def testDownloadAndParseDailyNoAdjClose(self):
with common.TmpDir() as tmpPath:
symbol = "ADYEN"
instrument = "%s/%s" % (symbol, PRICE_CURRENCY)
year = 2018
path = os.path.join(tmpPath,
"quandl-daily-%s-%s.csv" % (symbol, year))
quandl.download_daily_bars("EURONEXT",
symbol,
year,
path,
authToken=QUANDL_API_KEY)
bf = quandlfeed.Feed()
bf.setNoAdjClose()
bf.setColumnName("open", "Open")
bf.setColumnName("high", "High")
bf.setColumnName("low", "Low")
bf.setColumnName("close", "Last")
bf.setColumnName("volume", "Volume")
bf.addBarsFromCSV(instrument, path, skipMalformedBars=True)
bf.loadAll()
ds = bf.getDataSeries(instrument)
self.assertEqual(ds[0].getDateTime(),
datetime.datetime(year, 6, 13))
self.assertEqual(ds[0].getOpen(), 400.00)
self.assertEqual(ds[0].getHigh(), 503.90)
self.assertEqual(ds[0].getLow(), 400.00)
self.assertEqual(ds[0].getClose(), 455.00)
self.assertEqual(ds[0].getVolume(), 1529232)
self.assertEqual(ds[0].getAdjClose(), None)
self.assertEqual(ds[0].getPrice(), 455.00)
def testDownloadAndParseDaily_UseAdjClose(self):
with common.TmpDir() as tmpPath:
symbol = "ORCL"
instrument = "%s/%s" % (symbol, PRICE_CURRENCY)
path = os.path.join(tmpPath, "quandl-daily-orcl-2010.csv")
quandl.download_daily_bars("WIKI",
symbol,
2010,
path,
authToken=QUANDL_API_KEY)
bf = quandlfeed.Feed()
bf.addBarsFromCSV(instrument, path)
# Need to setUseAdjustedValues(True) after loading the file because we
# can't tell in advance if adjusted values are there or not.
bf.setUseAdjustedValues(True)
bf.loadAll()
ds = bf.getDataSeries(instrument)
self.assertEqual(ds[-1].getDateTime(),
datetime.datetime(2010, 12, 31))
self.assertEqual(ds[-1].getOpen(), 31.22)
self.assertEqual(ds[-1].getHigh(), 31.33)
self.assertEqual(ds[-1].getLow(), 30.93)
self.assertEqual(ds[-1].getClose(), 31.3)
self.assertEqual(ds[-1].getVolume(), 11716300)
self.assertEqual(ds[-1].getPrice(), ds[-1].getAdjClose())
# Not checking against a specific value since this is going to change
# as time passes by.
self.assertNotEqual(ds[-1].getAdjClose(), None)
def testDownloadAndParseDailyNoAdjClose(self):
with common.TmpDir() as tmpPath:
instrument = "IWG"
year = 2017
path = os.path.join(tmpPath,
"quandl-daily-%s-%s.csv" % (instrument, year))
quandl.download_daily_bars("LSE",
instrument,
year,
path,
authToken=QUANDL_API_KEY)
bf = quandlfeed.Feed()
bf.setNoAdjClose()
bf.setColumnName("open", "Price")
bf.setColumnName("close", "Price")
bf.addBarsFromCSV(instrument, path, skipMalformedBars=True)
bf.loadAll()
self.assertEqual(bf[instrument][0].getDateTime(),
datetime.datetime(year, 1, 3))
self.assertEqual(bf[instrument][0].getOpen(), 237.80)
self.assertEqual(bf[instrument][0].getHigh(), 247.00)
self.assertEqual(bf[instrument][0].getLow(), 236.30)
self.assertEqual(bf[instrument][0].getClose(), 237.80)
self.assertEqual(bf[instrument][0].getVolume(), 3494173)
self.assertEqual(bf[instrument][0].getAdjClose(), None)
self.assertEqual(bf[instrument][0].getPrice(), 237.80)
def testDownloadAndParseDaily(self):
instrument = "ORCL"
common.init_temp_path()
path = os.path.join(common.get_temp_path(), "quandl-daily-orcl-2010.csv")
quandl.download_daily_bars("WIKI", instrument, 2010, path, auth_token)
bf = quandlfeed.Feed()
bf.addBarsFromCSV(instrument, path)
bf.loadAll()
self.assertEquals(bf[instrument][-1].getDateTime(), datetime.datetime(2010, 12, 31))
self.assertEquals(bf[instrument][-1].getOpen(), 31.22)
self.assertEquals(bf[instrument][-1].getHigh(), 31.33)
self.assertEquals(bf[instrument][-1].getLow(), 30.93)
self.assertEquals(bf[instrument][-1].getClose(), 31.3)
self.assertEquals(bf[instrument][-1].getVolume(), 11716300)
self.assertEquals(bf[instrument][-1].getAdjClose(), 30.23179912467581)
def testDownloadAndParseDailyNoAdjClose(self):
with common.TmpDir() as tmpPath:
instrument = "ORCL"
path = os.path.join(tmpPath, "quandl-daily-orcl-2013.csv")
quandl.download_daily_bars("GOOG", "NASDAQ_ORCL", 2013, path, auth_token)
bf = quandlfeed.Feed()
bf.setNoAdjClose()
bf.addBarsFromCSV(instrument, path)
bf.loadAll()
