def test_look_up_product(MockOAuthSession):
"""test_look_up_product(MockOAuthSession)
param: MockOAuthSession
type: mock.MagicMock
description: MagicMock of OAuth1Session
3 tests based on resp_format = (None,'xml')
test exception raised when resp_format is something
different from two choices
"""
response = {"symbol": "MMM", "description": "3M CO COM", "type": "EQUITY"}
XML_response = r"""<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<LookupResponse>
<Data><symbol>MMM</symbol>
<description>3M CO COM</description>
<type>EQUITY</type></Data>
</LookupResponse>"""
# Set Mock returns for resp_format=xml
MockOAuthSession().get().text = XML_response
mark = market.ETradeMarket("abc123", "xyz123", "abctoken", "xyzsecret", dev=False)
# Test Get Quote returning python dict
resp = mark.look_up_product("mmm")
assert isinstance(resp, dict)
assert MockOAuthSession().get.called
# Set Mock returns for resp_format=json
MockOAuthSession().get().json.return_value = response
mark = market.ETradeMarket("abc123", "xyz123", "abctoken", "xyzsecret", dev=False)
# Test Get Quote returning python dict
resp = mark.look_up_product("mmm", resp_format="json")
assert isinstance(resp, dict)
assert MockOAuthSession().get.called
def test_get_option_expire_date(MockOAuthSession):
"""test_get_optionexpiredate(MockOAuthSession)
param: MockOAuthSession
type: mock.MagicMock
description: MagicMock of OAuth1Session
"""
# response = [dt.date(2019, 1, 18), dt.date(2019, 1, 25)]
XML_response = (r'<?xml version="1.0" encoding="UTF-8" standalone="yes"?>'
r"<ExpirationDate></ExpirationDate>")
# Set Mock returns for resp_format=None
MockOAuthSession().get().text = XML_response
mark = market.ETradeMarket("abc123",
"xyz123",
"abctoken",
"xyzsecret",
dev=False)
resp = mark.get_option_expire_date("AAPL", resp_format="xml")
assert isinstance(resp, dict)
assert MockOAuthSession().get.called
MockOAuthSession().get().text = XML_response
mark = market.ETradeMarket("abc123",
"xyz123",
"abctoken",
"xyzsecret",
dev=True)
resp = mark.get_option_expire_date("AAPL", resp_format="xml")
assert isinstance(resp, dict)
assert MockOAuthSession().get.called
def test_get_option_chains(MockOAuthSession):
"""test_get_optionexpiredate(MockOAuthSession)
param: MockOAuthSession
type: mock.MagicMock
description: MagicMock of OAuth1Session
"""
response = {"timeStamp": 1546546266, "bid": 41.55, "OptionGreeks": {"iv": 0.6716}}
XML_response = r"""<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<OptionChainResponse><OptionPair><Call>
<timeStamp>1546546266</timeStamp><bid>41.55</bid>
<OptionGreeks><iv>0.435700</iv></OptionGreeks></Call>
</OptionPair></OptionChainResponse>
"""
# Set Mock returns for resp_format=xml
MockOAuthSession().get().text = XML_response
mark = market.ETradeMarket("abc123", "xyz123", "abctoken", "xyzsecret", dev=False)
resp = mark.get_option_chains(
"AAPL", expiry_date=dt.date(2019, 2, 15), resp_format="xml"
)
assert isinstance(resp, dict)
assert MockOAuthSession().get.called
# Set Mock returns for resp_format=xml and dev=True
MockOAuthSession().get().text = XML_response
mark = market.ETradeMarket("abc123", "xyz123", "abctoken", "xyzsecret", dev=True)
resp = mark.get_option_chains(
"AAPL", expiry_date=dt.date(2019, 2, 15), resp_format="xml"
)
assert isinstance(resp, dict)
assert MockOAuthSession().get.called
# Set Mock returns for resp_format=json
MockOAuthSession().get().json.return_value = response
mark = market.ETradeMarket("abc123", "xyz123", "abctoken", "xyzsecret", dev=False)
resp = mark.get_option_chains(
"AAPL", expiry_date=dt.date(2019, 2, 15), resp_format="json"
)
assert isinstance(resp, dict)
assert MockOAuthSession().get.called
# Set Mock returns for resp_format=xml
MockOAuthSession().get().json.return_value = response
mark = market.ETradeMarket("abc123", "xyz123", "abctoken", "xyzsecret", dev=True)
