def __init__(self):
conn = sqlite3_connect(':memory:')
writer = SQLiteAdjustmentWriter(conn)
empty = DataFrame({
'sid': array([], dtype=uint32),
'effective_date': array([], dtype=uint32),
'ratio': array([], dtype=float),
})
writer.write(splits=empty, mergers=empty, dividends=empty)
super(NullAdjustmentReader, self).__init__(conn)
def __init__(self):
conn = sqlite3_connect(':memory:')
writer = SQLiteAdjustmentWriter(conn)
empty = DataFrame({
'sid': array([], dtype=uint32),
'effective_date': array([], dtype=uint32),
'ratio': array([], dtype=float),
})
writer.write(splits=empty, mergers=empty, dividends=empty)
super(NullAdjustmentReader, self).__init__(conn)
def setUpClass(cls):
cls.test_data_dir = TempDirectory()
cls.db_path = cls.test_data_dir.getpath("adjustments.db")
writer = SQLiteAdjustmentWriter(cls.db_path)
writer.write(SPLITS, MERGERS, DIVIDENDS)
cls.assets = TEST_QUERY_ASSETS
all_days = TradingEnvironment().trading_days
cls.calendar_days = all_days[all_days.slice_indexer(TEST_CALENDAR_START, TEST_CALENDAR_STOP)]
cls.asset_info = EQUITY_INFO
cls.bcolz_writer = SyntheticDailyBarWriter(cls.asset_info, cls.calendar_days)
cls.bcolz_path = cls.test_data_dir.getpath("equity_pricing.bcolz")
cls.bcolz_writer.write(cls.bcolz_path, cls.calendar_days, cls.assets)
def setUpClass(cls):
cls.test_data_dir = TempDirectory()
cls.db_path = cls.test_data_dir.getpath('adjustments.db')
writer = SQLiteAdjustmentWriter(cls.db_path)
writer.write(SPLITS, MERGERS, DIVIDENDS)
cls.assets = TEST_QUERY_ASSETS
all_days = TradingEnvironment.instance().trading_days
cls.calendar_days = all_days[all_days.slice_indexer(
TEST_CALENDAR_START, TEST_CALENDAR_STOP)]
cls.asset_info = EQUITY_INFO
cls.bcolz_writer = SyntheticDailyBarWriter(
cls.asset_info,
cls.calendar_days,
)
cls.bcolz_path = cls.test_data_dir.getpath('equity_pricing.bcolz')
cls.bcolz_writer.write(cls.bcolz_path, cls.calendar_days, cls.assets)
def create_adjustment_reader(cls, tempdir):
dbpath = tempdir.getpath('adjustments.sqlite')
writer = SQLiteAdjustmentWriter(dbpath)
splits = DataFrame.from_records([{
'effective_date':
str_to_seconds('2014-06-09'),
'ratio': (1 / 7.0),
'sid':
cls.AAPL,
}])
mergers = dividends = DataFrame(
{
# Hackery to make the dtypes correct on an empty frame.
'effective_date': array([], dtype=int),
'ratio': array([], dtype=float),
'sid': array([], dtype=int),
},
index=DatetimeIndex([], tz='UTC'),
columns=['effective_date', 'ratio', 'sid'],
)
writer.write(splits, mergers, dividends)
return SQLiteAdjustmentReader(dbpath)
def create_adjustment_reader(cls, tempdir):
dbpath = tempdir.getpath('adjustments.sqlite')
writer = SQLiteAdjustmentWriter(dbpath)
splits = DataFrame.from_records([
{
'effective_date': str_to_seconds('2014-06-09'),
'ratio': (1 / 7.0),
'sid': cls.AAPL,
}
])
mergers = dividends = DataFrame(
{
# Hackery to make the dtypes correct on an empty frame.
'effective_date': array([], dtype=int),
'ratio': array([], dtype=float),
'sid': array([], dtype=int),
},
index=DatetimeIndex([], tz='UTC'),
columns=['effective_date', 'ratio', 'sid'],
)
writer.write(splits, mergers, dividends)
return SQLiteAdjustmentReader(dbpath)