def test_execute_trading_should_call_trader_send_request_and_strategy_update_result(
self):
operator = SimulationOperator()
analyzer_mock = Mock()
analyzer_mock.put_requests = MagicMock()
analyzer_mock.put_result = MagicMock()
dp_mock = Mock()
dp_mock.initialize = MagicMock(return_value="")
dp_mock.get_info = MagicMock(return_value="mango")
dummy_request = {
"id": "mango",
"type": "orange",
"price": 500,
"amount": 10
}
strategy_mock = Mock()
strategy_mock.NAME = "mango_st"
strategy_mock.update_trading_info = MagicMock(return_value="orange")
strategy_mock.update_result = MagicMock()
strategy_mock.get_request = MagicMock(return_value=dummy_request)
trader_mock = Mock()
trader_mock.NAME = "orange_tr"
trader_mock.send_request = MagicMock()
operator.initialize(dp_mock, strategy_mock, trader_mock, analyzer_mock)
operator.set_interval(27)
operator._execute_trading(None)
dummy_result = {"name": "mango", "type": "buy", "msg": "success"}
analyzer_mock.put_requests.assert_called_once_with(dummy_request)
strategy_mock.update_trading_info.assert_called_once_with(ANY)
trader_mock.send_request.assert_called_once_with(ANY, ANY)
trader_mock.send_request.call_args[0][1](dummy_result)
strategy_mock.update_result.assert_called_once_with(dummy_result)
analyzer_mock.put_result.assert_called_once_with(dummy_result)
def test_execute_trading_should_call_get_info_and_set_timer(self):
operator = SimulationOperator()
self.assertEqual(operator.turn, 0)
analyzer_mock = Mock()
analyzer_mock.put_trading_info = MagicMock()
dp_mock = Mock()
dp_mock.initialize = MagicMock(return_value="")
dp_mock.get_info = MagicMock(return_value="mango")
dummy_request = {
"id": "mango",
"type": "orange",
"price": 500,
"amount": 10
}
strategy_mock = Mock()
strategy_mock.NAME = "mango_st"
strategy_mock.update_trading_info = MagicMock(return_value="orange")
strategy_mock.get_request = MagicMock(return_value=dummy_request)
trader_mock = Mock()
trader_mock.NAME = "orange_tr"
trader_mock.send_request = MagicMock()
operator.initialize(dp_mock, strategy_mock, trader_mock, analyzer_mock)
operator.set_interval(27)
operator.state = "running"
operator._execute_trading(None)
dp_mock.get_info.assert_called_once()
self.assertEqual(operator.turn, 1)
analyzer_mock.put_trading_info.assert_called_once_with("mango")
def test_get_score_should_call_work_post_task_with_correct_task(self):
operator = SimulationOperator()
strategy = MagicMock()
trader = MagicMock()
analyzer = MagicMock()
operator.initialize("banana", strategy, trader, analyzer)
operator.worker = MagicMock()
operator.state = "running"
operator.get_score("dummy", index_info=7)
operator.worker.post_task.assert_called_once_with({
"runnable": ANY,
"callback": "dummy",
"index_info": 7
})
operator.analyzer = MagicMock()
operator.analyzer.get_return_report.return_value = "grape"
task = {
"runnable": MagicMock(),
"callback": MagicMock(),
"index_info": 10
}
runnable = operator.worker.post_task.call_args[0][0]["runnable"]
runnable(task)
operator.analyzer.get_return_report.assert_called_once_with(
graph_filename=ANY, index_info=10)
task["callback"].assert_called_once_with("grape")
def test__periodic_internal_get_score_should_call_get_score_correctlye(
self):
operator = SimulationOperator()
operator.get_score = MagicMock()
operator.last_periodic_turn = operator.current_turn
operator._periodic_internal_get_score()
operator.get_score.assert_not_called()
operator.current_turn = operator.last_periodic_turn + operator.PERIODIC_RECORD_INTERVAL_TURN
operator._periodic_internal_get_score()
operator.get_score.assert_called_with(
ANY, index_info=operator.PERIODIC_RECORD_INFO, graph_tag=ANY)
def test_get_score_call_callback_with_last_report_when_state_is_NOT_running(
self):
operator = SimulationOperator()
strategy = MagicMock()
trader = MagicMock()
analyzer = MagicMock()
operator.initialize("banana", strategy, trader, analyzer)
