def test_initialize_simulation_set_is_initialized_False_when_invalid_market(
self):
trader = SimulationTrader()
trader.market = "make exception"
with self.assertRaises(AttributeError):
trader.initialize_simulation("mango", 500, 5000)
self.assertEqual(trader.is_initialized, False)
def test_initialize_simulation_initialize_virtual_market(self):
trader = SimulationTrader()
trader.market.initialize = MagicMock()
trader.market.deposit = MagicMock()
trader.initialize_simulation("mango", 500, 5000)
trader.market.initialize.assert_called_once_with("mango", 500, 5000)
self.assertEqual(trader.is_initialized, True)
def test_ITG_run_simulation_with_bnh_strategy(self):
trading_snapshot = simulation_data.get_data("bnh_snapshot")
operator = SimulationOperator()
strategy = StrategyBuyAndHold()
strategy.is_simulation = True
count = 100
budget = 100000
interval = 0.001
time_limit = 15
end_str = "2020-04-30T16:30:00"
data_provider = SimulationDataProvider()
data_provider.initialize_simulation(end=end_str, count=count)
trader = SimulationTrader()
trader.initialize_simulation(end=end_str, count=count, budget=budget)
analyzer = Analyzer()
analyzer.is_simulation = True
operator.initialize(
data_provider,
strategy,
trader,
analyzer,
budget=budget,
)
operator.set_interval(interval)
operator.start()
start_time = time.time()
while operator.state == "running":
time.sleep(0.5)
if time.time() - start_time > time_limit:
self.assertTrue(False, "Time out")
break
trading_results = operator.get_trading_results()
self.check_equal_results_list(trading_results, trading_snapshot)
waiting = True
start_time = time.time()
report = None
def callback(return_report):
nonlocal report
nonlocal waiting
report = return_report
waiting = False
self.assertFalse(waiting)
operator.get_score(callback)
while waiting:
time.sleep(0.5)
if time.time() - start_time > time_limit:
self.assertTrue(False, "Time out")
break
self.assertIsNotNone(report)
self.assertEqual(report[0], 100000)
self.assertEqual(report[1], 97220)
self.assertEqual(report[2], -2.78)
self.assertEqual(report[3]["KRW-BTC"], -2.693)
def test_ITG_simulation_trader_full(self):
trader = SimulationTrader()
end_date = "2020-04-30T16:30:00"
trader.initialize_simulation(end=end_date, count=50, budget=50000)
# 1 거래 요청 - buy
request = [{
"id": "request_1",
"type": "buy",
"price": 11372000.0,
"amount": 0.0009,
"date_time": "2020-04-30T14:40:00",
}]
expected_result = {
"request": {
"id": "request_1",
"type": "buy",
"price": 11372000.0,
"amount": 0.0009,
"date_time": "2020-04-30T14:40:00",
},
"type": "buy",
"price": 11372000.0,
"amount": 0.0009,
"msg": "success",
"balance": 39760,
"state": "done",
"date_time": "2020-04-30T15:40:00",
}
result = None
def send_request_callback(callback_result):
nonlocal result
result = callback_result
trader.send_request(request, send_request_callback)
self.assertEqual(result, expected_result)
# 2 거래 요청 - sell
request = [{
"id": "request_2",
"type": "sell",
"price": 11292000.0,
"amount": 0.0003,
"date_time": "2020-04-30T14:41:00",
}]
expected_result = {
"request": {
"id": "request_2",
"type": "sell",
"price": 11292000.0,
"amount": 0.0003,
"date_time": "2020-04-30T14:41:00",
},
"type": "sell",
"price": 11292000.0,
"amount": 0.0003,
"msg": "success",
"balance": 43146,
"state": "done",
"date_time": "2020-04-30T15:41:00",
}
result = None
def send_request_callback(callback_result):
nonlocal result
result = callback_result
trader.send_request(request, send_request_callback)
self.assertEqual(result, expected_result)
# 3 계좌 정보 요청
expected_account_info = {
"balance": 43146,
"asset": {
"KRW-BTC": (11372000.0, 0.0006)
},
"quote": {
"KRW-BTC": 11370000.0
},
"date_time": "2020-04-30T15:42:00",
}
account_info = trader.get_account_info()
self.assertEqual(account_info, expected_account_info)
# 4 거래 요청 - buy 큰 금액으로 매수 시도
request = [{
"id": "request_3",
"type": "sell",
"price": 13292000.0,
"amount": 0.0003,
"date_time": "2020-04-30T14:43:00",
}]
expected_result = "pass"
result = None
def send_request_callback(callback_result):
nonlocal result
result = callback_result
trader.send_request(request, send_request_callback)
self.assertEqual(result, expected_result)
# 5 계좌 정보 요청 - 변함 없음 확인
expected_account_info = {
"balance": 43146,
"asset": {
"KRW-BTC": (11372000.0, 0.0006)
},
"quote": {
"KRW-BTC": 11365000.0
},
"date_time": "2020-04-30T15:43:00",
}
account_info = trader.get_account_info()
self.assertEqual(account_info, expected_account_info)
# 6 거래 요청 - sell 보유 수량보다 큰 수량 매도
request = [{
"id": "request_4",
"type": "sell",
"price": 11302000.0,
"amount": 0.0013,
"date_time": "2020-04-30T14:44:00",
}]
expected_result = {
"request": {
"id": "request_4",
"type": "sell",
"price": 11302000.0,
"amount": 0.0013,
"date_time": "2020-04-30T14:44:00",
},
"type": "sell",
"price": 11302000.0,
"amount": 0.0006,
"msg": "success",
"balance": 49924,
"state": "done",
"date_time": "2020-04-30T15:43:00",
}
result = None
def send_request_callback(callback_result):
nonlocal result
result = callback_result
trader.send_request(request, send_request_callback)
print(result)
self.assertEqual(result, expected_result)
# 7 계좌 정보 요청
expected_account_info = {
"balance": 49924,
"asset": {},
"quote": {
"KRW-BTC": 11358000.0
},
"date_time": "2020-04-30T15:44:00",
}
account_info = trader.get_account_info()
self.assertEqual(account_info, expected_account_info)