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Add option to request data in csv format in get_dataframe method

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This commit is contained in:
2xmm
2020-10-17 16:56:22 -03:00
parent 82b99039dd
commit 8e0f5344ac
6 changed files with 423 additions and 20 deletions
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52
tests/test_tiingo_pandas.py
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@@ -38,6 +38,16 @@ class TestTiingoWithPython(TestCase):
assert len(prices.columns) == 2
assert len(prices.index) == 3
@vcr.use_cassette('tests/fixtures/ticker_price_pandas_weekly_multiple_tickers_csv.yaml')
def test_return_pandas_format_multiple(self):
"""Test that valid pandas format is returned when specified"""
tickers = ["GOOGL", "AAPL"]
prices = self._client.get_dataframe(tickers, startDate='2018-01-05',
endDate='2018-01-19', metric_name='adjClose', frequency='weekly', fmt='csv')
self.assertTrue(isinstance(prices, pd.DataFrame))
assert len(prices.columns) == 2
assert len(prices.index) == 3
@vcr.use_cassette('tests/fixtures/ticker_price_pandas_daily.yaml')
def test_return_pandas_daily(self):
"""Test that valid pandas format is returned when specified"""
@@ -46,6 +56,18 @@ class TestTiingoWithPython(TestCase):
self.assertTrue(isinstance(prices, pd.DataFrame))
assert len(prices.columns) == 12
@vcr.use_cassette('tests/fixtures/ticker_price_pandas_daily_csv.yaml')
def test_return_pandas_daily_csv(self):
"""Test that valid pandas format is returned when specified and csv data requested"""
prices = self._client.get_dataframe("GOOGL",
startDate='2018-01-05', endDate='2018-01-19',
frequency='daily', fmt='csv')
self.assertTrue(isinstance(prices, pd.DataFrame))
self.assertTrue(isinstance(prices.index, pd.DatetimeIndex))
assert prices.index.tz.zone == 'UTC'
assert len(prices) == 10
assert len(prices.columns) == 12
@vcr.use_cassette('tests/fixtures/ticker_price_pandas_daily_metric_name.yaml')
def test_return_pandas_daily(self):
"""Test that one column is returned when a metric name is specified"""
@@ -55,6 +77,36 @@ class TestTiingoWithPython(TestCase):
self.assertTrue(isinstance(prices, pd.Series))
assert len(prices.index) == 10
@vcr.use_cassette('tests/fixtures/ticker_price_pandas_daily_metric_name_csv.yaml')
def test_return_pandas_daily_metric_name_csv(self):
"""Test that one column is returned when a metric name is specified and csv data requested
Request unadjusted close column to ensure data remains constant in case GOOGL splits
or distributes dividends.
"""
prices = self._client.get_dataframe("GOOGL", startDate='2018-01-05', metric_name='close',
endDate='2018-01-19', frequency='daily', fmt='csv')
self.assertTrue(isinstance(prices, pd.Series))
self.assertTrue(isinstance(prices.index, pd.DatetimeIndex))
assert prices.index.tz.zone == 'UTC'
assert prices.values.tolist() == [
1110.29,1114.21,1112.79,1110.14,1112.05,
1130.65,1130.7,1139.1,1135.97,1143.5]
assert len(prices.index) == 10
@vcr.use_cassette('tests/fixtures/ticker_price_pandas_daily_equivalent_requesting_json_or_csv.yaml')
def test_price_pandas_daily_equivalent_requesting_json_or_csv(self):
"""Test that equivalent data is returned when specifying reuqest format in json or csv.
"""
prices_json = self._client.get_dataframe("GOOGL",
startDate='2018-01-05', endDate='2018-01-19',
metric_name='close', frequency='daily')
prices_csv = self._client.get_dataframe("GOOGL",
startDate='2018-01-05', endDate='2018-01-19',
metric_name='close', frequency='daily', fmt='csv')
self.assertTrue(prices_json.equals(prices_csv))
@vcr.use_cassette('tests/fixtures/intraday_price.yaml')
def test_intraday_ticker_price(self):
"""Test the EOD Prices Endpoint with data param"""