class MarketTest(unittest.TestCase):
def setUp(self) -> None:
self.mock_flumine = mock.Mock()
self.mock_market_book = mock.Mock()
self.mock_market_catalogue = mock.Mock()
self.market = Market(
self.mock_flumine,
"1.234",
self.mock_market_book,
self.mock_market_catalogue,
)
def test_init(self):
self.assertEqual(self.market.flumine, self.mock_flumine)
self.assertEqual(self.market.market_id, "1.234")
self.assertFalse(self.market.closed)
self.assertIsNone(self.market.date_time_closed)
self.assertEqual(self.market.market_book, self.mock_market_book)
self.assertEqual(self.market.market_catalogue,
self.mock_market_catalogue)
self.assertEqual(self.market.context, {"simulated": {}})
def test_call(self):
mock_market_book = mock.Mock()
self.market(mock_market_book)
self.assertEqual(self.market.market_book, mock_market_book)
def test_open_market(self):
self.market.open_market()
self.assertFalse(self.market.closed)
def test_close_market(self):
self.market.close_market()
self.assertTrue(self.market.closed)
self.assertIsNotNone(self.market.date_time_closed)
@mock.patch("flumine.markets.market.events")
def test_place_order(self, mock_events):
mock_order = mock.Mock()
mock_order.id = "123"
mock_order.trade.market_notes = None
self.market.place_order(mock_order)
mock_order.place.assert_called_with(
self.market.market_book.publish_time)
self.assertEqual(self.market.blotter.pending_place, [mock_order])
self.mock_flumine.log_control.assert_called_with(
mock_events.TradeEvent())
mock_order.trade.update_market_notes.assert_called_with(self.market)
@mock.patch("flumine.markets.market.events")
def test_place_order_not_executed(self, mock_events):
mock_order = mock.Mock()
mock_order.id = "123"
self.market.place_order(mock_order, execute=False)
mock_order.place.assert_called_with(
self.market.market_book.publish_time)
self.assertEqual(self.market.blotter.pending_place, [])
self.mock_flumine.log_control.assert_called_with(
mock_events.TradeEvent())
def test_place_order_retry(self):
mock_order = mock.Mock()
self.market.blotter._orders = {mock_order.id: mock_order}
self.market.place_order(mock_order)
self.assertEqual(self.market.blotter.pending_place, [])
def test_cancel_order(self):
mock_blotter = mock.Mock()
mock_blotter.pending_cancel = []
self.market.blotter = mock_blotter
mock_order = mock.Mock()
self.market.cancel_order(mock_order, 0.01)
mock_order.cancel.assert_called_with(0.01)
self.assertEqual(mock_blotter.pending_cancel, [mock_order])
def test_update_order(self):
mock_blotter = mock.Mock()
mock_blotter.pending_update = []
self.market.blotter = mock_blotter
mock_order = mock.Mock()
self.market.update_order(mock_order, "PERSIST")
mock_order.update.assert_called_with("PERSIST")
self.assertEqual(mock_blotter.pending_update, [mock_order])
def test_replace_order(self):
mock_blotter = mock.Mock()
mock_blotter.pending_replace = []
self.market.blotter = mock_blotter
mock_order = mock.Mock()
self.market.replace_order(mock_order, 1.01)
mock_order.replace.assert_called_with(1.01)
self.assertEqual(mock_blotter.pending_replace, [mock_order])
def test_event(self):
mock_market_book = mock.Mock()
mock_market_book.market_definition = mock.Mock(event_id=12)
self.market.market_book = mock_market_book
self.market.flumine.markets = []
self.assertEqual(self.market.event, {})
m_one = mock.Mock(market_type=1, event_id=12)
m_two = mock.Mock(market_type=2, event_id=12)
m_three = mock.Mock(market_type=3, event_id=123)
m_four = mock.Mock(market_type=1, event_id=12)
self.market.flumine.markets = [m_one, m_two, m_three, m_four]
self.assertEqual(self.market.event, {1: [m_one, m_four], 2: [m_two]})
def test_event_type_id(self):
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(self.market.event_type_id,
mock_market_book.market_definition.event_type_id)
def test_event_id(self):
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(self.market.event_id,
mock_market_book.market_definition.event_id)
def test_market_type(self):
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(self.market.market_type,
mock_market_book.market_definition.market_type)
def test_seconds_to_start(self):
mock_market_catalogue = mock.Mock()
mock_market_catalogue.market_start_time = datetime.datetime.utcfromtimestamp(
1)
self.market.market_catalogue = mock_market_catalogue
self.assertLess(self.market.seconds_to_start, 0)
