from unittest import TestCase from datetime import datetime from pandas_datareader.data import get_data_yahoo from numpy.testing import assert_allclose import pytest from six.moves import map from pytz import utc from metrik.tasks.tradeking import Tradeking1mTimesales, TradekingOptionsQuotes, TradekingApi, batch from metrik.trading_days import TradingDay from metrik.targets.mongo import MongoTarget from test.mongo_test import MongoTest @pytest.mark.parametrize('ticker', [ 'AAPL', 'GOOG', 'SPY', 'REGN', 'SWHC', 'BAC', 'NVCR', 'ARGT' ]) def test_returns_verifiable(ticker): # Test that the quotes line up with data off of Yahoo now = datetime.now() prior_day = now - TradingDay(1) quotes = Tradeking1mTimesales.retrieve_data(prior_day, ticker) yahoo_ohlc = list(map(tuple, get_data_yahoo(ticker, prior_day, prior_day)[ ['Open', 'High', 'Low', 'Close'] ].values))[0] open = high = close = 0 low = 999999 for index, quote in enumerate(quotes['quotes']): if index == 0: open = quote['opn'] if index == len(quotes['quotes']) - 1: close = quote['last'] high = max(high, quote['hi']) low = min(low, quote['lo']) tradeking_ohlc = (open, high, low, close) assert_allclose(tradeking_ohlc, yahoo_ohlc, rtol=1e-3) @pytest.mark.parametrize('ticker', [ 'AAPL', 'GOOG', 'SPY', 'REGN', 'SWHC', 'BAC', 'NVCR', 'ARGT' ]) def test_chain_returns(ticker): api = TradekingApi() chain = TradekingOptionsQuotes.retrieve_chain_syms(api, ticker) assert len(chain) > 20 @pytest.mark.parametrize('ticker', [ 'AAPL', 'GOOG', 'SPY' ]) def test_options_quote(ticker): demo_length = 25 api = TradekingApi() chain = TradekingOptionsQuotes.retrieve_chain_syms(api, ticker)[:demo_length] quotes = TradekingOptionsQuotes.retrieve_quotes(api, chain) assert len(quotes) == demo_length class TradekingTest(MongoTest): def test_record_is_saveable(self): # Had an issue previously where the `date` type would cause saving # to fail. Make sure that doesn't continue now = datetime.now() prior_day = now - TradingDay(1) quotes = Tradeking1mTimesales.retrieve_data(prior_day, 'AAPL') t = MongoTarget('tradeking', hash('just_testing')) t.persist(quotes) quotes_retrieved = t.retrieve() for quote in quotes_retrieved['quotes']: quote['datetime'] = utc.localize(quote['datetime']) quote['timestamp'] = utc.localize(quote['timestamp']) assert quotes == quotes_retrieved