def test_get_request_return_None_when_data_is_invaild(self):
sma = StrategySma0()
sma.initialize(100, 10)
dummy_info = {}
sma.update_trading_info(dummy_info)
requests = sma.get_request()
self.assertEqual(requests, None)
def test_get_request_return_correct_request_at_buy_process(self):
sma = StrategySma0()
sma.initialize(10000, 100)
dummy_info = {"closing_price": 20000000}
sma.update_trading_info(dummy_info)
sma.cross_info[0] = {"price": 500, "index": 1}
sma.cross_info[1] = {"price": 500, "index": 2}
sma.current_process = "buy"
sma.process_unit = (4000, 0)
requests = sma.get_request()
self.assertEqual(requests[0]["price"], 20000000)
self.assertEqual(requests[0]["amount"], 0.0001)
self.assertEqual(requests[0]["type"], "buy")
dummy_info = {"closing_price": 10000000}
sma.update_trading_info(dummy_info)
requests = sma.get_request()
self.assertEqual(requests[0]["price"], 10000000)
self.assertEqual(requests[0]["amount"], 0.0003)
self.assertEqual(requests[0]["type"], "buy")
dummy_info = {"closing_price": 100}
sma.update_trading_info(dummy_info)
sma.balance = 2000
requests = sma.get_request()
self.assertEqual(requests[0]["price"], 100)
self.assertEqual(requests[0]["amount"], 19.9899)
self.assertEqual(requests[0]["type"], "buy")
def test_get_request_return_None_when_cross_info_is_invaild(self):
sma = StrategySma0()
sma.initialize(100, 10)
dummy_info = {"closing_price": 2000}
sma.closing_price_list.append(dummy_info)
sma.cross_info[0] = {"price": 0, "index": 1}
requests = sma.get_request()
self.assertEqual(requests, None)
def test_update_trading_info_append_closing_price(self):
sma = StrategySma0()
sma.initialize(100, 10)
dummy_info = {
"closing_price": 500,
}
sma.update_trading_info(dummy_info)
self.assertEqual(sma.closing_price_list.pop(), 500)
def test_update_trading_info_update_process_when_long_lt_short(
self, mock_series, mock_np):
sma = StrategySma0()
for i in range(sma.LONG):
sma.closing_price_list.append(500)
class DummyMean:
pass
dummy_mean_short = DummyMean()
dummy_mean_mid = DummyMean()
dummy_mean_long = DummyMean()
dummy_mean_short.values = [10]
dummy_mean_mid.values = [7]
dummy_mean_long.values = [5]
rolling_return_mock = MagicMock()
rolling_return_mock.mean.side_effect = [
dummy_mean_short,
dummy_mean_mid,
dummy_mean_long,
dummy_mean_short,
dummy_mean_mid,
dummy_mean_long,
]
series_return = MagicMock()
series_return.rolling.return_value = rolling_return_mock
mock_series.return_value = series_return
dummy_info = {
"date_time": "mango",
"closing_price": 500,
}
mock_np.return_value = False
sma.initialize(100, 10)
sma.current_process = "sell"
sma.balance = 90000
expected_price = 90000 / sma.STEP
sma.update_trading_info(dummy_info)
self.assertEqual(sma.current_process, "buy")
self.assertEqual(sma.process_unit[0], expected_price)
self.assertEqual(sma.process_unit[1], 0)
self.assertEqual(sma.cross_info[0], {"price": 0, "index": 0})
self.assertEqual(sma.cross_info[1], {"price": 500, "index": 60})
# current_process가 "buy" 일때는 업데이트 되지 않아야함
sma.current_process = "buy"
sma.balance = 90000
sma.update_trading_info(dummy_info)
self.assertEqual(sma.current_process, "buy")
self.assertEqual(sma.process_unit[0], 90000) # 90000 / STEP
self.assertEqual(sma.process_unit[1], 0)
def test_initialize_update_initial_balance(self):
sma = StrategySma0()
self.assertEqual(sma.is_intialized, False)
sma.initialize(50000, 50)
self.assertEqual(sma.budget, 50000)
self.assertEqual(sma.balance, 50000)
self.assertEqual(sma.min_price, 50)
self.assertEqual(sma.is_intialized, True)
sma.initialize(100, 10)
self.assertEqual(sma.budget, 50000)
self.assertEqual(sma.balance, 50000)
self.assertEqual(sma.min_price, 50)
