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tests.py
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#!/usr/bin/env python
""" Tests for py_my_strategy_runner. """
import inspect
import os
import pandas as pd
import numpy as np
import unittest
import unittest.mock as mock
from datetime import datetime
from decimal import Decimal
from numpy.testing import assert_array_equal
from pandas.util.testing import assert_frame_equal
from db.run_result import add_run_result_trade, remove_run_result_trades_by_configuration_id, reset_run_results_by_configuration_id
from db.run_result import get_completed_run_results_by_configuration_id
from db.run_result import get_run_result_trades_by_result_id
from db.run_result import get_run_result_trades_summary_by_configuration_id
from main import process, reset_runner, smart_refresh_trades
from machine_learning.analytics import TradeResultPredictor, MultilayerPerceptron
from util import terminal
from util.result_extractor import prepare_results
from terminal.runner import Metatrader4, SmartMetatrader4
from terminal.reporting import TradesDiffReporter
class ResultExtractorTestCase(unittest.TestCase):
def setUp(self):
pass
def tearDown(self):
pass
def test_prepare_results(self):
# arrange
data_path = os.path.join(
os.path.dirname(inspect.getfile(self.__class__)),
'test_fixture')
terminals = { data_path: 'test' }
# act
results = prepare_results(terminals)
# assert
self.assertEqual(len(results), 1)
report = results[0]
self.assertEqual(report['TotalNetProfit'], '1145.19')
self.assertEqual(len(report['Trades']), 17)
trades = [
{ 'OpenTime': datetime(2018, 1, 3, 20, 0, 0), 'Type': 'sell', 'CloseTime': datetime(2018, 1, 3, 21, 15, 0), 'Profit': 380.0 },
{ 'OpenTime': datetime(2018, 1, 11, 21, 30, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 11, 23, 30, 0), 'Profit': 124.80 },
{ 'OpenTime': datetime(2018, 1, 12, 15, 45, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 12, 15, 46, 0), 'Profit': 21.10 },
{ 'OpenTime': datetime(2018, 1, 12, 15, 46, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 12, 15, 46, 0), 'Profit': 548.60 },
{ 'OpenTime': datetime(2018, 1, 15, 22, 15, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 16, 1, 30, 0), 'Profit': 53.17 },
{ 'OpenTime': datetime(2018, 1, 16, 3, 15, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 16, 4, 30, 0), 'Profit': 276.52 },
{ 'OpenTime': datetime(2018, 1, 16, 6, 0, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 16, 9, 8, 0), 'Profit': 22.90 },
{ 'OpenTime': datetime(2018, 1, 17, 23, 0, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 18, 7, 0, 0), 'Profit': -813.29 },
{ 'OpenTime': datetime(2018, 1, 23, 4, 30, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 23, 5, 23, 0), 'Profit': 21.30 },
{ 'OpenTime': datetime(2018, 1, 23, 6, 15, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 23, 7, 12, 0), 'Profit': 21.30 },
{ 'OpenTime': datetime(2018, 1, 25, 9, 15, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 25, 9, 31, 0), 'Profit': 21.40 },
{ 'OpenTime': datetime(2018, 1, 25, 9, 31, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 25, 9, 56, 0), 'Profit': 21.40 },
