def test_handle_request_return_trading_result_with_same_id_and_type(self):
market = VirtualMarket()
dummy_request = {
"id": "mango",
"type": "orange",
"price": 2000,
"amount": 10
}
market.data = self.get_mango_data()
market.is_initialized = True
result = market.handle_request(dummy_request)
self.assertEqual(result, "error!")
def test_handle_request_handle_return_error_when_invalid_type(self):
market = VirtualMarket()
market.is_initialized = True
market.data = self.get_mango_data()
dummy_request = {
"id": "mango",
"type": "apple",
"price": 2000,
"amount": 0.1
}
result = market.handle_request(dummy_request)
self.assertEqual(result, "error!")
def test_get_balance_return_None_when_data_index_invalid(self):
market = VirtualMarket()
market.is_initialized = True
market.data = self.get_mango_data()
market.balance = 2000
market.turn_count = 5000
info = market.get_balance()
self.assertEqual(info, None)
def test_intialize_should_update_data_from_data_repository(self):
market = VirtualMarket()
market.repo = MagicMock()
market.repo.get_data.return_value = ["mango", "orange"]
market.market = "mango_market"
market.initialize(end="2020-04-30T00:00:00", count=500, budget=7777777)
self.assertEqual(market.data[0], "mango")
self.assertEqual(market.data[1], "orange")
self.assertEqual(market.is_initialized, True)
self.assertEqual(market.balance, 7777777)
market.repo.get_data.assert_called_once_with("2020-04-29T15:40:00",
"2020-04-30T00:00:00",
market="mango_market")
def test_handle_request_handle_sell_return_error_request_when_target_asset_empty(
self):
market = VirtualMarket()
market.is_initialized = True
market.data = self.get_mango_data()
market.balance = 999
dummy_request = {
"id": "mango",
"type": "sell",
"price": 2000,
"amount": 0.1
}
result = market.handle_request(dummy_request)
self.assertEqual(result, "error!")
def test_handle_request_return_error_result_when_turn_is_overed(self):
market = VirtualMarket()
market.is_initialized = True
market.data = self.get_mango_data()
market.balance = 2000
dummy_request = {
"id": "mango",
"type": "buy",
"price": 2000,
"amount": 0.1
}
for i in range(len(market.data) - 2):
result = market.handle_request(dummy_request)
self.assertEqual(result["request"]["id"], "mango")
self.assertEqual(result["type"], "buy")
result = market.handle_request(dummy_request)
self.assertEqual(result["price"], 0)
self.assertEqual(result["amount"], 0)
self.assertEqual(result["msg"], "game-over")
def test_handle_request_handle_buy_return_error_request_when_data_invalid(
self):
market = VirtualMarket()
market.is_initialized = True
market.data = self.get_invalid_key_data()
market.balance = 2000
market.commission_ratio = 0.05
for i in range(3):
market.data[i]["pening_price"] = 2000.00000000
market.data[i]["igh_price"] = 2100.00000000
market.data[i]["ow_price"] = 1900.00000000
market.data[i]["rade_price"] = 2050.00000000
market.data[i]["date_time"] = "2020-02-27T00:00:59"
dummy_request = {
"id": "mango",
"type": "buy",
"price": 2000,
"amount": 0.1
}
result = market.handle_request(dummy_request)
self.assertEqual(result, "error!")
def test_handle_request_handle_buy_return_result_corresponding_next_data(
self):
market = VirtualMarket()
market.data = self.get_mango_data()
market.is_initialized = True
market.balance = 2000
market.commission_ratio = 0.05
for i in range(3):
market.data[i]["opening_price"] = 2000.00000000
market.data[i]["high_price"] = 2100.00000000
market.data[i]["low_price"] = 1900.00000000
market.data[i]["closing_price"] = 2050.00000000
market.data[i]["date_time"] = "2020-02-27T00:00:59"
dummy_request = {
"id": "mango",
"type": "buy",
"price": 2000,
"amount": 0.1
}
result = market.handle_request(dummy_request)
self.assertEqual(result["request"]["id"], "mango")
self.assertEqual(result["type"], "buy")
self.assertEqual(result["price"], 2000)
self.assertEqual(result["amount"], 0.1)
self.assertEqual(result["msg"], "success")
self.assertEqual(result["balance"], 1790)
self.assertEqual(result["state"], "done")
dummy_request2 = {
"id": "orange",
"type": "buy",
"price": 1800,
"amount": 0.1
}
result = market.handle_request(dummy_request2)
self.assertEqual(result, "pass")
def test_get_balance_return_balance_and_property_list(self):
market = VirtualMarket()
market.is_initialized = True
