class LiveDataEngineTests(unittest.TestCase): def setUp(self): # Fixture Setup self.clock = LiveClock() self.uuid_factory = UUIDFactory() self.logger = Logger(self.clock, level_stdout=LogLevel.DEBUG) self.portfolio = Portfolio( clock=self.clock, logger=self.logger, ) # Fresh isolated loop testing pattern self.loop = asyncio.new_event_loop() asyncio.set_event_loop(self.loop) self.engine = LiveDataEngine( loop=self.loop, portfolio=self.portfolio, clock=self.clock, logger=self.logger, ) def tearDown(self): self.engine.dispose() self.loop.stop() self.loop.close() def test_start_when_loop_not_running_logs(self): # Arrange # Act self.engine.start() # Assert self.assertTrue(True) # No exceptions raised self.engine.stop() def test_message_qsize_at_max_blocks_on_put_data_command(self): # Arrange self.engine = LiveDataEngine( loop=self.loop, portfolio=self.portfolio, clock=self.clock, logger=self.logger, config={"qsize": 1}, ) subscribe = Subscribe( client_id=ClientId(BINANCE.value), data_type=DataType(QuoteTick), handler=[].append, command_id=self.uuid_factory.generate(), timestamp_ns=self.clock.timestamp_ns(), ) # Act self.engine.execute(subscribe) self.engine.execute(subscribe) # Assert self.assertEqual(1, self.engine.message_qsize()) self.assertEqual(0, self.engine.command_count) def test_message_qsize_at_max_blocks_on_send_request(self): # Arrange self.engine = LiveDataEngine( loop=self.loop, portfolio=self.portfolio, clock=self.clock, logger=self.logger, config={"qsize": 1}, ) handler = [] request = DataRequest( client_id=ClientId("RANDOM"), data_type=DataType( QuoteTick, metadata={ "InstrumentId": InstrumentId(Symbol("SOMETHING"), Venue("RANDOM")), "FromDateTime": None, "ToDateTime": None, "Limit": 1000, }, ), callback=handler.append, request_id=self.uuid_factory.generate(), timestamp_ns=self.clock.timestamp_ns(), ) # Act self.engine.send(request) self.engine.send(request) # Assert self.assertEqual(1, self.engine.message_qsize()) self.assertEqual(0, self.engine.command_count) def test_message_qsize_at_max_blocks_on_receive_response(self): # Arrange self.engine = LiveDataEngine( loop=self.loop, portfolio=self.portfolio, clock=self.clock, logger=self.logger, config={"qsize": 1}, ) response = DataResponse( client_id=ClientId("BINANCE"), data_type=DataType(QuoteTick), data=[], correlation_id=self.uuid_factory.generate(), response_id=self.uuid_factory.generate(), timestamp_ns=self.clock.timestamp_ns(), ) # Act self.engine.receive(response) self.engine.receive(response) # Add over max size # Assert self.assertEqual(1, self.engine.message_qsize()) self.assertEqual(0, self.engine.command_count) def test_data_qsize_at_max_blocks_on_put_data(self): # Arrange self.engine = LiveDataEngine( loop=self.loop, portfolio=self.portfolio, clock=self.clock, logger=self.logger, config={"qsize": 1}, ) data = Data(1_000_000_000) # Act self.engine.process(data) self.engine.process(data) # Add over max size # Assert self.assertEqual(1, self.engine.data_qsize()) self.assertEqual(0, self.engine.data_count) def test_get_event_loop_returns_expected_loop(self): # Arrange # Act loop = self.engine.get_event_loop() # Assert self.assertEqual(self.loop, loop) def test_start(self): async def run_test(): # Arrange # Act self.engine.start() await asyncio.sleep(0.1) # Assert self.assertEqual(ComponentState.RUNNING, self.engine.state) # Tear Down self.engine.stop() self.loop.run_until_complete(run_test()) def test_kill_when_running_and_no_messages_on_queues(self): async def run_test(): # Arrange # Act self.engine.start() await asyncio.sleep(0) self.engine.kill() # Assert self.assertEqual(ComponentState.STOPPED, self.engine.state) self.loop.run_until_complete(run_test()) def test_kill_when_not_running_with_messages_on_queue(self): async def run_test(): # Arrange # Act