def test_load_adjustments_from_sqlite(self): reader = SQLiteAdjustmentReader(self.db_path) columns = [USEquityPricing.close, USEquityPricing.volume] query_days = self.calendar_days_between(TEST_QUERY_START, TEST_QUERY_STOP) adjustments = reader.load_adjustments(columns, query_days, self.assets) close_adjustments = adjustments[0] volume_adjustments = adjustments[1] expected_close_adjustments, expected_volume_adjustments = self.expected_adjustments( TEST_QUERY_START, TEST_QUERY_STOP ) for key in expected_close_adjustments: close_adjustment = close_adjustments[key] for j, adj in enumerate(close_adjustment): expected = expected_close_adjustments[key][j] self.assertEqual(adj.first_row, expected.first_row) self.assertEqual(adj.last_row, expected.last_row) self.assertEqual(adj.first_col, expected.first_col) self.assertEqual(adj.last_col, expected.last_col) assert_allclose(adj.value, expected.value) for key in expected_volume_adjustments: volume_adjustment = volume_adjustments[key] for j, adj in enumerate(volume_adjustment): expected = expected_volume_adjustments[key][j] self.assertEqual(adj.first_row, expected.first_row) self.assertEqual(adj.last_row, expected.last_row) self.assertEqual(adj.first_col, expected.first_col) self.assertEqual(adj.last_col, expected.last_col) assert_allclose(adj.value, expected.value)
def test_load_adjustments_from_sqlite(self): reader = SQLiteAdjustmentReader(self.db_path) columns = [USEquityPricing.close, USEquityPricing.volume] query_days = self.calendar_days_between( TEST_QUERY_START, TEST_QUERY_STOP, ) adjustments = reader.load_adjustments( columns, query_days, self.assets, ) close_adjustments = adjustments[0] volume_adjustments = adjustments[1] expected_close_adjustments, expected_volume_adjustments = \ self.expected_adjustments(TEST_QUERY_START, TEST_QUERY_STOP) self.assertEqual(close_adjustments, expected_close_adjustments) self.assertEqual(volume_adjustments, expected_volume_adjustments)
def test_load_adjustments_from_sqlite(self): reader = SQLiteAdjustmentReader(self.db_path) columns = [USEquityPricing.close, USEquityPricing.volume] query_days = self.calendar_days_between( TEST_QUERY_START, TEST_QUERY_STOP, ) adjustments = reader.load_adjustments( columns, query_days, self.assets, ) close_adjustments = adjustments[0] volume_adjustments = adjustments[1] expected_close_adjustments, expected_volume_adjustments = \ self.expected_adjustments(TEST_QUERY_START, TEST_QUERY_STOP) for key in expected_close_adjustments: close_adjustment = close_adjustments[key] for j, adj in enumerate(close_adjustment): expected = expected_close_adjustments[key][j] self.assertEqual(adj.first_row, expected.first_row) self.assertEqual(adj.last_row, expected.last_row) self.assertEqual(adj.first_col, expected.first_col) self.assertEqual(adj.last_col, expected.last_col) assert_allclose(adj.value, expected.value) for key in expected_volume_adjustments: volume_adjustment = volume_adjustments[key] for j, adj in enumerate(volume_adjustment): expected = expected_volume_adjustments[key][j] self.assertEqual(adj.first_row, expected.first_row) self.assertEqual(adj.last_row, expected.last_row) self.assertEqual(adj.first_col, expected.first_col) self.assertEqual(adj.last_col, expected.last_col) assert_allclose(adj.value, expected.value)