reorganize the library into three folders lib, contrib and core

Write unittests with pytest
Make all functions and method signatures as keyword only arguments
This commit is contained in:
Ichinga Samuel
2024-10-06 23:20:59 +01:00
parent 9b55214d1a
commit 76a947640f
68 changed files with 1439 additions and 817 deletions
-14
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@@ -1,14 +0,0 @@
import pytest
from aiomql import Config
import MetaTrader5
@pytest.fixture(scope='session', autouse=True)
def config():
config = Config(filename='test.json')
return config
@pytest.fixture(scope='session', autouse=True)
def metatrader5():
return MetaTrader5
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import asyncio
import json
import shutil
from logging import getLogger
from pathlib import Path
import pytest
from aiomql.core import Config
from aiomql.core.meta_trader import MetaTrader
logger = getLogger(__name__)
async def cleanup():
try:
shutil.rmtree(Path('tests/configs'), ignore_errors=True)
Path.unlink(Path('tests/test.json'), missing_ok=True)
shutil.rmtree(Path('tests/trade_records'), ignore_errors=True)
await close_all_positions()
await MetaTrader().shutdown()
except Exception as err:
logger.error(f"Failed to complete cleanup: {err}")
async def close_all_positions():
try:
mt = MetaTrader()
positions = await mt.positions_get()
tasks = []
for position in positions:
order_type = mt.ORDER_TYPE_BUY if position.type == mt.ORDER_TYPE_SELL else mt.ORDER_TYPE_SELL
req = {'action': mt.TRADE_ACTION_DEAL, 'symbol': position.symbol, 'volume': position.volume,
'type': order_type, 'position': position.ticket, 'price': position.price_current}
tasks.append(mt.order_send(req))
await asyncio.gather(*tasks)
except Exception as err:
logger.error(f"Failed to close all positions: {err}")
@pytest.fixture(scope='session', autouse=True)
async def config(request):
Path('tests/configs').mkdir(exist_ok=True)
with open('aiomql.json', 'r') as fh, open('tests/configs/test2.json', 'w') as fh1, open('tests/test.json', 'w') as fh2:
data = json.load(fh)
json.dump(data, fh1, indent=2)
json.dump(data, fh2, indent=2)
config = Config(filename='test.json', root='tests')
yield config
await cleanup()
@pytest.fixture(scope='session')
async def mt():
mt = MetaTrader()
await mt.initialize()
await mt.login()
yield mt
await mt.shutdown()
@pytest.fixture(scope='function')
async def sell_order(mt):
sym = 'BTCUSD'
sym_info = await mt.symbol_info(sym)
return {'action': mt.TRADE_ACTION_DEAL, 'symbol': sym, 'volume': sym_info.volume_min,
'type': mt.ORDER_TYPE_SELL, 'price': sym_info.bid}
@pytest.fixture(scope='function')
async def buy_order(mt):
sym = 'BTCUSD'
sym_info = await mt.symbol_info(sym)
dsl = (sym_info.trade_stops_level + sym_info.spread) * 2 * sym_info.point
sl = sym_info.ask - dsl
tp = sym_info.ask + dsl
return {'action': mt.TRADE_ACTION_DEAL, 'symbol': sym, 'volume': sym_info.volume_min,
'type': mt.ORDER_TYPE_BUY, 'price': sym_info.ask, 'sl': sl, 'tp': tp}
@pytest.fixture(scope='class')
async def make_orders(mt):
sym = 'BTCUSD'
sym_info = await mt.symbol_info(sym)
dsl = (sym_info.trade_stops_level + sym_info.spread) * 2 * sym_info.point
sl = sym_info.ask - dsl
tp = sym_info.ask + dsl
req = {'action': mt.TRADE_ACTION_DEAL, 'symbol': sym, 'volume': sym_info.volume_min,
'type': mt.ORDER_TYPE_BUY, 'price': sym_info.ask, 'sl': sl, 'tp': tp}
await mt.order_send(req)
req['type'] = mt.ORDER_TYPE_SELL
req['price'] = sym_info.bid
req['sl'] = sym_info.bid + dsl
req['tp'] = sym_info.bid - dsl
await mt.order_send(req)
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[pytest]
asyncio_default_fixture_loop_scope = session
addopts = --rootdir=tests --capture=tee-sys --last-failed
