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TST: Fix capitalization
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@matthewgilbert
matthewgilbert committed Aug 19, 2021
1 parent b9db559 commit f934c85
Showing 1 changed file with 37 additions and 37 deletions.
74 changes: 37 additions & 37 deletions src/blp/test/test_blp.py
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Original file line number Diff line number Diff line change
Expand Up @@ -8,7 +8,7 @@
import pandas
import pytest
import pytz
from pandas import Timestamp as ts
from pandas import Timestamp as TS
from pandas.testing import assert_frame_equal, assert_series_equal

from blp import blp
Expand Down Expand Up @@ -460,28 +460,28 @@ def historical_response():
"fieldData": [
{
"fieldData": {
"date": ts("2018-01-02 00:00:00"),
"date": TS("2018-01-02 00:00:00"),
"PX_LAST": 268.77,
"PX_VOLUME": 86655749.0,
}
},
{
"fieldData": {
"date": ts("2018-01-03 00:00:00"),
"date": TS("2018-01-03 00:00:00"),
"PX_LAST": 270.47,
"PX_VOLUME": 90070416.0,
}
},
{
"fieldData": {
"date": ts("2018-01-04 00:00:00"),
"date": TS("2018-01-04 00:00:00"),
"PX_LAST": 271.61,
"PX_VOLUME": 80636408.0,
}
},
{
"fieldData": {
"date": ts("2018-01-05 00:00:00"),
"date": TS("2018-01-05 00:00:00"),
"PX_LAST": 273.42,
"PX_VOLUME": 83523995.0,
}
Expand Down Expand Up @@ -511,28 +511,28 @@ def historical_response():
"fieldData": [
{
"fieldData": {
"date": ts("2018-01-02 00:00:00"),
"date": TS("2018-01-02 00:00:00"),
"PX_LAST": 154.25,
"PX_VOLUME": 4202503.0,
}
},
{
"fieldData": {
"date": ts("2018-01-03 00:00:00"),
"date": TS("2018-01-03 00:00:00"),
"PX_LAST": 158.49,
"PX_VOLUME": 9441567.0,
}
},
{
"fieldData": {
"date": ts("2018-01-04 00:00:00"),
"date": TS("2018-01-04 00:00:00"),
"PX_LAST": 161.7,
"PX_VOLUME": 7556249.0,
}
},
{
"fieldData": {
"date": ts("2018-01-05 00:00:00"),
"date": TS("2018-01-05 00:00:00"),
"PX_LAST": 162.49,
"PX_VOLUME": 5195764.0,
}
Expand Down Expand Up @@ -1253,8 +1253,8 @@ def mock_non_applicable_field_one_valid_hist():
"sequenceNumber": 0,
"fieldExceptions": [],
"fieldData": [
{"fieldData": {"date": ts("2018-01-05 00:00:00"), "PX_LAST": 419515.0}},
{"fieldData": {"date": ts("2018-01-12 00:00:00"), "PX_LAST": 412654.0}},
{"fieldData": {"date": TS("2018-01-05 00:00:00"), "PX_LAST": 419515.0}},
{"fieldData": {"date": TS("2018-01-12 00:00:00"), "PX_LAST": 412654.0}},
],
}
}
Expand Down Expand Up @@ -1364,8 +1364,8 @@ def mock_valid_eco_hist():
"sequenceNumber": 0,
"fieldExceptions": [],
"fieldData": [
{"fieldData": {"date": ts("2018-01-05 00:00:00"), "PX_LAST": 419515.0}},
{"fieldData": {"date": ts("2018-01-12 00:00:00"), "PX_LAST": 412654.0}},
{"fieldData": {"date": TS("2018-01-05 00:00:00"), "PX_LAST": 419515.0}},
{"fieldData": {"date": TS("2018-01-12 00:00:00"), "PX_LAST": 412654.0}},
],
}
}
Expand Down Expand Up @@ -1465,8 +1465,8 @@ def parser_parse_historical():
"sequenceNumber": 0,
"fieldExceptions": [],
"fieldData": [
