def test_unadjusted_spot_price(self):
table = self.writer.write(self.dest, self.trading_days, self.assets)
reader = BcolzDailyBarReader(table)
# At beginning
price = reader.spot_price(1, Timestamp('2015-06-01', tz='UTC'),
'close')
# Synthetic writes price for date.
self.assertEqual(135630.0, price)
# Middle
price = reader.spot_price(1, Timestamp('2015-06-02', tz='UTC'),
'close')
self.assertEqual(135631.0, price)
# End
price = reader.spot_price(1, Timestamp('2015-06-05', tz='UTC'),
'close')
self.assertEqual(135634.0, price)
# Another sid at beginning.
price = reader.spot_price(2, Timestamp('2015-06-22', tz='UTC'),
'close')
self.assertEqual(235651.0, price)
# Ensure that volume does not have float adjustment applied.
volume = reader.spot_price(1, Timestamp('2015-06-02', tz='UTC'),
'volume')
self.assertEqual(145631, volume)
def test_unadjusted_spot_price(self):
table = self.writer.write(self.dest, self.trading_days, self.assets)
reader = BcolzDailyBarReader(table)
# At beginning
price = reader.spot_price(1, Timestamp('2015-06-01', tz='UTC'),
'close')
# Synthetic writes price for date.
self.assertEqual(135630.0, price)
# Middle
price = reader.spot_price(1, Timestamp('2015-06-02', tz='UTC'),
'close')
self.assertEqual(135631.0, price)
# End
price = reader.spot_price(1, Timestamp('2015-06-05', tz='UTC'),
'close')
self.assertEqual(135634.0, price)
# Another sid at beginning.
price = reader.spot_price(2, Timestamp('2015-06-22', tz='UTC'),
'close')
self.assertEqual(235651.0, price)
# Ensure that volume does not have float adjustment applied.
volume = reader.spot_price(1, Timestamp('2015-06-02', tz='UTC'),
'volume')
self.assertEqual(145631, volume)
def test_unadjusted_spot_price_no_data(self):
table = self.bcolz_daily_bar_ctable
reader = BcolzDailyBarReader(table)
# before
with self.assertRaises(NoDataOnDate):
reader.spot_price(2, Timestamp('2015-06-08', tz='UTC'), 'close')
# after
with self.assertRaises(NoDataOnDate):
reader.spot_price(4, Timestamp('2015-06-16', tz='UTC'), 'close')
def test_unadjusted_spot_price_no_data(self):
table = self.bcolz_daily_bar_ctable
reader = BcolzDailyBarReader(table)
# before
with self.assertRaises(NoDataOnDate):
reader.spot_price(2, Timestamp('2015-06-08', tz='UTC'), 'close')
# after
with self.assertRaises(NoDataOnDate):
reader.spot_price(4, Timestamp('2015-06-16', tz='UTC'), 'close')
def test_unadjusted_spot_price_no_data(self):
table = self.writer.write(self.dest, self.trading_days, self.assets)
reader = BcolzDailyBarReader(table)
# before
with self.assertRaises(NoDataOnDate):
reader.spot_price(2, Timestamp('2015-06-08', tz='UTC'), 'close')
# after
with self.assertRaises(NoDataOnDate):
reader.spot_price(4, Timestamp('2015-06-16', tz='UTC'), 'close')
def test_unadjusted_spot_price_no_data(self):
table = self.writer.write(self.dest, self.trading_days, self.assets)
reader = BcolzDailyBarReader(table)
# before
with self.assertRaises(NoDataOnDate):
reader.spot_price(2, Timestamp('2015-06-08', tz='UTC'), 'close')
# after
with self.assertRaises(NoDataOnDate):
reader.spot_price(4, Timestamp('2015-06-16', tz='UTC'), 'close')
def test_unadjusted_spot_price_empty_value(self):
table = self.writer.write(self.dest, self.trading_days, self.assets)
reader = BcolzDailyBarReader(table)
# A sid, day and corresponding index into which to overwrite a zero.
zero_sid = 1
zero_day = Timestamp('2015-06-02', tz='UTC')
zero_ix = reader.sid_day_index(zero_sid, zero_day)
# Write a zero into the synthetic pricing data at the day and sid,
# so that a read should now return -1.
# This a little hacky, in lieu of changing the synthetic data set.
reader._spot_col('close')[zero_ix] = 0
close = reader.spot_price(zero_sid, zero_day, 'close')
self.assertEqual(-1, close)
def test_unadjusted_spot_price_empty_value(self):
table = self.writer.write(self.dest, self.trading_days, self.assets)
reader = BcolzDailyBarReader(table)
# A sid, day and corresponding index into which to overwrite a zero.
zero_sid = 1
zero_day = Timestamp('2015-06-02', tz='UTC')
zero_ix = reader.sid_day_index(zero_sid, zero_day)
# Write a zero into the synthetic pricing data at the day and sid,
# so that a read should now return -1.
# This a little hacky, in lieu of changing the synthetic data set.
reader._spot_col('close')[zero_ix] = 0
close = reader.spot_price(zero_sid, zero_day, 'close')
self.assertEqual(-1, close)