class BaseFlumineTest(unittest.TestCase):
def setUp(self):
self.mock_client = mock.Mock(paper_trade=False)
self.base_flumine = BaseFlumine(self.mock_client)
def test_init(self):
self.assertFalse(self.base_flumine.BACKTEST)
self.assertEqual(self.base_flumine.client, self.mock_client)
self.assertFalse(self.base_flumine._running)
self.assertEqual(self.base_flumine._market_middleware, [])
self.assertEqual(self.base_flumine._logging_controls, [])
self.assertEqual(len(self.base_flumine._trading_controls), 2)
self.assertEqual(self.base_flumine._workers, [])
@mock.patch("flumine.baseflumine.SimulatedMiddleware")
@mock.patch("flumine.baseflumine.BaseFlumine.add_market_middleware")
def test_init_backtest(self, mock_add_market_middleware,
mock_SimulatedMiddleware):
BaseFlumine.BACKTEST = True
mock_client = mock.Mock(paper_trade=False)
BaseFlumine(mock_client)
mock_add_market_middleware.assert_called_with(
mock_SimulatedMiddleware())
BaseFlumine.BACKTEST = False
@mock.patch("flumine.baseflumine.SimulatedMiddleware")
@mock.patch("flumine.baseflumine.BaseFlumine.add_market_middleware")
def test_init_paper_trade(self, mock_add_market_middleware,
mock_SimulatedMiddleware):
mock_client = mock.Mock(paper_trade=True)
BaseFlumine(mock_client)
mock_add_market_middleware.assert_called_with(
mock_SimulatedMiddleware())
def test_run(self):
with self.assertRaises(NotImplementedError):
self.base_flumine.run()
@mock.patch("flumine.baseflumine.events")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test_add_strategy(self, mock_log_control, mock_events):
mock_strategy = mock.Mock()
mock_client = mock.Mock()
self.base_flumine.add_strategy(mock_strategy, mock_client)
self.assertEqual(len(self.base_flumine.strategies), 1)
self.assertEqual(len(self.base_flumine.streams), 1)
mock_log_control.assert_called_with(
mock_events.StrategyEvent(mock_strategy))
def test_add_worker(self):
mock_worker = mock.Mock()
self.base_flumine.add_worker(mock_worker)
self.assertEqual(len(self.base_flumine._workers), 1)
def test_add_client_control(self):
self.mock_client.trading_controls = []
mock_control = mock.Mock()
self.base_flumine.add_client_control(mock_control)
self.assertEqual(
self.base_flumine.client.trading_controls,
[mock_control(self.base_flumine, self.mock_client)],
)
def test_add_trading_control(self):
mock_control = mock.Mock()
self.base_flumine.add_trading_control(mock_control)
self.assertEqual(len(self.base_flumine._trading_controls), 3)
def test_add_market_middleware(self):
mock_middleware = mock.Mock()
self.base_flumine.add_market_middleware(mock_middleware)
self.assertEqual(len(self.base_flumine._market_middleware), 1)
def test_add_logging_control(self):
mock_control = mock.Mock()
self.base_flumine.add_logging_control(mock_control)
self.assertEqual(len(self.base_flumine._logging_controls), 1)
def test_log_control(self):
mock_control = mock.Mock()
self.base_flumine._logging_controls.append(mock_control)
mock_event = mock.Mock()
self.base_flumine.log_control(mock_event)
mock_control.logging_queue.put.assert_called_with(mock_event)
def test__add_default_workers(self):
self.base_flumine._add_default_workers()
self.assertEqual(len(self.base_flumine._workers), 0)
def test__process_market_books(self):
mock_event = mock.Mock()
mock_market_book = mock.Mock(publish_time_epoch=123)
mock_market_book.runners = []
mock_event.event = [mock_market_book]
self.base_flumine._process_market_books(mock_event)
def test__process_market_orders(self):
mock_market = mock.Mock()
mock_market.blotter.process_orders.return_value = [1, 2, 3]
self.base_flumine.markets = [mock_market]
self.base_flumine._process_market_orders()
mock_market.blotter.process_orders.assert_called_with(self.mock_client)
def test__process_order_package(self):
mock_trading_control = mock.Mock()
self.base_flumine._trading_controls = [mock_trading_control]
mock_client_trading_control = mock.Mock()
mock_order_package = mock.Mock()
mock_order_package.market_id = "1.123"
mock_order_package.client.trading_controls = [
mock_client_trading_control
]
self.base_flumine._process_order_package(mock_order_package)
mock_order_package.client.execution.handler.assert_called_with(
mock_order_package)