asyncio_mode = auto
-10
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@@ -1,10 +0,0 @@
{
"login": 31288540,
"password": "nwa0#anaEze",
"server": "Deriv-Demo",
"demo": 5463204,
"fin": 24251812,
"deriv-demo": 5463204,
"deriv-real": 31288540,
"mode": "backtest"
}
+20
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import pytest
from aiomql.lib.account import Account
class TestAccount:
@classmethod
def setup_class(cls):
cls.account = Account()
@pytest.fixture(scope='class', autouse=True)
async def refresh(self):
await self.account.refresh()
async def test_connected(self):
assert self.account.connected is True
async def test_account_info(self):
acc_info = await self.account.mt5.account_info()
assert acc_info.login == self.account.login
assert acc_info.server == self.account.server
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import pytest
from aiomql.core.base import Base
class ChildClass(Base):
attr: int
attr2: str
cls_attr: int = 10
class TestBaseClass:
@pytest.fixture
def child(self):
return ChildClass(attr=1, attr2="test")
def test_repr(self, child):
repr_str = repr(child)
assert repr_str.startswith("ChildClass(")
assert "attr=1" in repr_str
assert "attr2=test" in repr_str
def test_set_attributes(self, child):
child.set_attributes(attr3=3.14, attr2='str')
assert child.attr2 == 'str'
assert getattr(child, 'attr3', None) is None
def test_annotations(self, child):
annotations = child.annotations
assert isinstance(annotations, dict)
def test_get_dict(self, child):
child.set_attributes(attr2='test')
result = child.get_dict()
assert result["attr"] == 1
assert result["attr2"] == "test"
def test_get_dict_with_exclude(self, child):
child.set_attributes(attr2='test')
result = child.get_dict(exclude={"attr"})
assert "attr" not in result
assert result["attr2"] == "test"
def test_get_dict_with_include(self, child):
child.set_attributes(attr3=3.14)
result = child.get_dict(include={"attr"})
assert result["attr"] == 1
assert "attr2" not in result
def test_class_vars(self, child):
class_vars = child.class_vars
assert isinstance(class_vars, dict)
assert 'cls_attr' in class_vars
assert 'attr' not in class_vars
def test_dict_property(self, child):
child.set_attributes(attr2="test")
dict_prop = child.dict
assert dict_prop["attr"] == 1
assert dict_prop["attr2"] == "test"
assert dict_prop["cls_attr"] == 10
+106
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from datetime import datetime
import pytest
import pytz
import pandas as pd
from aiomql.lib.candle import Candle, Candles
from aiomql.core.meta_trader import MetaTrader
from aiomql.core.constants import TimeFrame
class TestCandle:
@classmethod
def setup_class(cls):
cls.bullish_candle = Candle(open=1.3421, high=1.3462, low=1.3405, close=1.3452, time=0, Index=0)
cls.bearish_candle = Candle(open=1.3452, high=1.3405, low=1.3462, close=1.3421, time=1, Index=1)
def test_repr(self):
repr_str = repr(self.bearish_candle)
assert repr_str.startswith("Candle(")
assert "open=" in repr_str
assert "high=" in repr_str
assert "low=" in repr_str
assert "close=" in repr_str
def test_set_attributes(self):
self.bearish_candle.set_attributes(ema=10)
assert self.bearish_candle.ema == 10
def test_compare(self):
assert self.bearish_candle > self.bullish_candle
assert self.bullish_candle != self.bearish_candle
assert self.bullish_candle < self.bearish_candle
def test_dict(self):
self.bearish_candle.set_attributes(ema=10)
result = self.bearish_candle.dict(exclude={'time'})
result2 = self.bearish_candle.dict(include={'close', 'high'})
assert result['open'] == 1.3452
assert result['ema'] == 10
assert 'time' not in result
assert set(result2.keys()) == {'close', 'high'}