{ 'OpenTime': datetime(2018, 1, 25, 9, 58, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 25, 10, 26, 0), 'Profit': 21.40 },
{ 'OpenTime': datetime(2018, 1, 25, 19, 0, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 25, 19, 22, 0), 'Profit': 21.50 },
{ 'OpenTime': datetime(2018, 1, 25, 19, 30, 0), 'Type': 'buy', 'CloseTime': datetime(2018, 1, 25, 20, 28, 0), 'Profit': 21.50 },
{ 'OpenTime': datetime(2018, 1, 29, 21, 15, 0), 'Type': 'sell', 'CloseTime': datetime(2018, 1, 30, 2, 45, 0), 'Profit': 359.29 },
{ 'OpenTime': datetime(2018, 1, 30, 11, 15, 0), 'Type': 'sell', 'CloseTime': datetime(2018, 1, 30, 11, 38, 0), 'Profit': 22.30 },
]
self.assertEqual(report['Trades'], trades)
class DatabaseTestCase(unittest.TestCase):
def setUp(self):
pass
def tearDown(self):
pass
def test_add_run_result_trade(self):
# arrange
mock_cursor = mock.MagicMock()
trade = { 'OpenTime': 'someOpenTime', 'Type': 'someType', 'CloseTime': 'someCloseTime', 'Profit': 'someProfit' }
# act
add_run_result_trade(mock_cursor, 'testResultId', trade)
# assert
mock_cursor.execute.assert_called_with(mock.ANY, 'testResultId', 'someOpenTime', 'someType', 'someCloseTime', 'someProfit')
@mock.patch('db.run_result._get_connection')
def test_remove_run_result_trades_by_configuration_id(self, mock_get_connection):
# arrange
mock_cursor = mock.MagicMock()
mock_connection = mock.MagicMock()
mock_connection.cursor = mock.MagicMock(return_value=mock_cursor)
mock_get_connection.return_value = mock_connection
# act
remove_run_result_trades_by_configuration_id('fake_configuration_id')
# assert
mock_cursor.execute.assert_called_with(mock.ANY, 'fake_configuration_id')
mock_cursor.close.assert_called_once()
mock_connection.commit.assert_called_once()
@mock.patch('db.run_result._get_connection')
def test_reset_run_results_by_configuration_id(self, mock_get_connection):
# arrange
mock_cursor = mock.MagicMock()
mock_connection = mock.MagicMock()
mock_connection.cursor = mock.MagicMock(return_value=mock_cursor)
mock_get_connection.return_value = mock_connection
# act
reset_run_results_by_configuration_id('fake_configuration_id')
# assert
mock_cursor.execute.assert_called_with(mock.ANY, 'fake_configuration_id')
mock_cursor.close.assert_called_once()
mock_connection.commit.assert_called_once()
@mock.patch('db.run_result._get_connection')
def test_get_completed_run_results_by_configuration_id(self, mock_get_connection):
# arrange
mock_cursor = mock.MagicMock()
mock_cursor.description = ((['col1']), (['col2']))
mock_cursor.fetchall = mock.MagicMock(return_value=((['row1_col1_result', 'row1_col2_result']), (['row2_col1_result', 'row2_col2_result'])))
mock_connection = mock.MagicMock()
mock_connection.cursor = mock.MagicMock(return_value=mock_cursor)
mock_get_connection.return_value = mock_connection
# act
rows = get_completed_run_results_by_configuration_id('fake_configuration_id')
# assert
self.assertEqual(rows, [{'col1': 'row1_col1_result', 'col2': 'row1_col2_result'}, {'col1': 'row2_col1_result', 'col2': 'row2_col2_result'}])
mock_cursor.execute.assert_called_with(mock.ANY, 'fake_configuration_id')
mock_cursor.fetchall.assert_called_once()
mock_cursor.close.assert_called_once()
@mock.patch('db.run_result._get_connection')
def test_get_run_result_trades_by_result_id(self, mock_get_connection):