mock_trading_control.assert_called_with(mock_order_package)
mock_client_trading_control.assert_called_with(mock_order_package)
def test__process_order_package_empty(self):
mock_client_trading_control = mock.Mock()
mock_order_package = mock.Mock()
mock_order_package.market_id = "1.123"
mock_order_package.client.trading_controls = [
mock_client_trading_control
]
mock_order_package.info = {}
mock_order_package.orders = []
self.base_flumine._trading_controls = []
self.base_flumine._process_order_package(mock_order_package)
mock_order_package.client.execution.handler.assert_not_called()
def test__process_order_package_controls(self):
mock_trading_control = mock.Mock()
mock_client_control = mock.Mock()
self.base_flumine._trading_controls = [mock_trading_control]
mock_client_trading_control = mock.Mock()
mock_order_package = mock.Mock()
mock_order_package.market_id = "1.123"
mock_order_package.client.trading_controls = [
mock_client_trading_control
]
mock_order_package.info = {}
mock_order_package.orders = []
mock_order_package.client.trading_controls = [mock_client_control]
self.base_flumine._process_order_package(mock_order_package)
mock_order_package.client.execution.handler.assert_not_called()
mock_trading_control.assert_called_with(mock_order_package)
mock_client_control.assert_called_with(mock_order_package)
@mock.patch("flumine.baseflumine.Market")
def test__add_market(self, mock_market):
mock_middleware = mock.Mock()
self.base_flumine._market_middleware = [mock_middleware]
mock_market_book = mock.Mock()
self.assertEqual(
self.base_flumine._add_market("1.234", mock_market_book),
mock_market())
self.assertEqual(len(self.base_flumine.markets._markets), 1)
mock_middleware.add_market.assert_called_with(mock_market())
@mock.patch("flumine.baseflumine.BaseFlumine.info")
def test__remove_market(self, _):
mock_markets = mock.Mock()
self.base_flumine.markets = mock_markets
mock_middleware = mock.Mock()
self.base_flumine._market_middleware = [mock_middleware]
mock_market = mock.Mock()
self.base_flumine._remove_market(mock_market)
mock_markets.remove_market.assert_called_with(mock_market.market_id)
mock_middleware.remove_market.assert_called_with(mock_market)
@mock.patch("flumine.baseflumine.BaseFlumine._add_market")
def test__process_raw_data(self, mock__add_market):
mock_event = mock.Mock()
mock_event.event = (12, 12345, [{"id": "1.23"}])
self.base_flumine._process_raw_data(mock_event)
mock__add_market.assert_called_with("1.23", None)
@mock.patch("flumine.baseflumine.BaseFlumine._add_market")
def test__process_raw_data_closed(self, mock__add_market):
mock_event = mock.Mock()
mock_event.event = (
12,
12345,
[{
"id": "1.23",
"marketDefinition": {
"status": "CLOSED"
}
}],
)
self.base_flumine._process_raw_data(mock_event)
mock__add_market.assert_called_with("1.23", None)
mock__add_market().close_market.assert_called()
@mock.patch("flumine.baseflumine.BaseFlumine._add_market")
def test__process_raw_data_no_id(self, mock__add_market):
mock_event = mock.Mock()
mock_event.event = (12, 12345, [{"mid": "1.23"}])
self.base_flumine._process_raw_data(mock_event)
mock__add_market.assert_not_called()
@mock.patch("flumine.baseflumine.events")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test__process_market_catalogue(self, mock_log_control, mock_events):
mock_market = mock.Mock()
mock_market.market_catalogue = None
mock_markets = mock.Mock()
mock_markets.markets = {"1.23": mock_market}
self.base_flumine.markets = mock_markets
mock_market_catalogue = mock.Mock()
mock_market_catalogue.market_id = "1.23"
mock_event = mock.Mock()
mock_event.event = [mock_market_catalogue]
self.base_flumine._process_market_catalogues(mock_event)
self.assertEqual(mock_market.market_catalogue, mock_market_catalogue)
mock_log_control.assert_called_with(
mock_events.MarketEvent(mock_market))
def test__process_current_orders(self):
mock_event = mock.Mock()
mock_current_orders = mock.Mock()
mock_current_orders.orders = []
mock_event.event = [mock_current_orders]
self.base_flumine._process_current_orders(mock_event)
@mock.patch("flumine.baseflumine.BaseFlumine._process_market_orders")
def test__process_custom_event(self, mock__process_market_orders):
