def testLoadTicks_tick(self):
time1 = datetime.now()
time2 = datetime.now()
tickTime1Dam1 = Tick(time1, 100.0, 100.0, 100.0, 100.0, 100.0)
tickTime2Dam1 = Tick(time2, 100.0, 100.0, 100.0, 100.0, 100.0)
tickTime1Dam2 = Tick(time1, 100.0, 100.0, 100.0, 100.0, 100.0)
tickTime2Dam2 = Tick(time2, 100.0, 100.0, 100.0, 100.0, 100.0)
dam1 = self.mock.CreateMock(BaseDAM)
dam1.readTicks(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn([tickTime1Dam1, tickTime2Dam1])
dam2 = self.mock.CreateMock(BaseDAM)
dam2.readTicks(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn([tickTime1Dam2, tickTime2Dam2])
tf = TickFeeder()
tf._TickFeeder__source = {'s1': dam1, 's2': dam2}
tf.inputType = TICK
appGlobal[TRADE_TYPE] = TICK
self.mock.ReplayAll()
timeTicks = tf.loadTicks()
self.mock.VerifyAll()
self.assertEquals({time1: {'s1': tickTime1Dam1, 's2': tickTime1Dam2},
time2: {'s1': tickTime2Dam1, 's2': tickTime2Dam2}},
timeTicks)
def testRegister_Exception(self):
sub = self.mock.CreateMock(TickSubsriber)
sub.subRules().AndReturn(['s3', 'mockRule'])
tf = TickFeeder()
tf._TickFeeder__source = {'s1': 'dam1', 's11': 'dam2', 's2': 'dam3'}
self.mock.ReplayAll()
self.assertRaises(UfException, tf.register, sub)
self.mock.VerifyAll()
def testRegister_Exception(self):
sub = self.mock.CreateMock(TickSubsriber)
sub.subRules().AndReturn(['s3', 'mockRule'])
tf = TickFeeder()
tf._TickFeeder__source = {'s1': 'dam1', 's11': 'dam2', 's2': 'dam3'}
self.mock.ReplayAll()
self.assertRaises(UfException, tf.register, sub)
self.mock.VerifyAll()
def testValidate_Normal(self):
sub = self.mock.CreateMock(TickSubsriber)
sub.subRules().AndReturn(['s1', 'mockRule'])
tf = TickFeeder()
tf._TickFeeder__source = {'s1': 'dam1', 's11': 'dam2', 's2': 'dam3'}
self.mock.ReplayAll()
symbols, sub = tf.validate(sub)
self.mock.VerifyAll()
print(symbols)
def testValidate_Normal(self):
sub = self.mock.CreateMock(TickSubsriber)
sub.subRules().AndReturn(['s1', 'mockRule'])
tf = TickFeeder()
tf._TickFeeder__source = {'s1': 'dam1', 's11': 'dam2', 's2': 'dam3'}
self.mock.ReplayAll()
symbols, sub = tf.validate(sub)
self.mock.VerifyAll()
print(symbols)
def testRegister_Normal(self):
sub = self.mock.CreateMock(TickSubsriber)
sub.subRules().AndReturn(['s1', 'mockRule'])
tf = TickFeeder()
tf._TickFeeder__source = {'s1': 'dam1', 's11': 'dam2', 's2': 'dam3'}
self.mock.ReplayAll()
tf.register(sub)
self.mock.VerifyAll()
subs = tf.getSubs()
print(subs)
self.assertEquals({sub: {'symbols': ['s1'], 'fail': 0}}, subs)
def testRegister_Normal(self):
sub = self.mock.CreateMock(TickSubsriber)
sub.subRules().AndReturn(['s1', 'mockRule'])
tf = TickFeeder()
tf._TickFeeder__source = {'s1': 'dam1', 's11': 'dam2', 's2': 'dam3'}
self.mock.ReplayAll()
tf.register(sub)
self.mock.VerifyAll()
subs = tf.getSubs()
print(subs)
self.assertEquals({sub: {'symbols': ['s1'], 'fail': 0} },
subs)
def testGetSymbolsByRe(self):
tf = TickFeeder()
tf._TickFeeder__source = {'s1': 'dam1', 's11': 'dam2', 's2': 'dam3'}
symbols = tf.getSymbolsByRe('s3')
print(symbols)
self.assertEquals([], symbols)
symbols = tf.getSymbolsByRe('s1')
print(symbols)
self.assertEquals(['s1'], symbols)
symbols = tf.getSymbolsByRe('.*')
print(symbols)
self.assertEquals(set(symbols), set(['s1', 's11', 's2']))
def testGetSymbolsByRe(self):
tf = TickFeeder()
