mirror of
https://github.com/Ichinga-Samuel/aiomql.git
synced 2026-08-23 08:48:05 +00:00
v4
This commit is contained in:
@@ -0,0 +1,59 @@
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import asyncio
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import json
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import shutil
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from logging import getLogger
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from pathlib import Path
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import pytest
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from aiomql.core import Config
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from aiomql.core.meta_trader import MetaTrader
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logger = getLogger(__name__)
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async def cleanup():
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try:
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shutil.rmtree(Path('tests/live/configs'), ignore_errors=True)
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Path.unlink(Path('tests/live/test.json'), missing_ok=True)
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shutil.rmtree(Path('tests/live/trade_records'), ignore_errors=True)
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shutil.rmtree(Path('tests/live/backtesting'), ignore_errors=True)
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await close_all_positions()
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await MetaTrader().shutdown()
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except Exception as err:
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logger.error(f"Failed to complete cleanup: {err}")
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async def close_all_positions():
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try:
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mt = MetaTrader()
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positions = await mt.positions_get()
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tasks = []
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for position in positions:
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order_type = mt.ORDER_TYPE_BUY if position.type == mt.ORDER_TYPE_SELL else mt.ORDER_TYPE_SELL
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req = {'action': mt.TRADE_ACTION_DEAL, 'symbol': position.symbol, 'volume': position.volume,
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'type': order_type, 'position': position.ticket, 'price': position.price_current}
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tasks.append(mt.order_send(req))
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await asyncio.gather(*tasks)
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except Exception as err:
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logger.error(f"Failed to close all positions: {err}")
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@pytest.fixture(scope='package', autouse=True)
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async def config(request):
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Path('tests/live/configs').mkdir(exist_ok=True)
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with open('aiomql.json', 'r') as fh, open('tests/live/configs/test2.json', 'w') as fh1, open('tests/live/test.json', 'w') as fh2:
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data = json.load(fh)
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json.dump(data, fh1, indent=2)
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json.dump(data, fh2, indent=2)
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config = Config(filename='test.json', root='tests/live')
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yield config
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await cleanup()
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@pytest.fixture(scope='package', autouse=True)
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async def mt():
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mt = MetaTrader()
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await mt.initialize()
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await mt.login()
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yield mt
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await mt.shutdown()
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@@ -0,0 +1,94 @@
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import asyncio
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import json
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from csv import DictReader
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import pytest
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from aiomql.lib.result import Result
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from aiomql.core.models import OrderSendResult
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from aiomql.lib.trade_records import TradeRecords
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from aiomql.lib.positions import Positions
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class TestRecordsAndResults:
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@classmethod
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def setup_class(cls):
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cls.trade_records = TradeRecords()
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@pytest.fixture(scope='class')
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async def buy(self, mt):
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sym = 'BTCUSD'
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sym_info = await mt.symbol_info(sym)
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dsl = (sym_info.trade_stops_level + sym_info.spread) * 2 * sym_info.point
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sl = sym_info.ask - dsl
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tp = sym_info.ask + dsl
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return {'action': mt.TRADE_ACTION_DEAL, 'symbol': sym, 'volume': sym_info.volume_min,
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'type': mt.ORDER_TYPE_BUY, 'price': sym_info.ask, 'sl': sl, 'tp': tp}
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@pytest.fixture(scope='class')
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async def sell(self, mt):
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sym = 'BTCUSD'
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sym_info = await mt.symbol_info(sym)
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return {'action': mt.TRADE_ACTION_DEAL, 'symbol': sym, 'volume': sym_info.volume_min,
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'type': mt.ORDER_TYPE_SELL, 'price': sym_info.bid}
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@pytest.fixture(scope='class', autouse=True)
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async def setup(self, sell, buy, mt):
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buy_res = await mt.order_send(buy)
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buy_res_2 = await mt.order_send(buy)
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sell_res = await mt.order_send(sell)
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sell_res_2 = await mt.order_send(sell)
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buy_res = Result(result=OrderSendResult(**buy_res._asdict()), name='test_result')
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sell_res = Result(result=OrderSendResult(**sell_res._asdict()), name='test_result')
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sell_res_2 = Result(result=OrderSendResult(**sell_res_2._asdict()), name='test_result')
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buy_res_2 = Result(result=OrderSendResult(**buy_res_2._asdict()), name='test_result')
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await asyncio.gather(buy_res.save(), sell_res.save(), buy_res_2.save(trade_record_mode='json'),
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sell_res_2.save(trade_record_mode='json'))
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await Positions().close_all()
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def test_records_dir(self):
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records_dir = self.trade_records.records_dir
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assert records_dir.is_dir()