mock_market = mock.Mock()
self.base_flumine.markets = [mock_market]
mock_event = mock.Mock()
self.base_flumine._process_custom_event(mock_event)
mock_event.callback.assert_called_with(self.base_flumine, mock_event)
mock__process_market_orders.assert_called_with()
@mock.patch("flumine.baseflumine.BaseFlumine.info")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test__process_close_market(self, mock_log_control, mock_info):
mock_strategy = mock.Mock()
mock_strategy.stream_ids = [1, 2, 3]
self.base_flumine.strategies = [mock_strategy]
mock_market = mock.Mock(closed=False, elapsed_seconds_closed=None)
self.base_flumine.markets._markets = {"1.23": mock_market}
mock_event = mock.Mock()
mock_market_book = mock.Mock(market_id="1.23", streaming_unique_id=2)
mock_event.event = mock_market_book
self.base_flumine._process_close_market(mock_event)
mock_market.close_market.assert_called_with()
mock_market.blotter.process_closed_market.assert_called_with(
mock_market_book)
mock_strategy.process_closed_market.assert_called_with(
mock_market, mock_market_book)
mock_log_control.assert_called_with(mock_event)
self.assertEqual(self.base_flumine.cleared_market_queue.get(),
mock_market.market_id)
@mock.patch("flumine.baseflumine.BaseFlumine.info")
def test__process_close_market_no_market(self, mock_info):
mock_market = mock.Mock(closed=False, elapsed_seconds_closed=None)
mock_market.market_book.streaming_unique_id = 2
self.base_flumine.markets._markets = {"1.23": mock_market}
mock_event = mock.Mock()
mock_market_book = mock.Mock(market_id="1.45")
mock_event.event = mock_market_book
self.base_flumine._process_close_market(mock_event)
mock_market.close_market.assert_not_called()
@mock.patch("flumine.baseflumine.BaseFlumine.info")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test__process_close_market_closed(self, mock_log_control, mock_info):
mock_strategy = mock.Mock()
mock_strategy.stream_ids = [1, 2, 3]
self.base_flumine.strategies = [mock_strategy]
mock_market = mock.Mock(closed=False, elapsed_seconds_closed=None)
mock_market.market_book.streaming_unique_id = 2
self.base_flumine.markets._markets = {
"1.23":
mock_market,
"4.56":
mock.Mock(market_id="4.56", closed=True,
elapsed_seconds_closed=25),
"7.89":
mock.Mock(market_id="7.89",
closed=True,
elapsed_seconds_closed=3601),
"1.01":
mock.Mock(market_id="1.01",
closed=False,
elapsed_seconds_closed=3601),
}
mock_event = mock.Mock()
mock_market_book = mock.Mock(market_id="1.23")
mock_event.event = mock_market_book
self.base_flumine._process_close_market(mock_event)
self.assertEqual(len(self.base_flumine.markets._markets), 3)
@mock.patch("flumine.baseflumine.BaseFlumine.info")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test__process_close_market_closed_paper(self, mock_log_control,
mock_info):
self.base_flumine.client.paper_trade = True
mock_strategy = mock.Mock()
mock_strategy.stream_ids = [1, 2, 3]
self.base_flumine.strategies = [mock_strategy]
mock_market = mock.Mock(closed=False, elapsed_seconds_closed=None)
mock_market.market_book.streaming_unique_id = 2
self.base_flumine.markets._markets = {
"1.23":
mock_market,
"4.56":
mock.Mock(market_id="4.56", closed=True,
elapsed_seconds_closed=25),
"7.89":
mock.Mock(market_id="7.89",
closed=True,
elapsed_seconds_closed=3601),
"1.01":
mock.Mock(market_id="1.01",
closed=False,
elapsed_seconds_closed=3601),
}
mock_event = mock.Mock()
mock_market_book = mock.Mock(market_id="1.23")
mock_event.event = mock_market_book
self.base_flumine._process_close_market(mock_event)
self.assertEqual(len(self.base_flumine.markets._markets), 4)
@mock.patch("flumine.baseflumine.events")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
@mock.patch("flumine.baseflumine.BaseFlumine.info")
def test__process_cleared_orders(self, mock_info, mock_log_control,
mock_events):
mock_market = mock.Mock()
mock_market.blotter.process_cleared_orders.return_value = []
mock_markets = mock.Mock()
mock_markets.markets = {"1.23": mock_market}
self.base_flumine.markets = mock_markets
mock_event = mock.Mock()
mock_event.event.market_id = "1.23"
mock_event.event.orders = []
self.base_flumine._process_cleared_orders(mock_event)
