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Add new functions
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* create_combined_market_book_and_race_change_generator
* get_publish_time_from_object
* get_win_market_id_from_race_file
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@mberk
mberk committed Jan 11, 2023
1 parent eb0ad30 commit ec8925f
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Showing 2 changed files with 123 additions and 130 deletions.
36 changes: 36 additions & 0 deletions betfairutil/__init__.py
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Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
import datetime
import enum
import heapq
import itertools
import re
from bisect import bisect_left
Expand Down Expand Up @@ -2011,6 +2012,13 @@ def get_win_market_id_from_race_card(
return market_id


def get_win_market_id_from_race_file(
path_to_race_file: Union[str, Path],
) -> Optional[str]:
for race_change in create_race_change_generator_from_race_file(path_to_race_file):
return race_change["mid"]


def get_market_time_as_datetime(
market_book: Union[Dict[str, Any], MarketBook]
) -> datetime.datetime:
Expand Down Expand Up @@ -2615,6 +2623,34 @@ def create_race_change_generator_from_race_file(
yield rc


def get_publish_time_from_object(o: Union[Dict[str, Any], MarketBook]) -> int:
_data = getattr(o, "_data", o)
return _data.get("publishTime", _data.get("pt"))


def create_combined_market_book_and_race_change_generator(
path_to_prices_file: Union[str, Path],
path_to_race_file: Union[str, Path],
lightweight: bool = True,
market_type_filter: Optional[Sequence[str]] = None,
**kwargs,
):
market_book_generator = create_market_book_generator_from_prices_file(
path_to_prices_file=path_to_prices_file,
lightweight=lightweight,
market_type_filter=market_type_filter,
**kwargs,
)
race_change_generator = create_race_change_generator_from_race_file(
path_to_race_file
)
yield from heapq.merge(
market_book_generator,
race_change_generator,
key=lambda x: get_publish_time_from_object(x),
)


def read_prices_file(
path_to_prices_file: Union[str, Path],
lightweight: bool = True,
Expand Down
217 changes: 87 additions & 130 deletions tests/test_non_prices.py
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Original file line number Diff line number Diff line change
Expand Up @@ -18,6 +18,7 @@
from betfairutil import calculate_order_book_imbalance
from betfairutil import calculate_total_matched
from betfairutil import convert_yards_to_metres
from betfairutil import create_combined_market_book_and_race_change_generator
from betfairutil import DataFrameFormatEnum
from betfairutil import does_market_book_contain_runner_names
from betfairutil import does_market_definition_contain_runner_names
Expand All @@ -40,6 +41,7 @@
from betfairutil import get_selection_id_to_runner_name_map_from_market_catalogue
from betfairutil import get_race_distance_in_metres_from_race_card
from betfairutil import get_win_market_id_from_race_card
from betfairutil import get_win_market_id_from_race_file
from betfairutil import get_winners_from_market_definition
from betfairutil import is_market_book
from betfairutil import is_runner_book
Expand Down Expand Up @@ -172,6 +174,57 @@ def race_change():
}


@pytest.fixture
def path_to_race_file(race_change: Dict[str, Any], tmp_path: Path):
path_to_race_file = tmp_path / f"31945198.2354.jsonl.gz"
with smart_open.open(path_to_race_file, "w") as f:
f.write(
json.dumps(
{
"op": "rcm",
"clk": 0,
"pt": race_change["rpc"]["ft"],
"rc": [race_change],
}
)
)
f.write("\n")

return path_to_race_file


@pytest.fixture
def path_to_prices_file(
market_book: Dict[str, Any], market_definition: Dict[str, Any], tmp_path: Path
):
del market_definition["runners"][0]["name"]
del market_definition["runners"][1]["name"]
path_to_prices_file = tmp_path / f"1.123.json.gz"
with smart_open.open(path_to_prices_file, "w") as f:
f.write(
json.dumps(
{
"op": "mcm",
"clk": 0,
"pt": market_book["publishTime"],
"mc": [
{
"id": "1.123",
"marketDefinition": market_definition,
"rc": [
{"id": 123, "atb": [[1.98, 1]]},
{"id": 456, "atb": [[1.98, 1]]},
],
}
],
}
)
)
f.write("\n")

return path_to_prices_file


def test_side():
assert Side.LAY.other_side == Side.BACK

Expand Down Expand Up @@ -559,35 +612,9 @@ def test_prices_file_to_csv_file(


def test_read_prices_file(
market_definition: Dict[str, Any],
market_book: Dict[str, Any],
path_to_prices_file: Path,
market_catalogue: Dict[str, Any],
tmp_path: Path,
):
del market_definition["runners"][0]["name"]
del market_definition["runners"][1]["name"]
path_to_prices_file = tmp_path / f"1.123.json.gz"
with smart_open.open(path_to_prices_file, "w") as f:
f.write(
json.dumps(
{
"op": "mcm",
"clk": 0,
"pt": market_book["publishTime"],
"mc": [
{
"id": "1.123",
"marketDefinition": market_definition,
"rc": [
{"id": 123, "atb": [[1.98, 1]]},
{"id": 456, "atb": [[1.98, 1]]},
],
}
],
}
)
)
f.write("\n")
market_books = read_prices_file(
path_to_prices_file, market_catalogues=[market_catalogue]
)
Expand All @@ -599,82 +626,17 @@ def test_read_prices_file(
assert len(market_books) == 1


