Repair IEX Market Data filtering, Stock endpoint tests (#50)

docs/source/whatsnew.rst

@@ -1,15 +1,15 @@
-.. _whatsnew:
-
-**********
-What's New
-**********
-
-New features, bug fixes, and improvements for each release.
-
-.. include:: whatsnew/v0.3.0.txt
-
-Changelog
----------
-
-See
-`changelog <https://github.com/addisonlynch/iexfinance/blob/master/CHANGELOG.md>`__.
+.. _whatsnew:
+
+**********
+What's New
+**********
+
+New features, bug fixes, and improvements for each release.
+
+.. include:: whatsnew/v0.3.2.txt
+
+Changelog
+---------
+
+See
+`changelog <https://github.com/addisonlynch/iexfinance/blob/master/CHANGELOG.md>`__.

docs/source/whatsnew/v0.3.2.txt

@@ -0,0 +1,16 @@
+.. _whatsnew_032:
+
+
+v0.3.2 (TBA)
+-------------------------
+
+This is a minor release from 0.3.1, which repairs various bugs.
+
+
+Bug Fixes
+~~~~~~~~~
+
+-  IEX Market Data functions not filtering when symbol passed
+   `GH46 <https://github.com/addisonlynch/iexfinance/issues/46>`__
+-  Expected close test fails 
+   `GH45 <https://github.com/addisonlynch/iexfinance/issues/45>`__

iexfinance/market.py

@@ -28,19 +28,21 @@ def __init__(self, symbols=None, output_format='json', **kwargs):
             Additional request options
 
         """
-        if self.symbol_required:
-            if isinstance(symbols, str) and symbols:
-                self.symbols = [symbols]
-            elif isinstance(symbols, list) and len(symbols) in range(0, 10):
-                self.symbols = symbols
-            else:
+        syms = [symbols] if isinstance(symbols, str) else symbols
+        if isinstance(syms, list):
+            if len(syms) > self.symbol_limit:
+                raise ValueError("At most " + str(self.symbol_limit) +
+                                 "symbols may be entered at once.")
+        else:
+            if self.symbol_required:
                 raise ValueError("Please input a symbol or list of symbols.")
+        self.symbols = syms
         self.output_format = output_format
         super(Market, self).__init__(**kwargs)
 
     @property
     def params(self):
-        if self.symbol_required is True:
+        if self.symbols:
             return {"symbols": ",".join(self.symbols)}
         else:
             return {}
@@ -94,6 +96,10 @@ def symbol_required(self):
         """
         return False
 
+    @property
+    def symbol_limit(self):
+        raise NotImplementedError
+
 
 class TOPS(Market):
     """ Class to retrieve IEX TOPS data
@@ -110,6 +116,10 @@ class TOPS(Market):
     def url(self):
         return "tops"
 
+    @property
+    def symbol_limit(self):
+        return 10
+
 
 class Last(Market):
     """ Class to retrieve Last quote data
@@ -125,6 +135,10 @@ class Last(Market):
     def url(self):
         return "tops/last"
 
+    @property
+    def symbol_limit(self):
+        return 10
+
 
 class DEEP(Market):
     """ Class to retrieve DEEP order book data
@@ -153,6 +167,10 @@ def acc_pandas(self):
     def symbol_required(self):
         return True
 
+    @property
+    def symbol_limit(self):
+        return 1
+
 
 class Book(Market):
     """ Class to retrieve IEX DEEP Book data
@@ -167,10 +185,18 @@ class Book(Market):
     -----
     Will return empty outside of trading hours
     """
+    @property
+    def acc_pandas(self):
+        return False
+
     @property
     def url(self):
         return "deep/book"
 
     @property
     def symbol_required(self):
         return True
+
+    @property
+    def symbol_limit(self):
+        return 10

tests/test_market.py

@@ -7,19 +7,21 @@
 
 class TestMarket(object):
 
-    @pytest.mark.xfail(reason="Market data only available during market open")
+    def setup_class(self):
+        self.bad = ["AAPL", "TSLA", "MSFT", "F", "GOOGL", "STM", "DAL",
+                    "UVXY", "SPY", "DIA", "SVXY", "CMG", "LUV"]
+
     def test_last_json_default(self):
         ls = get_market_last()
 
