def test_get_btcusdt_when_loaded_returns_expected_instrument(self):
# Arrange
mock_client = MagicMock()
mock_client.name = "Binance"
with open(TEST_PATH + "res_instruments.json") as response:
instruments = json.load(response)
mock_client.markets = instruments
provider = CCXTInstrumentProvider(client=mock_client)
provider.load_all()
symbol = Symbol("BTC/USDT", Venue("BINANCE"))
# Act
instrument = provider.get(symbol)
# Assert
self.assertEqual(Instrument, type(instrument))
self.assertEqual(AssetClass.CRYPTO, instrument.asset_class)
self.assertEqual(AssetType.SPOT, instrument.asset_type)
self.assertEqual(BTC, instrument.base_currency)
self.assertEqual(USDT, instrument.quote_currency)
self.assertEqual(USDT, instrument.settlement_currency)
def test_get_btcusdt_when_not_loaded_returns_none(self):
# Arrange
mock_client = MagicMock()
mock_client.name = "Binance"
provider = CCXTInstrumentProvider(client=mock_client)
symbol = Symbol("BTC/USDT", Venue("BINANCE"))
# Act
instrument = provider.get(symbol)
# Assert
self.assertIsNone(instrument)
from nautilus_trader.model.enums import OMSType
from nautilus_trader.model.enums import PriceType
from nautilus_trader.model.identifiers import Symbol
from nautilus_trader.model.identifiers import Venue
from nautilus_trader.model.objects import Money
from tests.test_kit.providers import TestDataProvider
if __name__ == "__main__":
# Setup trading instruments
# Requires an internet connection for the instrument loader
# Alternatively use the TestInstrumentProvider in the test kit
print("Loading instruments...")
instruments = CCXTInstrumentProvider(client=ccxt.binance(), load_all=True)
BINANCE = Venue("BINANCE")
ETHUSDT_BINANCE = instruments.get(Symbol("ETH/USDT", BINANCE))
# Setup data container
data = BacktestDataContainer()
data.add_instrument(ETHUSDT_BINANCE)
data.add_trade_ticks(ETHUSDT_BINANCE.symbol,
TestDataProvider.ethusdt_trades())
# Instantiate your strategy
strategy = EMACross(
symbol=ETHUSDT_BINANCE.symbol,
bar_spec=BarSpecification(250, BarAggregation.TICK, PriceType.LAST),
fast_ema_period=10,
slow_ema_period=20,
trade_size=Decimal(100),
order_id_tag="001",