def test_dictionary_properties(self):
self.bearish_candle['ema'] = 4
assert self.bearish_candle['ema'] == 4
def test_candle_type(self):
assert self.bearish_candle.is_bearish()
assert self.bullish_candle.is_bullish()
class TestCandles:
@pytest.fixture(scope='class')
async def candles(self):
mt = MetaTrader()
start = datetime(day=5, month=10, year=2023)
rates = await mt.copy_rates_from("BTCUSD", mt.TIMEFRAME_H1, start, 200)
return Candles(data=rates)
def test_get_series(self, candles):
series = candles['open']
assert isinstance(series, pd.Series)
assert len(series) == 200
def test_get_candle(self, candles):
candle = candles[10]
assert isinstance(candle, Candle)
assert candle in candles
assert candle.Index == 10
def test_slice(self, candles):
sliced = candles[10:15]
assert len(sliced) == 5
assert isinstance(sliced, Candles)
def test_setitem(self, candles):
new_series = candles.open
new_series = new_series * 2
candles['double_open'] = new_series
assert 'double_open' in candles.data.columns
def test_getattr(self, candles):
open_series = candles.open
assert isinstance(open_series, pd.Series)
assert open_series.equals(candles.data['open'])
def test_iter(self, candles):
l_5 = candles[-5:]
assert all(isinstance(candle, Candle) for candle in l_5)
def test_timeframe(self, candles):
tf = candles.timeframe
assert tf == TimeFrame.H1
def test_ta_and_rename(self, candles):
ema = candles.ta.ema(close='open', length=10, append=True)
assert 'EMA_10' in candles.data.columns
candles.rename(inplace=True, EMA_10='ema')
assert 'ema' in candles.data.columns
def test_ta_lib(self, candles):
fas = candles.ta_lib.above(candles.open, candles.close)
assert isinstance(fas, pd.Series)
candles['fas'] = fas
assert 'fas' in candles.data.columns
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from aiomql.core.config import Config
from aiomql.contrib.backtesting import BackTestEngine
class TestConfig:
def test_singleton(self, config):
config2 = Config(filename='test.json')
assert config is config2
def test_set_attributes(self, config):
config.set_attributes(timeout=5000, record_trades=False)
assert config.timeout == 5000
assert config.record_trades is False
def test_backtest_engine(self, config):
engine = BackTestEngine()
config.backtest_engine = engine
assert config.backtest_engine is engine
def test_account_info(self, config):
account_info = config.account_info()
assert isinstance(account_info, dict)
assert 'login' in account_info
assert 'password' in account_info
assert 'server' in account_info
def test_load_config(self, config):
config.load_config(file='tests/configs/test2.json')
assert config.filename == 'test2.json'
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from datetime import datetime
import pytest
from aiomql.lib.history import History
class TestHistory:
@pytest.fixture(scope='class', autouse=True)
async def init(self, make_orders):
await self.history.init()
@classmethod
def setup_class(cls):
now = datetime.now()
cls.start = now.replace(hour=0)
cls.end = now.replace(hour=23)
history = History(date_from=cls.start, date_to=cls.end)
cls.history = history
async def test_init(self):
assert self.history.total_deals > 0
assert self.history.total_orders > 0
async def test_get_deals(self):
deals = await self.history.get_deals()
assert len(deals) > 0
async def test_get_deals_by_ticket(self):
ticket = self.history.deals[0].order
deals = self.history.get_deals_by_ticket(ticket=ticket)
assert len(deals) > 0
async def test_get_deals_by_position(self):
position = self.history.deals[0].position_id
deals = self.history.get_deals_by_position(position=position)
assert len(deals) > 0
async def test_get_orders(self):
