def __init__(self, scenario=fill_rollover_down_no_fill_rollover_up, mf_config=mf_config,
prod_types=futures_filter, delay_time=20, timeout=200):
super(TestFillRolloverDownNoFillRolloverUp, self).__init__(scenario, mf_config, prod_types,
delay_time=20, timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self, scenario=fill_rollover_down_fill_rollover_down, mf_config=mf_option_config,
prod_types=option_filter, timeout=200):
super(TestFillRolloverDownFillRolloverDown, self).__init__(scenario, mf_config, prod_types,
timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self,mf_config=mf_config, mf_pred=[futures_filter]):
super(TestRiskOutright, self).__init__(mf_config, mf_pred)
register_crews(Worker.DIRECT)
self.scen_list = [avoid_orders_that_cross_reject_new,
avoid_orders_that_cross_none,
allow_trading_flag_outright_product_limit,
allow_trading_flag_outright_contract_limit,
max_order_size_outright_product_limit,
max_order_size_outright_product_limit_rej,
max_order_size_outright_contract_limit,
max_order_size_outright_contract_limit_rej,
bind(max_position_outright_product_limit_rej, [1, 2, 3], [Side.BUY]),
bind(max_position_outright_product_limit_rej, [1], [Side.SELL]),
max_position_product_product_limit_rej,
bind(max_long_short_product_limit_rej, [1, 2, 3], [Side.BUY]),
bind(max_long_short_product_limit_rej, [1], [Side.SELL]),
bind(max_position_outright_contract_limit_rej, [1, 2, 3], [Side.BUY]),
bind(max_position_outright_contract_limit_rej, [1], [Side.SELL]),
price_reasonability_outright_product_limit,
price_reasonability_outright_product_limit_rej,
price_reasonability_outright_contract_limit,
price_reasonability_outright_contract_limit_rej,
price_reasonability_outright_apply_into_mkt_product_limit,
price_reasonability_outright_apply_into_mkt_product_limit_rej,
price_reasonability_outright_apply_into_mkt_contract_limit,
price_reasonability_outright_apply_into_mkt_contract_limit_rej,
user_account_permission_off_no_account,
user_account_permission_on_no_account_rej,
user_account_permission_off_with_account,
user_account_permission_on_with_account,
user_account_permission_on_with_account_rej,
user_account_permission_alter_order_os_restart_rej]
def __init__(self, scenario=fill_change_time_fill, mf_config=mf_option_config,
prod_types=option_filter, delay_time=20, timeout=200):
super(TestFillChangeTimeFill, self).__init__(scenario, mf_config, prod_types,
delay_time=20, timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self):
register_crews(Worker.DIRECT)
super(TestTailorMadeCombinations, self).__init__()
self.valid_traders = [Trader.DIRECT, Trader.PROXY_DIRECT]
mf_option_config.depth = 0
self.supported_intra_prod_strategies = (Strategy.NSC_TWO_LEGS,
Strategy.NSC_THREE_LEGS,
Strategy.NSC_FOUR_LEGS,
Strategy.COVERED,
Strategy.COVERED_TWO_FUT_LEGS)
self.supported_inter_prod_strategies = (Strategy.NSC_TWO_LEGS,
Strategy.NSC_THREE_LEGS,
Strategy.NSC_FOUR_LEGS,
Strategy.COVERED,
Strategy.COVERED_TWO_FUT_LEGS)
self.leg_mf_config = mf_option_config
self.strat_creation_mf_config = mf_multi_leg_config
self.post_creation_pause = 20
# self.intra_prod_product_names = (('ED', 'EL', 'EY', 'IN', 'NK', 'SG', 'TW'))
self.intra_prod_product_names = (('ED', 'IN', 'NK', 'SG', 'TW'))
self.inter_prod_product_names = ((
'EL',
'EY',
), )
self.exclude_scenarios = ['create_inverted_strategy_exch_reject']
def __init__(self, scenario=rollover_down_with_auto_sod_true, mf_config=mf_config,
prod_types=futures_filter, timeout=200):
super(TestRolloverDownWithAutoSODTrue, self).__init__(scenario, mf_config, prod_types,
timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self, scenario=fill_rollover_up_flat_rollover_up, mf_config=mf_option_config,
prod_types=option_filter,
delay_time=20, timeout=200):
super(TestFillRolloverUpFlatRolloverUp_ttord, self).__init__(scenario, mf_config, prod_types,
