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 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)