orders = await self.history.get_orders()
assert len(orders) > 0
async def test_get_orders_by_ticket(self):
ticket = self.history.orders[0].ticket
orders = self.history.get_orders_by_ticket(ticket=ticket)
assert len(orders) > 0
async def test_get_orders_by_position(self):
position = self.history.orders[0].position_id
orders = self.history.get_orders_by_position(position=position)
assert len(orders) > 0
@@ -1,199 +1,207 @@
from datetime import datetime, timedelta
import pytest
import pytz
import pytest_asyncio
from aiomql import MetaTrader, TimeFrame, OrderType, CopyTicks
import MetaTrader5
from . import metatrader5
from aiomql import MetaTrader
class TestMetaTrader:
@classmethod
def setup_class(cls, metatrader5):
tz = pytz.timezone('Etc/UTC')
def setup_class(cls):
cls.mt = MetaTrader()
cls.mt5 = metatrader5
cls.symbol = "Volatility 100 Index"
now = datetime.now(tz=tz)
cls.start = now - timedelta(hours=24)
cls.end = now + timedelta(hours=2)
cls.mt5 = MetaTrader5
cls.symbol = "BTCUSD"
now = datetime.now(tz=pytz.UTC)
cls.start = now - timedelta(hours=10)
cls.end = now + timedelta(hours=1)
cls.tf = cls.mt.TIMEFRAME_H1
@pytest.mark.asyncio
@classmethod
def teardown_class(cls):
cls.mt._shutdown()
async def test_initialize(self):
res = await self.mt.initialize()
assert res == True
@pytest.mark.asyncio
async def test_login(self):
res = await self.mt.login()
assert res == True
@pytest.mark.asyncio
async def test_last_error(self):
res = await self.mt.last_error()
assert isinstance(res, tuple)
assert res[0] == 1
assert res[1] == 'Successful'
@pytest.mark.asyncio
assert res[1] == 'Success'
async def test_version(self):
res = await self.mt.version()
res2 = self.mt5.version()
res2 = self.mt5.version()
assert res is not None
assert res == res2
@pytest.mark.asyncio
async def test_account_info(self):
res = await self.mt.account_info()
res2 = self.mt5.account_info()
assert res is not None
assert res == res2
@pytest.mark.asyncio
async def test_terminal_info(self):
res = await self.mt.terminal_info()
res2 = await self.mt5.terminal_info()
res2 = self.mt5.terminal_info()
assert res is not None
assert res == res2
@pytest.mark.asyncio
async def test_symbols_total(self):
res = await self.mt.symbols_total()
res2 = await self.mt5.symbols_total()
res2 = self.mt5.symbols_total()
assert isinstance(res, int)
assert res
@pytest.mark.asyncio
assert res == res2
async def test_symbols_get(self):
res = await self.mt.symbols_get()
res2 = await self.mt5.symbols_get()
res2 = self.mt5.symbols_get()
assert res is not None
assert res == res2
@pytest.mark.asyncio
assert len(res) == len(res2)
async def test_symbol_info(self):
res = await self.mt.symbol_info(self.symbol)
res2 = await self.mt5.symbol_info(self.symbol)
res2 = self.mt5.symbol_info(self.symbol)
assert res is not None
assert res == res2
@pytest.mark.asyncio
async def test_symbol_info_tick(self):
res = await self.mt.symbol_info_tick(self.symbol)
res2 = await self.mt5.symbol_info_tick(self.symbol)
res2 = self.mt5.symbol_info_tick(self.symbol)
assert res is not None
assert res == res2
@pytest.mark.asyncio
async def test_symbol_select(self):
res = await self.mt.symbol_select(self.symbol, True)
assert res == True
@pytest.mark.asyncio
async def test_market_book_add(self):
res = await self.mt.market_book_add(self.symbol)
assert res == True
@pytest.mark.asyncio
async def test_market_book_get(self):
res = await self.mt.market_book_get(self.symbol)
res2 = await self.mt5.market_book_get(self.symbol)
res2 = self.mt5.market_book_get(self.symbol)
assert res is not None
assert res == res2
@pytest.mark.asyncio
async def test_market_book_release(self):
res = await self.mt.market_book_release(self.symbol)
