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Added status for monitoring

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This commit is contained in:
Jamie Cash
2021-03-12 15:10:07 +00:00
parent ab6c2ae338
commit 21ea7eb809
4 changed files with 246 additions and 142 deletions
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test/test_correlation.py
+28 -12
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@@ -142,8 +142,15 @@ class TestCorrelation(unittest.TestCase):
# Mock the tick data to contain 2 different sets. Then get twice. They should match as the data was cached.
mock.copy_ticks_range.side_effect = [self.mock_base_prices, self.mock_correlated_prices]
base_ticks = cor.get_ticks('SYMBOL1', None, None, cache_time=3)
cached_ticks = cor.get_ticks('SYMBOL1', None, None, cache_time=3)
# We need to start and stop the monitor as this will set the cache time
cor.start_monitor(interval=10, calculation_params={'from': 10, 'min_prices': 0, 'max_set_size_diff_pct': 0,
'overlap_pct':0, 'max_p_value':1,}, cache_time=3)
cor.stop_monitor()
# Get the ticks within cache time and check that they match
base_ticks = cor.get_ticks('SYMBOL1', None, None)
cached_ticks = cor.get_ticks('SYMBOL1', None, None)
self.assertTrue(base_ticks.equals(cached_ticks),
"Both sets of tick data should match as set 2 came from cache.")
@@ -151,14 +158,14 @@ class TestCorrelation(unittest.TestCase):
time.sleep(3)
# Retrieve again. This one should be different as the cache has expired.
non_cached_ticks = cor.get_ticks('SYMBOL1', None, None, cache_time=3)
non_cached_ticks = cor.get_ticks('SYMBOL1', None, None)
self.assertTrue(not base_ticks.equals(non_cached_ticks),
"Both sets of tick data should differ as cached data had expired.")
@patch('mt5_correlation.mt5.MetaTrader5')
def test_start_monitor(self, mock):
"""
Test that starting the monitor and running for 2 seconds produces two sets of coefficint history when using an
Test that starting the monitor and running for 2 seconds produces two sets of coefficient history when using an
interval of 1 second.
:param mock:
:return:
@@ -166,7 +173,7 @@ class TestCorrelation(unittest.TestCase):
# Mock symbol return values
mock.symbols_get.return_value = self.mock_symbols
# Correlation class
# Create correlation class
cor = correlation.Correlation()
# Calculate for price data. We should have 100% matching dates in sets. Get prices should be called 3 times.
@@ -178,6 +185,9 @@ class TestCorrelation(unittest.TestCase):
cor.calculate(date_from=self.start_date, date_to=self.end_date, timeframe=5, min_prices=100,
max_set_size_diff_pct=100, overlap_pct=100, max_p_value=1)
# Set the monitoring threshold
cor.monitoring_threshold = 0.9
# We will build some tick data for each symbol and patch it in. Tick data will be from 10 seconds ago to now.
# We only need to patch in one set of tick data for each symbol as it will be cached.
columns = ['time', 'ask']
@@ -202,11 +212,11 @@ class TestCorrelation(unittest.TestCase):
# data quality metrics here as that is set elsewhere so these can be set to not take effect. Set cache level
# high and don't use autosave. Timer runs in a separate thread so test can continue after it has started.
cor.start_monitor(interval=1, calculation_params=[{'from': 0.66, 'min_prices': 0,
'max_set_size_diff_pct': 0, 'overlap_pct':0,
'max_p_value':1,},
'max_set_size_diff_pct': 0, 'overlap_pct': 0,
'max_p_value': 1},
{'from': 0.33, 'min_prices': 0,
'max_set_size_diff_pct': 0, 'overlap_pct':0,
'max_p_value':1,}], cache_time=100, autosave=False)
'max_set_size_diff_pct': 0, 'overlap_pct': 0,
'max_p_value': 1}], cache_time=100, autosave=False)
# Wait 2 seconds so timer runs twice
time.sleep(2)
@@ -218,8 +228,14 @@ class TestCorrelation(unittest.TestCase):
self.assertEqual(len(cor.coefficient_history.index), 12)
# We should have 2 coefficients calculated for a single symbol pair and timeframe
self.assertEqual(len(cor.get_coefficient_history('SYMBOL1', 'SYMBOL2', 0.66)), 2,
"We should have 2 history records for SYMBOL1:SYMBOL2 using the 0.66 min timeframe.")
self.assertEqual(len(cor.get_coefficient_history({'Symbol 1': 'SYMBOL1', 'Symbol 2': 'SYMBOL2',
'Timeframe': 0.66})),
2, "We should have 2 history records for SYMBOL1:SYMBOL2 using the 0.66 min timeframe.")
# The status should be BELOW for SYMBOL1:SYMBOL2 and SYMBOL1:SYMBOL4. It should be ABOVE for SYMBOL2:SYMBOL4.
self.assertTrue(cor.get_last_status('SYMBOL1', 'SYMBOL2') == correlation.STATUS_BELOW_MONITORING_THRESHOLD)
self.assertTrue(cor.get_last_status('SYMBOL1', 'SYMBOL4') == correlation.STATUS_BELOW_MONITORING_THRESHOLD)
self.assertTrue(cor.get_last_status('SYMBOL2', 'SYMBOL4') == correlation.STATUS_ABOVE_MONITORING_THRESHOLD)
@patch('mt5_correlation.mt5.MetaTrader5')
def test_load_and_save(self, mock):
@@ -255,7 +271,7 @@ class TestCorrelation(unittest.TestCase):
# Start monitor and run for a seconds with a 1 second interval to produce some coefficient history. Then stop
# the monitor
cor.start_monitor(interval=1, calculation_params={'from': 0.66, 'min_prices': 0, 'max_set_size_diff_pct': 0,
'overlap_pct': 0, 'max_p_value':1},
'overlap_pct': 0, 'max_p_value': 1},
cache_time=100, autosave=False)
time.sleep(2)
cor.stop_monitor()