def test(self, get_contract, list_contracts):
exchange = 'CME'
fut_code = 'SP'
contracts = ['SPZ2015','SPH2016']
list_contracts.return_value = contracts
# Return the same dataset regardless of which contract is specified
get_contract.return_value = self.dataset
act = dataset_utils.get_futures_code_dataset(
metadata=self.metadata,
exchange=exchange,
fut_code=fut_code)
exp = pd.DataFrame()
for contract in contracts:
df = self.dataset.copy()
df['Contract'] = contract
exp = exp.append(df)
pdt.assert_frame_equal(act, exp)
list_contracts.assert_called_with(self.metadata, fut_code)
for contract in contracts:
get_contract.assert_any_call(
exchange=exchange,
contract=contract,
start=None,
end=None,
auth_token=None)
def test_start_date_filtering(self, get_contract, list_contracts):
exchange = 'CME'
fut_code = 'SP'
start = '2016-01-05'
old_contract = 'SPZ2015'
new_contract = 'SPH2016'
contracts = [old_contract, new_contract]
list_contracts.return_value = contracts
# Return the same dataset regardless of which contract is specified
get_contract.return_value = self.dataset
_ = dataset_utils.get_futures_code_dataset(
metadata=self.metadata,
exchange=exchange,
fut_code=fut_code,
start=start)
# Confirms we only asked for the "new" contract
call = mock.call(
exchange=exchange,
contract=new_contract,
start=start,
end=None,
auth_token=None)
get_contract.assert_has_calls([call])
