investing-algorithm-framework/tests/app/algorithm/test_run_strategy.py at 526fb1ace62985b3f7a5918ebf05b1b0a6f40a04 · coding-kitties/investing-algorithm-framework · GitHub

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import os
import shutil
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
from investing_algorithm_framework.infrastructure.database import \
    teardown_sqlalchemy
from tests.resources import random_string, OrderExecutorTest, \
    PortfolioProviderTest


class StrategyOne(TradingStrategy):
    id = "strategy_one"
    time_unit = TimeUnit.SECOND
    interval = 2

    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):
    id = "strategy_two"
    time_unit = TimeUnit.SECOND
    interval = 2

    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 = [
        PortfolioConfiguration(
            market="binance",
            trading_symbol="EUR",
            initial_balance=1000,
        )
    ]
    market_credentials = [
        MarketCredential(
            market="binance",
            api_key="api_key",
            secret_key="secret_key",
        )
    ]
    external_balances = {"EUR": 1000}

    def setUp(self) -> None:
        super(Test, self).setUp()
        self.resource_dir = os.path.abspath(
            os.path.join(
                os.path.join(
                    os.path.join(
                        os.path.join(
                            os.path.realpath(__file__),
                            os.pardir
                        ),
                        os.pardir
                    ),
                    os.pardir
                ),
                "resources"
            )
        )

    def tearDown(self) -> None:
        super().tearDown()
        teardown_sqlalchemy()
        database_dir = os.path.join(self.resource_dir, "databases")
        if os.path.exists(database_dir):
            shutil.rmtree(database_dir, ignore_errors=True)

    def test_with_strategy_object(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()
        algorithm.add_strategy(StrategyOne)
        algorithm.add_strategy(StrategyTwo)
        app.add_algorithm(algorithm)
        app.run(number_of_iterations=1)
        self.assertTrue(app.has_run("StrategyOne"))
        self.assertTrue(app.has_run("StrategyTwo"))

    def test_stateless(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="BITVAVO",
                trading_symbol="EUR"
            )
        )
        app.add_market_credential(
            MarketCredential(
                market="BITVAVO",
                api_key=random_string(10),
                secret_key=random_string(10)
            )
        )
        algorithm = Algorithm()
        algorithm.add_strategy(StrategyOne)
        algorithm.add_strategy(StrategyTwo)
        app.add_algorithm(algorithm)
        app.run(number_of_iterations=1)
        self.assertTrue(app.has_run("StrategyOne"))
        self.assertTrue(app.has_run("StrategyTwo"))