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 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)
