def isWithinPreMarketHours(current_time=None):
"""TODO: Describe the method here """
now = datetime.now(getTimeZoneInfo()) if (current_time
== None) else current_time
date_only = now.date()
if not MarketBusinessHours.isOpen(current_date=date_only):
return False
o_premkt = datetime(date_only.year,
date_only.month,
date_only.day,
7,
00,
00,
tzinfo=getTimeZoneInfo())
c_premkt = datetime(date_only.year,
date_only.month,
date_only.day,
9,
30,
00,
tzinfo=getTimeZoneInfo())
answer = o_premkt <= current_time <= c_premkt
return answer
def testBuyPairSellBull(self):
bull_data = TradeDataHolder.objects.get(buy_order_client_id=self.bullish["bull_buy_order_client_id"])
bear_data = TradeDataHolder.objects.get(buy_order_client_id=self.bearish["bear_buy_order_client_id"])
self.assertEqual(bear_data.isValid(),True)
self.assertEqual(bull_data.isValid(),True)
sale_order = dict()
sale_order['sell_order_client_id']= bull_data.getSellClientOrderID()
sale_order['buy_order_client_id']= bull_data.getBuyClientOrderID()
sale_order['sell_date'] = datetime.datetime.now(getTimeZoneInfo())
sale_order['sell_price'] = 126.95
bull_data = TradeDataHolder.recordDispositionTransaction(robot=None,order=sale_order)
self.assertEqual(bull_data.isValidAfterSale(),True)
self.assertEqual(bull_data.isRealized(), True)
self.assertEqual(bull_data.isUnRealized(), False)
self.assertEqual(bear_data.isRealized(), False)
self.assertEqual(bear_data.isUnRealized(), True)
sale_order = dict()
sale_order['sell_order_client_id']= bear_data.getSellClientOrderID()
sale_order['buy_order_client_id']= bear_data.getBuyClientOrderID()
sale_order['sell_date'] = datetime.datetime.now(getTimeZoneInfo())
sale_order['sell_price'] = 6.95
bear_data = TradeDataHolder.recordDispositionTransaction(robot=None,order=sale_order)
self.assertEqual(bear_data.isValidAfterSale(),True)
self.assertEqual(bear_data.isRealized(), True)
self.assertEqual(bear_data.isUnRealized(), False)
def testHolidayDate(self):
#
# October 12, 2020 is a Holiday !!!
#
candidate = datetime(year=2020, month=10, day=12,hour=12,minute=0,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# January 1 2020 is a Holiday !!!
#
candidate = datetime(year=2020, month=1, day=1,hour=12,minute=0,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# January 1, 2019 is a Holiday !!!
#
candidate = datetime(year=2019, month=1, day=1,hour=12,minute=0,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
def getMostRecentEntry(pair):
end_date = datetime.now(getTimeZoneInfo()).isoformat()
start_date = datetime.now(getTimeZoneInfo()) + timedelta(days=-30)
pairs_query = BullBearETFData.objects.filter(
bull_symbol=pair['bull_symbol'],
bear_symbol=pair['bear_symbol'],
etf_symbol=pair['etf_symbol'])
time_bound = pairs_query.filter(timestamp__lte=end_date,
timestamp__gte=start_date)
most_recent = time_bound.aggregate(Max('timestamp'))['timestamp__max']
return most_recent
def getTodayMiddayBlackoutStart(self, hour_of_day, current_time):
"""TODO: Describe the method here """
ct = current_time
if hour_of_day == '10:00am':
return datetime(year=ct.year,
month=ct.month,
day=ct.day,
hour=10,
minute=0,
tzinfo=getTimeZoneInfo())
elif hour_of_day == '11:00am':
return datetime(year=ct.year,
month=ct.month,
day=ct.day,
hour=11,
minute=0,
tzinfo=getTimeZoneInfo())
elif hour_of_day == '12:00pm':
return datetime(year=ct.year,
month=ct.month,
day=ct.day,
hour=12,
minute=0,
tzinfo=getTimeZoneInfo())
elif hour_of_day == '13:00pm':
return datetime(year=ct.year,
month=ct.month,
day=ct.day,
hour=13,
minute=0,
tzinfo=getTimeZoneInfo())
elif hour_of_day == '14:00pm':
return datetime(year=ct.year,
month=ct.month,
day=ct.day,
hour=14,
minute=0,
tzinfo=getTimeZoneInfo())
elif hour_of_day == '15:00pm':
return datetime(year=ct.year,
month=ct.month,
day=ct.day,
hour=15,
minute=0,
tzinfo=getTimeZoneInfo())
elif hour_of_day == '0':
return datetime(year=ct.year,
month=ct.month,
day=ct.day,
hour=10,
minute=0,
tzinfo=getTimeZoneInfo())