assert res == True
@pytest.mark.asyncio
async def test_copy_rates_from(self):
res = await self.mt.copy_rates_from(self.symbol, self.tf, self.start, 10)
assert res is not None
assert res.shape[0] == 10
@pytest.mark.asyncio
async def test_copy_rates_from_pos(self):
res = await self.mt.copy_rates_from_pos(self.symbol, self.tf, 0, 10)
assert res is not None
assert res.shape[0] == 10
@pytest.mark.asyncio
async def test_copy_rates_range(self):
res = await self.mt.copy_rates_range(self.symbol, TimeFrame.M1, datetime.now(), datetime.now())
res = await self.mt.copy_rates_range(self.symbol, self.tf, self.start, self.end)
assert res is not None
@pytest.mark.asyncio
assert res.shape[0] == 10
async def test_copy_ticks_from(self):
res = await self.mt.copy_ticks_from(self.symbol, datetime.now(), 10, CopyTicks.ALL)
res = await self.mt.copy_ticks_from(self.symbol, self.start, 10, self.mt.COPY_TICKS_ALL)
assert res is not None
@pytest.mark.asyncio
assert res.shape[0] == 10
async def test_copy_ticks_range(self):
res = await self.mt.copy_ticks_range(self.symbol, datetime.now(), datetime.now(), CopyTicks.ALL)
res = await self.mt.copy_ticks_range(self.symbol, self.start, self.end, self.mt.COPY_TICKS_ALL)
res2 = self.mt5.copy_ticks_range(self.symbol, self.start, self.end, self.mt5.COPY_TICKS_ALL)
assert res is not None
@pytest.mark.asyncio
assert res.shape[0] == res2.shape[0]
async def test_orders_total(self):
res = await self.mt.orders_total()
assert isinstance(res, int)
@pytest.mark.asyncio
async def test_orders_get(self):
res = await self.mt.orders_get()
assert res is not None
@pytest.mark.asyncio
async def test_order_calc_margin(self):
res = await self.mt.order_calc_margin(OrderType.BUY, self.symbol, 1.0, 1.0)
assert isinstance(res, tuple)
assert len(res) == 0
async def test_order_calc_margin(self, sell_order):
price = sell_order['price']
volume = sell_order['volume']
type_ = sell_order['type']
res = await self.mt.order_calc_margin(type_, self.symbol, volume, price)
assert isinstance(res, float)
@pytest.mark.asyncio
async def test_order_calc_profit(self):
res = await self.mt.order_calc_profit(OrderType.BUY, self.symbol, 1.0, 1.0, 1.1)
async def test_order_calc_profit(self, buy_order):
volume = buy_order['volume']
price_open = buy_order['price']
price_close = buy_order['tp']
type_ = buy_order['type']
res = await self.mt.order_calc_profit(type_, self.symbol, volume, price_open, price_close)
assert isinstance(res, float)
@pytest.mark.asyncio
async def test_order_check(self):
request = {"action": OrderType.BUY, "symbol": self.symbol, "volume": 1.0, "price": 1.0}
res = await self.mt.order_check(request)
async def test_order_check(self, buy_order):
res = await self.mt.order_check(buy_order)
assert res is not None
@pytest.mark.asyncio
async def test_order_send(self):
request = {"action": OrderType.BUY, "symbol": self.symbol, "volume": 1.0, "price": 1.0}
res = await self.mt.order_send(request)
assert res.retcode == 0
async def test_order_send(self, sell_order):
res = await self.mt.order_send(sell_order)
assert res is not None
@pytest.mark.asyncio
assert res.retcode == 10009
async def test_positions_total(self):
res = await self.mt.positions_total()
assert isinstance(res, int)
@pytest.mark.asyncio
assert res >= 0
async def test_positions_get(self):
res = await self.mt.positions_get()
assert res is not None
@pytest.mark.asyncio
assert isinstance(res, tuple)
assert len(res) >= 0
async def test_history_orders_total(self):
res = await self.mt.history_orders_total(datetime.now(), datetime.now())
res = await self.mt.history_orders_total(self.start, self.end)
assert isinstance(res, int)
@pytest.mark.asyncio
assert res >= 0
async def test_history_orders_get(self):
