Merge pull request #176 from lunswor/simulate-update-and-replace

Simulate update and replace

flumine/execution/simulatedexecution.py

@@ -107,7 +107,7 @@ def execute_replace(
                     order_package.package_type,
                 )
                 # add to blotter
-                market = self.markets.markets[order.market_id]
+                market = order_package.market
                 market.place_order(replacement_order, execute=False)
                 replacement_order.executable()
             elif place_instruction_report.status == "FAILURE":

tests/test_execution.py

@@ -1,11 +1,12 @@
 import unittest
 from unittest import mock
+from unittest.mock import call
 
+from flumine.clients.clients import ExchangeType
+from flumine.exceptions import OrderExecutionError
 from flumine.execution.baseexecution import BaseExecution, OrderPackageType
 from flumine.execution.betfairexecution import BetfairExecution
 from flumine.execution.simulatedexecution import SimulatedExecution
-from flumine.clients.clients import ExchangeType
-from flumine.exceptions import OrderExecutionError
 
 
 class BaseExecutionTest(unittest.TestCase):
@@ -705,55 +706,76 @@ def test_execute_update_failure(self, mock__order_logger):
 
     @mock.patch("flumine.execution.simulatedexecution.SimulatedExecution._order_logger")
     def test_execute_replace(self, mock__order_logger):
+        mock_market = mock.Mock()
+        self.mock_flumine.markets.markets = {"1.234": mock_market}
+
         mock_order = mock.Mock()
+        mock_order.market_id = "1.234"
         mock_order_package = mock.Mock()
         mock_order_package.__iter__ = mock.Mock(return_value=iter([mock_order]))
-        mock_order_package.replace_instructions = [2.03]
-        mock_order_package.info = {}
-
+        mock_order_package.replace_instructions = [{"newPrice": 2.03}]
         mock_replacement_order = mock.Mock()
         mock_replacement_order_package = mock.Mock()
         mock_replacement_order_package.__iter__ = mock.Mock(
-            return_value=iter([mock_replacement_order])
+            return_value=iter([mock_order])
         )
-        mock_replacement_order_package.info = {}
 
         mock_sim_resp = mock.Mock()
         mock_sim_resp.status = "SUCCESS"
-        mock_sim_resp.cancel_instruction_report = mock.Mock()
-        mock_sim_resp.cancel_instruction_report.status = "SUCCESS"
-        mock_sim_resp.place_instruction_report = mock.Mock()
-        mock_sim_resp.place_instruction_report.status = "SUCCESS"
-        mock_order.simulated.replace.return_value = mock_sim_resp
+        mock_order.simulated.cancel.return_value = mock_sim_resp
+        mock_replacement_order.simulated.place.return_value = mock_sim_resp
+        mock_order.trade.create_order_replacement.return_value = mock_replacement_order
+
         self.execution.execute_replace(mock_order_package, None)
-        mock_order.simulated.replace.assert_called_with(2.03)
-        # mock__order_logger.assert_called_with(
-        #     mock_order, mock_sim_resp.cancel_instruction_report, mock_order_package.package_type
-        # )
-        # mock__order_logger.assert_called_with(
-        #     mock_replacement_order, mock_sim_resp.place_instruction_report, mock_order_package.package_type
-        # )
+        mock_order.simulated.cancel.assert_called_with()
+        mock_replacement_order.simulated.place.assert_called_with(
+            mock_order_package.market.market_book,
+            {"newPrice": 2.03},
+            self.execution._bet_id,
+        )
+        mock__order_logger.assert_has_calls(
+            [
+                call(mock_order, mock_sim_resp, OrderPackageType.CANCEL),
+                call(
+                    mock_replacement_order,
+                    mock_sim_resp,
+                    mock_order_package.package_type,
+                ),
+            ]
+        )
         mock_order.execution_complete.assert_called_with()
+        mock_replacement_order.executable.assert_called_with()
 
     @mock.patch("flumine.execution.simulatedexecution.SimulatedExecution._order_logger")
     def test_execute_replace_failure(self, mock__order_logger):
         mock_order = mock.Mock()
         mock_order_package = mock.Mock()
         mock_order_package.__iter__ = mock.Mock(return_value=iter([mock_order]))
-        mock_order_package.replace_instructions = [2.04]
-        mock_order_package.info = {}
+        mock_order_package.replace_instructions = [{"newPrice": 2.54}]
+
+        mock_replacement_order = mock.Mock()
+        mock_replacement_order_package = mock.Mock()
+        mock_replacement_order_package.__iter__ = mock.Mock(
+            return_value=iter([mock_order])
+        )
 
         mock_sim_resp = mock.Mock()
         mock_sim_resp.status = "FAILURE"
-        mock_sim_resp.cancel_instruction_report = mock.Mock()
-        mock_sim_resp.cancel_instruction_report.status = "FAILURE"
-        mock_sim_resp.place_instruction_report = mock.Mock()
-        mock_sim_resp.place_instruction_report.status = "FAILURE"
+        mock_order.simulated.cancel.return_value = mock_sim_resp
+        mock_replacement_order.simulated.place.return_value = mock_sim_resp
+        mock_order.trade.create_order_replacement.return_value = mock_replacement_order
 
-        mock_order.simulated.replace.return_value = mock_sim_resp
         self.execution.execute_replace(mock_order_package, None)
-        mock_order.simulated.replace.assert_called_with(2.04)
-        # mock__order_logger.assert_called_with(
-        #     mock_order, mock_sim_resp.cancel_instruction_report, mock_order_package.package_type
-        # )
+        mock_order.simulated.cancel.assert_called_with()
+        mock_replacement_order.simulated.place.assert_called_with(
+            mock_order_package.market.market_book,
+            {"newPrice": 2.54},
+            self.execution._bet_id,
+        )
+
+        mock__order_logger.assert_called_with(
+            mock_order, mock_sim_resp, OrderPackageType.CANCEL
+        )
+
         mock_order.executable.assert_called_with()
+        mock_replacement_order.executable.assert_not_called()

tests/test_simulated.py

@@ -168,17 +168,6 @@ def test_update_else(self):
         self.assertEqual(resp.status, "FAILURE")
         self.assertEqual(resp.error_code, "BET_ACTION_ERROR")
 
-    def test_replace(self):
-        resp = self.simulated.replace({"newPrice": 1.50})
-        self.assertEqual(resp.status, "SUCCESS")
-        self.assertEqual(self.mock_order_type.price, 1.50)
-
-    def test_replace_else(self):
-        self.simulated.order.order_type.ORDER_TYPE = OrderTypes.MARKET_ON_CLOSE
-        resp = self.simulated.replace({"newPrice": 2.03})
-        self.assertEqual(resp.status, "FAILURE")
-        self.assertEqual(resp.error_code, "BET_ACTION_ERROR")
-
     def test__get_runner(self):
         mock_market_book = mock.Mock()
         mock_runner = mock.Mock(selection_id=1234, handicap=1)