def test_symbol_describe(self):
sm = self.sm
sym = sm.create("describer", overwrite=True)
fdtemp = CSVFT("fakefile.csv", 'Amount', index_col=0)
sym.add_feed(fdtemp)
fdtemp = CSVFT("fakefile2.csv", 'Amount', index_col=0)
sym.add_feed(fdtemp)
sym.add_tags(['atag', 'btag', 'ctag'])
result = sym.describe
exp_result = """Symbol = describer
tagged = atag, btag, ctag
aliased = describer
feeds:
0. CSVFT
1. CSVFT"""
def stripit(s):
return s.replace(" ", "").replace("\n", "")
assert stripit(result) == stripit(exp_result)
def test_int_index_string_data_override_failsafe(self):
sm = self.sm
sym = sm.create("intstrdtflor", overwrite=True)
testdata = os.path.join(curdir, 'testdata', 'teststrdata.csv')
fdtemp = CSVFT(testdata, 'Amount', index_col=0)
sym.add_feed(fdtemp)
sym.index.indimp = "IntIndexImp"
sym.dtype.datadef = "StrDataDef"
sm.complete()
testdata = os.path.join(curdir, 'testdata', 'teststrdata2.csv')
fdtemp = CSVFT(testdata, 'Amount', index_col=0)
sym.add_feed(fdtemp)
sm.add_override(sym, 2015, 'z', user='******', comment='testcomment6')
sym.cache()
df = sym.df
assert isinstance(df.index, pd.Int64Index)
assert isinstance(df.intstrdtflor[2010], str)
assert df.intstrdtflor[2014] == 'e'
assert df.intstrdtflor[2015] == 'z'
def test_add_feed_post_cache(self):
sm = self.sm
sym = sm.create("onetwo", overwrite=True)
testdata = os.path.join(curdir, 'testdata', 'teststrdata.csv')
fdtemp = CSVFT(testdata, 'Amount', index_col=0)
sym.add_feed(fdtemp)
sym.dtype.datadef = "StrDataDef"
sm.complete()
sym.cache()
testdata = os.path.join(curdir, 'testdata', 'teststrdata2.csv')
fdtemp = CSVFT(testdata, 'Amount', index_col=0)
sym.add_feed(fdtemp)
sym.cache()
df = sym.df
assert df.onetwo['2015-12-31'] == 'f'
onetwo = sm.get("onetwo")
#Why is this needed in postgres, but not sqlite?
sm.complete()
sm.delete("onetwo")
sym = sm.create("onetwo", overwrite=True)
sm.delete("onetwo")
def test_index_kwargs(self):
sm = self.sm
sym = sm.create("tinkw", overwrite=True)
testdata = os.path.join(curdir, 'testdata', 'testdailydata.csv')
fdtemp = CSVFT(testdata, 'Amount', parse_dates=0, index_col=0)
sym.add_feed(fdtemp)
tkwargs = {
'A': None,
'B': 10,
'C': 10.0,
'D': 'test',
'E': False,
'F': dt.datetime(2010, 10, 10)
}
sym.index.setkwargs(**tkwargs)
sm.complete()
symn = sm.get('tinkw')
actkwargs = symn.index.getkwargs()
assert tkwargs == actkwargs
def test_validity_feed_match(self):
sm = self.sm
sym = sm.create("fmvttf", overwrite=True)
fm = FeedsMatchVT(1, 2)
sym.add_validator(fm)
testdata = os.path.join(curdir, 'testdata', 'testdailydata.csv')
fdtemp = CSVFT(testdata, 'Amount', parse_dates=0, index_col=0)
sym.add_feed(fdtemp)
fdtemp = CSVFT(testdata, 'Amount', parse_dates=0, index_col=0)
sym.add_feed(fdtemp)
sym.cache()
def test_symbol_event_log(self):
sm = self.sm
s = 'evlg'
sym = sm.create(s, overwrite=True)
origdata = os.path.join(curdir, 'testdata', 'testdailydata.csv')
tmpdata = os.path.join(curdir, 'testdata', 'testdailydatatmp.csv')
sh.copy2(origdata, tmpdata)
fdtemp = CSVFT(tmpdata, 'Amount', parse_dates=0, index_col=0)
sym.add_feed(fdtemp)
sym.cache()
sym.cache(staleonly=False)
gc = sym.last_cache()
os.remove(tmpdata)
try:
sym.cache(staleonly=False)
except:
print "Expected to fail..."
