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Copy pathtest_api_future.py
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95 lines (79 loc) · 2.52 KB
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#!/usr/bin/env python
# -*- coding: utf-8 -*-
#
# Copyright 2017 Ricequant, Inc
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from ..utils import make_test_strategy_decorator, assert_order
test_strategies = []
as_test_strategy = make_test_strategy_decorator({
"base": {
"start_date": "2016-03-07",
"end_date": "2016-03-08",
"frequency": "1d",
"accounts": {
"future": 10000000000
}
},
"extra": {
"log_level": "error",
},
"mod": {
"sys_progress": {
"enabled": True,
"show": True,
},
},
}, test_strategies)
@as_test_strategy()
def test_buy_open():
def init(context):
context.f1 = 'P88'
subscribe(context.f1)
def handle_bar(context, _):
o = buy_open(context.f1, 1)
assert_order(
o, order_book_id=context.f1, quantity=1, status=ORDER_STATUS.FILLED, side=SIDE.BUY, position_effect=POSITION_EFFECT.OPEN
)
return init, handle_bar
@as_test_strategy()
def test_sell_open():
def init(context):
context.f1 = 'P88'
subscribe(context.f1)
def handle_bar(context, _):
o = sell_open(context.f1, 1)
assert_order(
o, order_book_id=context.f1, quantity=1, status=ORDER_STATUS.FILLED, side=SIDE.SELL, position_effect=POSITION_EFFECT.OPEN
)
return init, handle_bar
@as_test_strategy()
def test_buy_close():
def init(context):
context.f1 = 'P88'
subscribe(context.f1)
def handle_bar(context, _):
orders = buy_close(context.f1, 1)
# TODO: Add More Sell Close Test
assert len(orders) == 0
return init, handle_bar
@as_test_strategy()
def test_sell_close():
def init(context):
context.f1 = 'P88'
subscribe(context.f1)
def handle_bar(context, _):
orders = sell_close(context.f1, 1)
# TODO: Add More Sell Close Test
assert len(orders) == 0
return init, handle_bar