From 7e61376e6cf7cc996652a56a89a05dc5d02c57a0 Mon Sep 17 00:00:00 2001 From: sevakram <69081175+sevakram@users.noreply.github.com> Date: Sun, 3 Dec 2023 17:08:30 +0000 Subject: [PATCH 1/2] Test cleanup --- tests/test_nse.py | 26 -------------------------- 1 file changed, 26 deletions(-) diff --git a/tests/test_nse.py b/tests/test_nse.py index 146bf2d..1283ac2 100644 --- a/tests/test_nse.py +++ b/tests/test_nse.py @@ -153,32 +153,6 @@ 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): From 6996bf721d33fb117e67c949118c3119d836d3db Mon Sep 17 00:00:00 2001 From: sevakram <69081175+sevakram@users.noreply.github.com> Date: Sun, 3 Dec 2023 17:19:34 +0000 Subject: [PATCH 2/2] test cleanup --- tests/test_nse.py | 221 ---------------------------------------------- 1 file changed, 221 deletions(-) diff --git a/tests/test_nse.py b/tests/test_nse.py index 1283ac2..a894aa5 100644 --- a/tests/test_nse.py +++ b/tests/test_nse.py @@ -158,206 +158,6 @@ 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): @@ -371,18 +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" @@ -406,15 +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)