def test__003(self):
"""
About capital signals
"""
timestamp = epoch.to_long('2017-08-21 06:00:00 PDT')
acc1_js = ensure_test_data({
"uid": "backtesting_gdx_" + random_str(),
"timestamp__long": timestamp,
"exchange": "gdax",
"country": "usa",
"usd__num": 0.0,
"eth__num": 0.0,
"btc__num": 0.0
})
acc1 = AccountModel.build(acc1_js)
acc1.db_save(es)
acc2_js = ensure_test_data({
"uid": "backtesting_cex_" + random_str(),
"timestamp__long": timestamp,
"exchange": "cex",
"country": "gbr",
"usd__num": 1700.0,
"eth__num": 0.0,
"btc__num": 0.0
})
acc2 = AccountModel.build(acc2_js)
acc2.db_save(es)
trading_acc1 = BacktestingTradingAccount(acc1.uid, 'gdax')
trading_acc2 = BacktestingTradingAccount(acc2.uid, 'cex')
strat = Strat1(trading_acc1, trading_acc2)
signal = strat.get_signal__available_to_deposit(timestamp)
assert signal['signal'] == False
def get_account(self):
"""
:return: AccountModel
"""
params = default_es_get_params()
result = es.get('account', self.account_uid, params=params)
account_js = result['_source']
account = AccountModel.build(account_js)
return account
def sync_account_with_exh(self):
exh_client = self._get_exh_client()
balances = exh_client.get_balances()
account_js = self.get_account().js
account_js['eth__num'] = float(balances['eth'])
account_js['btc__num'] = float(balances['btc'])
account_js['usd__num'] = float(balances['usd'])
account = AccountModel.build(account_js)
account.db_save(es)
return account
"timestamp__long": start_time,
"exchange": "gdax",
"country": "usa",
"usd__num": 20000.0,
"eth__num": 3.0,
"btc__num": 0.0
}
cex_acc_js = {
"uid": cex_account_name,
"timestamp__long": start_time,
"exchange": "cex",
"country": "gbr",
"usd__num": 0.0,
"eth__num": 60.0,
"btc__num": 0.0
}
gdax = AccountModel.build(gdax_acc_js)
cex = AccountModel.build(cex_acc_js)
gdax.db_save(es)
cex.db_save(es)
trading_acc1 = MockTradingAccount(gdax.uid, 'gdax')
trading_acc2 = MockTradingAccount(cex.uid, 'cex')
accounts = [trading_acc1, trading_acc2]
# run strategies
runner = StrategyRunner(execution_window, execution_interval, Strat1,
strategy_running_id, strategy_desc, accounts)
runner.start(fail_fast=False)