def fetch_historical(symbol, db_name=None):
"""Fetches historical (EOD) quotes from CBOE and saves them to database.
Args:
symbol (str): Symbol to fetch.
db_name (str): Optional database name.
Returns:
int: Number of quotes fetched.
"""
logger = logging.getLogger(__name__)
logger.info('Fetching historical futures quotes from CBOE for %s...', \
symbol)
lines = 0
today = datetime.today()
expirations = dates.get_expirations(symbol)
for expiration_year in xrange(2015, today.year + 2):
for expiration_month in xrange(1, 13):
expiration = dates.find_date(
expirations, expiration_month, expiration_year)
if expiration is None:
continue
try:
data = _fetch_historical_data(symbol, expiration)
if data is None:
continue
lines += _parse_historical_data(
symbol, expiration, data, db_name)
except ValueError:
break
logger.info('... quotes retrieved: %d', lines)
return lines
def test_not_found(self):
self.assertIsNone(dates.find_date(self.lst, 4, 2015))
def test_found(self):
self.assertEqual(dates.find_date(self.lst, 2, 2015), date(2015, 2, 14))
