSLA', '', '', '', '', '', '5.18', '-.12', '1.29']
result = self.open_csv.get_first_items(items)
print 'items: %s' % items
print 'result: %s' % result
self.assertEqual(result, 'TSLA')
self.assertEqual(type(result), str)
def test_is_instrument(self):
"""
Test check the lines is instrument using first item
"""
items = ['TSLA', 'ISHARES MSCI EAFE ETF', '100 AUG 14 69 CALL']
for key, item in enumerate(items):
result = self.open_csv.is_instrument(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), bool)
if key == 0:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_is_stock(self):
"""
Test check the lines is stock using first item
"""
items = ['TSLA', 'ISHARES MSCI EAFE ETF', '100 AUG 14 69 CALL']
for key, item in enumerate(items):
result = self.open_csv.is_stock(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), bool)
if key == 1:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_is_options(self):
"""
Test check the lines is options using first item
"""
items = ['TSLA', 'ISHARES MSCI EAFE ETF', '100 AUG 14 69 CALL']
for key, item in enumerate(items):
result = self.open_csv.is_options(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), bool)
if key == 2:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_split_str_with_space(self):
"""
Test split str with space
"""
items = [
'100 AUG 14 67.5 CALL', '100 (Weeklys) AUG1 14 50 PUT',
'100 AUG 14 26.5 CALL'
]
for item in items:
result = self.open_csv.split_str_with_space(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), list)
self.assertIn(len(result), (5, 6))
def test_options_is_normal_contract(self):
"""
Test check options is normal contract or not
"""
items = [['100', 'AUG', '14', '67.5', 'CALL'],
['100', 'Weeklys', 'AUG1', '14', '50', 'PUT']]
for key, item in enumerate(items):
result = self.open_csv.options_is_normal_contract(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), bool)
if key == 0:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_add_normal_to_options_name(self):
"""
Test add item into first position in list
"""
items = [
[1, 2, 3, 4],
['a', 'b', 'c'],
['100', 'AUG', '14', '67.5', 'CALL'],
]
for item in items:
print 'item before: %s' % item
self.open_csv.add_normal_to_options_name(item)
print 'item after: %s\n' % item
self.assertEqual(item[1], 'Normal')
def test_remove_brackets_only(self):
"""
Test remove brackets on options name
"""
items = [
'100 AUG 14 47 PUT',
'100 (Weeklys) AUG2 14 1990 CALL',
'100 (Mini) AUG1 14 20 PUT',
]
for item in items:
result = self.open_csv.remove_brackets_only(item)
print 'item: %s' % item
print 'result: %s' % result
self.assertNotIn('(', result)
self.assertNotIn(')', result)
def test_make_options_name_dict(self):
"""
Test make options name from list into dict
"""
items = [['100', 'Normal', 'AUG', '14', '67.5', 'CALL'],
['100', 'Weeklys', 'AUG1', '14', '50', 'PUT']]
columns = [
'right', 'special', 'ex_month', 'ex_year', 'strike_price',
'contract'
]
for item in items:
result = self.open_csv.make_options_name_dict(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), dict)
for column in columns:
self.assertIn(column, result.keys())
def test_format_option_contract(self):
"""
Test format option contract that split name into 5 parts
:return:
"""
items = [
'100 AUG 14 67.5 CALL', '100 (Weeklys) AUG1 14 50 PUT',
'100 AUG 14 26.5 CALL'
]
for item in items:
result = self.open_csv.format_option_contract(item)
print 'item: %s' % item
print 'result: %s' % result
print 'result length: %d' % len(result)
print 'result type: %s\n' % type(result)