return datetime(year=ct.year,
month=ct.month,
day=ct.day,
hour=10,
minute=0,
tzinfo=getTimeZoneInfo())
def testMarketClock(self): name ='testMarketClock' today = datetime.datetime.now(getTimeZoneInfo()) week_day = True if today.isoweekday() in range(1, 6) else False hour = True if today.hour in range (9,16) else False alpaca = MarketClock() self.assertEqual(alpaca.isOpen(),week_day and hour)
def getDaysAverage(symbol,days=7):
data_q = EquityTradingData.objects.filter(symbol=symbol)
end_date = datetime.now(tz=getTimeZoneInfo())
date_diff = timedelta(days=-days)
start_date = end_date + date_diff
d_a_7 = data_q.filter(trade_datetime__lte=end_date, trade_datetime__gte=start_date).aggregate(average=Avg('price'))
return 0 if d_a_7['average'] == None else d_a_7['average']
def createRobotExecution(exec_start_date,
exec_end_date,
robot,
config_params='',
result_data='',
execution_pace='fast',
execution_name=None,
visual_mode=False,
dispose_all_on_close=False):
now = datetime.now(getTimeZoneInfo())
start_date = now if (exec_start_date == None) else exec_start_date
end_date = now if (exec_end_date == None) else exec_end_date
exec_name = execution_name if (
execution_name != None) else now.strftime(
"{0}_%Y%m%d-%H-%M-%S.%f".format(robot.name))
ex = ETFPairRobotExecution.objects.create(
creation_date=now,
exec_start_date=start_date,
exec_end_date=end_date,
robot=robot,
config_params=config_params,
result_data=result_data,
execution_name=exec_name,
execution_pace=execution_pace,
visual_mode=visual_mode,
dispose_all_on_close=dispose_all_on_close,
execution_status='not started')
return ex
def isWithinBlackoutWindow(self, current_time):
"""TODO: Describe the method here """
ct = current_time
minutes_offset_after_open = int(self.offset_after_open)
blackout_opening_left_side = datetime(year=ct.year,
month=ct.month,
day=ct.day,
hour=9,
minute=30,
second=0,
tzinfo=getTimeZoneInfo())
blackout_opening_right_side = blackout_opening_left_side + timedelta(
minutes=minutes_offset_after_open)
blackout_midday_left_side = self.getTodayMiddayBlackoutStart(
hour_of_day=self.blackout_midday_from, current_time=current_time)
blackout_midday_right_side = blackout_midday_left_side + timedelta(
minutes=int(self.blackout_midday_time_interval))
minutes_offset_before_close = int(self.offset_before_close)
blackout_end_of_day_left_side = datetime(
year=ct.year,
month=ct.month,
day=ct.day,
hour=16,
minute=00,
second=0,
tzinfo=getTimeZoneInfo()) + timedelta(
minutes=-minutes_offset_before_close)
blackout_end_of_day_right_side = datetime(year=ct.year,
month=ct.month,
day=ct.day,
hour=16,
minute=0,
second=0,
tzinfo=getTimeZoneInfo())
answer = (blackout_opening_left_side < current_time < blackout_opening_right_side) \
or (blackout_midday_left_side < current_time < blackout_midday_right_side) \
or (blackout_end_of_day_left_side < current_time < blackout_end_of_day_right_side)
return answer
def recordDispositionExecution(executor, exec_time, exec_params, income,
order_client_id):
now = datetime.now(getTimeZoneInfo())
action = 'sell'
ETFPairRobotExecutionData.objects.create(
execution=executor,
trade_time=now,
exec_time=exec_time,
exec_action=action,
cost_or_income=income,
order_client_id=order_client_id)
def recordAcquisitionExecution(executor, exec_time, exec_params, cost,
order_client_id):
now = datetime.now(getTimeZoneInfo())
action = 'buy'
entry = ETFPairRobotExecutionData.objects.create(
execution=executor,
trade_time=now,
exec_time=exec_time,
exec_action=action,
cost_or_income=cost,
order_client_id=order_client_id)
def testWeekEndBusinessDate(self):
#
# October 03 is Saturday
#
candidate = datetime(year=2020, month=10, day=3,hour=12,minute=0,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# October 04 is Sunday
#
candidate = datetime(year=2020, month=10, day=4,hour=12,minute=0,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
def getUptimeOfRobot(robot_id):
""" TODO: Describe the method here"""
starts = StartupStatus.objects.filter(
