class FinancialDataRangesCacheTestCase(unittest.TestCase):
def setUp(self):
self.mock_data_getter = mock.Mock()
self.mock_db = mock.Mock()
self.date_range_cache = FinancialIntervalCache(get_data=self.mock_data_getter,
database=self.mock_db)
def test_get_cache_hit(self):
symbol = 'ABC'
date = datetime.datetime(2012, 12, 1)
value = 100.
self.mock_db.get.return_value = value
cache_value = self.date_range_cache.get(symbol=symbol, dates=[date]).next()
self.assertEqual(cache_value, value)
def test_cache_miss(self):
symbol = 'ABC'
date = datetime.datetime(2012, 12, 1)
self.mock_db.get.return_value = None
mock_get_set = mock.Mock()
self.date_range_cache._get_set = mock_get_set
self.mock_db.get.return_value = None
self.date_range_cache.get(symbol=symbol, dates=[date]).next()
mock_get_set.assert_called_once_with(symbol=symbol, date=date)
def setUp(self):
super(MongoDataRangesIntegrationTestCase, self).setUp()
self.mock_getter = mock.Mock()
self.mongo_db = MongoIntervalseries(mongo_collection=self.collection,
metric=self.metric)
self.cache = FinancialIntervalCache(get_data=self.mock_getter,
database=self.mongo_db)
class FinancialDataRangesCacheTestCase(unittest.TestCase):
def setUp(self):
self.mock_data_getter = mock.Mock()
self.mock_db = mock.Mock()
self.date_range_cache = FinancialIntervalCache(
get_data=self.mock_data_getter, database=self.mock_db)
def test_get_cache_hit(self):
symbol = 'ABC'
date = datetime.datetime(2012, 12, 1)
value = 100.
self.mock_db.get.return_value = value
cache_value = self.date_range_cache.get(symbol=symbol,
dates=[date]).next()
self.assertEqual(cache_value, value)
def test_cache_miss(self):
symbol = 'ABC'
date = datetime.datetime(2012, 12, 1)
self.mock_db.get.return_value = None
mock_get_set = mock.Mock()
self.date_range_cache._get_set = mock_get_set
self.mock_db.get.return_value = None
self.date_range_cache.get(symbol=symbol, dates=[date]).next()
mock_get_set.assert_called_once_with(symbol=symbol, date=date)
def setUp(self):
super(MongoDataRangesIntegrationTestCase, self).setUp()
self.mock_getter = mock.Mock()
self.mongo_db = MongoIntervalseries(mongo_collection=self.collection,
metric=self.metric)
self.cache = FinancialIntervalCache(get_data=self.mock_getter,
database=self.mongo_db)
class MongoDataRangesIntegrationTestCase(MongoTestCase):
metric = 'price'
collection_name = 'price'
def setUp(self):
super(MongoDataRangesIntegrationTestCase, self).setUp()
self.mock_getter = mock.Mock()
self.mongo_db = MongoIntervalseries(mongo_collection=self.collection,
metric=self.metric)
self.cache = FinancialIntervalCache(get_data=self.mock_getter,
database=self.mongo_db)
def test_init(self):
self.assertIs(self.cache._database, self.mongo_db)
def test_set(self):
price = 100.
symbol = 'ABC'
date = datetime.datetime(2012, 12, 15, tzinfo=pytz.UTC)
range_start, range_end = datetime.datetime(2012, 12, 1), datetime.datetime(2012, 12, 31)
self.mock_getter.return_value = (range_start,
price,
range_end)
cache_price = self.cache.get(symbol=symbol, dates=[date]).next()
self.assertEqual(cache_price, price)
self.assertEqual(self.collection.find({'start' : range_start,
'end' : range_end,
'symbol' : symbol}).next()['price'], price)
class MongoDataRangesIntegrationTestCase(MongoTestCase):
metric = 'price'
def setUp(self):
super(MongoDataRangesIntegrationTestCase, self).setUp()
self.mock_getter = mock.Mock()
self.mongo_db = MongoIntervalseries(mongo_collection=self.collection,
metric=self.metric)
self.cache = FinancialIntervalCache(get_data=self.mock_getter,
database=self.mongo_db)
def test_init(self):
self.assertIs(self.cache._database, self.mongo_db)
def test_set(self):
price = 100.
symbol = 'ABC'
date = datetime.datetime(2012, 12, 15, tzinfo=pytz.UTC)
range_start, range_end = datetime.datetime(2012, 12,
1), datetime.datetime(
2012, 12, 31)
self.mock_getter.return_value = (range_start, price, range_end)
cache_price = self.cache.get(symbol=symbol, dates=[date]).next()
self.assertEqual(cache_price, price)
self.assertEqual(
self.collection.find({
'start': range_start,
'end': range_end,
'symbol': symbol
}).next()['price'], price)
def mongo_fundamentals_cache(metric, mongo_host='localhost', mongo_port=27017,
filing_getter=HTMLEdgarDriver):
mongo_client = pymongo.MongoClient(mongo_host, mongo_port)
mongo_collection = mongo_client.fundamentals.fundamentals
db = MongoIntervalseries(mongo_collection=mongo_collection,
metric=metric.name)
metric_getter = AccountingMetricGetter(metric=metric,
filing_getter=filing_getter)
cache = FinancialIntervalCache(get_data=metric_getter.get_data, database=db)
return cache
def test_border_behavior(self):
'''Fundamentals were being inserted twice because of an off by one error.'''