def test_seconds_to_start_market_book(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
mock_market_book.market_definition.market_time = datetime.datetime.utcfromtimestamp(
1)
self.market.market_book = mock_market_book
self.assertLess(self.market.seconds_to_start, 0)
def test_seconds_to_start_market_catalogue(self):
self.market.market_catalogue.market_start_time = datetime.datetime.utcfromtimestamp(
1)
self.assertLess(self.market.seconds_to_start, 0)
def test_seconds_to_start_none(self):
self.market.market_book = None
self.market.market_catalogue = None
self.assertLess(self.market.seconds_to_start, 0)
def test_elapsed_seconds_closed(self):
self.assertIsNone(self.market.elapsed_seconds_closed)
self.market.closed = True
self.market.date_time_closed = datetime.datetime.utcnow()
self.assertGreaterEqual(self.market.elapsed_seconds_closed, 0)
class MarketTest(unittest.TestCase):
def setUp(self) -> None:
self.mock_flumine = mock.Mock()
self.mock_market_book = mock.Mock()
self.mock_market_catalogue = mock.Mock()
self.market = Market(
self.mock_flumine,
"1.234",
self.mock_market_book,
self.mock_market_catalogue,
)
def test_init(self):
self.assertEqual(self.market.flumine, self.mock_flumine)
self.assertEqual(self.market.market_id, "1.234")
self.assertFalse(self.market.closed)
self.assertFalse(self.market.orders_cleared)
self.assertFalse(self.market.market_cleared)
self.assertIsNone(self.market.date_time_closed)
self.assertEqual(self.market.market_book, self.mock_market_book)
self.assertEqual(self.market.market_catalogue,
self.mock_market_catalogue)
self.assertTrue(self.market.update_market_catalogue)
self.assertEqual(self.market.context, {"simulated": {}})
def test_call(self):
mock_market_book = mock.Mock()
self.market(mock_market_book)
self.assertEqual(self.market.market_book, mock_market_book)
self.assertTrue(self.market.update_market_catalogue)
def test_open_market(self):
self.market.closed = True
self.market.orders_cleared = True
self.market.market_cleared = True
self.market.open_market()
self.assertFalse(self.market.closed)
self.assertFalse(self.market.orders_cleared)
self.assertFalse(self.market.market_cleared)
def test_close_market(self):
self.market.close_market()
self.assertTrue(self.market.closed)
self.assertIsNotNone(self.market.date_time_closed)
@mock.patch("flumine.markets.market.Transaction")
def test_transaction(self, mock_transaction):
transaction = self.market.transaction()
mock_transaction.assert_called_with(self.market,
id_=self.market._transaction_id,
async_place_orders=False)
self.assertEqual(transaction, mock_transaction())
@mock.patch("flumine.markets.market.Market.transaction")
def test_place_order(self, mock_transaction):
mock_transaction.return_value.__enter__.return_value = mock_transaction
mock_order = mock.Mock()
self.assertTrue(self.market.place_order(mock_order, 2, False))
mock_transaction.place_order.assert_called_with(mock_order, 2, False)
@mock.patch("flumine.markets.market.Market.transaction")
def test_cancel_order(self, mock_transaction):
mock_transaction.return_value.__enter__.return_value = mock_transaction
mock_order = mock.Mock()
self.assertTrue(self.market.cancel_order(mock_order, 2.02))
mock_transaction.cancel_order.assert_called_with(mock_order, 2.02)
@mock.patch("flumine.markets.market.Market.transaction")
def test_update_order(self, mock_transaction):
mock_transaction.return_value.__enter__.return_value = mock_transaction
mock_order = mock.Mock()
self.assertTrue(self.market.update_order(mock_order, "test"))
mock_transaction.update_order.assert_called_with(mock_order, "test")
@mock.patch("flumine.markets.market.Market.transaction")
def test_replace_order(self, mock_transaction):
mock_transaction.return_value.__enter__.return_value = mock_transaction
mock_order = mock.Mock()
self.assertTrue(self.market.replace_order(mock_order, 2, False))
mock_transaction.replace_order.assert_called_with(mock_order, 2, False)
def test_event(self):
mock_market_catalogue = mock.Mock()
mock_market_catalogue.event.id = 12
self.market.market_catalogue = mock_market_catalogue
self.market.flumine.markets = []
self.assertEqual(self.market.event, {})
m_one = mock.Mock(market_type=1, event_id=12)
m_two = mock.Mock(market_type=2, event_id=12)
m_three = mock.Mock(market_type=3, event_id=123)
m_four = mock.Mock(market_type=1, event_id=12)
self.market.flumine.markets = [m_one, m_two, m_three, m_four]