resp = mark.get_option_chains(
"AAPL", expiry_date=dt.date(2019, 2, 15), resp_format="xml"
)
assert isinstance(resp, dict)
assert MockOAuthSession().get.called
def test_get_option_chain_exceptions(self, MockOAuthSession):
'''test_get_quote(MockOAuthSession) -> None
param: MockOAuthSession
type: mock.MagicMock
description: MagicMock of OAuth1Session'''
mark = market.ETradeMarket('abc123', 'xyz123', 'abctoken', 'xyzsecret')
# Test exception classes
with self.assertRaises(etrade_exception.OptionChainBadMonthException):
mark.get_option_chain( 111, 2018, 'GOOG',
chain_type = OptionType.BOTH,
dev = True )
with self.assertRaises(etrade_exception.OptionChainBadYearException):
mark.get_option_chain( 9, 2008, 'GOOG',
chain_type = OptionType.BOTH,
dev = True )
with self.assertRaises(etrade_exception.OptionChainBadOptionTypeException):
mark.get_option_chain( 9, 2018, 'GOOG',
chain_type = "Blarg",
dev = True )
with self.assertRaises(etrade_exception.OptionChainBadBoolParamException):
mark.get_option_chain( 9, 2018, 'GOOG',
chain_type = OptionType.BOTH,
dev = "Blarg" )
with self.assertRaises(etrade_exception.OptionChainBadBoolParamException):
mark.get_option_chain( 9, 2018, 'GOOG',
chain_type = OptionType.BOTH,
dev = True,
keep_skip_adjusted = "Blarg" )
with self.assertRaises(etrade_exception.OptionChainBadRespStringException):
mark.get_option_chain( 9, 2018, 'GOOG',
chain_type = OptionType.BOTH,
dev = True, resp_format = "Blarg" )
def test_look_up_product(self, MockOAuthSession):
'''test_look_up_product(MockOAuthSession) -> None
param: MockOAuthSession
type: mock.MagicMock
description: MagicMock of OAuth1Session'''
# Set Mock returns
MockOAuthSession().get().json.return_value = "{'BAC': '32.10'}"
MockOAuthSession().get().text = r'<xml> returns </xml>'
mark = market.ETradeMarket('abc123', 'xyz123', 'abctoken', 'xyzsecret')
# Test Dev Get Quote
self.assertEqual(
mark.look_up_product('Bank Of', 'EQ'),
"{'BAC': '32.10'}"
)
self.assertTrue(MockOAuthSession().get().json.called)
self.assertTrue(MockOAuthSession().get.called)
# Test Dev Get Qoute xml
self.assertEqual(mark.look_up_product(
'Back Of', 'EQ', resp_format='xml'),
r"<xml> returns </xml>"
)
self.assertTrue(MockOAuthSession().get.called)
# Test Prod Get Qoute
self.assertEqual(mark.look_up_product(
'Bank Of', 'EQ', dev=False), "{'BAC': '32.10'}"
)
self.assertTrue(MockOAuthSession().get().json.called)
self.assertTrue(MockOAuthSession().get.called)
# Test prod Get Qoute xml
self.assertEqual(mark.look_up_product(
'Back Of', 'EQ', resp_format='xml', dev=False),
r"<xml> returns </xml>"
)
self.assertTrue(MockOAuthSession().get.called)
def test_look_up_product(self, MockOAuthSession):
'''test_look_up_product(MockOAuthSession) -> None
param: MockOAuthSession
type: mock.MagicMock
description: MagicMock of OAuth1Session
'''
response = {'BAC': '32.10'}
# Set Mock returns
MockOAuthSession().get().json.return_value = response
MockOAuthSession().get().text = XML_response
mark = market.ETradeMarket('abc123',
'xyz123',
'abctoken',
'xyzsecret',
dev=False)
# Test Get Quote JSON
self.assertEqual(mark.look_up_product('Bank Of', 'EQ'), response)
self.assertTrue(MockOAuthSession().get().json.called)
self.assertTrue(MockOAuthSession().get.called)
# Test Get Quote xml
self.assertEqual(
mark.look_up_product('Back Of', 'EQ', resp_format='xml'),
XML_response)
self.assertTrue(MockOAuthSession().get.called)
def test_get_option_chain(self, MockOAuthSession):
'''test_get_quote(MockOAuthSession) -> None
param: MockOAuthSession
type: mock.MagicMock
description: MagicMock of OAuth1Session'''
# Set Mock returns
def f( a, b):
pass
# expected internal composition of a paylod for GOOG
# based on the calling params used in the calls to
#get_option_chain below. Change these if you change
#the invocation of get_option_chain below.