self.assertEquals(bf[instrument][-1].getDateTime(), datetime.datetime(2013, 12, 31))
self.assertEquals(bf[instrument][-1].getOpen(), 37.94)
self.assertEquals(bf[instrument][-1].getHigh(), 38.34)
self.assertEquals(bf[instrument][-1].getLow(), 37.88)
self.assertEquals(bf[instrument][-1].getClose(), 38.26)
self.assertEquals(bf[instrument][-1].getVolume(), 11747517)
self.assertEquals(bf[instrument][-1].getAdjClose(), None)
self.assertEquals(bf[instrument][-1].getPrice(), 38.26)
def testDownloadAndParseDailyNoAdjClose(self):
with common.TmpDir() as tmpPath:
instrument = "ORCL"
path = os.path.join(tmpPath, "quandl-daily-orcl-2013.csv")
quandl.download_daily_bars("GOOG", "NASDAQ_ORCL", 2013, path, auth_token)
bf = quandlfeed.Feed()
bf.setNoAdjClose()
bf.addBarsFromCSV(instrument, path)
bf.loadAll()
self.assertEquals(bf[instrument][-1].getDateTime(), datetime.datetime(2013, 12, 31))
self.assertEquals(bf[instrument][-1].getOpen(), 37.94)
self.assertEquals(bf[instrument][-1].getHigh(), 38.34)
self.assertEquals(bf[instrument][-1].getLow(), 37.88)
self.assertEquals(bf[instrument][-1].getClose(), 38.26)
self.assertEquals(bf[instrument][-1].getVolume(), 11747517)
self.assertEquals(bf[instrument][-1].getAdjClose(), None)
self.assertEquals(bf[instrument][-1].getPrice(), 38.26)
def testDownloadAndParseDaily(self):
with common.TmpDir() as tmpPath:
instrument = "ORCL"
path = os.path.join(tmpPath, "quandl-daily-orcl-2010.csv")
quandl.download_daily_bars("WIKI", instrument, 2010, path, auth_token)
bf = quandlfeed.Feed()
bf.addBarsFromCSV(instrument, path)
bf.loadAll()
self.assertEquals(bf[instrument][-1].getDateTime(), datetime.datetime(2010, 12, 31))
self.assertEquals(bf[instrument][-1].getOpen(), 31.22)
self.assertEquals(bf[instrument][-1].getHigh(), 31.33)
self.assertEquals(bf[instrument][-1].getLow(), 30.93)
self.assertEquals(bf[instrument][-1].getClose(), 31.3)
self.assertEquals(bf[instrument][-1].getVolume(), 11716300)
self.assertEquals(bf[instrument][-1].getPrice(), 31.3)
# Not checking against a specific value since this is going to change
# as time passes by.
self.assertNotEquals(bf[instrument][-1].getAdjClose(), None)
def testDownloadAndParseDaily(self):
with common.TmpDir() as tmpPath:
instrument = "ORCL"
path = os.path.join(tmpPath, "quandl-daily-orcl-2010.csv")
quandl.download_daily_bars("WIKI", instrument, 2010, path, auth_token)
bf = quandlfeed.Feed()
bf.addBarsFromCSV(instrument, path)
bf.loadAll()
self.assertEquals(bf[instrument][-1].getDateTime(), datetime.datetime(2010, 12, 31))
self.assertEquals(bf[instrument][-1].getOpen(), 31.22)
self.assertEquals(bf[instrument][-1].getHigh(), 31.33)
self.assertEquals(bf[instrument][-1].getLow(), 30.93)
self.assertEquals(bf[instrument][-1].getClose(), 31.3)
self.assertEquals(bf[instrument][-1].getVolume(), 11716300)
self.assertEquals(bf[instrument][-1].getPrice(), 31.3)
# Not checking against a specific value since this is going to change
# as time passes by.
self.assertNotEquals(bf[instrument][-1].getAdjClose(), None)
def testDownloadAndParseDaily(self):
with common.TmpDir() as tmpPath:
instrument = "ORCL"
path = os.path.join(tmpPath, "quandl-daily-orcl-2010.csv")
quandl.download_daily_bars("WIKI", instrument, 2010, path,
auth_token)
bf = quandlfeed.Feed()
bf.addBarsFromCSV(instrument, path)
bf.loadAll()
self.assertEquals(bf[instrument][-1].getDateTime(),
datetime.datetime(2010, 12, 31))
self.assertEquals(bf[instrument][-1].getOpen(), 31.22)
self.assertEquals(bf[instrument][-1].getHigh(), 31.33)
self.assertEquals(bf[instrument][-1].getLow(), 30.93)
self.assertEquals(bf[instrument][-1].getClose(), 31.3)
self.assertEquals(bf[instrument][-1].getVolume(), 11716300)
self.assertEquals(bf[instrument][-1].getAdjClose(),
30.23179912467581)
self.assertEquals(bf[instrument][-1].getPrice(), 31.3)
def testDownloadAndParseDaily_UseAdjClose(self):
with common.TmpDir() as tmpPath:
instrument = "ORCL"
path = os.path.join(tmpPath, "quandl-daily-orcl-2010.csv")
quandl.download_daily_bars("WIKI", instrument, 2010, path, auth_token)
bf = quandlfeed.Feed()
bf.addBarsFromCSV(instrument, path)