self.engine.kill() # Assert self.assertEqual(0, self.engine.data_qsize()) self.loop.run_until_complete(run_test()) def test_execute_command_processes_message(self): async def run_test(): # Arrange self.engine.start() subscribe = Subscribe( client_id=ClientId(BINANCE.value), data_type=DataType(QuoteTick), handler=[].append, command_id=self.uuid_factory.generate(), timestamp_ns=self.clock.timestamp_ns(), ) # Act self.engine.execute(subscribe) await asyncio.sleep(0.1) # Assert self.assertEqual(0, self.engine.message_qsize()) self.assertEqual(1, self.engine.command_count) # Tear Down self.engine.stop() self.loop.run_until_complete(run_test()) def test_send_request_processes_message(self): async def run_test(): # Arrange self.engine.start() handler = [] request = DataRequest( client_id=ClientId("RANDOM"), data_type=DataType( QuoteTick, metadata={ "InstrumentId": InstrumentId(Symbol("SOMETHING"), Venue("RANDOM")), "FromDateTime": None, "ToDateTime": None, "Limit": 1000, }, ), callback=handler.append, request_id=self.uuid_factory.generate(), timestamp_ns=self.clock.timestamp_ns(), ) # Act self.engine.send(request) await asyncio.sleep(0.1) # Assert self.assertEqual(0, self.engine.message_qsize()) self.assertEqual(1, self.engine.request_count) # Tear Down self.engine.stop() self.loop.run_until_complete(run_test()) def test_receive_response_processes_message(self): async def run_test(): # Arrange self.engine.start() response = DataResponse( client_id=ClientId("BINANCE"), data_type=DataType(QuoteTick), data=[], correlation_id=self.uuid_factory.generate(), response_id=self.uuid_factory.generate(), timestamp_ns=self.clock.timestamp_ns(), ) # Act self.engine.receive(response) await asyncio.sleep(0.1) # Assert self.assertEqual(0, self.engine.message_qsize()) self.assertEqual(1, self.engine.response_count) # Tear Down self.engine.stop() self.loop.run_until_complete(run_test()) def test_process_data_processes_data(self): async def run_test(): # Arrange self.engine.start() # Act tick = TestStubs.trade_tick_5decimal() # Act self.engine.process(tick) await asyncio.sleep(0.1) # Assert self.assertEqual(0, self.engine.data_qsize()) self.assertEqual(1, self.engine.data_count) # Tear Down self.engine.stop() self.loop.run_until_complete(run_test())
class LiveDataEngineTests(unittest.TestCase): def setUp(self): # Fixture Setup self.clock = LiveClock() self.uuid_factory = UUIDFactory() self.logger = TestLogger(self.clock, level_console=LogLevel.DEBUG) self.portfolio = Portfolio( clock=self.clock, logger=self.logger, ) # Fresh isolated loop testing pattern self.loop = asyncio.new_event_loop() asyncio.set_event_loop(self.loop) self.data_engine = LiveDataEngine( loop=self.loop, portfolio=self.portfolio, clock=self.clock, logger=self.logger, ) def tearDown(self): self.data_engine.dispose() self.loop.stop() self.loop.close() def test_message_qsize_at_max_blocks_on_put_data_command(self): self.data_engine = LiveDataEngine(loop=self.loop, portfolio=self.portfolio, clock=self.clock, logger=self.logger, config={"qsize": 1}) subscribe = Subscribe( venue=BINANCE, data_type=QuoteTick, metadata={}, handler=[].append, command_id=self.uuid_factory.generate(), command_timestamp=self.clock.utc_now(), ) # Act self.data_engine.execute(subscribe) self.data_engine.execute(subscribe) # Assert self.assertEqual(1, self.data_engine.message_qsize()) self.assertEqual(0, self.data_engine.command_count) def test_message_qsize_at_max_blocks_on_send_request(self): self.data_engine = LiveDataEngine(loop=self.loop, portfolio=self.portfolio, clock=self.clock, logger=self.logger, config={"qsize": 1}) handler = [] request = DataRequest( venue=Venue("RANDOM"), data_type=QuoteTick, metadata={ "Symbol": Symbol("SOMETHING", Venue("RANDOM")), "FromDateTime": None, "ToDateTime": None, "Limit": 