def test_candle():
candle = Candle('', Pair('USD', 'BTC'), DUMMY_DATE, Decimal('1000'),
Decimal('2000'), Decimal('3000'), Decimal('4000'))
assert '2017-01-01T00:00:00+00:00 O:1000.00000000 H:2000.00000000 L:3000.00000000 C:4000.00000000 ' + \
'| CandleSize: 1-minute' == str(candle)
assert candle.is_bearish() is False
assert candle.is_bullish() is True
def test_find_by_for_bigger_candles(influx_database: InfluxDBClient):
storage = CandleInnoDbStorage(influx_database)
time1 = datetime.datetime(2017,
7,
2,
0,
1,
0,
tzinfo=datetime.timezone.utc)
storage.write_candles([
Candle(DUMMY_MARKET, BTC_USD_PAIR, time1, Decimal('100'),
Decimal('220'), Decimal('90'), Decimal('200')),
])
candle = storage.find_by(market_name=DUMMY_MARKET,
pair=BTC_USD_PAIR,
candle_size=CandleSize(CANDLE_SIZE_UNIT_HOUR,
1))[0]
assert candle.open == Decimal('100')
assert candle.high == Decimal('220')
assert candle.low == Decimal('90')
assert candle.close == Decimal('200')
assert str(candle.candle_size) == 'CandleSize: 1-hour'
time2 = datetime.datetime(2017,
7,
2,
0,
2,
0,
tzinfo=datetime.timezone.utc)
storage.write_candles([
Candle(DUMMY_MARKET, BTC_USD_PAIR, time2, Decimal('0'), Decimal('320'),
Decimal('50'), Decimal('400')),
])
candle = storage.find_by(market_name=DUMMY_MARKET,
pair=BTC_USD_PAIR,
candle_size=CandleSize(CANDLE_SIZE_UNIT_HOUR,
1))[0]
assert candle.open == Decimal('100')
assert candle.high == Decimal('320')
assert candle.low == Decimal('50')
assert candle.close == Decimal('400')
assert str(candle.candle_size) == 'CandleSize: 1-hour'
def test_candle_body_size():
candle = Candle('', Pair('USD', 'BTC'), DUMMY_DATE, Decimal('1000'),
Decimal('2000'), Decimal('3000'), Decimal('4000'))
assert candle.body_size() == Decimal('3000')
candle = Candle('', Pair('USD', 'BTC'), DUMMY_DATE, Decimal('8000'),
Decimal('2000'), Decimal('3000'), Decimal('4000'))
assert candle.body_size() == Decimal('4000')
candle = Candle('', Pair('USD', 'BTC'), DUMMY_DATE, Decimal('8000'),
Decimal('10000'), Decimal('5000'), Decimal('8000'))
assert candle.body_size() == Decimal('0')
def _create_candle_from_raw(self, pair: Pair,
candles_data: Dict) -> Candle:
return Candle(
self._market_name, pair,
datetime.fromtimestamp(candles_data['time']).astimezone(
timezone.utc), Decimal(candles_data['open']),
Decimal(candles_data['high']), Decimal(candles_data['low']),
Decimal(candles_data['close']))
def _create_candle_from_raw_ticker_data(self, pair: Pair,
candle: Dict[str, str]) -> Candle:
return Candle(
self.name, pair,
dateutil.parser.parse(
candle['T']).replace(tzinfo=datetime.timezone.utc),
Decimal(candle['O']), Decimal(candle['H']), Decimal(candle['L']),
Decimal(candle['C']))
def test_candle_wicks():
candle = Candle('', Pair('USD', 'BTC'), DUMMY_DATE, Decimal('8000'),
Decimal('10000'), Decimal('5000'), Decimal('8000'))
assert candle.has_upper_wick() is True
assert candle.has_lower_wick() is True
candle = Candle('', Pair('USD', 'BTC'), DUMMY_DATE, Decimal('8000'),
Decimal('8000'), Decimal('8000'), Decimal('8000'))
assert candle.has_upper_wick() is False
assert candle.has_lower_wick() is False
def _create_dummy_candle(minute: int = 0, close: int = 8300) -> Candle:
return Candle(
DUMMY_MARKET, BTC_USD_PAIR,
datetime.datetime(2017,
7,
2,
0,
minute,
0,
tzinfo=datetime.timezone.utc), Decimal('8000'),
Decimal('8100'), Decimal('8200'), Decimal(close))
def test_candle_to_heikin_ashi():
previous_ha_candle = HeikinAshiCandle(
'',