# arrange
mock_cursor = mock.MagicMock()
mock_cursor.description = ((['col1']), (['col2']))
mock_cursor.fetchall = mock.MagicMock(return_value=((['row1_col1_result', 'row1_col2_result']), (['row2_col1_result', 'row2_col2_result'])))
mock_connection = mock.MagicMock()
mock_connection.cursor = mock.MagicMock(return_value=mock_cursor)
mock_get_connection.return_value = mock_connection
# act
df = get_run_result_trades_by_result_id('fake_result_id')
# assert
expected_df = pd.DataFrame([
{'col1': 'row1_col1_result', 'col2': 'row1_col2_result'},
{'col1': 'row2_col1_result', 'col2': 'row2_col2_result'}
])
assert_frame_equal(df, expected_df)
mock_cursor.execute.assert_called_with(mock.ANY, 'fake_result_id')
mock_cursor.fetchall.assert_called_once()
mock_cursor.close.assert_called_once()
@mock.patch('db.run_result._get_connection')
def test_get_run_result_trades_summary_by_configuration_id(self, mock_get_connection):
# arrange
mock_cursor = mock.MagicMock()
mock_cursor.description = ((['ResultId']), (['NumTrades']), (['MaxCloseTime']))
mock_cursor.fetchall = mock.MagicMock(return_value=((['1', '100', 'Today']), (['2', '200', 'Yesterday'])))
mock_connection = mock.MagicMock()
mock_connection.cursor = mock.MagicMock(return_value=mock_cursor)
mock_get_connection.return_value = mock_connection
# act
df = get_run_result_trades_summary_by_configuration_id('fake_configuration_id')
# assert
expected_df = pd.DataFrame([
{'ResultId': '1', 'NumTrades': '100', 'MaxCloseTime': 'Today' },
{'ResultId': '2', 'NumTrades': '200', 'MaxCloseTime': 'Yesterday'}
])
assert_frame_equal(df, expected_df)
mock_cursor.execute.assert_called_with(mock.ANY, 'fake_configuration_id')
mock_cursor.fetchall.assert_called_once()
mock_cursor.close.assert_called_once()
class TradeResultPredictorTestCase(unittest.TestCase):
def setUp(self):
pass
def tearDown(self):
pass
def test_run(self):
# arrange
predictor = TradeResultPredictor(4, verbose=2)
# act
#predictor.run()
@mock.patch('machine_learning.analytics.smtplib')
def test_send_notification(self, mock_smtplib):
# arrange
predictor = TradeResultPredictor('some_configuration_id')
mock_server = mock.MagicMock()
dummySMTP = mock.MagicMock(return_value=mock_server)
mock_smtplib.SMTP = dummySMTP
# act
predictor._send_notification('Test email', 'Test email body', 'smtp_user', 'smtp_password', ['[email protected]'])
# assert
mock_smtplib.SMTP.assert_called_with('smtp.gmail.com', 587)
mock_server.ehlo.assert_called_once()
mock_server.starttls.assert_called_once()
mock_server.login.assert_called_with('smtp_user', 'smtp_password')
mock_server.send_message.assert_called_once()
mock_server.quit.assert_called_once()
class MultilayerPerceptronTestCase(unittest.TestCase):
def setUp(self):
pass
def tearDown(self):
pass
def test_create_dataset(self):
# arrange
perceptron = MultilayerPerceptron('result_id', None)
source = np.array([
[Decimal('1.00')], [Decimal('2.00')], [Decimal('3.00')], [Decimal('4.00')], [Decimal('5.00')],
[Decimal('6.00')], [Decimal('7.00')], [Decimal('8.00')]
])
# act
(dataX, dataY) = perceptron._create_dataset(source, look_back=3)
# assert
expectedX = np.array([
[Decimal('1.00'), Decimal('2.00'), Decimal('3.00')],
