def test_get_merged_dataset_data_is_descending_when_specified_in_params(self):
data = MergedDataset(['NSE/OIL', 'GOOG/NASDAQ_AAPL',
'GOOG/NASDAQ_MSFT']).data(params={'order': 'desc'})
results = data.to_list()
dates = list([x[0] for x in results])
self.assertTrue(all(dates[i] >= dates[i + 1]
for i in range(len(dates) - 1)))
def test_get_merged_dataset_creates_merged_pandas_dataframe(self):
data = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('WIKI/AAPL', {
'column_index': [1]
}), ('WIKI/MSFT')]).data()
self.assertIsInstance(data.to_pandas(), pandas.core.frame.DataFrame)
def test_get_merged_dataset_data_is_descending_when_specified_in_params(
self):
data = MergedDataset(['NSE/OIL', 'WIKI/AAPL',
'WIKI/MSFT']).data(params={'order': 'desc'})
results = data.to_list()
dates = list([x[0] for x in results])
self.assertTrue(
all(dates[i] >= dates[i + 1] for i in range(len(dates) - 1)))
def test_removes_column_index_query_param(self, mock):
self.oil_obj.requested_column_indexes = []
mock.return_value = self.oil_obj
md = MergedDataset(
[('NSE/OIL', {'column_index': [1, 2]})], params={'column_index': 1})
md.data_fields()
expected = call(('NSE/OIL', {'column_index': [1, 2]}), params={})
self.assertEqual(mock.call_args, expected)
def test_sets_column_index_on_each_dataset(self):
md = MergedDataset(
[('NSE/OIL', {'column_index': [1, 2]}),
('GOOG/NASDAQ_AAPL', {'column_index': [1]}),
('GOOG/NASDAQ_MSFT')])
md.data_fields()
self.assertItemsEqual([1, 2], md._datasets[0].requested_column_indexes)
self.assertItemsEqual([1], md._datasets[1].requested_column_indexes)
self.assertItemsEqual([], md._datasets[2].requested_column_indexes)
def test_sets_column_index_on_each_dataset(self):
md = MergedDataset(
[('NSE/OIL', {'column_index': [1, 2]}),
('WIKI/AAPL', {'column_index': [1]}),
('WIKI/MSFT')])
md.data_fields()
six.assertCountEqual(self, [1, 2], md._datasets[0].requested_column_indexes)
six.assertCountEqual(self, [1], md._datasets[1].requested_column_indexes)
six.assertCountEqual(self, [], md._datasets[2].requested_column_indexes)
def test_removes_column_index_query_param(self, mock):
self.oil_obj.requested_column_indexes = []
mock.return_value = self.oil_obj
md = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
})],
params={'column_index': 1})
md.data_fields()
expected = call(('NSE/OIL', {'column_index': [1, 2]}), params={})
self.assertEqual(mock.call_args, expected)
def test_sets_column_index_on_each_dataset(self):
md = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('WIKI/AAPL', {
'column_index': [1]
}), ('WIKI/MSFT')])
md.data_fields()
self.assertItemsEqual([1, 2], md._datasets[0].requested_column_indexes)
self.assertItemsEqual([1], md._datasets[1].requested_column_indexes)
self.assertItemsEqual([], md._datasets[2].requested_column_indexes)
def test_get_merged_dataset_data_returns_specified_columns(self):
data = MergedDataset(
[('NSE/OIL', {'column_index': [1, 2]}),
('SINGLE/COLUMN', {'column_index': [1]}),
('GOOG/NASDAQ_MSFT')]).data()
actual = data.to_pandas().columns.tolist()
expected = [six.u('NSE/OIL - column.1'),
six.u('NSE/OIL - column.2'),
six.u('SINGLE/COLUMN - column.1'),
six.u('GOOG/NASDAQ_MSFT - column.1'),
six.u('GOOG/NASDAQ_MSFT - column.2'),
six.u('GOOG/NASDAQ_MSFT - column.3')]
self.assertItemsEqual(actual, expected)
def test_get_merged_dataset_data_to_list(self):
data = MergedDataset(
[('NSE/OIL', {'column_index': [1, 2]}),
('SINGLE/COLUMN', {'column_index': [1]}),
'GOOG/NASDAQ_MSFT']).data()
results = data.to_list()
