async def test_add_event(price_events_manager):
price_events_manager.add_event(decimal_random_price(), random_timestamp(),
True)
price_events_manager.add_event(decimal_random_price(), random_timestamp(),
False)
if not os.getenv('CYTHON_IGNORE'):
assert price_events_manager.events
assert len(price_events_manager.events) == 2
async def test_remove_event(price_events_manager):
event_1 = price_events_manager.add_event(decimal_random_price(),
random_timestamp(), True)
event_2 = price_events_manager.add_event(decimal_random_price(),
random_timestamp(), False)
if not os.getenv('CYTHON_IGNORE'):
assert price_events_manager.events
price_events_manager.remove_event(event_1)
assert event_1 not in price_events_manager.events
assert len(price_events_manager.events) == 1
price_events_manager.remove_event(Event())
assert len(price_events_manager.events) == 1
price_events_manager.remove_event(event_2)
assert event_2 not in price_events_manager.events
assert len(price_events_manager.events) == 0
async def test_handle_price(price_events_manager):
random_price_1 = decimal_random_price()
random_timestamp_1 = random_timestamp(min_value=2, max_value=1000)
price_event_1 = price_events_manager.add_event(
decimal.Decimal(str(random_price_1)), random_timestamp_1, True)
with patch.object(price_event_1, 'set', new=Mock()) as price_event_1_set:
price_events_manager.handle_price(trading_constants.ZERO,
random_timestamp())
with pytest.raises(AssertionError):
price_event_1_set.assert_called_once()
price_events_manager.handle_price(price=decimal_random_price(
max_value=random_price_1 - trading_constants.ONE),
timestamp=random_timestamp())
with pytest.raises(AssertionError):
price_event_1_set.assert_called_once()
price_events_manager.handle_price(price=decimal_random_price(
max_value=random_price_1 - trading_constants.ONE),
timestamp=random_timestamp())
price_events_manager.handle_price(
price=decimal_random_price(min_value=random_price_1),
timestamp=random_timestamp_1 - 1)
with pytest.raises(AssertionError):
price_event_1_set.assert_called_once()
price_events_manager.handle_price(
price=decimal_random_price(min_value=random_price_1),
timestamp=random_timestamp_1 + 1)
price_event_1_set.assert_called_once()
async def test_handle_recent_trades(price_events_manager):
random_price_1 = random_price(min_value=2)
random_timestamp_1 = random_timestamp(min_value=2, max_value=1000)
price_event_1 = price_events_manager.add_event(random_price_1,
random_timestamp_1, True)
with patch.object(price_event_1, 'set', new=Mock()) as price_event_1_set:
price_events_manager.handle_recent_trades([])
with pytest.raises(AssertionError):
price_event_1_set.assert_called_once()
price_events_manager.handle_recent_trades([
random_recent_trade(
price=random_price(max_value=random_price_1 - 1),
timestamp=random_timestamp(max_value=random_timestamp_1 - 1)),
random_recent_trade(
price=random_price(max_value=random_price_1 - 1),
timestamp=random_timestamp(max_value=random_timestamp_1 - 1)),
random_recent_trade(
price=random_price(max_value=random_price_1 - 1),
timestamp=random_timestamp(max_value=random_timestamp_1 - 1))
])
with pytest.raises(AssertionError):
price_event_1_set.assert_called_once()
price_events_manager.handle_recent_trades([
random_recent_trade(price=random_price(max_value=random_price_1 -
1)),
random_recent_trade(price=random_price_1,
timestamp=random_timestamp_1),
random_recent_trade(price=random_price(max_value=random_price_1 -
1)),
random_recent_trade(price=random_price(max_value=random_price_1 -
1))
])
price_event_1_set.assert_called_once()
async def test_handle_recent_trades_multiple_events(price_events_manager):
random_price_1 = decimal_random_price(min_value=decimal.Decimal(2))
random_price_2 = decimal_random_price(min_value=random_price_1)
random_timestamp_1 = random_timestamp(min_value=2, max_value=1000)
random_timestamp_2 = random_timestamp(min_value=random_timestamp_1 + 2,
max_value=5000)
price_event_1 = price_events_manager.add_event(random_price_1,
random_timestamp_1, True)
price_event_2 = price_events_manager.add_event(random_price_2,
random_timestamp_2, True)
with patch.object(price_event_1, 'set', new=Mock()) as price_event_1_set, \
patch.object(price_event_2, 'set', new=Mock()) as price_event_2_set:
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(price=decimal_random_price(
max_value=random_price_1 - trading_constants.ONE)),
decimal_random_recent_trade(price=decimal_random_price(
max_value=random_price_1 - trading_constants.ONE)),
decimal_random_recent_trade(price=decimal_random_price(
max_value=random_price_1 - trading_constants.ONE))
])
with pytest.raises(AssertionError):
price_event_1_set.assert_called_once()
with pytest.raises(AssertionError):
price_event_2_set.assert_called_once()
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(
price=decimal_random_price(max_value=random_price_1 -
trading_constants.ONE),
timestamp=random_timestamp(max_value=random_timestamp_1 - 1)),
decimal_random_recent_trade(
price=random_price_2 - trading_constants.ONE,
timestamp=random_timestamp(min_value=random_timestamp_1,
max_value=random_timestamp_2))
])
price_event_1_set.assert_called_once()
with pytest.raises(AssertionError):
price_event_2_set.assert_called_once()
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(price=decimal_random_price(
max_value=random_price_1 - trading_constants.ONE)),
decimal_random_recent_trade(price=random_price_2,
timestamp=random_timestamp_2)
])
price_event_2_set.assert_called_once()
price_event_1 = price_events_manager.add_event(random_price_1,
random_timestamp_1, True)
price_event_2 = price_events_manager.add_event(random_price_2,
random_timestamp_2, True)
with patch.object(price_event_1, 'set', new=Mock()) as price_event_1_set, \
patch.object(price_event_2, 'set', new=Mock()) as price_event_2_set:
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(
price=decimal_random_price(max_value=random_price_1 -
trading_constants.ONE),
timestamp=random_timestamp(max_value=random_timestamp_1 - 1)),
decimal_random_recent_trade(
price=random_price_2 + decimal.Decimal(10),
timestamp=random_timestamp(min_value=random_timestamp_2 + 1))
])
price_event_1_set.assert_called_once()
price_event_2_set.assert_called_once()
price_event_1 = price_events_manager.add_event(random_price_1,
random_timestamp_1, True)
price_event_2 = price_events_manager.add_event(random_price_2,
random_timestamp_2, True)
with patch.object(price_event_1, 'set', new=Mock()) as price_event_1_set, \
patch.object(price_event_2, 'set', new=Mock()) as price_event_2_set:
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(
price=decimal_random_price(min_value=random_price_1,
max_value=random_price_2 -
trading_constants.ONE),
timestamp=random_timestamp(min_value=random_timestamp_1 - 1)),
decimal_random_recent_trade(
price=random_price_2,
timestamp=random_timestamp(max_value=random_timestamp_2 - 1))
])
price_event_1_set.assert_called_once()
with pytest.raises(AssertionError):
price_event_2_set.assert_called_once()