def testCannotAddIfPrevRecordExists(self):
# len 8 1 12 1 6 6 10 1
msg = '11111111' 'A' '000000000001' 'S' '000001' 'XYZxyz' '0000000005' 'Y'
result = H.handleMessage(self.orders_state, msg)
self.assertFalse(result.success)
self.assertEqual(self.order_id, result.order_id)
self.assertEqual('Duplicate Add record', result.message.split(':')[0])
def testCannotAddIfPrevRecordExists(self):
# len 8 1 12 1 6 6 10 1
msg = '11111111' 'A' '000000000001' 'S' '000001' 'XYZxyz' '0000000005' 'Y'
result = H.handleMessage(self.orders_state, msg)
self.assertFalse(result.success)
self.assertEqual(self.order_id, result.order_id)
self.assertEqual('Duplicate Add record', result.message.split(':')[0])
def testCannotHnadleUnknownMessage(self):
# len 8 1 12 6 12
msg = '00000011' '#' '000000000003' '000002' '0123456789ab'
result = H.handleMessage(self.orders_state, msg)
self.assertFalse(result.success)
self.assertEqual(3, result.order_id)
self.assertEqual('Unknown message type %r' % '#', result.message)
def testCannotCancelIfOrderIsNotOpen(self):
# len 8 1 12 6
msg = '11111111' 'X' '000000000002' '000011'
result = H.handleMessage(self.orders_state, msg)
self.assertFalse(result.success)
self.assertEqual(2, result.order_id)
self.assertEqual('Cannot cancel',
result.message.split('order')[0].strip())
def testCannotHnadleUnknownMessage(self):
# len 8 1 12 6 12
msg = '00000011' '#' '000000000003' '000002' '0123456789ab'
result = H.handleMessage(self.orders_state, msg)
self.assertFalse(result.success)
self.assertEqual(3, result.order_id)
self.assertEqual('Unknown message type %r' % '#',
result.message)
def testCannotHnadleMessageFromPast(self):
# len 8 1 12 6 12
msg = '00000011' 'E' '000000000001' '000002' '0123456789ab'
result = H.handleMessage(self.orders_state, msg)
self.assertFalse(result.success)
self.assertEqual(self.order_id, result.order_id)
self.assertEqual('Event \'E\' from past; already seen %d' % self.prev_timestamp,
result.message)
def testCannotCancelIfOrderIsNotOpen(self):
# len 8 1 12 6
msg = '11111111' 'X' '000000000002' '000011'
result = H.handleMessage(self.orders_state, msg)
self.assertFalse(result.success)
self.assertEqual(2, result.order_id)
self.assertEqual('Cannot cancel',
result.message.split('order')[0].strip())
def testCanPartlyExecuteAnOpenOrder(self):
# len 8 1 12 6 12
msg = '11111111' 'E' '000000000001' '000002' '0123456789ab'
result = H.handleMessage(self.orders_state, msg)
self.assertTrue(result.success)
self.assertEqual(self.order_id, result.record.order_id)
self.assertEqual(11111111, result.record.timestamp)
self.assertEqual(self.prev_record.amount - 2, result.record.amount)
self.assertEqual(self.prev_record.price * 2, result.value)
def testCannotCancelMoreThanTheOpenOrderHas(self):
# len 8 1 12 6
msg = '11111111' 'X' '000000000001' '000011'
result = H.handleMessage(self.orders_state, msg)
self.assertFalse(result.success)
self.assertEqual(self.order_id, result.order_id)
# Built-in unittestslack a nice assertStartsWith()
self.assertEqual('Trying to cancel 11 shares when only got 10',
result.message.split(':')[0])
def testCanComplelyCancelAnOpenOrder(self):
# len 8 1 12 6
msg = '11111111' 'X' '000000000001' '000010'
result = H.handleMessage(self.orders_state, msg)
self.assertTrue(result.success)
self.assertEqual(self.order_id, result.record.order_id)
self.assertEqual(11111111, result.record.timestamp)
self.assertEqual(0, result.record.amount)
self.assertEqual(0, result.value)
