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TST: Better tests for yahoo finance features.
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pandas/io/tests/test_yahoo.py

Lines changed: 15 additions & 21 deletions
Original file line numberDiff line numberDiff line change
@@ -83,8 +83,6 @@ def test_get_data(self):
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sl = ['AAPL', 'AMZN', 'GOOG']
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pan = web.get_data_yahoo(sl, '2012')
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ts = pan.Close.GOOG.index[pan.Close.AAPL > pan.Close.GOOG]
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# the provider results are subject to change, disabled. GH2847
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# assert result == expected
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assert ts[0].dayofyear == 96
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dfi = web.get_components_yahoo('^DJI')
@@ -93,33 +91,29 @@ def test_get_data(self):
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result = pan.Close.ix['01-18-12'][['GE', 'MSFT', 'INTC']].tolist()
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assert result == expected
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96-
pan = web.get_data_yahoo(dfi, 'JAN-01-12', 'JAN-31-12',
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adjust_price=True)
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expected = [18.38, 27.45, 24.54]
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result = pan.Close.ix['01-18-12'][['GE', 'MSFT', 'INTC']].tolist()
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# the provider results are subject to change, disabled. GH2847
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# assert result == expected
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# sanity checking
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t= np.array(result)
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assert np.issubdtype(t.dtype, np.floating)
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assert t.shape == (3,)
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108-
pan = web.get_data_yahoo(dfi, '2011', ret_index=True)
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d = [[ 1.01757469, 1.01130524, 1.02414183],
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[ 1.00292912, 1.00770812, 1.01735194],
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[ 1.00820152, 1.00462487, 1.01320257],
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[ 1.08025776, 0.99845838, 1.00113165]]
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expected = pd.DataFrame(d)
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result = pan.Ret_Index.ix['01-18-11':'01-21-11'][['GE', 'INTC', 'MSFT']]
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# the provider results are subject to change, disabled. GH2847
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# assert_almost_equal(result.values, expected.values)
99+
expected = [[ 18.99, 28.4 , 25.18],
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[ 18.58, 28.31, 25.13],
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[ 19.03, 28.16, 25.52],
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[ 18.81, 28.82, 25.87]]
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result = pan.Open.ix['Jan-15-12':'Jan-20-12'][['GE', 'MSFT', 'INTC']].values
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assert (result == expected).all()
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#Check ret_index
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pan = web.get_data_yahoo(['GE', 'INTC', 'IBM'], '1977', '1987',
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ret_index=True)
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tstamp = pan.Ret_Index.INTC.first_valid_index()
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result = pan.Ret_Index.ix[tstamp]['INTC']
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expected = 1.0
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assert result == expected
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# sanity checking
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t= np.array(result)
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t= np.array(pan)
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assert np.issubdtype(t.dtype, np.floating)
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assert t.shape == (4, 3)
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if __name__ == '__main__':

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