def test_get_request_return_turn_over_when_target_budget_lt_min_price_at_simulation(
self):
sma = StrategySma0()
sma.initialize(1000, 500)
sma.is_simulation = True
dummy_info = {}
dummy_info["date_time"] = "2020-02-25T15:41:09"
dummy_info["closing_price"] = 20000000
sma.update_trading_info(dummy_info)
sma.current_process = "buy"
sma.process_unit = (300, 0)
requests = sma.get_request()
self.assertEqual(requests[0]["price"], 0)
self.assertEqual(requests[0]["amount"], 0)
self.assertEqual(requests[0]["type"], "buy")
def test_update_result_update_balance_and_asset_amount(self):
sma = StrategySma0()
sma.initialize(100000, 10)
self.assertEqual(sma.balance, 100000)
sma.asset_amount = 50
dummy_result = {
"type": "buy",
"request": {
"id": "orange"
},
"price": 1000,
"amount": 5,
"msg": "success",
"balance": 100,
"state": "done",
}
sma.update_result(dummy_result)
self.assertEqual(sma.balance, 94998)
self.assertEqual(sma.asset_amount, 55)
self.assertEqual(sma.result[-1]["type"], "buy")
self.assertEqual(sma.result[-1]["request"]["id"], "orange")
self.assertEqual(sma.result[-1]["price"], 1000)
self.assertEqual(sma.result[-1]["amount"], 5)
self.assertEqual(sma.result[-1]["msg"], "success")
self.assertEqual(sma.result[-1]["balance"], 100)
dummy_result = {
"type": "sell",
"request": {
"id": "apple"
},
"price": 1000,
"amount": 53,
"msg": "success",
"balance": 1000,
"state": "done",
}
sma.update_result(dummy_result)
self.assertEqual(sma.balance, 147972)
self.assertEqual(sma.asset_amount, 2)
self.assertEqual(sma.result[-1]["type"], "sell")
self.assertEqual(sma.result[-1]["request"]["id"], "apple")
self.assertEqual(sma.result[-1]["price"], 1000)
self.assertEqual(sma.result[-1]["amount"], 53)
self.assertEqual(sma.result[-1]["msg"], "success")
self.assertEqual(sma.result[-1]["balance"], 1000)
def test_get_request_return_turn_over_when_asset_amount_empty_at_simulation(
self):
sma = StrategySma0()
sma.initialize(900, 10)
sma.cross_info[0] = {"price": 500, "index": 1}
sma.cross_info[1] = {"price": 500, "index": 2}
sma.is_simulation = True
dummy_info = {}
dummy_info["date_time"] = "2020-02-25T15:41:09"
dummy_info["closing_price"] = 20000
sma.update_trading_info(dummy_info)
sma.current_process = "sell"
sma.asset_amount = 0
sma.process_unit = (0, 10)
requests = sma.get_request()
self.assertEqual(requests[0]["price"], 0)
self.assertEqual(requests[0]["amount"], 0)
self.assertEqual(requests[0]["type"], "sell")
def test_get_request_return_turn_over_when_last_data_is_None(self):
sma = StrategySma0()
sma.initialize(10000, 100)
sma.cross_info[0] = {"price": 500, "index": 1}
sma.cross_info[1] = {"price": 500, "index": 2}
dummy_info = {}
dummy_info["closing_price"] = 20000000
sma.update_trading_info(dummy_info)
sma.current_process = "buy"
sma.process_unit = (4000, 0)
requests = sma.get_request()
self.assertEqual(requests[0]["price"], 20000000)
self.assertEqual(requests[0]["amount"], 0.0001)
self.assertEqual(requests[0]["type"], "buy")
sma.update_trading_info(None)
requests = sma.get_request()
self.assertEqual(requests[0]["price"], 0)
self.assertEqual(requests[0]["amount"], 0)
def test_update_result_insert_into_waiting_requests(self):
sma = StrategySma0()
sma.initialize(100, 10)
sma.waiting_requests["banana"] = "banana_request"
dummy_result = {
"type": "orange",
"request": {
"id": "banana"
},
"price": "777000",
"amount": "0.0001234",
"msg": "melon",
"balance": 500,
"state": "requested",
}
sma.update_result(dummy_result)
self.assertEqual(len(sma.result), 0)
self.assertTrue("banana" in sma.waiting_requests)
def test_update_result_append_result(self):
sma = StrategySma0()
sma.initialize(100, 10)
dummy_result = {