-        assert isinstance(ls, list)
+        assert isinstance(ls, list) and len(ls) > 7500
 
-    @pytest.mark.xfail(reason="Market data only available during market open")
     def test_last_json_syms(self):
         ls = get_market_last("AAPL")
         ls2 = get_market_last(["AAPL", "TSLA"])
 
-        assert isinstance(ls, list)
-        assert isinstance(ls2, list)
+        assert isinstance(ls, list) and len(ls) == 1
+        assert isinstance(ls2, list) and len(ls2) == 2
 
     @pytest.mark.xfail(reason="Market data only available during market open")
     def test_last_pandas(self):
@@ -31,21 +33,25 @@ def test_last_pandas(self):
         assert isinstance(df2, DataFrame)
         assert isinstance(df3, DataFrame)
 
-    @pytest.mark.xfail(reason="Market data only available during market open")
+    def test_last_too_many_symbols(self):
+        with pytest.raises(ValueError):
+            get_market_last(self.bad)
+
     def test_TOPS_json_default(self):
         ls = get_market_tops()
 
-        assert isinstance(ls, list)
+        assert isinstance(ls, list) and len(ls) > 7500
 
-    @pytest.mark.xfail(reason="Market data only available during market open")
     def test_TOPS_json_syms(self):
         ls = get_market_tops("AAPL")
         ls2 = get_market_tops(["AAPL", "TSLA"])
 
-        assert isinstance(ls, list)
-        assert isinstance(ls2, list)
-        assert len(ls) == 1
-        assert len(ls2) == 2
+        assert isinstance(ls, list) and len(ls) == 1
+        assert isinstance(ls2, list) and len(ls2) == 2
+
+    def test_TOPS_too_many_symbols(self):
+        with pytest.raises(ValueError):
+            get_market_tops(self.bad)
 
     @pytest.mark.xfail(reason="Market data only available during market open")
     def test_TOPS_pandas(self):
@@ -55,38 +61,34 @@ def test_TOPS_pandas(self):
         assert isinstance(df, DataFrame)
         assert isinstance(df2, DataFrame)
 
-    @pytest.mark.xfail(reason="Market data only available during market open")
     def test_DEEP_json_default(self):
         with pytest.raises(ValueError):
             get_market_deep()
 
-    @pytest.mark.xfail(reason="Market data only available during market open")
     def test_DEEP_json_syms(self):
         js = get_market_deep("AAPL")
-        js2 = get_market_deep(["AAPL", "TSLA"])
 
         assert isinstance(js, dict)
-        assert isinstance(js2, dict)
 
     @pytest.mark.xfail(reason="Market data only available during market open")
     def test_DEEP_pandas(self):
         with pytest.raises(ValueError):
             get_market_deep("AAPL", output_format='pandas')
+
+    def test_DEEP_too_many_syms(self):
         with pytest.raises(ValueError):
-            get_market_deep(["AAPL", "TSLA"], output_format='pandas')
+            get_market_deep(["AAPL", "TSLA"])
 
-    @pytest.mark.xfail(reason="Market data only available during market open")
     def test_Book_json_default(self):
         with pytest.raises(ValueError):
             get_market_book()
 
-    @pytest.mark.xfail(reason="Market data only available during market open")
     def test_Book_json_syms(self):
         js = get_market_book("AAPL")
         js2 = get_market_book(["AAPL", "TSLA"])
 
-        assert isinstance(js, dict)
-        assert isinstance(js2, dict)
+        assert isinstance(js, dict) and len(js) == 1
+        assert isinstance(js2, dict) and len(js2) == 2
 
