def test_update_result_remove_from_waiting_requests(self):
bnh = StrategyBuyAndHold()
bnh.initialize(100000, 10)
self.assertEqual(bnh.balance, 100000)
bnh.waiting_requests["orange"] = "orage_request"
dummy_result = {
"type": "sell",
"request": {
"id": "orange"
},
"price": 10000,
"amount": 5,
"msg": "melon",
"balance": 9500,
"state": "done",
}
bnh.update_result(dummy_result)
self.assertEqual(bnh.balance, 149975)
self.assertEqual(bnh.result[-1]["type"], "sell")
self.assertEqual(bnh.result[-1]["request"]["id"], "orange")
self.assertEqual(bnh.result[-1]["price"], 10000)
self.assertEqual(bnh.result[-1]["amount"], 5)
self.assertEqual(bnh.result[-1]["msg"], "melon")
self.assertEqual(bnh.result[-1]["balance"], 9500)
self.assertFalse("orange" in bnh.waiting_requests)
def test_update_result_insert_into_waiting_requests(self):
bnh = StrategyBuyAndHold()
bnh.initialize(100000, 10)
self.assertEqual(bnh.balance, 100000)
dummy_result = {
"type": "sell",
"request": {
"id": "orange"
},
"price": 10000,
"amount": 5,
"msg": "melon",
"balance": 9500,
"state": "requested",
}
bnh.update_result(dummy_result)
self.assertEqual(bnh.balance, 100000)
self.assertEqual(len(bnh.result), 0)
self.assertTrue("orange" in bnh.waiting_requests)
def test_update_result_append_result(self):
bnh = StrategyBuyAndHold()
bnh.initialize(100, 10)
dummy_result = {
"type": "orange",
"request": {
"id": "banana"
},
"price": 500,
"amount": 0.001,
"msg": "melon",
"balance": 500,
"state": "done",
}
bnh.update_result(dummy_result)
self.assertEqual(bnh.result[-1]["type"], "orange")
self.assertEqual(bnh.result[-1]["request"]["id"], "banana")
self.assertEqual(bnh.result[-1]["price"], 500)
self.assertEqual(bnh.result[-1]["amount"], 0.001)
self.assertEqual(bnh.result[-1]["msg"], "melon")
self.assertEqual(bnh.result[-1]["balance"], 500)
def test_update_result_update_balance_at_sell(self):
bnh = StrategyBuyAndHold()
bnh.initialize(100000, 10)
self.assertEqual(bnh.balance, 100000)
dummy_result = {
"type": "sell",
"request": {
"id": "orange"
},
"price": 10000,
"amount": 5,
"msg": "melon",
"balance": 9500,
"state": "done",
}
bnh.update_result(dummy_result)
self.assertEqual(bnh.balance, 149975)
self.assertEqual(bnh.result[-1]["type"], "sell")
self.assertEqual(bnh.result[-1]["request"]["id"], "orange")
self.assertEqual(bnh.result[-1]["price"], 10000)
self.assertEqual(bnh.result[-1]["amount"], 5)
self.assertEqual(bnh.result[-1]["msg"], "melon")
self.assertEqual(bnh.result[-1]["balance"], 9500)
def test_ITG_strategy_buy_and_hold_full(self):
strategy = StrategyBuyAndHold()
self.assertEqual(strategy.get_request(), None)
strategy.initialize(50000, 5000)
# 거래 정보 입력 - 1
strategy.update_trading_info({
"market": "KRW-BTC",
"date_time": "2020-04-30T14:51:00",
"opening_price": 11288000.0,
"high_price": 11304000.0,
"low_price": 11282000.0,
"closing_price": 11304000.0,
"acc_price": 587101574.8949,
"acc_volume": 51.97606868,
})
# 거래 요청 정보 생성
request = strategy.get_request()
expected_request = {
"type": "buy",
"price": 11304000.0,
"amount": 0.0008,
}
self.assertEqual(request[0]["type"], expected_request["type"])
