def insert_updated_q(self):
'''
update q values according to the list of prices
:return: None
'''
old_price = None
for line in self.list_price():
price = OrderPrices()
price.set_price_record(line)
q_val = QValue()
if not price.is_equal_prices(old_price):
print(price.time)
# update
if price.market_order_sell:
q = self.create_q_sequence(
start_time=price.time,
action=ACTION.SELL_NOW,
start_price=price.market_order_sell,
skip_time=60)
q_val[ACTION.SELL_NOW] = q
if price.market_order_buy:
q = self.create_q_sequence(
start_time=price.time,
action=ACTION.BUY_NOW,
start_price=price.market_order_buy,
skip_time=60)
q_val[ACTION.BUY_NOW] = q
if price.fix_order_sell:
q = self.create_q_sequence(
start_time=price.time,
action=ACTION.SELL,
start_price=price.fix_order_sell,
skip_time=60)
q_val[ACTION.SELL] = q
if price.fix_order_buy:
q = self.create_q_sequence(start_time=price.time,
action=ACTION.BUY,
start_price=price.fix_order_buy,
skip_time=60)
q_val[ACTION.BUY] = q
self.insert_q(time=price.time,
start_action=ACTION.NOP,
start_time=0,
q_value=q_val)
old_price = price
def test_list_price_info(self):
db = LogDb(db_name='/bitlog/bitlog.db')
db.connect()
time = None # 0
market_order_sell = None # 1
market_order_buy = None # 2
fix_order_sell = None # 3
fix_order_sell_time = None # 4
fix_order_buy = None # 5
fix_order_buy_time = None # 6
org_price = OrderPrices()
line_count = 0
block_count = 0
for line in db.list_price():
price = OrderPrices()
price.set_price_record(line)
if ((price.market_order_sell != org_price.market_order_sell)
or (price.market_order_buy != org_price.market_order_buy)
or (price.fix_order_sell != org_price.fix_order_sell)
or (price.fix_order_buy != org_price.fix_order_buy)):
print(price, ',')
block_count += 1
line_count += 1
org_price.set_price_record(line)
print('line', line_count, 'block_count', block_count)
def select_lowest_price_time(self, time):
sql = """select time, market_order_sell, market_order_buy, fix_order_sell, fix_order_sell_time,
fix_order_buy, fix_order_buy_time from order_book where ? <= time and time < ?
order by market_order_sell, time"""
self.cursor.execute(sql, (time, time + HOLD_TIME_MAX))
rec = self.cursor.fetchone()
price = OrderPrices(rec)
return price
def test_is_equal_price_value(self):
price1 = OrderPrices()
price2 = OrderPrices()
self.assertEqual(price1.time, price2.time)
self.assertTrue(price1.is_equal_prices(price2))
price2.fix_order_buy = 1
self.assertFalse(price1.is_equal_prices(price2))
def test_price_constructor(self):
price_rec = (1, 2, 3, 4, 5, 6, 7)
price = OrderPrices(price_rec)
self.assertEqual(price.time, 1)
def test_set_one_rec(self):
price = OrderPrices()
price.set_price_record(TEST_PRICE_DATA[1])
print(price)
def test_create_order_price(self):
order_price = OrderPrices()
self.assertIsNotNone(order_price)