class TDSession(TestCase):
"""Will perform a unit test for the TD session."""
def setUp(self) -> None:
"""Set up the `TDClient`."""
# Grab configuration values.
config = ConfigParser()
config.read('config/config.ini')
# Load the values.
CLIENT_ID = config.get('main', 'CLIENT_ID')
REDIRECT_URI = config.get('main', 'REDIRECT_URI')
JSON_PATH = config.get('main', 'JSON_PATH')
ACCOUNT_NUMBER = config.get('main', 'ACCOUNT_NUMBER')
# Initalize the session.
self.td_session = TDClient(client_id=CLIENT_ID,
redirect_uri=REDIRECT_URI,
credentials_path=JSON_PATH,
account_number=ACCOUNT_NUMBER)
def test_creates_instance_of_session(self):
"""Create an instance and make sure it's a `TDClient` object."""
self.assertIsInstance(self.td_session, TDClient)
def test_login(self):
"""Test whether the session is authenticated or not."""
self.assertTrue(self.td_session.login())
self.assertTrue(self.td_session.authstate)
def test_state(self):
"""Make sure the state is updated."""
self.assertIsNotNone(self.td_session.state['refresh_token'])
self.assertIsNotNone(self.td_session.state['access_token'])
self.assertNotEqual(self.td_session.state['refresh_token_expires_at'],
0)
self.assertNotEqual(self.td_session.state['access_token_expires_at'],
0)
def test_single_get_quotes(self):
"""Test Getting a Single quote."""
# Grab a single quote.
quotes = self.td_session.get_quotes(instruments=['MSFT'])
# See if the Symbol is in the Quotes.
self.assertIn('MSFT', quotes)
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_single_quotes.jsonc',
'w+') as data_file:
json.dump(obj=quotes, fp=data_file, indent=3)
def test_get_quotes(self):
"""Test Getting Multiple Quotes."""
# Grab multiple Quotes.
quotes = self.td_session.get_quotes(instruments=['MSFT', 'AAPL'])
# See if the Symbols are in the Quotes.
self.assertTrue(set(['MSFT', 'AAPL']).issuperset(set(quotes.keys())))
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_multiple_quotes.jsonc',
'w+') as data_file:
json.dump(obj=quotes, fp=data_file, indent=3)
def test_get_accounts(self):
"""Test Get Accounts."""
accounts = self.td_session.get_accounts(account='all',
fields=['orders', 'positions'])
self.assertIn('positions', accounts[0]['securitiesAccount'])
self.assertIn('currentBalances', accounts[0]['securitiesAccount'])
# self.assertIn('orderStrategies', accounts[0]['securitiesAccount'])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_accounts.jsonc',
'w+') as data_file:
json.dump(obj=accounts, fp=data_file, indent=3)
def test_create_stream_session(self):
"""Test Creating a new streaming session."""
stream_session = self.td_session.create_streaming_session()
self.assertIsInstance(stream_session, TDStreamerClient)
def test_get_transactions(self):
"""Test getting transactions."""
# `get_transactions` Endpoint. Should not return an error
transaction_data_multi = self.td_session.get_transactions(
account=self.td_session.account_number, transaction_type='ALL')
# Make sure it's a list.
self.assertIsInstance(transaction_data_multi, list)
self.assertIn('type', transaction_data_multi[0])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_transaction_data.jsonc',
'w+') as data_file:
json.dump(obj=transaction_data_multi, fp=data_file, indent=3)
def test_get_market_hours(self):
"""Test get market hours."""
# `get_market_hours` Endpoint with multiple values
market_hours_multi = self.td_session.get_market_hours(
markets=['EQUITY', 'FOREX'], date=datetime.today().isoformat())
# If it's a weekend nothing is returned, so raise an error.
if datetime.today().weekday() in (5, 6):
# Make sure it's a list.
self.assertIsInstance(market_hours_multi, dict)
self.assertIn('isOpen', market_hours_multi['equity']['equity'])
else:
# Make sure it's a list.
self.assertIsInstance(market_hours_multi, dict)
self.assertIn('isOpen', market_hours_multi['equity']['EQ'])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_market_hours.jsonc',
'w+') as data_file:
json.dump(obj=market_hours_multi, fp=data_file, indent=3)
def test_get_instrument(self):
"""Test getting an instrument."""