object_identifier=robot_id).filter(
action='start').orderby('log_time')
stops = StartupStatus.objects.filter(
object_identifier=robot_id).filter(
action='stop').orderby('log_time')
start = None if (len(starts) == 0) else starts[0]
stop = None if (len(stops) == 0) else stops[0]
current_time = datetime.now(getTimeZoneInfo())
return 0 if (stop > start) else round(
(current_time - start).total_seconds() / 60, 2)
def testTradingDayWithOffsetAfterOpenTest(self):
tm = RobotActivityWindow.objects.create(trade_before_open=False,trade_after_close=False,trade_during_extended_opening_hours=False,
offset_after_open='30',offset_before_close='0',blackout_midday_from='10:00am',blackout_midday_time_interval='0')
win1=tm.pk
a1 = RobotActivityWindow.objects.get(id=win1)
bt = datetime(year=2020, month=10, day=6,hour=9,minute=30,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(a1.canTradeNow(current_time = bt),False) #9:30Opening
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-5,minutes=-30)),False) #4:00am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-3)),False) #6:30am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-2,minutes=-15)),False) #7:15am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=-2)),False) #9:28
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=2)),False) #9:31
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=5,minutes=2)),True) #14:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=7)),False) #16:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=8,minutes=2)),False) #17:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=10,minutes=2)),False) #19:32
class BuySeveralPairsTestCase(TestCase):
testname= 'Buy Several Pairs Test Case'
bull_json1 ='{"symbol":"TQQQ","price":126,"qty":10,"bull_buy_order_client_id":"a_buy_TQQQ","date":"2020-08-03 04:00:00-04:00"}'
bear_json1 ='{"symbol":"SQQQ","price":5.5,"qty":170,"bear_buy_order_client_id":"a_buy_SQQQ","date":"2020-08-03 04:00:00-04:00"}'
bull_json2 ='{"symbol":"TQQQ","price":126.5,"qty":9,"bull_buy_order_client_id":"b_buy_TQQQ","date":"2020-08-03 04:00:00-04:00"}'
bear_json2 ='{"symbol":"SQQQ","price":5.4,"qty":171,"bear_buy_order_client_id":"b_buy_SQQQ","date":"2020-08-03 04:00:00-04:00"}'
bull_json3 ='{"symbol":"TQQQ","price":127,"qty":9,"bull_buy_order_client_id":"c_buy_TQQQ","date":"2020-08-03 04:00:00-04:00"}'
bear_json3 ='{"symbol":"SQQQ","price":5.3,"qty":172,"bear_buy_order_client_id":"c_buy_SQQQ","date":"2020-08-03 04:00:00-04:00"}'
bull1 = json.loads(bull_json1)
bear1 = json.loads(bear_json1)
bull2 = json.loads(bull_json2)
bear2 = json.loads(bear_json2)
bull3 = json.loads(bull_json3)
bear3 = json.loads(bear_json3)
buy_date = datetime.datetime.now(getTimeZoneInfo())
@classmethod
def setUpTestData(self):
if shouldUsePrint():
print("Setting up {0}".format(self.testname))
TradeDataHolder.recordAcquisitionTransaction(robot=None,bullish=self.bull1,bearish=self.bear1)
TradeDataHolder.recordAcquisitionTransaction(robot=None,bullish=self.bull2,bearish=self.bear2)
TradeDataHolder.recordAcquisitionTransaction(robot=None,bullish=self.bull3,bearish=self.bear3)
#@unittest.skip("Taking a break now")
def testSeveralBuysDataPair(self):
bull_data1 = TradeDataHolder.objects.get(buy_order_client_id=self.bull1["bull_buy_order_client_id"])
bear_data1 = TradeDataHolder.objects.get(buy_order_client_id=self.bear1["bear_buy_order_client_id"])
bull_data2 = TradeDataHolder.objects.get(buy_order_client_id=self.bull2["bull_buy_order_client_id"])
bear_data2 = TradeDataHolder.objects.get(buy_order_client_id=self.bear2["bear_buy_order_client_id"])
bull_data3 = TradeDataHolder.objects.get(buy_order_client_id=self.bull3["bull_buy_order_client_id"])
bear_data3 = TradeDataHolder.objects.get(buy_order_client_id=self.bear3["bear_buy_order_client_id"])
self.assertEqual(bear_data1.isValid(),True)
self.assertEqual(bull_data1.isValid(),True)
self.assertEqual(bear_data2.isValid(),True)
self.assertEqual(bull_data2.isValid(),True)
