def test_flatten_side_given_invalid_value_or_flat_raises_value_error(self):
# Arrange, Act
with pytest.raises(ValueError):
Order.flatten_side(0) # <-- invalid value
with pytest.raises(ValueError):
Order.flatten_side(PositionSide.FLAT)
def parse_book_delta_ws(
instrument_id: InstrumentId,
side: OrderSide,
delta: Tuple[str, str],
ts_event: int,
ts_init: int,
update_id: int,
) -> OrderBookDelta:
price = float(delta[0])
size = float(delta[1])
order = Order(
price=price,
size=size,
side=side,
)
return OrderBookDelta(
instrument_id=instrument_id,
book_type=BookType.L2_MBP,
action=BookAction.UPDATE if size > 0.0 else BookAction.DELETE,
order=order,
ts_event=ts_event,
ts_init=ts_init,
update_id=update_id,
)
def test_flatten_side_returns_expected_sides(self, side, expected):
# Arrange
# Act
result = Order.flatten_side(side)
# Assert
self.assertEqual(expected, result)
def test_opposite_side_returns_expected_sides(self, side, expected):
# Arrange, Act
result = Order.opposite_side(side)
# Assert
assert result == expected
def test_opposite_side_given_invalid_value_raises_value_error(self):
# Arrange, Act, Assert
with pytest.raises(ValueError):
Order.opposite_side(0) # <-- invalid value
def test_flatten_side_returns_expected_sides(self, side, expected):
# Arrange, Act
result = Order.flatten_side(side)
# Assert
assert result == expected