def test_fetch_fields(self):
client = gen_client()
option_id = "e03e7414-527d-4b44-a081-c61aeb474060"
with gen_vcr().use_cassette("option_fetch.yaml"):
option = Option.fetch(client, option_id)
expected_fields = [
'issue_date', 'tradability', 'strike_price', 'state', 'url',
'expiration_date', 'created_at', 'chain_id', 'updated_at',
'rhs_tradability', 'type', 'chain_symbol', 'min_ticks', 'id']
actual_fields = list(option.keys())
assert(set(expected_fields) == set(actual_fields))
def test_fetch_fields(self):
client = gen_client()
with gen_vcr().use_cassette('dividend_all.yaml'):
dividends = Dividend.all(client)
dividend = dividends[0]
expected_fields = [
'account', 'url', 'amount', 'payable_date', 'instrument',
'rate', 'record_date', 'position', 'withholding', 'id',
'paid_at'
]
actual_fields = list(dividend.keys())
assert (set(expected_fields) == set(actual_fields))
def test_fetch_fields(self):
client = gen_client()
with gen_vcr().use_cassette('option_position_all.yaml'):
option_positions = OptionPosition.all(client)
option_position = option_positions[0]
expected_fields = [
'intraday_average_open_price', 'account', 'intraday_quantity',
'option', 'created_at', 'updated_at', 'average_price',
'chain_id', 'pending_expired_quantity', 'pending_buy_quantity',
'url', 'pending_sell_quantity', 'chain_symbol', 'type', 'id',
'quantity']
actual_fields = list(option_position.keys())
assert(set(expected_fields) == set(actual_fields))
def test_fetch_fields(self):
client = gen_client()
oc_id = "644f21f0-a166-4c94-bd67-02568d3a5940"
oc_symbol = "TLT"
with gen_vcr().use_cassette('option_chain_fetch.yaml'):
chain = OptionChain.fetch(client, oc_id, oc_symbol)
expected_fields = [
'can_open_position', 'symbol', 'trade_value_multiplier',
'underlying_instruments', 'expiration_dates', 'cash_component',
'min_ticks', 'id']
actual_fields = list(chain.keys())
assert(set(expected_fields) == set(actual_fields))
def test_fetch_fields(self):
client = gen_client()
symbol = "TLT"
with gen_vcr().use_cassette('stock_fetch.yaml'):
stock = Stock.fetch(client, symbol)
expected_fields = [
'margin_initial_ratio', 'rhs_tradability', 'id', 'market',
'simple_name', 'min_tick_size', 'maintenance_ratio',
'tradability', 'state', 'type', 'tradeable', 'fundamentals',
'quote', 'symbol', 'day_trade_ratio', 'name',
'tradable_chain_id', 'splits', 'url', 'country',
'bloomberg_unique', 'list_date'
]
actual_fields = list(stock.keys())
assert (set(expected_fields) == set(actual_fields))
def test_fetch_fields(self):
client = gen_client()
with gen_vcr().use_cassette('position_all.yaml'):
stock_positions = StockPosition.all(client)
stock_position = stock_positions[0]
expected_fields = [
'shares_held_for_stock_grants', 'account',
'pending_average_buy_price', 'shares_held_for_options_events',
'intraday_average_buy_price', 'url',
'shares_held_for_options_collateral', 'created_at',
'updated_at', 'shares_held_for_buys', 'average_buy_price',
'instrument', 'intraday_quantity', 'shares_held_for_sells',
'shares_pending_from_options_events', 'quantity'
]
actual_fields = list(stock_position.keys())
assert (set(expected_fields) == set(actual_fields))
def test_fetch_fields(self):
client = gen_client()
with gen_vcr().use_cassette('stockorder_all.yaml'):
orders = StockOrder.all(client)
order = orders[0]
expected_fields = [
'updated_at', 'ref_id', 'time_in_force', 'fees', 'cancel',
'response_category', 'id', 'cumulative_quantity', 'stop_price',
'reject_reason', 'instrument', 'state', 'trigger',
'override_dtbp_checks', 'type', 'last_transaction_at', 'price',
'executions', 'extended_hours', 'account', 'url', 'created_at',
'side', 'override_day_trade_checks', 'position',
'average_price', 'quantity'
]
actual_fields = list(order.keys())
assert (set(expected_fields) == set(actual_fields))
def test_fetch(self):
client = gen_client()
with gen_vcr().use_cassette('user_fetch.yaml'):
data = User.fetch(client)
assert (data['username'] == 'my_username')