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recs = list(records_dir.iterdir())
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assert len(recs) >= 2
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csvs, jsons = [], []
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matched_recs = list(records_dir.glob("test_result.*"))
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assert len(matched_recs) == 2
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for rec in matched_recs:
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if rec.match("test_result.json"):
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jsons.append(rec)
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elif rec.match("test_result.csv"):
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csvs.append(rec)
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else:
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continue
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assert len(csvs) == 1
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assert len(jsons) == 1
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async def test_json_records(self):
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json_records = self.trade_records.get_json_records()
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matched_recs = [record for record in json_records if record.match('test_result.json')]
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assert len(matched_recs) == 1
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record = matched_recs[0]
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record_data = json.load(record.open())
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assert isinstance(record_data, list)
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assert len(record_data) == 2
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is_open = [data['closed'] is False for data in record_data]
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assert all(is_open)
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await self.trade_records.update_json_records()
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is_close = [data['closed'] is True for data in record_data]
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assert len(is_close) == 2
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async def test_csv_records(self):
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csv_records = self.trade_records.get_csv_records()
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matched_recs = [record for record in csv_records if record.match('test_result.csv')]
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assert len(matched_recs) == 1
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record = matched_recs[0]
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record_data = DictReader(record.open())
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record_data = [row for row in record_data]
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assert isinstance(record_data, list)
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assert len(record_data) == 2
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is_open = [data['closed'].title() == 'False' for data in record_data]
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assert all(is_open)
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await self.trade_records.update_json_records()
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is_close = [data['closed'].title() == 'True' for data in record_data]
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assert len(is_close) == 2
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@@ -0,0 +1,20 @@
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import pytest
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from aiomql.lib.account import Account
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class TestAccount:
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@classmethod
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def setup_class(cls):
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cls.account = Account()
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@pytest.fixture(scope='class', autouse=True)
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async def refresh(self):
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await self.account.refresh()
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async def test_connected(self):
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assert self.account.connected is True
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async def test_account_info(self):
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acc_info = await self.account.mt5.account_info()
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assert acc_info.login == self.account.login
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assert acc_info.server == self.account.server
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@@ -0,0 +1,269 @@
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from datetime import datetime, UTC
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from aiomql import TimeFrame
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from aiomql.contrib.backtesting import BackTestEngine
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from aiomql.contrib.backtesting.get_data import GetData
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from aiomql._utils import round_down
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from aiomql.core.constants import OrderType, TradeAction
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import pytest
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class TestBackTestEngine:
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@classmethod
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def setup_class(cls):
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cls.start = datetime(2024, 2, 1)
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cls.end = datetime(2024, 2, 7)
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cls.g_data = GetData(start=cls.start, end=cls.end, symbols=['BTCUSD', 'SOLUSD'],
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timeframes=[TimeFrame.H1, TimeFrame.H2], name='test_engine')
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cls.bte = BackTestEngine(start=cls.start, end=cls.end)
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@pytest.fixture(scope='class')
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async def bte2(self):
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await self.g_data.get_data()
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bte2 = BackTestEngine(start=self.start, end=self.end, data=self.g_data.data, use_terminal=False)
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await bte2.setup_account(balance=100)
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return bte2
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@pytest.fixture(scope='class')
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async def sell_order(self):
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sym = await self.bte.get_symbol_info(symbol='BTCUSD')
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request = {'type': OrderType.SELL, 'symbol': 'BTCUSD', 'volume': sym.volume_min,
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'price': sym.bid, 'action': TradeAction.DEAL}
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return request
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@pytest.fixture(scope='class')
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async def buy_order(self):
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sym = await self.bte.get_symbol_info(symbol='BTCUSD')
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dsl = (sym.trade_stops_level + sym.spread) * 2 * sym.point
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sl = sym.ask - dsl
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tp = sym.ask + dsl
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request = {'type': OrderType.BUY, 'symbol': 'BTCUSD', 'volume': sym.volume_min,
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'price': sym.ask, 'action': TradeAction.DEAL, 'sl': sl, 'tp': tp}
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return request
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def modify_stops(self, order):
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...