payload = {'chainType': OptionType.BOTH,
'expirationMonth': 1,
'expirationYear': 2018,
'underlier': "GOOG",
'skipAdjusted': True,
}
MockOAuthSession().get().json.return_value = "{'BAC': '32.10'}"
MockOAuthSession().get().text = r'<xml> returns </xml>'
mark = market.ETradeMarket('abc123', 'xyz123', 'abctoken', 'xyzsecret')
self.assertEqual(mark.get_option_chain(1, 2018, 'GOOG',
chain_type = OptionType.BOTH,
dev = True), "{'BAC': '32.10'}")
self.assertTrue(MockOAuthSession().get().json.called)
self.assertTrue(MockOAuthSession().get.called)
# Test prod get_option_chain
self.assertEqual(mark.get_option_chain(1, 2018, 'GOOG',
chain_type = OptionType.BOTH,
dev = False), "{'BAC': '32.10'}")
self.assertTrue(MockOAuthSession().get().json.called)
# MockOAuthSession().get().assert_called_with(
# r'https://etws.etrade.com/'\
# r'market/sandbox/rest/optionchains.json', \
# params = payload)
self.assertEqual(mark.get_option_chain(1, 2018, 'GOOG',
chain_type = OptionType.BOTH,
dev = True), "{'BAC': '32.10'}")
self.assertTrue(MockOAuthSession().get().json.called)
# MockOAuthSession().get.assert_called_with(
# r'https://etwssandbox.etrade.com/'\
# r'market/sandbox/rest/optionchains.json',
# params = payload)
# Test xml
self.assertEqual(mark.get_option_chain(1, 2018, 'GOOG',
chain_type = OptionType.BOTH,
dev = True, resp_format = 'xml'),
r"<xml> returns </xml>")
self.assertTrue(MockOAuthSession().get.called)
def test_get_quote_exception(self, MockOAuthSession):
'''test_get_quote(MockOAuthSession) -> None
param: MockOAuthSession
type: mock.MagicMock
description: MagicMock of OAuth1Session'''
# Generate symboles
sym = [''.join(random.choice(string.ascii_uppercase) \
for _ in range(3)) for _ in range(30)]
mark = market.ETradeMarket('abc123', 'xyz123', 'abctoken', 'xyzsecret')
# Test exception class
with self.assertRaises(etrade_exception.MarketQuoteException):
mark.get_quote(*sym)
def test_get_quote(MockOAuthSession):
"""test_get_quote(MockOAuthSession)
param: MockOAuthSession
type: mock.MagicMock
description: MagicMock of OAuth1Session
"""
response = {
"securityType": "EQ",
"symbol": "MMM",
"dateTimeUTC": 1546545180,
"adjustedFlag": "false",
"annualDividend": 0.0,
"averageVolume": 3078683.0,
}
XML_response = r"""<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<QuoteResponse>
<QuoteData>
<dateTime>14:53:00 EST 01-03-2019</dateTime>
<dateTimeUTC>1546545180</dateTimeUTC>
<All>
<adjustedFlag>false</adjustedFlag>
<annualDividend>0.0</annualDividend>
<averageVolume>3078683</averageVolume></All>
<Product>
<securityType>EQ</securityType>
<symbol>MMM</symbol></Product>
</QuoteData></QuoteResponse>
"""
# Set Mock returns for resp_format=None
MockOAuthSession().get().text = XML_response
MockOAuthSession().get().json.return_value = response
mark = market.ETradeMarket("abc123",
"xyz123",
"abctoken",
"xyzsecret",
dev=False)
resp = mark.get_quote(["MMM"])
assert isinstance(resp, dict)
assert MockOAuthSession().get.called
resp = mark.get_quote(["MMM"], resp_format="json")
assert isinstance(resp, dict)
assert MockOAuthSession().get.called
def test_get_quote(self, MockOAuthSession):
'''test_get_quote(MockOAuthSession) -> None
param: MockOAuthSession
type: mock.MagicMock
description: MagicMock of OAuth1Session
'''
response = {'BAC': '32.10'}
# Set Mock returns
MockOAuthSession().get().json.return_value = response
MockOAuthSession().get().text = XML_response
mark = market.ETradeMarket('abc123',
'xyz123',
'abctoken',
'xyzsecret',
dev=False)
# Test prod Get Qoute
self.assertEqual(mark.get_quote(['BAC']), response)
self.assertTrue(MockOAuthSession().get().json.called)
self.assertTrue(MockOAuthSession().get.called)
# Test prod Get Qoute xml
self.assertEqual(mark.get_quote(['BAC'], resp_format='xml'),
XML_response)
self.assertTrue(MockOAuthSession().get.called)
# Test log message if more than 25 quotes are requested
# Generate 30 symbols; response should only be 25 symbols
sym = [
''.join(random.choice(string.ascii_uppercase) for _ in range(3))
for _ in range(30)
]
retn = {x: 32.1 for x in sym[:25]}
MockOAuthSession().get().json.return_value = retn
self.assertEqual(mark.get_quote(sym), retn)
self.assertTrue(MockOAuthSession().get().json.called)
self.assertTrue(MockOAuthSession().get.called)