class TestSubjectGetWithDefault(TestCase):
def setUp(self):
self.subject = Subject(
(
("AssetClass", "Future"),
("Exchange", "BMF"),
("Level", "1"),
("Source", "Reuters"),
("Symbol", "DDIF6"),
)
)
def test_first_component_value(self):
self.assertEqual(self.subject.get("AssetClass", "DEFAULT"), "Future")
def test_level(self):
self.assertEqual(self.subject.get("Level", "DEFAULT"), "1")
def test_exchange(self):
self.assertEqual(self.subject.get("Exchange", "DEFAULT"), "BMF")
def test_last_component_value(self):
self.assertEqual(self.subject.get("Symbol", "DEFAULT"), "DDIF6")
def test_missing_component_returns_None(self):
self.assertEqual(self.subject.get("Quantity", "DEFAULT"), "DEFAULT")
def setUp(self):
self.subject = Subject(
(
("AssetClass", "Future"),
("Exchange", "BMF"),
("Level", "1"),
("Source", "Reuters"),
("Symbol", "DDIF6"),
)
)
def test_parsed_subject(self):
subject = Subject.parse_string(
"AssetClass=Fx,Currency=GBP,Quantity=10000.00,Symbol=GBPJPY"
)
self.assertEqual(len(subject), 4)
self.assertEqual(subject["AssetClass"], "Fx")
self.assertEqual(subject["Symbol"], "GBPJPY")
def setUp(self):
self.component_map = {
"Level": "1",
"Exchange": "LSE",
"AssetClass": "Equity",
"Symbol": "BARC",
}
self.subject = Subject.from_dict(self.component_map)
def setUp(self):
self.subject = Subject(
(
("AssetClass", "Fx"),
("Currency", "CHF"),
("Quantity", "1000.00"),
("Symbol", "CHFUSD"),
)
)
def test_length_of_4_part_subject_is_4(self):
subject = Subject(
(
("AssetClass", "Fx"),
("Currency", "GBP"),
("Quantity", "1000.00"),
("Symbol", "GBPUSD"),
)
)
self.assertEqual(len(subject), 4)
def test_dict_conversion_with_sorting(self):
subject = Subject.from_dict(
{
"Currency": "EUR",
"Quantity": "10000.00",
"AssetClass": "Fx",
"Symbol": "EURUSD",
}
)
self.assertEqual(
str(subject), "AssetClass=Fx,Currency=EUR,Quantity=10000.00,Symbol=EURUSD"
)
def test_GBPJPY_subject_to_string(self):
subject = Subject(
(
("AssetClass", "Fx"),
("Currency", "GBP"),
("Quantity", "10000.00"),
("Symbol", "GBPJPY"),
)
)
self.assertEqual(
str(subject), "AssetClass=Fx,Currency=GBP,Quantity=10000.00,Symbol=GBPJPY"
)
def test_dict_conversion(self):
subject = Subject(
(
("AssetClass", "Fx"),
("Currency", "EUR"),
("Quantity", "10000.00"),
("Symbol", "EURUSD"),
)
)
self.assertEqual(
str(subject), "AssetClass=Fx,Currency=EUR,Quantity=10000.00,Symbol=EURUSD"
)
def test_EURUSD_subject_repr(self):
subject = Subject(
(
("AssetClass", "Fx"),
("Currency", "EUR"),
("Quantity", "10000.00"),
("Symbol", "EURUSD"),
)
)
self.assertEqual(
repr(subject),
"Subject(AssetClass=Fx,Currency=EUR,Quantity=10000.00,Symbol=EURUSD)",
)
def test_flatten(self):
self.assertListEqual(
[
"AssetClass",
"Fx",
"Currency",
"GBP",
"Quantity",
"10000.00",
"Symbol",
"GBPJPY",
],
Subject.parse_string(
"AssetClass=Fx,Currency=GBP,Quantity=10000.00,Symbol=GBPJPY"
).flatten(),
)
def test_length_of_1_part_subject_is_1(self):
subject = Subject((("Symbol", "GBPUSD"),))
self.assertEqual(len(subject), 1)
def test_subject_matches_subject_parsed_from_its_string(self):
subject2 = Subject.parse_string(str(self.subject))
self.assertTrue(self.subject == subject2)
def test_subject_does_not_matches_different_subject(self):
subject2 = Subject.parse_string(
"AssetClass=Fx,Currency=GBP,Quantity=10000.00,Symbol=GBPJPY"
)
self.assertFalse(self.subject == subject2)
def test_subject_matches_its_clone(self):
subject2 = Subject.from_dict(self.component_map)
self.assertTrue(self.subject == subject2)
from unittest import TestCase
from bidfx import Subject
from bidfx.pricing._pixie.subscription_register import SubscriptionRegister
SUBJECT1 = Subject.parse_string("Source=A,Symbol=EURGBP")
SUBJECT2 = Subject.parse_string("Source=A,Symbol=GBPAUD")
SUBJECT3 = Subject.parse_string("Source=A,Symbol=GBPUSD")
SUBJECT4 = Subject.parse_string("Source=A,Symbol=GBPNZD")
SUBJECT5 = Subject.parse_string("Source=A,Symbol=USDCAD")
class TestCurrentSubscriptionSet(TestCase):
def setUp(self):
self.register = SubscriptionRegister()
def test_zero_subscribe(self):
self.assertEqual(None, self.register.subscription_sync(),
"No change to be synced")
def test_single_subscribe(self):
self.register.subscribe(SUBJECT1)
self.assertListEqual([SUBJECT1],
self.register.subscription_sync().subjects)
def test_sequence_of_subscribes(self):
self.register.subscribe(SUBJECT1)
self.register.subscribe(SUBJECT2)
self.register.subscribe(SUBJECT3)
self.assertListEqual([SUBJECT1, SUBJECT2, SUBJECT3],
self.register.subscription_sync().subjects)
def test_parsed_subject_to_string_gives_back_equivalent_string(self):
s = "AssetClass=Fx,Currency=GBP,Quantity=10000.00,Symbol=GBPJPY"
subject = Subject.parse_string(s)
self.assertEqual(str(subject), s)
from unittest import TestCase
from bidfx import Subject
from bidfx.pricing import (
PriceEvent,
SubscriptionEvent,
SubscriptionStatus,
ProviderEvent,
ProviderStatus,
)
PROVIDER = "Pixie-3"
SUBJECT = Subject.parse_string(
"AssetClass=Fx,Currency=EUR,Quantity=10000.00,Symbol=EURUSD"
)
PRICE = {
"AskSize": "1000000.0",
"BidSize": "1000000.0",
"Ask": "1.109271",
"Bid": "1.107795",
}
class TestPriceEvent(TestCase):
def test_get_subject(self):
self.assertEqual(SUBJECT, PriceEvent(SUBJECT, PRICE, True).subject)
def test_get_price(self):
self.assertDictEqual(PRICE, PriceEvent(SUBJECT, PRICE, True).price)
def test_get_price_is_true_when_there_are_fields(self):
def test_length_of_empty_subject_is_0(self):
subject = Subject((),)
self.assertEqual(len(subject), 0)