class Test_MarketState(unittest.TestCase):
"""
Unit tests for the class MarketState
"""
def setUp(self):
self.ms = MarketState(1.24010, 1.24000)
def test_correct_init(self):
self.assertEqual(self.ms.bid, 1.24010)
self.assertEqual(self.ms.ask, 1.24000)
def test_correct_update(self):
self.ms.update_bid_ask(1.24020, 1.24010)
self.assertEqual(self.ms.bid, 1.24020)
self.assertEqual(self.ms.ask, 1.24010)
class Test_MarketState(unittest.TestCase):
"""
Unit tests for the class MarketState
"""
def setUp(self):
self.ms = MarketState(1.24010, 1.24000)
def test_correct_init(self):
self.assertEqual(self.ms.bid, 1.24010)
self.assertEqual(self.ms.ask, 1.24000)
def test_correct_update(self):
self.ms.update_bid_ask(1.24020, 1.24010)
self.assertEqual(self.ms.bid, 1.24020)
self.assertEqual(self.ms.ask, 1.24010)
def __init__(self, domain, access_token, account_id, instruments,
events_queue, stoprequest):
self.domain = domain
self.access_token = access_token
self.account_id = account_id
self.instruments = instruments
self.events_queue = events_queue
self.stoprequest = stoprequest
#set up current market state per instrument
self.cur_prices = {}
for instr in instruments:
self.cur_prices[instr] = MarketState(None, None)
self.logger = logging.getLogger(__name__)
def stream_to_queue(self):
#check if file exists
try:
f = open(self.csv_file, 'rb')
f.close()
except Exception as e:
self.logger.critical(
"Caught exception while opening backtesting file %s\n", str(e))
return
#open file and read from it
file = open(self.csv_file, 'rb')
try:
for row in csv.reader(file, delimiter=','):
# check if we have received a stoprequest
if self.stoprequest.isSet():
break
instrument, timestamp, bid, ask = row
#update cur_prices if it exists for this instrument, else create it
bid = float(bid)
ask = float(ask)
if instrument in self.cur_prices:
self.cur_prices[instrument].update_bid_ask(bid, ask)
else:
self.cur_prices[instrument] = MarketState(bid, ask)
tev = TickEvent(instrument, timestamp, bid, ask)
self.events_queue.put(tev)
time.sleep(.05)
#do not flood the queue
except Exception as e:
self.logger.critical(
"Caught exception while reading from backtesting file %s\n",
str(e))
return
finally:
file.close()
def setUp(self):
self.ms = MarketState(1.24010, 1.24000)
def __init__(self, events_queue, stoprequest):
self.events_queue = events_queue
self.stoprequest = stoprequest
self.cur_prices = {"EUR_USD": MarketState(None, None)}
def setUp(self):
self.ms = MarketState(1.24010, 1.24000)
