Update tests

Author: MDUYN

tests/app/algorithm/test_algorithm_factory.py

@@ -52,4 +52,4 @@ def test_with_strategy_param(self):
         self.assertEqual(len(algorithm.strategies), 1)
         self.assertEqual(len(algorithm.tasks), 0)
         self.assertEqual(len(algorithm.on_strategy_run_hooks), 0)
-        self.assertEqual(len(algorithm.strategies[0].data_sources), 1)
+        self.assertEqual(len(algorithm.strategies[0].data_sources), 2)

tests/app/algorithm/test_create_limit_buy_order.py

@@ -1,3 +1,4 @@
+from unittest.mock import patch
 from investing_algorithm_framework import PortfolioConfiguration, \
     OrderStatus, MarketCredential
 from tests.resources import TestBase
@@ -48,7 +49,17 @@ def test_create_limit_buy_order(self):
         order = order_repository.find({"target_symbol": "BTC"})
         self.assertEqual(OrderStatus.OPEN.value, order.status)
 
-    def test_create_limit_buy_order_with_percentage_of_portfolio(self):
+    # path data_provider_service.get_ticker_data
+    @patch("investing_algorithm_framework.services.data_providers.DataProviderService."
+            "get_ticker_data")
+    def test_create_limit_buy_order_with_percentage_of_portfolio(
+        self, mock_get_ticker
+    ):
+        mock_get_ticker.return_value = {
+            "symbol": "BTCEUR",
+            "ask": 100,
+            "bid": 90
+        }
         self.app.add_strategy(StrategyOne)
         self.app.context.create_limit_order(
             target_symbol="BTC",

tests/app/algorithm/test_create_limit_sell_order.py

@@ -1,3 +1,4 @@
+from unittest.mock import patch
 from investing_algorithm_framework import PortfolioConfiguration, \
     OrderStatus, MarketCredential
 from tests.resources import TestBase
@@ -22,7 +23,17 @@ class Test(TestBase):
         "EUR": 1000
     }
 
-    def test_create_limit_sell_order(self):
+    @patch(
+        "investing_algorithm_framework.services.data_providers"
+        ".DataProviderService.get_ticker_data"
+    )
+    def test_create_limit_sell_order(self, mock_get_ticker):
+        mock_get_ticker.return_value = {
+            "symbol": "BTCEUR",
+            "bid": 10,
+            "ask": 10,
+            "last": 10
+        }
         self.app.add_strategy(StrategyOne)
         self.app.run(number_of_iterations=1)
         self.app.context.create_limit_order(
@@ -55,7 +66,20 @@ def test_create_limit_sell_order(self):
         )
         self.assertEqual(20, order.get_amount())
 
-    def test_create_limit_sell_order_with_percentage_position(self):
+    @patch(
+        "investing_algorithm_framework.services.data_providers"
+        ".DataProviderService.get_ticker_data"
+    )
+    def test_create_limit_sell_order_with_percentage_position(
+        self, mock_get_ticker
+    ):
+        mock_get_ticker.return_value = {
+            "symbol": "BTCEUR",
+            "bid": 10,
+            "ask": 10,
+            "last": 10
+        }
+
         self.app.add_strategy(StrategyOne)
         self.app.run(number_of_iterations=1)
         self.app.context.create_limit_order(

tests/app/algorithm/test_get_allocated.py

@@ -1,4 +1,8 @@
+from typing import Dict, Any
 from unittest.mock import patch
+
+import pandas as pd
+
 from investing_algorithm_framework import TradingStrategy, TimeUnit, \
     MarketCredential, PortfolioConfiguration
 from tests.resources import TestBase
@@ -8,7 +12,7 @@ class StrategyOne(TradingStrategy):
     time_unit = TimeUnit.SECOND
     interval = 2
 
-    def apply_strategy(
+    def run_strategy(
         self,
         context,
         data=None,
@@ -20,6 +24,12 @@ def apply_strategy(
             price=10,
         )
 
+    def generate_buy_signals(self, data: Dict[str, Any]) -> Dict[str, pd.Series]:
+        pass
+
+    def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[str, pd.Series]:
+        pass
+
 
 class Test(TestBase):
     external_balances = {

tests/app/algorithm/test_run_strategy.py

@@ -1,6 +1,9 @@
 import os
+from typing import Dict, Any
 from unittest import TestCase
 
+import pandas as pd
+
 from investing_algorithm_framework import create_app, TradingStrategy, \
     TimeUnit, PortfolioConfiguration, RESOURCE_DIRECTORY, Algorithm, \
     MarketCredential
@@ -12,17 +15,23 @@ class StrategyOne(TradingStrategy):
     time_unit = TimeUnit.SECOND
     interval = 2
 
-    def apply_strategy(self, context, data):
+    def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
         pass
 
+    def generate_buy_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
+        pass
 
 class StrategyTwo(TradingStrategy):
     time_unit = TimeUnit.SECOND
     interval = 2
 
-    def apply_strategy(self, context, data):
+    def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[str, pd.Series]:
         pass
 
+    def generate_buy_signals(self, data: Dict[str, Any]) -> Dict[str, pd.Series]:
+        pass
 
 class Test(TestCase):
     portfolio_configurations = [
@@ -98,34 +107,6 @@ def test_with_strategy_object(self):
         self.assertTrue(app.has_run("StrategyOne"))
         self.assertTrue(app.has_run("StrategyTwo"))
 
