def test_convert_to(data):
if abs(data) < Decimal('1e16'):
number = convert_to.decimal(data)
assert number == Decimal.from_float(data).quantize(Decimal('1e-8'))
else:
with pytest.raises(InvalidOperation):
convert_to.decimal(data)
def test_convert_to(data):
if abs(data) < Decimal('1e18'):
number = convert_to.decimal(data)
assert number - Decimal.from_float(data).quantize(
Decimal('0e-9')) < Decimal("1e-8")
elif abs(data) < Decimal('1e33'):
with pytest.raises(InvalidOperation):
convert_to.decimal(data)
else:
with pytest.raises(Overflow):
convert_to.decimal(data)
def test_fiat(fresh_env):
env = fresh_env
with pytest.raises(AssertionError):
env.fiat = "USDT"
env.add_pairs("USDT_BTC")
env.fiat = "USDT"
# assert env.fiat == Decimal('0.00000000')
with pytest.raises(KeyError):
env.fiat
env.fiat = 0
assert env.fiat == Decimal('0.00000000')
for i in range(10):
env.fiat = i
assert env.fiat == Decimal(i)
value = np.random.rand() * i
env.fiat = value
assert env.fiat == convert_to.decimal(value)
timestamp = env.timestamp
env.fiat = {"USDT": 10, 'timestamp': timestamp}
assert env.portfolio_df.get_value(timestamp, "USDT") == 10
def test_simulate_trade(self, action):
# Normalize action vector
action = array_normalize(action, False)
assert action.sum() - Decimal('1.00000000') < Decimal(
'1E-8'), action.sum() - Decimal('1.00000000')
# Get timestamp
timestamp = self.env.obs_df.index[-1]
# Call method
self.env.simulate_trade(action, timestamp)
# Assert position
for i, symbol in enumerate(self.env.symbols):
assert self.env.action_df.get_value(
timestamp, symbol) - convert_to.decimal(
action[i]) <= Decimal('1E-8')
# Assert amount
for i, symbol in enumerate(self.env.symbols):
if symbol not in self.env._fiat:
assert self.env.portfolio_df.get_value(self.env.portfolio_df[symbol].last_valid_index(), symbol) - \
self.env.action_df.get_value(timestamp, symbol) * self.env.calc_total_portval(timestamp) / \
self.env.get_open_price(symbol, timestamp) <= convert_to.decimal('1E-4')
def test_balance(fresh_env):
env = fresh_env
env.add_pairs("USDT_BTC", "USDT_ETH")
env.fiat = "USDT"
with pytest.raises(AssertionError):
env.balance = []
env.balance = 0
env.balance = '0'
env.balance = env.get_balance()
for symbol, value in env.balance.items():
assert value == convert_to.decimal(env.balance[symbol])
assert symbol in env.symbols
assert env._fiat not in env.crypto.keys()
def test_crypto(fresh_env):
env = fresh_env
env.add_pairs("USDT_BTC")
env.fiat = "USDT"
with pytest.raises(AssertionError):
env.crypto = []
env.crypto = 0
env.crypto = '0'
balance = env.get_balance()
env.crypto = balance
for symbol, value in env.crypto.items():
assert value == convert_to.decimal(balance[symbol])
assert symbol in env.symbols
assert env._fiat not in env.crypto
timestamp = env.timestamp
env.crypto = {"BTC": 10, 'timestamp': timestamp}
assert env.portfolio_df.get_value(timestamp, "BTC") == Decimal('10')