market.data = self.get_mango_data()
market.balance = 2000
market.commission_ratio = 0.05
info = market.get_balance()
self.assertEqual(info["balance"], 2000)
self.assertEqual(len(info["asset"]), 0)
market.data[0]["opening_price"] = 2000.00000000
market.data[0]["high_price"] = 2100.00000000
market.data[0]["low_price"] = 1900.00000000
market.data[0]["closing_price"] = 2050.00000000
market.data[0]["date_time"] = "2020-02-27T00:00:59"
market.data[1]["opening_price"] = 2010.00000000
market.data[1]["high_price"] = 2100.00000000
market.data[1]["low_price"] = 1900.00000000
market.data[1]["closing_price"] = 2050.00000000
market.data[1]["date_time"] = "2020-02-27T00:00:59"
market.data[2]["opening_price"] = 2020.00000000
market.data[2]["high_price"] = 2100.00000000
market.data[2]["low_price"] = 1900.00000000
market.data[2]["closing_price"] = 2020.00000000
market.data[2]["date_time"] = "2020-02-27T00:00:59"
market.data[3]["opening_price"] = 2030.00000000
market.data[3]["high_price"] = 2100.00000000
market.data[3]["low_price"] = 1900.00000000
market.data[3]["closing_price"] = 2030.00000000
market.data[3]["date_time"] = "2020-02-27T00:00:59"
market.data[4]["opening_price"] = 2040.00000000
market.data[4]["high_price"] = 2100.00000000
market.data[4]["low_price"] = 1900.00000000
market.data[4]["closing_price"] = 2040.00000000
market.data[4]["date_time"] = "2020-02-27T00:00:59"
dummy_request = {
"id": "mango",
"type": "buy",
"price": 2000,
"amount": 0.1
}
result = market.handle_request(dummy_request)
info = market.get_balance()
self.assertEqual(info["balance"], 1790)
self.assertEqual(len(info["asset"]), 1)
self.assertEqual(info["asset"]["mango"][0], 2000)
self.assertEqual(info["asset"]["mango"][1], 0.1)
self.assertEqual(info["quote"]["mango"], 2050)
dummy_request2 = {
"id": "orange",
"type": "buy",
"price": 1900,
"amount": 0.5
}
result = market.handle_request(dummy_request2)
info = market.get_balance()
self.assertEqual(info["balance"], 792)
self.assertEqual(len(info["asset"]), 1)
self.assertEqual(info["asset"]["mango"][0], 1917)
self.assertEqual(info["asset"]["mango"][1], 0.6)
self.assertEqual(info["quote"]["mango"], 2020)
dummy_request3 = {
"id": "banana",
"type": "sell",
"price": 2000,
"amount": 0.2
}
result = market.handle_request(dummy_request3)
info = market.get_balance()
self.assertEqual(info["balance"], 1172)
self.assertEqual(len(info["asset"]), 1)
self.assertEqual(info["asset"]["mango"][0], 1917)
self.assertEqual(round(info["asset"]["mango"][1], 1), 0.4)
self.assertEqual(info["quote"]["mango"], 2030)
dummy_request4 = {
"id": "banana",
"type": "sell",
"price": 1950,
"amount": 1
}
result = market.handle_request(dummy_request4)
info = market.get_balance()
self.assertEqual(info["balance"], 1913)
self.assertEqual(len(info["asset"]), 0)
self.assertEqual(info["quote"]["mango"], 2040)
def test_handle_request_return_emtpy_result_when_NOT_initialized(self):
market = VirtualMarket()
dummy_request = {"id": "mango", "type": "orange"}
result = market.handle_request(dummy_request)
self.assertEqual(result, None)
def test_handle_request_handle_update_balance_correctly(self):
market = VirtualMarket()
market.is_initialized = True
market.data = self.get_mango_data()
market.balance = 2000
market.commission_ratio = 0.05
for i in range(4):
market.data[i]["opening_price"] = 2000.00000000
market.data[i]["high_price"] = 2100.00000000
market.data[i]["low_price"] = 1900.00000000
market.data[i]["closing_price"] = 2050.00000000
market.data[i]["date_time"] = "2020-02-27T00:00:59"
dummy_request = {
"id": "mango",
"type": "buy",
"price": 2000,
"amount": 0.1
}
result = market.handle_request(dummy_request)
# 최저 가격이 1900 이므로 정상적으로 채결됨
self.assertEqual(result["request"]["id"], "mango")
self.assertEqual(result["type"], "buy")
self.assertEqual(result["price"], 2000)
self.assertEqual(result["amount"], 0.1)
self.assertEqual(result["msg"], "success")
# 2000 * 0.1 = 200, 수수료 200 * 0.05 = 210, 2000 - 210 = 1790
self.assertEqual(market.balance, 1790)
self.assertEqual(result["state"], "done")
dummy_request2 = {
"id": "orange",
"type": "buy",
"price": 1900,
"amount": 0.5
}
result = market.handle_request(dummy_request2)
# 최저 가격이 1900 이므로 정상적으로 채결됨
self.assertEqual(result["request"]["id"], "orange")
self.assertEqual(result["type"], "buy")
