Module xchg.tests.data
Test data.
Expand source code
'''Test data.'''
import pandas as pd
from pytest import fixture
from ..xchg import Xchg
@fixture
def files() -> dict:
'''A dictionary with csv files content.'''
return {
'cur0.csv': 'date,high,low,open,close\n'
'1575158400,0.02009497,0.020021,0.02007299,0.02008\n'
'1575160200,0.02014813,0.02007299,0.02008427,0.020124',
'cur1.csv': 'date,high,low,open,close\n'
'1575158400,0.12009497,0.120021,0.12007299,0.12008\n'
'1575160200,0.12014813,0.12007299,0.12008427,0.120124',
'cur2.csv': 'date,high,low,open,close\n'
'1575158400,0.22009497,0.220021,0.22007299,0.22008\n'
'1575160200,0.22014813,0.22007299,0.22008427,0.220124'
}
@fixture
def candles() -> list:
'''Candles which have been read from csv files.'''
return [{
'cur0': {'date': 1575158400,
'high': 0.02009497,
'low': 0.020021,
'open': 0.02007299,
'close': 0.02008},
'cur1': {'date': 1575158400,
'high': 0.12009497,
'low': 0.120021,
'open': 0.12007299,
'close': 0.12008},
'cur2': {'date': 1575158400,
'high': 0.22009497,
'low': 0.220021,
'open': 0.22007299,
'close': 0.22008}
},
{
'cur0': {'date': 1575160200,
'high': 0.02014813,
'low': 0.02007299,
'open': 0.02008427,
'close': 0.020124},
'cur1': {'date': 1575160200,
'high': 0.12014813,
'low': 0.12007299,
'open': 0.12008427,
'close': 0.120124},
'cur2': {'date': 1575160200,
'high': 0.22014813,
'low': 0.22007299,
'open': 0.22008427,
'close': 0.220124}
}]
@fixture
def downloaded_candles() -> list:
'''Two candles which are downloaded from Poloniex.'''
return [
{
'date': 1575158400,
'high': 0.02009497,
'low': 0.020021,
'open': 0.02007299,
'close': 0.02008,
'volume': 2.83754783,
'quoteVolume': 141.51364588,
'weightedAverage': 0.0200514
},
{
'date': 1575160200,
'high': 0.02014813,
'low': 0.02007299,
'open': 0.02008427,
'close': 0.02012469,
'volume': 0.15556988,
'quoteVolume': 7.73633777,
'weightedAverage': 0.02010898
}
]
@fixture
def dataframe() -> pd.core.frame.DataFrame:
'''Two candles in the DataFrame.'''
candles = list([
[
1575158400,
0.02009497,
0.020021,
0.02007299,
0.02008,
2.83754783,
141.51364588,
0.0200514
],
[
1575160200,
0.02014813,
0.02007299,
0.02008427,
0.02012469,
0.15556988,
7.73633777,
0.02010898
]
])
columns = list([
'date',
'high',
'low',
'open',
'close',
'volume',
'quoteVolume',
'weightedAverage'
])
return pd.DataFrame(candles, columns=columns)
@fixture
def balance() -> dict:
'''A sample balance.'''
return {'cash': 1.0, 'cur0': 0.1, 'cur1': 0.5, 'cur2': 0.0}
@fixture
def default_balance() -> dict:
'''A default balance when it is not set.'''
return {'cash': 1.0, 'cur0': 0.0, 'cur1': 0.0, 'cur2': 0.0}
@fixture
def incomplete_balance() -> dict:
'''An incomplete balance which should be filled with zeros.'''
return {'cash': 1.0, 'cur0': 0.0}
@fixture
def permuted_balance() -> dict:
'''A permuted balance which should be sorted.'''
return {'cash': 1.0, 'cur2': 0.0, 'cur1': 0.5, 'cur0': 0.1}
@fixture
def portfolio() -> dict:
'''A test portfolio based on the sample balance.'''
return {'cash': 0.9415770285335502,
'cur0': 0.001890686673295369,
'cur1': 0.05653228479315436,
'cur2': 0.0}
@fixture
def x(candles: list, balance: dict) -> Xchg:
'''A test Xchg object.
Args:
candles: A candles list.
balance: An initial balance.
'''
return Xchg(0.1, 0.01, balance=balance, candles=candles)
@fixture
def balance_after_buy() -> dict:
'''A balance after a buy operation.'''
return {'cash': 0.7992, 'cur0': 9.1, 'cur1': 0.5, 'cur2': 0.0}
@fixture
def balance_after_sell() -> dict:
'''A balance after a sell operation.'''
return {'cash': 1.0324216, 'cur0': 0.1, 'cur1': 0.2, 'cur2': 0.0}
@fixture
def balance_after_full_buy() -> dict:
'''A balance after buying currency for all cash.'''
return {'cash': 0.0, 'cur0': 44.920717131474106, 'cur1': 0.5, 'cur2': 0.0}
@fixture
def balance_after_full_sell() -> dict:
'''A balance after a complete sell of one currency.'''
