class TestTradingEngine(TestCase):
def setUp(self):
self.pubsub = MockRedis()
self.config = PyConfig("test_config.ini")
self.symbols = ['GOOG']
self.strategy = StrategyFactory.create_strategy(
self.config.get(CONF_ANALYZER_SECTION, CONF_STRATEGY_NAME),
self.symbols, self.config)
self.strategy2 = StrategyFactory.create_strategy(
self.config.get(CONF_ANALYZER_SECTION, CONF_STRATEGY_NAME),
self.symbols, self.config.getSection(CONF_ANALYZER_SECTION))
def tearDown(self):
pass
def test_register_strategy(self):
trading_engine = TradingEngine(self.pubsub, self.strategy)
# lets check that the trading engine was setup correctly
# for key in trading_engine.strategies:
# event = trading_engine.strategies
# for strategy in event.keys():
# self.assertEquals(self.strategy, strategy)
# self.assertEquals(self.symbols, event[strategy]['symbols'])
# self.assertEquals(0, event[strategy]['fail'])
def test_consume_ticks(self):
pass
def test_consume_executed_order(self):
pass
def test_place_order(self):
pass
def setUp(self):
self.pubsub = MockRedis()
self.config = PyConfig("test_config.ini")
self.symbols = ['GOOG']
self.strategy = StrategyFactory.create_strategy(
self.config.get(CONF_ANALYZER_SECTION, CONF_STRATEGY_NAME),
self.symbols, self.config)
self.strategy2 = StrategyFactory.create_strategy(
self.config.get(CONF_ANALYZER_SECTION, CONF_STRATEGY_NAME),
self.symbols, self.config.getSection(CONF_ANALYZER_SECTION))
class testPyConfig(unittest.TestCase):
def setUp(self):
self.config = PyConfig("test.ini")
def tearDown(self):
pass
def testGetSession(self):
keyValues = self.config.getSection("app_main")
print(keyValues)
self.assertNotEqual(0, len(keyValues))
if not keyValues['field3']:
print("field3 is None")
def testGetOption(self):
option = self.config.get("log", "file")
print(option)
self.assertEqual("test.log", option)
def setUp(self):
self.pubsub = MockRedis()
self.config = PyConfig("test_config.ini")
self.symbols = ['GOOG']
self.strategy = StrategyFactory.create_strategy(
self.config.get(CONF_ANALYZER_SECTION, CONF_STRATEGY_NAME),
self.symbols,
self.config)
self.strategy2 = StrategyFactory.create_strategy(
self.config.get(CONF_ANALYZER_SECTION, CONF_STRATEGY_NAME),
self.symbols,
self.config.getSection(CONF_ANALYZER_SECTION))
class TestTradingEngine(TestCase):
def setUp(self):
self.pubsub = MockRedis()
self.config = PyConfig("test_config.ini")
self.symbols = ['GOOG']
self.strategy = StrategyFactory.create_strategy(
self.config.get(CONF_ANALYZER_SECTION, CONF_STRATEGY_NAME),
self.symbols,
self.config)
self.strategy2 = StrategyFactory.create_strategy(
self.config.get(CONF_ANALYZER_SECTION, CONF_STRATEGY_NAME),
self.symbols,
self.config.getSection(CONF_ANALYZER_SECTION))
def tearDown(self):
pass
def test_register_strategy(self):
trading_engine = TradingEngine(self.pubsub, self.strategy)
# lets check that the trading engine was setup correctly
# for key in trading_engine.strategies:
# event = trading_engine.strategies
# for strategy in event.keys():
# self.assertEquals(self.strategy, strategy)
# self.assertEquals(self.symbols, event[strategy]['symbols'])
# self.assertEquals(0, event[strategy]['fail'])
def test_consume_ticks(self):
pass
def test_consume_executed_order(self):
pass
def test_place_order(self):
pass
redis_conn = StrictRedis(**config)
engine = create_engine('sqlite://')
session_factory = sessionmaker(bind=engine)
Session = scoped_session(session_factory)
session = Session()
Base.metadata.create_all(engine)
usd = Currency(name='Dollar', code='USD')
nasdaq = Exchange(name='NASDAQ', currency=usd)
stock_ebay = Stock(symbol='EBAY', exchange=nasdaq, ISIN='US2786421030', description='')
owner = Owner(name='Lucky')
broker = Broker(name='Cheap Broker')
account = Account(owner=owner, broker=broker)