mock_market.blotter.process_cleared_orders.assert_called_with(
mock_event.event)
mock_log_control.assert_called_with(
mock_events.ClearedOrdersMetaEvent())
@mock.patch("flumine.baseflumine.BaseFlumine.info")
def test__process_cleared_orders_no_market(self, mock_info):
mock_market = mock.Mock()
mock_markets = mock.Mock()
mock_markets.markets = {"1.23": mock_market}
self.base_flumine.markets = mock_markets
mock_event = mock.Mock()
mock_event.event.market_id = "1.24"
mock_event.event.orders = []
self.base_flumine._process_cleared_orders(mock_event)
mock_market.blotter.process_cleared_orders.assert_not_called()
def test__process_cleared_markets(self):
mock_event = mock.Mock()
mock_event.event.orders = []
self.base_flumine._process_cleared_markets(mock_event)
def test__process_end_flumine(self):
self.base_flumine._process_end_flumine()
def test_info(self):
self.assertTrue(self.base_flumine.info)
@mock.patch("flumine.baseflumine.events")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test_enter_exit(self, mock_log_control, mock_events):
control = mock.Mock()
self.base_flumine._logging_controls = [control]
self.base_flumine.simulated_execution = mock.Mock()
self.base_flumine.betfair_execution = mock.Mock()
with self.base_flumine:
self.assertTrue(self.base_flumine._running)
self.mock_client.login.assert_called_with()
self.assertFalse(self.base_flumine._running)
self.mock_client.logout.assert_called_with()
self.base_flumine.simulated_execution.shutdown.assert_called_with()
self.base_flumine.betfair_execution.shutdown.assert_called_with()
control.start.assert_called_with()
mock_log_control.assert_called_with(mock_events.TerminationEvent(None))
class BaseFlumineTest(unittest.TestCase):
def setUp(self):
self.mock_client = mock.Mock(EXCHANGE=ExchangeType.BETFAIR,
paper_trade=False)
self.base_flumine = BaseFlumine(self.mock_client)
def test_init(self):
self.assertFalse(self.base_flumine.SIMULATED)
self.assertFalse(self.base_flumine._running)
self.assertEqual(self.base_flumine._market_middleware, [])
self.assertEqual(self.base_flumine._logging_controls, [])
self.assertEqual(len(self.base_flumine.trading_controls), 3)
self.assertEqual(self.base_flumine._workers, [])
@mock.patch("flumine.baseflumine.SimulatedMiddleware")
@mock.patch("flumine.baseflumine.BaseFlumine.add_market_middleware")
def test_init_simulated(self, mock_add_market_middleware,
mock_SimulatedMiddleware):
BaseFlumine.SIMULATED = True
mock_client = mock.Mock(EXCHANGE=ExchangeType.SIMULATED,
paper_trade=False)
BaseFlumine(mock_client)
mock_add_market_middleware.assert_called_with(
mock_SimulatedMiddleware())
BaseFlumine.SIMULATED = False
@mock.patch("flumine.baseflumine.SimulatedMiddleware")
@mock.patch("flumine.baseflumine.BaseFlumine.add_market_middleware")
def test_init_paper_trade(self, mock_add_market_middleware,
mock_SimulatedMiddleware):
mock_client = mock.Mock(EXCHANGE=ExchangeType.BETFAIR,
paper_trade=True)
BaseFlumine(mock_client)
mock_add_market_middleware.assert_called_with(
mock_SimulatedMiddleware())
def test_run(self):
with self.assertRaises(NotImplementedError):
self.base_flumine.run()
@mock.patch("flumine.baseflumine.BaseFlumine.add_market_middleware")
@mock.patch("flumine.baseflumine.BaseFlumine.add_client_control")
def test_add_client(self, mock_add_client_control,
mock_add_market_middleware):
mock_clients = mock.Mock()
self.base_flumine.clients = mock_clients
mock_streams = mock.Mock()
self.base_flumine.streams = mock_streams
mock_client = mock.Mock()
self.base_flumine.add_client(mock_client)
mock_clients.add_client.assert_called_with(mock_client)
mock_streams.add_client.assert_called_with(mock_client)
mock_client.add_execution.assert_called_with(self.base_flumine)
mock_add_market_middleware.assert_called()
mock_add_client_control.assert_called_with(mock_client,
MaxTransactionCount)
@mock.patch("flumine.baseflumine.BaseFlumine.add_market_middleware")
@mock.patch("flumine.baseflumine.BaseFlumine.add_client_control")
def test_add_client_with_middleware(self, mock_add_client_control,
mock_add_market_middleware):
self.base_flumine._market_middleware.append(SimulatedMiddleware())
mock_clients = mock.Mock()
self.base_flumine.clients = mock_clients
