def quote_factory(_, row):
"""Converts row to quote"""
symbol, expiration, date, time, close = row
expiration = database.decode_date(expiration)
date = database.decode_date(date)
time = database.decode_time(time)
return FutureQuote(symbol, expiration, date, time, close)
def quote_factory(_, row):
"""Converts row to quote"""
symbol, type_, expiration, strike, date, time, \
bid, ask, stock, iv_bid, iv_ask = row
expiration = database.decode_date(expiration)
date = database.decode_date(date)
time = database.decode_time(time)
return OptionQuote(symbol, type_, expiration, strike, date, time,
bid, ask, stock, iv_bid, iv_ask)
def test_update_stocks_vol_last(self):
structures.update_stocks_vol('SPX', TEST_DB_NAME)
with database.connect_db(TEST_DB_NAME) as db:
db.execute('SELECT MAX(date) FROM stocks WHERE symbol=?;', ['SPX'])
test_date = database.decode_date(db.fetchall()[0][0])
db.execute('SELECT * FROM volatility WHERE symbol=? AND date=?;',
['SPX', test_date])
original_row = db.fetchall()[0][3:]
db.execute('UPDATE volatility SET change=?, vol1d=?, vol2d=?, ' \
'vol3d=?, vol4d=?, vol5d=?, vol6d=?, vol7d=?, vol8d=?, '\
'vol9d=?, vol1m=?, vol2m=?, vol3m=?, vol6m=?, vol1y=? ' \
'WHERE symbol=? AND date=?;',
[0] * 15 + ['SPX', test_date])
db.execute('SELECT * FROM volatility WHERE symbol=? AND date=?;',
['SPX', test_date])
corrupted_row = db.fetchall()[0][3:]
self.assertTrue(all(abs(item) > 1e-5 for item in original_row))
self.assertTrue(all(abs(item) < 1e-5 for item in corrupted_row))
structures.update_stocks_vol_last('SPX', TEST_DB_NAME)
with database.connect_db(TEST_DB_NAME) as db:
db.execute('SELECT * FROM volatility WHERE symbol=? AND date=?;',
['SPX', test_date])
updated_row = db.fetchall()[0][3:]
self.assertTrue(all(abs(item) > 1e-5 for item in updated_row))
def test_date(self):
date = datetime.date(2015, 12, 9)
self.assertEqual(database.decode_date(database.encode_date(date)), date)