def testCanPartlyExecuteAnOpenOrder(self):
# len 8 1 12 6 12
msg = '11111111' 'E' '000000000001' '000002' '0123456789ab'
result = H.handleMessage(self.orders_state, msg)
self.assertTrue(result.success)
self.assertEqual(self.order_id, result.record.order_id)
self.assertEqual(11111111, result.record.timestamp)
self.assertEqual(self.prev_record.amount - 2, result.record.amount)
self.assertEqual(self.prev_record.price * 2, result.value)
def testCannotCancelMoreThanTheOpenOrderHas(self):
# len 8 1 12 6
msg = '11111111' 'X' '000000000001' '000011'
result = H.handleMessage(self.orders_state, msg)
self.assertFalse(result.success)
self.assertEqual(self.order_id, result.order_id)
# Built-in unittestslack a nice assertStartsWith()
self.assertEqual('Trying to cancel 11 shares when only got 10',
result.message.split(':')[0])
def testCanComplelyCancelAnOpenOrder(self):
# len 8 1 12 6
msg = '11111111' 'X' '000000000001' '000010'
result = H.handleMessage(self.orders_state, msg)
self.assertTrue(result.success)
self.assertEqual(self.order_id, result.record.order_id)
self.assertEqual(11111111, result.record.timestamp)
self.assertEqual(0, result.record.amount)
self.assertEqual(0, result.value)
def testCannotHnadleMessageFromPast(self):
# len 8 1 12 6 12
msg = '00000011' 'E' '000000000001' '000002' '0123456789ab'
result = H.handleMessage(self.orders_state, msg)
self.assertFalse(result.success)
self.assertEqual(self.order_id, result.order_id)
self.assertEqual(
'Event \'E\' from past; already seen %d' % self.prev_timestamp,
result.message)
def testCanAddIfNoPrevRecord(self):
# len 8 1 12 1 6 6 10 1
msg = '11111111' 'A' '000000000007' 'S' '000001' 'XYZxyz' '0000000005' 'Y'
result = H.handleMessage(self.orders_state, msg)
self.assertTrue(result.success)
self.assertEqual(7, result.record.order_id)
self.assertEqual(11111111, result.record.timestamp)
self.assertEqual('XYZxyz', result.record.ticker)
self.assertEqual(1, result.record.amount)
self.assertEqual(5, result.record.price)
self.assertEqual('XYZxyz', result.ticker)
self.assertEqual(0, result.value)
def testCanAddIfNoPrevRecord(self):
# len 8 1 12 1 6 6 10 1
msg = '11111111' 'A' '000000000007' 'S' '000001' 'XYZxyz' '0000000005' 'Y'
result = H.handleMessage(self.orders_state, msg)
self.assertTrue(result.success)
self.assertEqual(7, result.record.order_id)
self.assertEqual(11111111, result.record.timestamp)
self.assertEqual('XYZxyz', result.record.ticker)
self.assertEqual(1, result.record.amount)
self.assertEqual(5, result.record.price)
self.assertEqual('XYZxyz', result.ticker)
self.assertEqual(0, result.value)
def processLine(orders, failures, summary, line):
outcome = handleMessage(orders, line)
if outcome.success:
summary[outcome.ticker] += outcome.value
if outcome.record: # trades return no records
order_id = outcome.record.order_id
if outcome.record.amount:
orders[order_id] = outcome.record
else:
del orders[order_id] # the order was completly executed / closed.
else:
failures.append(outcome)
return orders, failures, summary
def processLine(orders, failures, summary, line):
outcome = handleMessage(orders, line)
if outcome.success:
summary[outcome.ticker] += outcome.value
if outcome.record: # trades return no records
order_id = outcome.record.order_id
if outcome.record.amount:
orders[order_id] = outcome.record
else:
del orders[
order_id] # the order was completly executed / closed.
else:
failures.append(outcome)
return orders, failures, summary
