Пример #1
0
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)
Пример #2
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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)
Пример #3
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    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))
Пример #4
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 def test_date(self):
     date = datetime.date(2015, 12, 9)
     self.assertEqual(database.decode_date(database.encode_date(date)), date)