assert sym.last_cache() == gc
lasttry = sym.last_cache('START')
assert lasttry > gc
def test_general_search(self):
sm = self.sm
for s in ['gsvaf', 'gsvbf', 'gsvcg']:
sym = sm.create(s, overwrite=True)
testdata = os.path.join(curdir, 'testdata', 'testdailydata.csv')
fdtemp = CSVFT(testdata, 'Amount', parse_dates=0, index_col=0)
sym.add_feed(fdtemp)
if s in ('gsvaf', 'gsvcg'):
sym.add_tags('gsvvv') #Should not be returned in search.
sym.set_description('exampledesc' + s)
sym.add_meta(keyattr=s[::-1])
syms = sm.search("gsvaf", name=True)
assert len(syms) == 1
syms = sm.search("gsvvv", tags=True)
assert len(syms) == 2
syms = sm.search("exampledesc%", desc=True)
assert len(syms) == 3
syms = sm.search(s[::-1], meta=True)
assert len(syms) == 1
assert isinstance(syms[0], Symbol)
syms = sm.search(s[::-1], meta=True, stronly=True)
assert len(syms) == 1
assert isinstance(syms[0], (str, unicode))
def test_csv_ft(self):
ftemp = CSVFT(r"C:\myfile.csv",'A',testarg='testval')
assert ftemp.sourcing == {'filepath_or_buffer': r"C:\myfile.csv",
'data_column': 'A',
'testarg': 'testval'}
assert ftemp.meta == {'stype': 'PyDataCSV'}
def test_view_creation(self):
sm = self.sm
for s in ['va', 'vb', 'vc']:
sym = sm.create(s, overwrite=True)
sym.add_tags('testtagz')
testdata = os.path.join(curdir, 'testdata', 'testdailydata.csv')
fdtemp = CSVFT(testdata, 'Amount', parse_dates=0, index_col=0)
sym.add_feed(fdtemp)
sm.complete()
sym.cache()
sm.build_view_from_tag('testtagz')
def test_validity_date_exists(self):
sm = self.sm
sym = sm.create("devt", overwrite=True)
fm = DateExistsVT(dt.date(2010, 02, 15))
sym.add_validator(fm)
testdata = os.path.join(curdir, 'testdata', 'testdailydata.csv')
fdtemp = CSVFT(testdata, 'Amount', parse_dates=0, index_col=0)
sym.add_feed(fdtemp)
sym.cache()
def test_index_templating(self):
sm = self.sm
sym = sm.create("indt", overwrite=True)
weekly = FFillIT('W')
sym.set_indexing(weekly)
testdata = os.path.join(curdir, 'testdata', 'testdailydata.csv')
fdtemp = CSVFT(testdata, 'Amount', parse_dates=0, index_col=0)
sym.add_feed(fdtemp)
sym.cache()
assert sym.df.index.freq == 'W'
def test_pydata_csv(self):
sm = self.sm
sym = sm.create("new", overwrite=True)
testdata = os.path.join(curdir, 'testdata', 'testdata.csv')
fdtemp = CSVFT(testdata, 'Amount', index_col=0)
sym.add_feed(fdtemp)
sym.cache()
df = sym.df
assert isinstance(df.index, pd.DatetimeIndex)
assert df.iloc[2][0] == 3
def test_fx_converting(self):
sm = self.sm
fxdata = os.path.join(curdir, 'testdata', 'fxdata3.csv')
for pair in ['EURUSD', 'GBPUSD', 'CADUSD', 'AUDEUR', 'USDJPY']:
print pair
sym = sm.create(pair, overwrite=True)
fdtemp = CSVFT(fxdata, pair, index_col=0)
sym.add_feed(fdtemp)
business_day = FFillIT('B')
sym.set_indexing(business_day)
#USDCAD -> "CAD/USD"
sym.set_units("{}/{}".format(pair[3:], pair[:3]))
sym.add_tags('forex')
sym.cache()
cm = ConversionManager(self.eng, 'FX', 'forex')
#Should be the same as GBP...
