class TestMarketData(object):
def setup(self):
self.exchange = test_exchange
self.market_data = MarketData(exchange_code=self.exchange)
def test_set_exchange(self):
# import ipdb; ipdb.set_trace()
new_market_data = self.market_data.set_exchange('bitfinex')
assert new_market_data.exchange_code == 'bitfinex'
self.market_data = self.market_data.set_exchange(test_exchange)
def test_get_all_exchanges(self):
exchanges = self.market_data.get_all_exchanges()
time.sleep(1)
assert len(exchanges) > 0
def test_get_markets(self):
markets = self.market_data.get_markets()
time.sleep(1)
assert len(markets) > 0
def test_get_trend(self):
ohlcv = self.market_data.get_trend('BTC/USD', '1d')
time.sleep(1)
assert len(ohlcv) > 0
assert ohlcv.index.dtype == 'datetime64[ns]'
def test_get_trades(self):
trades = self.market_data.get_trades(symbol)
ts_client = TimeSeriesClient()
ts_client.write_dataframe(
trades[['symbol', 'side', 'id', 'price', 'amount', 'timestamp']],
'test_trade_data',
tags={'exchange': test_exchange},
tag_columns=['symbol', 'side'])
time.sleep(2)
last_saved_trade = self.market_data.latest_trades(
self.exchange, 'BTC/USD')
ipdb.set_trace()
# assert len(trades.index) > len(new_trades.index)
print(len(trades.index), len(new_trades.index))
# def test_config():
# print(config)
# def test_gdax_response():
# assert len(products(api_base)) > 0
# def test_gdax_request_string():
# auth = GDAXRequestAuth()
# def test_order():
# auth = GDAXRequestAuth()
# order_url = api_base + '/orders'
# order_data = {
# 'type': 'market',
# 'side': 'sell',
# 'product_id': 'BTC-USD',
# 'size': '0.1'
# }
# order_placed_response = requests.post(order_url, data=json.dumps(order_data), auth=auth)
# order_data = order_placed_response.json()
# order_id = order_data['id']
# order_url = api_base + '/orders/' + order_id
# order_status_response = requests.get(order_url, auth=auth)
# import ipdb;ipdb.set_trace()
# print(response.json())
class TestMarketData(object):
def setup(self):
self.exchange = test_exchange
self.market_data = MarketData(exchange_code=self.exchange)
def test_set_exchange(self):
new_market_data = self.market_data.set_exchange('bitfinex')
assert new_market_data.exchange_code == 'bitfinex'
self.market_data = self.market_data.set_exchange(test_exchange)
def test_get_all_exchanges(self):
exchanges = self.market_data.get_all_exchanges()
time.sleep(1)
assert len(exchanges) > 0
def test_get_markets(self):
markets = self.market_data.get_markets()
time.sleep(1)
assert len(markets) > 0
# @pytest.mark.usefixtures("mock_exchange")
def test_get_trend(self):
self.market_data = self.market_data.get_trend('BTC/USD',
freq='5m',
wait=False)
assert len(self.market_data.result['trend_data'].index) == 10
@pytest.mark.usefixtures("mock_exchange")
def test_get_trades(self):
self.market_data = self.market_data.get_trades('BTC/USD', wait=False)
assert len(self.market_data.result['trade_data'].index) == 3
def test_global_lock(self):
# TODO: this test depends on redis... mock?
md1 = MarketData('gdax')
md2 = MarketData('gdax')
# Check they have different id's
assert md1._id != md2._id
# Test manually locking
md1.lock()
with pytest.raises(Exception) as e_info:
md2.lock()
md1.release()
# Ensure I can release the lock
assert md1._check_lock() is None
# Test locking via context handler
with md1 as _md1:
with pytest.raises(Exception) as e_info:
md2.lock()
# Ensure context handler released cleanly
assert md1._check_lock() is None
@pytest.mark.usefixtures("mock_exchange")
def test_save(self):
self.market_data.result.clear()
self.market_data = self.market_data.get_trend('BTC/USD',
freq='1d',
wait=False)
self.market_data = self.market_data.get_trades('BTC/USD', wait=False)
self.market_data.save()
assert self.market_data.result == {}