def __init__(self, scenario=fill_rollover_down_no_fill_rollover_up, mf_config=mf_config, prod_types=futures_filter, delay_time=20, timeout=200): super(TestFillRolloverDownNoFillRolloverUp, self).__init__(scenario, mf_config, prod_types, delay_time=20, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self, scenario=fill_rollover_down_fill_rollover_down, mf_config=mf_option_config, prod_types=option_filter, timeout=200): super(TestFillRolloverDownFillRolloverDown, self).__init__(scenario, mf_config, prod_types, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self,mf_config=mf_config, mf_pred=[futures_filter]): super(TestRiskOutright, self).__init__(mf_config, mf_pred) register_crews(Worker.DIRECT) self.scen_list = [avoid_orders_that_cross_reject_new, avoid_orders_that_cross_none, allow_trading_flag_outright_product_limit, allow_trading_flag_outright_contract_limit, max_order_size_outright_product_limit, max_order_size_outright_product_limit_rej, max_order_size_outright_contract_limit, max_order_size_outright_contract_limit_rej, bind(max_position_outright_product_limit_rej, [1, 2, 3], [Side.BUY]), bind(max_position_outright_product_limit_rej, [1], [Side.SELL]), max_position_product_product_limit_rej, bind(max_long_short_product_limit_rej, [1, 2, 3], [Side.BUY]), bind(max_long_short_product_limit_rej, [1], [Side.SELL]), bind(max_position_outright_contract_limit_rej, [1, 2, 3], [Side.BUY]), bind(max_position_outright_contract_limit_rej, [1], [Side.SELL]), price_reasonability_outright_product_limit, price_reasonability_outright_product_limit_rej, price_reasonability_outright_contract_limit, price_reasonability_outright_contract_limit_rej, price_reasonability_outright_apply_into_mkt_product_limit, price_reasonability_outright_apply_into_mkt_product_limit_rej, price_reasonability_outright_apply_into_mkt_contract_limit, price_reasonability_outright_apply_into_mkt_contract_limit_rej, user_account_permission_off_no_account, user_account_permission_on_no_account_rej, user_account_permission_off_with_account, user_account_permission_on_with_account, user_account_permission_on_with_account_rej, user_account_permission_alter_order_os_restart_rej]
def __init__(self, scenario=fill_change_time_fill, mf_config=mf_option_config, prod_types=option_filter, delay_time=20, timeout=200): super(TestFillChangeTimeFill, self).__init__(scenario, mf_config, prod_types, delay_time=20, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self): register_crews(Worker.DIRECT) super(TestTailorMadeCombinations, self).__init__() self.valid_traders = [Trader.DIRECT, Trader.PROXY_DIRECT] mf_option_config.depth = 0 self.supported_intra_prod_strategies = (Strategy.NSC_TWO_LEGS, Strategy.NSC_THREE_LEGS, Strategy.NSC_FOUR_LEGS, Strategy.COVERED, Strategy.COVERED_TWO_FUT_LEGS) self.supported_inter_prod_strategies = (Strategy.NSC_TWO_LEGS, Strategy.NSC_THREE_LEGS, Strategy.NSC_FOUR_LEGS, Strategy.COVERED, Strategy.COVERED_TWO_FUT_LEGS) self.leg_mf_config = mf_option_config self.strat_creation_mf_config = mf_multi_leg_config self.post_creation_pause = 20 # self.intra_prod_product_names = (('ED', 'EL', 'EY', 'IN', 'NK', 'SG', 'TW')) self.intra_prod_product_names = (('ED', 'IN', 'NK', 'SG', 'TW')) self.inter_prod_product_names = (( 'EL', 'EY', ), ) self.exclude_scenarios = ['create_inverted_strategy_exch_reject']