res = await self.mt.history_orders_get(datetime.now(), datetime.now())
res = await self.mt.history_orders_get(self.start, self.end)
assert res is not None
@pytest.mark.asyncio
assert isinstance(res, tuple)
assert len(res) >= 0
async def test_history_deals_total(self):
res = await self.mt.history_deals_total(datetime.now(), datetime.now())
res = await self.mt.history_deals_total(self.start, self.end)
assert isinstance(res, int)
@pytest.mark.asyncio
assert res >= 0
async def test_history_deals_get(self):
res = await self.mt.history_deals_get(datetime.now(), datetime.now())
res = await self.mt.history_deals_get(self.start, self.end)
assert res is not None
assert isinstance(res, tuple)
assert len(res) >= 0
# sym = order_request['symbol']
# sym_info = await self.mt.symbol_info(sym)
# dsl = (sym_info.trade_stops_level + sym_info.spread) * 2 * sym_info.point
# order_request['volume'] = sym_info.volume_min
# order_request['price'] = sym_info.ask
# order_request['tp'] = round(sym_info.ask + dsl, sym_info.digits)
# order_request['sl'] = round(sym_info.ask - dsl, sym_info.digits)
# sym = order_request['symbol']
# sym_info = await self.mt.symbol_info(sym)
# dsl = (sym_info.trade_stops_level + sym_info.spread) * 2 * sym_info.point
# order_request['volume'] = sym_info.volume_min
# order_request['price'] = sym_info.ask
# order_request['tp'] = round(sym_info.ask + dsl, sym_info.digits)
# order_request['sl'] = round(sym_info.ask - dsl, sym_info.digits)
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from aiomql.lib.order import Order
class TestOrder:
async def test_check(self, sell_order):
order = Order(**sell_order)
check = await order.check()
assert check.retcode == 0
async def test_send(self, buy_order):
order = Order(**buy_order)
send = await order.send()
assert send.retcode == 10009
async def test_margin(self, buy_order):
order = Order(**buy_order)
margin = await order.calc_margin()
assert margin is not None
assert margin > 0
assert isinstance(margin, float)
async def test_profit(self, buy_order):
order = Order(**buy_order)
profit = await order.calc_profit()
assert profit is not None
assert profit > 0
assert isinstance(profit, float)
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import pytest
from aiomql.lib.positions import Positions
class TestPositions:
@pytest.fixture(scope='class', autouse=True)
async def init(self, make_orders):
await self.positions.get_positions()
@classmethod
def setup_class(cls):
cls.positions = Positions()
@pytest.mark.order(1)
async def test_get_positions(self):
await self.positions.get_positions()
assert len(self.positions.positions) >= 0
async def test_get_position_by_ticket(self):
ticket = self.positions.positions[0].ticket
position = await self.positions.get_position_by_ticket(ticket=ticket)
assert position is not None
assert position.ticket == ticket
async def test_get_position_by_symbol(self):
symbol = self.positions.positions[0].symbol
positions = await self.positions.get_position_by_symbol(symbol=symbol)
assert len(positions) >= 0
assert positions[0].symbol == symbol
+22
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from aiomql.lib.ram import RAM
class TestRAM:
@classmethod
def setup_class(cls):
cls.ram = RAM(min_amount=5, max_amount=10, loss_limit=3, open_limit=5)
async def test_get_amount(self):
res = await self.ram.get_amount()
assert self.ram.min_amount <= res <= self.ram.max_amount
async def test_checks(self, buy_order, sell_order, mt):
for i in range(self.ram.open_limit+1):
if i % 2 == 0:
await mt.order_send(buy_order)
else:
await mt.order_send(sell_order)
res1 = await self.ram.check_losing_positions()
res2 = await self.ram.check_open_positions()