# `get_instruments` Endpoint.
get_instrument = self.td_session.get_instruments(cusip='594918104')
# Make sure it's a list.
self.assertIsInstance(get_instrument, list)
self.assertIn('cusip', get_instrument[0])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_instrument.jsonc',
'w+') as data_file:
json.dump(obj=get_instrument, fp=data_file, indent=3)
def test_chart_history(self):
"""Test getting historical prices."""
# Define a list of all valid periods
valid_values = {
'minute': {
'day': [1, 2, 3, 4, 5, 10]
},
'daily': {
'month': [1, 2, 3, 6],
'year': [1, 2, 3, 5, 10, 15, 20],
'ytd': [1]
},
'weekly': {
'month': [1, 2, 3, 6],
'year': [1, 2, 3, 5, 10, 15, 20],
'ytd': [1]
},
'monthly': {
'year': [1, 2, 3, 5, 10, 15, 20]
}
}
# Define the static arguments.
hist_symbol = 'MSFT'
hist_needExtendedHoursData = False
for frequency_type in valid_values.keys():
frequency_periods = valid_values[frequency_type]
for frequency_period in frequency_periods.keys():
possible_values = frequency_periods[frequency_period]
for value in possible_values:
# Define the dynamic arguments - I want 5 DAYS of historical 1-minute bars.
hist_periodType = frequency_period
hist_period = value
hist_frequencyType = frequency_type
hist_frequency = 1
# make the request
historical_prices = self.td_session.get_price_history(
symbol=hist_symbol,
period_type=hist_periodType,
period=hist_period,
frequency_type=hist_frequencyType,
frequency=hist_frequency,
extended_hours=hist_needExtendedHoursData)
self.assertIsInstance(historical_prices, dict)
self.assertFalse(historical_prices['empty'])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_historical_prices.jsonc',
'w+') as data_file:
json.dump(obj=historical_prices, fp=data_file, indent=3)
def test_custom_historical_prices(self):
"""Test getting historical prices for a custom date range."""
# The max look back period for minute data is 31 Days.
lookback_period = 10
# Define today.
today_00 = datetime.now()
# Define 300 days ago.
today_ago = datetime.now() - timedelta(days=lookback_period)
# The TD API expects a timestamp in milliseconds. However, the timestamp() method only returns to seconds so multiply it by 1000.
today_00 = str(int(round(today_00.timestamp() * 1000)))
today_ago = str(int(round(today_ago.timestamp() * 1000)))
# These values will now be our startDate and endDate parameters.
hist_startDate = today_ago
hist_endDate = today_00
# Define the dynamic arguments.
hist_periodType = 'day'
hist_frequencyType = 'minute'
hist_frequency = 1
# Make the request
historical_custom = self.td_session.get_price_history(
symbol='MSFT',
period_type=hist_periodType,
frequency_type=hist_frequencyType,
start_date=hist_startDate,
end_date=hist_endDate,
frequency=hist_frequency,
extended_hours=True)
self.assertIsInstance(historical_custom, dict)
self.assertFalse(historical_custom['empty'])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_historical_prices.jsonc',
'w+') as data_file:
json.dump(obj=historical_custom, fp=data_file, indent=3)
def test_search_instruments(self):
"""Test Searching for Instruments."""
# `search_instruments` Endpoint
instrument_search_data = self.td_session.search_instruments(
symbol='MSFT', projection='symbol-search')
self.assertIsInstance(instrument_search_data, dict)
self.assertIn('MSFT', instrument_search_data)
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_search_instrument.jsonc',
'w+') as data_file:
json.dump(obj=instrument_search_data, fp=data_file, indent=3)
def test_get_movers(self):
"""Test getting Market movers."""