# NSE/OIL two columns of data
# SINGLE/COLUMN one column of data
# GOOG/NASDAQ_MSFT all 3 columns of data
expected = [[datetime.datetime(2015, 7, 11, 0, 0), 444.3, 10, 444.3, 444.3, 10, 3],
[datetime.datetime(2015, 7, 13, 0, 0), 433.3, 4, 433.3, 433.3, 4, 3],
[datetime.datetime(2015, 7, 14, 0, 0), 437.5, 3, 437.5, 437.5, 3, 3],
[datetime.datetime(2015, 7, 15, 0, 0), 440.0, 2, 440.0, 440.0, 2, 3]]
for index, expected_item in enumerate(expected):
self.assertItemsEqual(results[index], expected_item)
def test_merged_dataset_dataset_codes(self):
md = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('WIKI/AAPL', {
'column_index': [1]
}), ('WIKI/MSFT')])
self.assertItemsEqual(md.dataset_code, ['OIL', 'AAPL', 'MSFT'])
def test_merged_dataset_calls_merged_dataset_get_dataset(self, mock):
mock.return_value = self.oil_obj
md = MergedDataset(
[('NSE/OIL', {'column_index': [1, 2]}),
('GOOG/NASDAQ_AAPL', {'column_index': [1]}),
('GOOG/NASDAQ_MSFT')])
md.data_fields()
expected_calls = [
call(('NSE/OIL', {'column_index': [1, 2]})),
call(('GOOG/NASDAQ_AAPL', {'column_index': [1]})),
call('GOOG/NASDAQ_MSFT')
]
self.assertEqual(mock.call_count, 3)
for index, expected in enumerate(expected_calls):
self.assertEqual(mock.mock_calls[index], expected)
def test_merged_dataset_database_codes(self):
md = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('WIKI/AAPL', {
'column_index': [1]
}), ('WIKI/MSFT')])
six.assertCountEqual(self, md.database_code, ['NSE', 'WIKI'])
def test_merged_dataset_database_codes(self):
md = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('GOOG/NASDAQ_AAPL', {
'column_index': [1]
}), ('GOOG/NASDAQ_MSFT')])
self.assertItemsEqual(md.database_code, ['NSE', 'GOOG'])
def test_merged_dataset_oldest_available_date(self):
md = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('WIKI/AAPL', {
'column_index': [1]
}), ('WIKI/MSFT')])
self.assertEqual(md.oldest_available_date, datetime.date(2013, 1, 1))
def test_merged_dataset_newest_available_date(self):
md = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('GOOG/NASDAQ_AAPL', {
'column_index': [1]
}), ('GOOG/NASDAQ_MSFT')])
self.assertEqual(md.newest_available_date, datetime.date(2015, 7, 30))
def test_data_forwards_requests_to_datset_data(self, mock_method):
mock_method.return_value = self.data_list_obj
MergedDataset(['NSE/OIL', 'WIKI/AAPL',
'WIKI/MSFT']).data(params={'start_date': '2015-07-01'})
self.assertEqual(mock_method.call_count, 3)
for actual in mock_method.mock_calls:
self.assertEqual(actual, call(params={'start_date': '2015-07-01'}))
def test_get_merged_dataset_data_returns_specified_columns(self):
data = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('SINGLE/COLUMN', {
'column_index': [1]
}), ('WIKI/MSFT')]).data()
actual = data.to_pandas().columns.tolist()
expected = [
six.u('NSE/OIL - column.1'),
six.u('NSE/OIL - column.2'),
six.u('SINGLE/COLUMN - column.1'),
six.u('WIKI/MSFT - column.1'),
six.u('WIKI/MSFT - column.2'),
six.u('WIKI/MSFT - column.3')
]
self.assertItemsEqual(actual, expected)
def test_get_merged_dataset_data_returns_correct_types(self):
data = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('WIKI/AAPL', {
'column_index': [1]
}), ('WIKI/MSFT')]).data()
self.assertIsInstance(data, MergedDataList)
self.assertIsInstance(data[0], Data)
def test_sets_dataset_codes_for_the_datasets(self):
md = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('WIKI/AAPL', {
'column_index': [1]
}), ('WIKI/MSFT')])
self.assertEqual(md._datasets, None)
self.assertItemsEqual([1, 2], md.dataset_codes[0][1]['column_index'])
self.assertItemsEqual([1], md.dataset_codes[1][1]['column_index'])