-    def test_with_decorator(self):
-        app = create_app(config={RESOURCE_DIRECTORY: self.resource_dir})
-        app.add_portfolio_provider(PortfolioProviderTest)
-        app.add_order_executor(OrderExecutorTest)
-        app.container.portfolio_configuration_service().clear()
-        app.add_portfolio_configuration(
-            PortfolioConfiguration(
-                market="BINANCE",
-                trading_symbol="EUR",
-            )
-        )
-        app.add_market_credential(
-            MarketCredential(
-                market="BINANCE",
-                api_key=random_string(10),
-                secret_key=random_string(10)
-            )
-        )
-        algorithm = Algorithm()
-
-        @app.strategy(time_unit=TimeUnit.SECOND, interval=1)
-        def run_strategy(context, data):
-            pass
-
-        app.add_algorithm(algorithm)
-        app.run(number_of_iterations=1)
-        self.assertTrue(app.has_run("run_strategy"))
-
     def test_stateless(self):
         app = create_app(config={RESOURCE_DIRECTORY: self.resource_dir})
         app.add_portfolio_provider(PortfolioProviderTest)

tests/app/backtesting/test_run_backtest.py

@@ -2,6 +2,8 @@
 import shutil
 from datetime import datetime, timedelta, timezone
 from unittest import TestCase
+from typing import Dict, Any
+import pandas as pd
 
 from investing_algorithm_framework import create_app, RESOURCE_DIRECTORY, \
     TradingStrategy, PortfolioConfiguration, TimeUnit, Algorithm, \
@@ -13,7 +15,12 @@ class TestStrategy(TradingStrategy):
     time_unit = TimeUnit.MINUTE
     interval = 1
 
-    def run_strategy(self, context, data):
+    def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
+        pass
+
+    def generate_buy_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
         pass
 
 
@@ -113,42 +120,3 @@ def test_report_creation_without_strategy_identifier(self):
         backtest.save(path)
         # Check if the backtest report exists
         self.assertTrue(os.path.isdir(path))
-
-    def test_report_creation_with_multiple_strategies_with_id(self):
-        app = create_app(
-            config={RESOURCE_DIRECTORY: self.resource_directory}
-        )
-        algorithm = Algorithm()
-
-        @app.strategy()
-        def run_strategy(context, data):
-            pass
-
-        algorithm.add_strategy(TestStrategy)
-        app.add_portfolio_configuration(
-            PortfolioConfiguration(
-                market="bitvavo",
-                trading_symbol="EUR",
-                initial_balance=1000
-            )
-        )
-
-        self.assertEqual(1, len(algorithm.strategies))
-        end_date = datetime(2023, 12, 2, tzinfo=timezone.utc)
-        start_date = end_date - timedelta(days=1)
-        backtest_date_range = BacktestDateRange(
-            start_date=start_date,
-            end_date=end_date
-        )
-        backtest = app.run_backtest(
-            algorithm=algorithm,
-            backtest_date_range=backtest_date_range,
-            risk_free_rate=0.027
-        )
-        path = os.path.join(
-            self.resource_directory, "backtest_reports/test_backtest"
-        )
-
-        backtest.save(path)
-        # Check if the backtest report exists
-        self.assertTrue(os.path.isdir(path))

tests/app/test_backtesting.py

@@ -1,5 +1,7 @@
 import os
 from unittest import TestCase
+from typing import Dict, Any
+import pandas as pd
 
 from investing_algorithm_framework import TradingStrategy, Algorithm, \
     create_app, RESOURCE_DIRECTORY, PortfolioConfiguration, \
@@ -11,7 +13,12 @@ class SimpleTradingStrategy(TradingStrategy):
     interval = 2
     time_unit = "hour"
 
-    def apply_strategy(self, context: Context, data):
+    def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
+        pass
+
+    def generate_buy_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
         pass
 
 class Test(TestCase):

tests/app/test_run.py

@@ -1,6 +1,9 @@
 import os
 from unittest import TestCase
 
+from typing import Dict, Any
+import pandas as pd
+
 from investing_algorithm_framework import create_app, TradingStrategy, \
     TimeUnit, PortfolioConfiguration, RESOURCE_DIRECTORY, \
     Algorithm, MarketCredential
@@ -12,17 +15,25 @@ class StrategyOne(TradingStrategy):
     time_unit = TimeUnit.SECOND
     interval = 2
 
-    def apply_strategy(self, context, data):
+    def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
         pass
 
+    def generate_buy_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
+        pass
 
 class StrategyTwo(TradingStrategy):
     time_unit = TimeUnit.SECOND
     interval = 2
 
-    def apply_strategy(self, context, data):
+    def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
         pass
 
+    def generate_buy_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
+        pass
 
 class Test(TestCase):
     portfolio_configurations = [

tests/app/test_start.py

@@ -1,6 +1,8 @@
 import os
 from unittest import TestCase
 
+from typing import Dict, Any
+import pandas as pd
 from investing_algorithm_framework import create_app, TradingStrategy, \
     TimeUnit, RESOURCE_DIRECTORY, PortfolioConfiguration, Algorithm, \
     MarketCredential
@@ -38,6 +40,14 @@ def apply_strategy(
     ):
         StrategyOne.number_of_runs += 1
 
+    def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
+        pass
+
+    def generate_buy_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
+        pass
+
 
 class StrategyTwo(TradingStrategy):
     time_unit = TimeUnit.SECOND
@@ -70,6 +80,13 @@ def apply_strategy(
     ):
         StrategyTwo.number_of_runs += 1
 
+    def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
+        pass
+
+    def generate_buy_signals(self, data: Dict[str, Any]) -> Dict[
+        str, pd.Series]:
+        pass
 
 class Test(TestCase):
 

tests/domain/models/backtesting/test_backtest_run.py

@@ -377,6 +377,4 @@ def test_open(self):
         backtest_run.save(file_path)
         opened_backtest_run = BacktestRun.open(file_path)
 
-        print(backtest_run.to_dict())
-        print(opened_backtest_run.to_dict())
         self.assertEqual(backtest_run.to_dict(), opened_backtest_run.to_dict())