def test_process_current_orders_with_default_sep(self):
mock_log_control = mock.Mock()
mock_add_market = mock.Mock()
market_book = mock.Mock()
markets = Markets()
market = Market(
flumine=mock.Mock(), market_id="market_id", market_book=market_book
)
markets.add_market("market_id", market)
strategies = Strategies()
cheap_hash = create_cheap_hash("strategy_name", 13)
trade = mock.Mock(market_id="market_id")
trade.strategy.name_hash = cheap_hash
current_order = mock.Mock(
customer_order_ref=f"{cheap_hash}I123", market_id="market_id", bet_id=None
)
betfair_order = BetfairOrder(trade=trade, side="BACK", order_type=mock.Mock())
betfair_order.id = "123"
market.blotter = {"123": betfair_order}
event = mock.Mock(event=[mock.Mock(orders=[current_order])])
process.process_current_orders(
markets=markets,
strategies=strategies,
event=event,
log_control=mock_log_control,
add_market=mock_add_market,
)
self.assertEqual(current_order, betfair_order.responses.current_order)
def setUp(self) -> None:
self.mock_flumine = mock.Mock()
self.mock_market_book = mock.Mock()
self.mock_market_catalogue = mock.Mock()
self.market = Market(
self.mock_flumine,
"1.234",
self.mock_market_book,
self.mock_market_catalogue,
)
def test_create_order_from_current(self):
mock_add_market = mock.Mock()
market_book = mock.Mock()
mock_client = mock.Mock()
markets = Markets()
market = Market(flumine=mock.Mock(),
market_id="market_id",
market_book=market_book)
markets.add_market("market_id", market)
cheap_hash = create_cheap_hash("strategy_name", 13)
strategy = mock.Mock(name_hash=cheap_hash)
strategies = Strategies()
strategies(strategy=strategy, clients=mock.Mock())
current_order = mock.Mock(
customer_order_ref=f"{cheap_hash}I123",
market_id="market_id",
bet_id=None,
selection_id="selection_id",
handicap="handicap",
order_type="LIMIT",
price_size=PriceSize(price=10.0, size=2.0),
persistence_type="LAPSE",
)
new_order = process.create_order_from_current(
markets=markets,
strategies=strategies,
current_order=current_order,
add_market=mock_add_market,
client=mock_client,
)
self.assertEqual(market.blotter["123"], new_order)
self.assertEqual(new_order.market_id, "market_id")
self.assertEqual(new_order.selection_id, "selection_id")
self.assertEqual(new_order.handicap, "handicap")
self.assertEqual(new_order.order_type.ORDER_TYPE, OrderTypes.LIMIT)
self.assertEqual(new_order.order_type.size, 2.0)
self.assertEqual(new_order.order_type.price, 10.0)
self.assertEqual(new_order.client, mock_client)
def test_process_current_orders_with_default_sep(
self, mock_process_current_order):
mock_log_control = mock.Mock()
mock_add_market = mock.Mock()
market_book = mock.Mock()
markets = Markets()
market = Market(flumine=mock.Mock(),
market_id="market_id",
market_book=market_book)
markets.add_market("market_id", market)
strategies = Strategies()
cheap_hash = create_cheap_hash("strategy_name", 13)
trade = mock.Mock(market_id="market_id")
trade.strategy.name_hash = cheap_hash
current_order = mock.Mock(customer_order_ref=f"{cheap_hash}I123",
market_id="market_id",
bet_id=None)
betfair_order = BetfairOrder(trade=trade,
side="BACK",
order_type=mock.Mock())
betfair_order.id = "123"
betfair_order.complete = True
market.blotter["123"] = betfair_order
event = mock.Mock(event=[mock.Mock(orders=[current_order])])
process.process_current_orders(
markets=markets,
strategies=strategies,
event=event,
log_control=mock_log_control,
add_market=mock_add_market,
)
mock_process_current_order.assert_called_with(betfair_order,
current_order,
mock_log_control)
self.assertEqual(market.blotter._live_orders, [])