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def test_span_and_range(self):
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assert self.bte.range == range(0, int((self.end - self.start).total_seconds()), self.bte.speed)
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assert self.bte.span == range(int(self.start.timestamp()), int(self.end.timestamp()), self.bte.speed)
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assert len(self.bte.span) == len(self.bte.range)
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def test_cursor(self):
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self.bte.next()
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r, t = self.bte.cursor
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self.bte.fast_forward(steps=100)
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assert self.bte.cursor.time == t + 100
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assert self.bte.cursor.index == r + 100
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go_to = datetime(2024, 2, 3, tzinfo=UTC)
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self.bte.go_to(time=go_to)
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assert self.bte.cursor.time == int(datetime.timestamp(go_to))
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self.bte.reset()
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assert self.bte.cursor.time == int(self.start.timestamp())
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def test_speed(self):
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self.bte.setup_test_range(start=self.start, end=self.end, speed=3600)
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assert self.bte.speed == 3600
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self.bte.next()
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now = datetime.fromtimestamp(self.bte.cursor.time, tz=UTC)
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index = self.bte.cursor.index
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self.bte.next()
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assert self.bte.cursor.index == index + 3600
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assert self.bte.cursor.time == int(now.timestamp()) + 3600
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self.bte.setup_test_range(start=self.start, end=self.end)
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assert self.bte.speed == 1
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async def test_account(self):
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await self.bte.setup_account(balance=100)
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acc = self.bte.get_account_info()
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self.bte.use_terminal_for_backtesting = False
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self.bte.use_terminal_for_backtesting = True
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assert acc.balance == 100
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assert acc.equity == 100
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assert acc.margin == 0
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assert acc.margin_free == 100
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assert acc.margin_level == 0
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self.bte.deposit(amount=50)
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acc = self.bte.get_account_info()
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assert acc.balance == 150
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assert acc.equity == 150
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assert acc.margin == 0
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assert acc.margin_free == 150
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assert acc.margin_level == 0
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self.bte.withdraw(amount=80)
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acc = self.bte.get_account_info()
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assert acc.balance == 70
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assert acc.equity == 70
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assert acc.margin == 0
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assert acc.margin_free == 70
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assert acc.margin_level == 0
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self.bte.update_account(profit=-5)
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acc = self.bte.get_account_info()
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assert acc.equity == 65
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assert acc.balance == 70
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assert acc.profit == -5
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assert acc.margin == 0
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assert acc.margin_free == 65
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assert acc.margin_level == 0
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self.bte.update_account(margin=2.5)
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acc = self.bte.get_account_info()
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assert acc.balance == 70
