def test_add_condition(
mocker, contract: Future, order: Order, touch_order: TouchOrderExecutor, code: str
):
touch_order.contracts = {"TXFC0": contract["TXFC0"], "TXFD0": contract["TXFC0"]}
store_cond = StoreCond(
close=PriceGap(price=10, trend="Up"),
order_contract=touch_order.contracts["TXFC0"],
order=order,
)
condition = TouchOrderCond(
touch_cmd=TouchCmd(code=code, close=Price(price=10, trend="Up")),
order_cmd=OrderCmd(code="TXFC0", order=order),
)
touch_order.conditions = {"TXFC0": [store_cond]}
touch_order.update_snapshot = mocker.MagicMock()
touch_order.adjust_condition = mocker.MagicMock()
touch_order.add_condition(condition)
touch_order.update_snapshot.assert_called_once_with(
touch_order.contracts[condition.touch_cmd.code]
)
touch_order.adjust_condition.assert_called_with(
condition, touch_order.contracts[condition.touch_cmd.code]
)
touch_order.api.quote.subscribe.assert_called_with(
touch_order.contracts[condition.touch_cmd.code], quote_type="bidask"
)
assert touch_order.api.quote.subscribe.call_count == 2
res = touch_order.conditions.get(condition.touch_cmd.code)
assert not res == False
def test_set_price(
touch_order: TouchOrderExecutor,
contract: Future,
price_type: PriceType,
excepted: float,
):
price_info = Price(price=9999.0, price_type=price_type, trend="Up")
touch_order.contracts = contract
res = touch_order.set_price(price_info, contract["TXFC0"])
assert res.price == dict(contract["TXFC0"]).get(excepted, price_info.price)
buy_volume=1710.0,
sell_price=10451.0,
sell_volume=9,
volume_ratio=2.34,
)
]
)
touch_order.update_snapshot(contract["TXFC0"])
if not in_infos:
assert touch_order.api.snapshots.call_count == 1
testcase_adjust_condition = [
[
TouchCmd(
code="TXFC0", close=Price(price=3, trend="Up", price_type="LimitDown")
),
False,
],
[TouchCmd(code="TXFC0", volume=Qty(qty=3)), False],
[TouchCmd(code="TXFC0"), True],
]
@pytest.mark.parametrize("touch_cmd, expected", testcase_adjust_condition)
def test_adjust_condition(
mocker,
touch_order: TouchOrderExecutor,
contract: Future,
order: Order,
touch_cmd: TouchCmd,
buy_price=10450.0,
buy_volume=1710.0,
sell_price=10451.0,
sell_volume=9,
volume_ratio=2.34,
)
])
touch_order.update_snapshot(contract["TXFC0"])
if not in_infos:
assert touch_order.api.snapshots.call_count == 1
testcase_adjust_condition = [
[
TouchCmd(code="TXFC0",
close=Price(price=3, trend="Up", price_type="LimitDown")),
False,
],
[TouchCmd(code="TXFC0", volume=Qty(qty=3)), False],
[TouchCmd(code="TXFC0"), True],
]
@pytest.mark.parametrize("touch_cmd, expected", testcase_adjust_condition)
def test_adjust_condition(
mocker,
touch_order: TouchOrderExecutor,
contract: Future,
order: Order,
touch_cmd: TouchCmd,
expected: bool,