def test_make_chunk_should_make_chunk_list_from_original_list(self):
a = [1, 2, 3, 4, 5, 6, 7]
a_result = MassSimulator.make_chunk(a, 3)
self.assertEqual(a_result[0], [1, 2, 3])
self.assertEqual(a_result[1], [4, 5])
self.assertEqual(a_result[2], [6, 7])
a_result = MassSimulator.make_chunk(a, 4)
self.assertEqual(a_result[0], [1, 2])
self.assertEqual(a_result[1], [3, 4])
self.assertEqual(a_result[2], [5, 6])
self.assertEqual(a_result[3], [7])
a_result = MassSimulator.make_chunk(a, 2)
self.assertEqual(a_result[0], [1, 2, 3, 4])
self.assertEqual(a_result[1], [5, 6, 7])
b = ["a", "b", "c", "d", "e"]
b_result = MassSimulator.make_chunk(b, 2)
self.assertEqual(b_result[0], ["a", "b", "c"])
self.assertEqual(b_result[1], ["d", "e"])
b_result = MassSimulator.make_chunk(b, 4)
self.assertEqual(b_result[0], ["a", "b"])
self.assertEqual(b_result[1], ["c"])
self.assertEqual(b_result[2], ["d"])
self.assertEqual(b_result[3], ["e"])
def test_print_state_print_correctly_when_is_start_true(self, mock_print):
mass = MassSimulator()
mass.config = {
"title": "mass simulation test",
"currency": "ETH",
"description": "unit test config",
"budget": 5000000,
"strategy": "show me the money",
"period_list": [{
"start": "today",
"end": "tomorrow"
}],
}
mass.print_state(is_start=True)
self.assertEqual(mock_print.call_args_list[1][0][0],
"Title: mass simulation test, Currency: ETH")
self.assertEqual(mock_print.call_args_list[2][0][0],
"Description: unit test config")
self.assertEqual(mock_print.call_args_list[3][0][0],
"Budget: 5000000, Strategy: show me the money")
self.assertEqual(mock_print.call_args_list[4][0][0],
"today ~ tomorrow (1)")
self.assertEqual(
mock_print.call_args_list[6][0][0].find(
"+0 simulation start!"), 24)
def test_memory_usage_should_print_correctly(self, mock_process,
mock_print):
dummy_memory_info_return = MagicMock()
dummy_memory_info_return.rss = 777000000.123456789
dummy_process_return = MagicMock()
dummy_process_return.memory_info.return_value = dummy_memory_info_return
mock_process.return_value = dummy_process_return
MassSimulator.memory_usage()
mock_print.assert_called_with(
"[MainProcess] memory usage: 741.00494 MB")
def test_draw_graph_should_call_plt_correctly(self, mock_savefig,
mock_plot, mock_bar):
MassSimulator.draw_graph([1.12, 2.25, 2.01],
mean=1.793,
filename="mango.jpg")
mock_bar.assert_called_once_with([0, 1, 2], [1.12, 2.25, 2.01])
mock_plot.assert_called_once_with([1.793, 1.793, 1.793], "r")
mock_savefig.assert_called_once_with("mango.jpg",
dpi=300,
pad_inches=0.25)
def test_make_config_json_should_make_json_file_correctly(
self, mock_file, mock_json):
result = MassSimulator.make_config_json(
title="get_money",
budget=50000000000,
strategy_num=7,
interval=0.777,
currency="USD",
from_dash_to="210804.000000-210804.030000",
offset_min=120,
)
self.assertEqual(result, "output/generated_config.json")
config = mock_json.call_args[0][0]
self.assertEqual(config["title"], "get_money")
self.assertEqual(config["budget"], 50000000000)
self.assertEqual(config["strategy"], 7)
self.assertEqual(config["interval"], 0.777)
self.assertEqual(config["currency"], "USD")
self.assertEqual(len(config["period_list"]), 2)
self.assertEqual(config["period_list"][0]["start"],
"2021-08-04T00:00:00")
self.assertEqual(config["period_list"][0]["end"],
"2021-08-04T02:00:00")
self.assertEqual(config["period_list"][1]["start"],
"2021-08-04T02:00:00")
self.assertEqual(config["period_list"][1]["end"],
"2021-08-04T04:00:00")
def test_print_state_print_correctly_when_is_end_true(self, mock_print):
mass = MassSimulator()
mass.config = {
"title": "mass simulation test",
