def test_read(self):
"""
Test most important part in class
"""
keys = [
'working_order', 'filled_order', 'cancelled_order',
'rolling_strategy'
]
for fname in self.fnames:
data = open(fname).read()
print 'fname: %s' % fname
open_acc = OpenTA(data=data)
result = open_acc.read()
self.assertEqual(type(result), dict)
self.assertEqual(len(result), 4)
pprint(result, width=200)
for key in result.keys():
if key == 'summary':
self.assertEqual(type(result[key]), dict)
else:
self.assertEqual(type(result[key]), list)
self.assertIn(key, keys)
print '\n' + '-' * 100 + '\n'
def test_ready(self):
"""
Test ready file then return data
"""
keys = [
'working_order', 'filled_order', 'cancelled_order',
'rolling_strategy'
]
for fname in self.fnames:
data = open(fname).read()
print 'fname: %s' % fname
open_ta = OpenTA(data=data)
result = open_ta.read()
self.assertEqual(type(result), dict)
self.assertEqual(len(result), 4)
pprint(result, width=400)
for key in result.keys():
self.assertEqual(type(result[key]), list)
self.assertIn(key, keys)
print '\n' + '-' * 100 + '\n'
def test_read_save(self):
"""
Open TA file data then save all fields into db
"""
for key, ta_file in enumerate(self.ta_files, start=1):
print '%d. run filename: %s' % (key, ta_file)
print 'starting...\n'
date = os.path.basename(ta_file)[0:10]
data = open(ta_file).read()
statement = models.Statement(
date=date,
account_statement='None',
position_statement='None',
trade_activity=data,
)
statement.save()
trade_activity = models.TradeSummary(statement=statement,
date=date)
trade_activity.save()
print 'statement id: %d' % statement.id
print 'trade_activity id: %d' % trade_activity.id
print 'using open_ta to make dict data...'
ta_data = OpenTA(data=data).read()
print 'keys: %s\n' % ta_data.keys()
self.insert_db(no=key,
trade_activity=trade_activity,
test_model=models.FilledOrder,
data_list=ta_data['filled_order'])
self.insert_db(no=key,
trade_activity=trade_activity,
test_model=models.CancelledOrder,
data_list=ta_data['cancelled_order'])
self.insert_db(no=key,
trade_activity=trade_activity,
test_model=models.WorkingOrder,
data_list=ta_data['working_order'])
self.insert_db(no=key,
trade_activity=trade_activity,
test_model=models.RollingStrategy,
data_list=ta_data['rolling_strategy'])
print '\n' + '-' * 100
def setUp(self):
TestSetUp.setUp(self)
self.fnames = glob(os.path.join(test_ta_path, '/*.csv')) + [
os.path.join(test_path, '2014-10-31',
'2014-10-31-TradeActivity.csv'),
os.path.join(test_path, '2014-11-01',
'2014-11-01-TradeActivity.csv')
]
self.test_file = self.fnames[0]
self.test_data = open(self.test_file).read()
self.open_ta = OpenTA(data=self.test_data)
def __init__(self, date, statement, file_data):
"""
:param date: str
:param statement: Statement
:param file_data: str, raw file read
"""
SaveAppModel.__init__(self, date, statement, file_data)
ta_data = OpenTA(data=self.file_data).read()
self.working_order = ta_data['working_order']
self.filled_order = ta_data['filled_order']
self.cancelled_order = ta_data['cancelled_order']
self.rolling_strategy = ta_data['rolling_strategy']
self.trade_activity = None
