def test_nopairs_novalues(self):
data_api = DataAPI(data_portal=MockDataPortal(),
traded_pairs=self.PAIRS)
value = data_api.current()
self.assertIsInstance(value, pd.DataFrame)
self.assertEquals(value.columns.values.tolist(),
['bid', 'ask', 'medium'])
self.assertEquals(value.index.values.tolist(), ['USDEUR', 'EURDKK'])
def test_single_pair_many_values(self):
data_api = DataAPI(data_portal=MockDataPortal(),
traded_pairs=self.PAIRS)
req_values = ['ask', 'bid']
value = data_api.current(pairs=self.PAIRS[0], values=req_values)
self.assertIsInstance(value, pd.Series)
self.assertEquals(value.index.values.tolist(), ['ask', 'bid'])
def test_history_single_pair(self):
pairs = MockDataRetriever.PAIRS
dp = DataPortal(ingester=MockDataRetriever('test'), pairs=pairs)
dp.ingest()
data_api = DataAPI(data_portal=dp, traded_pairs=pairs)
value = data_api.history(pairs=pairs[0], ticks=2)
self.assertTrue(pairs[0] in value)
self.assertEquals(len(value), 1)
self.assertEquals(len(value[pairs[0]]), 2)
def run_simulation(self, clock_type):
self.__register_strategy()
try:
data_portal = self._prepare_data_portal()
except:
return 0
clock = FactoryClock.get_clock(clock_type, data_portal)
self.api_strategy.set_internal_variables(clock, data_portal)
data_api = DataAPI(data_portal=data_portal,
traded_pairs=self.traded_pairs)
self.api_strategy.data_api = data_api
scheduler = self.api_strategy.get_scheduler()
simulation_manager = SimulationManager(clock, self.api_strategy,
scheduler)
simulation_manager.simulate()
def test_many_pair_single_value(self):
data_api = DataAPI(data_portal=MockDataPortal(),
traded_pairs=self.PAIRS)
value = data_api.current(pairs=self.PAIRS, values='ask')
self.assertIsInstance(value, pd.Series)
self.assertEquals(value.index.values.tolist(), self.PAIRS)
def test_single_value_bid(self):
data_api = DataAPI(data_portal=MockDataPortal(),
traded_pairs=self.PAIRS)
value = data_api.current(pairs=self.PAIRS[1], values='bid')
self.assertIsInstance(value, float)
self.assertEquals(MockDataPortal.current_tick[0]['bid'], value)
def load_portal(context, pairs):
context.pairs = ast.literal_eval(pairs)
context.data_portal = DataPortal(ingester=DemoLoader(),
pairs=context.pairs)
context.data_api = DataAPI(data_portal=context.data_portal,
traded_pairs=context.pairs)