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assert acc.equity == 65
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assert acc.margin == 2.5
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assert acc.margin_free == 62.5
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assert acc.margin_level == 2600
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async def test_bte2_init(self, bte2):
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assert bte2._data.fully_loaded is True
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assert bte2.span == self.bte.span
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assert bte2.range == self.bte.range
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assert bte2.use_terminal is False
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async def test_get_rates_from(self):
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start = datetime(2024, 2, 3, 12, 43, tzinfo=UTC)
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rates = await self.bte.get_rates_from(symbol='BTCUSD', timeframe=TimeFrame.H1, date_from=start, count=24)
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assert len(rates) == 24
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async def test_get_rates_from_2(self, bte2):
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start = datetime(2024, 2, 3, 12, 12, tzinfo=UTC)
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rates = await bte2.get_rates_from(symbol='BTCUSD', timeframe=TimeFrame.H1, date_from=start, count=24)
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assert len(rates) == 24
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async def test_get_rates_from_pos(self):
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now = datetime(2024, 2, 3, 11, 55, tzinfo=UTC)
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self.bte.go_to(time=now)
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tf = TimeFrame.H2
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start_pos = 2
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rates = await self.bte.get_rates_from_pos(symbol='BTCUSD', timeframe=tf, start_pos=start_pos, count=24)
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assert int(rates[-1][0]) == round_down(int(now.replace(hour=7).timestamp()), tf.seconds)
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assert len(rates) == 24
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async def test_get_rates_from_pos2(self, bte2):
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now = datetime(2024, 2, 4, 12, 15, tzinfo=UTC)
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bte2.go_to(time=now)
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tf = TimeFrame.H1
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start_pos = 2
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rates = await bte2.get_rates_from_pos(symbol='BTCUSD', timeframe=tf, start_pos=start_pos, count=24)
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assert int(rates[-1][0]) == round_down(int(now.replace(hour=10).timestamp()), tf.seconds)
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# assert int(rates[-1][0]) == round_up(int(now.timestamp()), tf.seconds) - start_pos * tf.seconds
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assert len(rates) == 24
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async def test_get_rates_range(self):
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start = datetime(2024, 2, 3, 12, tzinfo=UTC)
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end = datetime(2024, 2, 4, 18, tzinfo=UTC)
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rates = await self.bte.get_rates_range(symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, date_to=end)
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assert len(rates) == 31
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assert int(rates[-1][0]) == int(end.timestamp())
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async def test_get_rates_range2(self, bte2):
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start = datetime(2024, 2, 3, 12, tzinfo=UTC)
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end = datetime(2024, 2, 4, 18, tzinfo=UTC)
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rates = await bte2.get_rates_range(symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, date_to=end)
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assert len(rates) == 31
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assert int(rates[-1][0]) == int(end.timestamp())
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|
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async def test_get_ticks_from(self):
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start = datetime(2024, 2, 3, 12, tzinfo=UTC)
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ticks = await self.bte.get_ticks_from(symbol='BTCUSD', date_from=start, count=24)
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assert len(ticks) == 24
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async def test_get_ticks_from2(self, bte2):
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start = datetime(2024, 2, 3, 12, tzinfo=UTC)
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ticks = await bte2.get_ticks_from(symbol='BTCUSD', date_from=start, count=24)
