def testGetCopyAccount(self):
tc = TradingCenter()
accountId1 = tc.createAccountWithMetrix(100000, 0)
account = tc.getCopyAccount(accountId1)
print(account)
self.assertEquals(100000, account.cash)
def testPlaceOrder_invalidAccountId(self):
tc = TradingCenter()
order2 = Order(accountId = 'unknowAccount', side = Side.BUY, symbol = 'symbol', price = 13.25, share = 10)
self.mock.ReplayAll()
self.assertEquals(None, tc.placeOrder(order2) ) # invalid account id
self.mock.VerifyAll()
def testGetOpenOrdersBySymbol(self):
order1 = Order(accountId = 'accountId', side = Side.BUY, symbol = 'symbol1', price = 13.2, share = 10, orderId = 'id1')
order2 = Order(accountId = 'accountId', side = Side.BUY, symbol = 'symbol1', price = 13.25, share = 10, orderId = 'id2')
tc = TradingCenter()
tc._TradingCenter__openOrders = {'symbol1': [order1, order2]}
orders = tc.getOpenOrdersBySymbol('symbol1')
self.assertEquals([order1, order2], orders)
def testGetCopyAccounts(self):
tc = TradingCenter()
tc.createAccountWithMetrix(100000, 0)
tc.createAccountWithMetrix(200000, 0)
accounts = tc.getCopyAccounts('.*')
print([str(account) for account in accounts])
self.assertEquals(2, len(accounts))
def testValidOrder(self):
tc = TradingCenter()
account = Account(1000, 10)
accountId = tc.accountManager.addAccount(account)
order1 = Order(accountId = accountId, side = Side.BUY, symbol = 'symbol', price = 13.25, share = 10)
order2 = Order(accountId = 'unknowAccount', side = Side.BUY, symbol = 'symbol', price = 13.25, share = 10)
self.assertEquals(False, tc.validateOrder(order2) ) # invalid account id
self.assertEquals(True, tc.validateOrder(order1) ) # True
def testCancelAllOpenOrders(self):
order1 = Order(accountId = 'accountId', side = Side.BUY, symbol = 'symbol1', price = 13.2, share = 10, orderId = 'id1')
order2 = Order(accountId = 'accountId', side = Side.BUY, symbol = 'symbol1', price = 13.25, share = 10, orderId = 'id2')
tc = TradingCenter()
tc._TradingCenter__openOrders = {'symbol1': [order1, order2]}
tc.cancelAllOpenOrders()
self.assertEquals({}, tc._TradingCenter__openOrders)
self.assertEquals({'id1': order1, 'id2': order2}, tc._TradingCenter__closedOrders)
def testPlaceOrder_invalidAccountId(self):
tc = TradingCenter()
order2 = Order(accountId='unknowAccount',
side=Side.BUY,
symbol='symbol',
price=13.25,
share=10)
self.mock.ReplayAll()
self.assertEquals(None, tc.placeOrder(order2)) # invalid account id
self.mock.VerifyAll()
def testPlaceOrder_failed(self):
tc = TradingCenter()
accountId = 'accountId'
order1 = Order(accountId = accountId, side = Side.BUY, symbol = 'symbol', price = 13.25, share = 10)
account = self.mock.CreateMock(Account)
account.validate(order1).AndReturn(False)
tc._TradingCenter__accounts = {accountId: account}
self.mock.ReplayAll()
self.assertEquals(None, tc.placeOrder(order1) ) # True
self.mock.VerifyAll()
def testIsOrderMet(self):
tc = TradingCenter()
tick1 = Tick('time', 'open', 'high', 'low', 13.20, 'volume')
order1 = Order(accountId = None, side = Side.BUY, symbol = 'symbol', price = 13.25, share = 10)
order2 = Order(accountId = None, side = Side.BUY, symbol = 'symbol', price = 13.15, share = 10)
order3 = Order(accountId = None, side = Side.SELL, symbol = 'symbol', price = 13.25, share = 10)
order4 = Order(accountId = None, side = Side.SELL, symbol = 'symbol', price = 13.15, share = 10)
self.assertEquals(True, tc.isOrderMet(tick1, order1))
self.assertEquals(False, tc.isOrderMet(tick1, order2))
self.assertEquals(False, tc.isOrderMet(tick1, order3))
self.assertEquals(True, tc.isOrderMet(tick1, order4))
def testIsOrderMet(self):
tc = TradingCenter()
tick1 = Tick(datetime.now(), 30.0, 35.0, 13.20, 13.20, 100000)
order1 = Order(accountId = None, side = Side.BUY, symbol = 'symbol', price = 13.25, share = 10)
order2 = Order(accountId = None, side = Side.BUY, symbol = 'symbol', price = 13.15, share = 10)
order3 = Order(accountId = None, side = Side.SELL, symbol = 'symbol', price = 13.25, share = 10)
order4 = Order(accountId = None, side = Side.SELL, symbol = 'symbol', price = 13.15, share = 10)
self.assertEquals(True, tc.isOrderMet(tick1, order1))
self.assertEquals(False, tc.isOrderMet(tick1, order2))
self.assertEquals(False, tc.isOrderMet(tick1, order3))
self.assertEquals(True, tc.isOrderMet(tick1, order4))
def testPlaceOrder_failed(self):
tc = TradingCenter()
account = Account(1000, 0)
self.mock.StubOutWithMock(account, "validate")
accountId = tc.accountManager.addAccount(account)
