def test_equality(self):
c1, c1_, c2, c3 = Currency("c1"), Currency("c1"), Currency(
"c2"), Currency("c3")
p1, p1_, p2, p3 = CurrencyPair(c1, c2), CurrencyPair(
c1_, c2), CurrencyPair(c1, c3), CurrencyPair(c3, c2)
self.assertEqual(p1, p1_)
self.assertNotEqual(p1, p2)
self.assertNotEqual(p1, p3)
def test_hash(self):
c1, c1_, c2 = Currency("c1"), Currency("c1"), Currency("c2")
p1, p1_, p2 = CurrencyPair(c1,
c2), CurrencyPair(c1_,
c2), CurrencyPair(c2, c1)
self.assertEqual(set((p1, p1_)), set((p1, )))
self.assertEqual(len({p1: 1, p1_: 1}), 1)
self.assertEqual(len({p1: 1, p2: 1}), 2)
def find(self, currency1=None, currency2=None, exchange=None):
'''Returns a sublist of contained markets, filtered by the given criteria'''
exchange_name = exchange.name if isinstance(exchange, Exchange) else exchange
results = set(self._all) # make copy
if currency1:
currency1 = Currency(currency1)
results &= self._by_currency[currency1]
if currency2:
currency2 = Currency(currency2)
results &= self._by_currency[currency2]
if exchange_name:
exchange_name_lower = exchange_name.lower() if exchange_name else None
results &= self._by_exchange[exchange_name_lower]
return MarketList(results)
def test_find_double(self):
c3, c4 = (Currency(c) for c in ('c3', 'c4'))
market_currencies = (c1, c2, c3, c4)
# each market has a successive pair of currencies
m1, m2, m3 = (
SimpleMarket(cx1, cx2)
for cx1, cx2 in zip(market_currencies[:-1], market_currencies[1:]))
# ---- empty
ml = MarketList([])
self.assertItemsEqual(ml.find(c1).find(c1), [])
self.assertItemsEqual(ml.find(c1).find(c2), [])
# ---- one element
ml = MarketList([m1])
self.assertItemsEqual(ml.find(c1).find(c1), [m1])
self.assertItemsEqual(ml.find(c1).find(c2), [m1])
self.assertItemsEqual(ml.find(c2).find(c1), [m1])
self.assertItemsEqual(ml.find(c1, c2).find(c2, c1), [m1])
self.assertItemsEqual(ml.find(c1).find(c3), [])
self.assertItemsEqual(ml.find(c3).find(c1), [])
# ---- many elements
ml = MarketList([m1, m2, m3])
self.assertItemsEqual(ml.find(c1).find(c1), [m1])
self.assertItemsEqual(ml.find(c1).find(c2), [m1])
self.assertItemsEqual(ml.find(c2).find(c2), [m1, m2])
self.assertItemsEqual(ml.find(c2).find(c1), [m1])
self.assertItemsEqual(ml.find(c2).find(c2), [m1, m2])
self.assertItemsEqual(ml.find(c2).find(c3), [m2])
self.assertItemsEqual(ml.find(c3).find(c3), [m2, m3])
self.assertItemsEqual(ml.find(c3).find(c2), [m2])
def test_convert(self):
c1, c2, er = ExchangeRateTest.create_er()
self.assertEqual(er.convert(Amount(1, c1)), 2 * c2)
self.assertEqual(er.convert(Amount(1, c2)), 0.5 * c1)
self.assertEqual(er.convert(Amount(1, c1), c1), 1 * c1)
self.assertEqual(er.convert(Amount(1, c1), c2), 2 * c2)
self.assertRaises(CurrencyPair.WrongCurrency,
lambda: er.convert(Amount(1, c1), Currency('c')))
def test_find_by_exchange(self):
e1, e2 = SimpleExchange("E1"), SimpleExchange("e2")
c3 = Currency('c3')
m1, m2 = SimpleMarket(c1, c2, e1), SimpleMarket(c1, c2, e2)
ml = MarketList([m1, m2])
#simple find
self.assertItemsEqual(ml.find(exchange="E1"), (m1, ))
#simple 2
self.assertItemsEqual(ml.find(exchange="E2"), (m2, ))
#lower case
self.assertItemsEqual(ml.find(exchange="e1"), (m1, ))
#with currency, 1 result
self.assertItemsEqual(ml.find(c1, exchange="E1"), (m1, ))
#with currency, 0 results
self.assertItemsEqual(ml.find(c3, exchange="E1"), ())
exchange = exchange or test_exchange
Market.__init__(self, exchange, counter_currency, base_currency)
def authenticate(self, *args, **kwargs):
raise NotImplementedError
def get_ticker(self):
raise NotImplementedError
def get_orderbook(self):
raise NotImplementedError
#GLOBALS
test_exchange = SimpleExchange()
c1, c2 = Currency("c1"), Currency("c2")
m = SimpleMarket(c1, c2)
def craft_orderbook(bids_list, asks_list):
'''create orderbook from two lists of tuples (amount, rate)'''
bids_list = [Order(l[0] * c1, l[1] * c1 / c2, market=m) for l in bids_list]
asks_list = [Order(l[0] * c2, l[1] * c1 / c2, market=m) for l in asks_list]
return Orderbook(m, bids_list, asks_list)
def craft_order(amount, rate, bid=True, market=m):
from_c = market.counter_currency if bid else market.base_currency
return Order(amount * from_c, rate * c1 / c2, market=market)
def test_create(self):
c1 = Currency("c1")
self.assertIsInstance(c1, Currency)
def create_amount():
c1, c2 = Currency("C1"), Currency("C2")
amount = Amount('1.0', c1)
return c1, c2, amount
def test_equality_reversed(self):
c1, c2 = Currency("c1"), Currency("c2")
self.assertNotEqual(CurrencyPair(c1, c2), CurrencyPair(c2, c1))
def create_pair():
c1, c2, c3 = Currency("c1"), Currency("c2"), Currency("c3")
p1, p1_, p2, p3 = CurrencyPair(c1, c2), CurrencyPair(c1, c3)
def test_hash(self):
c1, c1_, c2 = Currency("c1"), Currency("c1"), Currency("c2")
self.assertEqual(set((c1, c1_)), set((c1, )))
self.assertEqual(len({c1: 1, c1_: 1}), 1)
self.assertEqual(len({c1: 1, c2: 1}), 2)
self.assertEqual(len({c1: 1, "c1": 1}), 2)
def test_equality(self):
c1, c1_, c2 = Currency("c1"), Currency("c1"), Currency("c2")
self.assertEqual(c1, c1_)
self.assertNotEqual(c1, c2)
def create_er():
c1, c2 = Currency("C1"), Currency("C2")
er = ExchangeRate(denominator_currency=c1,
numerator_currency=c2,
rate='2.0')
return c1, c2, er