1000, }, callback=handler.append, request_id=self.uuid_factory.generate(), request_timestamp=self.clock.utc_now(), ) # Act self.data_engine.send(request) self.data_engine.send(request) # Assert self.assertEqual(1, self.data_engine.message_qsize()) self.assertEqual(0, self.data_engine.command_count) def test_message_qsize_at_max_blocks_on_receive_response(self): self.data_engine = LiveDataEngine(loop=self.loop, portfolio=self.portfolio, clock=self.clock, logger=self.logger, config={"qsize": 1}) response = DataResponse( venue=Venue("BINANCE"), data_type=QuoteTick, metadata={}, data=[], correlation_id=self.uuid_factory.generate(), response_id=self.uuid_factory.generate(), response_timestamp=self.clock.utc_now(), ) # Act self.data_engine.receive(response) self.data_engine.receive(response) # Assert self.assertEqual(1, self.data_engine.message_qsize()) self.assertEqual(0, self.data_engine.command_count) def test_data_qsize_at_max_blocks_on_put_data(self): self.data_engine = LiveDataEngine(loop=self.loop, portfolio=self.portfolio, clock=self.clock, logger=self.logger, config={"qsize": 1}) # Act self.data_engine.process("some_data") self.data_engine.process("some_data") # Assert self.assertEqual(1, self.data_engine.data_qsize()) self.assertEqual(0, self.data_engine.data_count) def test_get_event_loop_returns_expected_loop(self): # Arrange # Act loop = self.data_engine.get_event_loop() # Assert self.assertEqual(self.loop, loop) def test_start(self): async def run_test(): # Arrange # Act self.data_engine.start() await asyncio.sleep(0.1) # Assert self.assertEqual(ComponentState.RUNNING, self.data_engine.state) # Tear Down self.data_engine.stop() self.loop.run_until_complete(run_test()) def test_kill(self): async def run_test(): # Arrange # Act self.data_engine.start() await asyncio.sleep(0) self.data_engine.kill() # Assert self.assertEqual(ComponentState.STOPPED, self.data_engine.state) self.loop.run_until_complete(run_test()) def test_execute_command_processes_message(self): async def run_test(): # Arrange self.data_engine.start() subscribe = Subscribe( venue=BINANCE, data_type=QuoteTick, metadata={}, handler=[].append, command_id=self.uuid_factory.generate(), command_timestamp=self.clock.utc_now(), ) # Act self.data_engine.execute(subscribe) await asyncio.sleep(0.1) # Assert self.assertEqual(0, self.data_engine.message_qsize()) self.assertEqual(1, self.data_engine.command_count) # Tear Down self.data_engine.stop() self.loop.run_until_complete(run_test()) def test_send_request_processes_message(self): async def run_test(): # Arrange self.data_engine.start() handler = [] request = DataRequest( venue=Venue("RANDOM"), data_type=QuoteTick, metadata={ "Symbol": Symbol("SOMETHING", Venue("RANDOM")), "FromDateTime": None, "ToDateTime": None, "Limit": 1000, }, callback=handler.append, request_id=self.uuid_factory.generate(), request_timestamp=self.clock.utc_now(), ) # Act self.data_engine.send(request) await asyncio.sleep(0.1) # Assert self.assertEqual(0, self.data_engine.message_qsize()) self.assertEqual(1, self.data_engine.request_count) # Tear Down self.data_engine.stop() self.loop.run_until_complete(run_test()) def test_receive_response_processes_message(self): async def run_test(): # Arrange self.data_engine.start() response = DataResponse( venue=Venue("BINANCE"), data_type=QuoteTick, metadata={}, data=[], correlation_id=self.uuid_factory.generate(), response_id=self.uuid_factory.generate(), response_timestamp=self.clock.utc_now(), ) # Act self.data_engine.receive(response) await asyncio.sleep(0.1) # Assert self.assertEqual(0, self.data_engine.message_qsize()) self.assertEqual(1, self.data_engine.response_count) # Tear Down self.data_engine.stop() self.loop.run_until_complete(run_test()) def test_process_data_processes_data(self): async def run_test(): # Arrange self.data_engine.start() # Act tick = TestStubs.trade_tick_5decimal() # Act self.data_engine.process(tick) await asyncio.sleep(0.1) # Assert self.assertEqual(0, self.data_engine.data_qsize()) self.assertEqual(1, self.data_engine.data_count) # Tear Down self.data_engine.stop() self.loop.run_until_complete(run_test())
