def template__parse_params_and_execute_algorithm__exception(
self, execute_algorithm, argv_params, exception, exception_test):
sys_argv = self.create_sys_argv(argv_params)
with patch.object(sys, 'argv', sys_argv):
with self.assertRaises(exception) as e:
parse_params_and_execute_algorithm(TestAlgo)
self.assertEqual(str(e.exception), exception_test)
execute_algorithm.assert_not_called()
def _main():
if len(sys.argv) < 2:
print('File to load needs to be first parameter')
sys.exit(1)
argv_mod = sys.argv.copy()
filepath = argv_mod[1]
sys.path.append(os.path.abspath(os.path.dirname(filepath)))
AlgorithmClass = _load_algorithm_from_file(filepath)
del argv_mod[1]
with patch.object(sys, 'argv', argv_mod):
parse_params_and_execute_algorithm(AlgorithmClass)
def test__parse_params_and_execute_algorithm__live(self):
time_params = LiveTestAlgo.get_test_time_parameters()
sys_argv = self.create_sys_argv({
'--start-date':
None,
'--end-date':
str(time_params['pd_end_date']),
'--algo-bool':
True,
'--live':
True,
'--exchanges':
'kraken',
'--some-string':
'testSTR',
'--config-directory':
'tests/integration/run/config_dir',
'--data-directory':
'/',
'--auth-aliases':
'{"kraken": "kraken_5"}',
'--interval':
'{}s'.format(int(time_params['pd_interval'].total_seconds()))
})
with patch.object(sys, 'argv', sys_argv):
with self.assertLogs():
result = parse_params_and_execute_algorithm(LiveTestAlgo)
assert_test_live_algo_result(self, result, time_params, True)
def test__parse_params_and_execute_algorithm(self):
sys_argv = self.create_sys_argv({
'--start-balances':
'{"okex": {"ETH": 3},'
' "kraken": {"USD": 100}}',
'--exchanges':
'kraken,okex',
'--symbols':
'',
'--start-date':
'2019-10-01 10:10',
'--end-date':
'2019-10-01 10:16',
'--algo-bool':
True,
'--some-string':
'testSTR',
'--interval':
'2m'
})
with patch.object(sys, 'argv', sys_argv):
with self.assertLogs():
result = parse_params_and_execute_algorithm(TestAlgo)
assert_test_algo_result(self, result)
self.assertEqual(result.args.algo_bool, True)
self.assertEqual(result.args.some_string, 'testSTR')
self.assertEqual(result.args.live, False)
def test__parse_params_and_execute_algorithm(self, kraken_currencies,
kraken_markets, okex_markets):
okex_markets.side_effect = fetch_markets_return([ETH_BTC_MARKET])
kraken_markets.side_effect = fetch_markets_return([BTC_USD_MARKET])
kraken_currencies.return_value = []
sys_argv = self.create_sys_argv({
'--start-balances':
'{"okex": {"ETH": 3},'
' "kraken": {"USD": 100}}',
'--exchanges':
'kraken,okex',
'--symbols':
'',
'--start-date':
'2019-10-01 10:10',
'--end-date':
'2019-10-01 10:16',
'--algo-bool':
True,
'--some-string':
'testSTR',
'--interval':
'2m'
})
with patch.object(sys, 'argv', sys_argv):
with self.assertLogs():
result = parse_params_and_execute_algorithm(TestAlgo)
assert_test_algo_result(self, result)
self.assertEqual(result.args.algo_bool, True)
self.assertEqual(result.args.some_string, 'testSTR')
self.assertEqual(result.args.live, False)
def template__parse_params_and_execute_algorithm__check_call(
self, execute_algorithm, argv_params, check_params):
sys_argv = self.create_sys_argv(argv_params)
execute_algorithm.side_effect = execute_algorithm_return_args
with patch.object(sys, 'argv', sys_argv):
args = parse_params_and_execute_algorithm(TestAlgo)
params = {
'AlgorithmClass': TestAlgo,
'args': args,
'data_dir': data_dir,
'conf_dir': config_dir,
'exchange_names': ['kraken'],
'pd_end_date': pd_ts('2009-01-01 00:00:00+0000'),
'pd_start_date': pd_ts('2001-01-01 00:00:00+0000'),
'pd_interval': pandas.Timedelta('0 days 00:01:00'),
'start_balances': {},
'live': False,
'auth_aliases': {},
'symbols': ['BTC/USD'],
}
params.update(check_params)
execute_algorithm.assert_called_once_with(**params)
def run_test(self, Algo):
sys_argv = self.create_sys_argv({
'--start-balances':
'{"okex": {"ETH": 3},'
' "kraken": {"USD": 100}}',
'--exchanges':
'kraken,okex',
'--symbols':
'',
'--start-date':
'2019-10-01 10:10',
'--end-date':
'2019-10-01 10:16',
'--algo-bool':
True,
'--some-string':
'testSTR',
'--interval':
'2m'
})
with patch.object(sys, 'argv', sys_argv):
with self.assertLogs():
return parse_params_and_execute_algorithm(Algo)
import pandas
from btrccts.algorithm import AlgorithmBase
from btrccts.run import parse_params_and_execute_algorithm
class Algorithm(AlgorithmBase):
@staticmethod
def configure_argparser(argparser):
pass
def __init__(self, context, args):
self._context = context
def next_iteration(self):
print('context date', self._context.date())
print('date', pandas.Timestamp.now(tz='UTC'))
print('')
def exit(self, reason):
print("Done", reason)
parse_params_and_execute_algorithm(Algorithm)