self.assertEqual(len(result), 6)
self.assertEqual(type(result), dict)
def test_make_pos_dict(self):
"""
Test make positions dict using list item
"""
items = [
'TSLA', '', '', '', '', '', '5.18', '-.12', '1.29', '-1.06',
'+4.46%', '$8.00', '$8.00', '($250.00)'
]
result = self.open_csv.make_pos_dict(items)
print 'item: %s' % items
print 'result:'
for k, r in result.items():
print '%s: "%s"' % (k, r)
self.assertIn(k, self.open_csv.position_columns)
self.assertEqual(len(result), 14)
self.assertEqual(type(result), dict)
def test_reset_stock_and_options(self):
"""
Test reset that return empty list and dict
"""
stock, options = self.open_csv.reset_stock_and_options()
print 'stock type: %s' % type(stock)
print 'stock length: %s\n' % len(stock)
self.assertEqual(type(stock), dict)
self.assertFalse(len(stock))
print 'options type: %s' % type(options)
print 'options length: %s' % len(options)
self.assertEqual(type(options), list)
self.assertFalse(len(options))
def test_reset_symbol_and_instrument(self):
"""
Test reset that result str and dict
"""
symbol, instrument = self.open_csv.reset_symbol_and_instrument()
print 'symbol type: %s' % type(symbol)
print 'symbol length: %s\n' % len(symbol)
self.assertEqual(type(symbol), str)
self.assertFalse(len(symbol))
print 'instrument type: %s' % type(instrument)
print 'instrument length: %s' % len(instrument)
self.assertEqual(type(instrument), dict)
self.assertFalse(len(instrument))
def test_format_positions(self):
"""
Test format position that ready for insert db
"""
items = [[
'ORACLE CORP COM', '0', '', '.00', '40.39', '-.57', '.00', '.00',
'.00', '.00', '', '$0.00', '$0.00', ''
],
[
'100 AUG 14 76 CALL', '+1', '15', '.54', '.36', '-.61',
'22.01', '10.16', '-2.58', '4.57', '', '($18.00)',
'($18.00)', ''
],
[
'100 AUG 14 67.5 CALL', '+2', '15', '.37', '.31', 'N/A',
'58.46', '39.94', '-3.41', '9.57', '', '($12.00)',
'($12.00)', ''
]]
for item in items:
result = self.open_csv.format_positions(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertNotIn('N/A', result)
self.assertNotIn('', result)
self.assertNotIn('$', result)
self.assertNotIn('(', result)
self.assertNotIn(')', result)
def test_get_company_name(self):
"""
Test get company name from list
:return:
"""
stock = {
'mark_change': '-1.19',
'name': 'CELGENE CORP COM',
'pl_open': '$0.00',
'days': '',
'mark': '87.15',
'vega': '.00',
'pl_day': '$0.00',
'delta': '.00',
'bp_effect': '',
'theta': '.00',
'pct_change': '',
'quantity': '0',
'gamma': '.00',
'trade_price': '.00'
}
result = self.open_csv.get_company_name(stock)
print 'stock: %s' % stock
print 'result: %s' % result
self.assertEqual(result, 'CELGENE CORP COM')
self.assertEqual(type(result), str)
def test_set_pos(self):
"""
Test set positions into class with instrument, stock and options
"""
symbol = 'CELG'
instrument = {
'mark_change': '',
'name': 'CELG',
'pl_open': '($7.50)',
'days': '',
'mark': '',
'vega': '-.25',
'pl_day': '($13.00)',
'delta': '12.41',
'bp_effect': '($150.00)',
'theta': '.00',
'pct_change': '-1.35%',
'quantity': '',
'gamma': '-.54',
'trade_price': ''
}
stock = {
'mark_change': '-1.19',
'name': 'CELGENE CORP COM',
'pl_open': '$0.00',
'days': '',
'mark': '87.15',
'vega': '.00',
'pl_day': '$0.00',
'delta': '.00',
'bp_effect': '',
'theta': '.00',
'pct_change': '',
'quantity': '0',
'gamma': '.00',
'trade_price': '.00'
}
options = [{
'mark_change': '+.46',
'name': '100 AUG 14 86 PUT',
'pl_open': '$13.50',
'days': '15',
'mark': '1.395',
'vega': '7.02',
'pl_day': '$46.00',
'delta': '-39.37',
'bp_effect': '',
'theta': '-5.72',
