# # Copyright 2013 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from unittest import TestCase from zipline.utils.factory import (load_from_yahoo, load_bars_from_yahoo) import pandas as pd import pytz import numpy as np class TestFactory(TestCase): def test_load_from_yahoo(self): stocks = ['AAPL', 'GE'] start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc) end = pd.datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc) data = load_from_yahoo(stocks=stocks, start=start, end=end) assert data.index[0] == pd.Timestamp('1993-01-04 00:00:00+0000') assert data.index[-1] == pd.Timestamp('2001-12-31 00:00:00+0000') for stock in stocks: assert stock in data.columns np.testing.assert_raises( AssertionError, load_from_yahoo, stocks=stocks, start=end, end=start ) def test_load_bars_from_yahoo(self): stocks = ['AAPL', 'GE'] start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc) end = pd.datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc) data = load_bars_from_yahoo(stocks=stocks, start=start, end=end) assert data.major_axis[0] == pd.Timestamp('1993-01-04 00:00:00+0000') assert data.major_axis[-1] == pd.Timestamp('2001-12-31 00:00:00+0000') for stock in stocks: assert stock in data.items for ohlc in ['open', 'high', 'low', 'close', 'volume', 'price']: assert ohlc in data.minor_axis np.testing.assert_raises( AssertionError, load_bars_from_yahoo, stocks=stocks, start=end, end=start )