def test_fetch_stock_values():
now = datetime.utcnow()
start_date = now - timedelta(days=2)
end_date = now - timedelta(days=1)
rows = fetch_stock_values('SPY', start_date, end_date)
for date, open_, high, low, close_, volume, provider in rows:
assert isinstance(date, datetime)
assert isinstance(open_, float)
assert isinstance(high, float)
assert isinstance(low, float)
assert isinstance(close_, float)
assert isinstance(volume, int)
assert low <= open_ <= high
assert low <= close_ <= high
assert volume >= 0
assert provider == 'yahoo'
def fetch_asset_values(code, start_time, end_time):
try:
asset = Asset.get_by_symbol(code)
except AssetNotFoundException:
log.info('Asset {0} does not exist. Creating an Asset record...', code)
asset = Asset.create(name=code, code=code, type=AssetType.stock)
rows = fetch_stock_values(code, start_time, end_time, Granularity.min)
for date, open_, high, low, close_, volume, source in rows:
insert_asset_value(asset, date, Granularity.min, open_, high, low,
close_, volume, source)
try:
db.session.commit()
except (IntegrityError, InvalidRequestError):
log.exception('Something went wrong')
db.session.rollback()
else:
log.info('Asset values for {0} have been imported', code)