delay_time=20, timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self, scenario=trim_flat_positions, mf_config=mf_config,
prod_types=futures_filter,
delay_time=20, timeout=200):
super(TestTrimFlatPositions, self).__init__(scenario, mf_config, prod_types,
delay_time=20, timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self, scenario=trim_test_no_fills, mf_config=mf_config,
prod_types=fspread_filter,
timeout=200):
super(TestTrimTestNoFills, self).__init__(scenario, mf_config, prod_types,
timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self):
register_crews(Worker.DIRECT)
super(TestVAPSmoke, self).__init__()
self.market_config_and_filters = [(mf_config, [futures_filter])]
self.accumulate_ltq = False
def __init__(self, scenario=trim_fills, mf_config=mf_multi_leg_config, prod_types=ostrategy_filter,
delay_time=20, timeout=200):
super(TestTrimFills_ttord, self).__init__(scenario, mf_config, prod_types,
delay_time=20, timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
self.tif=Tif.GTC
self.side=aenums.TT_SELL
def __init__(self,
mf_config=mf_config,
prod_types=[futures_filter],
rfq_fields_to_validate=['']):
super(TestTFXAuditLog, self).__init__(mf_config, prod_types,
rfq_fields_to_validate)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_shares=[Worker.SHARE]))
def __init__(self, scenario=fill_rollover_up_bias_not_equal_to_gateway_time_zone, mf_config=mf_multi_leg_config,
prod_types=ostrategy_filter,
timeout=200):
super(TestFillRolloverUpBiasNotEqualToGatewayTimeZone_ttord, self).__init__(scenario,
mf_config,
prod_types, timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self, scenario=rollover_down_with_auto_sod_false, mf_config=mf_multi_leg_config,
prod_types=fspread_filter, timeout=200):
super(TestRolloverDownWithAutoSODFalse, self).__init__(scenario, mf_config, prod_types,
timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
self.tif=Tif.GTC
self.side=aenums.TT_SELL
def __init__(self):
register_crews(Worker.DIRECT)
super(TestNTDTimeAndSalesFuturesSmoke, self).__init__()
self.market_config_and_filters = [(mf_config, [futures_filter])]
self.accumulate_ltq = False
self.restart_timeout = 300
self.overrides = ose_tradestate_overrides
def __init__(self, scenario=fill_rollover_up_fill_rollover_up, mf_config=mf_multi_leg_config,
prod_types=fspread_filter, delay_time=20, timeout=200):
super(TestFillRolloverUpFillRolloverUp, self).__init__(scenario, mf_config, prod_types,
delay_time=20, timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
self.tif=Tif.GTC
self.side=aenums.TT_SELL
def __init__(self,
mf_config=mf_config,
prod_types=[futures_filter],
rfq_fields_to_validate=['']):
super(TestOSELogFiles, self).__init__(mf_config, prod_types,
rfq_fields_to_validate)
register_crews(Worker.DIRECT)
self.timeout = 700
self.delay_time = 20
def __init__(self):
super(TestVAPMultilegs, self).__init__()
register_crews(Worker.DIRECT)
self.market_config_and_filters = [(mf_multi_leg_config, [fspread_filter])]
self.accumulate_ltq_and_Aconfig_settings = [(False, {PFX_enabled : 'true', accumulate_ltq : '1', EchoCount : '0'}),
(True, {PFX_enabled : 'true', accumulate_ltq : '0', EchoCount : '0'})]
self.wait_timeout = 120
self.restart_timeout = 500
def __init__(self, scenario=rollover_down_with_multiple_contracts,
preds=fspread_filter, mf_config=mf_multi_leg_config,
delay_time=20, timeout=200):
super(TestRolloverDownMultipleContracts, self).__init__(scenario, mf_config, preds, preds=preds,
delay_time=delay_time,
timeout=timeout)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
self.tif=Tif.GTC
self.side=aenums.TT_SELL
def __init__(self):
register_crews(Worker.DIRECT, admin_relations)
super(TestOBSharing_TTADM, self).__init__()
self.tifs = [Tif.GTD]
self.sides = [Side.BUY, Side.SELL]
self.mf_config = mf_config
self.preds = [futures_filter]
self.is_exclude_scens = False
self.scen_list = admin_test