[Decimal('2.00'), Decimal('3.00'), Decimal('4.00')],
[Decimal('3.00'), Decimal('4.00'), Decimal('5.00')],
[Decimal('4.00'), Decimal('5.00'), Decimal('6.00')]
])
expectedY = np.array([
Decimal('4.00'),
Decimal('5.00'),
Decimal('6.00'),
Decimal('7.00')
])
assert_array_equal(dataX, expectedX)
assert_array_equal(dataY, expectedY)
def test_predict(self):
# arrange
def side_effect(*args):
if np.array_equal(args[0], np.array([[Decimal('1.00'), Decimal('2.00'), Decimal('3.00'), Decimal('4.00'), Decimal('5.00')]])):
return np.array([[Decimal('6.00')]])
elif np.array_equal(args[0], np.array([[Decimal('2.00'), Decimal('3.00'), Decimal('4.00'), Decimal('5.00'), Decimal('6.00')]])):
return np.array([[Decimal('7.00')]])
elif np.array_equal(args[0], np.array([[Decimal('3.00'), Decimal('4.00'), Decimal('5.00'), Decimal('6.00'), Decimal('7.00')]])):
return np.array([[Decimal('8.00')]])
return 0
dataset = np.array([
[Decimal('1.00')], [Decimal('2.00')], [Decimal('3.00')], [Decimal('4.00')], [Decimal('5.00')]
])
perceptron = MultilayerPerceptron('result_id', dataset, look_back=5)
perceptron.model = mock.MagicMock()
perceptron.model.predict = mock.MagicMock(side_effect=side_effect)
# act
predicted = perceptron.predict(look_forth=3)
# assert
self.assertEqual(predicted, [Decimal('6.00'), Decimal('7.00'), Decimal('8.00')])
@mock.patch('machine_learning.multilayer_perceptron.open')
@mock.patch('machine_learning.multilayer_perceptron.path')
@mock.patch('machine_learning.multilayer_perceptron.models')
def test_get_trained_model_should_train_new_model_no_model_files(self, mock_models, mock_path, mock_open):
# arrange
mock_instance = mock.MagicMock()
mock_models.Sequential = mock.MagicMock(return_value=mock_instance)
mock_path.isfile.return_value = False
mock_open.return_value = mock.MagicMock()
perceptron = MultilayerPerceptron('result_id', None)
sample = np.array([[1], [2]])
# act
model = perceptron._get_trained_model(sample, sample, sample, sample)
# assert
self.assertIsNotNone(model)
mock_instance.compile.assert_called_once()
mock_instance.fit.assert_called_once()
mock_instance.to_json.assert_called_once()
mock_instance.save_weights.assert_called_once()
mock_open.assert_called_once()
@mock.patch('machine_learning.multilayer_perceptron.open')
@mock.patch('machine_learning.multilayer_perceptron.path')
@mock.patch('machine_learning.multilayer_perceptron.models')
def test_get_trained_model_should_load_existing_model_files_exist(self, mock_models, mock_path, mock_open):
# arrange
mock_instance = mock.MagicMock()
mock_models.model_from_json = mock.MagicMock(return_value=mock_instance)
mock_path.isfile.return_value = True
mock_open.return_value = mock.MagicMock()
perceptron = MultilayerPerceptron('result_id', None)
# act
model = perceptron._get_trained_model(None, None, None, None)
# assert
self.assertIsNotNone(model)
mock_models.model_from_json.assert_called_once()
mock_instance.load_weights.assert_called_once()
class MainTestClass(unittest.TestCase):
def setUp(self):
pass
def tearDown(self):
pass
@mock.patch('main.run_result')
@mock.patch('main.glob')
@mock.patch('main.os')
def test_reset_runner(self, mock_os, mock_glob, mock_run_result):
# arrange
mock_run_result.remove_run_result_trades_by_configuration_id = mock.MagicMock()
