XF
/
fisk
1
0
Fork 0
Code Issues Pull Requests Projects Releases Wiki Activity

Write tests for crossfilter sub-functions

This commit is contained in:
Mark Veidemanis 2022-12-12 19:53:32 +00:00
parent 1793b5cc5d
commit b882ba15d0
Signed by: m
GPG Key ID: 5ACFCEED46C0904F
2 changed files with 248 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

0
core/tests/lib/__init__.py Normal file
View File

248
core/tests/lib/test_market.py Normal file
View File

@ -0,0 +1,248 @@
from django.test import TestCase
from core.lib.market import check_conflicting_position, check_existing_position
class MarketTestCase(TestCase):
def test_conflict_position(self):
position = {
"symbol": "EUR_USD",
"base": "EUR",
"quote": "USD",
"side": "long",
"units": "1",
}
trade_cast = {
"symbol": "GBP_EUR",
"base": "GBP",
"quote": "EUR",
"side": "long",
"units": "1",
}
opposite = "short"
check = check_conflicting_position(
func="entry",
position=position,
open_base=position["base"],
open_quote=position["quote"],
open_side=position["side"],
open_symbol=position["symbol"],
open_units=position["units"],
new_base=trade_cast["base"],
new_quote=trade_cast["quote"],
new_side=trade_cast["side"],
new_symbol=trade_cast["symbol"],
trade_side_opposite=opposite,
)
self.assertEqual(check["action"], "rejected")
def test_conflict_position_quote(self):
position = {
"symbol": "EUR_USD",
"base": "EUR",
"quote": "USD",
"side": "long",
"units": "1",
}
trade_cast = {
"symbol": "USD_JPY",
"base": "USD",
"quote": "JPY",
"side": "long",
"units": "1",
}
opposite = "short"
check = check_conflicting_position(
func="entry",
position=position,
open_base=position["base"],
open_quote=position["quote"],
open_side=position["side"],
open_symbol=position["symbol"],
open_units=position["units"],
new_base=trade_cast["base"],
new_quote=trade_cast["quote"],
new_side=trade_cast["side"],
new_symbol=trade_cast["symbol"],
trade_side_opposite=opposite,
)
self.assertEqual(check["action"], "rejected")
def test_conflict_position_invert_allowed(self):
position = {
"symbol": "EUR_USD",
"base": "EUR",
"quote": "USD",
"side": "long",
"units": "1",
}
trade_cast = {
"symbol": "GBP_EUR",
"base": "GBP",
"quote": "EUR",
"side": "short",
"units": "1",
}
opposite = "long"
check = check_conflicting_position(
func="entry",
position=position,
open_base=position["base"],
open_quote=position["quote"],
open_side=position["side"],
open_symbol=position["symbol"],
open_units=position["units"],
new_base=trade_cast["base"],
new_quote=trade_cast["quote"],
new_side=trade_cast["side"],
new_symbol=trade_cast["symbol"],
trade_side_opposite=opposite,
)
self.assertFalse(check)
def test_conflict_position_quote_invert_allowed(self):
position = {
"symbol": "EUR_USD",
"base": "EUR",
"quote": "USD",
"side": "short",
"units": "1",
}
trade_cast = {
"symbol": "USD_JPY",
"base": "USD",
"quote": "JPY",
"side": "long",
"units": "1",
}
opposite = "short"
check = check_conflicting_position(
func="entry",
position=position,
open_base=position["base"],
open_quote=position["quote"],
open_side=position["side"],
open_symbol=position["symbol"],
open_units=position["units"],
new_base=trade_cast["base"],
new_quote=trade_cast["quote"],
new_side=trade_cast["side"],
new_symbol=trade_cast["symbol"],
trade_side_opposite=opposite,
)
self.assertFalse(check)
def test_conflict_position_identical_allowed(self):
position = {
"symbol": "EUR_USD",
"base": "EUR",
"quote": "USD",
"side": "long",
"units": "1",
}
trade_cast = {
"symbol": "EUR_USD",
"base": "EUR",
"quote": "USD",
"side": "long",
"units": "1",
}
opposite = "short"
check = check_conflicting_position(
func="entry",
position=position,
open_base=position["base"],
open_quote=position["quote"],
open_side=position["side"],
open_symbol=position["symbol"],
open_units=position["units"],
new_base=trade_cast["base"],
new_quote=trade_cast["quote"],
new_side=trade_cast["side"],
new_symbol=trade_cast["symbol"],
trade_side_opposite=opposite,
)
self.assertFalse(check)
def test_existing_position_fail(self):
"""
Check we cannot enter a short if we already have a long.
"""
position = {"symbol": "EUR_USD", "side": "long", "units": "1"}
trade_cast = {"symbol": "EUR_USD", "side": "short", "units": "1"}
opposite = "long"
check = check_existing_position(
func="entry",
position=position,
open_side=position["side"],
open_symbol=position["symbol"],
open_units=position["units"],
new_side=trade_cast["side"],
new_symbol=trade_cast["symbol"],
trade_side_opposite=opposite,
)
self.assertEqual(check["action"], "rejected")
def test_existing_position_flip_fail(self):
"""
Check we cannot enter a long if we already have a short.
"""
position = {"symbol": "EUR_USD", "side": "short", "units": "1"}
trade_cast = {"symbol": "EUR_USD", "side": "long", "units": "1"}
opposite = "short"
check = check_existing_position(
func="entry",
position=position,
open_side=position["side"],
open_symbol=position["symbol"],
open_units=position["units"],
new_side=trade_cast["side"],
new_symbol=trade_cast["symbol"],
trade_side_opposite=opposite,
)
self.assertEqual(check["action"], "rejected")
def test_existing_position_exit(self):
position = {"symbol": "EUR_USD", "side": "long", "units": "1"}
trade_cast = {"symbol": "EUR_USD", "side": "short", "units": "1"}
opposite = "long"
check = check_existing_position(
func="exit",
position=position,
open_side=position["side"],
open_symbol=position["symbol"],
open_units=position["units"],
new_side=trade_cast["side"],
new_symbol=trade_cast["symbol"],
trade_side_opposite=opposite,
)
self.assertEqual(check["action"], "close")
self.assertEqual(check["positions"], position)
self.assertEqual(check["side"], opposite)
def test_existing_position_exit_no_units(self):
position = {"symbol": "EUR_USD", "side": "long", "units": "0"}
trade_cast = {"symbol": "EUR_USD", "side": "short", "units": "1"}
opposite = "long"
check = check_existing_position(
func="exit",
position=position,
open_side=position["side"],
open_symbol=position["symbol"],
open_units=position["units"],
new_side=trade_cast["side"],
new_symbol=trade_cast["symbol"],
trade_side_opposite=opposite,
)
self.assertFalse(check)