self.assertEqual(bear_data3.isValid(),True)
self.assertEqual(bull_data3.isValid(),True)
def setUpTestData(self):
displayOutput(str="Setting up {0}".format(self.testname))
alpacaBrokerage = BrokerageInformation.objects.create(
brokerage_type='Alpaca',
name='Alpaca Brokerage',
website='https://alpaca.markets/')
alpacaPortfolio = Portfolio.objects.create(
name='Alpaca Portfolio',
initial_cash_funds=100000,
current_cash_funds=100000,
brokerage_id=alpacaBrokerage.id,
max_robot_fraction=.10,
cash_position_update_policy='immediate',
description='Alpaca Portfolio description')
nasdaq = RobotEquitySymbols.objects.create(name='Nasdaq',
symbol=self.etf,
bullishSymbol=self.bullish,
bearishSymbol=self.bearish)
now = datetime.datetime.now(getTimeZoneInfo())
strategy = EquityStrategy.objects.create(
name='My Best Equity Strategy So Far',
description='This is just a test',
creation_date=now,
modify_date=now,
strategy_class='Bullish Bearish Pair',
strategy_category='Babadjou',
visibility=False,
minimum_entries_before_trading=2,
trade_only_after_fully_loaded=False,
manual_asset_composition_policy=True,
automatic_generation_client_order_id=True)
self.entry_id = strategy.pk
acquisition = AcquisitionPolicy.objects.create(
strategy=strategy,
acquisition_time_proximity=False,
min_time_between_purchases=60,
and_or_1='AND',
acquisition_volume_proximity=False,
min_volume_between_purchases='15M',
volume_fraction_to_average=3,
and_or_2='AND',
acquisition_price_proximity=True,
acquisition_price_factor='Bull',
bear_acquisition_volatility_factor='.01',
number_or_percentage='Stock Price by Number',
proximity_calculation_automatic=True,
bull_acquisition_volatility_factor='.10',
simultaneous_bull_bear_acquisitions=True)
self.acq_entry = acquisition.pk
disposition = DispositionPolicy.objects.create(
strategy=strategy,
in_transition_profit_policy=True,
in_transition_profit_target_ratio='.15',
completion_profit_policy=True,
completion_complete_target_ratio='.40',
in_transition_asset_composition='2Bull x 1Bear',
in_transition_entry_strategy='bestbull_and_worstbear')
self.disposition_id = disposition.pk
robot = ETFAndReversePairRobot.objects.create(
name=self.base_name,
description=self.description,
portfolio=alpacaPortfolio,
strategy=strategy,
symbols=nasdaq,
enabled=True,
owner=None,
visibility=True,
version='1.0.0',
max_hold_time='14',
minimum_hold_time='1',
hold_time_includes_holiday=True,
sell_remaining_before_buy=False,
liquidate_on_next_opportunity=False,
internal_name=self.internal_name,
max_roundtrips=self.max_roundtrips,
cost_basis_per_roundtrip=self.cost_basis_per_roundtrip,
profit_target_per_roundtrip=self.profit_basis_per_roundtrip)
self.robot_id = robot.pk
sentiment = EquityAndMarketSentiment.objects.create(
pair_robot=robot,
influences_acquisition=True,
circuit_breaker=False,
sentiment_feed='Automatic')
self.sentiment_id = sentiment.pk
self.budget_management = RobotBudgetManagement.objects.create(
pair_robot=robot,
max_budget_per_purchase_number=self.cost_basis_per_roundtrip,
use_percentage_or_fixed_value='Number')
activities = RobotActivityWindow.objects.create(
pair_robot=robot,
trade_before_open=True,
trade_after_close=False,
trade_during_extended_opening_hours=False,
offset_after_open='0',
offset_before_close='0',
blackout_midday_from='10:00am',
blackout_midday_time_interval='0')
def setUpTestData(self):
displayOutput("Setting up Test: {}".format(self.test_name))
today = datetime.now(getTimeZoneInfo())
class RobotActivityClassTestCase(TestCase):
today = datetime.now(getTimeZoneInfo())
#This section is intentionally blank
test_name = 'RobotActivityClassBasicTestCase'
@classmethod
def setUpTestData(self):
#Parameters to validate: regular market, market closed, pre-market, post-market, extended pre market, trade all markets combined,
# Midday Black out. With pre-market, with post market, with extended, combined all
displayOutput(str=" Setting up Tests for {}".format(self.test_name))
