def test_fix_namespace(self, env, result):
# `result.fix` namespace can be used for applying advanced
# assertion rules to fix messages, which can
# be nested (e.g. repeating groups)
# For more info about FIX protocol, please see:
# https://en.wikipedia.org/wiki/Financial_Information_eXchange
# `fix.match` can compare two fix messages, and
# supports custom comparators (like `dict.match`)
fix_msg_1 = {
36:
6,
22:
5,
55:
2,
38:
5,
555: [
{
600: "A",
601: "A",
683: [{
688: "a",
689: "a"
}, {
688: "b",
689: "b"
}],
},
{
600: "B",
601: "B",
683: [{
688: "c",
689: "c"
}, {
688: "d",
689: "d"
}],
},
],
}
fix_msg_2 = {
36:
6,
22:
5,
55:
2,
38:
comparison.GreaterEqual(4),
555: [
{
600:
"A",
601:
"B",
683: [
{
688: "a",
689: re.compile(r"[a-z]")
},
{
688: "b",
689: "b"
},
],
},
{
600:
"C",
601:
"B",
683: [
{
688: "c",
689: comparison.In(("c", "d"))
},
{
688: "d",
689: "d"
},
],
},
],
}
result.fix.match(fix_msg_1, fix_msg_2)
# `fix.check` can be used for checking existence / absence
# of certain tags in a fix message
result.fix.check(msg=fix_msg_1,
has_tags=[26, 22, 11],
absent_tags=[444, 555])
# `fix.log` can be used to log a fix message in human readable format.
result.fix.log(
msg={
36: 6,
22: 5,
55: 2,
38: 5,
555: [{
556: "USD",
624: 1
}, {
556: "EUR",
624: 2
}],
})
def test_fix_namespace(self, env, result):
# `fix.match` can compare two fix messages, and
# supports custom comparators (like `dict.match`)
fix_msg_1 = {
36: 6,
22: 5,
55: 2,
38: 5,
555: [
{
600: "A",
601: "A",
683: [{688: "a", 689: None}, {688: "b", 689: "b"}],
},
{
600: "B",
601: "B",
683: [{688: "c", 689: "c"}, {688: "d", 689: "d"}],
},
],
}
fix_msg_2 = {
36: 6,
22: 5,
55: 2,
38: comparison.GreaterEqual(4),
555: [
{
600: "A",
601: "B",
683: [
{688: "a", 689: re.compile(r"[a-z]")},
{688: "b", 689: "b"},
],
},
{
600: "C",
601: "B",
683: [
{688: "c", 689: comparison.In(("c", "d"))},
{688: "d", 689: "d"},
],
},
],
}
result.fix.match(fix_msg_1, fix_msg_2)
# `fix.check` can be used for checking existence / absence
# of certain tags in a fix message
result.fix.check(
msg=fix_msg_1, has_tags=[26, 22, 11], absent_tags=[444, 555]
)
# `fix.log` can be used to log a fix message in human readable format.
result.fix.log(
msg={
36: 6,
22: 5,
55: 2,
38: 5,
555: [{556: "USD", 624: 1}, {556: "EUR", 624: 2}],
}
)
def test_fix_namespace(self, env, result):
# `result.fix` namespace can be used for applying advanced
# assertion rules to fix messages, which can
# be nested (e.g. repeating groups)
# For more info about FIX protocol, please see:
# https://en.wikipedia.org/wiki/Financial_Information_eXchange
# `fix.match` can compare two fix messages, and
# supports custom comparators (like `dict.match`)
fix_msg_1 = {
36: 6,
22: 5,
55: 2,
38: 5,
555: [
{
600: 'A',
601: 'A',
683: [
{
688: 'a',
689: 'a'
},
{
688: 'b',
689: 'b'
}
]
},
{
600: 'B',
601: 'B',
683: [
{
688: 'c',
689: 'c'
},
{
688: 'd',
689: 'd'
}
]
}
]
}
fix_msg_2 = {
36: 6,
22: 5,
55: 2,
38: comparison.GreaterEqual(4),
555: [
{
600: 'A',
601: 'B',
683: [
{
688: 'a',
689: re.compile(r'[a-z]')
},
{
688: 'b',
689: 'b'
}
]
},
{
600: 'C',
601: 'B',
683: [
{
688: 'c',
689: comparison.In(('c', 'd'))
},
{
688: 'd',
689: 'd'
}
]
}
]
}
result.fix.match(fix_msg_1, fix_msg_2)
# `fix.check` can be used for checking existence / absence
# of certain tags in a fix message
result.fix.check(
msg=fix_msg_1,
has_tags=[26, 22, 11],
absent_tags=[444, 555],
)