Beispiel #1
0
    def test_can_get_tick(self):
        strategy = TradingStrategy(order_id_tag='001')

        tick = Tick(Symbol('AUDUSD', Venue('FXCM')), Price(1.00000, 5),
                    Price(1.00001, 5), Volume(1), Volume(1),
                    datetime(2018, 1, 1, 19, 59, 1, 0, timezone.utc))

        strategy.handle_tick(tick)

        # Act
        result = strategy.tick(AUDUSD_FXCM, 0)

        # Assert
        self.assertEqual(tick, result)