# `get_movers` Endpoint
movers_data = self.td_session.get_movers(market='$DJI',
direction='up',
change='value')
if datetime.today().weekday() in (5, 6):
self.assertIsInstance(movers_data, list)
self.assertFalse(movers_data)
else:
self.assertIsInstance(movers_data, list)
self.assertIn('symbol', movers_data[0])
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_movers.jsonc',
'w+') as data_file:
json.dump(obj=movers_data, fp=data_file, indent=3)
def test_get_user_preferences(self):
"""Test getting user preferences."""
# `get_preferences` endpoint. Should not return an error
preference_data = self.td_session.get_preferences(
account=self.td_session.account_number)
self.assertIsInstance(preference_data, dict)
self.assertIn('expressTrading', preference_data)
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_account_preferences.jsonc',
'w+') as data_file:
json.dump(obj=preference_data, fp=data_file, indent=3)
def test_get_user_principals(self):
"""Test getting user principals."""
# `get_preferences` endpoint. Should not return an error
user_principals = self.td_session.get_user_principals(
fields=['preferences', 'surrogateIds'])
self.assertIsInstance(user_principals, dict)
self.assertIn('userId', user_principals)
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_user_principals.jsonc',
'w+') as data_file:
json.dump(obj=user_principals, fp=data_file, indent=3)
def test_get_streamer_keys(self):
"""Test getting user preferences."""
# `get_subscription_keys` endpoint. Should not return an error
streamer_keys = self.td_session.get_streamer_subscription_keys(
accounts=[self.td_session.account_number])
self.assertIsInstance(streamer_keys, dict)
self.assertIn('keys', streamer_keys)
# Save the data.
if SAVE_FLAG:
with open('samples/responses/sample_streamer_keys.jsonc',
'w+') as data_file:
json.dump(obj=streamer_keys, fp=data_file, indent=3)
def tearDown(self) -> None:
"""Teardown the Robot."""
self.td_session = None
transaction_data_multi = TDSession.get_transactions(
account='<ACCOUNT_NUMBER>',
transaction_type='ALL'
)
# `get_preferences` endpoint. Should not return an error
preference_data = TDSession.get_preferences(account='<ACCOUNT_NUMBER>')
# `get_subscription_keys` endpoint. Should not return an error
streamer_keys = TDSession.get_streamer_subscription_keys(
accounts=['<ACCOUNT_NUMBER>']
)
# `get_user_ principals` endpoint. Should not return an error.
prinicpals_data = TDSession.get_user_principals(
fields=['preferences', 'surrogateIds']
)
# `get_transactions` Endpoint with single values
transaction_data_single = TDSession.get_transactions(
transaction_id='YOUR_TRANSACTION_ID'
)
# Option Chain Example
opt_chain = {
'symbol': 'MSFT',
'contractType': 'CALL',
'optionType': 'S',
'fromDate': '2020-04-01',
'afterDate': '2020-05-01',
'strikeCount': 4,
return (dt - epoch).total_seconds() * 1000.0
# Create a new session
TDSession = TDClient(account_number = ACCOUNT_NUMBER,
account_password = ACCOUNT_PASSWORD,
consumer_id = CONSUMER_ID,
redirect_uri = REDIRECT_URI)
# Login to the session
TDSession.login()
# Grab the Subscription Key
sub_key = TDSession.get_streamer_subscription_keys()['keys'][0]['key']
# Grab the Streamer Info.
userPrincipalsResponse = TDSession.get_user_principals(fields = ['streamerConnectionInfo'])
# Parse the timestamp for the Login
tokenTimeStamp = userPrincipalsResponse['streamerInfo']['tokenTimestamp']
date = dateutil.parser.parse(tokenTimeStamp, ignoretz = True)
tokenTimeStampAsMs = unix_time_millis(date)
# Grab socket
socket_url = userPrincipalsResponse['streamerInfo']['streamerSocketUrl']
# we need to define our credentials that we will need to make our stream
credentials = {"userid": userPrincipalsResponse['accounts'][0]['accountId'],
"token": userPrincipalsResponse['streamerInfo']['token'],
"company": userPrincipalsResponse['accounts'][0]['company'],
"segment": userPrincipalsResponse['accounts'][0]['segment'],
"cddomain": userPrincipalsResponse['accounts'][0]['accountCdDomainId'],