Pair('USD', 'BTC'),
DUMMY_DATE,
Decimal('2500'),
Decimal('4000'),
Decimal('1000'),
Decimal('2500'),
)
candle = Candle('', Pair('USD', 'BTC'), DUMMY_DATE, Decimal('3000'),
Decimal('3500'), Decimal('2500'), Decimal('4000'))
current_ha_candle = candle_to_heikin_ashi(candle, previous_ha_candle)
assert str(current_ha_candle) == '2017-01-01T00:00:00+00:00 ' \
+ 'O:2500.00000000 H:3500.00000000 L:2500.00000000 C:3250.00000000 | CandleSize: 1-minute (Heikin-Ashi)'
def test_candle_export_import():
pair = Pair('USD', 'BTC')
candle = Candle(
'dummy_market',
pair,
datetime.datetime(2017, 1, 1, 0, 0, 0, tzinfo=datetime.timezone.utc),
Decimal('1000'),
Decimal('2000'),
Decimal('3000'),
Decimal('4000')
)
storage = flexmock()
storage.should_receive('find_by').and_return([candle]).once()
storage.should_receive('write_candles').once()
exporter = CandleExporter(storage)
file_name = os.path.dirname(__file__) + '_orders.json'
exporter.export_to_file(file_name, 'dummy_market', pair)
expected = [{
'market': 'dummy_market',
'pair': 'USD_BTC',
'time': '2017-01-01T00:00:00+00:00',
'open': "1000.00000000",
'high': "2000.00000000",
'low': "3000.00000000",
'close': "4000.00000000",
'size': '1-minute',
}]
with open(file_name) as json_file:
assert json.load(json_file) == expected
exporter.import_from_file(file_name)
os.remove(file_name)
def test_subscription_can_be_found():
storage = SubscriptionStorage()
last_candle_subscription = LastCandleSubscription(
'1',
'foo_storage',
'bar_market',
Pair('USD', 'BTC'),
CandleSize(CANDLE_SIZE_UNIT_MINUTE, 1)
)
storage.subscribe(last_candle_subscription)
subscription_interval = DateTimeInterval(
datetime.datetime(2018, 1, 1, 0, 0, 0, tzinfo=datetime.timezone.utc),
datetime.datetime(2018, 1, 2, 0, 0, 0, tzinfo=datetime.timezone.utc)
)
date_in_interval = datetime.datetime(2018, 1, 1, 12, 0, 0, tzinfo=datetime.timezone.utc)
date_outside_interval = datetime.datetime(2018, 1, 3, 0, 0, tzinfo=datetime.timezone.utc)
new_order_subscription = NewOrderSubscription(
'1',
'foo_storage',
'bar_market',
Pair('USD', 'BTC'),
subscription_interval
)
storage.subscribe(new_order_subscription)
assert storage.find_subscriptions_for_event('unknown_event_name') == []
candle_suitable_for_subscription = Candle(
'bar_market',
Pair('USD', 'BTC'),
date_in_interval,
Decimal('11000'),
Decimal('11000'),
Decimal('11000'),
Decimal('11000')
)
assert storage.find_subscriptions_for_event(EVENT_LAST_CANDLE_UPDATED)[0] == last_candle_subscription
assert storage.find_subscriptions_for_event(
EVENT_LAST_CANDLE_UPDATED,
{'storage': 'foo_storage', 'candle': serialize_candle(candle_suitable_for_subscription)}
)[0] == last_candle_subscription
assert storage.find_subscriptions_for_event(
EVENT_LAST_CANDLE_UPDATED,
{'storage': 'gandalf', 'candle': serialize_candle(candle_suitable_for_subscription)}
) == []
assert storage.find_subscriptions_for_event(
EVENT_LAST_CANDLE_UPDATED,
{
'storage': 'foo_storage',
'candle': serialize_candle(
Candle(
'bar_market',
Pair('OMG', 'WTF'),
date_in_interval,
Decimal('11000'),
Decimal('11000'),
Decimal('11000'),
Decimal('11000')
)
)
}
) == []
assert storage.find_subscriptions_for_event(
EVENT_LAST_CANDLE_UPDATED,
{
'storage': 'foo_storage',
'candle': serialize_candle(
Candle(
'wtf_market',
Pair('USD', 'BTC'),
date_in_interval,
Decimal('11000'),
Decimal('11000'),
Decimal('11000'),
Decimal('11000')
)
)
}
) == []
order_suitable_for_subscription = _crate_serialized_order(Pair('USD', 'BTC'), 'bar_market', date_in_interval)