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assert len(ticks) == 24
|
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|
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async def test_get_ticks_range(self):
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start = datetime(2024, 2, 3, 12, tzinfo=UTC)
|
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end = datetime(2024, 2, 3, 15, tzinfo=UTC)
|
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ticks = await self.bte.get_ticks_range(symbol="BTCUSD", date_from=start, date_to=end)
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approx_total = (end - start).total_seconds() // 2 # assuming 2 ticks per second at least
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assert len(ticks) >= approx_total
|
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async def test_get_ticks_range2(self, bte2):
|
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start = datetime(2024, 2, 3, 12, tzinfo=UTC)
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end = datetime(2024, 2, 3, 15, tzinfo=UTC)
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ticks = await bte2.get_ticks_range(symbol="BTCUSD", date_from=start, date_to=end)
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approx_total = (end - start).total_seconds() // 2 # assuming 2 ticks per second at least
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assert len(ticks) >= approx_total
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async def test_price_tick(self, bte2):
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moment = datetime(2024, 2, 3, 12, 12, tzinfo=UTC)
|
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self.bte.reset()
|
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self.bte.go_to(time=moment)
|
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tick = await self.bte.get_price_tick(symbol='BTCUSD', time=self.bte.cursor.time)
|
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assert tick is not None
|
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assert isinstance(tick.ask, float)
|
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assert tick.ask > 0
|
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bte2.reset()
|
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bte2.go_to(time=moment)
|
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tick2 = await bte2.get_price_tick(symbol='BTCUSD', time=bte2.cursor.time)
|
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assert tick.ask == tick2.ask
|
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|
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async def test_get_symbol_info(self, bte2):
|
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moment = datetime(2024, 2, 3, 12, 12, tzinfo=UTC)
|
||||
self.bte.reset()
|
||||
self.bte.go_to(time=moment)
|
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bte2.reset()
|
||||
bte2.go_to(time=moment)
|
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sym = 'BTCUSD'
|
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sym_info = await self.bte.get_symbol_info(symbol=sym)
|
||||
assert sym_info is not None
|
||||
assert sym_info.name == sym
|
||||
sym_info2 = await bte2.get_symbol_info(symbol=sym)
|
||||
assert sym_info.ask == sym_info2.ask
|
||||
|
||||
async def test_order_profit(self, bte2):
|
||||
moment = datetime(2024, 2, 3, 12, 12, tzinfo=UTC)
|
||||
self.bte.reset()
|
||||
self.bte.go_to(time=moment)
|
||||
bte2.reset()
|
||||
bte2.go_to(time=moment)
|
||||
sym = 'BTCUSD'
|
||||
sym_info = await self.bte.get_symbol_info(symbol=sym)
|
||||
dsl = (sym_info.trade_stops_level + sym_info.spread) * 2 * sym_info.point
|
||||
tp = sym_info.ask + dsl
|
||||
|
||||
profit = await self.bte.order_calc_profit(action=OrderType.BUY, symbol=sym,
|
||||
volume=sym_info.volume_min, price_open=sym_info.ask,
|
||||
price_close=tp)
|
||||
assert profit > 0
|
||||
sym_info2 = await bte2.get_symbol_info(symbol=sym)
|
||||
dsl2 = (sym_info2.trade_stops_level + sym_info2.spread) * 2 * sym_info2.point
|
||||
tp2 = sym_info2.ask + dsl2
|
||||
profit2 = await bte2.order_calc_profit(action=OrderType.BUY, symbol=sym,
|
||||
volume=sym_info2.volume_min, price_open=sym_info2.ask,
|
||||
price_close=tp2)
|
||||
assert profit == profit2
|
||||
|
||||
async def test_order_margin(self, bte2):
|
||||
moment = datetime(2024, 2, 3, 12, 12, tzinfo=UTC)
|
||||
self.bte.reset()
|
||||
self.bte.go_to(time=moment)
|
||||
bte2.reset()
|
||||
bte2.go_to(time=moment)
|
||||
sym = 'BTCUSD'
|
||||
sym_info = await self.bte.get_symbol_info(symbol=sym)
|
||||
margin = await self.bte.order_calc_margin(action=OrderType.SELL, symbol=sym,
|
||||
volume=sym_info.volume_min, price=sym_info.bid)
|
||||
assert margin > 0
|
||||
sym_info2 = await self.bte.get_symbol_info(symbol=sym)
|
||||
margin2 = await bte2.order_calc_margin(action=OrderType.SELL, symbol=sym,
|
||||
volume=sym_info2.volume_min, price=sym_info2.bid)
|
||||
assert margin2 > 0
|
||||
|
||||
async def test_order_check(self, buy_order, sell_order):
|
||||
ocr = await self.bte.order_check(request=buy_order)
|
||||
assert ocr is not None
|
||||
assert ocr.retcode == 0
|
||||
ocr2 = await self.bte.order_check(request=sell_order)
|
||||
assert ocr2 is not None
|
||||
assert ocr2.retcode == 0
