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Merge pull request #64 from jugaad-py/test-cleanup
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Test cleanup
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@sevakram
sevakram committed Dec 3, 2023
2 parents 22ad6b5 + 6996bf7 commit 6fa85fa
Showing 1 changed file with 0 additions and 247 deletions.
247 changes: 0 additions & 247 deletions tests/test_nse.py
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Original file line number Diff line number Diff line change
Expand Up @@ -153,237 +153,11 @@ def test_stock_df(self):
assert df['DATE'].iloc[0] == np.datetime64("2002-01-15")
assert df['DATE'].iloc[-1] == np.datetime64("2001-01-15")
assert df['OPEN'].iloc[0] == 220

"""
def test__stock_futures(self):
from_date = date(2020, 7, 1)
to_date = date(2020, 7, 30)
expiry_date = to_date
j = h._stock_futures("SBIN", from_date, to_date, expiry_date)
assert j[0]["FH_TIMESTAMP"] == "30-Jul-2020"
assert j[-1]["FH_TIMESTAMP"] == "01-Jul-2020"
for k, v in j[0].items():
print("{}\t{}".format(k, v))
print(len(j[0]))
assert False
def test_stock_futures_raw(self):
from_date = date(2020, 6, 1)
to_date = date(2020, 7, 30)
expiry_date = to_date
j = h.stock_futures_raw("SBIN", from_date, to_date, expiry_date)
assert j[0]["FH_TIMESTAMP"] == "30-Jul-2020"
assert j[-1]["FH_TIMESTAMP"] == "01-Jun-2020"
app_name = nse.APP_NAME + '-stock-fut'
files = os.listdir(user_cache_dir(app_name, app_name))
assert len(files) == 2
"""

class TestDerivatives(TestCase):
def setUp(self):
setup_test(self)

# def test__stock_futures(self):
# """ Test stock futures at _derivative level ie without _pool"""
# from_date = date(2020, 6, 1)
# to_date = date(2020, 7, 30)
# expiry_date = to_date
# instrument = "FUTSTK"
# j = h._derivatives("SBIN", from_date, to_date, expiry_date, instrument_type=instrument)
# assert j[0]['FH_TIMESTAMP'] == to_date.strftime("%d-%b-%Y")
# assert j[-1]['FH_TIMESTAMP'] == from_date.strftime("%d-%b-%Y")
# assert j[0]['FH_INSTRUMENT'] == instrument
# assert j[0]['FH_LAST_TRADED_PRICE'] == '185.95'

# def test__stock_options(self):
# from_date = date(2020, 7, 1)
# to_date = date(2020, 7, 30)
# expiry_date = to_date
# instrument = "OPTSTK"
# strike_price = 190
# j = h._derivatives("SBIN", from_date, to_date, expiry_date, instrument_type=instrument,
# strike_price=strike_price, option_type="CE")
# """ Warning - NSE's website not giving data for last two days, this function cannot be tested right now """
# # assert j[0]['FH_TIMESTAMP'] == to_date.strftime("%d-%b-%Y")
# assert j[-1]['FH_TIMESTAMP'] == from_date.strftime("%d-%b-%Y")
# assert j[0]['FH_INSTRUMENT'] == instrument
# assert j[0]['FH_LAST_TRADED_PRICE'] == '2.60'
# assert j[0]['FH_OPTION_TYPE'] == "CE"
# warnings.warn("Test is work in progress because NSE's new website does not provide correct Derivatives data")

# def test_index_futures(self):
# """ Test stock futures at _derivative level ie without _pool"""
# from_date = date(2020, 7, 1)
# to_date = date(2020, 7, 30)
# expiry_date = to_date
# instrument = "FUTIDX"
# j = h._derivatives("NIFTY", from_date, to_date, expiry_date, instrument_type=instrument)
# assert j[0]['FH_TIMESTAMP'] == to_date.strftime("%d-%b-%Y")
# assert j[-1]['FH_TIMESTAMP'] == from_date.strftime("%d-%b-%Y")
# assert j[0]['FH_INSTRUMENT'] == instrument
# assert j[0]['FH_LAST_TRADED_PRICE'] == '11101.35'


# def test__index_options(self):
# from_date = date(2020, 7, 1)
# to_date = date(2020, 7, 30)
# expiry_date = to_date
# instrument = "OPTIDX"
# strike_price = 10500
# j = h._derivatives("NIFTY", from_date, to_date, expiry_date, instrument_type=instrument,
# strike_price=strike_price, option_type="CE")
# assert j[0]['FH_TIMESTAMP'] == to_date.strftime("%d-%b-%Y")
# assert j[-1]['FH_TIMESTAMP'] == from_date.strftime("%d-%b-%Y")
# assert j[0]['FH_INSTRUMENT'] == instrument
# assert j[0]['FH_LAST_TRADED_PRICE'] == '603.35'
# assert j[0]['FH_OPTION_TYPE'] == "CE"