     @pytest.mark.xfail(reason="Market data only available during market open")
     def test_Book_pandas(self):
@@ -95,3 +97,7 @@ def test_Book_pandas(self):
 
         assert isinstance(df, DataFrame)
         assert isinstance(df2, DataFrame)
+
+    def test_Book_too_many_symbols(self):
+        with pytest.raises(ValueError):
+            get_market_book(self.bad)

tests/test_stock.py

@@ -817,12 +817,12 @@ def test_single_historical_json(self):
         assert len(f["AAPL"]) == 73
 
         expected1 = f["AAPL"]["2017-02-09"]
-        assert expected1["close"] == 132.42
-        assert expected1["high"] == 132.445
+        assert expected1["close"] == pytest.approx(132.42, 3)
+        assert expected1["high"] == pytest.approx(132.445, 3)
 
         expected2 = f["AAPL"]["2017-05-24"]
-        assert expected2["close"] == 153.34
-        assert expected2["high"] == 154.17
+        assert expected2["close"] == pytest.approx(153.34, 3)
+        assert expected2["high"] == pytest.approx(154.17, 3)
 
     def test_single_historical_pandas(self):
 
@@ -833,12 +833,12 @@ def test_single_historical_pandas(self):
         assert len(f) == 73
 
         expected1 = f.loc["2017-02-09"]
-        assert expected1["close"] == 132.42
-        assert expected1["high"] == 132.445
+        assert expected1["close"] == pytest.approx(132.42, 3)
+        assert expected1["high"] == pytest.approx(132.445, 3)
 
         expected2 = f.loc["2017-05-24"]
-        assert expected2["close"] == 153.34
-        assert expected2["high"] == 154.17
+        assert expected2["close"] == pytest.approx(153.34, 3)
+        assert expected2["high"] == pytest.approx(154.17, 3)
 
     def test_batch_historical_json(self):
 
@@ -856,20 +856,20 @@ def test_batch_historical_json(self):
         assert len(t) == 73
 
         expected1 = a["2017-02-09"]
-        assert expected1["close"] == 132.42
-        assert expected1["high"] == 132.445
+        assert expected1["close"] == pytest.approx(132.42, 3)
+        assert expected1["high"] == pytest.approx(132.445, 3)
 
         expected2 = a["2017-05-24"]
-        assert expected2["close"] == 153.34
-        assert expected2["high"] == 154.17
+        assert expected2["close"] == pytest.approx(153.34, 3)
+        assert expected2["high"] == pytest.approx(154.17, 3)
 
         expected1 = t["2017-02-09"]
-        assert expected1["close"] == 269.20
-        assert expected1["high"] == 271.18
+        assert expected1["close"] == pytest.approx(269.20, 3)
+        assert expected1["high"] == pytest.approx(271.18, 3)
 
         expected2 = t["2017-05-24"]
-        assert expected2["close"] == 310.22
-        assert expected2["high"] == 311.0
+        assert expected2["close"] == pytest.approx(310.22, 3)
+        assert expected2["high"] == pytest.approx(311.0, 3)
 
     def test_batch_historical_pandas(self):
 
@@ -887,20 +887,20 @@ def test_batch_historical_pandas(self):
         assert len(t) == 73
 
         expected1 = a.loc["2017-02-09"]
-        assert expected1["close"] == 132.42
-        assert expected1["high"] == 132.445
+        assert expected1["close"] == pytest.approx(132.42, 3)
+        assert expected1["high"] == pytest.approx(132.445, 3)
 
         expected2 = a.loc["2017-05-24"]
-        assert expected2["close"] == 153.34
-        assert expected2["high"] == 154.17
+        assert expected2["close"] == pytest.approx(153.34, 3)
+        assert expected2["high"] == pytest.approx(154.17, 3)
 
         expected1 = t.loc["2017-02-09"]
-        assert expected1["close"] == 269.20
-        assert expected1["high"] == 271.18
+        assert expected1["close"] == pytest.approx(269.20, 3)
+        assert expected1["high"] == pytest.approx(271.18, 3)
 
         expected2 = t.loc["2017-05-24"]
-        assert expected2["close"] == 310.22
-        assert expected2["high"] == 311.0
+        assert expected2["close"] == pytest.approx(310.22, 3)
+        assert expected2["high"] == pytest.approx(311.0, 3)
 
     def test_invalid_dates(self):
         start = datetime(2010, 5, 9)