def test_portfolio_adx_rank(self, mock_get_zipline_hist):
'''
test adx ranking using random numbers and partial and empty series
'''
a = Portfolio('GE', log=Logger('test'))
b = Series([random.rand()*10 for i in range(0, 28)])
mock_get_zipline_hist.return_value = b
self.assertTrue(a.adx_rank(Timestamp.utcnow()))
b = Series([random.rand()*10 for i in range(0, 27)])
mock_get_zipline_hist.return_value = b
self.assertEqual(a.adx_rank(Timestamp.utcnow()), [])
b = Series([nan for i in range(0, 28)])
mock_get_zipline_hist.return_value = b
self.assertEqual(a.adx_rank(Timestamp.utcnow()), [])
def test_class_ops_dateutil(self):
def compare(x, y):
assert (int(np.round(Timestamp(x).value / 1e9)) ==
int(np.round(Timestamp(y).value / 1e9)))
compare(Timestamp.now(), datetime.now())
compare(Timestamp.now('UTC'), datetime.now(tzutc()))
compare(Timestamp.utcnow(), datetime.utcnow())
compare(Timestamp.today(), datetime.today())
current_time = calendar.timegm(datetime.now().utctimetuple())
compare(Timestamp.utcfromtimestamp(current_time),
datetime.utcfromtimestamp(current_time))
compare(Timestamp.fromtimestamp(current_time),
datetime.fromtimestamp(current_time))
date_component = datetime.utcnow()
time_component = (date_component + timedelta(minutes=10)).time()
compare(Timestamp.combine(date_component, time_component),
datetime.combine(date_component, time_component))
def adx_rank(self, asof=None, bar_count=28):
'''
returns `Portfolio` object instruments ordered by descending ADX rating
:rtype: `list` of `tuple` objects
:param asof: as-of date
:param bar_count: ADX calculation window
:type asof: `datetime.datetime` type object (default=now)
:type bar_count: `int`
'''
asof = Timestamp.utcnow() if asof is None else Timestamp(asof)
result = dict()
for i in self.portfolio:
f = get_zipline_hist
b = self.bundle
c = self.calendar
dp = self.dataportal
input = {
'high': f(i, 'high', asof, bar_count, '1d', b, c, dp),
'low': f(i, 'low', asof, bar_count, '1d', b, c, dp),
'close': f(i, 'close', asof, bar_count, '1d', b, c, dp),
}
# set ADX or log that we don't have data
try:
adx = ADX(input)[-1]
if isnan(adx):
self.log.warn('adx for %s on %s is NaN' % (i.symbol, asof))
else:
result[i] = ADX(input)[-1]
except Exception as e:
if 'inputs are all NaN' in str(e):
self.log.warn('NaN inputs for %s on %s' % (i.symbol, asof))
else: # pragma: no cover
raise
return sorted(result.items(), key=lambda t: t[1], reverse=True)
def test_class_ops_pytz(self):
def compare(x, y):
assert int(Timestamp(x).value / 1e9) == int(
Timestamp(y).value / 1e9)
compare(Timestamp.now(), datetime.now())
compare(Timestamp.now("UTC"), datetime.now(timezone("UTC")))
compare(Timestamp.utcnow(), datetime.utcnow())
compare(Timestamp.today(), datetime.today())
current_time = calendar.timegm(datetime.now().utctimetuple())
compare(
Timestamp.utcfromtimestamp(current_time),
datetime.utcfromtimestamp(current_time),
)
compare(Timestamp.fromtimestamp(current_time),
datetime.fromtimestamp(current_time))
date_component = datetime.utcnow()
time_component = (date_component + timedelta(minutes=10)).time()
compare(
Timestamp.combine(date_component, time_component),
datetime.combine(date_component, time_component),
)
def test_class_ops_pytz(self):
def compare(x, y):
assert int((Timestamp(x).value - Timestamp(y).value) / 1e9) == 0
compare(Timestamp.now(), datetime.now())
compare(Timestamp.now("UTC"), datetime.now(timezone("UTC")))
compare(Timestamp.utcnow(), datetime.utcnow())
compare(Timestamp.today(), datetime.today())
current_time = calendar.timegm(datetime.now().utctimetuple())
msg = "timezone-aware Timestamp with UTC"
with tm.assert_produces_warning(FutureWarning, match=msg):
# GH#22451
ts_utc = Timestamp.utcfromtimestamp(current_time)
compare(
ts_utc,
datetime.utcfromtimestamp(current_time),
)
compare(
Timestamp.fromtimestamp(current_time), datetime.fromtimestamp(current_time)
)
compare(
# Support tz kwarg in Timestamp.fromtimestamp
Timestamp.fromtimestamp(current_time, "UTC"),
datetime.fromtimestamp(current_time, utc),
)
compare(
# Support tz kwarg in Timestamp.fromtimestamp
Timestamp.fromtimestamp(current_time, tz="UTC"),
datetime.fromtimestamp(current_time, utc),
)
date_component = datetime.utcnow()
time_component = (date_component + timedelta(minutes=10)).time()
compare(
Timestamp.combine(date_component, time_component),
datetime.combine(date_component, time_component),
)
def test_zipline_hist(self):
t = Timestamp.utcnow()
self.assertTrue(isinstance(get_zipline_hist('GE', 'close', t), Series))
def truncate_to_alert_timeframe(self, df):
# Truncate to only data in the timeframe
return df[Timestamp.utcnow()-self.alert.timeframe_pd<df.index].dropna()
vacancy_viewer.click()
nav_button_next = driver.find_element_by_id('NavButtonNext')
nav_button_next.click()
driver.implicitly_wait(10) # Wait up to 10 seconds to wait for elements to load on page
apartments = driver.find_elements_by_xpath('//*[@rmssellevel="Building"]') #Finally at vacancy viewer, find all clickable building menus to display information for each
#print(apartments)
count_buildings = 0
apartment_information = pd.DataFrame(columns=['room_id', 'room_type', 'available_spaces', 'apt_building', 'floor', 'suite_id', 'bed_spaces', 'timestamp'])
while True:
start_time = time.time()
timestamp = Timestamp.utcnow()
for building in apartments: #For each building we can click, click it and begin diving deeper and scraping its information
if building != driver.find_element_by_id('ELAIDBuilding'):
count_buildings+=1
building.click()
time.sleep(.05)
driver.implicitly_wait(10) # Wait up to 10 seconds to wait for elements to load on page
num_rows_opened = 0
initial_rows_reported = len(driver.find_elements_by_xpath('//*//tr[@rmsrowmode="RoomRowCollapsed"]//td//img[@class="cbExpandRoomDetails"]'))
###print('initial recorded length: ', initial_rows_reported)
while len(driver.find_elements_by_xpath('//*//tr[@rmsrowmode="RoomRowCollapsed"]//td//img[@class="cbExpandRoomDetails"]')) !=0:
###print('room dropdowns to open: ',len(driver.find_elements_by_xpath('//*//tr[@rmsrowmode="RoomRowCollapsed"]//td//img[@class="cbExpandRoomDetails"]')))
try:
driver.implicitly_wait(0)
for room in driver.find_elements_by_xpath('//*//tr[@rmsrowmode="RoomRowCollapsed"]//td//img[@class="cbExpandRoomDetails"]'):
