TST: Expanded test coverage of yahoo finance funcs

Author: nehalecky

pandas/io/tests/test_yahoo.py

@@ -1,14 +1,16 @@
-from pandas.util.py3compat import StringIO, BytesIO
-from datetime import datetime
-import csv
-import os
-import sys
-import re
 import unittest
-import pandas.io.data as pd
 import nose
-from pandas.util.testing import network
+from datetime import datetime
+
+from pandas.util.py3compat import StringIO, BytesIO
+
+import pandas as pd
+import pandas.io.data as web
+from pandas.util.testing import (network, assert_frame_equal,
+                                 assert_series_equal,
+                                 assert_almost_equal)
 from numpy.testing.decorators import slow
+
 import urllib2
 
 
@@ -21,16 +23,16 @@ def test_yahoo(self):
         # an excecption when DataReader can't get a 200 response from
         # yahoo
         start = datetime(2010, 1, 1)
-        end = datetime(2012, 1, 24)
+        end = datetime(2013, 01, 27)
 
         try:
             self.assertEquals(
-                pd.DataReader("F", 'yahoo', start, end)['Close'][-1],
-                12.82)
+                web.DataReader("F", 'yahoo', start, end)['Close'][-1],
+                13.68)
 
             self.assertRaises(
                 Exception,
-                lambda: pd.DataReader("NON EXISTENT TICKER", 'yahoo',
+                lambda: web.DataReader("NON EXISTENT TICKER", 'yahoo',
                                       start, end))
         except urllib2.URLError:
             try:
@@ -40,7 +42,69 @@ def test_yahoo(self):
             else:
                 raise
 
+    @slow
+    @network
+    def test_get_quote(self):
+        df = web.get_quote_yahoo(pd.Series(['GOOG', 'AAPL', 'GOOG']))
+        assert_series_equal(df.ix[0], df.ix[2])
+
+    @slow
+    @network
+    def test_get_components(self):
+
+        df = web.get_components_yahoo() #Dow Jones (default)
+        assert isinstance(df, pd.DataFrame)
+        assert len(df) == 30
+
+        df = web.get_components_yahoo('^GDAXI') #DAX
+        assert isinstance(df, pd.DataFrame)
+        assert len(df) == 30
+        assert df[df.name.str.contains('adidas', case=False)].index == 'ADS.DE'
+
+        df = web.get_components_yahoo('^NDX') #NASDAQ-100
+        assert isinstance(df, pd.DataFrame)
+        assert len(df) == 100
+        #Usual culprits, should be around for a while
+        assert 'AAPL' in df.index
+        assert 'GOOG' in df.index
+        assert 'AMZN' in df.index
+
+    @slow
+    @network
+    def test_get_data(self):
+        #single symbol
+        #http://finance.yahoo.com/q/hp?s=GOOG&a=09&b=08&c=2010&d=09&e=10&f=2010&g=d
+        df = web.get_data_yahoo('GOOG')
+        assert df.Volume.ix['OCT-08-2010'] == 2859200
+
+        sl = ['AAPL', 'AMZN', 'GOOG']
+        pan = web.get_data_yahoo(sl, '2012')
+        ts = pan.Close.GOOG.index[pan.Close.AAPL > pan.Close.GOOG]
+        assert ts[0].dayofyear == 96
+
+        dfi = web.get_components_yahoo('^DJI')
+        pan = web.get_data_yahoo(dfi, 'JAN-01-12', 'JAN-31-13')
+        expected = [19.02, 28.23, 25.39]
+        result = pan.Close.ix['01-18-12'][['GE', 'MSFT', 'INTC']].tolist()
+        assert result == expected
+
+        pan = web.get_data_yahoo(dfi, 'JAN-01-12', 'JAN-31-13',
+                                 adjust_price=True)
+        expected = [18.38, 27.45, 24.54]
+        result = pan.Close.ix['01-18-12'][['GE', 'MSFT', 'INTC']].tolist()
+        assert result == expected
+
+        pan = web.get_data_yahoo(dfi, '2011', ret_index=True)
+        d = [[ 1.31810193,  1.08170606,  1.05281026],
+             [ 1.31810193,  1.09352518,  1.05658242],
+             [ 1.30228471,  1.09815005,  1.05054696],
+             [ 1.30521383,  1.08119219,  1.03545832]]
+
+        expected = pd.DataFrame(d)
+        result = pan.Ret_Index[['GE', 'INTC', 'MSFT']].ix[-5:-1]
+        assert_almost_equal(result.values, expected.values)
+
+
 if __name__ == '__main__':
-    import nose
     nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb', '--pdb-failure'],
                    exit=False)