order1 = Order(accountId = accountId, side = Side.BUY, symbol = 'symbol', price = 13.25, share = 10)
account.validate(order1).AndReturn(False)
self.mock.ReplayAll()
self.assertEquals(None, tc.placeOrder(order1) ) # True
self.mock.VerifyAll()
def testPlaceOrder_failed(self):
tc = TradingCenter()
accountId = 'accountId'
order1 = Order(accountId=accountId,
side=Side.BUY,
symbol='symbol',
price=13.25,
share=10)
account = self.mock.CreateMock(Account)
account.validate(order1).AndReturn(False)
tc._TradingCenter__accounts = {accountId: account}
self.mock.ReplayAll()
self.assertEquals(None, tc.placeOrder(order1)) # True
self.mock.VerifyAll()
def testValidOrder(self):
tc = TradingCenter()
accountId = 'accountId'
order1 = Order(accountId = accountId, side = Side.BUY, symbol = 'symbol', price = 13.25, share = 10)
order2 = Order(accountId = 'unknowAccount', side = Side.BUY, symbol = 'symbol', price = 13.25, share = 10)
account = self.mock.CreateMock(Account)
account.validate(order1).AndReturn(True)
account.validate(order1).AndReturn(False)
tc._TradingCenter__accounts = {accountId: account}
self.mock.ReplayAll()
self.assertEquals(False, tc.validateOrder(order2) ) # invalid account id
self.assertEquals(True, tc.validateOrder(order1) ) # True
self.assertEquals(False, tc.validateOrder(order1) ) # False
self.mock.VerifyAll()
def testCancelOrder(self):
order1 = Order(accountId='accountId',
side=Side.BUY,
symbol='symbol1',
price=13.2,
share=10,
orderId='id1')
order2 = Order(accountId='accountId',
side=Side.BUY,
symbol='symbol1',
price=13.25,
share=10,
orderId='id2')
tc = TradingCenter()
tc._TradingCenter__openOrders = {'symbol1': [order1, order2]}
tc.cancelOrder('id1')
print(tc._TradingCenter__openOrders)
print(tc._TradingCenter__closedOrders)
self.assertEquals({'symbol1': [order2]}, tc._TradingCenter__openOrders)
self.assertEquals({'id1': order1}, tc._TradingCenter__closedOrders)
self.assertEquals(Order.CANCELED, order1.status)
tc.cancelOrder('id2')
print(tc._TradingCenter__openOrders)
print(tc._TradingCenter__closedOrders)
self.assertEquals({}, tc._TradingCenter__openOrders)
self.assertEquals({
'id1': order1,
'id2': order2
}, tc._TradingCenter__closedOrders)
def testGetOpenOrdersBySymbol(self):
order1 = Order(accountId='accountId',
side=Side.BUY,
symbol='symbol1',
price=13.2,
share=10,
orderId='id1')
order2 = Order(accountId='accountId',
side=Side.BUY,
symbol='symbol1',
price=13.25,
share=10,
orderId='id2')
tc = TradingCenter()
tc._TradingCenter__openOrders = {'symbol1': [order1, order2]}
orders = tc.getOpenOrdersBySymbol('symbol1')
self.assertEquals([order1, order2], orders)
def testPlaceOrder_existedOrder(self):
tc = TradingCenter()
accountId = 'accountId'
order1 = Order(accountId=accountId,
side=Side.BUY,
symbol='symbol',
price=13.25,
share=10,
orderId='orderId1')
self.assertRaises(UfException, tc.placeOrder, order1)
def __init__(self, config, mCalculator, symbol):
self.__accountManager = AccountManager()
self.__tickFeeder = TickFeeder()
self.__tradingCenter = TradingCenter()
self.__tradingEngine = TradingEngine()
self.__indexHelper = IndexHelper()
self.__history = History()
self.__saver = None
self.__symbol = symbol
self.__config = config
self.__mCalculator = mCalculator
def testValidOrder(self):
tc = TradingCenter()
accountId = 'accountId'
order1 = Order(accountId=accountId,
side=Side.BUY,
symbol='symbol',
price=13.25,
share=10)
order2 = Order(accountId='unknowAccount',
side=Side.BUY,
symbol='symbol',
price=13.25,
share=10)
account = self.mock.CreateMock(Account)
account.validate(order1).AndReturn(True)
account.validate(order1).AndReturn(False)
tc._TradingCenter__accounts = {accountId: account}
self.mock.ReplayAll()
self.assertEquals(False,
tc.validateOrder(order2)) # invalid account id
self.assertEquals(True, tc.validateOrder(order1)) # True
self.assertEquals(False, tc.validateOrder(order1)) # False
self.mock.VerifyAll()
def __init__(self, config, metricManager, accounts, symbols, startTickDate,
endTradeDate, cash):
self.__accountManager = AccountManager()
self.__accountId = None
self.__startTickDate = startTickDate
self.__endTradeDate = endTradeDate
self.__tickFeeder = TickFeeder(start=startTickDate, end=endTradeDate)
self.__tradingCenter = TradingCenter()
self.__tradingEngine = TradingEngine()
self.__indexHelper = IndexHelper()
self.__accounts = accounts
self.__history = History()
self.__saver = None
self.__symbols = symbols
self.__config = config
self.__metricManager = metricManager
self.__cash = cash