assert res2 is False
assert isinstance(res1, bool)
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import asyncio
import pytest
from aiomql.lib.result import Result
from aiomql.core.models import OrderSendResult
class TestResult:
@pytest.fixture(scope='class')
def parameters(self):
return {'name': 'test_trades', 'ema': 20, 'rsi': 14}
@pytest.fixture(scope='function')
async def order_results(self, mt, sell_order, buy_order, parameters):
res1 = await mt.order_send(sell_order)
res2 = await mt.order_send(buy_order)
res1 = Result(result=OrderSendResult(**res1._asdict()), parameters=parameters)
res2 = Result(result=OrderSendResult(**res2._asdict()), parameters=parameters)
return res1, res2
async def test_get_data(self, order_results):
res1, res2 = order_results
data1 = res1.get_data()
data2 = res2.get_data()
assert data1['actual_profit'] == data2['actual_profit'] == 0
assert data1['closed'] == data2['closed'] == False
assert data1['win'] == data2['win'] == False
async def test_csv(self, order_results):
res1, res2 = order_results
await asyncio.gather(res1.save(), res2.save())
assert res1.config.records_dir.exists()
record = res1.config.records_dir / f"{res1.name}.csv"
assert record.exists()
async def test_json(self, order_results):
res1, res2 = order_results
await asyncio.gather(res1.save(trade_record_mode='json'), res2.save(trade_record_mode='json'))
assert res1.config.records_dir.exists()
record = res1.config.records_dir / f"{res1.name}.json"
assert record.exists()
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from datetime import datetime, time
import pytest
import pytz
from aiomql.lib.sessions import Session, Sessions, delta
class TestSessions:
@pytest.fixture(scope='class')
def make_sessions(self, make_session):
london, all_day, over_night = make_session
return Sessions(sessions=[london, all_day, over_night])
@pytest.fixture(scope='class')
def make_session(self):
end = time(hour=16, minute=59, second=59, microsecond=999_999, tzinfo=pytz.UTC)
london = Session(start=8, end=end, name='London', on_end='close_all')
start, end = time(hour=0, tzinfo=pytz.UTC), time(hour=23, minute=59, second=59, tzinfo=pytz.UTC)
all_day = Session(start=start, end=end, name='AllDay', on_end='close_all')
end = time(hour=6, minute=59, second=59, microsecond=999_999, tzinfo=pytz.UTC)
over_night = Session(start=18, end=end, name='OverNight', on_end='close_all')
return london, all_day, over_night
def test_session_attributes(self, make_session):
london, all_day, over_night = make_session
period = over_night.duration()
assert london.name == 'London'
assert london.start == time(hour=8, tzinfo=pytz.UTC)
assert london.end.hour == 16
assert period.hours == 12
assert period.minutes == period.seconds == 59
def test_session_intervals(self, make_session):
london, all_day, over_night = make_session
two_am = time(hour=2, tzinfo=pytz.UTC)
noon = time(hour=12, tzinfo=pytz.UTC)
now = datetime.now(pytz.UTC).time()
hours_till_london_starts = (delta(london.start) - delta(now)).seconds // 3600
assert hours_till_london_starts == london.until() // 3600
assert two_am in over_night
assert noon in london
assert two_am not in london
assert noon not in over_night
# all_day session is always open
assert all_day.in_session()
async def test_sessions(self, make_session):
london, all_day, over_night = make_session
sessions = Sessions(sessions=[london, over_night])
now = time(hour=21, tzinfo=pytz.UTC)
noon = time(hour=12, tzinfo=pytz.UTC)
mid_nite = time(hour=0, tzinfo=pytz.UTC)
next_sess = sessions.find_next(moment=now)
noon_sess = sessions.find(moment=noon)
no_sess = sessions.find(moment=time(hour=17, tzinfo=pytz.UTC))
mid_nite_sess = sessions.find(moment=mid_nite)
