def test_cache(self):
pass # todo
for test_data in self._data_cache:
symbol, start_date, end_date = test_data
stock = stock_value.StockHist(symbol, start_date, end_date)
dates = stock.dates
highs = stock.highs
stock = None # make sure we are going to use a new instance
stock = stock_value.StockHist(symbol, start_date, end_date)
self.assertEqual(dates, stock.dates)
self.assertEqual(highs, stock.highs)
def test_no_dates(self):
for test_data in self._data_no_end_date:
symbol, start_date, expected_start = test_data
expected_end = date.today() - timedelta(days=1)
if start_date == None:
stock = stock_value.StockHist(symbol)
else:
stock = stock_value.StockHist(symbol, start_date)
self.assertEqual(symbol, stock.symbol)
self.assertEqual(expected_start, stock.start_date)
self.assertEqual(expected_end, stock.end_date)
def test_dates(self):
for test_data in self._data_dates:
symbol, start_date, end_date, expected_start, expected_end, expected_url = test_data
stock = stock_value.StockHist(symbol, start_date, end_date)
self.assertEqual(symbol, stock.symbol)
self.assertEqual(expected_start, stock.start_date)
self.assertEqual(expected_end, stock.end_date)
self.assertEqual(expected_url, stock._make_url())
def setUpClass(cls):
cls._my_path = os.path.abspath(os.path.dirname(__file__))
cls._result_path = os.path.join(cls._my_path, 'result')
cls._expected_path = os.path.join(cls._my_path, 'expected')
os.mkdir(cls._result_path)
stock_value.StockHist.default_path = cls._result_path
cls._predictor = stock_value.LinearAdapter(
linear_model.Ridge(alpha=0.1, fit_intercept=False))
cls._comment = 'Ridge alpha=0.1'
cls._histories = []
for symbol, sdate, edate in cls._test_data:
cls._histories.append(stock_value.StockHist(symbol, sdate, edate))
def test_content(self):
for test_data in self._data_contents:
symbol, start_date, end_date, expected_file = test_data
expected_path = os.path.join(self._expected_path, expected_file)
date_list = []
high_list = []
with open(expected_path, newline='') as f_expected:
exp_reader = csv.reader(f_expected)
next(exp_reader) # skip the title row
for row in exp_reader:
date_list.append(datetime.strptime(row[0], '%Y-%m-%d').date())
high_list.append(float(row[2]))
date_list.reverse() # Yahoo returns newest first; we need oldest first
high_list.reverse()
stock = stock_value.StockHist(symbol, start_date, end_date)
self.assertEqual(date_list, stock.dates)
self.assertEqual(high_list, stock.highs)