# def test_errors(self):
# from_date = date(2020, 7, 1)
# to_date = date(2020, 7, 30)
# expiry_date = to_date
# instrument = "OPTIDX"
# strike_price = 10500
# with pytest.raises(Exception):
# h._derivatives("NIFTY", from_date, to_date, expiry_date, instrument_type=instrument)
# h._derivatives("NIFTY", from_date, to_date, expiry_date, instrument_type=instrument, strike_price=33)
# h._derivatives("NIFTY", from_date, to_date, expiry_date, instrument_type=instrument, option_type="CE")

# def test_derivative_raw(self):
# from_date = date(2020, 6, 1)
# to_date = date(2020, 7, 30)
# expiry_date = to_date
# instrument = "OPTIDX"
# strike_price = 10500
# j = h.derivatives_raw("NIFTY", from_date, to_date, expiry_date, instrument_type=instrument,
# strike_price=strike_price, option_type="CE")
# assert j[0]['FH_TIMESTAMP'] == to_date.strftime("%d-%b-%Y")
# assert j[-1]['FH_TIMESTAMP'] == from_date.strftime("%d-%b-%Y")
# assert j[0]['FH_INSTRUMENT'] == instrument
# assert j[0]['FH_LAST_TRADED_PRICE'] == '603.35'
# assert j[0]['FH_OPTION_TYPE'] == "CE"
# app_name = nse.APP_NAME + '-derivatives'
# files = os.listdir(user_cache_dir(app_name, app_name))
# assert len(files) == 2
# assert '2020-07-30-2020-07-01-OPTIDX-CE-10500-NIFTY-2020-07-30' in files
# assert '2020-07-30-2020-06-01-OPTIDX-CE-10500-NIFTY-2020-06-30' in files

# def test_futures_csv(self):
# symbol = "NIFTY"
# from_date = date(2020, 6, 1)
# to_date = date(2020, 7, 30)
# expiry_date = to_date
# instrument = "FUTIDX"
# j = nse.derivatives_csv(symbol , from_date, to_date, expiry_date, instrument_type=instrument, output="/tmp/x.csv")
# with open(j) as fp:
# r = list(csv.reader(fp))
# assert r[0][0] == "DATE"
# assert r[1][0] == to_date.strftime("%d-%b-%Y")
# assert r[-1][0] == from_date.strftime("%d-%b-%Y")
# assert r[-1][2] == "9626.85"
# assert r[1][2] == "11253.65"

# symbol = "SBIN"
# instrument = "FUTSTK"
# j = nse.derivatives_csv(symbol , from_date, to_date, expiry_date, instrument_type=instrument, output="/tmp/x.csv")
# with open(j) as fp:
# r = list(csv.reader(fp))
# assert r[0][0] == "DATE"
# assert r[1][0] == to_date.strftime("%d-%b-%Y")
# assert r[-1][0] == from_date.strftime("%d-%b-%Y")
# assert r[-1][2] == "162.65"
# assert r[1][2] == "192.85"

# def test_options_csv(self):
# symbol = "NIFTY"
# from_date = date(2020, 6, 1)
# to_date = date(2020, 7, 30)
# expiry_date = to_date
# instrument = "OPTIDX"
# strike_price = 10000
# option_type = "CE"
# j = nse.derivatives_csv(symbol , from_date, to_date, expiry_date, instrument_type=instrument,
# option_type=option_type, strike_price=strike_price, output="/tmp/x.csv")
# with open(j) as fp:
# r = list(csv.reader(fp))
# assert r[0][0] == "DATE"
# #assert r[1][0] == to_date.strftime("%d-%b-%Y")
# assert r[-1][0] == from_date.strftime("%d-%b-%Y")
# assert r[-1][1] == expiry_date.strftime("%d-%b-%Y")
# assert r[-1][2] == "CE"
# assert r[-1][3] == "10000.00"
# assert r[-1][4] == "219.90"
# #assert r[1][4] == "469.05"