def test_read_race_file(tmp_path: Path):
path_to_race_file = tmp_path / "31323606.2355.jsonl.gz"
rc = {
"id": "31323606.2355",
"mid": "1.196610303",
"rrc": [
{
"ft": 1648165718800,
"id": 12883263,
"long": -95.5316312,
"lat": 29.9292254,
"spd": 0.11,
"prg": 1609.3,
"sfq": 0,
},
{
"ft": 1648165718800,
"id": 38368882,
"long": -95.5315912,
"lat": 29.9292075,
"spd": 0.16,
"prg": 1609.3,
"sfq": 0,
},
{
"ft": 1648165718800,
"id": 40957918,
"long": -95.5316203,
"lat": 29.9291875,
"spd": 0.11,
"prg": 1609.3,
"sfq": 0,
},
{
"ft": 1648165718800,
"id": 39605474,
"long": -95.5317173,
"lat": 29.9292874,
"spd": 0.86,
"prg": 1609.3,
"sfq": 0,
},
{
"ft": 1648165718800,
"id": 39605475,
"long": -95.5316561,
"lat": 29.9291837,
"spd": 1.14,
"prg": 1609.3,
"sfq": 0,
},
],
}
with smart_open.open(path_to_race_file, "w") as f:
f.write(
json.dumps(
{
"op": "rcm",
"id": 2,
"clk": "3097631015614646762",
"pt": 1648165718972,
"rc": [rc],
}
)
)
f.write("\n")
def test_read_race_file(race_change: Dict[str, Any], path_to_race_file: Path):
rcs = read_race_file(path_to_race_file)
assert len(rcs) == 1

del rcs[0]["pt"]
del rcs[0]["rpc"]
del rcs[0]["rrc"]
del rcs[0]["streaming_snap"]
del rcs[0]["streaming_unique_id"]
del rcs[0]["streaming_update"]

assert rcs[0] == rc
assert rcs[0] == race_change


def test_remove_bet_from_runner_book(market_book: Dict[str, Any]):
Expand Down Expand Up @@ -710,28 +672,8 @@ def test_random_from_market_id():


def test_get_final_market_definition_from_prices_file(
market_definition: Dict[str, Any],
tmp_path: Path,
market_definition: Dict[str, Any], path_to_prices_file: Path
):
path_to_prices_file = tmp_path / f"1.123.json.gz"
with smart_open.open(path_to_prices_file, "w") as f:
f.write(
json.dumps(
{
"op": "mcm",
"clk": 0,
"pt": 0,
"mc": [
{
"id": "1.123",
"marketDefinition": market_definition,
}
],
}
)
)
f.write("\n")

final_market_definition = get_final_market_definition_from_prices_file(
path_to_prices_file
)
Expand Down Expand Up @@ -805,20 +747,9 @@ def test_get_winners_from_market_definition(market_definition: Dict[str, Any]):
]


def test_get_race_change_from_race_file(race_change: Dict[str, Any], tmp_path: Path):
path_to_race_file = tmp_path / f"31945198.2354.jsonl.gz"
with smart_open.open(path_to_race_file, "w") as f:
f.write(
json.dumps(
{
"op": "rcm",
"clk": 0,
"pt": race_change["rpc"]["ft"],
"rc": [race_change],
}
)
)
f.write("\n")
def test_get_race_change_from_race_file(
race_change: Dict[str, Any], path_to_race_file: Path
):
with pytest.raises(AssertionError):
get_race_change_from_race_file(
path_to_race_file, gate_name="1f", publish_time=race_change["rpc"]["ft"]
Expand Down Expand Up @@ -1055,3 +986,29 @@ def test_get_seconds_to_market_time(market_book: Dict[str, Any]):
)
== 0.0
)


def test_get_win_market_id_from_race_file(
race_change: Dict[str, Any], path_to_race_file: Path
):
assert get_win_market_id_from_race_file(path_to_race_file) == race_change["mid"]

with smart_open.open(path_to_race_file, "w"):
pass

assert get_win_market_id_from_race_file(path_to_race_file) is None


def test_create_combined_market_book_and_race_change_generator(
path_to_race_file: Path, path_to_prices_file: Path
):
objects = list(
create_combined_market_book_and_race_change_generator(
path_to_prices_file=path_to_prices_file,
path_to_race_file=path_to_race_file,
lightweight=False,
)
)

assert type(objects[0]) is MarketBook
assert type(objects[1]) is dict

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