# MIT License
# Copyright (c) 2018 Addison Lynch
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
# The above copyright notice and this permission notice shall be included in
# all copies or substantial portions of the Software.
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
# SOFTWARE.
import datetime
import pandas as pd
import pytest
from pyTD.tests.test_helper import pyTD
TDQueryError = pyTD.utils.exceptions.TDQueryError
ResourceNotFound = pyTD.utils.exceptions.ResourceNotFound
@pytest.fixture(scope='session', autouse=True)
def now():
return datetime.datetime.now()
@pytest.mark.webtest
class TestMarketExceptions(object):
def test_get_quotes_bad_symbol(self):
with pytest.raises(TypeError):
pyTD.market.get_quotes()
def test_get_movers_bad_index(self):
with pytest.raises(TypeError):
pyTD.market.get_movers()
with pytest.raises(TDQueryError):
pyTD.market.get_movers("DJI")
@pytest.mark.webtest
class TestQuotes(object):
def test_quotes_json_single(self):
aapl = pyTD.market.get_quotes("AAPL", output_format='json')
assert isinstance(aapl, dict)
assert "AAPL" in aapl
def test_quotes_json_multiple(self):
aapl = pyTD.market.get_quotes(["AAPL", "TSLA"],
output_format='json')
assert isinstance(aapl, dict)
assert len(aapl) == 2
assert "TSLA" in aapl
def test_quotes_pandas(self):
df = pyTD.market.get_quotes("AAPL")
assert isinstance(df, pd.DataFrame)
assert "AAPL" in df
assert len(df) == 41
def test_quotes_bad_symbol(self):
with pytest.raises(ResourceNotFound):
pyTD.market.get_quotes("BADSYMBOL")
def test_quotes_bad_params(self):
bad = ["AAPL"] * 1000
with pytest.raises(ValueError):
pyTD.market.get_quotes(bad)
@pytest.mark.webtest
class TestMarketMovers(object):
@pytest.mark.xfail(reason="Movers may return empty outside of "
"trading hours.")
def test_movers_json(self):
data = pyTD.market.get_movers("$DJI", output_format='json')
assert isinstance(data, list)
assert len(data) == 10
@pytest.mark.xfail(reason="Movers may return empty outside of "
"trading hours.")
def test_movers_pandas(self):
data = pyTD.market.get_movers("$DJI")
assert isinstance(data, pd.DataFrame)
assert len(data) == 10
def test_movers_bad_index(self):
with pytest.raises(ResourceNotFound):
pyTD.market.get_movers("DJI")
def test_movers_no_params(self):
with pytest.raises(TypeError):
pyTD.market.get_movers()
@pytest.mark.webtest
class TestMarketHours(object):
def test_hours_bad_market(self):
with pytest.raises(ValueError):
pyTD.market.get_market_hours("BADMARKET")
with pytest.raises(ValueError):
pyTD.market.get_market_hours(["BADMARKET", "EQUITY"])
def test_hours_default(self):
data = pyTD.market.get_market_hours()
assert len(data) == 8
assert data.index[0] == "category"
def test_hours_json(self):
date = now()
data = pyTD.market.get_market_hours("EQUITY", date,
output_format='json')
assert isinstance(data, dict)
def test_hours_pandas(self):
date = now()
data = pyTD.market.get_market_hours("EQUITY", date)
assert isinstance(data, pd.DataFrame)
assert data.index[0] == "category"
def test_hours_batch(self):
data = pyTD.market.get_market_hours(["EQUITY", "OPTION"])
assert len(data) == 8
assert isinstance(data["equity"], pd.Series)
@pytest.mark.webtest
class TestOptionChains(object):
def test_option_chain_no_symbol(self):
with pytest.raises(TypeError):
pyTD.market.get_option_chains()
def test_option_chain_bad_symbol(self):
with pytest.raises(ResourceNotFound):
pyTD.market.get_option_chains("BADSYMBOL")
def test_option_chain(self):
data = pyTD.market.get_option_chains("AAPL", output_format='json')
assert isinstance(data, dict)
assert len(data) == 13
assert data["status"] == "SUCCESS"
def test_option_chain_call(self):
data = pyTD.market.get_option_chains("AAPL", contract_type="CALL",
output_format='json')
assert not data["putExpDateMap"]
def test_option_chain_put(self):
data = pyTD.market.get_option_chains("AAPL", contract_type="PUT",
output_format='json')
assert not data["callExpDateMap"]
@pytest.mark.webtest
class TestPriceHistory(object):
def test_price_history_no_symbol(self):
with pytest.raises(TypeError):
pyTD.market.get_price_history()
def test_price_history_default_dates(self):
data = pyTD.market.get_price_history("AAPL", output_format='json')
assert isinstance(data, list)
def test_price_history_bad_symbol(self):
with pytest.raises(ResourceNotFound):
pyTD.market.get_price_history("BADSYMBOL")
def test_price_history_bad_symbols(self):
with pytest.raises(ResourceNotFound):
pyTD.market.get_price_history(["BADSYMBOL", "BADSYMBOL"],
output_format='pandas')
def test_price_history_json(self):
data = pyTD.market.get_price_history("AAPL", output_format='json')
assert isinstance(data, list)
assert data[0]["close"] == 172.26
assert data[0]["volume"] == 25555934
assert len(data) > 100
def test_batch_history_json(self):
syms = ["AAPL", "TSLA", "MSFT"]
data = pyTD.market.get_price_history(syms, output_format='json')
assert len(data) == 3
assert set(data) == set(syms)
def test_price_history_pandas(self):
data = pyTD.market.get_price_history("AAPL")
assert isinstance(data, pd.DataFrame)
def test_batch_history_pandas(self):
data = pyTD.market.get_price_history(["AAPL", "TSLA", "MSFT"],
output_format='pandas')
assert isinstance(data, pd.DataFrame)
assert isinstance(data.columns, pd.MultiIndex)
assert "AAPL" in data.columns
assert "TSLA" in data.columns
assert "MSFT" in data.columns
assert data.iloc[0].name.date() == datetime.date(2018, 1, 2)
@pytest.mark.xfail(reason="Odd behavior on travis: wrong dates returned")
def test_history_dates(self):
start = datetime.date(2018, 1, 24)
end = datetime.date(2018, 2, 12)
data = pyTD.market.get_price_history("AAPL", start_date=start,
end_date=end,
output_format='pandas')
assert data.iloc[0].name.date() == start
assert data.iloc[-1].name.date() == datetime.date(2018, 2, 9)
assert pd.infer_freq(data.index) == "B"
@pytest.mark.webtest
class TestFundamentals(object):
def test_fundamentals(self):
data = pyTD.market.get_fundamentals("AAPL")
assert isinstance(data, pd.DataFrame)
assert len(data) == 46