mock_streams = mock.Mock()
self.base_flumine.streams = mock_streams
mock_client = mock.Mock()
self.base_flumine.add_client(mock_client)
mock_clients.add_client.assert_called_with(mock_client)
mock_streams.add_client.assert_called_with(mock_client)
mock_client.add_execution.assert_called_with(self.base_flumine)
mock_add_market_middleware.assert_not_called()
mock_add_client_control.assert_called_with(mock_client,
MaxTransactionCount)
@mock.patch("flumine.baseflumine.events")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test_add_strategy(self, mock_log_control, mock_events):
mock_streams = mock.Mock()
self.base_flumine.streams = mock_streams
mock_strategies = mock.Mock()
self.base_flumine.strategies = mock_strategies
mock_strategy = mock.Mock(market_filter={}, sports_data_filter=[])
self.base_flumine.add_strategy(mock_strategy)
mock_streams.assert_called_with(mock_strategy)
mock_strategies.assert_called_with(mock_strategy,
self.base_flumine.clients)
mock_log_control.assert_called_with(
mock_events.StrategyEvent(mock_strategy))
def test_add_worker(self):
mock_worker = mock.Mock()
self.base_flumine.add_worker(mock_worker)
self.assertEqual(len(self.base_flumine._workers), 1)
def test_add_client_control(self):
self.mock_client.trading_controls = []
mock_control = mock.Mock()
self.base_flumine.add_client_control(self.mock_client, mock_control)
self.assertEqual(
self.mock_client.trading_controls,
[mock_control(self.base_flumine, self.mock_client)],
)
def test_add_trading_control(self):
mock_control = mock.Mock()
self.base_flumine.add_trading_control(mock_control)
self.assertEqual(len(self.base_flumine.trading_controls), 4)
def test_add_market_middleware(self):
mock_middleware = mock.Mock()
self.base_flumine.add_market_middleware(mock_middleware)
self.assertEqual(len(self.base_flumine._market_middleware), 1)
def test_add_logging_control(self):
mock_control = mock.Mock()
self.base_flumine.add_logging_control(mock_control)
self.assertEqual(len(self.base_flumine._logging_controls), 1)
def test_log_control(self):
mock_control = mock.Mock()
self.base_flumine._logging_controls.append(mock_control)
mock_event = mock.Mock()
self.base_flumine.log_control(mock_event)
mock_control.logging_queue.put.assert_called_with(mock_event)
def test__add_default_workers(self):
self.base_flumine._add_default_workers()
self.assertEqual(len(self.base_flumine._workers), 0)
def test__process_market_books(self):
mock_event = mock.Mock()
mock_market_book = mock.Mock(publish_time_epoch=123)
mock_market_book.runners = []
mock_event.event = [mock_market_book]
self.base_flumine._process_market_books(mock_event)
@mock.patch("flumine.baseflumine.utils.call_strategy_error_handling")
def test__process_sports_data(self, mock_call_strategy_error_handling):
mock_market = mock.Mock()
self.base_flumine.markets._markets = {"1.1": mock_market}
mock_strategy_one = mock.Mock(stream_ids=[123])
mock_strategy_two = mock.Mock(stream_ids=[])
self.base_flumine.strategies = [
mock_strategy_one,
mock_strategy_two,
]
mock_sports_data = mock.Mock(streaming_unique_id=123, market_id="1.1")
mock_event = mock.Mock(event=[mock_sports_data])
self.base_flumine._process_sports_data(mock_event)
mock_call_strategy_error_handling.assert_has_calls([
mock.call(
mock_strategy_one.process_sports_data,
mock_market,
mock_sports_data,
)
])
def test_process_order_package(self):
mock_order_package = mock.Mock()
self.base_flumine.process_order_package(mock_order_package)
mock_order_package.client.execution.handler.assert_called_with(
mock_order_package)
@mock.patch("flumine.baseflumine.Market")
def test__add_market(self, mock_market):
mock_middleware = mock.Mock()
self.base_flumine._market_middleware = [mock_middleware]
mock_market_book = mock.Mock()
self.assertEqual(
self.base_flumine._add_market("1.234", mock_market_book),
mock_market())
self.assertEqual(len(self.base_flumine.markets._markets), 1)
mock_middleware.add_market.assert_called_with(mock_market())
@mock.patch("flumine.baseflumine.BaseFlumine.info")
def test__remove_market(self, _):
mock_strategy = mock.Mock()
self.base_flumine.strategies = [mock_strategy]
mock_markets = mock.Mock()
