def test_first_bar(interval):
bars = OHLC('exchange', 'symbol', interval)
start = datetime.utcnow()
with freeze_time(start):
bars.on_tick(10)
bars = bars.bars()
assert 1 == len(bars)
assert_bar(bars[0], 10, 10, 10, 10, start, interval)
def test_updated_second_bar(interval):
bars = OHLC('exchange', 'symbol', interval)
start = datetime.utcnow()
with freeze_time(start) as time:
initial = datetime.utcnow() # Hack
bars.on_tick(10)
time.tick(delta=interval)
bars.on_tick(11)
time.tick()
bars.on_tick(12)
bars = bars.bars()
assert 2 == len(bars)
assert_bar(
bars[1], 10, 12, 10, 12, initial + interval, interval)
def test_updated_bar_event(monkeypatch):
interval = timedelta(seconds=60)
bars = OHLC('exchange', 'symbol', interval)
start_time = datetime(
year=2012,
month=1,
day=1,
hour=12,
minute=30,
second=10)
with freeze_time(start_time) as time:
mock_hub = Mock()
monkeypatch.setattr(ohlc, 'hub', mock_hub)
bars.on_tick(10)
key = "{}:{}:{}:{}".format(
UPDATED_BAR,
'exchange',
'symbol',
interval.total_seconds())
bar = {
'open': 10,
'high': 10,
'low': 10,
'close': 10,
'start': datetime(
year=2012,
month=1,
day=1,
hour=12,
minute=30,
second=0)
}
mock_hub.publish.assert_called_once_with(
key, 'exchange', 'symbol', interval, bar)
time.tick(timedelta(seconds=1))
bars.on_tick(11)
key = "{}:{}:{}:{}".format(
UPDATED_BAR,
'exchange',
'symbol',
interval.total_seconds())
bar = {
'open': 10,
'high': 11,
'low': 10,
'close': 11,
'start': datetime(
year=2012,
month=1,
day=1,
hour=12,
minute=30,
second=0)
}
assert mock_hub.publish.call_count == 2
mock_hub.publish.assert_any_call(
key, 'exchange', 'symbol', interval, bar)
def test_missed_bar(interval):
bars = OHLC('exchange', 'symbol', interval)
start = datetime.utcnow()
with freeze_time(start) as time:
initial = datetime.utcnow() # Hack
bars.on_tick(10)
time.tick(delta=interval*2)
bars.on_tick(11)
bars = bars.bars()
assert 3 == len(bars)
assert_bar(
bars[1], 10, 10, 10, 10, initial + interval, interval)
assert_bar(
bars[2], 10, 11, 10, 11, initial + interval*2, interval)
def test_no_bars(interval):
bars = OHLC('exchange', 'symbol', interval)
assert [] == bars.bars()
def test_max_bars(interval):
bars = OHLC('exchange', 'symbol', interval, max_bars=3)
start = datetime.utcnow()
with freeze_time(start) as time:
for _ in range(3):
bars.on_tick(10)
time.tick(delta=interval)
assert 3 == len(bars.bars(n=100))
bars.on_tick(12)
assert 3 == len(bars.bars(n=100))
bars.on_tick(12)
assert 3 == len(bars.bars(n=100))