def test_historical_prices_v3_num_points_bad_resolution(self):
# fetch_historical_prices v3 - number of data points, invalid resolution
with open('tests/data/historic_prices_num_points.json', 'r') as file:
response_body = json.loads(file.read())
responses.add(
responses.GET,
'https://demo-api.ig.com/gateway/deal/prices/MT.D.GC.Month2.IP',
match_querystring=False,
headers={
'CST': 'abc123',
'X-SECURITY-TOKEN': 'xyz987'
},
json=response_body,
status=200)
with pytest.raises(ValueError) as excinfo:
ig_service = IGService('username', 'password', 'api_key', 'DEMO')
ig_service.crud_session.HEADERS["LOGGED_IN"] = {}
ig_service.fetch_historical_prices_by_epic(
epic='MT.D.GC.Month2.IP',
resolution='X',
numpoints=10,
format=ig_service.flat_prices)
assert "Invalid frequency" in str(excinfo.value)
def test_historical_prices_v3_num_points_happy(self):
# fetch_historical_prices v3 - number of data points, weekly resolution
with open('tests/data/historic_prices_num_points.json', 'r') as file:
response_body = json.loads(file.read())
responses.add(
responses.GET,
'https://demo-api.ig.com/gateway/deal/prices/MT.D.GC.Month2.IP',
match_querystring=False,
headers={
'CST': 'abc123',
'X-SECURITY-TOKEN': 'xyz987'
},
json=response_body,
status=200)
ig_service = IGService('username', 'password', 'api_key', 'DEMO')
result = ig_service.fetch_historical_prices_by_epic(
epic='MT.D.GC.Month2.IP', resolution='W', numpoints=10)
prices = result['prices']
assert isinstance(result, dict)
assert isinstance(prices, pd.DataFrame)
# assert DataFrame shape
assert prices.shape[0] == 10
assert prices.shape[1] == 13
# assert time series rows are 1 week apart
prices['tvalue'] = prices.index
prices['delta'] = (prices['tvalue'] - prices['tvalue'].shift())
assert any(prices["delta"].dropna() == datetime.timedelta(weeks=1))
def test_historical_prices_v3_defaults_happy(self):
# fetch_historical_prices v3 - default params
with open('tests/data/historic_prices.json', 'r') as file:
response_body = json.loads(file.read())
responses.add(
responses.GET,
'https://demo-api.ig.com/gateway/deal/prices/MT.D.GC.Month2.IP',
headers={
'CST': 'abc123',
'X-SECURITY-TOKEN': 'xyz987'
},
json=response_body,
status=200)
ig_service = IGService('username', 'password', 'api_key', 'DEMO')
result = ig_service.fetch_historical_prices_by_epic(
epic='MT.D.GC.Month2.IP')
prices = result['prices']
assert isinstance(result, dict)
assert isinstance(prices, pd.DataFrame)
# with no other params, default returns 10 rows at MINUTE resolution
assert prices.shape[0] == 10
assert prices.shape[1] == 13
# assert time series rows are 1 minute apart
prices['tvalue'] = prices.index
prices['delta'] = (prices['tvalue'] - prices['tvalue'].shift())
assert any(prices["delta"].dropna() == datetime.timedelta(minutes=1))
def test_historical_prices_v3_num_points_bad_numpoints(self):
# fetch_historical_prices v3 - number of data points, invalid numpoints
responses.add(
responses.GET,
'https://demo-api.ig.com/gateway/deal/prices/MT.D.GC.Month2.IP',
match_querystring=False,
headers={
'CST': 'abc123',
'X-SECURITY-TOKEN': 'xyz987'
},
json={
'errorCode':
'Unable to convert value=3.14159 to type= Integer int'
}, # noqa
status=400)
with pytest.raises(Exception):
ig_service = IGService('username', 'password', 'api_key', 'DEMO')
ig_service.crud_session.HEADERS["LOGGED_IN"] = {}
result = ig_service.fetch_historical_prices_by_epic(
epic='MT.D.GC.Month2.IP',
resolution='X',
numpoints=3.14159,
format=ig_service.flat_prices)
assert result['errorCode'].startswith('Unable to convert value')
def test_fetch_historical_prices_by_epic_numpoints_default_paged(
self,
ig_service: IGService):
result = ig_service.fetch_historical_prices_by_epic(
epic='MT.D.GC.Month2.IP',
resolution='W',
numpoints=21)
# assert default paged row count
assert result['prices'].shape[0] == 21
assert result['metadata']['pageData']['pageNumber'] == 2
def test_historical_prices_v3_bad_epic(self):
# fetch_historical_prices v3 - bad epic
responses.add(responses.GET,
'https://demo-api.ig.com/gateway/deal/prices/MT.D.X.Month1.IP',
headers={'CST': 'abc123', 'X-SECURITY-TOKEN': 'xyz987'},
json={'errorCode': 'error.error.price-history.io-error'},
status=404)
with pytest.raises(Exception):
ig_service = IGService('username', 'password', 'api_key', 'DEMO')
ig_service.crud_session.HEADERS["LOGGED_IN"] = {}
result = ig_service.fetch_historical_prices_by_epic(epic='MT.D.X.Month1.IP')
assert result['errorCode'] == 'error.error.price-history.io-error'
def test_fetch_historical_prices_by_epic_numpoints(self, ig_service: IGService):