return {'cash': 1.054036, 'cur0': 0.1, 'cur1': 0.0, 'cur2': 0.0}
@fixture
def target_portfolios() -> dict:
'''Several test cases for a desired portfolio.'''
return [{'cash': 0.0, 'cur0': 0.2, 'cur1': 0.0, 'cur2': 0.8},
{'cash': 0.0, 'cur0': 0.7, 'cur1': 0.3, 'cur2': 0.0},
{'cash': 1.0, 'cur0': 0.0, 'cur1': 0.0, 'cur2': 0.0},
{'cash': 0.2, 'cur0': 0.2, 'cur1': 0.2, 'cur2': 0.4},
{'cash': 0.1, 'cur0': 0.9, 'cur1': 0.0, 'cur2': 0.0}]
@fixture
def xchg_repr() -> str:
'''A representation __repr__ of Xchg class.'''
return ("balance: {'cash': 1.0, 'cur0': 0.1, 'cur1': 0.5, 'cur2': 0.0}\n"
"fee: 0.1\n"
"min_order_size: 0.01\n"
"currencies: ['cur0', 'cur1', 'cur2']\n"
"current_candle: {"
"'cur0': {"
"'date': 1575158400.0, "
"'high': 0.02009497, "
"'low': 0.020021, "
"'open': 0.02007299, "
"'close': 0.02008"
"}, "
"'cur1': {"
"'date': 1575158400.0, "
"'high': 0.12009497, "
"'low': 0.120021, "
"'open': 0.12007299, "
"'close': 0.12008"
"}, "
"'cur2': {"
"'date': 1575158400.0, "
"'high': 0.22009497, "
"'low': 0.220021, "
"'open': 0.22007299, "
"'close': 0.22008"
"}"
"}\n"
"capital: 1.062048\n"
"portfolio: {"
"'cash': 0.9415770285335502, "
"'cur0': 0.001890686673295369, "
"'cur1': 0.05653228479315436, "
"'cur2': 0.0"
"}\n"
"lenght: 2\n"
"data_start: 1575158400.0\n"
"data_end: 1575160200.0")Functions
def balance() ‑> dict-
A sample balance.
Expand source code
@fixture def balance() -> dict: '''A sample balance.''' return {'cash': 1.0, 'cur0': 0.1, 'cur1': 0.5, 'cur2': 0.0} def balance_after_buy() ‑> dict-
A balance after a buy operation.
Expand source code
@fixture def balance_after_buy() -> dict: '''A balance after a buy operation.''' return {'cash': 0.7992, 'cur0': 9.1, 'cur1': 0.5, 'cur2': 0.0} def balance_after_full_buy() ‑> dict-
A balance after buying currency for all cash.
Expand source code
@fixture def balance_after_full_buy() -> dict: '''A balance after buying currency for all cash.''' return {'cash': 0.0, 'cur0': 44.920717131474106, 'cur1': 0.5, 'cur2': 0.0} def balance_after_full_sell() ‑> dict-
A balance after a complete sell of one currency.
Expand source code
@fixture def balance_after_full_sell() -> dict: '''A balance after a complete sell of one currency.''' return {'cash': 1.054036, 'cur0': 0.1, 'cur1': 0.0, 'cur2': 0.0} def balance_after_sell() ‑> dict-
A balance after a sell operation.
Expand source code
@fixture def balance_after_sell() -> dict: '''A balance after a sell operation.''' return {'cash': 1.0324216, 'cur0': 0.1, 'cur1': 0.2, 'cur2': 0.0} def candles() ‑> list-
Candles which have been read from csv files.
Expand source code
@fixture def candles() -> list: '''Candles which have been read from csv files.''' return [{ 'cur0': {'date': 1575158400, 'high': 0.02009497, 'low': 0.020021, 'open': 0.02007299, 'close': 0.02008}, 'cur1': {'date': 1575158400, 'high': 0.12009497, 'low': 0.120021, 'open': 0.12007299, 'close': 0.12008}, 'cur2': {'date': 1575158400, 'high': 0.22009497, 'low': 0.220021, 'open': 0.22007299, 'close': 0.22008} }, { 'cur0': {'date': 1575160200, 'high': 0.02014813, 'low': 0.02007299, 'open': 0.02008427, 'close': 0.020124}, 'cur1': {'date': 1575160200, 'high': 0.12014813, 'low': 0.12007299, 'open': 0.12008427, 'close': 0.120124}, 'cur2': {'date': 1575160200, 'high': 0.22014813, 'low': 0.22007299, 'open': 0.22008427, 'close': 0.220124} }] def dataframe() ‑> pandas.core.frame.DataFrame-
Two candles in the DataFrame.
Expand source code
@fixture def dataframe() -> pd.core.frame.DataFrame: '''Two candles in the DataFrame.''' candles = list([ [ 1575158400, 0.02009497, 0.020021, 0.02007299, 0.02008, 2.83754783, 141.51364588, 0.0200514 ], [ 1575160200, 0.02014813, 0.02007299, 0.02008427, 0.02012469, 0.15556988, 7.73633777, 0.02010898 ] ]) columns = list([ 'date', 'high', 'low', 'open', 'close', 'volume', 'quoteVolume', 'weightedAverage' ]) return pd.DataFrame(candles, columns=columns) def default_balance() ‑> dict-
A default balance when it is not set.
