def test_broker_e2e():
"""Run through the base functionality of broker"""
broker_inst = broker.Broker(nick="test_nick")
broker_inst.checkout()
assert len(broker_inst._hosts) == 1
broker_host = broker_inst._hosts[0]
assert broker_host.hostname == "test.host.example.com"
broker_host_dict = broker_host.to_dict()
assert broker_host_dict["_broker_provider"] == "TestProvider"
broker_inst.checkin()
assert len(broker_inst._hosts) == 0
def test_mp_checkout_twice():
broker_inst = broker.Broker(nick="test_nick", _count=2)
def cycle():
assert len(broker_inst.checkout()) == 2
assert len(broker_inst._hosts) == 2
broker_inst.checkin()
assert len(broker_inst._hosts) == 0
cycle()
cycle()
def test_mp_checkout():
"""Test that broker can checkout multiple hosts using multiprocessing"""
VM_COUNT = 50 # This is intentionaly made high to catch run condition that
# was discovered when reviewing
# https://github.com/SatelliteQE/broker/pull/53
# With count like this, I've got reproducibility probability
# arround 0.5
broker_inst = broker.Broker(nick="test_nick", _count=VM_COUNT)
broker_inst.checkout()
assert len(broker_inst._hosts) == VM_COUNT
broker_inst.checkin()
assert len(broker_inst._hosts) == 0
def test_full_init():
"""Make sure all init checks and assignments work"""
broker_hosts = [
"test1.example.com", "test2.example.com", "test3.example.com"
]
broker_inst = broker.Broker(hosts=broker_hosts,
test_action="blank",
nick="test_nick")
assert broker_inst._hosts == broker_hosts
assert not broker_inst._kwargs.get("hosts")
assert broker_inst._provider_actions == {
"test_action": (test_provider.TestProvider, "test_action")
}
assert not broker_inst._kwargs.get("nick")
assert broker_inst._kwargs["test_action"] == "blank"
def __init__(self,
symbols: list,
startDate: str,
endDate: str,
dividendAdjustment: str,
strategy: stg.Strategy,
portfolio: pf.Portfolio,
freq: str = 'D',
commission: float = 7e-4,
slippage: float = 0.0015):
self._strategy = strategy
print("Strategy initialized.")
self._portfolio = portfolio
print("Portfolio initialized.")
self.__initialValue = self._portfolio.check_value()
self._dividendAdjustment = dividendAdjustment
self._commission = commission
self._slippage = slippage
self._freq = freq
self._symbols = symbols if isinstance(symbols, list) else [symbols]
def date_test(value):
patternDate = re.compile(r"\d{4}-?\d{2}-?\d{2}")
if patternDate.match(value) is not None:
if len(value) == 8:
value = '-'.join((value[0:4], value[4:6], value[6:8]))
date = value
return date
else:
raise ValueError(
"Input date should be in format 'yyyymmdd' or 'yyyy-mm-dd'"
)
self._startDate = date_test(startDate)
self._endDate = date_test(endDate)
if self._freq[0:1].upper() == 'D':
self._quotation = qt.QuotationDailyBar(self._symbols,
self._startDate,
self._endDate,
self._dividendAdjustment)
pushData = self._quotation.push_data()
elif self._freq.startswith(("5", "15", "30", "60")):
self._quotation = qt.QuotationMinuteBar(self._symbols,
self._startDate,
self._endDate,
self._dividendAdjustment,
self._freq)
pushData = self._quotation.push_data()
else:
raise RuntimeError(
"Now only support tick or 5/15/30/60 minutes or daily data.")
print("Quotation is online.")
self._broker = bk.Broker(symbols=self._symbols,
startDate=self._startDate,
endDate=self._endDate,
freq=self._freq,
data=pushData,
commission=self._commission,
slippage=self._slippage)
print("Broker is online.")
self._strategy.set_broker(self._broker)
self._strategy.set_portfolio(self._portfolio)
self.__pnl = []
def test_empty_init():
"""Broker should be able to init without any arguments"""
broker_inst = broker.Broker()
assert isinstance(broker_inst, broker.Broker)
def test_broker_empty_checkin():
"""Try to checkin with no hosts on the instance"""
broker_inst = broker.Broker(nick="test_nick")
assert not broker_inst._hosts
broker_inst.checkin()
def test_kwarg_assignment():
"""Broker should copy all kwargs into its _kwargs attribute"""
broker_kwargs = {"test": "value", "another": 17}
broker_inst = broker.Broker(**broker_kwargs)
assert broker_inst._kwargs == broker_kwargs