def test_find_trade_signal_buy(config):
services = {
"ig_index":
MockIG(
"test/test_data/mock_ig_market_info.json",
"test/test_data/mock_ig_historic_price.json",
),
"alpha_vantage":
MockAV("test/test_data/mock_macdext_buy.json"), # BUY json
}
broker = MockBroker(config, services)
strategy = SimpleMACD(config, broker)
prices = broker.get_prices("", "", "", "")
# Create a mock market data from the json file
market = create_mock_market(broker)
# Call function to test
tradeDir, limit, stop = strategy.find_trade_signal(market, prices)
assert tradeDir is not None
assert limit is not None
assert stop is not None
assert tradeDir == TradeDirection.BUY
def test_market_provider_watchlist(config):
"""
Test the MarketProvider configured to fetch markets from an IG watchlist
"""
# Define configuration for this test
config["alpha_vantage"]["enable"] = True
config["general"]["market_source"]["value"] = "watchlist"
config["general"]["watchlist_name"] = "mock"
# Mock services and other components
services = {
"ig_index":
MockIG(
"test/test_data/mock_ig_market_info.json",
"test/test_data/mock_ig_historic_price.json",
),
"alpha_vantage":
MockAV("test/test_data/mock_macdext_buy.json"),
}
broker = MockBroker(config, services)
# Create class to test
mp = MarketProvider(config, broker)
# The MockBroker is configured to return a mock watchlist
# Run the test several times resetting the market provider
for _ in range(4):
assert mp.next().epic == "EPIC1"
assert mp.next().epic == "EPIC2"
assert mp.next().epic == "EPIC3"
assert mp.next().epic == "EPIC4"
with pytest.raises(StopIteration) as e:
mp.next()
mp.reset()
def test_market_provider_market_from_epic(config):
"""
Test the MarketProvider get_market_from_epic() function
"""
# Define configuration for this test
config["alpha_vantage"]["enable"] = True
config["general"]["market_source"]["value"] = "list"
config["general"]["epic_ids_filepath"] = "test/test_data/epics_list.txt"
# Mock services and other components
services = {
"ig_index":
MockIG(
"test/test_data/mock_ig_market_info.json",
"test/test_data/mock_ig_historic_price.json",
),
"alpha_vantage":
MockAV("test/test_data/mock_macdext_buy.json"),
}
broker = MockBroker(config, services)
# Create class to test
mp = MarketProvider(config, broker)
market = mp.get_market_from_epic("MOCK")
assert market is not None
assert market.epic == "MOCK"
def test_market_provider_epics_list(config):
"""
Test the MarketProvider configured to fetch markets from an epics list
"""
# Define configuration for this test
config["alpha_vantage"]["enable"] = True
config["general"]["market_source"]["value"] = "list"
config["general"]["epic_ids_filepath"] = "test/test_data/epics_list.txt"
# Mock services and other components
services = {
"ig_index":
MockIG(
"test/test_data/mock_ig_market_info.json",
"test/test_data/mock_ig_historic_price.json",
),
"alpha_vantage":
MockAV("test/test_data/mock_macdext_buy.json"),
}
broker = MockBroker(config, services)
# Create class to test
mp = MarketProvider(config, broker)
# Request all markets and verify the MarketProvider return the correct ones
# Run the test several times resetting the market provider
for _ in range(4):
expected_list = []
with open("test/test_data/epics_list.txt", "r") as epics_list:
for cnt, line in enumerate(epics_list):
expected_list += [line.rstrip()]
n = mp.next().epic
assert n in expected_list
expected_list.remove(n)
try:
while n:
n = mp.next().epic
assert n in expected_list
expected_list.remove(n)
except StopIteration:
# Verify we read all epics in the list
assert len(expected_list) == 0
# Verify reading the next raise another exception
with pytest.raises(StopIteration) as e:
mp.next()
mp.reset()
continue
# If we get here it means that next did not raise an exception at the end of the list
assert False
def test_find_trade_signal(config):
services = {
"ig_index":
MockIG(
"test/test_data/mock_ig_market_info.json",
"test/test_data/mock_ig_historic_price.json",
),
"alpha_vantage":
MockAV("test/test_data/mock_av_weekly.json"),
}
broker = MockBroker(config, services)
strategy = WeightedAvgPeak(config, broker)
prices = broker.get_prices("", "", "", "")
market = create_mock_market(broker)
tradeDir, limit, stop = strategy.find_trade_signal(market, prices)
assert tradeDir is not None
assert limit is None
assert stop is None
assert tradeDir == TradeDirection.NONE
def strategy(config):
"""
Initialise the strategy with mock services
"""
services = {
"ig_index":
MockIG(
"test/test_data/mock_ig_market_info.json",
"test/test_data/mock_ig_historic_price.json",
),
"alpha_vantage":
MockAV("test/test_data/mock_macdext_buy.json"),
}
broker = MockBroker(config, services)
return SimpleMACD(config, broker)
def test_market_provider_api(config):
"""
Test the MarketProvider configured to fetch markets from IG nodes
"""
# Define configuration for this test
config["alpha_vantage"]["enable"] = True
config["general"]["market_source"]["value"] = "api"
# Mock services and other components
services = {
"ig_index":
MockIG(
"test/test_data/mock_ig_market_info.json",
"test/test_data/mock_ig_historic_price.json",
),
"alpha_vantage":
MockAV("test/test_data/mock_macdext_buy.json"),
}
broker = MockBroker(config, services)
# TODO
# Create class to test
#mp = MarketProvider(config, broker)
assert True