self.assertEqual(request[0]["price"], expected_request["price"])
self.assertEqual(request[0]["amount"], expected_request["amount"])
# 거래 결과 입력 - 정상 체결 됨
strategy.update_result({
"request": {
"id": request[0]["id"],
"type": "buy",
"price": 11304000.0,
"amount": 0.0009,
"date_time": "2020-04-30T14:51:00",
},
"type": "buy",
"price": 11304000.0,
"amount": 0.0009,
"msg": "success",
"balance": 0,
"state": "done",
"date_time": "2020-04-30T14:51:00",
})
self.assertEqual(strategy.balance, 39821)
# 거래 정보 입력 - 2
strategy.update_trading_info({
"market": "KRW-BTC",
"date_time": "2020-04-30T14:52:00",
"opening_price": 11304000.0,
"high_price": 21304000.0,
"low_price": 11304000.0,
"closing_price": 21304000.0,
"acc_price": 587101574.8949,
"acc_volume": 51.97606868,
})
# 거래 요청 정보 생성
request = strategy.get_request()
expected_request = {
"type": "buy",
"price": 21304000.0,
"amount": 0.0004,
}
self.assertEqual(request[0]["type"], expected_request["type"])
self.assertEqual(request[0]["price"], expected_request["price"])
self.assertEqual(request[0]["amount"], expected_request["amount"])
# 거래 결과 입력 - 요청되었으나 체결 안됨
self.assertEqual(strategy.balance, 39821)
strategy.update_result({
"request": {
"id": request[0]["id"],
"type": "buy",
"price": 11304000.0,
"amount": 0.0009,
"date_time": "2020-04-30T14:52:00",
},
"type": "buy",
"price": 11304000.0,
"amount": 0.0009,
"msg": "success",
"balance": 0,
"state": "requested",
"date_time": "2020-04-30T14:52:00",
})
self.assertEqual(strategy.balance, 39821)
last_id = request[0]["id"]
# 거래 정보 입력 - 3
strategy.update_trading_info({
"market": "KRW-BTC",
"date_time": "2020-04-30T14:52:00",
"opening_price": 21304000.0,
"high_price": 21304000.0,
"low_price": 21304000.0,
"closing_price": 21304000.0,
"acc_price": 587101574.8949,
"acc_volume": 51.97606868,
})
# 거래 요청 정보 생성
request = strategy.get_request()
expected_request = {
"type": "buy",
"price": 21304000.0,
"amount": 0.0004,
}
self.assertEqual(request[0]["type"], "cancel")
self.assertEqual(request[0]["id"], last_id)
self.assertEqual(request[1]["type"], expected_request["type"])
self.assertEqual(request[1]["price"], expected_request["price"])
self.assertEqual(request[1]["amount"], expected_request["amount"])
# 거래 결과 입력 - 일부 체결됨
self.assertEqual(strategy.balance, 39821)
strategy.update_result({
"request": {
"id": request[0]["id"],
"type": "buy",
"price": 21304000.0,
"amount": 0.0009,
"date_time": "2020-04-30T14:52:00",
},
"type": "buy",
"price": 21304000.0,
"amount": 0.0002,
"msg": "success",
"balance": 0,
"state": "done",
"date_time": "2020-04-30T14:52:00",
})
self.assertEqual(strategy.balance, 35558)
# 거래 정보 입력 - 4
strategy.update_trading_info({
"market": "KRW-BTC",
"date_time": "2020-04-30T14:52:00",
"opening_price": 21304000.0,
"high_price": 41304000.0,
"low_price": 21304000.0,
"closing_price": 41304000.0,
"acc_price": 587101574.8949,
"acc_volume": 51.97606868,
})
# 거래 요청 정보 생성
request = strategy.get_request()
expected_request = {
"type": "buy",
"price": 41304000.0,
"amount": 0.0002,
}
self.assertEqual(request[0]["type"], expected_request["type"])