mock_run_result.reset_run_results_by_configuration_id = mock.MagicMock()
mock_glob.glob = mock.MagicMock(return_value=['file_1', 'file_2'])
mock_os.remove = mock.MagicMock()
# act
reset_runner('some_configuration_id')
# assert
mock_run_result.remove_run_result_trades_by_configuration_id.assert_called_with('some_configuration_id')
mock_run_result.reset_run_results_by_configuration_id.assert_called_with('some_configuration_id')
mock_glob.glob.assert_called_with('/saved_models/*')
mock_os.remove.assert_has_calls([mock.call('file_1'), mock.call('file_2')])
@mock.patch('main.run')
@mock.patch('main.run_result')
@mock.patch('main.terminal')
def test_smart_refresh_trades(self, mock_terminal, mock_run_result, mock_run):
# arrange
runs = [{'RunId': 1, 'TestDateFrom': '2018.04.01'}]
mock_run.get_by_configuration_id = mock.MagicMock(return_value=runs)
trades = pd.DataFrame({
'RunId': [1, 1],
'ResultId': [1, 2],
'NumTrades': [10, 15],
'MaxCloseTime': [datetime(2018, 4, 27, 9, 15, 0), datetime(2018, 4, 28, 9, 20, 0)]
})
mock_run_result.get_run_result_trades_summary_by_configuration_id = mock.MagicMock(return_value=trades)
mock_run_result.delete_trades_by_rusult_id_and_close_time = mock.MagicMock()
mock_run_result.reset_run_results_by_configuration_id = mock.MagicMock()
def side_effect(*args):
if args[1] == 1:
return datetime(2018, 4, 26, 0, 0, 0)
elif args[1] == 2:
return datetime(2018, 4, 27, 0, 0, 0)
raise ValueError('Incorrect argument passed')
mock_terminal.get_run_result_date_from = mock.MagicMock(side_effect=side_effect)
# act
trades_before_run = smart_refresh_trades('id')
# assert
pd.testing.assert_frame_equal(trades, trades_before_run)
mock_run.get_by_configuration_id.assert_called_with('id')
mock_run_result.get_run_result_trades_summary_by_configuration_id.assert_called_with('id')
self.assertEqual(2, mock_terminal.get_run_result_date_from.call_count)
mock_run_result.delete_trades_by_rusult_id_and_close_time.assert_has_calls([
mock.call(1, datetime(2018, 4, 26, 0, 0, 0)),
mock.call(2, datetime(2018, 4, 27, 0, 0, 0))
])
mock_run_result.reset_run_results_by_configuration_id.assert_called_with('id')
""" REAL PROCESSING - USE FOR DEBUGGING ONLY
def test_process(self):
# act
process(4, False, -1)
"""
class Metatrader4TestClass(unittest.TestCase):
def setUp(self):
pass
def tearDown(self):
pass
@mock.patch('terminal.runner.launch')
def test_create_ini_file(self, mock_launch):
# arrange
mock_launch.create_ini_file = mock.MagicMock(return_value=True)
mt4 = Metatrader4('id', ['teminal_1'], verbose=False)
# act
ini_file = mt4._create_ini_file('data_path', 'run_result_id', 'date_from', 'date_to', 'symbol', 'set_file_name')
# assert
self.assertEqual(True, ini_file)
mock_launch.create_ini_file.assert_called_with('data_path', 'run_result_id', 'date_from', 'date_to', 'symbol', 'set_file_name')
def test_get_run_result_date_from(self):
# arrange
mt4 = Metatrader4('id', ['teminal_1'], verbose=False)
# act
run_date_from = mt4._get_run_result_date_from('run_date_from', 'run_result_id')
# assert
self.assertEqual('run_date_from', run_date_from)
class TradesDiffReporterTestClass(unittest.TestCase):
def setUp(self):
pass
def tearDown(self):
pass