{"fieldData": {"date": ts("2018-01-02 00:00:00"), "PX_LAST": 268.77}},
{"fieldData": {"date": ts("2018-01-03 00:00:00"), "PX_LAST": 270.47}},
{"fieldData": {"date": TS("2018-01-02 00:00:00"), "PX_LAST": 268.77}},
{"fieldData": {"date": TS("2018-01-03 00:00:00"), "PX_LAST": 270.47}},
],
}
}
Expand All @@ -1478,7 +1478,7 @@ def parser_parse_historical():
{
"security": "SPY US Equity",
"fields": ["PX_LAST"],
"data": [{"date": ts(2018, 1, 2), "PX_LAST": 268.77}, {"date": ts(2018, 1, 3), "PX_LAST": 270.47}],
"data": [{"date": TS(2018, 1, 2), "PX_LAST": 268.77}, {"date": TS(2018, 1, 3), "PX_LAST": 270.47}],
}
]
parse_steps = None
Expand Down Expand Up @@ -1511,7 +1511,7 @@ def parser_parse_multi_historical():
"eidData": [],
"sequenceNumber": 0,
"fieldExceptions": [],
"fieldData": [{"fieldData": {"date": ts("2018-01-03 00:00:00"), "PX_LAST": 270.47}}],
"fieldData": [{"fieldData": {"date": TS("2018-01-03 00:00:00"), "PX_LAST": 270.47}}],
}
}
},
Expand All @@ -1533,16 +1533,16 @@ def parser_parse_multi_historical():
"eidData": [],
"sequenceNumber": 1,
"fieldExceptions": [],
"fieldData": [{"fieldData": {"date": ts("2018-01-03 00:00:00"), "PX_LAST": 126.09}}],
"fieldData": [{"fieldData": {"date": TS("2018-01-03 00:00:00"), "PX_LAST": 126.09}}],
}
}
},
},
},
]
parsed = [
{"security": "SPY US Equity", "fields": ["PX_LAST"], "data": [{"date": ts(2018, 1, 3), "PX_LAST": 270.47}]},
{"security": "TLT US Equity", "fields": ["PX_LAST"], "data": [{"date": ts(2018, 1, 3), "PX_LAST": 126.09}]},
{"security": "SPY US Equity", "fields": ["PX_LAST"], "data": [{"date": TS(2018, 1, 3), "PX_LAST": 270.47}]},
{"security": "TLT US Equity", "fields": ["PX_LAST"], "data": [{"date": TS(2018, 1, 3), "PX_LAST": 126.09}]},
]
parse_steps = None
return parse_steps, request, response, parsed
Expand Down Expand Up @@ -2099,7 +2099,7 @@ def parser_parse_intraday_bar():
"barTickData": [
{
"barTickData": {
"time": ts("2019-04-24 08:00:00"),
"time": TS("2019-04-24 08:00:00"),
"open": 65.85,
"high": 65.89,
"low": 65.85,
Expand All @@ -2111,7 +2111,7 @@ def parser_parse_intraday_bar():
},
{
"barTickData": {
"time": ts("2019-04-24 08:01:00"),
"time": TS("2019-04-24 08:01:00"),
"open": 65.87,
"high": 65.87,
"low": 65.83,
Expand All @@ -2133,7 +2133,7 @@ def parser_parse_intraday_bar():
"security": "CL1 Comdty",
"data": [
{
"time": ts("2019-04-24 08:00:00"),
"time": TS("2019-04-24 08:00:00"),
"open": 65.85,
"high": 65.89,
"low": 65.85,
Expand All @@ -2143,7 +2143,7 @@ def parser_parse_intraday_bar():
"value": 37215.16,
},
{
"time": ts("2019-04-24 08:01:00"),
"time": TS("2019-04-24 08:01:00"),
"open": 65.87,
"high": 65.87,
"low": 65.83,
Expand Down Expand Up @@ -2186,15 +2186,15 @@ def parser_parse_intraday_tick():
"tickData": [
{
"tickData": {
"time": ts("2019-04-24 08:00:00"),
"time": TS("2019-04-24 08:00:00"),
"type": "TRADE",
"value": 65.85,
"size": 4,
}
}, # noqa: E501
{
"tickData": {
"time": ts("2019-04-24 08:00:00"),