self.assertEqual(request[0]["price"], expected_request["price"])
self.assertEqual(request[0]["amount"], expected_request["amount"])
# 거래 결과 입력 - 정상 체결됨
self.assertEqual(strategy.balance, 35558)
strategy.update_result({
"request": {
"id": request[0]["id"],
"type": "buy",
"price": 41304000.0,
"amount": 0.0009,
"date_time": "2020-04-30T14:52:00",
},
"type": "buy",
"price": 41304000.0,
"amount": 0.0002,
"msg": "success",
"balance": 0,
"state": "done",
"date_time": "2020-04-30T14:52:00",
})
self.assertEqual(strategy.balance, 27293)
# 거래 정보 입력 - 5
strategy.update_trading_info({
"market": "KRW-BTC",
"date_time": "2020-04-30T14:52:00",
"opening_price": 41304000.0,
"high_price": 61304000.0,
"low_price": 41304000.0,
"closing_price": 61304000.0,
"acc_price": 587101574.8949,
"acc_volume": 51.97606868,
})
# 거래 요청 정보 생성
request = strategy.get_request()
expected_request = {
"type": "buy",
"price": 61304000.0,
"amount": 0.0001,
}
self.assertEqual(request[0]["type"], expected_request["type"])
self.assertEqual(request[0]["price"], expected_request["price"])
self.assertEqual(request[0]["amount"], expected_request["amount"])
# 거래 결과 입력 - 정상 체결됨
self.assertEqual(strategy.balance, 27293)
strategy.update_result({
"request": {
"id": request[0]["id"],
"type": "buy",
"price": 61304000.0,
"amount": 0.0009,
"date_time": "2020-04-30T14:52:00",
},
"type": "buy",
"price": 61304000.0,
"amount": 0.0002,
"msg": "success",
"balance": 0,
"state": "done",
"date_time": "2020-04-30T14:52:00",
})
self.assertEqual(strategy.balance, 15026)
# 거래 정보 입력 - 6
strategy.update_trading_info({
"market": "KRW-BTC",
"date_time": "2020-04-30T14:52:00",
"opening_price": 61304000.0,
"high_price": 61304000.0,
"low_price": 61304000.0,
"closing_price": 61304000.0,
"acc_price": 587101574.8949,
"acc_volume": 51.97606868,
})
# 거래 요청 정보 생성
request = strategy.get_request()
expected_request = {
"type": "buy",
"price": 61304000.0,
"amount": 0.0001,
}
self.assertEqual(request[0]["type"], expected_request["type"])
self.assertEqual(request[0]["price"], expected_request["price"])
self.assertEqual(request[0]["amount"], expected_request["amount"])
# 거래 결과 입력 - 정상 체결됨
self.assertEqual(strategy.balance, 15026)
strategy.update_result({
"request": {
"id": request[0]["id"],
"type": "buy",
"price": 61304000.0,
"amount": 0.0002,
"date_time": "2020-04-30T14:52:00",
},
"type": "buy",
"price": 61304000.0,
"amount": 0.0002,
"msg": "success",
"balance": 0,
"state": "done",
"date_time": "2020-04-30T14:52:00",
})
self.assertEqual(strategy.balance, 2759)
# 거래 정보 입력 - 7
strategy.update_trading_info({
"market": "KRW-BTC",
"date_time": "2020-04-30T14:52:00",
"opening_price": 61304000.0,
"high_price": 61304000.0,
"low_price": 61304000.0,
"closing_price": 61304000.0,
"acc_price": 587101574.8949,
"acc_volume": 51.97606868,
})
# 거래 요청 정보 생성
request = strategy.get_request()
self.assertEqual(request, None)
self.assertEqual(strategy.balance, 2759)
def test_update_result_ignore_result_when_not_yet_initialized(self):
bnh = StrategyBuyAndHold()
bnh.update_result("orange")
self.assertEqual(len(bnh.result), 0)