v4

tests/live/unit/test_account.py

@@ -0,0 +1,20 @@
+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

tests/live/unit/test_backtest_engine.py

@@ -0,0 +1,269 @@
+from datetime import datetime, UTC
+
+from aiomql import TimeFrame
+from aiomql.contrib.backtesting import BackTestEngine
+from aiomql.contrib.backtesting.get_data import GetData
+from aiomql._utils import round_down
+from aiomql.core.constants import OrderType, TradeAction
+
+import pytest
+
+
+class TestBackTestEngine:
+    @classmethod
+    def setup_class(cls):
+        cls.start = datetime(2024, 2, 1)
+        cls.end = datetime(2024, 2, 7)
+        cls.g_data = GetData(start=cls.start, end=cls.end, symbols=['BTCUSD', 'SOLUSD'],
+                             timeframes=[TimeFrame.H1, TimeFrame.H2], name='test_engine')
+        cls.bte = BackTestEngine(start=cls.start, end=cls.end)
+
+    @pytest.fixture(scope='class')
+    async def bte2(self):
+        await self.g_data.get_data()
+        bte2 = BackTestEngine(start=self.start, end=self.end, data=self.g_data.data, use_terminal=False)
+        await bte2.setup_account(balance=100)
+        return bte2
+
+    @pytest.fixture(scope='class')
+    async def sell_order(self):
+        sym = await self.bte.get_symbol_info(symbol='BTCUSD')
+        request = {'type': OrderType.SELL, 'symbol': 'BTCUSD', 'volume': sym.volume_min,
+                   'price': sym.bid, 'action': TradeAction.DEAL}
+        return request
+
+    @pytest.fixture(scope='class')
+    async def buy_order(self):
+        sym = await self.bte.get_symbol_info(symbol='BTCUSD')
+        dsl = (sym.trade_stops_level + sym.spread) * 2 * sym.point
+        sl = sym.ask - dsl
+        tp = sym.ask + dsl
+        request = {'type': OrderType.BUY, 'symbol': 'BTCUSD', 'volume': sym.volume_min,
+                   'price': sym.ask, 'action': TradeAction.DEAL, 'sl': sl, 'tp': tp}
+        return request
+
+    def modify_stops(self, order):
+        ...
+
+    def test_span_and_range(self):
+        assert self.bte.range == range(0, int((self.end - self.start).total_seconds()), self.bte.speed)
+        assert self.bte.span == range(int(self.start.timestamp()), int(self.end.timestamp()), self.bte.speed)
+        assert len(self.bte.span) == len(self.bte.range)
+
+    def test_cursor(self):
+        self.bte.next()
+        r, t = self.bte.cursor
+        self.bte.fast_forward(steps=100)
+        assert self.bte.cursor.time == t + 100
+        assert self.bte.cursor.index == r + 100
+        go_to = datetime(2024, 2, 3, tzinfo=UTC)
+        self.bte.go_to(time=go_to)
+        assert self.bte.cursor.time == int(datetime.timestamp(go_to))
+        self.bte.reset()
+        assert self.bte.cursor.time == int(self.start.timestamp())
+
+    def test_speed(self):
+        self.bte.setup_test_range(start=self.start, end=self.end, speed=3600)
+        assert self.bte.speed == 3600
+        self.bte.next()
+        now = datetime.fromtimestamp(self.bte.cursor.time, tz=UTC)
+        index = self.bte.cursor.index
+        self.bte.next()
+        assert self.bte.cursor.index == index + 3600
+        assert self.bte.cursor.time == int(now.timestamp()) + 3600
+        self.bte.setup_test_range(start=self.start, end=self.end)
+        assert self.bte.speed == 1
+
+    async def test_account(self):
+        await self.bte.setup_account(balance=100)
+        acc = self.bte.get_account_info()
+        self.bte.use_terminal_for_backtesting = False
+        self.bte.use_terminal_for_backtesting = True
+        assert acc.balance == 100
+        assert acc.equity == 100
+        assert acc.margin == 0
+        assert acc.margin_free == 100
+        assert acc.margin_level == 0
+        self.bte.deposit(amount=50)
+        acc = self.bte.get_account_info()
+        assert acc.balance == 150
+        assert acc.equity == 150
+        assert acc.margin == 0
+        assert acc.margin_free == 150
+        assert acc.margin_level == 0
+        self.bte.withdraw(amount=80)
+        acc = self.bte.get_account_info()
+        assert acc.balance == 70
+        assert acc.equity == 70
+        assert acc.margin == 0
+        assert acc.margin_free == 70
+        assert acc.margin_level == 0
+        self.bte.update_account(profit=-5)
+        acc = self.bte.get_account_info()
+        assert acc.equity == 65
+        assert acc.balance == 70
+        assert acc.profit == -5
+        assert acc.margin == 0
+        assert acc.margin_free == 65
+        assert acc.margin_level == 0
+        self.bte.update_account(margin=2.5)
+        acc = self.bte.get_account_info()
+        assert acc.balance == 70
+        assert acc.equity == 65
+        assert acc.margin == 2.5
+        assert acc.margin_free == 62.5
+        assert acc.margin_level == 2600
+
+    async def test_bte2_init(self, bte2):
+        assert bte2._data.fully_loaded is True
+        assert bte2.span == self.bte.span
+        assert bte2.range == self.bte.range
+        assert bte2.use_terminal is False
+
+    async def test_get_rates_from(self):
+        start = datetime(2024, 2, 3, 12, 43, tzinfo=UTC)
+        rates = await self.bte.get_rates_from(symbol='BTCUSD', timeframe=TimeFrame.H1, date_from=start, count=24)
+        assert len(rates) == 24
+
+    async def test_get_rates_from_2(self, bte2):
+        start = datetime(2024, 2, 3, 12, 12, tzinfo=UTC)