#
# Typical trading day !!!
#
def testActivity1TypicalTradingDayTest(self):
tm = RobotActivityWindow.objects.create(trade_before_open=False,trade_after_close=False,trade_during_extended_opening_hours=False,
offset_after_open='0',offset_before_close='0',blackout_midday_from='10:00am',blackout_midday_time_interval='0')
win1=tm.pk
a1 = RobotActivityWindow.objects.get(id=win1)
bt = datetime(year=2020, month=10, day=1,hour=9,minute=30,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(a1.canTradeNow(current_time = bt),True) #Opening
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-5,minutes=-30)),False) #3:00am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-3)),False) #6:30am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-2,minutes=-15)),False) #7:15am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=-2)),False) #9:28
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=2)),True) #9:31
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=5,minutes=2)),True) #14:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=7)),False) #16:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=8,minutes=2)),False) #17:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=9,minutes=2)),False) #19:32
#
# Trading day with pre-Market Enabled !!!
#
def testActivity1TradingDayWithPremarketTest(self):
tm = RobotActivityWindow.objects.create(trade_before_open=True,trade_after_close=False,trade_during_extended_opening_hours=False,
offset_after_open='0',offset_before_close='0',blackout_midday_from='10:00am',blackout_midday_time_interval='0')
win1=tm.pk
a1 = RobotActivityWindow.objects.get(id=win1)
bt = datetime(year=2020, month=10, day=2,hour=9,minute=30,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(a1.canTradeNow(current_time = bt),True) #Opening
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-5,minutes=-30)),False) #3:00am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-3)),False) #6:30am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-2,minutes=-15)),True) #7:15am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=-2)),True) #9:28
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=2)),True) #9:31
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=5,minutes=2)),True) #14:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=7)),False) #16:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=8,minutes=2)),False) #17:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=9,minutes=2)),False) #19:32
#
# Trading day with After Market Closed Enabled !!!
#
def testTradingDayAfterMarketClosedTest(self):
tm = RobotActivityWindow.objects.create(trade_before_open=False,trade_after_close=True,trade_during_extended_opening_hours=False,
offset_after_open='0',offset_before_close='0',blackout_midday_from='10:00am',blackout_midday_time_interval='0')
win1=tm.pk
a1 = RobotActivityWindow.objects.get(id=win1)
bt = datetime(year=2020, month=10, day=2,hour=9,minute=30,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(a1.canTradeNow(current_time = bt),True) #Opening
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-5,minutes=-30)),False) #3:00am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-3)),False) #6:30am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-2,minutes=-15)),False) #7:15am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=-2)),False) #9:28
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=2)),True) #9:31
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=5,minutes=2)),True) #14:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=7)),True) #16:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=8,minutes=2)),True) #17:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=10,minutes=2)),False) #19:32
