def test_adjust_sell_amount_without_enable(self):
follower = XueQiuFollower()
mock_user = mock.MagicMock()
follower._users = [mock_user]
follower._adjust_sell = False
amount = follower._adjust_sell_amount("169101", 1000)
self.assertEqual(amount, amount)
def test_adjust_sell_amount_without_enable(self):
follower = XueQiuFollower()
mock_user = mock.MagicMock()
follower._users = [mock_user]
follower._adjust_sell = False
amount = follower._adjust_sell_amount("169101", 1000)
self.assertEqual(amount, amount)
class TestXqFollower(unittest.TestCase):
def setUp(self):
self.follower = XueQiuFollower()
cookies = os.getenv("EZ_TEST_XQ_COOKIES")
if not cookies:
return
self.follower.login(cookies=cookies)
def test_extract_transactions(self):
result = self.follower.extract_transactions(TEST_XQ_PORTOFOLIO_HISTORY)
self.assertTrue(len(result) == 1)
def follower(platform, **kwargs):
"""用于生成特定的券商对象
:param platform:平台支持 ['jq', 'joinquant', '聚宽’]
:param initial_assets: [雪球参数] 控制雪球初始资金，默认为一万,
总资金由 initial_assets * 组合当前净值 得出
:param total_assets: [雪球参数] 控制雪球总资金，无默认值,
若设置则覆盖 initial_assets
:return the class of follower
Usage::
>>> import easytrader
>>> user = easytrader.use('xq')
>>> user.prepare('xq.json')
>>> jq = easytrader.follower('jq')
>>> jq.login(user='******', password='******')
>>> jq.follow(users=user, strategies=['strategies_link'])
"""
if platform.lower() in ["rq", "ricequant", "米筐"]:
return RiceQuantFollower()
if platform.lower() in ["jq", "joinquant", "聚宽"]:
return JoinQuantFollower()
if platform.lower() in ["xq", "xueqiu", "雪球"]:
return XueQiuFollower(**kwargs)
raise NotImplementedError
def test_adjust_sell_amount(self):
follower = XueQiuFollower()
mock_user = mock.MagicMock()
follower._users = [mock_user]
mock_user.position = TEST_POSITION
follower._adjust_sell = True
test_cases = [
("169101", 600, 600),
("169101", 700, 600),
("000000", 100, 100),
("sh169101", 700, 600),
]
for stock_code, sell_amount, excepted_amount in test_cases:
amount = follower._adjust_sell_amount(stock_code, sell_amount)
self.assertEqual(amount, excepted_amount)
def test_adjust_sell_amount(self):
follower = XueQiuFollower()
mock_user = mock.MagicMock()
follower._users = [mock_user]
mock_user.position = TEST_POSITION
follower._adjust_sell = True
test_cases = [
("169101", 600, 600),
("169101", 700, 600),
("000000", 100, 100),
("sh169101", 700, 600),
]
for stock_code, sell_amount, excepted_amount in test_cases:
amount = follower._adjust_sell_amount(stock_code, sell_amount)
self.assertEqual(amount, excepted_amount)
def test_adjust_sell_should_only_work_when_sell(self):
follower = XueQiuFollower()
follower._adjust_sell = True
test_transaction = {
"weight": 10,
"prev_weight": 0,
"price": 10,
"stock_symbol": "162411",
"created_at": int(time.time() * 1000),
}
test_assets = 1000
mock_adjust_sell_amount = mock.MagicMock()
follower._adjust_sell_amount = mock_adjust_sell_amount
follower.project_transactions(
transactions=[test_transaction], assets=test_assets
)
mock_adjust_sell_amount.assert_not_called()
mock_adjust_sell_amount.reset_mock()
test_transaction["prev_weight"] = test_transaction["weight"] + 1
follower.project_transactions(
transactions=[test_transaction], assets=test_assets
)
mock_adjust_sell_amount.assert_called()
def test_slippage_with_default(self):
follower = XueQiuFollower()
mock_user = mock.MagicMock()
# test default no slippage
test_price = 1.0
test_trade_cmd = {
"strategy": "test_strategy",
"strategy_name": "test_strategy",
"action": "buy",
"stock_code": "162411",
"amount": 100,
"price": 1.0,
"datetime": datetime.datetime.now(),
}
follower._execute_trade_cmd(
trade_cmd=test_trade_cmd,