df = cm.get_converted('GBPUSD', 'USD')
assert floats_equal(df.ix['2015-05-15'][0], 1.57370)
#Should be ~1.88
df = cm.get_converted('GBPUSD', 'CAD')
assert floats_equal(df.ix['2015-05-15'][0], 1.88357)
#Should be 1.0000
df = cm.get_converted('GBPUSD', 'GBP')
assert floats_equal(df.ix['2015-05-15'][0], 1.0)
#Should be ~0.97
df = cm.get_converted('AUDEUR', 'CAD')
assert floats_equal(df.ix['2015-05-15'][0], 0.96678)
#Should be ~187
df = cm.get_converted('GBPUSD', 'JPY')
assert floats_equal(df.ix['2015-05-15'][0], 187.7817525)
#Should error...since CHF wasn't added.
try:
df = cm.get_converted('GBPUSD', 'CHF')
assert False
except Exception, exp:
assert exp.message == "Converter has insufficient data to process USD to CHF"
def test_datetime_float_override_failsafe(self):
sm = self.sm
sym = sm.create("dtflor", overwrite=True)
testdata = os.path.join(curdir, 'testdata', 'testdata.csv')
fdtemp = CSVFT(testdata, 'Amount', index_col=0)
sym.add_feed(fdtemp)
sm.add_override(sym,
dt.date(2012, 12, 31),
5,
user='******',
comment='testcomment')
sym.cache()
df = sym.df
assert isinstance(df.index, pd.DatetimeIndex)
assert df.iloc[2][0] == 5
sm.add_fail_safe(sym,
dt.date(2011, 12, 31),
-1,
user='******',
comment='testcomment2')
sym.cache()
df = sym.df
assert df.iloc[1][0] == -1
sm.add_override(sym,
dt.date(2012, 12, 31),
4,
user='******',
comment='testcomment3')
sm.add_fail_safe(sym,
dt.date(2011, 12, 31),
-2,
user='******',
comment='testcomment4')
sym.cache()
df = sym.df
assert df.iloc[2][0] == 4
assert df.iloc[1][0] == -2
def test_real_trumpreport(self):
sm = self.sm
fxdata = os.path.join(curdir, 'testdata', 'fxdata.csv')
for pair in ['EURUSD', 'GBPUSD', 'USDCAD']:
sym = sm.create(pair, overwrite=True)
fdtemp = CSVFT(fxdata, pair, index_col=0)
sym.add_feed(fdtemp)
business_day = FFillIT('B')
sym.set_indexing(business_day)
sym.add_tags('forex_report')
report = sm.bulk_cache_of_tag('forex_report')
print report.html
if inspect_reports:
fout = file(os.path.join(curdir, 'test_forex.html'), 'w+')
fout.write(report.html)
fout.close()
def test_update_handle(self):
sm = self.sm
sym = sm.create("uht", overwrite=True)
testdata = os.path.join(curdir, 'testdata', 'testdata.csv')
fdtemp = CSVFT(testdata, 'Amount', index_col=0)
sym.add_feed(fdtemp)
assert not sym.handle.validity_check.warn
assert not sym.feeds[0].handle.api_failure.warn
sym.update_handle({'validity_check': 2})
sym.feeds[0].update_handle({'api_failure': 2})
sym.cache()
assert sym.handle.validity_check.warn
assert sym.feeds[0].handle.api_failure.warn
def test_tags_and_search_feeds(self):
sm = self.sm
for s in ['vaf', 'vbf', 'vcg']:
sym = sm.create(s, overwrite=True)
testdata = os.path.join(curdir, 'testdata', 'testdailydata.csv')
fdtemp = CSVFT(testdata, 'Amount', parse_dates=0, index_col=0)
sym.add_feed(fdtemp)
if s == 'vaf':
sym.add_tags('vvvvv') #Should not be returned in search.
sym.feeds[0].add_tags([x * 5 for x in list(s)])
syms = sm.search_tag('vvvvv', symbols=True, feeds=False)
assert len(syms) == 1
assert syms[0].name == 'vaf'
syms = sm.search_tag('vvvvv', symbols=False, feeds=True)
assert len(syms) == 3
syms = None
syms = sm.search_tag('vvvvv', symbols=True, feeds=True)
assert len(syms) == 3