def _do_historical_cache_test(self, storage):
# Cache pieces and then request entire and ensure cache is built properly
cdm = CachedDataManager(self.dm, storage, pd.datetime.now())
start, end = pd.to_datetime('1/2/2014'), pd.to_datetime('1/3/2014')
res = cdm.get_historical('SID1', 'FLDA', start, end)
pdtest.assert_frame_equal(res,
self.dm.hist['SID1'].ix[start:end, ['FLDA']])
self.assertEqual(1, self.dm.access_cnt)
start, end = pd.to_datetime('1/1/2014'), pd.to_datetime('1/4/2014')
res = cdm.get_historical('SID3', ['FLDA', 'FLDB', 'FLDC'], start, end)
pdtest.assert_frame_equal(res, self.dm.hist['SID3'])
self.assertEqual(2, self.dm.access_cnt)
#
# Request entire cache:
# SID1 - should result in 3 calls, 1 for prepending dates, 1 for appending dates, 1 for missing columns
# SID2 - should result in 1 call for entire frame
# SID3 - should result in 0 calls since it should be cached
start, end = as_date('1/1/2014'), as_date('1/4/2014')
res = cdm.get_historical(['SID1', 'SID2', 'SID3'],
['FLDA', 'FLDB', 'FLDC'], start, end)
self.assertEqual(6, self.dm.access_cnt)
pdtest.assert_frame_equal(res['SID1'], self.dm.hist['SID1'])
pdtest.assert_frame_equal(res['SID2'], self.dm.hist['SID2'])
pdtest.assert_frame_equal(res['SID3'], self.dm.hist['SID3'])
def _do_historical_cache_test(self, storage):
# Cache pieces and then request entire and ensure cache is built properly
cdm = CachedDataManager(self.dm, storage, pd.datetime.now())
start, end = pd.to_datetime('1/2/2014'), pd.to_datetime('1/3/2014')
res = cdm.get_historical('SID1', 'FLDA', start, end)
pdtest.assert_frame_equal(res, self.dm.hist['SID1'].ix[start:end,
['FLDA']])
self.assertEquals(1, self.dm.access_cnt)
start, end = pd.to_datetime('1/1/2014'), pd.to_datetime('1/4/2014')
res = cdm.get_historical('SID3', ['FLDA', 'FLDB', 'FLDC'], start, end)
pdtest.assert_frame_equal(res, self.dm.hist['SID3'])
self.assertEquals(2, self.dm.access_cnt)
#
# Request entire cache:
# SID1 - should result in 3 calls, 1 for prepending dates, 1 for appending dates, 1 for missing columns
# SID2 - should result in 1 call for entire frame
# SID3 - should result in 0 calls since it should be cached
start, end = as_date('1/1/2014'), as_date('1/4/2014')
res = cdm.get_historical(['SID1', 'SID2', 'SID3'],
['FLDA', 'FLDB', 'FLDC'], start, end)
self.assertEquals(6, self.dm.access_cnt)
pdtest.assert_frame_equal(res['SID1'], self.dm.hist['SID1'])
pdtest.assert_frame_equal(res['SID2'], self.dm.hist['SID2'])
pdtest.assert_frame_equal(res['SID3'], self.dm.hist['SID3'])
def _do_historical_cache_test(self, storage):
# Cache pieces and then request entire and ensure cache is built properly
cdm = CachedDataManager(self.dm, storage, pd.datetime.now())
start, end = pd.to_datetime("1/2/2014"), pd.to_datetime("1/3/2014")
res = cdm.get_historical("SID1", "FLDA", start, end)
pdtest.assert_frame_equal(res, self.dm.hist["SID1"].ix[start:end,
["FLDA"]])
self.assertEqual(1, self.dm.access_cnt)
start, end = pd.to_datetime("1/1/2014"), pd.to_datetime("1/4/2014")
res = cdm.get_historical("SID3", ["FLDA", "FLDB", "FLDC"], start, end)
pdtest.assert_frame_equal(res, self.dm.hist["SID3"])
self.assertEqual(2, self.dm.access_cnt)
#
# Request entire cache:
# SID1 - should result in 3 calls, 1 for prepending dates, 1 for appending dates, 1 for missing columns
# SID2 - should result in 1 call for entire frame
# SID3 - should result in 0 calls since it should be cached
start, end = as_date("1/1/2014"), as_date("1/4/2014")
res = cdm.get_historical(["SID1", "SID2", "SID3"],
["FLDA", "FLDB", "FLDC"], start, end)
self.assertEqual(6, self.dm.access_cnt)
pdtest.assert_frame_equal(res["SID1"], self.dm.hist["SID1"])
pdtest.assert_frame_equal(res["SID2"], self.dm.hist["SID2"])
pdtest.assert_frame_equal(res["SID3"], self.dm.hist["SID3"])
def _do_request_returns_less_cached(self, storage):
"""Request data for dates d1 to d2, but the returning data starts d1 + delta (imagine stock which just got listed)
An issue because cache will attempt to get missing date, so mechanism must exist to store not on the data
but the request for the data
"""
cdm = CachedDataManager(self.dm, storage, pd.datetime.now())
start, end = as_date('12/31/2013'), as_date('1/3/2014')
res = cdm.get_historical('SID1', 'FLDA', start, end)
pdtest.assert_frame_equal(res, self.dm.hist['SID1'].ix[start:end, ['FLDA']])
self.assertEquals(1, self.dm.access_cnt)
res = cdm.get_historical('SID1', 'FLDA', start, end)
self.assertEquals(1, self.dm.access_cnt)
def _do_request_returns_less_cached(self, storage):
"""Request data for dates d1 to d2, but the returning data starts d1 + delta (imagine stock which just got listed)
An issue because cache will attempt to get missing date, so mechanism must exist to store not on the data
but the request for the data
"""
cdm = CachedDataManager(self.dm, storage, pd.datetime.now())
start, end = as_date('12/31/2013'), as_date('1/3/2014')
res = cdm.get_historical('SID1', 'FLDA', start, end)
pdtest.assert_frame_equal(res, self.dm.hist['SID1'].ix[start:end,
['FLDA']])
self.assertEquals(1, self.dm.access_cnt)
res = cdm.get_historical('SID1', 'FLDA', start, end)
self.assertEquals(1, self.dm.access_cnt)