#
# Trading day with After Market Closed Enabled !!!
# 4:00 - 7:00am
#
def testTradingDayExtendedPreMarketOpen(self):
tm = RobotActivityWindow.objects.create(trade_before_open=False,trade_after_close=False,trade_during_extended_opening_hours=True,
offset_after_open='0',offset_before_close='0',blackout_midday_from='10:00am',blackout_midday_time_interval='0')
win1=tm.pk
a1 = RobotActivityWindow.objects.get(id=win1)
bt = datetime(year=2020, month=10, day=6,hour=9,minute=30,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(a1.canTradeNow(current_time = bt),True) #Opening
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-5,minutes=-30)),True) #4:00am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-3)),True) #6:30am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-2,minutes=-15)),False) #7:15am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=-2)),False) #9:28
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=2)),True) #9:31
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=5,minutes=2)),True) #14:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=7)),False) #16:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=8,minutes=2)),False) #17:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=10,minutes=2)),False) #19:32
#
# I only want to trade 30 minutes after open of the Market
# 9:30 - 10:00am is blocked
#
def testTradingDayWithOffsetAfterOpenTest(self):
tm = RobotActivityWindow.objects.create(trade_before_open=False,trade_after_close=False,trade_during_extended_opening_hours=False,
offset_after_open='30',offset_before_close='0',blackout_midday_from='10:00am',blackout_midday_time_interval='0')
win1=tm.pk
a1 = RobotActivityWindow.objects.get(id=win1)
bt = datetime(year=2020, month=10, day=6,hour=9,minute=30,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(a1.canTradeNow(current_time = bt),False) #9:30Opening
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-5,minutes=-30)),False) #4:00am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-3)),False) #6:30am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-2,minutes=-15)),False) #7:15am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=-2)),False) #9:28
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=2)),False) #9:31
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=5,minutes=2)),True) #14:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=7)),False) #16:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=8,minutes=2)),False) #17:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=10,minutes=2)),False) #19:32
#
# I don't want to trade between 3:30 - 4:00pm of the Market
#
#
def testTradingDayWithOffsetBeforeClose(self):
tm = RobotActivityWindow.objects.create(trade_before_open=False,trade_after_close=False,trade_during_extended_opening_hours=False,
offset_after_open='0',offset_before_close='30',blackout_midday_from='10:00am',blackout_midday_time_interval='0')
win1=tm.pk
a1 = RobotActivityWindow.objects.get(id=win1)
bt = datetime(year=2020, month=10, day=6,hour=9,minute=30,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(a1.canTradeNow(current_time = bt),True) #9:30Opening
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-5,minutes=-30)),False) #4:00am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-3)),False) #6:30am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-2,minutes=-15)),False) #7:15am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=-2)),False) #9:28
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=2)),True) #9:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=5,minutes=2)),True) #14:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=6)),False) #15:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=7)),False) #16:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=8,minutes=2)),False) #17:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=10,minutes=2)),False) #19:32
#
# I don't want to trade between 10am - 10:30am of the Market
#
def testTradingWithMiddayBlackoutTest(self):
tm = RobotActivityWindow.objects.create(trade_before_open=False,trade_after_close=False,trade_during_extended_opening_hours=False,
offset_after_open='0',offset_before_close='0',blackout_midday_from='10:00am',blackout_midday_time_interval='30')
win1=tm.pk
a1 = RobotActivityWindow.objects.get(id=win1)
bt = datetime(year=2020, month=10, day=7,hour=9,minute=30,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(a1.canTradeNow(current_time = bt),True) #9:30Opening
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-5,minutes=-30)),False) #4:00am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-3)),False) #6:30am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-2,minutes=-15)),False) #7:15am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=-2)),False) #9:28
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=2)),True) #9:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=35)),False) #10:35
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=5,minutes=2)),True) #14:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=6)),True) #15:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=7)),False) #16:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=8,minutes=2)),False) #17:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=10,minutes=2)),False) #19:32
#
# Various Combinations 1
#
def testTradingWithVariousCombinations1Test(self):