"type": "orange",
"request": {
"id": "banana"
},
"price": "777000",
"amount": "0.0001234",
"msg": "melon",
"balance": 500,
"state": "done",
}
sma.update_result(dummy_result)
self.assertEqual(sma.result[-1]["type"], "orange")
self.assertEqual(sma.result[-1]["request"]["id"], "banana")
self.assertEqual(sma.result[-1]["price"], "777000")
self.assertEqual(sma.result[-1]["amount"], "0.0001234")
self.assertEqual(sma.result[-1]["msg"], "melon")
self.assertEqual(sma.result[-1]["balance"], 500)
def test_get_request_return_correct_request_at_sell_process(self):
sma = StrategySma0()
sma.initialize(10000, 100)
dummy_info = {"closing_price": 20000000}
sma.update_trading_info(dummy_info)
sma.cross_info[0] = {"price": 500, "index": 1}
sma.cross_info[1] = {"price": 500, "index": 2}
sma.current_process = "sell"
sma.asset_amount = 60
sma.process_unit = (0, 20)
requests = sma.get_request()
self.assertEqual(requests[0]["price"], 20000000)
self.assertEqual(requests[0]["amount"], 20)
self.assertEqual(requests[0]["type"], "sell")
dummy_info = {"closing_price": 10000000}
sma.update_trading_info(dummy_info)
sma.asset_amount = 10
requests = sma.get_request()
self.assertEqual(requests[0]["price"], 10000000)
self.assertEqual(requests[0]["amount"], 10)
self.assertEqual(requests[0]["type"], "sell")
def test_get_request_return_request_with_cancel_requests(self):
sma = StrategySma0()
sma.initialize(10000, 100)
sma.cross_info[0] = {"price": 500, "index": 1}
sma.cross_info[1] = {"price": 500, "index": 2}
sma.waiting_requests["mango_id"] = {"request": {"id": "mango_id"}}
sma.waiting_requests["orange_id"] = {"request": {"id": "orange_id"}}
sma.is_simulation = True
dummy_info = {}
dummy_info["date_time"] = "2020-02-25T15:41:09"
dummy_info["closing_price"] = 20000000
sma.update_trading_info(dummy_info)
sma.current_process = "sell"
sma.asset_amount = 60
sma.process_unit = (0, 20)
requests = sma.get_request()
self.assertEqual(requests[0]["id"], "mango_id")
self.assertEqual(requests[0]["type"], "cancel")
self.assertEqual(requests[1]["id"], "orange_id")
self.assertEqual(requests[1]["type"], "cancel")
self.assertEqual(requests[2]["price"], 20000000)
self.assertEqual(requests[2]["amount"], 20)
self.assertEqual(requests[2]["type"], "sell")
self.assertEqual(requests[2]["date_time"], "2020-02-25T15:41:09")
def test_update_result_remove_from_waiting_requests(self):
sma = StrategySma0()
sma.initialize(100, 10)
sma.waiting_requests["banana"] = "banana_request"
dummy_result = {
"type": "orange",
"request": {
"id": "banana"
},
"price": "777000",
"amount": "0.0001234",
"msg": "melon",
"balance": 500,
"state": "done",
}
sma.update_result(dummy_result)
self.assertEqual(sma.result[-1]["type"], "orange")
self.assertEqual(sma.result[-1]["request"]["id"], "banana")
self.assertEqual(sma.result[-1]["price"], "777000")
self.assertEqual(sma.result[-1]["amount"], "0.0001234")
self.assertEqual(sma.result[-1]["msg"], "melon")
self.assertEqual(sma.result[-1]["balance"], 500)
self.assertFalse("banana" in sma.waiting_requests)
def test_update_trading_info_ignore_info_when_not_yet_initialzed(self):
sma = StrategySma0()
sma.update_trading_info("mango")
self.assertEqual(len(sma.data), 0)
def test_get_request_return_None_when_data_is_empty(self):
sma = StrategySma0()
sma.initialize(100, 10)
requests = sma.get_request()
self.assertEqual(requests, None)
def test_get_request_return_None_when_not_yet_initialized(self):
sma = StrategySma0()
requests = sma.get_request()
self.assertEqual(requests, None)
def test_update_result_ignore_result_when_not_yet_initialized(self):
sma = StrategySma0()
sma.update_result("orange")
self.assertEqual(len(sma.result), 0)