"time": TS("2019-04-24 08:00:00"),
"type": "TRADE",
"value": 65.85,
"size": 2,
Expand All @@ -2211,8 +2211,8 @@ def parser_parse_intraday_tick():
{
"security": "CL1 Comdty",
"data": [
{"time": ts("2019-04-24 08:00:00"), "type": "TRADE", "value": 65.85, "size": 4},
{"time": ts("2019-04-24 08:00:00"), "type": "TRADE", "value": 65.85, "size": 2},
{"time": TS("2019-04-24 08:00:00"), "type": "TRADE", "value": 65.85, "size": 4},
{"time": TS("2019-04-24 08:00:00"), "type": "TRADE", "value": 65.85, "size": 2},
],
"events": ["TRADE"],
}
Expand Down Expand Up @@ -2247,23 +2247,23 @@ def parser_parse_intraday_tick_multi():
"tickData": [
{
"tickData": {
"time": ts("2019-04-24 08:00:00"),
"time": TS("2019-04-24 08:00:00"),
"type": "BID",
"value": 65.85,
"size": 4,
}
},
{
"tickData": {
"time": ts("2019-04-24 08:00:00"),
"time": TS("2019-04-24 08:00:00"),
"type": "BID",
"value": 65.85,
"size": 9,
}
},
{
"tickData": {
"time": ts("2019-04-24 08:00:00"),
"time": TS("2019-04-24 08:00:00"),
"type": "ASK",
"value": 65.86,
"size": 50,
Expand All @@ -2280,9 +2280,9 @@ def parser_parse_intraday_tick_multi():
{
"security": "CL1 Comdty",
"data": [
{"time": ts("2019-04-24 08:00:00"), "type": "BID", "value": 65.85, "size": 4},
{"time": ts("2019-04-24 08:00:00"), "type": "BID", "value": 65.85, "size": 9},
{"time": ts("2019-04-24 08:00:00"), "type": "ASK", "value": 65.86, "size": 50},
{"time": TS("2019-04-24 08:00:00"), "type": "BID", "value": 65.85, "size": 4},
{"time": TS("2019-04-24 08:00:00"), "type": "BID", "value": 65.85, "size": 9},
{"time": TS("2019-04-24 08:00:00"), "type": "ASK", "value": 65.86, "size": 50},
],
"events": ["BID", "ASK"],
}
Expand Down Expand Up @@ -2478,7 +2478,7 @@ def test_collectors(parsed_data, collector, exp_res):
def test_bdh(bquery):
df = bquery.bdh(["SPY US Equity"], ["PX_VOLUME"], start_date="20180102", end_date="20180103")
df_expect = pandas.DataFrame(
[(ts(2018, 1, 2), "SPY US Equity", 86655749.0), (ts(2018, 1, 3), "SPY US Equity", 90070416.0)],
[(TS(2018, 1, 2), "SPY US Equity", 86655749.0), (TS(2018, 1, 3), "SPY US Equity", 90070416.0)],
columns=["date", "security", "PX_VOLUME"],
)
assert_frame_equal(df, df_expect)
Expand All @@ -2496,7 +2496,7 @@ def test_bdh_infer():
end_date="20180103",
)
df_expect = pandas.DataFrame(
[(ts(2018, 1, 2), "SPY US Equity", 268.77), (ts(2018, 1, 3), "SPY US Equity", 270.47)],
[(TS(2018, 1, 2), "SPY US Equity", 268.77), (TS(2018, 1, 3), "SPY US Equity", 270.47)],
columns=["date", "security", "PX_LAST_ACTUAL"],
)
assert_frame_equal(df, df_expect)
Expand All @@ -2517,7 +2517,7 @@ def test_bdh_coerce_none():
)
dtypes = {"PX_VOLUME": numpy.dtype("float64")}
df_expect = pandas.DataFrame(
[(ts(2018, 1, 5), "DOESCRUD Index", None, 419515.0)],
[(TS(2018, 1, 5), "DOESCRUD Index", None, 419515.0)],
columns=["date", "security", "PX_VOLUME", "PX_LAST"],
).astype(dtypes)
assert_frame_equal(df, df_expect)
Expand Down

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