def create_adjustment_reader(cls, tempdir):
dbpath = tempdir.getpath('adjustments.sqlite')
writer = SQLiteAdjustmentWriter(dbpath, cls.env.trading_days,
MockDailyBarSpotReader())
splits = DataFrame.from_records([
{
'effective_date': str_to_seconds('2014-06-09'),
'ratio': (1 / 7.0),
'sid': cls.AAPL,
}
])
mergers = DataFrame(
{
# Hackery to make the dtypes correct on an empty frame.
'effective_date': array([], dtype=int),
'ratio': array([], dtype=float),
'sid': array([], dtype=int),
},
index=DatetimeIndex([], tz='UTC'),
columns=['effective_date', 'ratio', 'sid'],
)
dividends = DataFrame({
'sid': array([], dtype=uint32),
'amount': array([], dtype=float64),
'record_date': array([], dtype='datetime64[ns]'),
'ex_date': array([], dtype='datetime64[ns]'),
'declared_date': array([], dtype='datetime64[ns]'),
'pay_date': array([], dtype='datetime64[ns]'),
})
writer.write(splits, mergers, dividends)
return SQLiteAdjustmentReader(dbpath)
def create_adjustment_reader(cls, tempdir):
dbpath = tempdir.getpath("adjustments.sqlite")
writer = SQLiteAdjustmentWriter(dbpath)
splits = DataFrame.from_records(
[{"effective_date": str_to_seconds("2014-06-09"), "ratio": (1 / 7.0), "sid": cls.AAPL}]
)
mergers = dividends = DataFrame(
{
# Hackery to make the dtypes correct on an empty frame.
"effective_date": array([], dtype=int),
"ratio": array([], dtype=float),
"sid": array([], dtype=int),
},
index=DatetimeIndex([], tz="UTC"),
columns=["effective_date", "ratio", "sid"],
)
writer.write(splits, mergers, dividends)
return SQLiteAdjustmentReader(dbpath)
def create_adjustment_reader(cls, tempdir):
dbpath = tempdir.getpath('adjustments.sqlite')
writer = SQLiteAdjustmentWriter(dbpath)
splits = DataFrame.from_records([{
'effective_date':
str_to_seconds('2014-06-09'),
'ratio': (1 / 7.0),
'sid':
cls.AAPL,
}])
mergers = dividends = DataFrame(
{
# Hackery to make the dtypes correct on an empty frame.
'effective_date': array([], dtype=int),
'ratio': array([], dtype=float),
'sid': array([], dtype=int),
},
index=DatetimeIndex([], tz='UTC'),
columns=['effective_date', 'ratio', 'sid'],
)
writer.write(splits, mergers, dividends)
return SQLiteAdjustmentReader(dbpath)
def create_adjustment_reader(cls, tempdir):
dbpath = tempdir.getpath('adjustments.sqlite')
writer = SQLiteAdjustmentWriter(dbpath)
splits = DataFrame.from_records([
{
'effective_date': str_to_seconds('2014-06-09'),
'ratio': (1 / 7.0),
'sid': cls.AAPL,
}
])
mergers = dividends = DataFrame(
{
# Hackery to make the dtypes correct on an empty frame.
'effective_date': array([], dtype=int),
'ratio': array([], dtype=float),
'sid': array([], dtype=int),
},
index=DatetimeIndex([], tz='UTC'),
columns=['effective_date', 'ratio', 'sid'],
)
writer.write(splits, mergers, dividends)
return SQLiteAdjustmentReader(dbpath)
# ADJUSTMENTS use the following scheme to indicate information about the value
# upon inspection.
#
# 1s place is the equity
#
# 0.1s place is the action type, with:
#
# splits, 1
# mergers, 2
# dividends, 3
#
# 0.001s is the date
SPLITS = DataFrame(
[
# Before query range, should be excluded.
{'effective_date': str_to_seconds('2015-06-03'),
'ratio': 1.103,
'sid': 1},
# First day of query range, should be excluded.
{'effective_date': str_to_seconds('2015-06-10'),
'ratio': 3.110,
'sid': 3},
# Third day of query range, should have last_row of 2
{'effective_date': str_to_seconds('2015-06-12'),
'ratio': 3.112,
'sid': 3},
# After query range, should be excluded.
{'effective_date': str_to_seconds('2015-06-21'),
'ratio': 6.121,
'sid': 6},
# Another action in query range, should have last_row of 1
# ADJUSTMENTS use the following scheme to indicate information about the value
# upon inspection.
#
# 1s place is the equity
#
# 0.1s place is the action type, with:
#
# splits, 1
# mergers, 2
# dividends, 3
#
# 0.001s is the date
SPLITS = DataFrame(
[
# Before query range, should be excluded.
{"effective_date": str_to_seconds("2015-06-03"), "ratio": 1.103, "sid": 1},
# First day of query range, should be excluded.
{"effective_date": str_to_seconds("2015-06-10"), "ratio": 3.110, "sid": 3},
# Third day of query range, should have last_row of 2
{"effective_date": str_to_seconds("2015-06-12"), "ratio": 3.112, "sid": 3},
# After query range, should be excluded.
{"effective_date": str_to_seconds("2015-06-21"), "ratio": 6.121, "sid": 6},
# Another action in query range, should have last_row of 1
{"effective_date": str_to_seconds("2015-06-11"), "ratio": 3.111, "sid": 3},
# Last day of range. Should have last_row of 7
{"effective_date": str_to_seconds("2015-06-19"), "ratio": 3.119, "sid": 3},
],
columns=["effective_date", "ratio", "sid"],
)