def __init__(self, scenario=rollover_down_with_auto_sod_true, mf_config=mf_config, prod_types=futures_filter, timeout=200): super(TestRolloverDownWithAutoSODTrue, self).__init__(scenario, mf_config, prod_types, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self, scenario=fill_rollover_up_flat_rollover_up, mf_config=mf_option_config, prod_types=option_filter, delay_time=20, timeout=200): super(TestFillRolloverUpFlatRolloverUp_ttord, self).__init__(scenario, mf_config, prod_types, delay_time=20, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self, scenario=trim_flat_positions, mf_config=mf_config, prod_types=futures_filter, delay_time=20, timeout=200): super(TestTrimFlatPositions, self).__init__(scenario, mf_config, prod_types, delay_time=20, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self, scenario=trim_test_no_fills, mf_config=mf_config, prod_types=fspread_filter, timeout=200): super(TestTrimTestNoFills, self).__init__(scenario, mf_config, prod_types, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self): register_crews(Worker.DIRECT) super(TestVAPSmoke, self).__init__() self.market_config_and_filters = [(mf_config, [futures_filter])] self.accumulate_ltq = False
def __init__(self, scenario=trim_fills, mf_config=mf_multi_leg_config, prod_types=ostrategy_filter, delay_time=20, timeout=200): super(TestTrimFills_ttord, self).__init__(scenario, mf_config, prod_types, delay_time=20, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE])) self.tif=Tif.GTC self.side=aenums.TT_SELL
def __init__(self, mf_config=mf_config, prod_types=[futures_filter], rfq_fields_to_validate=['']): super(TestTFXAuditLog, self).__init__(mf_config, prod_types, rfq_fields_to_validate) register_crews(Worker.DIRECT, WorkerRelationships(direct_shares=[Worker.SHARE]))
def __init__(self, scenario=fill_rollover_up_bias_not_equal_to_gateway_time_zone, mf_config=mf_multi_leg_config, prod_types=ostrategy_filter, timeout=200): super(TestFillRolloverUpBiasNotEqualToGatewayTimeZone_ttord, self).__init__(scenario, mf_config, prod_types, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE]))
def __init__(self, scenario=rollover_down_with_auto_sod_false, mf_config=mf_multi_leg_config, prod_types=fspread_filter, timeout=200): super(TestRolloverDownWithAutoSODFalse, self).__init__(scenario, mf_config, prod_types, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE])) self.tif=Tif.GTC self.side=aenums.TT_SELL
def __init__(self): register_crews(Worker.DIRECT) super(TestNTDTimeAndSalesFuturesSmoke, self).__init__() self.market_config_and_filters = [(mf_config, [futures_filter])] self.accumulate_ltq = False self.restart_timeout = 300 self.overrides = ose_tradestate_overrides
def __init__(self, scenario=fill_rollover_up_fill_rollover_up, mf_config=mf_multi_leg_config, prod_types=fspread_filter, delay_time=20, timeout=200): super(TestFillRolloverUpFillRolloverUp, self).__init__(scenario, mf_config, prod_types, delay_time=20, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE])) self.tif=Tif.GTC self.side=aenums.TT_SELL
def __init__(self, mf_config=mf_config, prod_types=[futures_filter], rfq_fields_to_validate=['']): super(TestOSELogFiles, self).__init__(mf_config, prod_types, rfq_fields_to_validate) register_crews(Worker.DIRECT) self.timeout = 700 self.delay_time = 20
def __init__(self): super(TestVAPMultilegs, self).__init__() register_crews(Worker.DIRECT) self.market_config_and_filters = [(mf_multi_leg_config, [fspread_filter])] self.accumulate_ltq_and_Aconfig_settings = [(False, {PFX_enabled : 'true', accumulate_ltq : '1', EchoCount : '0'}), (True, {PFX_enabled : 'true', accumulate_ltq : '0', EchoCount : '0'})] self.wait_timeout = 120 self.restart_timeout = 500
def __init__(self, scenario=rollover_down_with_multiple_contracts, preds=fspread_filter, mf_config=mf_multi_leg_config, delay_time=20, timeout=200): super(TestRolloverDownMultipleContracts, self).__init__(scenario, mf_config, preds, preds=preds, delay_time=delay_time, timeout=timeout) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE])) self.tif=Tif.GTC self.side=aenums.TT_SELL
def __init__(self): register_crews(Worker.DIRECT, admin_relations) super(TestOBSharing_TTADM, self).__init__() self.tifs = [Tif.GTD] self.sides = [Side.BUY, Side.SELL] self.mf_config = mf_config self.preds = [futures_filter] self.is_exclude_scens = False self.scen_list = admin_test
