def test_process_current_orders_with_default_sep(self):
mock_log_control = mock.Mock()
mock_add_market = mock.Mock()
market_book = mock.Mock()
markets = Markets()
market = Market(
flumine=mock.Mock(), market_id="market_id", market_book=market_book
)
markets.add_market("market_id", market)
strategies = Strategies()
cheap_hash = create_cheap_hash("strategy_name", 13)
trade = mock.Mock(market_id="market_id")
trade.strategy.name_hash = cheap_hash
current_order = mock.Mock(
customer_order_ref=f"{cheap_hash}I123", market_id="market_id", bet_id=None
)
betfair_order = BetfairOrder(trade=trade, side="BACK", order_type=mock.Mock())
betfair_order.id = "123"
market.blotter = {"123": betfair_order}
event = mock.Mock(event=[mock.Mock(orders=[current_order])])
process.process_current_orders(
markets=markets,
strategies=strategies,
event=event,
log_control=mock_log_control,
add_market=mock_add_market,
)
self.assertEqual(current_order, betfair_order.responses.current_order)
def test_create_order_from_current(self):
mock_add_market = mock.Mock()
market_book = mock.Mock()
mock_client = mock.Mock()
markets = Markets()
market = Market(flumine=mock.Mock(),
market_id="market_id",
market_book=market_book)
markets.add_market("market_id", market)
cheap_hash = create_cheap_hash("strategy_name", 13)
strategy = mock.Mock(name_hash=cheap_hash)
strategies = Strategies()
strategies(strategy=strategy, clients=mock.Mock())
current_order = mock.Mock(
customer_order_ref=f"{cheap_hash}I123",
market_id="market_id",
bet_id=None,
selection_id="selection_id",
handicap="handicap",
order_type="LIMIT",
price_size=PriceSize(price=10.0, size=2.0),
persistence_type="LAPSE",
)
new_order = process.create_order_from_current(
markets=markets,
strategies=strategies,
current_order=current_order,
add_market=mock_add_market,
client=mock_client,
)
self.assertEqual(market.blotter["123"], new_order)
self.assertEqual(new_order.market_id, "market_id")
self.assertEqual(new_order.selection_id, "selection_id")
self.assertEqual(new_order.handicap, "handicap")
self.assertEqual(new_order.order_type.ORDER_TYPE, OrderTypes.LIMIT)
self.assertEqual(new_order.order_type.size, 2.0)
self.assertEqual(new_order.order_type.price, 10.0)
self.assertEqual(new_order.client, mock_client)
def test_process_current_orders_with_default_sep(
self, mock_process_current_order):
mock_log_control = mock.Mock()
mock_add_market = mock.Mock()
market_book = mock.Mock()
markets = Markets()
market = Market(flumine=mock.Mock(),
market_id="market_id",
market_book=market_book)
markets.add_market("market_id", market)
strategies = Strategies()
cheap_hash = create_cheap_hash("strategy_name", 13)
trade = mock.Mock(market_id="market_id")
trade.strategy.name_hash = cheap_hash
current_order = mock.Mock(customer_order_ref=f"{cheap_hash}I123",
market_id="market_id",
bet_id=None)
betfair_order = BetfairOrder(trade=trade,
side="BACK",
order_type=mock.Mock())
betfair_order.id = "123"
betfair_order.complete = True
market.blotter["123"] = betfair_order
event = mock.Mock(event=[mock.Mock(orders=[current_order])])
process.process_current_orders(
markets=markets,
strategies=strategies,
event=event,
log_control=mock_log_control,
add_market=mock_add_market,
)
mock_process_current_order.assert_called_with(betfair_order,
current_order,
mock_log_control)
self.assertEqual(market.blotter._live_orders, [])
class MarketsTest(unittest.TestCase):
def setUp(self) -> None:
self.markets = Markets()
def test_init(self):
self.assertEqual(self.markets._markets, {})
def test_add_market(self):
mock_market = mock.Mock()
self.markets.add_market("1.1", mock_market)
self.assertEqual(self.markets._markets, {"1.1": mock_market})
def test_add_market_reopen(self):
mock_market = mock.Mock()
self.markets._markets = {"1.1": mock_market}
self.markets.add_market("1.1", mock_market)
self.assertEqual(self.markets._markets, {"1.1": mock_market})
mock_market.open_market.assert_called_with()
def test_close_market(self):
mock_market = mock.Mock()
self.markets._markets = {"1.1": mock_market}
self.markets.close_market("1.1")
mock_market.close_market.assert_called_with()
def test_remove_market(self):
mock_market = mock.Mock()
self.markets._markets = {"1.1": mock_market}
self.markets.remove_market("1.1")
self.assertEqual(self.markets._markets, {})
def test_get_order(self):
mock_market = mock.Mock()
mock_market.closed = False
mock_market.blotter = {"test": 12}
self.markets._markets = {"1.1": mock_market}
self.assertEqual(self.markets.get_order("1.1", "test"), 12)
self.assertIsNone(self.markets.get_order("1.2", "test"))
def test_get_order_from_bet_id(self):
mock_order = mock.Mock()
mock_order.bet_id = "321"