pesos = Currency(name='Pesos', code='ARG')
account.deposit(Money(amount=1000, currency=pesos))
config_file = "backtest_smaPortfolio.ini"
config = PyConfig(config_file)
strategy = StrategyFactory.create_strategy(config.get(CONF_ULTRAFINANCE_SECTION, CONF_STRATEGY_NAME),
config.getSection(CONF_ULTRAFINANCE_SECTION))
th_tick_feeder = BackTesterThread(config, redis_conn, securities=[stock_ebay])
start = datetime.now()
end = datetime.now() - timedelta(days=30)
th_trading_engine = TradingEngineThread(redis_conn.pubsub(), securities=[stock_ebay], strategy=strategy)
th_tick_feeder.start()
th_trading_engine.start()
Session.remove()
class TestTradingEngine(unittest.TestCase):
def setUp(self):
self.config = PyConfig()
self.config.setSource("test_config.ini")
self.symbols = ['GOOG']
self.strategy = StrategyFactory.create_strategy(
self.config.get(CONF_ANALYZER_SECTION, CONF_STRATEGY_NAME),
self.symbols,
self.config)
self.strategy2 = StrategyFactory.create_strategy(
self.config.get(CONF_ANALYZER_SECTION, CONF_STRATEGY_NAME),
self.symbols,
self.config.getSection(CONF_ANALYZER_SECTION))
def tearDown(self):
pass
def test_stop(self):
trading_engine = TradingEngine()
self.assertFalse(trading_engine._stop)
trading_engine.stop()
self.assertTrue(trading_engine._stop)
def test_register_strategy(self):
trading_engine = TradingEngine()
trading_engine.register(self.strategy)
# lets check that the trading engine was setup correctly
for key in trading_engine.subscribers.keys():
event = trading_engine.subscribers[key]
for strategy in event.keys():
self.assertEquals(self.strategy, strategy)
self.assertEquals(self.symbols, event[strategy]['symbols'])
self.assertEquals(0, event[strategy]['fail'])
def test_unregister_strategy(self):
trading_engine = TradingEngine()
trading_engine.register(self.strategy)
self.assertEquals(len(trading_engine.strategies), 2)
trading_engine.unregister(self.strategy)
# since this was the only strategy check if events is empty
self.assertEquals(len(trading_engine.strategies), 0)
trading_engine.register(self.strategy)
trading_engine.register(self.strategy2)
self.assertEquals(len(trading_engine.strategies), 2)
self.assertEquals(len(map(lambda vdict: vdict.keys(), trading_engine.strategies.values())[0]), 2)
self.assertEquals(len(map(lambda vdict: vdict.keys(), trading_engine.strategies.values())[1]), 2)
trading_engine.unregister(self.strategy)
self.assertEquals(len(trading_engine.strategies.keys()), 2)
self.assertEquals(len(map(lambda vdict: vdict.keys(), trading_engine.strategies.values())[0]), 1)
self.assertEquals(len(map(lambda vdict: vdict.keys(), trading_engine.strategies.values())[1]), 1)
def test_consume_ticks(self):
pass
def test_consume_executed_order(self):
pass
def test_place_order(self):
pass
def setUp(self):
self.config = PyConfig()
self.config.setSource("test.ini")
Base.metadata.create_all(engine)
usd = Currency(name='Dollar', code='USD')
nasdaq = Exchange(name='NASDAQ', currency=usd)
stock_ebay = Stock(symbol='EBAY',
exchange=nasdaq,
ISIN='US2786421030',
description='')
owner = Owner(name='Lucky')
broker = Broker(name='Cheap Broker')
account = Account(owner=owner, broker=broker)
pesos = Currency(name='Pesos', code='ARG')
account.deposit(Money(amount=1000, currency=pesos))
config_file = "backtest_smaPortfolio.ini"
config = PyConfig(config_file)
strategy = StrategyFactory.create_strategy(
config.get(CONF_ULTRAFINANCE_SECTION, CONF_STRATEGY_NAME),
config.getSection(CONF_ULTRAFINANCE_SECTION))
th_tick_feeder = TickFeederThread(config,
redis_conn,
securities=[stock_ebay])
start = datetime.now()
end = datetime.now() - timedelta(days=30)
th_trading_engine = TradingEngineThread(redis_conn.pubsub(),
securities=[stock_ebay],
strategy=strategy)
th_tick_feeder.start()
def setUp(self):
self.config = PyConfig("test.ini")
