def test_update_order_status_notifies_on_order_filled(self, mocked_api):
url = KUCOIN_ROOT_API + CONSTANTS.ORDERS_PATH_URL
regex_url = re.compile(f"^{url}")
resp = self.get_order_response_mock(size=2, filled=2)
mocked_api.get(regex_url, body=json.dumps(resp))
clock = Clock(
ClockMode.BACKTEST,
start_time=self.exchange.UPDATE_ORDERS_INTERVAL,
end_time=self.exchange.UPDATE_ORDERS_INTERVAL * 2,
)
TimeIterator.start(self.exchange, clock)
order_id = "someId"
exchange_id = "someExchangeId"
self.exchange.in_flight_orders[
order_id] = self.get_in_flight_order_mock(order_id, exchange_id)
order = self.exchange.in_flight_orders[order_id]
self.async_run_with_timeout(self.exchange._update_order_status())
orders_filled_events = self.order_filled_logger.event_log
order_completed_events = self.buy_order_completed_logger.event_log
self.assertTrue(order.is_done)
self.assertEqual(1, len(order_completed_events))
self.assertEqual(1, len(orders_filled_events))
self.assertEqual(order_id, order_completed_events[0].order_id)
self.assertEqual(order_id, orders_filled_events[0].order_id)
def test_update_order_status_skips_if_order_no_longer_tracked(
self, mocked_api):
order_id = "someId"
exchange_id = "someExchangeId"
url = KUCOIN_ROOT_API + CONSTANTS.ORDERS_PATH_URL
regex_url = re.compile(f"^{url}")
resp = self.get_order_response_mock(size=2, filled=2)
mocked_api.get(
regex_url,
body=json.dumps(resp),
callback=lambda *_, **__: self.exchange.stop_tracking_order(
order_id),
)
clock = Clock(
ClockMode.BACKTEST,
start_time=self.exchange.UPDATE_ORDERS_INTERVAL,
end_time=self.exchange.UPDATE_ORDERS_INTERVAL * 2,
)
TimeIterator.start(self.exchange, clock)
self.exchange.in_flight_orders[
order_id] = self.get_in_flight_order_mock(order_id, exchange_id)
self.async_run_with_timeout(self.exchange._update_order_status())
orders_filled_events = self.order_filled_logger.event_log
order_completed_events = self.buy_order_completed_logger.event_log
self.assertEqual(0, len(order_completed_events))
self.assertEqual(0, len(orders_filled_events))
def test_add_iterator(self):
self.assertEqual(0, len(self.clock_realtime.child_iterators))
self.assertEqual(0, len(self.clock_backtest.child_iterators))
time_iterator: TimeIterator = TimeIterator()
self.clock_realtime.add_iterator(time_iterator)
self.clock_backtest.add_iterator(time_iterator)
self.assertEqual(1, len(self.clock_realtime.child_iterators))
self.assertEqual(time_iterator, self.clock_realtime.child_iterators[0])
self.assertEqual(1, len(self.clock_backtest.child_iterators))
self.assertEqual(time_iterator, self.clock_backtest.child_iterators[0])
def setUp(self):
self.time_iterator = TimeIterator()
self.clock = Clock(ClockMode.BACKTEST, self.tick_size, self.start_timestamp, self.end_timestamp)
self.clock.add_iterator(self.time_iterator)
class TimeIteratorUnitTest(unittest.TestCase):
start_timestamp: float = pd.Timestamp("2021-01-01", tz="UTC").timestamp()
end_timestamp: float = pd.Timestamp("2022-01-01 01:00:00", tz="UTC").timestamp()
tick_size: int = 10
def setUp(self):
self.time_iterator = TimeIterator()
self.clock = Clock(ClockMode.BACKTEST, self.tick_size, self.start_timestamp, self.end_timestamp)
self.clock.add_iterator(self.time_iterator)
def test_current_timestamp(self):
# On initialization, current_timestamp should be NaN
self.assertTrue(math.isnan(self.time_iterator.current_timestamp))
self.time_iterator.start(self.clock)
self.clock.backtest_til(self.start_timestamp)
self.assertEqual(self.start_timestamp, self.time_iterator.current_timestamp)
def test_clock(self):
# On initialization, clock should be None
self.assertTrue(self.time_iterator.clock is None)
self.time_iterator.start(self.clock)
self.assertEqual(self.clock, self.time_iterator.clock)
def test_start(self):
self.time_iterator.start(self.clock)
self.assertEqual(self.clock, self.time_iterator.clock)
self.assertEqual(self.start_timestamp, self.time_iterator.current_timestamp)
def test_stop(self):
self.time_iterator.start(self.clock)
self.assertEqual(self.clock, self.time_iterator.clock)
self.assertEqual(self.start_timestamp, self.time_iterator.current_timestamp)
self.time_iterator.stop(self.clock)
self.assertTrue(math.isnan(self.time_iterator.current_timestamp))
self.assertTrue(self.time_iterator.clock is None)
def test_tick(self):
self.time_iterator.start(self.clock)
self.assertEqual(self.start_timestamp, self.time_iterator.current_timestamp)
# c_tick is called within Clock
self.clock.backtest_til(self.start_timestamp + self.tick_size)
self.assertEqual(self.start_timestamp + self.tick_size, self.time_iterator.current_timestamp)