def __init__(self,
connection,
event_type: str,
date_time: Union[str, datetime],
exact_format: bool = True):
"""
Parameters
----------
connection: dxfeed.core.DXFeedPy.ConnectionClass
Core class written in cython, that handle connection related details on the low level
event_type: str
One of possible event types: 'Trade', 'Quote', 'Summary', 'Profile', 'Order', 'TimeAndSale', 'Candle',
'TradeETH', 'SpreadOrder', 'Greeks', 'TheoPrice', 'Underlying', 'Series', 'Configuration' or ''
date_time: str or datetime.datetime
If present timed subscription will be created (conflated stream). For sting date format is following:
%Y-%m-%d %H:%M:%S.%f. If None - stream subscription will be created (non-conflated). Default - None.
exact_format: bool
If False no warning will be thrown in case of incomplete date_time parameter. Default - True
"""
self.__event_type = event_type
if date_time is None:
self.__sub = dxp.dxf_create_subscription(cc=connection,
event_type=event_type)
else:
date_time = cu.handle_datetime(date_time,
fmt='%Y-%m-%d %H:%M:%S.%f',
exact_format=exact_format)
timestamp = int(date_time.timestamp() * 1000)
self.__sub = dxp.dxf_create_subscription_timed(
cc=connection, event_type=event_type, time=timestamp)
def test_symbol_addition(connection):
symbols = ['AAPL', 'GOOG']
sub = dxc.dxf_create_subscription(cc=connection, event_type='Trade')
dxc.dxf_add_symbols(sc=sub, symbols=symbols)
actual_symbols = dxc.dxf_get_symbols(sc=sub)
dxc.dxf_close_subscription(sub)
assert set(symbols) == set(actual_symbols)
def test_wrong_symbol_types_ignored(connection):
symbols = ['AAPL', 'GOOG']
sub = dxc.dxf_create_subscription(cc=connection, event_type='Trade')
dxc.dxf_add_symbols(sc=sub, symbols=symbols + [1, 5.0, [], True, {}, ()])
actual_symbols = dxc.dxf_get_symbols(sc=sub)
dxc.dxf_close_subscription(sub)
assert set(symbols) == set(actual_symbols)
def test_symbol_deletion(connection):
symbols = ['AAPL', 'GOOG']
sub = dxc.dxf_create_subscription(cc=connection, event_type='Trade')
dxc.dxf_add_symbols(sc=sub, symbols=symbols)
dxc.dxf_remove_symbols(sc=sub, symbols=['AAPL'])
actual_symbols = dxc.dxf_get_symbols(sc=sub)
dxc.dxf_close_subscription(sub)
assert ['GOOG'] == actual_symbols
def test_double_event_handler_attachment(connection):
handler1 = DefaultHandler()
handler2 = DefaultHandler()
sub = dxc.dxf_create_subscription(cc=connection, event_type='Trade')
sub.set_event_handler(handler1)
dxc.dxf_attach_listener(sub)
symbols = ['AAPL', 'MSFT']
dxc.dxf_add_symbols(sub, symbols)
sub.set_event_handler(handler2)
assert sub.get_event_handler() is handler2
assert set(dxc.dxf_get_symbols(sub)) == set(symbols)
def test_subscription_fail_on_incorrect_type(connection):
dxc.dxf_create_subscription(cc=connection, event_type='TradeQuote')
def test_subscription_on_correct_types(connection, sub_type):
sub = dxc.dxf_create_subscription(cc=connection, event_type=sub_type)
act_sub_type = dxc.dxf_get_subscription_event_types(sc=sub)
dxc.dxf_close_subscription(sub)
assert act_sub_type == sub_type
def test_fail_to_use_subscription_without_connection(connection):
sub = dxc.dxf_create_subscription(cc=connection, event_type='Trade')
dxc.dxf_close_connection(connection)
dxc.dxf_add_symbols(sc=sub, symbols=['AAPL'])
def test_fail_create_subscription_with_no_connection():
dxc.dxf_create_subscription()
def test_default_event_handler(connection, sub_type):
sub = dxc.dxf_create_subscription(cc=connection, event_type=sub_type)
sub.set_event_handler(DefaultHandler())
assert isinstance(sub.get_event_handler(), DefaultHandler)