operator.worker = MagicMock()
operator.state = "pear"
operator.last_report = {"summary": "apple_report"}
callback = MagicMock()
operator.get_score(callback)
operator.worker.post_task.assert_not_called()
callback.assert_called_once_with("apple_report")
def test_execute_trading_should_NOT_call_trader_send_request_when_request_is_None(
self):
operator = SimulationOperator()
analyzer_mock = Mock()
dp_mock = Mock()
dp_mock.initialize = MagicMock(return_value="")
dp_mock.get_info = MagicMock(return_value="mango")
strategy_mock = Mock()
strategy_mock.NAME = "mango_st"
strategy_mock.update_trading_info = MagicMock(return_value="orange")
strategy_mock.get_request = MagicMock(return_value=None)
trader_mock = Mock()
trader_mock.NAME = "orange_tr"
trader_mock.send_request = MagicMock()
operator.initialize(dp_mock, strategy_mock, trader_mock, analyzer_mock)
operator.set_interval(27)
operator._execute_trading(None)
trader_mock.send_request.assert_not_called()
def test_execute_trading_should_call_creat_report_and_call_stop_when_result_msg_game_over(
self):
operator = SimulationOperator()
analyzer_mock = Mock()
analyzer_mock.put_requests = MagicMock()
analyzer_mock.put_result = MagicMock()
analyzer_mock.create_report = MagicMock()
dp_mock = Mock()
dp_mock.initialize = MagicMock(return_value="")
dp_mock.get_info = MagicMock(return_value="mango")
dummy_request = {
"id": "mango",
"type": "orange",
"price": 500,
"amount": 10
}
strategy_mock = Mock()
strategy_mock.NAME = "mango_st"
strategy_mock.update_trading_info = MagicMock(return_value="orange")
strategy_mock.update_result = MagicMock()
strategy_mock.get_request = MagicMock(return_value=dummy_request)
trader_mock = Mock()
trader_mock.NAME = "orange_tr"
trader_mock.send_request = MagicMock()
operator.initialize(dp_mock, strategy_mock, trader_mock, analyzer_mock)
operator.set_interval(27)
operator._execute_trading(None)
analyzer_mock.put_requests.assert_called_once_with(dummy_request)
strategy_mock.update_trading_info.assert_called_once_with(ANY)
trader_mock.send_request.assert_called_once_with(ANY, ANY)
dummy_result = {"msg": "game-over"}
trader_mock.send_request.call_args[0][1](dummy_result)
strategy_mock.update_result.assert_not_called()
analyzer_mock.put_result.assert_not_called()
analyzer_mock.create_report.assert_called_once()
self.assertEqual(operator.state, "simulation_terminated")
def test_ITG_run_simulation_with_bnh_strategy(self):
trading_snapshot = simulation_data.get_data("bnh_snapshot")
operator = SimulationOperator()
strategy = StrategyBuyAndHold()
strategy.is_simulation = True
count = 100
budget = 100000
interval = 0.001
time_limit = 15
end_str = "2020-04-30T16:30:00"
data_provider = SimulationDataProvider()
data_provider.initialize_simulation(end=end_str, count=count)
trader = SimulationTrader()
trader.initialize_simulation(end=end_str, count=count, budget=budget)
analyzer = Analyzer()
analyzer.is_simulation = True
operator.initialize(
data_provider,
strategy,
trader,
analyzer,
budget=budget,
)
operator.set_interval(interval)
operator.start()
start_time = time.time()
while operator.state == "running":
time.sleep(0.5)
if time.time() - start_time > time_limit:
self.assertTrue(False, "Time out")
break
trading_results = operator.get_trading_results()
self.check_equal_results_list(trading_results, trading_snapshot)
waiting = True
start_time = time.time()
report = None
def callback(return_report):
nonlocal report
nonlocal waiting
report = return_report
waiting = False
self.assertFalse(waiting)
operator.get_score(callback)
while waiting:
time.sleep(0.5)
if time.time() - start_time > time_limit:
self.assertTrue(False, "Time out")
break
self.assertIsNotNone(report)
self.assertEqual(report[0], 100000)
self.assertEqual(report[1], 97220)
self.assertEqual(report[2], -2.78)
self.assertEqual(report[3]["KRW-BTC"], -2.693)