"currency": "ETH",
"description": "unit test config",
"budget": 5000000,
"strategy": "show me the money",
"period_list": [{
"start": "today",
"end": "tomorrow"
}],
}
mass.analyzed_result = (123.45, 456, 789, 10)
mass.start = mass.last_print = datetime.now() - timedelta(seconds=4)
mass.print_state(is_end=True)
self.assertEqual(
mock_print.call_args_list[0][0][0].find("simulation completed"),
36)
self.assertEqual(mock_print.call_args_list[2][0][0],
"수익률 평균: 123.45")
self.assertEqual(mock_print.call_args_list[3][0][0],
"수익률 편차: 456")
self.assertEqual(mock_print.call_args_list[4][0][0],
"수익률 최대: 789")
self.assertEqual(mock_print.call_args_list[5][0][0],
"수익률 최소: 10")
def test_get_initialized_operator_should_initialize_correctly(
self, mock_interval, mock_op_init, mock_tr_init, mock_dp_init):
budget = 50000
strategy_num = 1
interval = 60
currency = "BTC"
start = "2020-04-30T17:00:00"
end = "2020-04-30T18:00:00"
tag = "mango-test"
operator = MassSimulator.get_initialized_operator(
budget, strategy_num, interval, currency, start, end, tag)
mock_dp_init.assert_called_once_with(end=end, count=60)
mock_tr_init.assert_called_once_with(end=end, count=60, budget=budget)
mock_op_init.assert_called_once_with(ANY, ANY, ANY, ANY, budget=budget)
mock_interval.assert_called_once_with(60)
self.assertEqual(operator.tag, tag)
def test_analyze_result_should_call_file_write_correctly(self, mock_file):
mass = MassSimulator()
dummy_config = {
"title":
"BnH-2Hour",
"budget":
50000,
"strategy":
0,
"interval":
1,
"currency":
"BTC",
"description":
"mass-simluation-unit-test",
"period_list": [
{
"start": "2020-04-30T17:00:00",
"end": "2020-04-30T19:00:00"
},
{
"start": "2020-04-30T18:00:00",
"end": "2020-04-30T20:00:00"
},
],
}
dummy_result = [
(0, 0, 1.12, 0, 0, 0, 2.99, 1.88),
(0, 0, 2.25, 0, 0, 0, 1.99, -1.88),
(0, 0, 2.01, 0, 0, 0, 4.99, 2.88),
]
mass.draw_graph = MagicMock()
mass.analyze_result(dummy_result, dummy_config)
self.assertEqual(mock_file.call_args_list[1][0][0],
"output/BnH-2Hour.result")
self.assertEqual(mock_file.call_args_list[1][0][1], "w")
self.assertEqual(mock_file.call_args_list[1][1]["encoding"], "utf-8")
handle = mock_file()
expected = [
"Title: BnH-2Hour\n",
"Description: mass-simluation-unit-test\n",
"Strategy: BnH, Budget: 50000, Currency: BTC\n",
"2020-04-30T17:00:00 ~ 2020-04-30T20:00:00 (3)\n",
"수익률 평균: 1.793\n",
"수익률 편차: 0.595\n",
"수익률 최대: 2.25, 1\n",
"수익률 최소: 1.12, 0\n",
"순번, 인덱스, 구간 수익률, 최대 수익률, 최저 수익률 ===\n",
" 1, 1, 2.25, -1.88, 1.99\n",
" 2, 2, 2.01, 2.88, 4.99\n",
" 3, 0, 1.12, 1.88, 2.99\n",
]
for idx, val in enumerate(expected):
self.assertEqual(
handle.write.call_args_list[idx][0][0],
val,
)
self.assertEqual(mass.analyzed_result[0], 1.793)
self.assertEqual(mass.analyzed_result[1], 0.595)
self.assertEqual(mass.analyzed_result[2], 2.25)
self.assertEqual(mass.analyzed_result[3], 1.12)
mass.draw_graph.assert_called_with([1.12, 2.25, 2.01],
mean=1.793,
filename="output/BnH-2Hour.jpg")
def test__execute_single_process_simulation_should_run_simulation(self):
dummy_config = {
"title":
"BnH-2Hour",
"budget":
50000,
"strategy":
0,
"interval":
1,
"currency":
"BTC",
"description":
"mass-simluation-unit-test",
"partial_idx":
1,
"partial_period_list": [
{
"idx": 7,
"period": {
"start": "2020-04-30T17:00:00",
"end": "2020-04-30T19:00:00"
},
},
{
"idx": 8,
"period": {
"start": "2020-04-30T18:00:00",
"end": "2020-04-30T20:00:00"
},
},
],
}
backup_run_single = MassSimulator.run_single
backup_memory_usage = MassSimulator.memory_usage
MassSimulator.run_single = MagicMock(return_value="mango_result")
MassSimulator.memory_usage = MagicMock()
