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 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)
