def test_anterior_tick(self):
epic = EpicFactory()
last_tick = TickFactory(datetime=arrow.get("2020-01-01 12:34:56"))
epic.last_tick = last_tick
new_tick = TickFactory(datetime=arrow.get("2020-01-01 12:34:55"))
with pytest.raises(EpicException):
epic.on_new_tick(new_tick)
def test_update_frame_sets(self, mocker):
epic = EpicFactory()
frame_set_mock = mocker.Mock()
epic.frame_sets["test"] = frame_set_mock
new_tick = TickFactory()
epic.on_new_tick(new_tick)
assert frame_set_mock.on_new_tick.call_args_list == [call(new_tick)]
def test_update_trades(self, mocker):
epic = EpicFactory()
trade = TradeFactory(direction=TradeDirection.BUY, quantity=4, epic=epic)
epic.trade_provider.open_trade(trade)
trade_update_mock = mocker.patch.object(trade, "update_from_tick")
new_tick = TickFactory()
epic.on_new_tick(new_tick)
assert trade_update_mock.call_args_list == [call(new_tick)]
def test_convert_tick_datetime(self):
epic = EpicFactory(timezone="Asia/Tokyo")
tz_NY = pytz.timezone("America/New_York")
datetime_NY = datetime.now(tz_NY)
tick = TickFactory(datetime=datetime_NY)
epic.on_new_tick(tick)
# datetime is converted to epic timezone
assert epic.last_tick.datetime.tzinfo == tz.gettz(epic.timezone)
def test_update_strategies_call_on_every_tick__inactive_strategy(self, mocker):
epic = EpicFactory()
strategy_mock = mocker.Mock(spec=BaseStrategy)
strategy_mock.is_active.return_value = False
epic.strategies["test"] = strategy_mock
new_tick = TickFactory()
epic.on_new_tick(new_tick)
assert strategy_mock.on_every_tick.call_args_list == []
def test_update_strategies_call_on_market_open__nominal(self, mocker):
mocker.patch(f"{CLASS_DEFINITION_PATH}.is_market_open", return_value=True)
epic = EpicFactory()
epic.market_open = False
strategy_mock = mocker.Mock(spec=BaseStrategy)
strategy_mock.is_active.return_value = True
epic.strategies["test"] = strategy_mock
new_tick = TickFactory()
epic.on_new_tick(new_tick)
assert strategy_mock.on_market_open.call_args_list == [call(epic)]
def test_update_strategies_call_on_market_open__no_call_expected(
self,
mocker,
market_open_before_tick,
market_open_after_tick,
strategy_is_active,
):
mocker.patch(
f"{CLASS_DEFINITION_PATH}.is_market_open",
return_value=market_open_after_tick,
)
epic = EpicFactory()
epic.market_open = market_open_before_tick
strategy_mock = mocker.Mock(spec=BaseStrategy)
strategy_mock.is_active.return_value = strategy_is_active
epic.strategies["test"] = strategy_mock
new_tick = TickFactory()
epic.on_new_tick(new_tick)
assert strategy_mock.on_market_open.call_args_list == []
def test_update_last_tick(self):
epic = EpicFactory()
tick = TickFactory()
epic.on_new_tick(tick)
assert epic.last_tick == tick
def test_in_holidays(self):
tick = TickFactory(datetime=arrow.get("2020-01-01 12:00:00"))
epic = EpicFactory(holidays=[date(2020, 1, 1)])
epic.on_new_tick(tick)
assert epic.market_open is False
def test_out_of_trade_days(self):
tick = TickFactory(datetime=arrow.get("2020-01-01 12:00:00"))
epic = EpicFactory(trade_days=[0, 1, 3, 4, 5])
epic.on_new_tick(tick)
assert epic.market_open is False
def test_after_close(self):
tick = TickFactory(datetime=arrow.get("2020-01-01 18:01:00"))
epic = EpicFactory(close_time=time(18, 0))
epic.on_new_tick(tick)
assert epic.market_open is False
def test_before_open(self):
tick = TickFactory(datetime=arrow.get("2020-01-01 08:59:59"))
epic = EpicFactory(open_time=time(9, 0))
epic.on_new_tick(tick)
assert epic.market_open is False
def test_nominal(self):
tick = TickFactory(datetime=arrow.get("2020-01-01 12:00:00"))
epic = EpicFactory()
epic.on_new_tick(tick)
assert epic.market_open is True