# symbol = "SBIN"
# instrument = "OPTSTK"
# strike_price = 190
# option_type = "CE"
# j = nse.derivatives_csv(symbol , from_date, to_date, expiry_date, instrument_type=instrument,
# option_type=option_type, strike_price=strike_price, output="/tmp/x.csv")
# with open(j) as fp:
# r = list(csv.reader(fp))
# assert r[0][0] == "DATE"
# #assert r[1][0] == to_date.strftime("%d-%b-%Y")
# assert r[-1][0] == from_date.strftime("%d-%b-%Y")
# assert r[-1][1] == expiry_date.strftime("%d-%b-%Y")
# assert r[-1][2] == "CE"
# assert r[-1][3] == "190.00"
# assert r[-1][4] == "6.05"
# #assert r[1][4] == "469.05"
# warnings.warn("Test is work in progress because NSE's new website does not provide correct Derivatives data")

# def test_futures_df(self):
# symbol = "NIFTY"
# from_date = date(2020, 6, 1)
# to_date = date(2020, 7, 30)
# expiry_date = to_date
# instrument = "FUTIDX"
# j = nse.derivatives_df(symbol , from_date, to_date, expiry_date, instrument_type=instrument)
# assert j.columns[0] == "DATE"
# assert j["DATE"].iloc[0] == to_date
# assert j["DATE"].iloc[-1] == from_date
# assert j["OPEN"].iloc[-1] == 9626.85
# assert j["OPEN"].iloc[0] == 11253.65
# symbol = "SBIN"
# instrument = "FUTSTK"
# j = nse.derivatives_df(symbol , from_date, to_date, expiry_date, instrument_type=instrument)
# assert j.columns[0] == "DATE"
# assert j["DATE"].iloc[0] == to_date
# assert j["DATE"].iloc[-1] == from_date
# assert j["OPEN"].iloc[-1] == 162.65
# assert j["OPEN"].iloc[0] == 192.85

# def test_options_df(self):
# symbol = "NIFTY"
# from_date = date(2020, 6, 1)
# to_date = date(2020, 7, 30)
# expiry_date = to_date
# instrument = "OPTIDX"
# strike_price = 10000.0
# option_type = "CE"
# j = nse.derivatives_df(symbol , from_date, to_date, expiry_date, instrument_type=instrument,
# strike_price=strike_price, option_type=option_type)
# assert j.columns[0] == "DATE"
# # assert j["DATE"].iloc[0] == to_date
# assert j["DATE"].iloc[-1] == from_date
# assert j["OPEN"].iloc[-1] == 219.90
# #assert j["OPEN"].iloc[0] == 1250.8

# symbol = "SBIN"
# instrument = "OPTSTK"
# strike_price = 190.0
# option_type = "PE"
# j = nse.derivatives_df(symbol , from_date, to_date, expiry_date, instrument_type=instrument,
# strike_price=strike_price, option_type=option_type)
# print(j.iloc[0])
# assert j.columns[0] == "DATE"
# assert j["DATE"].iloc[0] == to_date
# assert j["DATE"].iloc[-1] == from_date
# assert j["LTP"].iloc[-1] == 32.95
# assert j["OPEN"].iloc[0] == 0.75


class TestIndexHistory(TestCase):
def setUp(self):
Expand All @@ -397,18 +171,6 @@ def test__post(self):
r = h._post_json("mypath", params=params)
assert json.loads(r.json()['data']) == params

# def test_index(self):
# h = nse.NSEIndexHistory()
# symbol = "NIFTY 50"
# from_date = date(2020, 6, 1)
# to_date = date(2020, 7, 30)
# d = h._index(symbol, from_date, to_date)
# assert d[0]['Index Name'] == 'Nifty 50'
# assert d[0]['HistoricalDate'] == '30 Jul 2020'
# assert d[-1]['HistoricalDate'] == '01 Jun 2020'
# app_name = nse.APP_NAME + '-index'
# files = os.listdir(user_cache_dir(app_name, app_name))
# assert len(files) == 1

def test_index_raw(self):
symbol = "NIFTY 50"
Expand All @@ -432,15 +194,6 @@ def test_index_csv(self):
rows = [x.split(',') for x in text.split('\n')]
assert rows[1][2] == raw[0]['OPEN']

# def test_index_df(self):
# from_date = date(2001,3,15)
# to_date = date(2001,6,15)
# raw = nse.index_raw("NIFTY 50", from_date, to_date)
# df = nse.index_df("NIFTY 50", from_date, to_date)
# print(df.head())
# assert float(raw[0]['OPEN']) == df.iloc[0]['OPEN']
# assert float(raw[0]['CLOSE']) == df.iloc[0]['CLOSE']
# assert df.iloc[0]['HistoricalDate'] == date(2001,6,15)

def test_expiry_dates():
dt = date(2020,1,1)
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