def __init__(self, scenario=fill_rollover_down_flat_rollover_down, mf_config=mf_config,
prod_types=futures_filter,
delay_time=20, timeout=200):
super(TestFillRolloverDownFlatRolloverDown_ttord, self).__init__(scenario, mf_config,
prod_types,
delay_time=20, timeout=200)
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
self.tif=Tif.GTC
self.side=aenums.TT_SELL
def create_test(self):
register_crews(Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
#SetSessions()
self.run_fill_server_non_rollover_no_share_map(preds=option_filter,
mf_cfg=mf_option_config,
override_list=SGXOverrides)
self.run_fill_server_non_rollover_share_map(preds=option_filter,
mf_cfg=mf_option_config,
override_list=SGXOverrides)
def __init__(self):
super(TestRFQAllProducts, self).__init__()
register_crews(Worker.DIRECT)
self.market_config_and_filters = [
(mf_config, [futures_filter, fspread_filter, option_filter])
]
self.Aconfig_settings = [{PFX_enabled: 'true'}]
self.rfq_qtys = [1, 10, 99999, 999999]
def __init__(self):
register_crews(Worker.DIRECT)
super(TestInsideMarketSmoke, self).__init__()
self.tradable_price_tick_bounds = bounds_1_20
self.orders_per_price_level_bounds = bounds_6_10
self.order_round_lot_multiplier_bounds = bounds_1_10
self.market_config_and_filters = [(mf_config, [futures_filter])]
self.if_proxy = False
def __init__(self):
super(TestNTDTimeAndSalesFutures, self).__init__()
register_crews(Worker.DIRECT)
self.market_config_and_filters = [(mf_config, [futures_filter, ])]
self.accumulate_ltq_and_Aconfig_settings = [(False, {PFX_enabled : 'true', accumulate_ltq : '1', EchoCount : '0'}),
(True, {PFX_enabled : 'true', accumulate_ltq : '0', EchoCount : '0'})]
self.wait_timeout = 360
self.overrides = SGXOverrides
def __init__(self):
super(TestImpliedOutPricesTwoLegged, self).__init__()
register_crews(Worker.DIRECT)
self.market_config_and_filters = [(mf_multi_leg_config, [fspread_filter])]
self.visible_levels_and_Aconfig_settings = [(1, {PFX_enabled : 'true', NumDepthLevels : '5', EchoCount : '0'})]
self.tradable_price_tick_bounds=bounds_1_35
self.orders_per_price_level_bounds=bounds_5_10
self.order_round_lot_multiplier_bounds=bounds_1_10
self.legs_for_implied_out=[0, 1]
def __init__(self):
super(TestVAPOptions, self).__init__()
register_crews(Worker.DIRECT)
self.market_config_and_filters = [(mf_option_config, [option_filter])]
self.accumulate_ltq_and_Aconfig_settings = [(False, {PFX_enabled : 'true', accumulate_ltq : '1', EchoCount : '0'}),
(True, {PFX_enabled : 'true', accumulate_ltq : '0', EchoCount : '0'})]
self.overrides = ose_price_overrides
self.wait_timeout = 120
self.restart_timeout = 500
def __init__(self):
register_crews(Worker.DIRECT)
super(TestAggMarketSmoke, self).__init__()
self.tradable_price_tick_bounds = bounds_1_20
self.orders_per_price_level_bounds = bounds_6_10
self.order_round_lot_multiplier_bounds = bounds_1_10
self.market_config_and_filters = [(mf_config, [futures_filter])]
self.visible_levels = 20
self.overrides = tocom_price_overrides
def __init__(self):
super(TestAggregateDepthFuturesPFX, self).__init__()
register_crews(Worker.DIRECT)
self.market_config_and_filters = [(mf_config, [futures_filter])]
self.visible_levels_and_Aconfig_settings = [(20, {PFX_enabled : 'true', NumDepthLevels : '20', EchoCount : '0'})]
self.tradable_price_tick_bounds = bounds_1_35
self.orders_per_price_level_bounds=bounds_5_10
self.order_round_lot_multiplier_bounds=bounds_1_10
self.wait_timeout = 360
self.overrides = SGXOverrides
def create_test(self):
register_crews(
Worker.DIRECT,
WorkerRelationships(direct_no_shares=[Worker.NO_SHARE],
direct_shares=[Worker.NO_SHARE, Worker.SHARE]))
#SetSessions()
self.run_fill_server_non_rollover_no_share_map(
preds=fspread_filter,
mf_cfg=mf_multi_leg_config,
override_list=OSE_OVERRIDES)
self.run_fill_server_non_rollover_share_map(
preds=fspread_filter,
mf_cfg=mf_multi_leg_config,
override_list=OSE_OVERRIDES)