self.assertEqual(self.market.event, {1: [m_one, m_four], 2: [m_two]})
def test_event_type_id_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(self.market.event_type_id,
mock_market_catalogue.event_type.id)
def test_event_type_id_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(self.market.event_type_id,
mock_market_book.market_definition.event_type_id)
def test_event_id_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(self.market.event_id, mock_market_catalogue.event.id)
def test_event_id_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(self.market.event_id,
mock_market_book.market_definition.event_id)
def test_market_type_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(self.market.market_type,
mock_market_catalogue.description.market_type)
def test_market_type_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(self.market.market_type,
mock_market_book.market_definition.market_type)
def test_seconds_to_start(self):
mock_market_catalogue = mock.Mock()
mock_market_catalogue.market_start_time = datetime.datetime.utcfromtimestamp(
1)
self.market.market_catalogue = mock_market_catalogue
self.assertLess(self.market.seconds_to_start, 0)
def test_seconds_to_start_market_book(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
mock_market_book.market_definition.market_time = (
datetime.datetime.utcfromtimestamp(1))
self.market.market_book = mock_market_book
self.assertLess(self.market.seconds_to_start, 0)
def test_seconds_to_start_market_catalogue(self):
self.market.market_catalogue.market_start_time = (
datetime.datetime.utcfromtimestamp(1))
self.assertLess(self.market.seconds_to_start, 0)
def test_seconds_to_start_none(self):
self.market.market_book = None
self.market.market_catalogue = None
self.assertLess(self.market.seconds_to_start, 0)
def test_elapsed_seconds_closed(self):
self.assertIsNone(self.market.elapsed_seconds_closed)
self.market.closed = True
self.market.date_time_closed = datetime.datetime.utcnow()
self.assertGreaterEqual(self.market.elapsed_seconds_closed, 0)
def test_event_name_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(self.market.event_name,
mock_market_catalogue.event.name)
def test_event_name_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(self.market.event_name,
mock_market_book.market_definition.event_name)
def test_country_code_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(self.market.country_code,
mock_market_catalogue.event.country_code)
def test_country_code_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(self.market.country_code,
mock_market_book.market_definition.country_code)
def test_venue_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(self.market.venue, mock_market_catalogue.event.venue)
def test_venue_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(self.market.venue,
mock_market_book.market_definition.venue)
def test_race_type_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(self.market.race_type,
mock_market_catalogue.description.race_type)
def test_race_type_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(self.market.race_type,
mock_market_book.market_definition.race_type)
def test_info(self):
self.assertEqual(
self.market.info,
{
"market_id": self.market.market_id,
"event_id": self.market.event_id,
"event_type_id": self.market.event_type_id,
"event_name": self.market.event_name,
"market_type": self.market.market_type,
"market_start_datetime": str(
self.market.market_start_datetime),
"country_code": self.market.country_code,
"venue": self.market.venue,
"race_type": self.market.race_type,
"orders_cleared": self.market.orders_cleared,
"market_cleared": self.market.market_cleared,
"closed": self.market.closed,
},
)
class MarketTest(unittest.TestCase):
def setUp(self) -> None:
self.mock_flumine = mock.Mock()
self.mock_market_book = mock.Mock()
self.mock_market_catalogue = mock.Mock()
self.market = Market(
self.mock_flumine,
"1.234",
self.mock_market_book,
self.mock_market_catalogue,
)
def test_init(self):
self.assertEqual(self.market.flumine, self.mock_flumine)
self.assertEqual(self.market.market_id, "1.234")
self.assertFalse(self.market.closed)
self.assertIsNotNone(self.market.date_time_created)
self.assertIsNone(self.market.date_time_closed)
self.assertEqual(self.market.market_book, self.mock_market_book)
self.assertEqual(self.market.market_catalogue, self.mock_market_catalogue)
