示例#1
0
    def test_epic_market_open(self, market_open):
        fs = FrameSetFactory()
        epic = EpicFactory()
        epic.market_open = market_open
        fs.epic = epic

        assert fs.epic_market_open == market_open
示例#2
0
    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)]
示例#3
0
    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 == []