def test_coordinate_data_series(mocker):
start = dt.datetime(2019, 1, 2, 1, 0)
end = dt.datetime(2019, 1, 2, 1, 10)
# mock GsSession and data response
mocker.patch.object(GsSession.__class__, 'default_value',
return_value=GsSession.get(Environment.QA, 'client_id', 'secret'))
mocker.patch.object(GsSession.current, '_post', side_effect=[{'responses': [{'data': bond_data}]},
{'responses': [{'data': swap_data}]},
{'responses': [{'data': bond_data},
{'data': swap_data}]},
{'responses': [{'data': bond_data},
{'data': swap_data}]}
])
bond_expected_series = pd.Series(index=bond_expected_frame.index, data=bond_expected_frame.value.values)
swap_expected_series = pd.Series(index=swap_expected_frame.index, data=swap_expected_frame.value.values)
coord_data_result = GsDataApi.coordinates_data_series(coordinates=test_coordinates[0], start=start, end=end)
assert_series_equal(coord_data_result, bond_expected_series)
str_coord_data_result = GsDataApi.coordinates_data_series(coordinates=test_str_coordinates[1], start=start, end=end)
assert_series_equal(str_coord_data_result, swap_expected_series)
coords_data_result = GsDataApi.coordinates_data_series(coordinates=test_coordinates, start=start, end=end)
assert len(coords_data_result) == 2
assert_series_equal(coords_data_result[0], bond_expected_series)
assert_series_equal(coords_data_result[1], swap_expected_series)
GsSession.current._post.reset_mock()
str_coords_data_result = GsDataApi.coordinates_data_series(coordinates=test_str_coordinates, start=start, end=end)
assert len(str_coords_data_result) == 2
assert_series_equal(str_coords_data_result[0], bond_expected_series)
assert_series_equal(str_coords_data_result[1], swap_expected_series)
GsSession.current._post.assert_called_with('/data/coordinates/query',
payload=MDAPIDataQuery(market_data_coordinates=test_coordinates,
start_time=start,
end_time=end,
vendor=MarketDataVendor.Goldman_Sachs,
format="MessagePack"),
request_headers={'Accept': 'application/msgpack'}
)
def test_coordinate_data_series(mocker):
# mock GsSession and data response
mocker.patch.object(GsSession.__class__, 'current',
return_value=GsSession.get(Environment.QA, 'client_id', 'secret'))
mocker.patch.object(GsSession.current, '_post', side_effect=[{'responses': [{'data': bond_data}]},
{'responses': [{'data': swap_data}]},
{'responses': [{'data': bond_data},
{'data': swap_data}]},
{'responses': [{'data': bond_data},
{'data': swap_data}]}
])
bond_expected_series = pd.Series(index=bond_expected_frame.index, data=bond_expected_frame.value.values)
swap_expected_series = pd.Series(index=swap_expected_frame.index, data=swap_expected_frame.value.values)
coord_data_result = GsDataApi.coordinates_data_series(coordinates=test_coordinates[0],
start=dt.datetime(2019, 1, 2, 1, 0),
end=dt.datetime(2019, 1, 2, 1, 10))
assert_series_equal(coord_data_result, bond_expected_series)
str_coord_data_result = GsDataApi.coordinates_data_series(coordinates=test_str_coordinates[1],
start=dt.datetime(2019, 1, 2, 1, 0),
end=dt.datetime(2019, 1, 2, 1, 10))
assert_series_equal(str_coord_data_result, swap_expected_series)
coords_data_result = GsDataApi.coordinates_data_series(coordinates=test_coordinates,
start=dt.datetime(2019, 1, 2, 1, 0),
end=dt.datetime(2019, 1, 2, 1, 10))
assert len(coords_data_result) == 2
assert_series_equal(coords_data_result[0], bond_expected_series)
assert_series_equal(coords_data_result[1], swap_expected_series)
str_coords_data_result = GsDataApi.coordinates_data_series(coordinates=test_str_coordinates,
start=dt.datetime(2019, 1, 2, 1, 0),
end=dt.datetime(2019, 1, 2, 1, 10))
assert len(str_coords_data_result) == 2
assert_series_equal(str_coords_data_result[0], bond_expected_series)
assert_series_equal(str_coords_data_result[1], swap_expected_series)
GsSession.current._post.assert_called_with('/data/coordinates/query', payload=mocker.ANY)
assert GsSession.current._post.call_count == 4