self.assertTrue(self.market.update_market_catalogue)
self.assertEqual(self.market.orders_cleared, [])
self.assertEqual(self.market.market_cleared, [])
self.assertEqual(self.market.context, {"simulated": {}})
self.assertIsNotNone(self.market.blotter)
self.assertEqual(self.market._transaction_id, 0)
def test_call(self):
mock_market_book = mock.Mock()
self.market(mock_market_book)
self.assertEqual(self.market.market_book, mock_market_book)
self.assertTrue(self.market.update_market_catalogue)
def test_open_market(self):
self.market.closed = True
self.market.orders_cleared = [1, 2]
self.market.market_cleared = [1]
self.market.open_market()
self.assertFalse(self.market.closed)
self.assertEqual(self.market.orders_cleared, [])
self.assertEqual(self.market.market_cleared, [])
def test_close_market(self):
self.market.close_market()
self.assertTrue(self.market.closed)
self.assertIsNotNone(self.market.date_time_closed)
@mock.patch("flumine.markets.market.Transaction")
def test_transaction(self, mock_transaction):
transaction = self.market.transaction()
mock_transaction.assert_called_with(
self.market,
id_=self.market._transaction_id,
async_place_orders=False,
client=self.market.flumine.clients.get_default(),
)
self.assertEqual(transaction, mock_transaction())
@mock.patch("flumine.markets.market.Transaction")
def test_transaction_async(self, mock_transaction):
config.async_place_orders = True
transaction = self.market.transaction()
mock_transaction.assert_called_with(
self.market,
id_=self.market._transaction_id,
async_place_orders=True,
client=self.market.flumine.clients.get_default(),
)
self.assertEqual(transaction, mock_transaction())
@mock.patch("flumine.markets.market.Market.transaction")
def test_place_order(self, mock_transaction):
mock_transaction.return_value.__enter__.return_value = mock_transaction
mock_order = mock.Mock()
self.assertTrue(
self.market.place_order(mock_order, 2, False, force=True, client=1)
)
mock_transaction.assert_called_with(client=1)
mock_transaction.place_order.assert_called_with(mock_order, 2, False, True)
@mock.patch("flumine.markets.market.Market.transaction")
def test_cancel_order(self, mock_transaction):
mock_transaction.return_value.__enter__.return_value = mock_transaction
mock_order = mock.Mock()
self.assertTrue(self.market.cancel_order(mock_order, 2.02, force=True))
mock_transaction.assert_called_with(client=mock_order.client)
mock_transaction.cancel_order.assert_called_with(mock_order, 2.02, True)
@mock.patch("flumine.markets.market.Market.transaction")
def test_update_order(self, mock_transaction):
mock_transaction.return_value.__enter__.return_value = mock_transaction
mock_order = mock.Mock()
self.assertTrue(self.market.update_order(mock_order, "test", force=True))
mock_transaction.assert_called_with(client=mock_order.client)
mock_transaction.update_order.assert_called_with(mock_order, "test", True)
@mock.patch("flumine.markets.market.Market.transaction")
def test_replace_order(self, mock_transaction):
mock_transaction.return_value.__enter__.return_value = mock_transaction
mock_order = mock.Mock()
self.assertTrue(self.market.replace_order(mock_order, 2, False, force=True))
mock_transaction.assert_called_with(client=mock_order.client)
mock_transaction.replace_order.assert_called_with(mock_order, 2, False, True)
def test_event(self):
self.market.market_catalogue.event.id = 12
self.market.market_book.market_definition.market_time = 12
self.market.flumine.markets = []
self.assertEqual(self.market.event, {})
m_one = mock.Mock(market_type=1, event_id=12, market_start_datetime=12)
m_two = mock.Mock(market_type=2, event_id=12, market_start_datetime=12)
m_three = mock.Mock(market_type=3, event_id=123, market_start_datetime=12)
m_four = mock.Mock(market_type=1, event_id=12, market_start_datetime=12)
m_five = mock.Mock(market_type=2, event_id=12, market_start_datetime=13)
self.market.flumine.markets = [m_one, m_two, m_three, m_four, m_five]
self.assertEqual(self.market.event, {1: [m_one, m_four], 2: [m_two]})
def test_event_type_id_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(self.market.event_type_id, mock_market_catalogue.event_type.id)
def test_event_type_id_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(
self.market.event_type_id, mock_market_book.market_definition.event_type_id
)
