Exemplos de mock_instrument em Python

Exemplo n.º 1

 def test_get_tick_size(self):
     self.assertEqual(self.base_data_source.get_tick_size(mock_instrument(exchange="XSHE")), 0.01)
     self.assertEqual(self.base_data_source.get_tick_size(mock_instrument(_type="ETF")), 0.001)
     self.assertEqual(self.base_data_source.get_tick_size(mock_instrument(_type="INDX")), 0.01)
     self.assertEqual(self.base_data_source.get_tick_size(
         mock_instrument(_type="Future", underlying_symbol="SM")
     ), 2)
     with self.assertRaises(RuntimeError):
         self.base_data_source.get_tick_size(mock_instrument(_type="Bond"))

Exemplo n.º 2

Arquivo: test_base_data_source.py Projeto: ricequant/rqalpha

 def test_get_tick_size(self):
     self.assertEqual(self.base_data_source.get_tick_size(mock_instrument(exchange="XSHE")), 0.01)
     self.assertEqual(self.base_data_source.get_tick_size(mock_instrument(_type="FenjiA")), 0.001)
     self.assertEqual(self.base_data_source.get_tick_size(mock_instrument(_type="INDX")), 0.01)
     self.assertEqual(self.base_data_source.get_tick_size(
         mock_instrument(_type="Future", underlying_symbol="SM")
     ), 2)
     with self.assertRaises(RuntimeError):
         self.base_data_source.get_tick_size(mock_instrument(_type=None))

Exemplo n.º 3

 def test_get_tick_size(self):
     with self.mock_env_get_last_price(return_value=0.03):
         self.assertEqual(
             self.base_data_source.get_tick_size(
                 mock_instrument(exchange="XHKG")), 0.001)
     with self.mock_env_get_last_price(return_value=50):
         self.assertEqual(
             self.base_data_source.get_tick_size(
                 mock_instrument(exchange="XHKG")), 0.05)
     with self.mock_env_get_last_price(return_value=9999):
         self.assertEqual(
             self.base_data_source.get_tick_size(
                 mock_instrument(exchange="XHKG")), 5)
     self.assertEqual(
         self.base_data_source.get_tick_size(
             mock_instrument(exchange="XSHE")), 0.01)
     self.assertEqual(
         self.base_data_source.get_tick_size(
             mock_instrument(_type="FenjiA")), 0.001)
     self.assertEqual(
         self.base_data_source.get_tick_size(mock_instrument(_type="INDX")),
         0.01)
     self.assertEqual(
         self.base_data_source.get_tick_size(
             mock_instrument(_type="Future", underlying_symbol="SM")), 2)
     with self.assertRaises(RuntimeError):
         self.base_data_source.get_tick_size(mock_instrument(_type=None))

Exemplo n.º 4

Arquivo: test_benchmark_account.py Projeto: zz111111/rqalpha

    def test_on_tick(self):
        from rqalpha.events import EVENT, Event

        self.assertEqual(self.benchmark_account.total_value, self.benchmark_account_total_cash)
        self.assertEqual(len(self.benchmark_account.positions), 0)

        mock_event = Event(EVENT.TICK, tick=mock_tick(mock_instrument(self.benchmark), last=3000))

        self.env.event_bus.publish_event(mock_event)

        self.assertAlmostEqual(self.benchmark_account.positions[self.benchmark].quantity, 4000 / 3000)
        self.env.event_bus.publish_event(mock_event)
        self.assertAlmostEqual(self.benchmark_account.positions[self.benchmark].quantity, 4000 / 3000)

Exemplo n.º 5

Arquivo: test_benchmark_account.py Projeto: zz111111/rqalpha

    def test_on_bar(self):
        from rqalpha.events import EVENT, Event

        self.assertEqual(self.benchmark_account.total_value, self.benchmark_account_total_cash)
        self.assertEqual(len(self.benchmark_account.positions), 0)

        mock_event = Event(EVENT.PRE_BAR, bar_dict={
            self.benchmark: mock_bar(
                mock_instrument(self.benchmark), close=3000
            )
        })

        self.env.event_bus.publish_event(mock_event)

        self.assertAlmostEqual(self.benchmark_account.positions[self.benchmark].quantity, 4000 / 3000)
        self.env.event_bus.publish_event(mock_event)
        self.assertAlmostEqual(self.benchmark_account.positions[self.benchmark].quantity, 4000 / 3000)