result = ig_service.fetch_historical_prices_by_epic(
epic='MT.D.GC.Month2.IP',
resolution='W',
numpoints=10)
prices = result['prices']
assert isinstance(result, dict)
assert isinstance(prices, pd.DataFrame)
# assert DataFrame shape
assert prices.shape[0] == 10
assert prices.shape[1] == 13
# assert time series rows are 1 week apart
prices['tvalue'] = prices.index
prices['delta'] = (prices['tvalue'] - prices['tvalue'].shift())
assert any(prices["delta"].dropna() == timedelta(weeks=1))
def test_historical_prices_v3_datetime_happy(self):
# fetch_historical_prices v3 - between two dates, daily resolution
with open('tests/data/historic_prices_dates.json', 'r') as file:
response_body = json.loads(file.read())
responses.add(
responses.GET,
'https://demo-api.ig.com/gateway/deal/prices/MT.D.GC.Month2.IP',
match_querystring=False,
headers={
'CST': 'abc123',
'X-SECURITY-TOKEN': 'xyz987'
},
json=response_body,
status=200)
ig_service = IGService('username', 'password', 'api_key', 'DEMO')
ig_service.crud_session.HEADERS["LOGGED_IN"] = {}
result = ig_service.fetch_historical_prices_by_epic(
epic='MT.D.GC.Month2.IP',
resolution='D',
start_date='2020-09-01T00:00:00',
end_date='2020-09-04T23:59:59',
format=ig_service.flat_prices)
prices = result['prices']
assert isinstance(result, dict)
assert isinstance(prices, pd.DataFrame)
# assert DataFrame shape
assert prices.shape[0] == 4
assert prices.shape[1] == 9
# assert time series rows are 1 day apart
prices['tvalue'] = prices.index
prices['delta'] = (prices['tvalue'] - prices['tvalue'].shift())
assert any(prices["delta"].dropna() == datetime.timedelta(days=1))
# assert default paging
assert result['metadata']['pageData']['pageSize'] == 20
assert result['metadata']['pageData']['pageNumber'] == 1
assert result['metadata']['pageData']['totalPages'] == 1
def test_historical_prices_by_epic_and_num_points_bad_epic(self):
# fetch_historical_prices_by_epic_and_num_points - bad epic
responses.add(
responses.GET,
'https://demo-api.ig.com/gateway/deal/prices/MT.D.X.Month1.IP/DAY',
headers={
'CST': 'abc123',
'X-SECURITY-TOKEN': 'xyz987'
},
json={'errorCode': 'error.error.price-history.io-error'},
status=404)
with pytest.raises(Exception):
ig_service = IGService('username', 'password', 'api_key', 'DEMO')
result = ig_service.fetch_historical_prices_by_epic(
epic='MT.D.X.Month2.IP', resolution='W', numpoints=5)
assert result['errorCode'] == 'error.error.price-history.io-error'
def test_historical_prices_v3_bad_date_order(self):
# fetch_historical_prices v3 - bad date order
responses.add(responses.GET,
'https://demo-api.ig.com/gateway/deal/prices/MT.D.XX.Month1.IP',
headers={'CST': 'abc123', 'X-SECURITY-TOKEN': 'xyz987'},
json={"errorCode": "error.invalid.daterange"},
status=400)
with pytest.raises(Exception):
ig_service = IGService('username', 'password', 'api_key', 'DEMO')
ig_service.crud_session.HEADERS["LOGGED_IN"] = {}
result = ig_service.fetch_historical_prices_by_epic(
epic='MT.D.GC.Month2.IP',
resolution='D',
start_date='2020-09-04T23:59:59',
end_date='2020/09/01T00:00:00')
assert result['errorCode'] == 'error.invalid.daterange'
def test_historical_prices_v3_bad_date_format(self):
# fetch_historical_prices v3 - bad date format
responses.add(
responses.GET,
'https://demo-api.ig.com/gateway/deal/prices/MT.D.XX.Month1.IP',
headers={'CST': 'abc123', 'X-SECURITY-TOKEN': 'xyz987'},
json={'errorCode': 'Unable to parse datetime=2020/09/01T00:00:00'},
status=400)
with pytest.raises(Exception):
ig_service = IGService('username', 'password', 'api_key', 'DEMO')
result = ig_service.fetch_historical_prices_by_epic(
epic='MT.D.GC.Month2.IP',
resolution='D',
start_date='2020/09/01T00:00:00',
end_date='2020-09-04T23:59:59',
format=ig_service.flat_prices)
assert result['errorCode'].startswith('Unable to parse datetime')
def test_fetch_historical_prices_by_epic_dates(self, ig_service: IGService):
result = ig_service.fetch_historical_prices_by_epic(
epic='MT.D.GC.Month2.IP',
resolution='D',
start_date='2020-09-01T00:00:00',
end_date='2020-09-04T23:59:59')
prices = result['prices']
assert isinstance(result, dict)
assert isinstance(prices, pd.DataFrame)
assert prices.shape[0] == 4
assert prices.shape[1] == 13
# assert time series rows are 1 day apart
prices['tvalue'] = prices.index
prices['delta'] = (prices['tvalue'] - prices['tvalue'].shift())
assert any(prices["delta"].dropna() == timedelta(days=1))
# assert default paging
assert result['metadata']['pageData']['pageSize'] == 20
assert result['metadata']['pageData']['pageNumber'] == 1
assert result['metadata']['pageData']['totalPages'] == 1