def test_event_id_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(self.market.event_id, mock_market_catalogue.event.id)
def test_event_id_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(
self.market.event_id, mock_market_book.market_definition.event_id
)
def test_market_type_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(
self.market.market_type, mock_market_catalogue.description.market_type
)
def test_market_type_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(
self.market.market_type, mock_market_book.market_definition.market_type
)
def test_seconds_to_start(self):
self.market.market_book = None
mock_market_catalogue = mock.Mock()
mock_market_catalogue.market_start_time = datetime.datetime.utcfromtimestamp(1)
self.market.market_catalogue = mock_market_catalogue
self.assertLess(self.market.seconds_to_start, 0)
def test_seconds_to_start_market_book(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
mock_market_book.market_definition.market_time = (
datetime.datetime.utcfromtimestamp(1)
)
self.market.market_book = mock_market_book
self.assertLess(self.market.seconds_to_start, 0)
def test_seconds_to_start_market_catalogue(self):
self.market.market_book.market_definition.market_time = (
datetime.datetime.utcfromtimestamp(1)
)
self.assertLess(self.market.seconds_to_start, 0)
def test_seconds_to_start_none(self):
self.market.market_book = None
self.market.market_catalogue = None
self.assertLess(self.market.seconds_to_start, 0)
def test_elapsed_seconds_closed(self):
self.assertIsNone(self.market.elapsed_seconds_closed)
self.market.closed = True
self.market.date_time_closed = datetime.datetime.utcnow()
self.assertGreaterEqual(self.market.elapsed_seconds_closed, 0)
def test_event_name_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(self.market.event_name, mock_market_catalogue.event.name)
def test_event_name_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(
self.market.event_name, mock_market_book.market_definition.event_name
)
def test_country_code_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(
self.market.country_code, mock_market_catalogue.event.country_code
)
def test_country_code_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(
self.market.country_code, mock_market_book.market_definition.country_code
)
def test_venue_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(self.market.venue, mock_market_catalogue.event.venue)
def test_venue_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(self.market.venue, mock_market_book.market_definition.venue)
def test_race_type_mc(self):
mock_market_catalogue = mock.Mock()
self.market.market_catalogue = mock_market_catalogue
self.assertEqual(
self.market.race_type, mock_market_catalogue.description.race_type
)
def test_race_type_mb(self):
self.market.market_catalogue = None
mock_market_book = mock.Mock()
self.market.market_book = mock_market_book
self.assertEqual(
self.market.race_type, mock_market_book.market_definition.race_type
)
def test_status(self):
mock_market_book = mock.Mock(status="OPEN")
self.market.market_book = mock_market_book
self.assertEqual(self.market.status, mock_market_book.status)
@mock.patch("flumine.markets.market.Market.event_type_id")
@mock.patch("flumine.markets.market.Market.event_id")
def test_cleared(self, mock_event_id, mock_event_type_id):
mock_client = mock.Mock(commission_base=0.05)
mock_order = mock.Mock(
client=mock_client, size_matched=2.00, profit=20, lookup=(1, 2, 3)
)
mock_order.simulated.profit = 20
self.market.blotter["123"] = mock_order
self.assertEqual(
self.market.cleared(mock_client),
{
"betCount": 1,
"betOutcome": "WON",
"commission": 1.0,
"customerStrategyRef": config.customer_strategy_ref,
"eventId": mock_event_id,
"eventTypeId": mock_event_type_id,
"lastMatchedDate": None,
"marketId": "1.234",
"placedDate": None,
"profit": 20,
"settledDate": None,
},
)
def test_info(self):
self.assertEqual(
self.market.info,
{
"market_id": self.market.market_id,
"event_id": self.market.event_id,
"event_type_id": self.market.event_type_id,
"event_name": self.market.event_name,
"market_type": self.market.market_type,
"market_start_datetime": str(self.market.market_start_datetime),
"country_code": self.market.country_code,
"venue": self.market.venue,
"race_type": self.market.race_type,
"orders_cleared": self.market.orders_cleared,
"market_cleared": self.market.market_cleared,
"closed": self.market.closed,
},
)