+        rates = await bte2.get_rates_from(symbol='BTCUSD', timeframe=TimeFrame.H1, date_from=start, count=24)
+        assert len(rates) == 24
+
+    async def test_get_rates_from_pos(self):
+        now = datetime(2024, 2, 3, 11, 55, tzinfo=UTC)
+        self.bte.go_to(time=now)
+        tf = TimeFrame.H2
+        start_pos = 2
+        rates = await self.bte.get_rates_from_pos(symbol='BTCUSD', timeframe=tf, start_pos=start_pos, count=24)
+        assert int(rates[-1][0]) == round_down(int(now.replace(hour=7).timestamp()), tf.seconds)
+        assert len(rates) == 24
+
+    async def test_get_rates_from_pos2(self, bte2):
+        now = datetime(2024, 2, 4, 12, 15, tzinfo=UTC)
+        bte2.go_to(time=now)
+        tf = TimeFrame.H1
+        start_pos = 2
+        rates = await bte2.get_rates_from_pos(symbol='BTCUSD', timeframe=tf, start_pos=start_pos, count=24)
+        assert int(rates[-1][0]) == round_down(int(now.replace(hour=10).timestamp()), tf.seconds)
+        # assert int(rates[-1][0]) == round_up(int(now.timestamp()), tf.seconds) - start_pos * tf.seconds
+        assert len(rates) == 24
+
+    async def test_get_rates_range(self):
+        start = datetime(2024, 2, 3, 12, tzinfo=UTC)
+        end = datetime(2024, 2, 4, 18, tzinfo=UTC)
+        rates = await self.bte.get_rates_range(symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, date_to=end)
+        assert len(rates) == 31
+        assert int(rates[-1][0]) == int(end.timestamp())
+
+    async def test_get_rates_range2(self, bte2):
+        start = datetime(2024, 2, 3, 12, tzinfo=UTC)
+        end = datetime(2024, 2, 4, 18, tzinfo=UTC)
+        rates = await bte2.get_rates_range(symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, date_to=end)
+        assert len(rates) == 31
+        assert int(rates[-1][0]) == int(end.timestamp())
+
+    async def test_get_ticks_from(self):
+        start = datetime(2024, 2, 3, 12, tzinfo=UTC)
+        ticks = await self.bte.get_ticks_from(symbol='BTCUSD', date_from=start, count=24)
+        assert len(ticks) == 24
+
+    async def test_get_ticks_from2(self, bte2):
+        start = datetime(2024, 2, 3, 12, tzinfo=UTC)
+        ticks = await bte2.get_ticks_from(symbol='BTCUSD', date_from=start, count=24)
+        assert len(ticks) == 24
+
+    async def test_get_ticks_range(self):
+        start = datetime(2024, 2, 3, 12, tzinfo=UTC)
+        end = datetime(2024, 2, 3, 15, tzinfo=UTC)
+        ticks = await self.bte.get_ticks_range(symbol="BTCUSD", date_from=start, date_to=end)
+        approx_total = (end - start).total_seconds() // 2  # assuming 2 ticks per second at least
+        assert len(ticks) >= approx_total
+
+    async def test_get_ticks_range2(self, bte2):
+        start = datetime(2024, 2, 3, 12, tzinfo=UTC)
+        end = datetime(2024, 2, 3, 15, tzinfo=UTC)
+        ticks = await bte2.get_ticks_range(symbol="BTCUSD", date_from=start, date_to=end)
+        approx_total = (end - start).total_seconds() // 2  # assuming 2 ticks per second at least
+        assert len(ticks) >= approx_total
+
+    async def test_price_tick(self, bte2):
+        moment = datetime(2024, 2, 3, 12, 12, tzinfo=UTC)
+        self.bte.reset()
+        self.bte.go_to(time=moment)
+        tick = await self.bte.get_price_tick(symbol='BTCUSD', time=self.bte.cursor.time)
+        assert tick is not None
+        assert isinstance(tick.ask, float)
+        assert tick.ask > 0
+        bte2.reset()
+        bte2.go_to(time=moment)
+        tick2 = await bte2.get_price_tick(symbol='BTCUSD', time=bte2.cursor.time)
+        assert tick.ask == tick2.ask
+
+    async def test_get_symbol_info(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)
+        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

tests/live/unit/test_base.py

@@ -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

tests/live/unit/test_bot_and_executor.py

@@ -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

tests/live/unit/test_candles.py

@@ -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

tests/live/unit/test_config.py

@@ -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'

tests/live/unit/test_get_data.py

@@ -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

tests/live/unit/test_history.py

@@ -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

tests/live/unit/test_meta_trader.py

@@ -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)

tests/live/unit/test_order.py

@@ -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)

tests/live/unit/test_positions.py

@@ -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

tests/live/unit/test_ram.py

@@ -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)

tests/live/unit/test_result.py

@@ -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()

tests/live/unit/test_sessions.py

@@ -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')

tests/live/unit/test_symbol.py

@@ -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

tests/live/unit/test_task_queue.py

@@ -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

tests/live/unit/test_terminal.py

@@ -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

tests/live/unit/test_ticks.py

@@ -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)

tests/live/unit/test_trader.py

@@ -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