self.base_flumine.markets = mock_markets
mock_middleware = mock.Mock()
self.base_flumine._market_middleware = [mock_middleware]
mock_market = mock.Mock()
self.base_flumine._remove_market(mock_market)
mock_markets.remove_market.assert_called_with(mock_market.market_id)
mock_middleware.remove_market.assert_called_with(mock_market)
mock_strategy.remove_market.assert_called_with(mock_market.market_id)
@mock.patch("flumine.baseflumine.BaseFlumine._add_market")
def test__process_raw_data(self, mock__add_market):
mock_event = mock.Mock()
mock_event.event = (12, "AAA", 12345, [{"id": "1.23"}])
self.base_flumine._process_raw_data(mock_event)
mock__add_market.assert_called_with("1.23", None)
@mock.patch("flumine.baseflumine.events")
@mock.patch("flumine.baseflumine.BaseFlumine._add_market")
def test__process_raw_data_closed(self, mock__add_market, mock_events):
mock_queue = mock.Mock()
self.base_flumine.handler_queue = mock_queue
mock_event = mock.Mock()
mock_event.event = (
12,
"AAA",
12345,
[{
"id": "1.23",
"marketDefinition": {
"status": "CLOSED"
}
}],
)
self.base_flumine._process_raw_data(mock_event)
mock__add_market.assert_called_with("1.23", None)
mock_queue.put.assert_called_with(mock_events.CloseMarketEvent())
self.assertEqual(mock_event.event[3][0]["_stream_id"],
mock_event.event[0])
@mock.patch("flumine.baseflumine.BaseFlumine._add_market")
def test__process_raw_data_no_id(self, mock__add_market):
mock_event = mock.Mock()
mock_event.event = (12, "AAA", 12345, [{"mid": "1.23"}])
self.base_flumine._process_raw_data(mock_event)
mock__add_market.assert_not_called()
@mock.patch("flumine.baseflumine.events")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test__process_market_catalogues(self, mock_log_control, mock_events):
mock_market = mock.Mock()
mock_market.market_catalogue = None
mock_markets = mock.Mock()
mock_markets.markets = {"1.23": mock_market}
self.base_flumine.markets = mock_markets
mock_market_catalogue = mock.Mock()
mock_market_catalogue.market_id = "1.23"
mock_event = mock.Mock()
mock_event.event = [mock_market_catalogue]
self.base_flumine._process_market_catalogues(mock_event)
self.assertEqual(mock_market.market_catalogue, mock_market_catalogue)
mock_log_control.assert_called_with(
mock_events.MarketEvent(mock_market))
self.assertFalse(mock_market.update_market_catalogue)
@mock.patch("flumine.baseflumine.utils.call_process_orders_error_handling")
@mock.patch("flumine.baseflumine.process_current_orders")
def test__process_current_orders(self, mock_process_current_orders,
mock_call_process_orders_error_handling):
mock_order = mock.Mock(complete=True)
mock_market = mock.Mock(closed=False)
mock_market.blotter.active = True
mock_market.blotter.strategy_orders.return_value = [mock_order]
self.base_flumine.markets = [mock_market]
mock_strategy = mock.Mock()
self.base_flumine.strategies = [mock_strategy]
mock_current_orders = mock.Mock(orders=[mock_order])
mock_event = mock.Mock(event=[mock_current_orders])
self.base_flumine._process_current_orders(mock_event)
mock_process_current_orders.assert_called_with(
self.base_flumine.markets,
self.base_flumine.strategies,
mock_event,
self.base_flumine.log_control,
self.base_flumine._add_market,
)
mock_market.blotter.strategy_orders.assert_called_with(mock_strategy)
mock_call_process_orders_error_handling.assert_called_with(
mock_strategy, mock_market, [mock_order])
@mock.patch("flumine.baseflumine.process_current_orders")
def test__process_current_orders_no_event(self,
mock_process_current_orders):
mock_event = mock.Mock(event=[])
self.base_flumine._process_current_orders(mock_event)
mock_process_current_orders.assert_not_called()
def test__process_custom_event(self):
mock_market = mock.Mock()
self.base_flumine.markets = [mock_market]
mock_event = mock.Mock()
self.base_flumine._process_custom_event(mock_event)
mock_event.callback.assert_called_with(self.base_flumine, mock_event)
def test__process_custom_event_flu_error(self):
mock_market = mock.Mock()
self.base_flumine.markets = [mock_market]
mock_event = mock.Mock()
mock_event.callback.side_effect = FlumineException()
self.base_flumine._process_custom_event(mock_event)
mock_event.callback.assert_called_with(self.base_flumine, mock_event)