metric = QUARTERLY_EPS
symbol = 'CSCO'
connection = sqlite3.connect(':memory:', detect_types=sqlite3.PARSE_DECLTYPES)
driver = SQLiteIntervalseries(connection=connection,
table='fundamentals',
metric=metric.name)
metric_getter = AccountingMetricGetter(metric=metric,
filing_getter=HTMLEdgarDriver)
cache = FinancialIntervalCache(get_data=metric_getter.get_data, database=driver)
dates = {datetime.datetime(2010, 2, 17)}
list(cache.get(symbol, dates=dates))
count_query = "SELECT COUNT(*) AS count FROM fundamentals WHERE symbol = '{}'".format(symbol)
count = connection.execute(count_query).next()['count']
self.assertEqual(count, 1)
list(cache.get(symbol, dates=dates))
count = connection.execute(count_query).next()['count']
self.assertEqual(count, 1)
def test_border_behavior(self):
'''Fundamentals were being inserted twice because of an off by one error.'''
metric = accounting_metrics.QuarterlyEPS
symbol = 'CSCO'
connection = sqlite3.connect(':memory:', detect_types=sqlite3.PARSE_DECLTYPES)
driver = SQLiteIntervalseries(connection=connection,
table='fundamentals',
metric=metric.name)
metric_getter = AccountingMetricGetter(metric=metric,
filing_getter=HTMLEdgarDriver)
cache = FinancialIntervalCache(get_data=metric_getter.get_data, database=driver)
dates = {datetime.datetime(2010, 2, 17)}
list(cache.get(symbol, dates=dates))
count_query = "SELECT COUNT(*) AS count FROM fundamentals WHERE symbol = '{}'".format(symbol)
count = connection.execute(count_query).next()['count']
self.assertEqual(count, 1)
list(cache.get(symbol, dates=dates))
count = connection.execute(count_query).next()['count']
self.assertEqual(count, 1)
class FinancialDataRangesCacheTestCase(unittest.TestCase):
def setUp(self):
self.mock_data_getter = mock.Mock()
self.mock_db = mock.Mock()
self.date_range_cache = FinancialIntervalCache(get_data=self.mock_data_getter,
database=self.mock_db)
def test_get_cache_hit(self):
symbol = 'ABC'
date = datetime.datetime(2012, 12, 1)
value = 100.
self.mock_db.get.return_value = value
cache_value = self.date_range_cache.get(symbol=symbol, dates=[date]).next()
self.assertEqual(cache_value, value)
def test_cache_miss(self):
symbol = 'ABC'
date = datetime.datetime(2012, 12, 1)
self.mock_db.get.return_value = None
mock_get_set = mock.Mock()
self.date_range_cache._get_set = mock_get_set
self.mock_db.get.return_value = None
self.date_range_cache.get(symbol=symbol, dates=[date]).next()
mock_get_set.assert_called_once_with(symbol=symbol, date=date)
def test_no_data_exception(self):
symbol = 'XYZ'
start_date, end_date = datetime.datetime(2012, 9, 1, tzinfo=pytz.UTC), datetime.datetime(2012, 12, 1, tzinfo=pytz.UTC)
mock_getter = mock.Mock()
mock_getter.side_effect = NoDataForStockForRange(start=start_date,
end=end_date)
self.date_range_cache._get_data = mock_getter
mock_database = mock.Mock()
self.date_range_cache._database = mock_database
value = self.date_range_cache._get_set(symbol=symbol, date=None)
self.assertTrue(np.isnan(value))
mock_database.set_interval.assert_called_with(symbol=symbol,
start=start_date,
end=end_date,
value='NaN')
def sqlite_fundamentals_cache(metric,
db_file_path=DEFAULT_FUNDAMENTALS_PATH,
filing_getter=HTMLEdgarDriver):
connection = sqlite_drivers.SQLiteIntervalseries.connect(db_file_path)
driver = sqlite_drivers.SQLiteIntervalseries(connection=connection,
table='fundamentals',
metric=metric.name)
metric_getter = AccountingMetricGetter(metric=metric,
filing_getter=filing_getter)
cache = FinancialIntervalCache(get_data=metric_getter.get_data,
database=driver)
return cache
def setUp(self):
self.mock_data_getter = mock.Mock()
self.mock_db = mock.Mock()
self.date_range_cache = FinancialIntervalCache(get_data=self.mock_data_getter,
database=self.mock_db)
def setUp(self):
self.mock_data_getter = mock.Mock()
self.mock_db = mock.Mock()
self.date_range_cache = FinancialIntervalCache(
get_data=self.mock_data_getter, database=self.mock_db)