Expand source code
@fixture def default_balance() -> dict: '''A default balance when it is not set.''' return {'cash': 1.0, 'cur0': 0.0, 'cur1': 0.0, 'cur2': 0.0} def downloaded_candles() ‑> list-
Two candles which are downloaded from Poloniex.
Expand source code
@fixture def downloaded_candles() -> list: '''Two candles which are downloaded from Poloniex.''' return [ { 'date': 1575158400, 'high': 0.02009497, 'low': 0.020021, 'open': 0.02007299, 'close': 0.02008, 'volume': 2.83754783, 'quoteVolume': 141.51364588, 'weightedAverage': 0.0200514 }, { 'date': 1575160200, 'high': 0.02014813, 'low': 0.02007299, 'open': 0.02008427, 'close': 0.02012469, 'volume': 0.15556988, 'quoteVolume': 7.73633777, 'weightedAverage': 0.02010898 } ] def files() ‑> dict-
A dictionary with csv files content.
Expand source code
@fixture def files() -> dict: '''A dictionary with csv files content.''' return { 'cur0.csv': 'date,high,low,open,close\n' '1575158400,0.02009497,0.020021,0.02007299,0.02008\n' '1575160200,0.02014813,0.02007299,0.02008427,0.020124', 'cur1.csv': 'date,high,low,open,close\n' '1575158400,0.12009497,0.120021,0.12007299,0.12008\n' '1575160200,0.12014813,0.12007299,0.12008427,0.120124', 'cur2.csv': 'date,high,low,open,close\n' '1575158400,0.22009497,0.220021,0.22007299,0.22008\n' '1575160200,0.22014813,0.22007299,0.22008427,0.220124' } def incomplete_balance() ‑> dict-
An incomplete balance which should be filled with zeros.
Expand source code
@fixture def incomplete_balance() -> dict: '''An incomplete balance which should be filled with zeros.''' return {'cash': 1.0, 'cur0': 0.0} def permuted_balance() ‑> dict-
A permuted balance which should be sorted.
Expand source code
@fixture def permuted_balance() -> dict: '''A permuted balance which should be sorted.''' return {'cash': 1.0, 'cur2': 0.0, 'cur1': 0.5, 'cur0': 0.1} def portfolio() ‑> dict-
A test portfolio based on the sample balance.
Expand source code
@fixture def portfolio() -> dict: '''A test portfolio based on the sample balance.''' return {'cash': 0.9415770285335502, 'cur0': 0.001890686673295369, 'cur1': 0.05653228479315436, 'cur2': 0.0} def target_portfolios() ‑> dict-
Several test cases for a desired portfolio.
Expand source code
@fixture def target_portfolios() -> dict: '''Several test cases for a desired portfolio.''' return [{'cash': 0.0, 'cur0': 0.2, 'cur1': 0.0, 'cur2': 0.8}, {'cash': 0.0, 'cur0': 0.7, 'cur1': 0.3, 'cur2': 0.0}, {'cash': 1.0, 'cur0': 0.0, 'cur1': 0.0, 'cur2': 0.0}, {'cash': 0.2, 'cur0': 0.2, 'cur1': 0.2, 'cur2': 0.4}, {'cash': 0.1, 'cur0': 0.9, 'cur1': 0.0, 'cur2': 0.0}] def x(candles: list, balance: dict) ‑> Xchg-
A test Xchg object.
Args
candles- A candles list.
balance- An initial balance.
Expand source code
@fixture def x(candles: list, balance: dict) -> Xchg: '''A test Xchg object. Args: candles: A candles list. balance: An initial balance. ''' return Xchg(0.1, 0.01, balance=balance, candles=candles) def xchg_repr() ‑> str-
A representation repr of Xchg class.
Expand source code
@fixture def xchg_repr() -> str: '''A representation __repr__ of Xchg class.''' return ("balance: {'cash': 1.0, 'cur0': 0.1, 'cur1': 0.5, 'cur2': 0.0}\n" "fee: 0.1\n" "min_order_size: 0.01\n" "currencies: ['cur0', 'cur1', 'cur2']\n" "current_candle: {" "'cur0': {" "'date': 1575158400.0, " "'high': 0.02009497, " "'low': 0.020021, " "'open': 0.02007299, " "'close': 0.02008" "}, " "'cur1': {" "'date': 1575158400.0, " "'high': 0.12009497, " "'low': 0.120021, " "'open': 0.12007299, " "'close': 0.12008" "}, " "'cur2': {" "'date': 1575158400.0, " "'high': 0.22009497, " "'low': 0.220021, " "'open': 0.22007299, " "'close': 0.22008" "}" "}\n" "capital: 1.062048\n" "portfolio: {" "'cash': 0.9415770285335502, " "'cur0': 0.001890686673295369, " "'cur1': 0.05653228479315436, " "'cur2': 0.0" "}\n" "lenght: 2\n" "data_start: 1575158400.0\n" "data_end: 1575160200.0")