def test_context_load_statistic_error() -> None:
settings = Setting()
settings.STATISTIC = MagicMock # type:ignore
context = Context(settings)
with pytest.raises(SettingError):
context.load_statistic()
def test_context_load_strategy_error() -> None:
settings = Setting()
settings.STRATEGY = MagicMock() # type:ignore
context = Context(settings)
with pytest.raises(SettingError):
context.load_strategy()
def test_context_load_default() -> None:
with patch("monkq.exchange.bitmex.exchange.BitmexDataloader"):
settings = Setting()
context = Context(settings)
context.setup_context()
assert isinstance(context.strategy, BaseStrategy)
assert isinstance(context.trade_counter, TradeCounter)
assert isinstance(context.stat, Statistic)
assert isinstance(context.accounts['bitmex_account'], FutureAccount)
assert isinstance(context.exchanges['bitmex'], BitmexSimulateExchange)
def __init__(self, settings: Setting) -> None:
self.setting = settings
self.context = Context(settings)
self.context.setup_context()
self.start_datetime = settings.START_TIME # type: ignore
self.end_datetime = settings.END_TIME # type: ignore
self.ticker = FrequencyTicker(self.start_datetime, self.end_datetime, '1m')
self.stat = self.context.stat
def test_context_custom_setting() -> None:
with patch("monkq.exchange.bitmex.exchange.BitmexDataloader"):
settings = Setting()
settings.STRATEGY = TestStrategy # type:ignore
settings.TRADE_COUNTER = TestTradeCounter # type:ignore
settings.STATISTIC = TestStatistic # type:ignore
settings.ACCOUNTS[0]['ACCOUNT_MODEL'] = TestAccount # type:ignore
settings.EXCHANGES['bitmex']['ENGINE'] = TestExchange # type:ignore
context = Context(settings)
context.setup_context()
assert isinstance(context.strategy, TestStrategy)
assert isinstance(context.trade_counter, TestTradeCounter)
assert isinstance(context.stat, TestStatistic)
assert isinstance(context.accounts, dict)
assert isinstance(context.exchanges, dict)
class Runner():
def __init__(self, settings: Setting) -> None:
self.setting = settings
self.context = Context(settings)
self.context.setup_context()
self.start_datetime = settings.START_TIME # type: ignore
self.end_datetime = settings.END_TIME # type: ignore
self.ticker = FrequencyTicker(self.start_datetime, self.end_datetime, '1m')
self.stat = self.context.stat
async def _run(self) -> None:
await self.context.strategy.setup()
self.stat.freq_collect_account()
for current_time in self.ticker.timer():
self.context.now = current_time
logger.debug("Handler time {}".format(current_time))
await self.context.strategy.handle_bar()
logger.debug("Finish handle bar to {}".format(current_time))
for key, exchange in self.context.exchanges.items():
exchange.match_open_orders() # type:ignore
self.stat.freq_collect_account()
self.stat.collect_account_info()
self.lastly()
def lastly(self) -> None:
self.stat.report()
def run(self) -> None:
loop = get_event_loop()
loop.run_until_complete(self._run())
def test_context_load_trade_counter_error() -> None:
settings = Setting()
settings.TRADE_COUNTER = MagicMock() # type:ignore
context = Context(settings)
context.load_statistic()
with pytest.raises(SettingError):
context.load_trade_counter()
def exchange(settings: Setting) -> Generator[BaseSimExchange, None, None]:
context = Context(settings)
exchange = BaseSimExchange(context, 'exchange_test', {})
yield exchange