assert storage.find_subscriptions_for_event(EVENT_NEW_ORDER)[0] == new_order_subscription
assert storage.find_subscriptions_for_event(
EVENT_NEW_ORDER,
{'storage': 'foo_storage', 'order': order_suitable_for_subscription}
)[0] == new_order_subscription
assert storage.find_subscriptions_for_event(
EVENT_NEW_ORDER,
{'storage': 'gandalf', 'order': order_suitable_for_subscription}
) == []
assert storage.find_subscriptions_for_event(
EVENT_NEW_ORDER,
{
'storage': 'foo_storage',
'order': _crate_serialized_order(Pair('USD', 'BTC'), 'bar_market', date_outside_interval)
}
) == []
assert storage.find_subscriptions_for_event(
EVENT_NEW_ORDER,
{
'storage': 'foo_storage',
'order': _crate_serialized_order(Pair('OMG', 'WTF'), 'bar_market', date_in_interval)
}
) == []
assert storage.find_subscriptions_for_event(
EVENT_NEW_ORDER,
{
'storage': 'foo_storage',
'order': _crate_serialized_order(Pair('USD', 'BTC'), 'wtf_market', date_in_interval)
}
) == []
storage.unsubscribe(EVENT_NEW_ORDER, '2')
assert storage.find_subscriptions_for_event(EVENT_NEW_ORDER)[0] == new_order_subscription
storage.unsubscribe(EVENT_NEW_ORDER, '1')
assert storage.find_subscriptions_for_event(EVENT_NEW_ORDER) == []
storage.unsubscribe(EVENT_LAST_CANDLE_UPDATED, '2')
assert storage.find_subscriptions_for_event(EVENT_LAST_CANDLE_UPDATED)[0] == last_candle_subscription
storage.unsubscribe(EVENT_LAST_CANDLE_UPDATED, '1')
assert storage.find_subscriptions_for_event(EVENT_LAST_CANDLE_UPDATED) == []
def test_bearish_bullish():
candle = Candle('', Pair('USD', 'BTC'), DUMMY_DATE, Decimal('1000'),
Decimal('2000'), Decimal('3000'), Decimal('4000'))
assert candle.is_bearish() is False
assert candle.is_bullish() is True
candle = Candle('', Pair('USD', 'BTC'), DUMMY_DATE, Decimal('8000'),
Decimal('2000'), Decimal('3000'), Decimal('4000'))
assert candle.is_bearish() is True
assert candle.is_bullish() is False
candle = Candle('', Pair('USD', 'BTC'), DUMMY_DATE, Decimal('8000'),
Decimal('10000'), Decimal('5000'), Decimal('8000'))
assert candle.is_bearish() is False
assert candle.is_bullish() is False
import datetime
from decimal import Decimal
from flexmock import flexmock
from coinrat.domain.market import MarketException
from coinrat_bittrex.synchronizer import BittrexSynchronizer
from coinrat.domain.pair import Pair
from coinrat.domain.candle import Candle
from coinrat.event.event_emitter import EventEmitter
BTC_USD_PAIR = Pair('USD', 'BTC')
DUMMY_CANDLE = Candle(
'', BTC_USD_PAIR,
datetime.datetime(2017, 1, 1, 0, 0, 0, tzinfo=datetime.timezone.utc),
Decimal('8000'), Decimal('8000'), Decimal('8000'), Decimal('8000'))
def test_synchronize_success():
market = flexmock(name='yolo_market')
market.should_receive('get_candles').and_return(
[DUMMY_CANDLE, DUMMY_CANDLE])
market.should_receive('get_last_minute_candles').and_return(DUMMY_CANDLE)
storage = flexmock(name='yolo_storage')
storage.should_receive('write_candles').times(2)
synchronizer = BittrexSynchronizer(market,
storage,
create_emitter_mock(),
delay=0,
def test_create_initial_heikin_ashi_candle():
candle = Candle('', Pair('USD', 'BTC'), DUMMY_DATE, Decimal('2000'),
Decimal('4500'), Decimal('1000'), Decimal('3000'))
ha_candle = create_initial_heikin_ashi_candle(candle)
assert str(ha_candle) == '2017-01-01T00:00:00+00:00 ' \
+ 'O:2500.00000000 H:4500.00000000 L:1000.00000000 C:2625.00000000 | CandleSize: 1-minute (Heikin-Ashi)'