class TestSymbols(unittest.TestCase):
def setUp(self):
self.symbols = Symbols()
conn = pymongo.MongoClient()
db = conn.test_marketdata
symbols = db.test_symbols
self.symbols._symbols = symbols # replaces real db with test one
self.symbols.clean()
def test_clean(self):
self.symbols.add(['AAPL'])
self.symbols.clean()
act = self.symbols.symbols()
self.assertEquals(0, len(act))
def test_add(self):
exp = ['AAPL']
self.symbols.add(exp)
self.assertListEqual(exp, self.symbols.symbols())
def test_remove(self):
exp = ['AAPL']
added = ['MSFT']
self.symbols.add(exp + added)
self.symbols.remove(added)
self.assertListEqual(exp, self.symbols.symbols())
class UpdateMarketDataIntegrationTest(unittest.TestCase):
def setUp(self):
self.symbols = Symbols()
conn = pymongo.MongoClient()
db = conn.test_marketdata
symbols = db.test_symbols
self.symbols._symbols = symbols # replaces real db with test one
self.symbols.clean()
self.symbols.add(['AAPL'])
def test_update_marketdata(self):
from_date = datetime(2012, 9, 20)
to_date = datetime(2012, 9, 21)
update_marketdata(from_date, to_date, self.symbols)
res = self.symbols.select_historical_prices('AAPL', from_date, to_date)
self.assertEqual(2, len(res))
self.assertEqual(from_date, res[0]['date'])
self.assertEqual(to_date, res[1]['date'])
self.assertEqual(705.07, res[1]['high'])
class TestMarketDataDb(unittest.TestCase):
def setUp(self):
self.symbols = Symbols()
conn = pymongo.MongoClient()
db = conn.test_marketdata
symbols = db.test_symbols
self.symbols._symbols = symbols # replaces real db with test one
self.symbols.clean()
self.symbols.add(['AAPL'])
def test_single_hist_price(self):
dt = datetime(2013, 7, 13)
self.symbols.insert_historical_prices(
'AAPL', [(dt, 100.0, 101.0, 99.0, 100.0, 100, 100.0)])
res = self.symbols.select_historical_prices('AAPL', dt, dt)
self.assertEqual(1, len(res))
self.assertEqual(dt, res[0]['date'])
self.assertEqual(100.0, res[0]['open'])
self.assertEqual(101.0, res[0]['high'])
self.assertEqual(99.0, res[0]['low'])
self.assertEqual(100.0, res[0]['close'])
self.assertEqual(100, res[0]['volume'])
self.assertEqual(100.0, res[0]['adj_close'])
def test_hist_price_for_undefined_date(self):
dt = datetime(2013, 7, 13)
res = self.symbols.select_historical_prices('AAPL', dt, dt)
self.assertEqual([], res)
def test_three_hist_price(self):
d1 = datetime(2013, 7, 13)
d2 = datetime(2013, 7, 14)
d3 = datetime(2013, 7, 15)
self.symbols.insert_historical_prices(
'AAPL', [(d1, 100.0, 101.0, 99.0, 100.0, 100, 100.0)])
self.symbols.insert_historical_prices(
'AAPL', [(d3, 99.0, 100.0, 98.0, 99.0, 99, 99.0)])
self.symbols.insert_historical_prices(
'AAPL', [(d2, 101.0, 102.0, 100.0, 101.0, 101, 101.0)])
res = self.symbols.select_historical_prices('AAPL', d1, d3)
self.assertEqual(3, len(res))
self.assertEqual(d1, res[0]['date'])
self.assertEqual(100.0, res[0]['open'])
self.assertEqual(d2, res[1]['date'])
self.assertEqual(101.0, res[1]['open'])
self.assertEqual(d3, res[2]['date'])
self.assertEqual(99.0, res[2]['open'])
def test_date_filtering(self):
d1 = datetime(2013, 7, 13)
d2 = datetime(2013, 7, 14)
d3 = datetime(2013, 7, 15)
d4 = datetime(2013, 7, 16)
self.symbols.insert_historical_prices(
'AAPL', [(d1, 100.0, 101.0, 99.0, 100.0, 100, 100.0)])
self.symbols.insert_historical_prices(
'AAPL', [(d2, 101.0, 102.0, 100.0, 101.0, 101, 101.0)])
self.symbols.insert_historical_prices(
'AAPL', [(d3, 99.0, 100.0, 98.0, 99.0, 99, 99.0)])
self.symbols.insert_historical_prices(
'AAPL', [(d4, 98.0, 99.0, 97.0, 98.0, 98, 98.0)])
res = self.symbols.select_historical_prices('AAPL', d2, d3)
self.assertEqual(2, len(res))
self.assertEqual(d2, res[0]['date'])
self.assertEqual(101.0, res[0]['open'])
self.assertEqual(d3, res[1]['date'])
self.assertEqual(99.0, res[1]['open'])
def test_reinsert_historical_prices(self):
d1 = datetime(2013, 7, 13)
d2 = datetime(2013, 7, 14)
d3 = datetime(2013, 7, 15)
self.symbols.insert_historical_prices(
'AAPL', [(d1, 100.0, 101.0, 99.0, 100.0, 100, 100.0),
(d2, 101.0, 102.0, 100.0, 101.0, 101, 101.0),
(d3, 99.0, 100.0, 98.0, 99.0, 99, 99.0)])
res = self.symbols.select_historical_prices('AAPL', d1, d3)
self.assertEqual(3, len(res))
self.symbols.insert_historical_prices(
'AAPL', [(d2, 101.0, 102.0, 100.0, 101.0, 101, 101.0)])
res = self.symbols.select_historical_prices('AAPL', d1, d3)
self.assertEqual(3, len(res))
self.assertEqual(d1, res[0]['date'])
self.assertEqual(100.0, res[0]['open'])
self.assertEqual(d2, res[1]['date'])
self.assertEqual(101.0, res[1]['open'])
self.assertEqual(d3, res[2]['date'])
self.assertEqual(99.0, res[2]['open'])
def test_last_date(self):
d = [
datetime(2013, 7, 16),
datetime(2013, 7, 14),
datetime(2013, 7, 13),
datetime(2013, 7, 17),
datetime(2013, 7, 12),
datetime(2013, 7, 15)
]
for x in d:
self.symbols.insert_historical_prices(
'AAPL', [(x, 1.0, 1.0, 1.0, 1.0, 1, 1.0)])
res = self.symbols.last_date('AAPL')
self.assertEquals(datetime(2013, 7, 17), res)
def test_last_date_when_no_data(self):
res = self.symbols.last_date('AAPL')
self.assertEquals(None, res)