'pct_change': '',
'quantity': '+1',
'gamma': '7.94',
'trade_price': '1.26'
}, {
'mark_change': '+.59',
'name': '100 AUG 14 87.5 PUT',
'pl_open': '($21.00)',
'days': '15',
'mark': '2.05',
'vega': '-7.27',
'pl_day': '($59.00)',
'delta': '51.78',
'bp_effect': '',
'theta': '5.72',
'pct_change': '',
'quantity': '-1',
'gamma': '-8.49',
'trade_price': '1.84'
}]
self.open_csv.set_pos(symbol, instrument, stock, options)
positions = self.open_csv.positions
for pos in positions:
self.assertEqual(pos['Symbol'], symbol)
self.assertIn('Symbol', pos.keys())
self.assertIn('Company', pos.keys())
self.assertIn('Instrument', pos.keys())
self.assertIn('Stock', pos.keys())
self.assertIn('Options', pos.keys())
print 'Symbol: %s' % pos['Symbol']
print 'Company: %s' % pos['Company']
print 'Instrument: %s' % pos['Instrument']
print 'Stock: %s' % pos['Stock']
print 'Options: %s' % pos['Options']
def test_set_pos_from_lines(self):
"""
Test open pos csv files then get instrument, stock, options
and set it into class property
"""
self.open_csv.set_pos_from_lines()
positions = self.open_csv.positions
self.assertEqual(len(positions), 21)
for pos in positions:
self.assertIn('Symbol', pos.keys())
self.assertIn('Company', pos.keys())
self.assertIn('Instrument', pos.keys())
self.assertIn('Stock', pos.keys())
self.assertIn('Options', pos.keys())
print 'Symbol: %s' % pos['Symbol']
print 'Company: %s' % pos['Company']
print 'Instrument: %s' % pos['Instrument']
print 'Stock: %s' % pos['Stock']
print 'Options: %s' % pos['Options']
print ''
def test_last_five_lines(self):
"""
Test using a list of lines get last 5 items
"""
lines = range(10)
result = self.open_csv.last_five_lines(lines)
print 'lines type: %s' % type(result)
print 'lines length: %s' % len(result)
self.assertEqual(type(result), list)
self.assertEqual(len(result), 5)
def test_is_overall(self):
"""
Test the line is overall or not
"""
items = [['OVERNIGHT FUTURES BP', '$1873.49'],
['Position Statement for 865073982 () on 8/1/14 04:55:00'],
['BP ADJUSTMENT', '$0.00']]
for item in items:
result = self.open_csv.is_overall(item)
print 'item: %s' % item
print 'result: %s\n' % result
if len(item) == 2:
self.assertTrue(result)
else:
self.assertFalse(result)
def test_get_overall_data_only(self):
"""
Test return overall data only, do not return columns
"""
items = [['OVERNIGHT FUTURES BP', '$1873.49'],
['BP ADJUSTMENT', '$0.00']]
for item in items:
result = self.open_csv.get_overall_data_only(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), str)
self.assertEqual(result, item[1])
def test_format_overall(self):
"""
Test format overall that remove symbols and signs
"""
items = ['$3773.49', '($5609.52)', '$0.00', '$1873.49', '$1873.49']
for item in items:
result = self.open_csv.format_overall_item(item)
print 'item: %s' % item
print 'result: %s\n' % result
self.assertEqual(type(result), float)
def test_make_overall_dict(self):
"""
Test using overall data list and make dict
"""
items = ['$3773.49', '($5609.52)', '$0.00', '$1873.49', '$1873.49']
result = self.open_csv.make_overall_dict(items)
print 'items: %s\n' % items
print 'result:'
for k, r in result.items():
print k, r
print ''
print 'result length: %d' % len(result)
print 'result type: %s' % type(result)
self.assertEqual(type(result), dict)
self.assertEqual(len(result), 5)
columns_name = [
'cash_sweep', 'pl_ytd', 'bp_adjustment', 'futures_bp', 'available'
]
for name in columns_name:
self.assertIn(name, result.keys())
def test_set_overall(self):
"""
Test set overall into class property
"""
