def __init__(self, config: Config = None):
super(ApplicationContext, self).__init__()
self.config = config if config else Config()
self.clock = self.add_startable(self.__get_clock())
self.provider_mgr = self.add_startable(ProviderManager())
self.seq_mgr = self.add_startable(SequenceManager())
self.inst_data_mgr = self.add_startable(InstrumentDataManager())
self.ref_data_mgr = self.add_startable(RefDataManager())
self.order_mgr = self.add_startable(OrderManager())
self.acct_mgr = self.add_startable(AccountManager())
self.portf_mgr = self.add_startable(PortfolioManager())
self.stg_mgr = self.add_startable(StrategyManager())
self.event_bus = EventBus()
self.model_factory = ModelFactory
def setUp(self):
self.inst_data_mgr = InstrumentDataManager()
class InstrumentDataTest(TestCase):
def setUp(self):
self.inst_data_mgr = InstrumentDataManager()
def test_get_bar(self):
bar = self.inst_data_mgr.get_bar(1)
self.assertIsNone(bar)
bar1 = ModelFactory.build_bar(timestamp=0, inst_id="1", open=20, high=21, low=19, close=20.5)
self.inst_data_mgr.on_bar(bar1)
bar = self.inst_data_mgr.get_bar("1")
self.assertEqual(bar1, bar)
def test_get_quote(self):
quote = self.inst_data_mgr.get_quote("1")
self.assertIsNone(quote)
quote1 = ModelFactory.build_quote(timestamp=0, inst_id="1", bid=18, ask=19, bid_size=200, ask_size=500)
self.inst_data_mgr.on_quote(quote1)
quote = self.inst_data_mgr.get_quote("1")
self.assertEqual(quote1, quote)
def test_get_trade(self):
trade = self.inst_data_mgr.get_trade("1")
self.assertIsNone(trade)
trade1 = ModelFactory.build_trade(timestamp=0, inst_id="1", price=20, size=200)
self.inst_data_mgr.on_trade(trade1)
trade = self.inst_data_mgr.get_trade("1")
self.assertEqual(trade1, trade)
def get_latest_price(self):
price = self.inst_data_mgr.get_latest_price(1)
self.assertIsNone(price)
bar1 = ModelFactory.build_bar(timestamp=0, inst_id="1", open=20, high=21, low=19, close=20.5)
self.inst_data_mgr.on_bar(bar1)
price = self.inst_data_mgr.get_latest_price(1)
self.assertEqual(20.5, price)
bar1 = ModelFactory.build_bar(timestamp=0, inst_id="1", open=20, high=21, low=19, close=20.5, adj_close=22)
self.inst_data_mgr.on_bar(bar1)
price = self.inst_data_mgr.get_latest_price(1)
self.assertEqual(22, price)
quote1 = ModelFactory.build_quote(timestamp=0, inst_id="1", bid=18, ask=19, bid_size=200, ask_size=500)
self.inst_data_mgr.on_quote(quote1)
price = self.inst_data_mgr.get_latest_price(1)
self.assertEqual(18.5, price)
trade1 = ModelFactory.build_trade(timestamp=0, inst_id="1", price=20, size=200)
self.inst_data_mgr.on_bar(trade1)
price = self.inst_data_mgr.get_latest_price(1)
self.assertEqual(20, price)
def setUp(self):
self.inst_data_mgr = InstrumentDataManager()
class InstrumentDataTest(TestCase):
def setUp(self):
self.inst_data_mgr = InstrumentDataManager()
def test_get_bar(self):
bar = self.inst_data_mgr.get_bar(1)
self.assertIsNone(bar)
bar1 = Bar(inst_id=1, open=20, high=21, low=19, close=20.5)
self.inst_data_mgr.on_bar(bar1)
bar = self.inst_data_mgr.get_bar(1)
self.assertEqual(bar1, bar)
def test_get_quote(self):
quote = self.inst_data_mgr.get_quote(1)
self.assertIsNone(quote)
quote1 = Quote(inst_id=1, bid=18, ask=19, bid_size=200, ask_size=500)
self.inst_data_mgr.on_quote(quote1)
quote = self.inst_data_mgr.get_quote(1)
self.assertEqual(quote1, quote)
def test_get_trade(self):
trade = self.inst_data_mgr.get_trade(1)
self.assertIsNone(trade)
trade1 = Trade(inst_id=1, price=20, size=200)
self.inst_data_mgr.on_trade(trade1)
trade = self.inst_data_mgr.get_trade(1)
self.assertEqual(trade1, trade)
def get_latest_price(self):
price = self.inst_data_mgr.get_latest_price(1)
self.assertIsNone(price)
bar1 = Bar(inst_id=1, open=20, high=21, low=19, close=20.5)
self.inst_data_mgr.on_bar(bar1)
price = self.inst_data_mgr.get_latest_price(1)
self.assertEqual(20.5, price)
bar1 = Bar(inst_id=1, open=20, high=21, low=19, close=20.5, adj_close=22)
self.inst_data_mgr.on_bar(bar1)
price = self.inst_data_mgr.get_latest_price(1)
self.assertEqual(22, price)
quote1 = Quote(inst_id=1, bid=18, ask=19, bid_size=200, ask_size=500)
self.inst_data_mgr.on_quote(quote1)
price = self.inst_data_mgr.get_latest_price(1)
self.assertEqual(18.5, price)
trade1 = Trade(inst_id=1, price=20, size=200)
self.inst_data_mgr.on_bar(trade1)
price = self.inst_data_mgr.get_latest_price(1)
self.assertEqual(20, price)
