def test_align():
# -------------------------------------------------------------------------------------
# input and pre-process demo data
ds = RemoteDataService()
raw, msg = ds.query_lb_fin_stat('income', '600000.SH', 20151225, 20170501,
'oper_rev')
assert msg == '0,'
idx_list = ['report_date', 'symbol']
raw_idx = raw.set_index(idx_list)
raw_idx.sort_index(axis=0, level=idx_list, inplace=True)
df_ann = raw_idx.loc[pd.IndexSlice[:, :], 'ann_date']
df_ann = df_ann.unstack(level=1)
df_value = raw_idx.loc[pd.IndexSlice[:, :], 'oper_rev']
df_value = df_value.unstack(level=1)
date_arr = ds.get_trade_date(20160101, 20170501)
df_close = pd.DataFrame(index=date_arr, columns=df_value.columns, data=1e3)
# -------------------------------------------------------------------------------------
# demo usage of parser
parser = Parser()
parser.register_function(
'Myfunc',
lambda x: x * 0 + 1) # simultaneously test register function and align
expr_formula = 'revenue / Myfunc(close)'
expression = parser.parse(expr_formula)
for i in range(100):
df_res = parser.evaluate({
'revenue': df_value,
'close': df_close
}, df_ann, date_arr)
# -------------------------------------------------------------------------------------
sec = '600000.SH'
"""
# print to validate results
print "\n======Expression Formula:\n{:s}".format(expr_formula)
print "\n======Report date, ann_date and evaluation value:"
tmp = pd.concat([df_ann.loc[:, sec], df_value.loc[:, sec]], axis=1)
tmp.columns = ['df_ann', 'df_value']
print tmp
print "\n======Selection of result of expansion:"
print "20161028 {:.4f}".format(df_res.loc[20161028, sec])
print "20161031 {:.4f}".format(df_res.loc[20161031, sec])
print "20170427 {:.4f}".format(df_res.loc[20170427, sec])
"""
assert abs(df_res.loc[20161028, sec] - 82172000000) < 1
assert abs(df_res.loc[20161031, sec] - 120928000000) < 1
assert abs(df_res.loc[20170427, sec] - 42360000000) < 1
def test_remote_data_service_lb():
ds = RemoteDataService()
# test lb.secDailyIndicator
fields = "pb,pe,share_float_free,net_assets,limit_status"
for res3, msg3 in [ds.query("lb.secDailyIndicator", fields=fields,
filter="symbol=600030.SH&start_date=20170907&end_date=20170907",
orderby="trade_date"),
ds.query_lb_dailyindicator('600030.SH', 20170907, 20170907, fields)]:
assert msg3 == '0,'
assert abs(res3.loc[0, 'pb'] - 1.5135) < 1e-4
assert abs(res3.loc[0, 'share_float_free'] - 781496.5954) < 1e-4
assert abs(res3.loc[0, 'net_assets'] - 1.437e11) < 1e8
assert res3.loc[0, 'limit_status'] == 0
# test lb.income
for res4, msg4 in [ds.query("lb.income", fields="",
filter="symbol=600000.SH&start_date=20150101&end_date=20170101&report_type=408001000",
order_by="report_date"),
ds.query_lb_fin_stat('income', '600000.SH', 20150101, 20170101, fields="")]:
assert msg4 == '0,'
assert res4.shape == (8, 12)
assert abs(res4.loc[4, 'oper_rev'] - 120928000000) < 1