# Need to setUseAdjustedValues(True) after loading the file because we
# can't tell in advance if adjusted values are there or not.
bf.setUseAdjustedValues(True)
bf.loadAll()
self.assertEquals(bf[instrument][-1].getDateTime(), datetime.datetime(2010, 12, 31))
self.assertEquals(bf[instrument][-1].getOpen(), 31.22)
self.assertEquals(bf[instrument][-1].getHigh(), 31.33)
self.assertEquals(bf[instrument][-1].getLow(), 30.93)
self.assertEquals(bf[instrument][-1].getClose(), 31.3)
self.assertEquals(bf[instrument][-1].getVolume(), 11716300)
self.assertEquals(bf[instrument][-1].getAdjClose(), 30.23179912467581)
self.assertEquals(bf[instrument][-1].getPrice(), 30.23179912467581)
def testDownloadAndParseDailyNoAdjClose(self):
with common.TmpDir() as tmpPath:
instrument = "IWG"
year = 2017
path = os.path.join(tmpPath, "quandl-daily-%s-%s.csv" % (instrument, year))
quandl.download_daily_bars("LSE", instrument, year, path, authToken=QUANDL_API_KEY)
bf = quandlfeed.Feed()
bf.setNoAdjClose()
bf.setColumnName("open", "Price")
bf.setColumnName("close", "Price")
bf.addBarsFromCSV(instrument, path, skipMalformedBars=True)
bf.loadAll()
self.assertEquals(bf[instrument][0].getDateTime(), datetime.datetime(year, 1, 3))
self.assertEquals(bf[instrument][0].getOpen(), 237.80)
self.assertEquals(bf[instrument][0].getHigh(), 247.00)
self.assertEquals(bf[instrument][0].getLow(), 236.30)
self.assertEquals(bf[instrument][0].getClose(), 237.80)
self.assertEquals(bf[instrument][0].getVolume(), 3494173)
self.assertEquals(bf[instrument][0].getAdjClose(), None)
self.assertEquals(bf[instrument][0].getPrice(), 237.80)
def testDownloadAndParseDaily_UseAdjClose(self):
with common.TmpDir() as tmpPath:
instrument = "ORCL"
path = os.path.join(tmpPath, "quandl-daily-orcl-2010.csv")
quandl.download_daily_bars("WIKI", instrument, 2010, path, authToken=QUANDL_API_KEY)
bf = quandlfeed.Feed()
bf.addBarsFromCSV(instrument, path)
# Need to setUseAdjustedValues(True) after loading the file because we
# can't tell in advance if adjusted values are there or not.
bf.setUseAdjustedValues(True)
bf.loadAll()
self.assertEquals(bf[instrument][-1].getDateTime(), datetime.datetime(2010, 12, 31))
self.assertEquals(bf[instrument][-1].getOpen(), 31.22)
self.assertEquals(bf[instrument][-1].getHigh(), 31.33)
self.assertEquals(bf[instrument][-1].getLow(), 30.93)
self.assertEquals(bf[instrument][-1].getClose(), 31.3)
self.assertEquals(bf[instrument][-1].getVolume(), 11716300)
self.assertEquals(bf[instrument][-1].getPrice(), bf[instrument][-1].getAdjClose())
# Not checking against a specific value since this is going to change
# as time passes by.
self.assertNotEquals(bf[instrument][-1].getAdjClose(), None)
def testDownloadAndParseDaily_UseAdjClose(self):
with common.TmpDir() as tmpPath:
instrument = "ORCL"
path = os.path.join(tmpPath, "quandl-daily-orcl-2010.csv")
quandl.download_daily_bars("WIKI", instrument, 2010, path,
auth_token)
bf = quandlfeed.Feed()
bf.addBarsFromCSV(instrument, path)
# Need to setUseAdjustedValues(True) after loading the file because we
# can't tell in advance if adjusted values are there or not.
bf.setUseAdjustedValues(True)
bf.loadAll()
self.assertEquals(bf[instrument][-1].getDateTime(),
datetime.datetime(2010, 12, 31))
self.assertEquals(bf[instrument][-1].getOpen(), 31.22)
self.assertEquals(bf[instrument][-1].getHigh(), 31.33)
self.assertEquals(bf[instrument][-1].getLow(), 30.93)
self.assertEquals(bf[instrument][-1].getClose(), 31.3)
self.assertEquals(bf[instrument][-1].getVolume(), 11716300)
self.assertEquals(bf[instrument][-1].getAdjClose(),
30.23179912467581)
self.assertEquals(bf[instrument][-1].getPrice(), 30.23179912467581)