def test_historical_data_default():
end_date = dt.date.today().isoformat().replace("-", "")
data = MSCIReader(139245).historical_data()
df = data["data"]
info = data["information"]
assert info["index_code"] == 139245
assert info["index_variant"] == "STRD"
assert info["currency"] == "USD"
assert info[
"url"] == f"https://app2.msci.com/products/service/index/indexmaster/getLevelDataForGraph?currency_symbol=USD&index_variant=STRD&start_date=19690101&end_date={end_date}&data_frequency=DAILY&index_codes=139245&normalize=False"
assert all(isinstance(date, pd.Timestamp) for date in df.index)
assert all(df[col].dtype == "float64" for col in df.columns)
def test_timestamps():
data = MSCIReader(139245, timestamps=True).historical_data()["data"]
assert all(isinstance(ts, int) for ts in data.index)
def test_normalize():
data = MSCIReader(139245, normalize=True).historical_data()["data"]
assert all(isinstance(date, pd.Timestamp) for date in data.index)
assert all(data[col].dtype == "float64" for col in data.columns)
assert data.iloc[0, 0] == 100
def test_returns_off():
data = MSCIReader(139245, returns=False).historical_data()["data"]
assert all(isinstance(date, pd.Timestamp) for date in data.index)
assert all(data[col].dtype == "float64" for col in data.columns)
assert ("simple_returns" not in data.columns) and ("log_returns"
not in data.columns)
def test_indices_list():
data = MSCIReader.indices()
assert all(key in data.columns
for key in ("code", "name", "variant", "currency", "vendor",
"type", "ticker_code"))
assert data["code"].dtype == "int64"
def test_currency_eur():
data = MSCIReader(139245, index_currency="EUR").historical_data()["data"]
assert all(isinstance(date, pd.Timestamp) for date in data.index)
assert all(data[col].dtype == "float64" for col in data.columns)
def test_historical_data_strd():
data = MSCIReader(139245, index_variant="STRD").historical_data()["data"]
assert all(isinstance(date, pd.Timestamp) for date in data.index)
assert all(data[col].dtype == "float64" for col in data.columns)
def test_historical_data_monthly():
data = MSCIReader(139245, frequency="monthly").historical_data()["data"]
assert all(isinstance(date, pd.Timestamp) for date in data.index)
assert all(data[col].dtype == "float64" for col in data.columns)