def test_delete_condition(
mocker,
contract: Future,
order: Order,
touch_order: TouchOrderExecutor,
contract_code: str,
condition_len: int,
):
touch_order.contracts = contract
touch_cond = TouchOrderCond(
touch_cmd=TouchCmd(
code="TXFC0",
close=PriceGap(price=11.0, price_type="LimitPrice", trend="Up"),
),
order_cmd=OrderCmd(code="TXFC0", order=order),
)
touch_order.conditions = {
contract_code: [
StoreCond(
price=PriceGap(price=11.0, trend="Up"),
order_contract=touch_order.contracts["TXFC0"],
order=touch_cond.order_cmd.order,
excuted=False,
)
]
}
touch_order.adjust_condition = mocker.MagicMock(
return_value=touch_order.conditions[contract_code][0]
)
touch_order.delete_condition(touch_cond)
assert len(touch_order.conditions[contract_code]) == condition_len
def test_show_condition(
contract: Future,
order: Order,
code: str,
length: int,
touch_order: TouchOrderExecutor,
):
touch_order.conditions = {
"TXFC0": [
StoreCond(
close=PriceGap(price=9928, trend="Up"),
order_contract=contract["TXFC0"],
order=order,
)
],
"TXFD0": [
StoreCond(
close=PriceGap(price=9928, trend="Up"),
order_contract=contract["TXFC0"],
order=order,
)
],
}
res = len(touch_order.show_condition(code))
assert res == length
def test_add_condition(
mocker, contract: Future, order: Order, touch_order: TouchOrderExecutor, code: str
):
touch_order.contracts = {"TXFC0": contract["TXFC0"], "TXFD0": contract["TXFC0"]}
store_cond = StoreCond(
close=PriceGap(price=10, trend="Up"),
order_contract=touch_order.contracts["TXFC0"],
order=order,
)
condition = TouchOrderCond(
touch_cmd=TouchCmd(code=code, close=Price(price=10, trend="Up")),
order_cmd=OrderCmd(code="TXFC0", order=order),
)
touch_order.conditions = {"TXFC0": [store_cond]}
touch_order.update_snapshot = mocker.MagicMock()
touch_order.adjust_condition = mocker.MagicMock()
touch_order.add_condition(condition)
touch_order.update_snapshot.assert_called_once_with(
touch_order.contracts[condition.touch_cmd.code]
)
touch_order.adjust_condition.assert_called_with(
condition, touch_order.contracts[condition.touch_cmd.code]
)
touch_order.api.quote.subscribe.assert_called_with(
touch_order.contracts[condition.touch_cmd.code], quote_type="bidask"
)
assert touch_order.api.quote.subscribe.call_count == 2
res = touch_order.conditions.get(condition.touch_cmd.code)
assert not res == False
def test_adjust_condition(
mocker,
touch_order: TouchOrderExecutor,
contract: Future,
order: Order,
touch_cmd: TouchCmd,
expected: bool,
):
touchorder_cond = TouchOrderCond(
touch_cmd=touch_cmd, order_cmd=OrderCmd(code="TXFC0", order=order),
)
touch_order.contracts = contract
contract = touch_order.contracts["TXFC0"]
touch_order.set_price = mocker.MagicMock(
return_value=PriceGap(price=10, trend="Up")
)
res = touch_order.adjust_condition(touchorder_cond, contract) is None
assert res == expected
price=PriceGap(price=11.0, trend="Up"),
order_contract=touch_order.contracts["TXFC0"],
order=touch_cond.order_cmd.order,
excuted=False,
)
]
}
touch_order.adjust_condition = mocker.MagicMock(
return_value=touch_order.conditions[contract_code][0]
)
touch_order.delete_condition(touch_cond)
assert len(touch_order.conditions[contract_code]) == condition_len
testcase_touch = [
["TXFC0", PriceGap(price=9900, price_type="LimitPrice", trend="Up"), 0, 0],
["TXFD0", PriceGap(price=9985, price_type="LimitPrice", trend="Up"), 9986, 1],
["TXFD0", PriceGap(price=9985, price_type="LimitPrice", trend="Up"), 9980, 0],
]
@pytest.mark.parametrize("code, price, close_price, order_count", testcase_touch)
def test_touch_storecond(
mocker,
contract: Future,
order: Order,
touch_order: TouchOrderExecutor,
code: str,
price: PriceGap,
close_price: float,
order_count: int,
price=PriceGap(price=11.0, trend="Up"),
order_contract=touch_order.contracts["TXFC0"],
order=touch_cond.order_cmd.order,
excuted=False,
)
]
}
touch_order.adjust_condition = mocker.MagicMock(
return_value=touch_order.conditions[contract_code][0])
touch_order.delete_condition(touch_cond)
assert len(touch_order.conditions[contract_code]) == condition_len
testcase_touch = [
["TXFC0",
PriceGap(price=9900, price_type="LimitPrice", trend="Up"), 0, 0],
[
"TXFD0",
PriceGap(price=9985, price_type="LimitPrice", trend="Up"), 9986, 1
],
[
"TXFD0",
PriceGap(price=9985, price_type="LimitPrice", trend="Up"), 9980, 0
],
]
@pytest.mark.parametrize("code, price, close_price, order_count",
testcase_touch)
def test_touch_storecond(
mocker,
price=PriceGap(price=11.0, trend="Up"),
order_contract=touch_order.contracts["TXFC0"],
order=touch_cond.order_cmd.order,
excuted=False,
)
]
}
touch_order.adjust_condition = mocker.MagicMock(
return_value=touch_order.conditions[contract_code][0])
touch_order.delete_condition(touch_cond)
assert len(touch_order.conditions[contract_code]) == condition_len
testcase_touch = [
["TXFC0",
PriceGap(price=9900, price_type="LimitPrice", trend="Up"), 0, 0],
[
"TXFD0",
PriceGap(price=9985, price_type="LimitPrice", trend="Up"), 9986, 1
],
[
"TXFD0",
PriceGap(price=9985, price_type="LimitPrice", trend="Up"), 9980, 0
],
]
@pytest.mark.parametrize("code, price, close_price, order_count",
testcase_touch)
def test_touch(
mocker,