def test_send_first_ba(default_bidask):
bidask = default_bidask.copy()
market_status = MarketStatus()
market_status.status = MarketStatus.IN_MARKET
code_info = {
'yesterday_close': 6000, # 10 ba unit
'today_open': 6030,
'is_kospi': False
}
ss = SellStage(None, code_info, market_status, 6050, 10, False)
ss.ba_data_handler('A005930', bidask)
assert ss.get_status() == tradestatus.SELL_PROGRESSING
def ba_data_handler(self, code, tick_data):
# Use BA callback as timer to process order
if self.stage is not None:
self.stage.ba_data_handler(code, tick_data)
if isinstance(self.stage, BuyStage):
if self.stage.get_status() == tradestatus.BUY_FAIL:
self.stage = None
elif self.stage.get_status() == tradestatus.BUY_SOME:
self.stage.cancel_remain()
elif self.stage.get_status() == tradestatus.BUY_DONE:
average_price, qty = self.stage.get_buy_average()
self.stage = SellStage(self.reader, self.code_info,
self.market_status, average_price,
qty)
elif isinstance(self.stage, SellStage):
if self.stage.is_finished():
self.stage = None
def start(self):
logger.warning('START BUY STAGE %s', self.code_info['code'])
self.stage = BuyStage(self.reader, self.code_info, self.market_status)
class Trader:
def __init__(self, reader, code_info, market_status):
self.reader = reader
self.code_info = code_info
self.market_status = market_status
self.stage = None
def start(self):
logger.warning('START BUY STAGE %s', self.code_info['code'])
self.stage = BuyStage(self.reader, self.code_info, self.market_status)
def finish_work(self):
if self.stage is not None and isinstance(self.stage, SellStage):
self.stage.sell_immediately()
def receive_result(self, result):
if 'flag' not in result or 'quantity' not in result or 'code' not in result:
logger.error('RESULT without flag or quantity %s', str(result))
return
if result['code'] != self.code_info['code']:
return
#print('receive result', self.code_info['code'])
if self.stage is None:
logger.error('RECEIVE RESULT but stage None %s', str(result))
else:
self.stage.receive_result(result)
def top_edge_detected(self):
logger.info('TOP EDGE DETECTED %s', self.code_info['code'])
if isinstance(self.stage, SellStage):
self.stage.sell_immediately()
def bottom_edge_detected(self):
logger.info('BOTTOM EDGE DETECTED')
def tick_data_handler(self, data):
if self.stage is not None:
self.stage.tick_handler(data)
def ba_data_handler(self, code, tick_data):
# Use BA callback as timer to process order
if self.stage is not None:
self.stage.ba_data_handler(code, tick_data)
if isinstance(self.stage, BuyStage):
if self.stage.get_status() == tradestatus.BUY_FAIL:
self.stage = None
elif self.stage.get_status() == tradestatus.BUY_SOME:
self.stage.cancel_remain()
elif self.stage.get_status() == tradestatus.BUY_DONE:
average_price, qty = self.stage.get_buy_average()
self.stage = SellStage(self.reader, self.code_info,
self.market_status, average_price,
qty)
elif isinstance(self.stage, SellStage):
if self.stage.is_finished():
self.stage = None
def is_finished(self):
return self.stage is None
def test_cut_off(default_bidask):
bidask = default_bidask.copy()
market_status = MarketStatus()
market_status.status = MarketStatus.IN_MARKET
current_order_num = stock_api.current_order_number
code_info = {
'yesterday_close': 6000, # 10 ba unit
'today_open': 6030,
'is_kospi': False
}
ss = SellStage(None, code_info, market_status, 6050, 10, False)
ss.ba_data_handler('A005930', bidask)
assert ss.get_status() == tradestatus.SELL_PROGRESSING
ss.receive_result({
'flag': '4',
'order_number': current_order_num,
'price': 6070,
'quantity': 3
})
ss.receive_result({
'flag': '4',
'order_number': current_order_num + 1,
'price': 6080,
'quantity': 3
})
ss.receive_result({
'flag': '4',
'order_number': current_order_num + 2,
'price': 6090,
'quantity': 4
})
gevent.sleep(2)
down_bidask(bidask)
ss.ba_data_handler('A005930', bidask)
down_bidask(bidask)
ss.ba_data_handler('A005930', bidask)
assert len(ss.order_queue.get_ready_order_list()) == 2
def test_init():
ss = SellStage(None, None, None, 1000, 10, False)
assert ss.get_status() == tradestatus.SELL_WAIT