def test_handle_data_when_running_sends_to_on_data(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
actor.start()
data = NewsEvent(
impact=NewsImpact.HIGH,
name="Unemployment Rate",
currency=USD,
ts_event=0,
ts_init=0,
)
# Act
actor.handle_data(data)
# Assert
assert actor.calls == ["on_start", "on_data"]
assert actor.object_storer.get_store()[0] == data
def test_publish_data_sends_to_subscriber(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
handler = []
self.msgbus.subscribe(
topic="data*",
handler=handler.append,
)
# Act
data = Data(
ts_event=self.clock.timestamp_ns(),
ts_init=self.clock.timestamp_ns(),
)
actor.publish_data(data_type=DataType(Data), data=data)
# Assert
assert data in handler
def test_subscribe_venue_status_updates(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
actor.subscribe_venue_status_updates(Venue("NYMEX"))
def test_request_trade_ticks_sends_request_to_data_engine(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
# Act
actor.request_trade_ticks(AUDUSD_SIM.id)
# Assert
assert self.data_engine.request_count == 1
def test_request_bars_with_invalid_params_raises_value_error(
self, start, stop):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
bar_type = TestStubs.bartype_audusd_1min_bid()
# Act, Assert
with pytest.raises(ValueError):
actor.request_bars(bar_type, start, stop)
def test_unsubscribe_instruments(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
# Act
actor.unsubscribe_instruments(Venue("SIM"))
# Assert
assert self.data_engine.command_count == 1
assert self.data_engine.subscribed_instruments() == []
def test_subscribe_order_book_data(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
# Act
actor.subscribe_order_book_deltas(AUDUSD_SIM.id,
book_type=BookType.L2_MBP)
# Assert
assert self.data_engine.command_count == 1
def test_reset(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
# Act
actor.reset()
# Assert
assert "on_reset" in actor.calls
assert actor.state == ComponentState.INITIALIZED
def test_subscribe_ticker(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
# Act
actor.subscribe_ticker(AUDUSD_SIM.id)
# Assert
expected_instrument = InstrumentId(Symbol("AUD/USD"), Venue("SIM"))
assert self.data_engine.subscribed_tickers() == [expected_instrument]
assert self.data_engine.command_count == 1
def test_stop(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
# Act
actor.start()
actor.stop()
# Assert
assert "on_stop" in actor.calls
assert actor.state == ComponentState.STOPPED
def test_handle_instrument_when_not_running_does_not_send_to_on_instrument(
self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
# Act
actor.handle_instrument(AUDUSD_SIM)
# Assert
assert actor.calls == []
assert actor.object_storer.get_store() == []
def test_request_bars_sends_request_to_data_engine(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
bar_type = TestStubs.bartype_audusd_1min_bid()
# Act
actor.request_bars(bar_type)
# Assert
assert self.data_engine.request_count == 1
def test_subscribe_bars(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
bar_type = TestStubs.bartype_audusd_1min_bid()
# Act
actor.subscribe_bars(bar_type)
# Assert
assert self.data_engine.subscribed_bars() == [bar_type]
assert self.data_engine.command_count == 1
def test_unsubscribe_trade_ticks(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
actor.subscribe_trade_ticks(AUDUSD_SIM.id)
# Act
actor.unsubscribe_trade_ticks(AUDUSD_SIM.id)
# Assert
assert self.data_engine.subscribed_trade_ticks() == []
assert self.data_engine.command_count == 2
def test_handle_bar_when_not_running_does_not_send_to_on_bar(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
bar = TestStubs.bar_5decimal()
# Act
actor.handle_bar(bar)
# Assert
assert actor.calls == []
assert actor.object_storer.get_store() == []
def test_degrade(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
actor.start()
# Act
actor.degrade()
# Assert
assert "on_degrade" in actor.calls
assert actor.state == ComponentState.DEGRADED
def test_handle_trade_tick_when_not_running_does_not_send_to_on_trade_tick(
self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
tick = TestStubs.trade_tick_5decimal(AUDUSD_SIM.id)
# Act
actor.handle_trade_tick(tick)
# Assert
assert actor.calls == []
assert actor.object_storer.get_store() == []
def test_subscribe_custom_data(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
data_type = DataType(str, {"type": "NEWS_WIRE", "topic": "Earthquake"})
# Act
actor.subscribe_data(data_type)
# Assert
assert self.data_engine.command_count == 0
assert actor.msgbus.subscriptions(
)[0].topic == "data.str.type=NEWS_WIRE.topic=Earthquake"
def test_unsubscribe_custom_data_with_client_id(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
data_type = DataType(str, {"type": "NEWS_WIRE", "topic": "Earthquake"})
actor.subscribe_data(data_type, ClientId("QUANDL"))
# Act
actor.unsubscribe_data(data_type, ClientId("QUANDL"))
# Assert
assert self.data_engine.command_count == 2
assert actor.msgbus.subscriptions() == []
def test_handle_quote_tick_when_running_sends_to_on_quote_tick(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
actor.start()
tick = TestStubs.quote_tick_5decimal(AUDUSD_SIM.id)
# Act
actor.handle_quote_tick(tick)
# Assert
assert actor.calls == ["on_start", "on_quote_tick"]
assert actor.object_storer.get_store()[0] == tick
def test_subscribe_instruments(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
# Act
actor.subscribe_instruments(Venue("SIM"))
# Assert
assert self.data_engine.command_count == 1
assert self.data_engine.subscribed_instruments() == [
InstrumentId.from_str("AUD/USD.SIM"),
InstrumentId.from_str("GBP/USD.SIM"),
InstrumentId.from_str("USD/JPY.SIM"),
]
def test_request_data_sends_request_to_data_engine(self):
# Arrange
actor = MockActor()
actor.register_base(
trader_id=self.trader_id,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
data_type = DataType(str, {
"type": "NEWS_WIRE",
"topic": "Earthquakes"
})
# Act
actor.request_data(ClientId("BLOOMBERG-01"), data_type)
# Assert
assert self.data_engine.request_count == 1