tf._TickFeeder__source = {'s1': 'dam1', 's11': 'dam2', 's2': 'dam3'}
symbols = tf.getSymbolsByRe('s3')
print(symbols)
self.assertEquals([], symbols)
symbols = tf.getSymbolsByRe('s1')
print(symbols)
self.assertEquals(['s1'], symbols)
symbols = tf.getSymbolsByRe('.*')
print(symbols)
self.assertEquals(set(symbols), set(['s1', 's11', 's2']))
def testIndexTicks_tick(self):
tickTime1Dam1 = Tick('time1', 'open1', 'high1', 'low1', 'close1',
'volume1')
tickTime2Dam1 = Tick('time2', 'open2', 'high2', 'low2', 'close2',
'volume2')
tickTime1Dam2 = Tick('time1', 'open11', 'high11', 'low11', 'close11',
'volume11')
tickTime2Dam2 = Tick('time2', 'open22', 'high22', 'low22', 'close22',
'volume22')
dam1 = self.mock.CreateMock(BaseDAM)
dam1.readTicks(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn(
[tickTime1Dam1, tickTime2Dam1])
dam2 = self.mock.CreateMock(BaseDAM)
dam2.readTicks(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn(
[tickTime1Dam2, tickTime2Dam2])
tf = TickFeeder()
tf.inputType = TickFeeder.TICK_TYPE
tf._TickFeeder__source = {'s1': dam1, 's2': dam2}
self.mock.ReplayAll()
timeTicks = tf.indexTicks()
self.mock.VerifyAll()
print(timeTicks)
self.assertEquals(
{
'time1': {
's1': tickTime1Dam1,
's2': tickTime1Dam2
},
'time2': {
's1': tickTime2Dam1,
's2': tickTime2Dam2
}
}, timeTicks)
def testLoadTicks_quote(self):
time1 = datetime.now()
time2 = datetime.now()
quoteTime1Dam1 = Quote(time1, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0)
quoteTime2Dam1 = Quote(time2, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0)
quoteTime1Dam2 = Quote(time1, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0)
quoteTime2Dam2 = Quote(time2, 100.0, 100.0, 100.0, 100.0, 100.0, 100.0)
dam1 = self.mock.CreateMock(BaseDAM)
dam1.readQuotes(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn(
[quoteTime1Dam1, quoteTime2Dam1])
dam2 = self.mock.CreateMock(BaseDAM)
dam2.readQuotes(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn(
[quoteTime1Dam2, quoteTime2Dam2])
tf = TickFeeder()
tf.inputType = QUOTE
appGlobal[TRADE_TYPE] = QUOTE
tf._TickFeeder__source = {'s1': dam1, 's2': dam2}
self.mock.ReplayAll()
timeTicks = tf.loadTicks()
self.mock.VerifyAll()
self.assertEquals(
{
time1: {
's1': quoteTime1Dam1,
's2': quoteTime1Dam2
},
time2: {
's1': quoteTime2Dam1,
's2': quoteTime2Dam2
}
}, timeTicks)
def testIndexTicks_tick(self):
tickTime1Dam1 = Tick('time1', 'open1', 'high1', 'low1', 'close1', 'volume1')
tickTime2Dam1 = Tick('time2', 'open2', 'high2', 'low2', 'close2', 'volume2')
tickTime1Dam2 = Tick('time1', 'open11', 'high11', 'low11', 'close11', 'volume11')
tickTime2Dam2 = Tick('time2', 'open22', 'high22', 'low22', 'close22', 'volume22')
dam1 = self.mock.CreateMock(BaseDAM)
dam1.readTicks(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn([tickTime1Dam1, tickTime2Dam1])
dam2 = self.mock.CreateMock(BaseDAM)
dam2.readTicks(mox.IgnoreArg(), mox.IgnoreArg()).AndReturn([tickTime1Dam2, tickTime2Dam2])
tf = TickFeeder()
tf.inputType = TickFeeder.TICK_TYPE
tf._TickFeeder__source = {'s1': dam1, 's2': dam2}
self.mock.ReplayAll()
timeTicks = tf.indexTicks()
self.mock.VerifyAll()
print(timeTicks)
self.assertEquals({'time1': {'s1': tickTime1Dam1, 's2': tickTime1Dam2},
'time2': {'s1': tickTime2Dam1, 's2': tickTime2Dam2}},
timeTicks)