def test_get_new_column_names(self):
# arrange
cols = ['ResultId', 'NumTrades', 'MaxCloseTime']
# act
new_cols = TradesDiffReporter('id', None)._get_new_column_names('before', cols)
# assert
expected_cols = { 'ResultId': 'ResultId', 'NumTrades': 'before_NumTrades', 'MaxCloseTime': 'before_MaxCloseTime' }
self.assertDictEqual(expected_cols, new_cols)
def test_generate_report_no_diff(self):
# arrange
before = pd.DataFrame({
'ResultId': [1, 2, 3],
'before_NumTrades': [10, 15, 20],
'before_MaxCloseTime': [datetime(2018, 4, 27, 9, 15, 0), datetime(2018, 4, 27, 9, 20, 0), datetime(2018, 4, 27, 9, 25, 0)]
})
reporter = TradesDiffReporter('id', before)
after = pd.DataFrame({
'ResultId': [1, 2, 3],
'after_NumTrades': [10, 15, 20],
'after_MaxCloseTime': [datetime(2018, 4, 27, 9, 15, 0), datetime(2018, 4, 27, 9, 20, 0), datetime(2018, 4, 27, 9, 25, 0)]
})
# act
report = reporter._generate_report(before, after)
# assert
self.assertFalse(report['hasNewTrades'])
def test_generate_report_diff_number_trades(self):
# arrange
before = pd.DataFrame({
'ResultId': [1, 2, 3],
'before_NumTrades': [10, 15, 20],
'before_MaxCloseTime': [datetime(2018, 4, 27, 9, 15, 0), datetime(2018, 4, 27, 9, 20, 0), datetime(2018, 4, 27, 9, 25, 0)]
})
reporter = TradesDiffReporter('id', before)
after = pd.DataFrame({
'ResultId': [1, 2, 3],
'after_NumTrades': [10, 15, 21],
'after_MaxCloseTime': [datetime(2018, 4, 27, 9, 15, 0), datetime(2018, 4, 27, 9, 20, 0), datetime(2018, 4, 27, 9, 27, 0)]
})
# act
report = reporter._generate_report(before, after)
# assert
self.assertTrue(report['hasNewTrades'])
def test_generate_report_diff_by_dates(self):
# arrange
before = pd.DataFrame({
'ResultId': [1, 2, 3],
'before_NumTrades': [10, 15, 20],
'before_MaxCloseTime': [datetime(2018, 4, 27, 9, 15, 0), datetime(2018, 4, 27, 9, 20, 0), datetime(2018, 4, 27, 9, 25, 0)]
})
reporter = TradesDiffReporter('id', before)
after = pd.DataFrame({
'ResultId': [1, 2, 3],
'after_NumTrades': [10, 15, 20],
'after_MaxCloseTime': [datetime(2018, 4, 27, 9, 15, 0), datetime(2018, 4, 27, 9, 20, 0), datetime(2018, 4, 27, 9, 27, 0)]
})
# act
report = reporter._generate_report(before, after)
# assert
self.assertTrue(report['hasNewTrades'])
def test_generate_report_no_after_trades(self):
# arrange
before = pd.DataFrame({
'ResultId': [1, 2, 3],
'before_NumTrades': [10, 15, 20],
'before_MaxCloseTime': [datetime(2018, 4, 27, 9, 15, 0), datetime(2018, 4, 27, 9, 20, 0), datetime(2018, 4, 27, 9, 25, 0)]
})
reporter = TradesDiffReporter('id', before)
after = pd.DataFrame()
# act
report = reporter._generate_report(before, after)
# assert
self.assertFalse(report['hasNewTrades'])
def test_generate_report_no_before_trades(self):
# arrange
before = pd.DataFrame()
reporter = TradesDiffReporter('id', before)
after = pd.DataFrame({
'ResultId': [1, 2, 3],
'before_NumTrades': [10, 15, 20],
'before_MaxCloseTime': [datetime(2018, 4, 27, 9, 15, 0), datetime(2018, 4, 27, 9, 20, 0), datetime(2018, 4, 27, 9, 25, 0)]
})
# act
report = reporter._generate_report(before, after)
# assert
self.assertTrue(report['hasNewTrades'])
class SmartMetatrader4TestClass(unittest.TestCase):
def setUp(self):
pass
def tearDown(self):
pass
@mock.patch('terminal.runner.terminal')