|
||||
|
||||
async def test_order_send(self, buy_order, sell_order):
|
||||
ocr = await self.bte.order_send(request=buy_order)
|
||||
assert ocr is not None
|
||||
assert ocr.retcode == 10009
|
||||
ocr2 = await self.bte.order_send(request=sell_order)
|
||||
assert ocr2 is not None
|
||||
assert ocr2.retcode == 10009
|
||||
@@ -0,0 +1,60 @@
|
||||
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
|
||||
@@ -0,0 +1,51 @@
|
||||
import asyncio
|
||||
|
||||
import pytest
|
||||
|
||||
from aiomql.lib.bot import Bot
|
||||
|
||||
|
||||
class TestBotFactoryAndExecutor:
|
||||
@classmethod
|
||||
def setup_class(cls):
|
||||
cls.bot = Bot()
|
||||
|
||||
@pytest.fixture(scope='class', autouse=True)
|
||||
async def initialize(self):
|
||||
self.bot.add_coroutine(coroutine=self.coro_one)
|
||||
self.bot.add_coroutine(coroutine=self.coro_two)
|
||||
self.bot.add_function(function=self.fun_one)
|
||||
self.bot.add_coroutine(coroutine=self.coro_thread, on_separate_thread=True)
|
||||
await self.bot.initialize()
|
||||
|
||||
@staticmethod
|
||||
def fun_one():
|
||||
print('function one')
|
||||
|
||||
@staticmethod
|
||||
async def coro_thread():
|
||||
while True:
|
||||
print('coroutine thread')
|
||||
await asyncio.sleep(1)
|
||||
|
||||
@staticmethod
|
||||
async def coro_one():
|
||||
while True:
|
||||
print('coroutine one')
|
||||
await asyncio.sleep(1)
|
||||
|
||||
@staticmethod
|
||||
async def coro_two():
|
||||
while True:
|
||||
print('coroutine two')
|
||||
await asyncio.sleep(1)
|
||||
|
||||
def test_add_workers(self):
|
||||
assert len(self.bot.executor.coroutines) == 2
|
||||
# exit function already added
|
||||
assert len(self.bot.executor.functions) == 2
|
||||
# task_queue already added coroutine_thread
|
||||
assert len(self.bot.executor.coroutine_threads) == 2
|
||||
|
||||
|
||||
# def
|
||||
@@ -0,0 +1,106 @@
|
||||
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
|
||||
@@ -0,0 +1,29 @@
|
||||
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/live/configs/test2.json')
|
||||
assert config.filename == 'test2.json'
|
||||
@@ -0,0 +1,48 @@
|
||||
from pathlib import Path
|
||||
from datetime import datetime, UTC
|
||||
|
||||
import pytest
|
||||
|
||||
from aiomql.contrib.backtesting.get_data import GetData
|
||||
from aiomql.core.constants import TimeFrame
|
||||
|
||||
|
||||
class TestGetData:
|
||||
@classmethod
|
||||
def setup_class(cls):
|
||||
cls.start = datetime(2024, 2, 1, tzinfo=UTC)
|
||||
cls.end = datetime(2024, 2, 2, tzinfo=UTC)
|
||||
cls.symbols = ['BTCUSD', "ETHUSD"]
|
||||
cls.timeframes = [TimeFrame.H1, TimeFrame.H2]
|
||||
cls.g_data = GetData(start=cls.start, end=cls.end, symbols=cls.symbols, timeframes=cls.timeframes,
|
||||
name='test_data')
|
||||
|
||||
@pytest.fixture(scope='class', autouse=True)
|
||||
async def get_data(self):
|
||||
await self.g_data.get_data()
|
||||
self.g_data.save_data()
|
||||
|
||||
def test_init(self):
|
||||
assert self.g_data.start == self.start
|
||||
assert self.g_data.end == self.end
|
||||
assert self.g_data.symbols == set(self.symbols)
|
||||
assert self.g_data.timeframes == set(self.timeframes)
|
||||
assert self.g_data.name == 'test_data'
|
||||
assert self.g_data.range == range(int((self.end - self.start).total_seconds()))
|
||||
assert self.g_data.span == range(int(self.start.timestamp()), int(self.end.timestamp()))
|
||||
|
||||
async def test_get_data(self):
|
||||
assert self.g_data.data.fully_loaded is True
|
||||
assert len(self.g_data.data.ticks.keys()) == 2
|
||||
assert len(self.g_data.data.symbols.keys()) == 2
|
||||
|
||||
async def test_save_data(self):
|
||||
file = Path(self.g_data.config.backtest_dir / 'test_data.pkl')
|
||||
assert file.exists()
|
||||
|
||||
async def test_load_data(self):
|
||||
data = GetData.load_data(name='tests/live/backtesting/test_data.pkl')
|
||||
assert data.name == 'test_data'
|
||||
assert data.fully_loaded is True
|
||||
assert len(data.ticks.keys()) == 2
|
||||
assert len(data.symbols.keys()) == 2
|
||||
@@ -0,0 +1,49 @@
|
||||
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_buy_sell_orders):
|
||||
await self.history.initialize()
|
||||
|
||||
@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
|
||||
@@ -0,0 +1,207 @@
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
import pytz
|
||||
import MetaTrader5
|
||||
|
||||
from aiomql import MetaTrader
|
||||
|
||||
|
||||
class TestMetaTrader:
|
||||
@classmethod
|
||||
def setup_class(cls):
|
||||
cls.mt = MetaTrader()
|
||||
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
|
||||
|
||||
@classmethod
|
||||
def teardown_class(cls):
|
||||
cls.mt._shutdown()
|
||||
|
||||
async def test_initialize(self):
|
||||
res = await self.mt.initialize()
|
||||
assert res == True
|
||||
|
||||
async def test_login(self):
|
||||
res = await self.mt.login()
|
||||
assert res == True
|
||||
|
||||
async def test_last_error(self):
|
||||
res = await self.mt.last_error()
|
||||
assert isinstance(res, tuple)
|
||||
assert res[0] == 1
|
||||
assert res[1] == 'Success'
|
||||
|
||||
async def test_version(self):
|
||||
res = await self.mt.version()
|
||||
res2 = self.mt5.version()
|
||||
assert res is not None
|
||||
assert res == res2
|
||||
|
||||
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
|
||||
|
||||
async def test_terminal_info(self):
|
||||
