def testForwardNoLastSample(self, collectorsdb, _getLatestSample,
urllib2, metricDataBatchWriter):
_getLatestSample.return_value = None
data = [
{
"StartDate": "1/15/2015",
"StartTime": "9:30:00 AM",
"EndDate": "1/15/2015",
"EndTime": "9:35:00 AM",
"UTCOffset": -5,
"Open": 46.225,
"High": 46.38,
"Low": 45.955,
"Close": 45.96,
"Volume": 504494,
"Trades": 2414,
"TWAP": 46.1765,
"VWAP": 46.1756
},
{
"StartDate": "1/15/2015",
"StartTime": "9:35:00 AM",
"EndDate": "1/15/2015",
"EndTime": "9:40:00 AM",
"UTCOffset": -5,
"Open": 45.97,
"High": 46.025,
"Low": 45.64,
"Close": 45.79,
"Volume": 492621,
"Trades": 2621,
"TWAP": 45.8574,
"VWAP": 45.8569
}
]
security = {
"CIK": "0000789019",
"CUSIP": None,
"Symbol": "MSFT",
"ISIN": None,
"Valoren": "951692",
"Name": "Microsoft Corp",
"Market": "NASDAQ",
"MarketIdentificationCode": "XNAS",
"MostLiquidExchange": True,
"CategoryOrIndustry": "InformationTechnologyServices"
}
collectorsdb.retryOnTransientErrors.side_effect = [
Mock(),
Mock(),
Mock(return_value = [Mock(StartDate=datetime.date(2015, 1, 15),
StartTime=datetime.time(9, 30),
EndDate=datetime.date(2015, 1, 15),
EndTime=datetime.time(9, 35),
UTCOffset=-5.0,
Volume=504494,
Close=45.96,
Close_sent=None,
Volume_sent=None,
__getitem__ = Mock(side_effect = {
"Close_sent": None,
"Volume_sent": None,
"Volume": 504494}.__getitem__),
__contains__ = Mock(side_effect={
"Volume": None
}.__contains__)),
Mock(StartDate=datetime.date(2015, 1, 15),
StartTime=datetime.time(9, 35),
EndDate=datetime.date(2015, 1, 15),
EndTime=datetime.time(9, 40),
UTCOffset=-5.0,
Volume=492621,
Close=45.79,
Close_sent=None,
Volume_sent=None,
__getitem__ = Mock(side_effect = {
"Close_sent": None,
"Volume_sent": None,
"Volume": 492621}.__getitem__),
__contains__ = Mock(side_effect={
"Volume": None
}.__contains__))
])
]
msft = xignite_stock_agent.StockMetricSpec(
metricName="XIGNITE.MSFT.VOLUME",
symbol="MSFT",
stockExchange="NASDAQ",
sampleKey="Volume")
xignite_stock_agent.forward((msft,), data, security)
metricDataBatchWriter.return_value.__enter__.return_value.call_args_list
self.assertEqual(
metricDataBatchWriter.return_value.__enter__.return_value.call_count, 2)
metricDataBatchWriter.return_value.__enter__.return_value.assert_has_calls(
[call(metricName="XIGNITE.MSFT.VOLUME",
value=504494,
epochTimestamp=1421332200.0),
call(metricName="XIGNITE.MSFT.VOLUME",
value=492621,
epochTimestamp=1421332500.0)])
def testForwardAfterHours(self, collectorsdb, _getLatestSample,
transmitMetricData, urllib2,
metricDataBatchWriter):
""" After-hours data should be silenty ignored.
"""
mockSample = Mock(EndDate=datetime.date(2015, 1, 15),
EndTime=datetime.time(17, 30, 0))
_getLatestSample.return_value = mockSample
data = [
{
"StartDate": "1/15/2015",
"StartTime": "5:30:00 PM",
"EndDate": "1/15/2015",
"EndTime": "5:35:00 PM",
"UTCOffset": -5,
"Open": 46.225,
"High": 46.38,
"Low": 45.955,
"Close": 45.96,
"Volume": 504494,
"Trades": 2414,
"TWAP": 46.1765,
"VWAP": 46.1756
}
]
security = {
"CIK": "0000789019",
"CUSIP": None,
"Symbol": "MSFT",
"ISIN": None,
"Valoren": "951692",
"Name": "Microsoft Corp",
"Market": "NASDAQ",
"MarketIdentificationCode": "XNAS",
"MostLiquidExchange": True,
"CategoryOrIndustry": "InformationTechnologyServices"
}
collectorsdb.retryOnTransientErrors.side_effect = [
Mock(),
Mock(),
Mock(return_value = [Mock(StartDate=datetime.date(2015, 1, 15),
StartTime=datetime.time(17, 30),
EndDate=datetime.date(2015, 1, 15),
EndTime=datetime.time(17, 35),
UTCOffset=-5.0,
Volume=504494,
Close=45.96,
Close_sent=None,
Volume_sent=None,
__getitem__ = Mock(side_effect = {
"Close_sent": None,
"Volume_sent": None,
"Volume": 504494}.__getitem__),
__contains__ = Mock(side_effect={
"Volume": None
}.__contains__))
])
]
msft = xignite_stock_agent.StockMetricSpec(
metricName="XIGNITE.MSFT.VOLUME",
symbol="MSFT",
stockExchange="NASDAQ",
sampleKey="Volume")
with patch.object(
xignite_stock_agent,
"g_opMode",
new=taurus_metric_collectors.ApplicationConfig.OP_MODE_ACTIVE):
xignite_stock_agent.forward((msft,), data, security)
self.assertEqual(
collectorsdb.engineFactory.return_value.execute.call_count,
0,
"Unexpected database query issued for after-hours record. xignite_stock_"
"agent.forward() should silently ignore after-hours data.")
self.assertNotEqual(
transmitMetricData.call_count,
0,
"transmitMetricData() was not called as expected.")