def test_get_request_return_None_when_balance_is_smaller_than_min_price(
self):
bnh = StrategyBuyAndHold()
bnh.initialize(900, 10)
bnh.is_simulation = False
dummy_info = {}
dummy_info["closing_price"] = 20000
bnh.update_trading_info(dummy_info)
bnh.balance = 9.5
requests = bnh.get_request()
self.assertEqual(requests, None)
def test_get_request_return_turn_over_when_target_budget_is_too_small_at_simulation(
self):
bnh = StrategyBuyAndHold()
bnh.initialize(100, 100)
bnh.is_simulation = True
dummy_info = {}
dummy_info["date_time"] = "2020-02-25T15:41:09"
dummy_info["closing_price"] = 20000
bnh.update_trading_info(dummy_info)
requests = bnh.get_request()
self.assertEqual(requests[0]["price"], 0)
self.assertEqual(requests[0]["amount"], 0)
def test_get_request_return_turn_over_when_balance_is_smaller_than_min_price_at_simulation(
self, ):
bnh = StrategyBuyAndHold()
bnh.initialize(900, 10)
bnh.is_simulation = True
dummy_info = {}
dummy_info["date_time"] = "2020-02-25T15:41:09"
dummy_info["closing_price"] = 20000
bnh.update_trading_info(dummy_info)
bnh.balance = 9.5
requests = bnh.get_request()
self.assertEqual(requests[0]["price"], 0)
self.assertEqual(requests[0]["amount"], 0)
def test_get_request_return_same_datetime_at_simulation(self):
bnh = StrategyBuyAndHold()
bnh.initialize(1000, 100)
bnh.is_simulation = True
dummy_info = {}
dummy_info["date_time"] = "2020-02-25T15:41:09"
dummy_info["closing_price"] = 20000000
bnh.update_trading_info(dummy_info)
requests = bnh.get_request()
self.assertEqual(requests[0]["date_time"], "2020-02-25T15:41:09")
dummy_info["date_time"] = "2020-02-25T23:59:59"
dummy_info["closing_price"] = 20000000
bnh.update_trading_info(dummy_info)
requests = bnh.get_request()
self.assertEqual(requests[0]["date_time"], "2020-02-25T23:59:59")
def test_ITG_run_simulation_with_bnh_strategy(self):
trading_snapshot = simulation_data.get_data("bnh_snapshot")
operator = SimulationOperator()
strategy = StrategyBuyAndHold()
strategy.is_simulation = True
count = 100
budget = 100000
interval = 0.001
time_limit = 15
end_str = "2020-04-30T16:30:00"
data_provider = SimulationDataProvider()
data_provider.initialize_simulation(end=end_str, count=count)
trader = SimulationTrader()
trader.initialize_simulation(end=end_str, count=count, budget=budget)
analyzer = Analyzer()
analyzer.is_simulation = True
operator.initialize(
data_provider,
strategy,
trader,
analyzer,
budget=budget,
)
operator.set_interval(interval)
operator.start()
start_time = time.time()
while operator.state == "running":
time.sleep(0.5)
if time.time() - start_time > time_limit:
self.assertTrue(False, "Time out")
break
trading_results = operator.get_trading_results()
self.check_equal_results_list(trading_results, trading_snapshot)
waiting = True
start_time = time.time()
report = None
def callback(return_report):
nonlocal report
nonlocal waiting
report = return_report
waiting = False
self.assertFalse(waiting)
operator.get_score(callback)
while waiting:
time.sleep(0.5)
if time.time() - start_time > time_limit:
self.assertTrue(False, "Time out")
break
self.assertIsNotNone(report)
self.assertEqual(report[0], 100000)
self.assertEqual(report[1], 97220)
self.assertEqual(report[2], -2.78)
self.assertEqual(report[3]["KRW-BTC"], -2.693)