res = await self.mt.terminal_info()
|
||||
res2 = self.mt5.terminal_info()
|
||||
assert res is not None
|
||||
assert res == res2
|
||||
|
||||
async def test_symbols_total(self):
|
||||
res = await self.mt.symbols_total()
|
||||
res2 = self.mt5.symbols_total()
|
||||
assert isinstance(res, int)
|
||||
assert res == res2
|
||||
|
||||
async def test_symbols_get(self):
|
||||
res = await self.mt.symbols_get()
|
||||
res2 = self.mt5.symbols_get()
|
||||
assert res is not None
|
||||
assert len(res) == len(res2)
|
||||
|
||||
async def test_symbol_info(self):
|
||||
res = await self.mt.symbol_info(self.symbol)
|
||||
res2 = self.mt5.symbol_info(self.symbol)
|
||||
assert res is not None
|
||||
assert res == res2
|
||||
|
||||
async def test_symbol_info_tick(self):
|
||||
res = await self.mt.symbol_info_tick(self.symbol)
|
||||
res2 = self.mt5.symbol_info_tick(self.symbol)
|
||||
assert res is not None
|
||||
assert res == res2
|
||||
|
||||
async def test_symbol_select(self):
|
||||
res = await self.mt.symbol_select(self.symbol, True)
|
||||
assert res == True
|
||||
|
||||
async def test_market_book_add(self):
|
||||
res = await self.mt.market_book_add(self.symbol)
|
||||
assert res == True
|
||||
|
||||
async def test_market_book_get(self):
|
||||
res = await self.mt.market_book_get(self.symbol)
|
||||
res2 = self.mt5.market_book_get(self.symbol)
|
||||
assert res is not None
|
||||
assert res == res2
|
||||
|
||||
async def test_market_book_release(self):
|
||||
res = await self.mt.market_book_release(self.symbol)
|
||||
assert res == True
|
||||
|
||||
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
|
||||
|
||||
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
|
||||
|
||||
async def test_copy_rates_range(self):
|
||||
res = await self.mt.copy_rates_range(self.symbol, self.tf, self.start, self.end)
|
||||
assert res is not None
|
||||
assert res.shape[0] == 10
|
||||
|
||||
async def test_copy_ticks_from(self):
|
||||
res = await self.mt.copy_ticks_from(self.symbol, self.start, 10, self.mt.COPY_TICKS_ALL)
|
||||
assert res is not None
|
||||
assert res.shape[0] == 10
|
||||
|
||||
async def test_copy_ticks_range(self):
|
||||
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
|
||||
assert res.shape[0] == res2.shape[0]
|
||||
|
||||
async def test_orders_total(self):
|
||||
res = await self.mt.orders_total()
|
||||
assert isinstance(res, int)
|
||||
|
||||
async def test_orders_get(self):
|
||||
res = await self.mt.orders_get()
|
||||
assert res is not None
|
||||
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)
|
||||
|
||||
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)
|
||||
|
||||
async def test_order_check(self, buy_order):
|
||||
res = await self.mt.order_check(buy_order)
|
||||
assert res is not None
|
||||
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
|
||||
assert res.retcode == 10009
|
||||
|
||||
async def test_positions_total(self):
|
||||
res = await self.mt.positions_total()
|
||||
assert isinstance(res, int)
|
||||
assert res >= 0
|
||||
|
||||
async def test_positions_get(self):
|
||||
res = await self.mt.positions_get()
|
||||
assert res is not None
|
||||
assert isinstance(res, tuple)
|
||||
assert len(res) >= 0
|
||||
|
||||
async def test_history_orders_total(self):
|
||||
res = await self.mt.history_orders_total(self.start, self.end)
|
||||
assert isinstance(res, int)
|
||||
assert res >= 0
|
||||
|
||||
async def test_history_orders_get(self):
|
||||
res = await self.mt.history_orders_get(self.start, self.end)
|
||||
assert res is not None
|
||||
assert isinstance(res, tuple)
|
||||
assert len(res) >= 0
|
||||
|
||||
async def test_history_deals_total(self):
|
||||
res = await self.mt.history_deals_total(self.start, self.end)
|
||||
assert isinstance(res, int)
|
||||
assert res >= 0
|
||||
|
||||
async def test_history_deals_get(self):
|
||||
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)
|
||||
@@ -0,0 +1,27 @@
|
||||
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)
|
||||
@@ -0,0 +1,30 @@
|
||||
import pytest
|
||||
|
||||
from aiomql.lib.positions import Positions
|
||||
|
||||
|
||||
class TestPositions:
|
||||
@pytest.fixture(scope='class', autouse=True)
|
||||
async def init(self, make_buy_sell_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
|
||||
@@ -0,0 +1,22 @@
|
||||
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)
|
||||
@@ -0,0 +1,44 @@
|
||||
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()
|
||||
@@ -0,0 +1,67 @@
|
||||
from datetime import datetime, time, UTC
|
||||
|
||||
import pytest
|
||||
|
||||
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=UTC)
|
||||
london = Session(start=8, end=end, name='London', on_end='close_all')
|
||||
start, end = time(hour=0, tzinfo=UTC), time(hour=23, minute=59, second=59, tzinfo=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=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=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=UTC)
|
||||
noon = time(hour=12, tzinfo=UTC)
|
||||
now = datetime.now(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=UTC)
|
||||
noon = time(hour=12, tzinfo=UTC)
|
||||
mid_nite = time(hour=0, tzinfo=UTC)
|
||||
next_sess = sessions.find_next(moment=now)
|
||||
noon_sess = sessions.find(moment=noon)
|
||||