tm = RobotActivityWindow.objects.create(trade_before_open=True,trade_after_close=True,trade_during_extended_opening_hours=False,
offset_after_open='45',offset_before_close='15',blackout_midday_from='11:00am',blackout_midday_time_interval='45')
win1=tm.pk
a1 = RobotActivityWindow.objects.get(id=win1)
bt = datetime(year=2020, month=10, day=7,hour=9,minute=30,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(a1.canTradeNow(current_time = bt),False) #9:30Opening
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-5,minutes=-30)),False) #4:00am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-3)),False) #6:30am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-2,minutes=-15)),True) #7:15am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=-2)),True) #9:28
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=2)),False) #9:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=35)),False) #10:05
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=5,minutes=2)),True) #14:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=6)),True) #15:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=7)),True) #16:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=8,minutes=2)),True) #17:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=10,minutes=2)),False) #19:32
#
# Various Combinations 2
#
def testTradingWithVariousCombinations2Test(self):
tm = RobotActivityWindow.objects.create(trade_before_open=False,trade_after_close=True,trade_during_extended_opening_hours=True,
offset_after_open='30',offset_before_close='15',blackout_midday_from='11:00am',blackout_midday_time_interval='45')
win1=tm.pk
a1 = RobotActivityWindow.objects.get(id=win1)
bt = datetime(year=2020, month=10, day=7,hour=9,minute=30,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(a1.canTradeNow(current_time = bt),False) #9:30Opening
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-5,minutes=-30)),True) #4:00am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-3)),True) #6:30am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-2,minutes=-15)),False) #7:15am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=-2)),False) #9:28
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=2)),False) #9:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=35)),True) #10:05
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=5,minutes=2)),True) #14:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=6,minutes=18)),False) #15:48
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=7)),True) #16:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=8,minutes=2)),True) #17:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=10,minutes=2)),False) #19:32
#
# Various Combinations 3
#
def testTradingWithVariousCombinations3Test(self):
tm = RobotActivityWindow.objects.create(trade_before_open=True,trade_after_close=True,trade_during_extended_opening_hours=True,
offset_after_open='0',offset_before_close='0',blackout_midday_from='11:00am',blackout_midday_time_interval='0')
win1=tm.pk
a1 = RobotActivityWindow.objects.get(id=win1)
bt = datetime(year=2020, month=10, day=7,hour=9,minute=30,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(a1.canTradeNow(current_time = bt),True) #9:30Opening
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-5,minutes=-30)),True) #4:00am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-3)),True) #6:30am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=-2,minutes=-15)),True) #7:15am
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=-2)),True) #9:28
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=2)),True) #9:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(minutes=35)),True) #10:35
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=5,minutes=2)),True) #14:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=6)),True) #15:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=7)),True) #16:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=8,minutes=2)),True) #17:32
self.assertEqual(a1.canTradeNow(current_time = bt + timedelta(hours=10,minutes=2)),False) #19:32
def testOnValidBusinessDateMorning(self):
#
# 3.00 AM
#
candidate = datetime(year=2020, month=10, day=2,hour=3,minute=0,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 4.00 PM
#
candidate = datetime(year=2020, month=10, day=2,hour=4,minute=0,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 5.01 PM
#
candidate = datetime(year=2020, month=10, day=2,hour=5,minute=0,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 6.01 PM
#
candidate = datetime(year=2020, month=10, day=2,hour=6,minute=0,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 7.01 AM
#
candidate = datetime(year=2020, month=10, day=2,hour=7,minute=1,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),True)
#
# 8.29 AM
#
candidate = datetime(year=2020, month=10, day=2,hour=8,minute=29,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),True)
#
# 9.31 AM
#
candidate = datetime(year=2020, month=10, day=2,hour=9,minute=31,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 10.31 AM
#
candidate = datetime(year=2020, month=10, day=2,hour=10,minute=31,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 11.35 AM
#
candidate = datetime(year=2020, month=10, day=2,hour=11,minute=35,second=1,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
def testValidBusinessDateAfternoon(self):
