def test_quote_of_empty(self):
data = {}
quote = WebQuikFeed._quote_of(None, data)
self.assertIsNotNone(quote.dt)
self.assertIsNone(quote.bid)
self.assertIsNone(quote.ask)
self.assertIsNone(quote.last)
self.assertIsNone(quote.last_change)
def test_quote_of(self):
data = {"bid": 1, "offer": 2, "last": 3, "lastchange": 4}
quote = WebQuikFeed._quote_of("stock1¦asset1", data)
self.assertIsNotNone(quote.dt)
self.assertEqual(Asset("stock1", "asset1"), quote.asset)
self.assertEqual(1, quote.bid)
self.assertEqual(2, quote.ask)
self.assertEqual(3, quote.last)
self.assertEqual(4, quote.last_change)
def test_ohlcv_of(self):
data = {"d": "2019-10-01 10:02:00", "o": 1, "c": 2, "h": 3, "l": 4, "v": 5}
ohlcv = WebQuikFeed._ohlcv_of("stock1¦asset1", data)
self.assertEqual(ohlcv.asset, Asset("stock1","asset1"))
self.assertEqual(ohlcv.dt, datetime(2019, 10, 1, 10, 2, 0))
self.assertEqual(ohlcv.o, 1)
self.assertEqual(ohlcv.h, 3)
self.assertEqual(ohlcv.l, 4)
self.assertEqual(ohlcv.c, 2)
self.assertEqual(ohlcv.v, 5)
def test_level2_of(self):
# Sample of level2. {'msgid': 21014, 'quotes': {'QJSIM¦SBER': {'lines': {'22806':
# {'b': 234, 's': 0, 'by': 0, 'sy': 0}, '22841': {'b': 437, 's': 0, 'by': 0, 'sy': 0},
# '22853': {'b': 60, 's': 0, 'by': 0, 'sy': 0}, '22878': {'b': 82, 's': 0, 'by': 0, 'sy': 0},
# '22886': {'b': 138, 's': 0, 'by': 0, 'sy': 0}, '22895': {'b': 1, 's': 0, 'by': 0, 'sy': 0},...
data = {1: {'b': 4, 's': 7, 'by': 0, 'sy': 0},
2: {'b': 5, 's': 8, 'by': 0, 'sy': 0},
3: {'b': 6, 's': 9, 'by': 0, 'sy': 0}}
level2 = WebQuikFeed._level2_of(datetime(2021, 7, 23, 12, 51), Asset("code1", "sec1"), data)
self.assertEqual(level2.dt, datetime(2021, 7, 23, 12, 51))
self.assertEqual(level2.asset, Asset("code1", "sec1"))
self.assertEqual([1, 2, 3], [item.price for item in level2.items])
self.assertEqual([4, 5, 6], [item.bid_vol for item in level2.items])
self.assertEqual([7, 8, 9], [item.ask_vol for item in level2.items])
def test_asset_of_onlyname(self):
asset: Asset = WebQuikFeed._asset_of("a1sset1")
self.assertIsNone(asset.class_code)
self.assertEqual("a1sset1", asset.sec_code)
def test_asset_of_2partsname(self):
asset: Asset = WebQuikFeed._asset_of("c1ode1¦a1sset1")
self.assertEqual("c1ode1", asset.class_code)
self.assertEqual("a1sset1", asset.sec_code)
def test_asset_of_3partsname(self):
asset: Asset = WebQuikFeed._asset_of("QJSIM¦SBER¦0")
self.assertEqual("QJSIM", asset.class_code)
self.assertEqual("SBER", asset.sec_code)
def test_asset_of_none(self):
asset = WebQuikFeed._asset_of(None)
self.assertIsNone(asset)
def test_asset_of_empty(self):
asset = WebQuikFeed._asset_of("")
self.assertIsNone(asset)
def test_ticker_of_empty(self):
ticker = WebQuikFeed._ticker_of(Asset("", ""))
self.assertEqual("|", ticker)
def test_ticker_of_None(self):
ticker = WebQuikFeed._ticker_of(Asset(None, None))
self.assertEqual("None|None", ticker)
def test_ticker_of_full_asset(self):
ticker = WebQuikFeed._ticker_of(Asset("class1", "sec1"))
self.assertEqual("class1|sec1", ticker)