Python Order.validate Exemples

Langage de programmation: Python

Espace de nommage/Pack: backtest

Class/Type: Order

Méthode/Fonction: validate

Exemples au hotexamples.com: 2

Python Order.validate - 2 exemples trouvés. Ce sont les exemples réels les mieux notés de backtest.Order.validate extraits de projets open source. Vous pouvez noter les exemples pour nous aider à en améliorer la qualité.

Méthodes fréquemment utilisées

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Order(30)

trigger(9)

OCO(3)

cancel(3)

triggered(2)

dir(1)

settlement(1)

size(1)

state(1)

validate(1)

Méthodes fréquemment utilisées

Order (30)

trigger (9)

OCO (3)

cancel (3)

triggered (2)

dir (1)

settlement (1)

size (1)

state (1)

validate (1)

Exemple #1

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Fichier : unit-tests.py Projet : sigmamonster/backtest

def test_validate(self): #no order type set o1 = Order(dir=Order.BUY, size=100, level=100) self.aRaise(InvalidOrderException, Order.validate, o1, 100) #no level set o1 = Order(dir=Order.BUY, size=100, type=Order.LIMIT) self.aRaise(InvalidOrderException, Order.validate, o1, 100) #a buy limit must be lower than the mark o1 = Order(dir=Order.BUY, size=100, type=Order.LIMIT, level=100) self.aRaise(InvalidOrderException, Order.validate, o1, 99) #should not raise anything Order.validate(o1, 101) #a buy stop must be higher than the mark o1 = Order(dir=Order.BUY, size=100, type=Order.STOP, level=100) self.aRaise(InvalidOrderException, Order.validate, o1, 101) #should not raise anything Order.validate(o1, 99) #a sell limit must be higher than mark o1 = Order(dir=Order.SELL, size=-100, type=Order.LIMIT, level=100) self.aRaise(InvalidOrderException, Order.validate, o1, 101) #should not raise anything Order.validate(o1, 99) #a sell stop must be lower than mark o1 = Order(dir=Order.SELL, size=-100, type=Order.STOP, level=100) self.aRaise(InvalidOrderException, Order.validate, o1, 99) #should not raise anything Order.validate(o1, 101)

Exemple #2

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def test_validate(self): #no order type set o1 = Order(dir=Order.BUY, size=100, level=100) self.aRaise(InvalidOrderException, Order.validate, o1, 100) #no level set o1 = Order(dir=Order.BUY, size=100, type=Order.LIMIT) self.aRaise(InvalidOrderException, Order.validate, o1, 100) #a buy limit must be lower than the mark o1 = Order(dir=Order.BUY, size=100, type=Order.LIMIT, level=100) self.aRaise(InvalidOrderException, Order.validate, o1, 99) #should not raise anything Order.validate(o1, 101) #a buy stop must be higher than the mark o1 = Order(dir=Order.BUY, size=100, type=Order.STOP, level=100) self.aRaise(InvalidOrderException, Order.validate, o1, 101) #should not raise anything Order.validate(o1, 99) #a sell limit must be higher than mark o1 = Order(dir=Order.SELL, size=-100, type=Order.LIMIT, level=100) self.aRaise(InvalidOrderException, Order.validate, o1, 101) #should not raise anything Order.validate(o1, 99) #a sell stop must be lower than mark o1 = Order(dir=Order.SELL, size=-100, type=Order.STOP, level=100) self.aRaise(InvalidOrderException, Order.validate, o1, 99) #should not raise anything Order.validate(o1, 101)