#
# 12.00 PM
#
candidate = datetime(year=2020, month=10, day=2,hour=12,minute=0,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 13.00 PM
#
candidate = datetime(year=2020, month=10, day=2,hour=13,minute=0,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 14.20 PM
#
candidate = datetime(year=2020, month=10, day=2,hour=14,minute=20,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 15.39 PM
#
candidate = datetime(year=2020, month=10, day=2,hour=15,minute=39,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 16.42 PM
#
candidate = datetime(year=2020, month=10, day=2,hour=16,minute=42,second=10,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 17.39 PM
#
candidate = datetime(year=2020, month=10, day=2,hour=17,minute=39,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
#
# 18.39 PM
#
candidate = datetime(year=2020, month=10, day=2,hour=18,minute=39,second=0,tzinfo=getTimeZoneInfo())
self.assertEqual(MarketBusinessHours.isOpen(current_date=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinAfterMarketHours(current_time=candidate),True)
self.assertEqual(MarketBusinessHours.isWithinExtendedPreMarketHours(current_time=candidate),False)
self.assertEqual(MarketBusinessHours.isWithinPreMarketHours(current_time=candidate),False)
class InvalidScenariosTestCase(TestCase):
testname="InvalidScenariosTestCase"
buy_date = datetime.datetime.now(getTimeZoneInfo())
bull_json_empty_symbol ='{"symbol":"","price":126,"qty":10,"bull_buy_order_client_id":"a_buy_TQQQ"}'
bear_json_empty_symbol ='{"symbol":"","price":5.5,"qty":170,"bear_buy_order_client_id":"a_buy_SQQQ"}'
bull_empty = json.loads(bull_json_empty_symbol)
bear_empty = json.loads(bear_json_empty_symbol)
bull_json_bad_price ='{"symbol":"TQQQ","price":0,"qty":10,"bull_buy_order_client_id":"a_buy_TQQQ"}'
bear_json_bad_price ='{"symbol":"SQQQ","price":0,"qty":170,"bear_buy_order_client_id":"a_buy_SQQQ"}'
bull_b_p = json.loads(bull_json_bad_price)
bear_b_p = json.loads(bull_json_bad_price)
bull_json_negative_price ='{"symbol":"TQQQ","price":-1,"qty":10,"bull_buy_order_client_id":"a_buy_TQQQ"}'
bear_json_negative_price ='{"symbol":"SQQQ","price":-5,"qty":170,"bear_buy_order_client_id":"a_buy_SQQQ"}'
bull_n_p = json.loads(bull_json_negative_price)
bear_n_p = json.loads(bear_json_negative_price)
bull_json_invalid_quantity ='{"symbol":"TQQQ","price":120,"qty":0,"bull_buy_order_client_id":"a_buy_TQQQ"}'
bear_json_invalid_quantity ='{"symbol":"SQQQ","price":6,"qty":0,"bear_buy_order_client_id":"a_buy_SQQQ"}'
bull_i_q = json.loads(bull_json_invalid_quantity)
bear_i_q = json.loads(bull_json_invalid_quantity)
bull_json_invalid_cID ='{"symbol":"TQQQ","price":120,"qty":10,"bull_buy_order_client_id":"b_"}'
bear_json_invalid_cID ='{"symbol":"SQQQ","price":6,"qty":170,"bear_buy_order_client_id":"bb_"}'
bull_i_cID = json.loads(bull_json_invalid_cID)
bear_i_cID = json.loads(bear_json_invalid_cID)
@classmethod
def setUpTestData(self):
if shouldUsePrint():
print("Setting up {0}".format(self.testname))
#@unittest.skip("Taking a break now")
def testEmptySymbol(self):
try:
TradeDataHolder.recordAcquisitionTransaction(robot=None,bullish=self.bull_empty,bearish=self.bear_empty)
except InvalidTradeDataHolderException:
self.assertEqual(True,True)
else:
self.assertEqual(False,True)
#@unittest.skip("Taking a break now")
def testBadPrice(self):
try:
TradeDataHolder.recordAcquisitionTransaction(robot=None,bullish=self.bull_b_p,bearish=self.bear_b_p)
except InvalidTradeDataHolderException:
self.assertEqual(True,True)
else:
self.assertEqual(False,True)
#@unittest.skip("Taking a break now")
def testNegativePrice(self):
try:
TradeDataHolder.recordAcquisitionTransaction(robot=None,bullish=self.bull_n_p,bearish=self.bear_n_p)
except InvalidTradeDataHolderException:
self.assertEqual(True,True)
else:
self.assertEqual(False,True)
#@unittest.skip("Taking a break now")
def testInvalidQuantity(self):
try:
TradeDataHolder.recordAcquisitionTransaction(robot=None,bullish=self.bull_i_q,bearish=self.bear_i_q)
except InvalidTradeDataHolderException:
self.assertEqual(True,True)
else:
self.assertEqual(False,True)
#@unittest.skip("Taking a break now")
def testInvalidClientID(self):
try:
TradeDataHolder.recordAcquisitionTransaction(robot=None,bullish=self.bull_i_cID,bearish=self.bear_i_cID)
except InvalidTradeDataHolderException:
self.assertEqual(True,True)
else:
self.assertEqual(False,True)
def testTimezoneAwareDatesTest(self):
now = datetime.datetime.now(getTimeZoneInfo())
def getPrice(symbol):
now=datetime.now(getTimeZoneInfo())
data_q = EquityTradingData.objects.filter(symbol=symbol)
daily_most_recent = data_q.filter(trade_datetime__date=date(now.year,now.month,now.day)).order_by('-trade_datetime')
return daily_most_recent[0].price
def getDailyAverage(symbol):
now=datetime.now(getTimeZoneInfo())
data_q = EquityTradingData.objects.filter(symbol=symbol)
daily_average = data_q.filter(trade_datetime__date=date(now.year,now.month,now.day)).aggregate(average=Avg('price'))
return 0 if daily_average['average'] == None else daily_average['average']
def getDailyLow(symbol):
now=datetime.now(getTimeZoneInfo())
data_q = EquityTradingData.objects.filter(symbol=symbol)
daily_low = data_q.filter(trade_datetime__date=date(now.year,now.month,now.day)).aggregate(lowest=Min('price'))
return 0 if daily_low['lowest'] == None else daily_low['lowest']