def test_get_run_result_date_from(self, mock_terminal):
# arrange
mock_terminal.get_run_result_date_from_formatted = mock.MagicMock(return_value='2018.04.26')
mt4 = SmartMetatrader4('id', ['teminal_1'], verbose=False)
# act
date_from = mt4._get_run_result_date_from('2018.01.01', 1)
# assert
self.assertEqual('2018.04.26', date_from)
mock_terminal.get_run_result_date_from_formatted.assert_called_once()
@mock.patch('terminal.runner.terminal')
def test_adjust_reports(self, mock_terminal):
# arrange
def side_effect(*args, **kwargs):
if args[1] == 1:
return datetime(2018, 4, 26, 0, 0, 0)
elif args[1] == 2:
return datetime(2018, 4, 27, 0, 0, 0)
raise ValueError('Incorrect argument passed')
mock_terminal.get_run_result_date_from = mock.MagicMock(side_effect=side_effect)
reports = [{
'ResultId': 1,
'Trades': [
{'CloseTime': datetime(2018, 4, 25, 9, 0, 0), 'Profit': -11.0},
{'CloseTime': datetime(2018, 4, 25, 17, 0, 0), 'Profit': 15.0},
{'CloseTime': datetime(2018, 4, 26, 3, 0, 0), 'Profit': 25.0}
]}, {
'ResultId': 2,
'Trades': [
{'CloseTime': datetime(2018, 4, 26, 9, 0, 0), 'Profit': -11.0},
{'CloseTime': datetime(2018, 4, 26, 17, 0, 0), 'Profit': 15.0},
{'CloseTime': datetime(2018, 4, 26, 22, 0, 0), 'Profit': 25.0}
]
}]
mt4 = SmartMetatrader4('id', ['terminal'])
# act
result_reports = mt4._adjust_reports('2018.04.01', reports)
# assert
expected_reports = [{
'ResultId': 1,
'Trades': [
{'CloseTime': datetime(2018, 4, 26, 3, 0, 0), 'Profit': 25.0}
]}, {
'ResultId': 2,
'Trades': []
}]
self.assertDictEqual(expected_reports[0], result_reports[0])
self.assertDictEqual(expected_reports[1], result_reports[1])
class TerminalUtilTestClass(unittest.TestCase):
def test_get_run_result_date_from_no_trades(self):
# arrange
df_run_trades = None
# act
date_from = terminal.get_run_result_date_from('2018.04.01', 1, df_run_trades)
# assert
self.assertEqual(datetime(2018, 4, 1, 0, 0, 0), date_from)
def test_get_run_result_date_from_empty_df(self):
# arrange
df_run_trades = pd.DataFrame({
'ResultId': [],
'NumTrades': [],
'MaxCloseTime': []
})
# act
date_from = terminal.get_run_result_date_from('2018.04.01', 1, df_run_trades)
# assert
self.assertEqual(datetime(2018, 4, 1, 0, 0, 0), date_from)
def test_get_run_result_date_from(self):
# arrange
df_run_trades = pd.DataFrame({
'ResultId': [1],
'MaxCloseTime': [datetime(2018, 4, 27, 9, 15, 0)]
})
# act
date_from = terminal.get_run_result_date_from('2018.04.01', 1, df_run_trades)
# assert
self.assertEqual(datetime(2018, 4, 26, 0, 0, 0), date_from)
def test_get_run_result_date_from_zero_shift(self):
# arrange
df_run_trades = pd.DataFrame({
'ResultId': [1],
'MaxCloseTime': [datetime(2018, 5, 1, 9, 15, 0)]
})
# act
date_from = terminal.get_run_result_date_from('2018.04.01', 1, df_run_trades, shift_days=0)
# assert
self.assertEqual(datetime(2018, 5, 1, 9, 15, 0), date_from)
@mock.patch('util.terminal.terminal')
def test_get_run_result_date_from_formatted(self, mock_terminal):
# arrange
mock_terminal.get_run_result_date_from = mock.MagicMock(return_value=datetime(2018, 4, 27, 9, 15, 0))
# act
date_from = terminal.get_run_result_date_from_formatted('2018.01.01', 1, None)
# assert
self.assertEqual('2018.04.27', date_from)
if __name__ == '__main__':
unittest.main()