no_sess = sessions.find(moment=time(hour=17, tzinfo=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(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')
|
||||
@@ -0,0 +1,53 @@
|
||||
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.initialize()
|
||||
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
|
||||
@@ -0,0 +1,40 @@
|
||||
import asyncio
|
||||
|
||||
from aiomql.core.task_queue import TaskQueue, QueueItem
|
||||
|
||||
|
||||
class TestTaskQueue:
|
||||
@classmethod
|
||||
def setup_class(cls):
|
||||
cls.task_queue = TaskQueue(timeout=5, worker_timeout=1)
|
||||
cls.data = {}
|
||||
|
||||
async def task_one(self):
|
||||
for i in range(10):
|
||||
await asyncio.sleep(0.5)
|
||||
self.data.setdefault('task_one', {})[i] = f"task_one_{i}"
|
||||
|
||||
async def task_two(self):
|
||||
for i in range(10):
|
||||
await asyncio.sleep(0.5)
|
||||
self.data.setdefault('task_two', {})[i] = f"task_two_{i}"
|
||||
|
||||
async def task_three(self):
|
||||
for i in range(10):
|
||||
self.data.setdefault('task_three', {})[i] = f"task_three_{i}"
|
||||
await asyncio.sleep(10)
|
||||
|
||||
async def test_queue(self):
|
||||
item_one = QueueItem(self.task_one)
|
||||
self.task_queue.add(item=item_one, must_complete=False)
|
||||
assert len(self.task_queue.priority_tasks) == 0
|
||||
assert self.task_queue.queue.qsize() == 1
|
||||
self.task_queue.add(item=QueueItem(self.task_two), must_complete=True)
|
||||
assert len(self.task_queue.priority_tasks) == 1
|
||||
assert self.task_queue.queue.qsize() == 2
|
||||
self.task_queue.add(item=QueueItem(self.task_three), must_complete=False)
|
||||
await self.task_queue.run()
|
||||
assert len(self.data['task_one']) >= 2
|
||||
assert len(self.data['task_two']) == 10
|
||||
assert len(self.data['task_three']) == 1
|
||||
assert len(self.task_queue.priority_tasks) == 0
|
||||
@@ -0,0 +1,17 @@
|
||||
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
|
||||
@@ -0,0 +1,26 @@
|
||||
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)
|
||||
@@ -0,0 +1,69 @@
|
||||
from math import floor
|
||||
import pytest
|
||||
|
||||
from aiomql.lib.ram import RAM
|
||||
from aiomql.contrib.traders import SimpleTrader
|
||||
from aiomql.contrib.symbols import ForexSymbol
|
||||
from aiomql.core.constants import OrderType
|
||||
|
||||
|
||||
class TestTrader:
|
||||
@classmethod
|
||||
def setup_class(cls):
|
||||
ram = RAM(fixed_amount=10)
|
||||
cls.trader = SimpleTrader(symbol=ForexSymbol(name='BTCUSD'), ram=ram)
|
||||
cls.simple_trader2 = SimpleTrader(symbol=ForexSymbol(name='EURJPY'), ram=ram)
|
||||
|
||||
@pytest.fixture(scope='class', autouse=True)
|
||||
async def initialize(self):
|
||||
await self.trader.symbol.initialize()
|
||||
await self.simple_trader2.symbol.initialize()
|
||||
|
||||
async def test_create_order_no_stops(self):
|
||||
await self.trader.create_order_no_stops(order_type=OrderType.BUY)
|
||||
assert self.trader.order.volume == self.trader.symbol.volume_min
|
||||
res = await self.trader.order.send()
|
||||
assert res is not None
|
||||
assert res.retcode == 10009
|
||||
|
||||
async def test_create_order_with_sl(self):
|
||||
sl = (self.trader.symbol.trade_stops_level * 2 + self.trader.symbol.spread) * self.trader.symbol.point
|
||||
tick = await self.trader.symbol.info_tick()
|
||||
sl = tick.bid + sl
|
||||
await self.trader.create_order_with_sl(order_type=OrderType.SELL, sl=sl)
|
||||
res = await self.trader.order.send()
|
||||
profit = floor(await self.trader.order.calc_profit())
|
||||
loss = -floor(abs(await self.trader.order.calc_loss()))
|
||||
assert profit == -loss*self.trader.ram.risk_to_reward
|
||||
assert profit == self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward
|
||||
assert loss == -self.trader.ram.fixed_amount
|
||||
assert res is not None
|
||||
assert res.retcode == 10009
|
||||
|
||||
async def test_create_order_with_points(self):
|
||||
points = (self.trader.symbol.trade_stops_level * 2 + self.trader.symbol.spread)
|
||||
await self.trader.create_order_with_points(order_type=OrderType.BUY, points=points)
|
||||
res = await self.trader.order.send()
|
||||
profit = floor(await self.trader.order.calc_profit())
|
||||
loss = -floor(abs(await self.trader.order.calc_loss()))
|
||||
assert profit == -loss * self.trader.ram.risk_to_reward
|
||||
assert profit == self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward
|
||||
assert loss == -self.trader.ram.fixed_amount
|
||||
assert res is not None
|
||||
assert res.retcode == 10009
|
||||
|
||||
async def test_create_order_with_stops(self):
|
||||
sl = (self.trader.symbol.trade_stops_level * 2 + self.trader.symbol.spread) * self.trader.symbol.point
|
||||
tp = sl * self.trader.ram.risk_to_reward
|
||||
tick = await self.trader.symbol.info_tick()
|
||||
sl = tick.ask - sl
|
||||
tp = tick.ask + tp
|
||||
await self.trader.create_order_with_stops(order_type=OrderType.BUY, sl=sl, tp=tp)
|
||||
res = await self.trader.order.send()
|
||||
profit = floor(await self.trader.order.calc_profit())
|
||||
loss = -floor(abs(await self.trader.order.calc_loss()))
|
||||
assert profit == -loss * self.trader.ram.risk_to_reward
|
||||
assert profit == self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward
|
||||
assert loss == -self.trader.ram.fixed_amount
|
||||
assert res is not None
|
||||
assert res.retcode == 10009
|
||||
Reference in New Issue
Block a user