def test_iteratively_advance_time():
store = []
test_clock.set_timer("test",
timedelta(seconds=1),
handler=store.append)
iterations = 1
PerformanceHarness.profile_function(
TestClockHarness.iteratively_advance_time, 1, iterations)
async def run_test():
def submit_order():
order = self.strategy.order_factory.market(
BTCUSDT_BINANCE.symbol,
OrderSide.BUY,
Quantity("1.00000000"),
)
self.strategy.submit_order(order)
PerformanceHarness.profile_function(submit_order, 10000, 1)
def test_advance_time(self):
store = []
clock.set_timer("test", timedelta(seconds=1), handler=store.append)
iterations = 1
result = PerformanceHarness.profile_function(
TestClockTests.advance_time, 1, iterations)
# ~1484ms (1484100μs) minimum of 1 runs @ 1000000 iterations each run.
self.assertTrue(result < 2.0)
def test_advance_time(self):
logger = LoggerAdapter('TestClock', TestLogger(level_console=LogLevel.DEBUG))
store = []
clock.register_logger(logger)
clock.set_timer(Label('test'), timedelta(seconds=1), handler=store.append)
iterations = 1
result = PerformanceHarness.profile_function(TestClockTests.advance_time, 1, iterations)
# ~1036ms (1036473μs) minimum of 1 runs @ 1000000 iterations each run.
self.assertTrue(result < 1.5)
def test_execute_command(self):
order = self.strategy.order_factory.market(
BTCUSDT_BINANCE.symbol,
OrderSide.BUY,
Quantity("1.00000000"),
)
command = SubmitOrder(
order.symbol.venue,
self.trader_id,
self.account_id,
self.strategy.id,
PositionId.null(),
order,
self.uuid_factory.generate(),
self.clock.utc_now(),
)
def execute_command():
self.exec_engine.execute(command)
PerformanceHarness.profile_function(execute_command, 10000, 1)
def test_make_instrument_id():
PerformanceHarness.profile_function(ObjectTests.make_instrument_id, 100000, 1)
def test_make_symbol():
PerformanceHarness.profile_function(ObjectTests.make_symbol, 100000, 1)
def test_condition_true():
PerformanceHarness.profile_function(CorrectnessTests.true, 100000, 1)
def test_symbol_to_str():
PerformanceHarness.profile_function(ObjectTests.symbol_to_str, 100000, 1)
def test_advance_time():
PerformanceHarness.profile_function(TestClockHarness.advance_time,
100000, 1)
def test_utc_now():
PerformanceHarness.profile_function(live_clock.utc_now, 100000, 1)
def test_is_instance():
PerformanceHarness.profile_function(Experiments.is_instance, 100000, 1)
def test_is_message_type():
PerformanceHarness.profile_function(Experiments.is_message_type, 100000, 1)
def test_str_assignment():
PerformanceHarness.profile_function(Experiments.str_assignment, 100000, 1)
def test_class_name():
PerformanceHarness.profile_function(Experiments.class_name, 100000, 1)
def test_builtin_arithmetic():
PerformanceHarness.profile_function(Experiments.built_in_arithmetic, 100000, 1)
def test_instrument_id_to_str():
PerformanceHarness.profile_function(ObjectTests.instrument_id_to_str, 100000, 1)
def test_unix_timestamp_ns():
PerformanceHarness.profile_function(live_clock.timestamp_ns, 100000, 1)
def test_build_bar_with_checking():
PerformanceHarness.profile_function(ObjectTests.build_bar_with_checking, 100000, 1)
def test_order_id_generator(self):
result = PerformanceHarness.profile_function(self.generator.generate, 3, 10000)
# ~30ms (18831μs) minimum of 5 runs @ 10000 iterations
self.assertTrue(result < 0.05)
def test_unix_time():
PerformanceHarness.profile_function(live_clock.unix_time, 100000, 1)
def test_build_bar_no_checking(self):
result = PerformanceHarness.profile_function(ObjectTests.build_bar_no_checking, 3, 10000)
# ~146ms (146283μs) minimum of 3 runs @ 100,000 iterations each run.
# ~534ms (534113μs) minimum of 3 runs @ 100,000 iterations each run.
self.assertTrue(result < 1.0)
def test_order_id_generator(self):
PerformanceHarness.profile_function(self.generator.generate, 100000, 1)
def test_condition_not_none():
# Test
PerformanceHarness.profile_function(CorrectnessTests.true, 3, 100000)
def test_symbol_using_to_string(self):
result = PerformanceHarness.profile_function(ObjectTests.symbol_using_to_string, 3, 1000000)
# ~103ms (103260μs) minimum of 3 runs @ 1,000,000 iterations each run.
self.assertTrue(result < 0.2)
def test_limit_order_creation(self):
PerformanceHarness.profile_function(self.create_limit_order, 10000, 1)
def test_build_bar_with_checking(self):
result = PerformanceHarness.profile_function(ObjectTests.build_bar_with_checking, 3, 10000)
# ~143ms (143914μs) minimum of 3 runs @ 100,000 iterations each run.
# ~551ms (551233μs) minimum of 3 runs @ 100,000 iterations each run.
self.assertTrue(result < 1.0)
def test_make_builtin_uuid():
PerformanceHarness.profile_function(uuid.uuid4, 100000, 1)
def test_condition_valid_string():
PerformanceHarness.profile_function(CorrectnessTests.valid_string,
100000, 1)
def test_make_nautilus_uuid():
PerformanceHarness.profile_function(uuid4, 100000, 1)