def test__process_custom_event_error(self):
mock_market = mock.Mock()
self.base_flumine.markets = [mock_market]
mock_event = mock.Mock()
mock_event.callback.side_effect = ValueError()
self.base_flumine._process_custom_event(mock_event)
mock_event.callback.assert_called_with(self.base_flumine, mock_event)
@mock.patch("flumine.baseflumine.config")
def test__process_custom_event_error_raise(self, mock_config):
mock_config.raise_errors = True
mock_market = mock.Mock()
self.base_flumine.markets = [mock_market]
mock_event = mock.Mock()
mock_event.callback.side_effect = ValueError()
with self.assertRaises(ValueError):
self.base_flumine._process_custom_event(mock_event)
@mock.patch("flumine.baseflumine.BaseFlumine.info")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test__process_close_market(self, mock_log_control, mock_info):
mock_strategy = mock.Mock()
mock_strategy.stream_ids = [1, 2, 3]
self.base_flumine.strategies = [mock_strategy]
mock_market = mock.Mock(closed=False, elapsed_seconds_closed=None)
self.base_flumine.markets._markets = {"1.23": mock_market}
mock_event = mock.Mock()
mock_market_book = mock.Mock(market_id="1.23", streaming_unique_id=2)
mock_event.event = mock_market_book
self.base_flumine._process_close_market(mock_event)
mock_market.close_market.assert_called_with()
mock_market.blotter.process_closed_market.assert_called_with(
mock_market_book)
mock_strategy.process_closed_market.assert_called_with(
mock_market, mock_market_book)
mock_log_control.assert_called_with(mock_event)
mock_market.assert_called_with(mock_market_book)
@mock.patch("flumine.baseflumine.BaseFlumine.info")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test__process_close_market_datum(self, mock_log_control, mock_info):
mock_strategy = mock.Mock()
mock_strategy.stream_ids = [1, 2, 3]
self.base_flumine.strategies = [mock_strategy]
mock_market = mock.Mock(closed=False, elapsed_seconds_closed=None)
self.base_flumine.markets._markets = {"1.23": mock_market}
mock_event = mock.Mock()
mock_market_book = {"id": "1.23", "_stream_id": 2}
mock_event.event = mock_market_book
self.base_flumine._process_close_market(mock_event)
mock_market.close_market.assert_called_with()
mock_market.blotter.process_closed_market.assert_not_called()
mock_strategy.process_closed_market.assert_called_with(
mock_market, mock_market_book)
mock_log_control.assert_called_with(mock_event)
mock_market.assert_not_called()
@mock.patch("flumine.baseflumine.BaseFlumine.info")
def test__process_close_market_no_market(self, mock_info):
mock_market = mock.Mock(closed=False, elapsed_seconds_closed=None)
mock_market.market_book.streaming_unique_id = 2
self.base_flumine.markets._markets = {"1.23": mock_market}
mock_event = mock.Mock()
mock_market_book = mock.Mock(market_id="1.45")
mock_event.event = mock_market_book
self.base_flumine._process_close_market(mock_event)
mock_market.close_market.assert_not_called()
@mock.patch("flumine.baseflumine.BaseFlumine.info")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test__process_close_market_closed(self, mock_log_control, mock_info):
mock_strategy = mock.Mock()
mock_strategy.stream_ids = [1, 2, 3]
self.base_flumine.strategies = [mock_strategy]
mock_market = mock.Mock(market_id="1.23",
event_id="1",
closed=False,
elapsed_seconds_closed=None)
mock_market.market_book.streaming_unique_id = 2
markets = [
mock_market,
mock.Mock(market_id="4.56",
event_id="1",
closed=True,
elapsed_seconds_closed=25),
mock.Mock(market_id="7.89",
event_id="1",
closed=True,
elapsed_seconds_closed=3601),
mock.Mock(
market_id="1.01",
event_id="2",
closed=False,
elapsed_seconds_closed=3601,
),
]
for market in markets:
self.base_flumine.markets.add_market(market.market_id, market)
mock_market_book = mock.Mock(market_id="1.23")
mock_event = mock.Mock(event=mock_market_book)
self.base_flumine._process_close_market(mock_event)
self.assertEqual(len(self.base_flumine.markets._markets), 3)
self.assertEqual(len(self.base_flumine.markets.events), 2)
@mock.patch("flumine.baseflumine.BaseFlumine._process_cleared_markets")
@mock.patch("flumine.baseflumine.events")
@mock.patch("flumine.baseflumine.BaseFlumine._process_cleared_orders")
