def test_with_holiday_1(self):
df = stock.get_etf_ohlcv_by_date("20210103", "20210109", "292340")
temp = df.iloc[0:5, 0] == np.array([9737.23, 9756.27, 9796.98, 9723.65, 9771.73])
self.assertEqual(temp.sum(), 5)
self.assertIsInstance(df.index , pd.core.indexes.datetimes.DatetimeIndex)
self.assertIsInstance(df.index[0], pd._libs.tslibs.timestamps.Timestamp)
self.assertTrue(df.index[0] < df.index[-1])
def test_with_freq(self):
df = stock.get_etf_ohlcv_by_date("20200101", "20200531", "292340", freq="m")
# NAV 시가 고가 저가 종가 거래량 거래대금 기초지수
# 날짜
# 2020-01-31 8910.61 8900 9270 0 8795 36559 330991070 1231.00
# 2020-02-29 8633.13 0 9395 0 7555 72 658080 1213.88
# 2020-03-31 7720.09 7520 9965 0 6030 206070 1373727350 1149.86
# 2020-04-30 5590.35 6055 6975 0 6975 8743 57352845 997.80
# 2020-05-31 6845.59 6835 7450 0 7415 1788 13057270 1107.92
temp = df.iloc[0:5, 0] == np.array([8910.61, 8633.13, 7720.09, 5590.35, 6845.59])
self.assertEqual(temp.sum(), 5)
self.assertIsInstance(df.index , pd.core.indexes.datetimes.DatetimeIndex)
self.assertIsInstance(df.index[0], pd._libs.tslibs.timestamps.Timestamp)
self.assertTrue(df.index[0] < df.index[-1])
def test_with_business_day(self):
df = stock.get_etf_ohlcv_by_date("20210104", "20210108", "292340")
# NAV 시가 고가 저가 종가 거래량 거래대금 기초지수
# 날짜
# 2021-01-04 9737.23 9730 9730 9730 9730 81 788130 1303.290039
# 2021-01-05 9756.27 9705 9990 9700 9770 6 58845 1306.589966
# 2021-01-06 9796.98 0 0 0 9770 0 0 1306.760010
# 2021-01-07 9723.65 9845 9855 9845 9855 2 19700 1301.650024
# 2021-01-08 9771.73 9895 9900 9855 9885 6 59320 1306.729980
temp = df.iloc[0:5, 0] == np.array([9737.23, 9756.27, 9796.98, 9723.65, 9771.73])
self.assertEqual(temp.sum(), 5)
self.assertIsInstance(df.index , pd.core.indexes.datetimes.DatetimeIndex)
self.assertIsInstance(df.index[0], pd._libs.tslibs.timestamps.Timestamp)
self.assertTrue(df.index[0] < df.index[-1])