users=[mock_user],
expire_seconds=10,
entrust_prop="limit",
send_interval=10,
)
_, kwargs = getattr(mock_user, test_trade_cmd["action"]).call_args
self.assertAlmostEqual(kwargs["price"], test_price)
def test_slippage_with_default(self):
follower = XueQiuFollower()
mock_user = mock.MagicMock()
# test default no slippage
test_price = 1.0
test_trade_cmd = {
"strategy": "test_strategy",
"strategy_name": "test_strategy",
"action": "buy",
"stock_code": "162411",
"amount": 100,
"price": 1.0,
"datetime": datetime.datetime.now(),
}
follower._execute_trade_cmd(
trade_cmd=test_trade_cmd,
users=[mock_user],
expire_seconds=10,
entrust_prop="limit",
send_interval=10,
)
_, kwargs = getattr(mock_user, test_trade_cmd["action"]).call_args
self.assertAlmostEqual(kwargs["price"], test_price)
def test_adjust_sell_should_only_work_when_sell(self):
follower = XueQiuFollower()
follower._adjust_sell = True
test_transaction = {
"weight": 10,
"prev_weight": 0,
"price": 10,
"stock_symbol": "162411",
"created_at": int(time.time() * 1000),
}
test_assets = 1000
mock_adjust_sell_amount = mock.MagicMock()
follower._adjust_sell_amount = mock_adjust_sell_amount
follower.project_transactions(transactions=[test_transaction],
assets=test_assets)
mock_adjust_sell_amount.assert_not_called()
mock_adjust_sell_amount.reset_mock()
test_transaction["prev_weight"] = test_transaction["weight"] + 1
follower.project_transactions(transactions=[test_transaction],
assets=test_assets)
mock_adjust_sell_amount.assert_called()
def test_slippage(self):
follower = XueQiuFollower()
mock_user = mock.MagicMock()
test_price = 1.0
follower.slippage = 0.05
# test buy
test_trade_cmd = {
"strategy": "test_strategy",
"strategy_name": "test_strategy",
"action": "buy",
"stock_code": "162411",
"amount": 100,
"price": 1.0,
"datetime": datetime.datetime.now(),
}
follower._execute_trade_cmd(
trade_cmd=test_trade_cmd,
users=[mock_user],
expire_seconds=10,
entrust_prop="limit",
send_interval=10,
)
excepted_price = test_price * (1 + follower.slippage)
_, kwargs = getattr(mock_user, test_trade_cmd["action"]).call_args
self.assertAlmostEqual(kwargs["price"], excepted_price)
# test sell
test_trade_cmd["action"] = "sell"
follower._execute_trade_cmd(
trade_cmd=test_trade_cmd,
users=[mock_user],
expire_seconds=10,
entrust_prop="limit",
send_interval=10,
)
excepted_price = test_price * (1 - follower.slippage)
_, kwargs = getattr(mock_user, test_trade_cmd["action"]).call_args
self.assertAlmostEqual(kwargs["price"], excepted_price)
def test_slippage(self):
follower = XueQiuFollower()
mock_user = mock.MagicMock()
test_price = 1.0
follower.slippage = 0.05
# test buy
test_trade_cmd = {
"strategy": "test_strategy",
"strategy_name": "test_strategy",
"action": "buy",
"stock_code": "162411",
"amount": 100,
"price": 1.0,
"datetime": datetime.datetime.now(),
}
follower._execute_trade_cmd(
trade_cmd=test_trade_cmd,
users=[mock_user],
expire_seconds=10,
entrust_prop="limit",
send_interval=10,
)
excepted_price = test_price * (1 + follower.slippage)
_, kwargs = getattr(mock_user, test_trade_cmd["action"]).call_args
self.assertAlmostEqual(kwargs["price"], excepted_price)
# test sell
test_trade_cmd["action"] = "sell"
follower._execute_trade_cmd(
trade_cmd=test_trade_cmd,
users=[mock_user],
expire_seconds=10,
entrust_prop="limit",
send_interval=10,
)
excepted_price = test_price * (1 - follower.slippage)
_, kwargs = getattr(mock_user, test_trade_cmd["action"]).call_args
self.assertAlmostEqual(kwargs["price"], excepted_price)
def setUp(self):
self.follower = XueQiuFollower()
cookies = os.getenv("EZ_TEST_XQ_COOKIES")
if not cookies:
return
self.follower.login(cookies=cookies)