current_sess = sessions.find(moment=now)
assert current_sess.name == 'OverNight'
assert noon_sess.name == 'London'
assert no_sess is None
assert next_sess.name == 'London'
assert mid_nite_sess.name == 'OverNight'
current = datetime.now(pytz.UTC).time()
if current.hour not in (7, 17):
await sessions.check()
assert sessions.current_session is not None
assert sessions.current_session.name in ('London', 'OverNight')
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from datetime import datetime, timedelta
import pytest
from aiomql.lib.symbol import Symbol
from aiomql.lib.candle import Candles
from aiomql.lib.ticks import Ticks
class TestSymbol:
@pytest.fixture(scope='class', autouse=True)
async def btc(self):
symbol = Symbol(name='BTCUSD')
select = getattr(symbol, 'select', False)
if select is False:
await symbol.init()
return symbol
async def test_symbol_attributes(self, btc):
assert btc.name == 'BTCUSD'
assert btc.select is True
assert btc.tick is not None
async def test_volume(self, btc):
volume = btc.volume_min - btc.volume_step
success, volume = btc.check_volume(volume=volume)
assert success is False
volume = btc.volume_min + btc.volume_step * 2
success, volume = btc.check_volume(volume=volume)
assert success is True
volume = btc.volume_min + btc.volume_step * 2.5
volume = btc.round_off_volume(volume=volume, round_down=True)
assert volume == btc.volume_min + btc.volume_step * 2
async def test_rates(self, btc):
start = datetime(year=2023, month=10, day=5)
end = start + timedelta(hours=9)
rates_from = await btc.copy_rates_from(timeframe=btc.mt5.TIMEFRAME_H1, date_from=start, count=10)
assert isinstance(rates_from, Candles)
assert len(rates_from) == 10
rates_from_pos = await btc.copy_rates_from_pos(timeframe=btc.mt5.TIMEFRAME_H1, count=10, start_position=0)
assert isinstance(rates_from_pos, Candles)
assert len(rates_from_pos) == 10
rates_range = await btc.copy_rates_range(timeframe=btc.mt5.TIMEFRAME_H1, date_from=start, date_to=end)
assert isinstance(rates_range, Candles)
assert len(rates_range) == 10
ticks_from = await btc.copy_ticks_from(date_from=start, count=10)
assert isinstance(ticks_from, Ticks)
assert len(ticks_from) == 10
end = start + timedelta(seconds=20)
ticks_from_pos = await btc.copy_ticks_range(date_from=start, date_to=end)
assert isinstance(ticks_from_pos, Ticks)
assert len(ticks_from_pos) >= 10
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import pytest
from aiomql.lib.terminal import Terminal
class TestTerminal:
@pytest.fixture(scope='class', autouse=True)
async def init_terminal(self):
terminal = Terminal()
init = await terminal.initialize()
return init, terminal
async def test_terminal(self, init_terminal):
init, terminal = init_terminal
assert init is True
assert terminal.connected is True
assert terminal.version is not None
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from datetime import datetime
from aiomql.lib.ticks import Ticks, Tick
from pandas import Series
class TestTicks:
async def test_tick(self, mt):
btc_tick = await mt.symbol_info_tick("BTCUSD")
btc_tick = Tick(**btc_tick._asdict())
tick_dict = btc_tick.dict(include={'ask', 'bid', 'time', 'volume'})
assert isinstance(btc_tick, Tick)
assert isinstance(tick_dict, dict)
assert 'ask' in tick_dict
assert 'bid' in tick_dict
assert 'volume_real' not in tick_dict
async def test_ticks(self, mt):
start = datetime(year=2023, month=10, day=5)
ticks = await mt.copy_ticks_from("BTCUSD", start, 10, mt.COPY_TICKS_ALL)
ticks = Ticks(data=ticks)
assert isinstance(ticks, Ticks)
assert len(ticks) == 10
assert isinstance(ticks[0], Tick)
bids = ticks['bid']
assert len(bids) == 10
assert isinstance(bids, Series)