def __init__(self, scenario=fill_rollover_down_flat_rollover_down, mf_config=mf_config, prod_types=futures_filter, delay_time=20, timeout=200): super(TestFillRolloverDownFlatRolloverDown_ttord, self).__init__(scenario, mf_config, prod_types, delay_time=20, timeout=200) register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE])) self.tif=Tif.GTC self.side=aenums.TT_SELL
def create_test(self): register_crews(Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE,Worker.SHARE])) #SetSessions() self.run_fill_server_non_rollover_no_share_map(preds=option_filter, mf_cfg=mf_option_config, override_list=SGXOverrides) self.run_fill_server_non_rollover_share_map(preds=option_filter, mf_cfg=mf_option_config, override_list=SGXOverrides)
def __init__(self): super(TestRFQAllProducts, self).__init__() register_crews(Worker.DIRECT) self.market_config_and_filters = [ (mf_config, [futures_filter, fspread_filter, option_filter]) ] self.Aconfig_settings = [{PFX_enabled: 'true'}] self.rfq_qtys = [1, 10, 99999, 999999]
def __init__(self): register_crews(Worker.DIRECT) super(TestInsideMarketSmoke, self).__init__() self.tradable_price_tick_bounds = bounds_1_20 self.orders_per_price_level_bounds = bounds_6_10 self.order_round_lot_multiplier_bounds = bounds_1_10 self.market_config_and_filters = [(mf_config, [futures_filter])] self.if_proxy = False
def __init__(self): super(TestNTDTimeAndSalesFutures, self).__init__() register_crews(Worker.DIRECT) self.market_config_and_filters = [(mf_config, [futures_filter, ])] self.accumulate_ltq_and_Aconfig_settings = [(False, {PFX_enabled : 'true', accumulate_ltq : '1', EchoCount : '0'}), (True, {PFX_enabled : 'true', accumulate_ltq : '0', EchoCount : '0'})] self.wait_timeout = 360 self.overrides = SGXOverrides
def __init__(self): super(TestImpliedOutPricesTwoLegged, self).__init__() register_crews(Worker.DIRECT) self.market_config_and_filters = [(mf_multi_leg_config, [fspread_filter])] self.visible_levels_and_Aconfig_settings = [(1, {PFX_enabled : 'true', NumDepthLevels : '5', EchoCount : '0'})] self.tradable_price_tick_bounds=bounds_1_35 self.orders_per_price_level_bounds=bounds_5_10 self.order_round_lot_multiplier_bounds=bounds_1_10 self.legs_for_implied_out=[0, 1]
def __init__(self): super(TestVAPOptions, self).__init__() register_crews(Worker.DIRECT) self.market_config_and_filters = [(mf_option_config, [option_filter])] self.accumulate_ltq_and_Aconfig_settings = [(False, {PFX_enabled : 'true', accumulate_ltq : '1', EchoCount : '0'}), (True, {PFX_enabled : 'true', accumulate_ltq : '0', EchoCount : '0'})] self.overrides = ose_price_overrides self.wait_timeout = 120 self.restart_timeout = 500
def __init__(self): register_crews(Worker.DIRECT) super(TestAggMarketSmoke, self).__init__() self.tradable_price_tick_bounds = bounds_1_20 self.orders_per_price_level_bounds = bounds_6_10 self.order_round_lot_multiplier_bounds = bounds_1_10 self.market_config_and_filters = [(mf_config, [futures_filter])] self.visible_levels = 20 self.overrides = tocom_price_overrides
def __init__(self): super(TestAggregateDepthFuturesPFX, self).__init__() register_crews(Worker.DIRECT) self.market_config_and_filters = [(mf_config, [futures_filter])] self.visible_levels_and_Aconfig_settings = [(20, {PFX_enabled : 'true', NumDepthLevels : '20', EchoCount : '0'})] self.tradable_price_tick_bounds = bounds_1_35 self.orders_per_price_level_bounds=bounds_5_10 self.order_round_lot_multiplier_bounds=bounds_1_10 self.wait_timeout = 360 self.overrides = SGXOverrides
def create_test(self): register_crews( Worker.DIRECT, WorkerRelationships(direct_no_shares=[Worker.NO_SHARE], direct_shares=[Worker.NO_SHARE, Worker.SHARE])) #SetSessions() self.run_fill_server_non_rollover_no_share_map( preds=fspread_filter, mf_cfg=mf_multi_leg_config, override_list=OSE_OVERRIDES) self.run_fill_server_non_rollover_share_map( preds=fspread_filter, mf_cfg=mf_multi_leg_config, override_list=OSE_OVERRIDES)