MassSimulator.get_initialized_operator = MagicMock(
return_value="dummy_operator")
result = MassSimulator._execute_single_process_simulation(dummy_config)
MassSimulator.memory_usage.assert_called_once()
MassSimulator.run_single.assert_called_with("dummy_operator")
self.assertEqual(result[0]["idx"], 7)
self.assertEqual(result[0]["result"], "mango_result")
self.assertEqual(result[1]["idx"], 8)
self.assertEqual(result[1]["result"], "mango_result")
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[0][0][0],
50000)
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[0][0][1], 0)
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[0][0][2], 1)
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[0][0][3],
"BTC")
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[0][0][4],
"2020-04-30T17:00:00")
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[0][0][5],
"2020-04-30T19:00:00")
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[1][0][0],
50000)
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[1][0][1], 0)
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[1][0][2], 1)
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[1][0][3],
"BTC")
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[1][0][4],
"2020-04-30T18:00:00")
self.assertEqual(
MassSimulator.get_initialized_operator.call_args_list[1][0][5],
"2020-04-30T20:00:00")
MassSimulator.run_single = backup_run_single
MassSimulator.memory_usage = backup_memory_usage
def test__update_result_should_update_result_correctly(self):
mass = MassSimulator()
mass.result.append(0)
mass._update_result([{"idx": 0, "result": "mango"}])
self.assertEqual(mass.result[0], "mango")
def test_print_state_print_correctly(self, mock_print):
mass = MassSimulator()
mass.start = mass.last_print = datetime.now() - timedelta(seconds=4)
mass.print_state()
self.assertEqual(
mock_print.call_args[0][0].find("simulation is running"), 36)
def test_run_single_should_start_and_stop_operator(self):
mock_op = MagicMock()
MassSimulator.run_single(mock_op)
mock_op.start.assert_called_once()
mock_op.stop.assert_called_once()
mock_op.get_score.assert_called_once()
def test_run_should_call_run_simulation_correctly(self,
mock_set_stream_level):
mass = MassSimulator()
dummy_config = {
"title":
"BnH-2Hour",
"budget":
50000,
"strategy":
0,
"interval":
1,
"currency":
"BTC",
"description":
"mass-simluation-unit-test",
"period_list": [
{
"start": "2020-04-30T17:00:00",
"end": "2020-04-30T19:00:00"
},
{
"start": "2020-04-30T18:00:00",
"end": "2020-04-30T20:00:00"
},
],
}
mass._load_config = MagicMock(return_value=dummy_config)
mass.analyze_result = MagicMock()
mass.print_state = MagicMock()
mass._execute_simulation = MagicMock()
mass.run("mass_config_file_name", 2)
mass._load_config.assert_called_once_with("mass_config_file_name")
self.assertEqual(
mass._execute_simulation.call_args[0][0],
[
{
"title":
"BnH-2Hour",
"budget":
50000,
"strategy":
0,
"interval":
1,
"currency":
"BTC",
"partial_idx":
0,
"partial_period_list": [
{
"idx": 0,
"period": {
"start": "2020-04-30T17:00:00",
"end": "2020-04-30T19:00:00",
},
},
],
},
{
"title":
"BnH-2Hour",
"budget":
50000,
"strategy":
0,
"interval":
1,
"currency":
"BTC",
"partial_idx":
1,
"partial_period_list": [
{
"idx": 1,
"period": {
"start": "2020-04-30T18:00:00",
"end": "2020-04-30T20:00:00",
},
},
],
},
],
)
self.assertEqual(mass._execute_simulation.call_args[0][1], 2)
mass.analyze_result.assert_called_once_with(mass.result, dummy_config)
mass.print_state.assert_called()
def test_ITG_run_single_simulation(self, mock_print):
mass = MassSimulator()
mass.run("integration_tests/data/mass_simulation_config.json")