def test_historical_price_many_tickers_one_field(self):
self.timer.set_current_time(
str_to_date("2018-01-04") + MarketOpenEvent.trigger_time() +
RelativeDelta(hours=1))
result_df = self.data_handler.historical_price([self.microsoft_ticker],
PriceField.Open,
nr_of_bars=5)
self.assertEqual(PricesDataFrame, type(result_df))
expected_dates_idx = pd.DatetimeIndex([
'2017-12-27', '2017-12-28', '2017-12-29', '2018-01-02',
'2018-01-03'
],
name=DATES)
assert_same_index(expected_dates_idx,
result_df.index,
check_index_type=True,
check_names=True)
expected_tickers_idx = pd.Index([self.microsoft_ticker], name=TICKERS)
assert_same_index(expected_tickers_idx,
result_df.columns,
check_index_type=True,
check_names=True)
def test_historical_price_many_tickers_many_fields(self):
self.timer.set_current_time(str_to_date("2018-01-31 12:00:00.000000", DateFormat.FULL_ISO))
result_array = self.data_handler.historical_price([self.microsoft_ticker], [PriceField.Open, PriceField.Close],
nr_of_bars=5)
self.assertEquals(QFDataArray, type(result_array))
self.assertEquals((5, 1, 2), result_array.shape)
expected_dates_str = ["2018-01-24", "2018-01-25", "2018-01-26", "2018-01-29", "2018-01-30"]
expected_dates = [str_to_date(date_str) for date_str in expected_dates_str]
assert_same_index(pd.DatetimeIndex(expected_dates, name=DATES), result_array.dates.to_index(),
check_index_type=True, check_names=True)
def test_historical_price_many_tickers_one_field(self):
self.timer.set_current_time(str_to_date("2018-01-04 12:00:00.000000", DateFormat.FULL_ISO))
result_df = self.data_handler.historical_price([self.microsoft_ticker], PriceField.Open, nr_of_bars=5)
self.assertEquals(PricesDataFrame, type(result_df))
expected_dates_idx = pd.DatetimeIndex(
['2017-12-27', '2017-12-28', '2017-12-29', '2018-01-02', '2018-01-03'], name=DATES
)
assert_same_index(expected_dates_idx, result_df.index, check_index_type=True, check_names=True)
expected_tickers_idx = pd.Index([self.microsoft_ticker], name=TICKERS)
assert_same_index(expected_tickers_idx, result_df.columns, check_index_type=True, check_names=True)