@mock.patch("flumine.baseflumine.BaseFlumine.info")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test__process_close_market_closed_paper(
self,
mock_log_control,
mock_info,
mock__process_cleared_orders,
mock_events,
mock__process_cleared_markets,
):
self.mock_client.paper_trade = True
mock_strategy = mock.Mock()
mock_strategy.stream_ids = [1, 2, 3]
self.base_flumine.strategies = [mock_strategy]
mock_market = mock.Mock(closed=False, elapsed_seconds_closed=None)
mock_market.market_book.streaming_unique_id = 2
mock_market.cleared.return_value = {}
self.base_flumine.markets._markets = {
"1.23":
mock_market,
"4.56":
mock.Mock(market_id="4.56", closed=True,
elapsed_seconds_closed=25),
"7.89":
mock.Mock(market_id="7.89",
closed=True,
elapsed_seconds_closed=3601),
"1.01":
mock.Mock(market_id="1.01",
closed=False,
elapsed_seconds_closed=3601),
}
mock_event = mock.Mock()
mock_market_book = mock.Mock(market_id="1.23")
mock_event.event = mock_market_book
self.base_flumine._process_close_market(mock_event)
self.assertEqual(len(self.base_flumine.markets._markets), 4)
mock__process_cleared_orders.assert_called_with(
mock_events.ClearedOrdersEvent())
mock_market.cleared.assert_called_with(self.mock_client)
mock__process_cleared_markets.assert_called_with(
mock_events.ClearedMarketsEvent())
@mock.patch("flumine.baseflumine.events")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
@mock.patch("flumine.baseflumine.BaseFlumine.info")
def test__process_cleared_orders(self, mock_info, mock_log_control,
mock_events):
mock_market = mock.Mock()
mock_market.blotter.process_cleared_orders.return_value = []
mock_markets = mock.Mock()
mock_markets.markets = {"1.23": mock_market}
self.base_flumine.markets = mock_markets
mock_event = mock.Mock()
mock_event.event.market_id = "1.23"
mock_event.event.orders = []
self.base_flumine._process_cleared_orders(mock_event)
mock_market.blotter.process_cleared_orders.assert_called_with(
mock_event.event)
mock_log_control.assert_called_with(
mock_events.ClearedOrdersMetaEvent())
@mock.patch("flumine.baseflumine.BaseFlumine.info")
def test__process_cleared_orders_no_market(self, mock_info):
mock_market = mock.Mock()
mock_markets = mock.Mock()
mock_markets.markets = {"1.23": mock_market}
self.base_flumine.markets = mock_markets
mock_event = mock.Mock()
mock_event.event.market_id = "1.24"
mock_event.event.orders = []
self.base_flumine._process_cleared_orders(mock_event)
mock_market.blotter.process_cleared_orders.assert_not_called()
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test__process_cleared_markets(self, mock_log_control):
mock_event = mock.Mock()
mock_event.event.orders = []
self.base_flumine._process_cleared_markets(mock_event)
mock_log_control.assert_called_with(mock_event)
def test__process_end_flumine(self):
mock_strategies = mock.Mock()
self.base_flumine.strategies = mock_strategies
self.base_flumine._process_end_flumine()
mock_strategies.finish.assert_called_with(self.base_flumine)
def test_info(self):
self.assertTrue(self.base_flumine.info)
def test_enter_no_clients(self):
self.base_flumine.clients._clients = []
with self.assertRaises(ClientError):
with self.base_flumine:
pass
@mock.patch("flumine.baseflumine.BaseFlumine._process_end_flumine")
@mock.patch("flumine.baseflumine.events")
@mock.patch("flumine.baseflumine.BaseFlumine.log_control")
def test_enter_exit(self, mock_log_control, mock_events,
mock__process_end_flumine):
control = mock.Mock()
self.base_flumine._logging_controls = [control]
self.base_flumine.simulated_execution = mock.Mock()
self.base_flumine.betfair_execution = mock.Mock()
with self.base_flumine:
self.assertTrue(self.base_flumine._running)
self.mock_client.login.assert_called_with()
mock_log_control.assert_called_with(mock_events.ConfigEvent(None))
self.assertFalse(self.base_flumine._running)
mock__process_end_flumine.assert_called_with()
self.mock_client.logout.assert_called_with()
self.base_flumine.simulated_execution.shutdown.assert_called_with()
self.base_flumine.betfair_execution.shutdown.assert_called_with()
control.start.assert_called_with()
mock_log_control.assert_called_with(mock_events.TerminationEvent(None))