items = ['$3773.49', '($5609.52)', '$0.00', '$1873.49', '$1873.49']
self.open_csv.set_overall(items)
overall = self.open_csv.overall
print 'overall type: %s' % type(overall)
print 'overall length: %d' % len(overall)
self.assertEqual(type(overall), dict)
self.assertEqual(len(overall), 5)
print '\n' + 'overall dict:'
for k, o in overall.items():
print '%s: %s' % (k, o)
def test_set_overall_from_lines(self):
"""
Test open csv files and set overall property
"""
self.open_csv.set_overall_from_lines()
overall = self.open_csv.overall
print 'overall type: %s' % type(overall)
print 'overall length: %d' % len(overall)
self.assertEqual(type(overall), dict)
self.assertEqual(len(overall), 5)
print '\n' + 'overall dict:'
for k, o in overall.items():
print '%s: %s' % (k, o)
def test_read(self):
"""
Final test, read csv files and return positions and overall dict
"""
positions, overall = self.open_csv.read()
print 'positions type: %s' % type(positions)
print 'positions length: %d\n' % len(positions)
for position in positions:
for key, item in position.items():
if key == 'Symbol' or key == 'Company':
self.assertEqual(type(item), str)
elif key == 'Instrument' or key == 'Stock':
self.assertEqual(type(item), dict)
self.assertIn(len(item), (0, 14))
elif key == 'Options':
self.assertEqual(type(item), list)
self.assertIn('Symbol', position.keys())
self.assertIn('Company', position.keys())
self.assertIn('Instrument', position.keys())
self.assertIn('Stock', position.keys())
self.assertIn('Options', position.keys())
print 'Symbol: %s' % position['Symbol']
print 'Company: %s' % position['Company']
print 'Instrument: %s' % position['Instrument']
print 'Stock: %s' % position['Stock']
print 'Options: %s' % position['Options']
print ''
# overall section
print '\n' + 'overall type: %s' % type(overall)
print 'overall length: %d' % len(overall)
self.assertEqual(type(overall), dict)
self.assertEqual(len(overall), 5)
print '\n' + 'overall dict:'
print overall
def test_stock_only_files(self):
"""
Test ready stock only files
"""
test_date = '2014-03-10'
test_path = FILES['tos_positions'] + 'tests/' + '2014-03-10-stock.csv'
print 'file date: %s' % test_date
print 'file path: %s\n' % test_path
open_csv = OpenPosCSV(fname=test_path)
positions, overalls = open_csv.read()
for position in positions:
for key, item in position.items():
if key == 'Symbol' or key == 'Company':
self.assertEqual(type(item), str)
elif key == 'Instrument' or key == 'Stock':
self.assertEqual(type(item), dict)
self.assertIn(len(item), (0, 14))
elif key == 'Options':
self.assertEqual(type(item), list)
for key in ['Symbol', 'Company', 'Instrument', 'Stock', 'Options']:
self.assertIn(key, position.keys())
print '%s found in positions!' % key
print ''
def test_ready_multiple_files(self):
"""
Test read on all files inside tos.pos
"""
files = [
'2014-03-07-closed.csv', '2014-03-10-stock.csv',
'2014-03-11-hedge.csv', '2014-03-12-one-leg.csv',
'2014-03-13-two-legs.csv', '2014-03-14-three-legs.csv',
'2014-03-17-four-legs-part-1.csv'
]
for f in files:
open_csv = OpenPosCSV(fname=FILES['tos_positions'] + 'tests/' + f)
pos, ov = open_csv.read()
print 'fname: %s' % f
print 'positions length: %d' % len(pos)
print 'overall length: %d\n' % len(ov)
self.assertGreater(len(pos), 1)
self.assertEqual(len(ov), 5)
def test_2014_09_06_file(self):
f = FILES['tos_positions'] + '2014-09-06-PositionStatement.csv'
open_csv = OpenPosCSV(fname=f)
pos, ov = open_csv.read()
print 'fname: %s' % f
print 'positions length: %d' % len(pos)
print 'overall length: %d\n' % len(ov)