class TestLiveDataEngine: def setup(self): # Fixture Setup self.loop = asyncio.get_event_loop() self.loop.set_debug(True) self.clock = LiveClock() self.uuid_factory = UUIDFactory() self.logger = Logger(self.clock) self.trader_id = TestStubs.trader_id() self.msgbus = MessageBus( trader_id=self.trader_id, clock=self.clock, logger=self.logger, ) self.cache = TestStubs.cache() self.portfolio = Portfolio( msgbus=self.msgbus, cache=self.cache, clock=self.clock, logger=self.logger, ) self.engine = LiveDataEngine( loop=self.loop, msgbus=self.msgbus, cache=self.cache, clock=self.clock, logger=self.logger, ) def teardown(self): self.engine.dispose() @pytest.mark.asyncio async def test_start_when_loop_not_running_logs(self): # Arrange, Act self.engine.start() # Assert assert True # No exceptions raised self.engine.stop() @pytest.mark.asyncio async def test_message_qsize_at_max_blocks_on_put_data_command(self): # Arrange self.msgbus.deregister(endpoint="DataEngine.execute", handler=self.engine.execute) self.msgbus.deregister(endpoint="DataEngine.process", handler=self.engine.process) self.msgbus.deregister(endpoint="DataEngine.request", handler=self.engine.request) self.msgbus.deregister(endpoint="DataEngine.response", handler=self.engine.response) self.engine = LiveDataEngine( loop=self.loop, msgbus=self.msgbus, cache=self.cache, clock=self.clock, logger=self.logger, config=LiveDataEngineConfig(qsize=1), ) subscribe = Subscribe( client_id=ClientId(BINANCE.value), data_type=DataType(QuoteTick), command_id=self.uuid_factory.generate(), ts_init=self.clock.timestamp_ns(), ) # Act self.engine.execute(subscribe) self.engine.execute(subscribe) await asyncio.sleep(0.1) # Assert assert self.engine.message_qsize() == 1 assert self.engine.command_count == 0 @pytest.mark.asyncio async def test_message_qsize_at_max_blocks_on_send_request(self): # Arrange self.msgbus.deregister(endpoint="DataEngine.execute", handler=self.engine.execute) self.msgbus.deregister(endpoint="DataEngine.process", handler=self.engine.process) self.msgbus.deregister(endpoint="DataEngine.request", handler=self.engine.request) self.msgbus.deregister(endpoint="DataEngine.response", handler=self.engine.response) self.engine = LiveDataEngine( loop=self.loop, msgbus=self.msgbus, cache=self.cache, clock=self.clock, logger=self.logger, config=LiveDataEngineConfig(qsize=1), ) handler = [] request = DataRequest( client_id=ClientId("RANDOM"), data_type=DataType( QuoteTick, metadata={ "instrument_id": InstrumentId(Symbol("SOMETHING"), Venue("RANDOM")), "from_datetime": None, "to_datetime": None, "limit": 1000, }, ), callback=handler.append, request_id=self.uuid_factory.generate(), ts_init=self.clock.timestamp_ns(), ) # Act self.engine.request(request) self.engine.request(request) await asyncio.sleep(0.1) # Assert assert self.engine.message_qsize() == 1 assert self.engine.command_count == 0 @pytest.mark.asyncio async def test_message_qsize_at_max_blocks_on_receive_response(self): # Arrange self.msgbus.deregister(endpoint="DataEngine.execute", handler=self.engine.execute) self.msgbus.deregister(endpoint="DataEngine.process", handler=self.engine.process) self.msgbus.deregister(endpoint="DataEngine.request", handler=self.engine.request) self.msgbus.deregister(endpoint="DataEngine.response", handler=self.engine.response) self.engine = LiveDataEngine( loop=self.loop, msgbus=self.msgbus, cache=self.cache, clock=self.clock, logger=self.logger, config=LiveDataEngineConfig(qsize=1), ) response = DataResponse( client_id=ClientId("BINANCE"), data_type=DataType(QuoteTick), data=[], correlation_id=self.uuid_factory.generate(), response_id=self.uuid_factory.generate(), ts_init=self.clock.timestamp_ns(), ) # Act self.engine.response(response) self.engine.response(response) # Add over max size await asyncio.sleep(0.1) # Assert assert self.engine.message_qsize() == 1 assert self.engine.command_count == 0 @pytest.mark.asyncio async def test_data_qsize_at_max_blocks_on_put_data(self): # Arrange self.msgbus.deregister(endpoint="DataEngine.execute", handler=self.engine.execute) self.msgbus.deregister(endpoint="DataEngine.process", handler=self.engine.process) self.msgbus.deregister(endpoint="DataEngine.request", handler=self.engine.request) self.msgbus.deregister(endpoint="DataEngine.response", handler=self.engine.response) self.engine = LiveDataEngine( loop=self.loop, msgbus=self.msgbus, cache=self.cache, clock=self.clock, logger=self.logger, config=LiveDataEngineConfig(qsize=1), ) data = Data(1_000_000_000, 1_000_000_000) # Act self.engine.process(data) self.engine.process(data) # Add over max size await asyncio.sleep(0.1) # Assert assert self.engine.data_qsize() == 1 assert self.engine.data_count == 0 def test_get_event_loop_returns_expected_loop(self): # Arrange, Act loop = self.engine.get_event_loop() # Assert assert loop == self.loop @pytest.mark.asyncio async def test_start(self): # Arrange, Act self.engine.start() await asyncio.sleep(0.1) # Assert assert self.engine.is_running # Tear Down self.engine.stop() @pytest.mark.asyncio async def test_kill_when_running_and_no_messages_on_queues(self): # Arrange, Act self.engine.start() await asyncio.sleep(0) self.engine.kill() # Assert assert self.engine.is_stopped @pytest.mark.asyncio async def test_kill_when_not_running_with_messages_on_queue(self): # Arrange, Act self.engine.kill() # Assert assert self.engine.data_qsize() == 0 @pytest.mark.asyncio async def test_execute_command_processes_message(self): # Arrange self.engine.start() subscribe = Subscribe( client_id=ClientId(BINANCE.value), data_type=DataType(QuoteTick), command_id=self.uuid_factory.generate(), ts_init=self.clock.timestamp_ns(), ) # Act self.engine.execute(subscribe) await asyncio.sleep(0.1) # Assert assert self.engine.message_qsize() == 0 assert self.engine.command_count == 1 # Tear Down self.engine.stop() @pytest.mark.asyncio async def test_send_request_processes_message(self): # Arrange self.engine.start() handler = [] request = DataRequest( client_id=ClientId("RANDOM"), data_type=DataType( QuoteTick, metadata={ "instrument_id": InstrumentId(Symbol("SOMETHING"), Venue("RANDOM")), "from_datetime": None, "to_datetime": None, "limit": 1000, }, ), callback=handler.append, request_id=self.uuid_factory.generate(), ts_init=self.clock.timestamp_ns(), ) # Act self.engine.request(request) await asyncio.sleep(0.1) # Assert assert self.engine.message_qsize() == 0 assert self.engine.request_count == 1 # Tear Down self.engine.stop() @pytest.mark.asyncio async def test_receive_response_processes_message(self): # Arrange self.engine.start() response = DataResponse( client_id=ClientId("BINANCE"), data_type=DataType(QuoteTick), data=[], correlation_id=self.uuid_factory.generate(), response_id=self.uuid_factory.generate(), ts_init=self.clock.timestamp_ns(), ) # Act self.engine.response(response) await asyncio.sleep(0.1) # Assert assert self.engine.message_qsize() == 0 assert self.engine.response_count == 1 # Tear Down self.engine.stop() @pytest.mark.asyncio async def test_process_data_processes_data(self): # Arrange self.engine.start() # Act tick = TestStubs.trade_tick_5decimal() # Act self.engine.process(tick) await asyncio.sleep(0.1) # Assert assert self.engine.data_qsize() == 0 assert self.engine.data_count == 1 # Tear Down self.engine.stop()