def test_http_400_response(self, mock_urlopen):
error = urllib2.HTTPError(url='',
code=400,
msg='Bad Request',
hdrs=None,
fp=None)
mock_urlopen.side_effect = error
self.assertEquals(google.BadResponse,
type(google.request_options_chain('INVALID')))
def test_request_option_chain_expirations(self):
option_chain = google.request_options_chain('GOOG')
expirations = option_chain.expirations
self.assertEqual(12, len(expirations))
self.assertListEqual(
[16, 8, 2014],
[expirations[0].day, expirations[0].month, expirations[0].year])
self.assertEquals('20140816', str(expirations[0]))
self.assertListEqual(
[15, 1, 2016],
[expirations[-1].day, expirations[-1].month, expirations[-1].year])
self.assertEquals('20160115', str(expirations[-1]))
def test_to_list(self):
option_chain = google.request_options_chain('GOOG')
calls = option_chain.calls
puts = option_chain.puts
self.assertListEqual([
'ASK', 'BID', 'CHANGE', 'OPEN_INTEREST', 'VOLUME', 'LAST_PRICE',
'STRIKE', 'PERCENT_CHANGE'
], [item for item in google.OptionChain.FIELDS])
self.assertListEqual(
['58.40', '57.95', '-', '0', '-', '-', '37.86', ''],
calls[0].to_list())
self.assertListEqual(['0.01', '-', '-', '700', '-', '-', '37.86', ''],
puts[0].to_list())
def _request_option_chains(symbol, dest_dir):
option_chain = google.request_options_chain(symbol)
if option_chain.is_valid:
_write_chain(symbol, option_chain, dest_dir)
else:
logging.warn(
'Invalid option chain received for symbol: {}'.format(symbol))
return
# exclude expiration we already have
expirations = [
exp for exp in option_chain.expirations
if exp is not option_chain.expiry
]
_request_expirations_chains(symbol, expirations, dest_dir)
def _request_expirations_chains(symbol, expirations, dest_dir):
for expiry in expirations:
# Perform dummy request first
google.dummy_request(symbol)
option_chain = google.request_options_chain(symbol,
expiry_day=expiry.day,
expiry_month=expiry.month,
expiry_year=expiry.year)
if option_chain.is_valid:
_write_chain(symbol, option_chain, dest_dir)
else:
logging.warn('Invalid option chain received for symbol: {0}, '
'expiry: y={1}, m={2}, d={3} '.format(
symbol, expiry.year, expiry.month, expiry.day))
def test_request_option_chain_puts(self):
option_chain = google.request_options_chain('GOOG')
puts = option_chain.puts
self.assertEqual(151, len(puts))
self.assertDictEqual(
{
'a': '0.01',
'c': '-',
'b': '-',
'e': 'OPRA',
'name': '',
'oi': '700',
'cid': '597723653891363',
'vol': '-',
'expiry': 'Aug 16, 2014',
'p': '-',
's': 'AAPL140816P00037860',
'strike': '37.86'
}, puts[0].data)
self.assertDictEqual(
{
'a': '44.25',
'c': '0.00',
'b': '43.75',
'e': 'OPRA',
'name': '',
'oi': '1455',
'cid': '247391588317856',
'vol': '-',
'expiry': 'Aug 16, 2014',
'p': '45.00',
's': 'AAPL140816P00140000',
'cs': 'chb',
'cp': '0.00',
'strike': '140.00'
}, puts[-1].data)
def test_request_option_chain_calls(self):
option_chain = google.request_options_chain('GOOG')
calls = option_chain.calls
self.assertEqual(151, len(calls))
self.assertDictEqual(
{
'a': '58.40',
'c': '-',
'b': '57.95',
'e': 'OPRA',
'name': '',
'oi': '0',
'cid': '985928489129434',
'vol': '-',
'expiry': 'Aug 16, 2014',
'p': '-',
's': 'AAPL140816C00037860',
'strike': '37.86'
}, calls[0].data)
self.assertDictEqual(
{
'a': '0.01',
'c': '0.00',
'b': '-',
'e': 'OPRA',
'name': '',
'oi': '633',
'cid': '791404271676757',
'vol': '-',
'expiry': 'Aug 16, 2014',
'p': '0.01',
's': 'AAPL140816C00140000',
'cs': 'chb',
'cp': '0.00',
'strike': '140.00'
}, calls[-1].data)
def test_call_only(self):
option_chain = google.request_options_chain('CALL_ONLY')
self.assertEqual(1, len(option_chain.calls))
self.assertEqual(0, len(option_chain.puts))
def test_empty_chain(self):
# TODO: Find out why not working
option_chain = google.request_options_chain('EMPTY')
self.assertEqual(google.OptionChainResponse, type(option_chain))
self.assertFalse(option_chain.is_valid)