self.assertEqual(result["price"], 1900)
self.assertEqual(result["amount"], 0.5)
self.assertEqual(result["msg"], "success")
# 1900 * 0.5 = 950, 수수료 950 * 0.05 = 47.5, 1790 - 950 - 47.5 = 792.5
# 792.5 반올림 792
self.assertEqual(market.balance, 792)
self.assertEqual(result["state"], "done")
dummy_request3 = {
"id": "banana",
"type": "sell",
"price": 2000,
"amount": 0.2
}
result = market.handle_request(dummy_request3)
# 최고 가격이 2100 이므로 정상적으로 채결됨
self.assertEqual(result["request"]["id"], "banana")
self.assertEqual(result["type"], "sell")
self.assertEqual(result["price"], 2000)
self.assertEqual(result["amount"], 0.2)
self.assertEqual(result["msg"], "success")
# 2000 * 0.2 = 400, 수수료 400 * 0.05 = 20, 792 + 400 - 20 = 1172
self.assertEqual(market.balance, 1172)
self.assertEqual(result["state"], "done")
def test_handle_request_handle_buy_return_no_money_when_balance_is_NOT_enough(
self):
market = VirtualMarket()
market.is_initialized = True
market.data = self.get_mango_data()
market.balance = 200
market.commission_ratio = 0.05
for i in range(3):
market.data[i]["opening_price"] = 2000.00000000
market.data[i]["high_price"] = 2100.00000000
market.data[i]["low_price"] = 1900.00000000
market.data[i]["closing_price"] = 2050.00000000
market.data[i]["date_time"] = "2020-02-27T00:00:59"
dummy_request = {
"id": "mango",
"type": "buy",
"price": 2000,
"amount": 0.048
}
result = market.handle_request(dummy_request)
self.assertEqual(result["request"]["id"], "mango")
self.assertEqual(result["type"], "buy")
self.assertEqual(result["price"], 2000)
self.assertEqual(result["amount"], 0.048)
self.assertEqual(result["msg"], "success")
self.assertEqual(result["balance"], 99)
self.assertEqual(result["state"], "done")
# 2000 * 0.048 = 96은 잔고로 가능하지만 수수료를 포함하면 부족한 금액
dummy_request2 = {
"id": "orange",
"type": "buy",
"price": 2000,
"amount": 0.048
}
result = market.handle_request(dummy_request2)
self.assertEqual(result, "error!")
def test_handle_request_handle_sell_return_result_corresponding_next_data(
self):
market = VirtualMarket()
market.is_initialized = True
market.data = self.get_mango_data()
market.balance = 2000
market.commission_ratio = 0.05
dummy_datetime = [
"2020-02-25T23:59:00",
"2020-02-25T23:59:10",
"2020-02-25T23:59:20",
"2020-02-25T23:59:59",
"2020-02-26T23:59:59",
"2020-02-27T00:00:59",
]
for i in range(6):
market.data[i]["opening_price"] = 2000.00000000
market.data[i]["high_price"] = 2100.00000000
market.data[i]["low_price"] = 1900.00000000
market.data[i]["closing_price"] = 2050.00000000
market.data[i]["date_time"] = dummy_datetime[i]
dummy_request = {
"id": "mango",
"type": "buy",
"price": 2000,
"amount": 0.1
}
result = market.handle_request(dummy_request)
self.assertEqual(result["request"]["id"], "mango")
self.assertEqual(result["type"], "buy")
self.assertEqual(result["price"], 2000)
self.assertEqual(result["amount"], 0.1)
self.assertEqual(result["msg"], "success")
self.assertEqual(result["balance"], 1790)
self.assertEqual(result["date_time"], "2020-02-25T23:59:00")
self.assertEqual(result["state"], "done")
dummy_request2 = {
"id": "orange",
"type": "sell",
"price": 2000,
"amount": 0.05
}
result = market.handle_request(dummy_request2)
self.assertEqual(result["request"]["id"], "orange")
self.assertEqual(result["type"], "sell")
self.assertEqual(result["price"], 2000)
self.assertEqual(result["amount"], 0.05)
self.assertEqual(result["msg"], "success")
self.assertEqual(result["balance"], 1885)
self.assertEqual(result["date_time"], "2020-02-25T23:59:10")
self.assertEqual(result["state"], "done")
# 매도 요청 가격이 높은 경우
dummy_request3 = {
"id": "apple",
"type": "sell",
"price": 2500,
"amount": 0.05
}
result = market.handle_request(dummy_request3)
self.assertEqual(result, "pass")
# 매도 요청 양이 보유양 보다 많은 경우
dummy_request4 = {
"id": "banana",
"type": "sell",
"price": 2000,
"amount": 0.1
}
result = market.handle_request(dummy_request4)
self.assertEqual(result["request"]["id"], "banana")
self.assertEqual(result["type"], "sell")
self.assertEqual(result["price"], 2000)
self.assertEqual(result["amount"], 0.05)
self.assertEqual(result["msg"], "success")
self.assertEqual(result["balance"], 1980)
self.assertEqual(result["date_time"], "2020-02-25T23:59:59")
self.assertEqual(result["state"], "done")