mock_market = mock.Mock()
mock_market.closed = False
mock_market.blotter.__iter__ = mock.Mock(
return_value=iter([mock_order]))
self.markets._markets = {"1.1": mock_market}
self.assertEqual(self.markets.get_order_from_bet_id("1.1", "321"),
mock_order)
self.assertIsNone(self.markets.get_order("1.2", "test"))
def test_markets(self):
self.assertEqual(self.markets.markets, {})
mock_market = mock.Mock()
mock_market_two = mock.Mock()
self.markets._markets = {"1.1": mock_market, "2.1": mock_market_two}
self.assertEqual(self.markets.markets, {
"1.1": mock_market,
"2.1": mock_market_two
})
def test_open_market_ids(self):
self.assertEqual(self.markets.open_market_ids, [])
mock_market = mock.Mock()
mock_market.closed = False
mock_market_two = mock.Mock()
mock_market_two.closed = True
self.markets._markets = {"1.1": mock_market, "2.1": mock_market_two}
self.assertEqual(self.markets.open_market_ids, [mock_market.market_id])
def test_live_orders(self):
self.assertFalse(self.markets.live_orders)
mock_market = mock.Mock()
mock_market.closed = False
mock_market.blotter.has_live_orders = True
self.markets._markets = {"1.234": mock_market}
self.assertTrue(self.markets.live_orders)
mock_market.blotter.has_live_orders = False
self.assertFalse(self.markets.live_orders)
def test_iter(self):
self.assertEqual(len([i for i in self.markets]), 0)
def test_len(self):
self.assertEqual(len(self.markets), 0)
class MarketsTest(unittest.TestCase):
def setUp(self) -> None:
self.markets = Markets()
def test_init(self):
self.assertEqual(self.markets._markets, {})
self.assertEqual(self.markets.events, {})
def test_add_market(self):
mock_market = mock.Mock(event_id="1234")
self.markets.add_market("1.1", mock_market)
self.assertEqual(self.markets._markets, {"1.1": mock_market})
self.assertEqual(self.markets.events, {"1234": [mock_market]})
def test_add_market_no_event_id(self):
mock_market = mock.Mock(event_id=None)
self.markets.add_market("1.1", mock_market)
self.assertEqual(self.markets._markets, {"1.1": mock_market})
self.assertEqual(self.markets.events, {})
def test_add_market_reopen(self):
mock_market = mock.Mock()
self.markets._markets = {"1.1": mock_market}
self.markets.add_market("1.1", mock_market)
self.assertEqual(self.markets._markets, {"1.1": mock_market})
mock_market.open_market.assert_called_with()
def test_close_market(self):
mock_market = mock.Mock()
self.markets._markets = {"1.1": mock_market}
self.markets.close_market("1.1")
mock_market.close_market.assert_called_with()
def test_remove_market(self):
mock_market = mock.Mock(event_id=1234)
self.markets._markets = {"1.1": mock_market}
self.markets.events = {1234: [mock_market]}
self.markets.remove_market("1.1")
self.assertEqual(self.markets._markets, {})
self.assertEqual(self.markets.events, {1234: []})
def test_remove_market_no_event(self):
mock_market = mock.Mock(event_id=1234)
self.markets._markets = {"1.1": mock_market}
self.markets.remove_market("1.1")
self.assertEqual(self.markets._markets, {})
self.assertEqual(self.markets.events, {})
def test_get_order(self):
mock_market = mock.Mock()
mock_market.closed = False
mock_market.blotter = {"test": 12}
self.markets._markets = {"1.1": mock_market}
self.assertEqual(self.markets.get_order("1.1", "test"), 12)
self.assertIsNone(self.markets.get_order("1.2", "test"))
def test_get_order_from_bet_id(self):
mock_blotter = mock.Mock()
mock_market = mock.Mock(closed=False, blotter=mock_blotter)
self.markets._markets = {"1.1": mock_market}
self.markets.get_order_from_bet_id("1.1", "321")
mock_blotter.get_order_bet_id.assert_called_with("321")
def test_markets(self):
self.assertEqual(self.markets.markets, {})
mock_market = mock.Mock()
mock_market_two = mock.Mock()
self.markets._markets = {"1.1": mock_market, "2.1": mock_market_two}
self.assertEqual(
self.markets.markets, {"1.1": mock_market, "2.1": mock_market_two}
)
def test_open_market_ids(self):
self.assertEqual(self.markets.open_market_ids, [])
mock_market = mock.Mock(status="OPEN")
mock_market_two = mock.Mock(status="CLOSED")
self.markets._markets = {"1.1": mock_market, "2.1": mock_market_two}
self.assertEqual(self.markets.open_market_ids, [mock_market.market_id])
def test_live_orders(self):
self.assertFalse(self.markets.live_orders)
mock_market = mock.Mock()
mock_market.closed = False
mock_market.blotter.has_live_orders = True
self.markets._markets = {"1.234": mock_market}
self.assertTrue(self.markets.live_orders)
mock_market.blotter.has_live_orders = False
self.assertFalse(self.markets.live_orders)
def test_iter(self):
self.assertEqual(len([i for i in self.markets]), 0)
def test_len(self):
self.assertEqual(len(self.markets), 0)