コード例 #1
0
def test_integration(
    mocker,
    touch_order: TouchOrderExecutor,
    topic: str,
    quote: typing.Dict,
    touch_count: int,
    ask_volume: int,
    bid_volume: int,
):
    touch_order.infos = {
        "2890": StatusInfo(
            close=11,
            buy_price=11,
            sell_price=11,
            high=11,
            low=11,
            change_price=1,
            change_rate=1.0,
            volume=1,
            total_volume=10,
            ask_volume=7,
            bid_volume=0,
        )
    }
    touch_order.touch = mocker.MagicMock()
    touch_order.integration(topic, quote)
    assert touch_order.touch.call_count == touch_count
    assert touch_order.infos["2890"].ask_volume == ask_volume
    assert touch_order.infos["2890"].bid_volume == bid_volume
コード例 #2
0
def test_touch_storecond(
    mocker,
    contract: Future,
    order: Order,
    touch_order: TouchOrderExecutor,
    code: str,
    price: PriceGap,
    close_price: float,
    order_count: int,
):
    touch_order.conditions = {
        "TXFD0": [
            StoreCond(
                close=price,
                order_contract=contract["TXFC0"],
                order=order,
                excuted=False,
            )
        ]
    }
    touch_order.infos["TXFD0"] = StatusInfo(
        close=close_price,
        buy_price=11,
        sell_price=11,
        high=11,
        low=11,
        change_price=11,
        change_rate=1,
        volume=1,
        total_volume=1,
    )
    touch_order.touch(code)
    assert touch_order.api.place_order.call_count == order_count