self.assertEqual('I', md.dataset_codes[2][1])
def test_merged_dataset_calls_merged_dataset_get_dataset(self, mock):
mock.return_value = self.oil_obj
md = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('WIKI/AAPL', {
'column_index': [1]
}), ('WIKI/MSFT')])
md.data_fields()
expected_calls = [
call(('NSE/OIL', {
'column_index': [1, 2]
})),
call(('WIKI/AAPL', {
'column_index': [1]
})),
call('WIKI/MSFT')
]
self.assertEqual(mock.call_count, 3)
for index, expected in enumerate(expected_calls):
self.assertEqual(mock.mock_calls[index], expected)
def test_get_merged_dataset_data_to_list(self):
data = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('SINGLE/COLUMN', {
'column_index': [1]
}), 'WIKI/MSFT']).data()
results = data.to_list()
# NSE/OIL two columns of data
# SINGLE/COLUMN one column of data
# WIKI/MSFT all 3 columns of data
expected = [[
datetime.datetime(2015, 7, 11, 0, 0), 444.3, 10, 444.3, 444.3, 10,
3
], [
datetime.datetime(2015, 7, 13, 0, 0), 433.3, 4, 433.3, 433.3, 4, 3
], [
datetime.datetime(2015, 7, 14, 0, 0), 437.5, 3, 437.5, 437.5, 3, 3
], [
datetime.datetime(2015, 7, 15, 0, 0), 440.0, 2, 440.0, 440.0, 2, 3
]]
for index, expected_item in enumerate(expected):
self.assertItemsEqual(results[index], expected_item)
def test_merged_dataset_column_names(self):
md = MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('WIKI/AAPL', {
'column_index': [1]
}), ('WIKI/MSFT')])
expected = [
six.u('Date'),
six.u('NSE/OIL - column.1'),
six.u('NSE/OIL - column.2'),
six.u('WIKI/AAPL - column.1'),
six.u('WIKI/MSFT - column.1'),
six.u('WIKI/MSFT - column.2'),
six.u('WIKI/MSFT - column.3')
]
self.assertItemsEqual(md.column_names, expected)
def test_when_only_one_column_requested_adds_column_index_query_param(
self, mock_method):
mock_method.return_value = self.data_list_obj
MergedDataset([('NSE/OIL', {
'column_index': [1, 2]
}), ('WIKI/AAPL', {
'column_index': [1]
}), ('WIKI/MSFT')]).data(params={'start_date': '2015-07-01'})
expected_calls = [
call(params={'start_date': '2015-07-01'}),
call(params={
'column_index': 1,
'start_date': '2015-07-01'
}),
call(params={'start_date': '2015-07-01'})
]
self.assertEqual(mock_method.mock_calls[0], expected_calls[0])
self.assertEqual(mock_method.mock_calls[1], expected_calls[1])
self.assertEqual(mock_method.mock_calls[2], expected_calls[2])
def test_raise_error_when_column_index_specified_and_not_list(self):
self.assertRaises(
ValueError, lambda: MergedDataset([('NSE/OIL', {
'column_index': 'foo'
})]).data_fields())
def test_get_merged_dataset_creates_merged_pandas_dataframe(self):
data = MergedDataset(
[('NSE/OIL', {'column_index': [1, 2]}),
('GOOG/NASDAQ_AAPL', {'column_index': [1]}),
('GOOG/NASDAQ_MSFT')]).data()
self.assertIsInstance(data.to_pandas(), pandas.core.frame.DataFrame)
def test_get_returns_merged_dataset_obj(self):
md = MergedDataset(['NSE/OIL'])
self.assertIsInstance(md, MergedDataset)
def test_raise_error_when_datasets_arg_not_list(self):
self.assertRaises(ValueError,
lambda: MergedDataset('NSE/OIL').data_fields())
def test_raise_error_when_datasets_arg_list_has_invalid_type(self):
self.assertRaises(
ValueError, lambda: MergedDataset(['NSE/OIL', {
'blah': [1]
}]).data_fields())
def test_raise_error_when_column_index_less_than_one(self):
self.assertRaises(
ColumnNotFound, lambda: MergedDataset([('NSE/OIL', {
'column_index': [0, 1]
})]).data())
def test_raise_error_when_column_index_greater_than_max(self):
self.assertRaises(
ColumnNotFound, lambda: MergedDataset([('NSE/OIL', {
'column_index': [1, 10]
})]).data())