def test_context_load_statistic_error() -> None:
settings = Setting()
settings.STATISTIC = MagicMock # type:ignore
context = Context(settings)
with pytest.raises(SettingError):
context.load_statistic()
def test_context_load_strategy_error() -> None:
settings = Setting()
settings.STRATEGY = MagicMock() # type:ignore
context = Context(settings)
with pytest.raises(SettingError):
context.load_strategy()
def test_context_load_trade_counter_error() -> None:
settings = Setting()
settings.TRADE_COUNTER = MagicMock() # type:ignore
context = Context(settings)
context.load_statistic()
with pytest.raises(SettingError):
context.load_trade_counter()
def test_runner(tem_data_dir: str) -> None:
settings = Setting()
custom_settings = {
"STRATEGY": TestStrategy,
"START_TIME": utc_datetime(2018, 1, 1),
"END_TIME": utc_datetime(2018, 2, 1),
"RUN_TYPE": RUN_TYPE.BACKTEST,
"FREQUENCY": "1m",
"DATA_DIR": tem_data_dir,
"EXCHANGE": {
"bitmex": {
'engine': 'monkq.exchange.bitmex',
"IS_TEST": True,
"API_KEY": '',
"API_SECRET": '',
"START_WALLET_BALANCE": 100000
}
},
"REPORT_FILE": os.path.join(tem_data_dir, 'result.pkl')
}
settings.__dict__.update(custom_settings)
with over_written_settings(settings, **custom_settings):
runner = Runner(settings)
runner.run()
def test_settings_default_value() -> None:
with tempfile.TemporaryDirectory() as temp:
name = random_string(6)
with change_default_module_settings('{}_settings'.format(name)):
sys.path.insert(0, temp)
setting = Setting()
sys.path.pop(0)
assert setting.FREQUENCY == FREQUENCY # type:ignore
def test_settings() -> None:
with tempfile.TemporaryDirectory() as temp:
name = random_string(6)
with change_default_module_settings('{}_settings'.format(name)):
with open(os.path.join(temp, '{}_settings.py'.format(name)),
'w') as f:
f.write(setting_content)
sys.path.insert(0, temp)
setting = Setting()
sys.path.pop(0)
assert setting.A == 123 # type: ignore
assert setting.B == 321 # type: ignore
def test_context_load_default() -> None:
with patch("monkq.exchange.bitmex.exchange.BitmexDataloader"):
settings = Setting()
context = Context(settings)
context.setup_context()
assert isinstance(context.strategy, BaseStrategy)
assert isinstance(context.trade_counter, TradeCounter)
assert isinstance(context.stat, Statistic)
assert isinstance(context.accounts['bitmex_account'], FutureAccount)
assert isinstance(context.exchanges['bitmex'], BitmexSimulateExchange)
def test_context_custom_setting() -> None:
with patch("monkq.exchange.bitmex.exchange.BitmexDataloader"):
settings = Setting()
settings.STRATEGY = TestStrategy # type:ignore
settings.TRADE_COUNTER = TestTradeCounter # type:ignore
settings.STATISTIC = TestStatistic # type:ignore
settings.ACCOUNTS[0]['ACCOUNT_MODEL'] = TestAccount # type:ignore
settings.EXCHANGES['bitmex']['ENGINE'] = TestExchange # type:ignore
context = Context(settings)
context.setup_context()
assert isinstance(context.strategy, TestStrategy)
assert isinstance(context.trade_counter, TestTradeCounter)
assert isinstance(context.stat, TestStatistic)
assert isinstance(context.accounts, dict)
assert isinstance(context.exchanges, dict)
def settings() -> Generator[Setting, None, None]:
yield Setting()