add UpbitBinanceDataProvider

integration_tests/__init__.py

@@ -5,6 +5,7 @@
 from .bithumb_data_provider_ITG_test import BithumbDataProviderIntegrationTests
 from .binance_data_provider_ITG_test import BinanceDataProviderIntegrationTests
 from .upbit_data_provider_ITG_test import UpbitDataProviderIntegrationTests
+from .upbit_binance_data_provider_ITG_test import UpbitBinanceDataProviderIntegrationTests
 from .data_repository_ITG_test import (
     DataRepositoryUpbitIntegrationTests,
     DataRepositoryBinanceIntegrationTests,

integration_tests/upbit_binance_data_provider_ITG_test.py

@@ -0,0 +1,140 @@
+import time
+import unittest
+from smtm import UpbitBinanceDataProvider
+from unittest.mock import *
+
+
+class UpbitBinanceDataProviderIntegrationTests(unittest.TestCase):
+    def test_ITG_get_info_return_correct_data(self):
+        dp = UpbitBinanceDataProvider()
+        upbit_info = dp.get_info()[0]
+        self.assertEqual(upbit_info["type"], "primary_candle")
+        self.assertEqual("market" in upbit_info, True)
+        self.assertEqual("date_time" in upbit_info, True)
+        self.assertEqual("opening_price" in upbit_info, True)
+        self.assertEqual("high_price" in upbit_info, True)
+        self.assertEqual("low_price" in upbit_info, True)
+        self.assertEqual("closing_price" in upbit_info, True)
+        self.assertEqual("acc_price" in upbit_info, True)
+        self.assertEqual("acc_volume" in upbit_info, True)
+
+        binance_info = dp.get_info()[1]
+        self.assertEqual(binance_info["type"], "binance")
+        self.assertEqual("market" in binance_info, True)
+        self.assertEqual("date_time" in binance_info, True)
+        self.assertEqual("opening_price" in binance_info, True)
+        self.assertEqual("high_price" in binance_info, True)
+        self.assertEqual("low_price" in binance_info, True)
+        self.assertEqual("closing_price" in binance_info, True)
+        self.assertEqual("acc_price" in binance_info, True)
+        self.assertEqual("acc_volume" in binance_info, True)
+        # avoid throttling
+        time.sleep(0.5)
+
+    def test_ITG_get_info_return_correct_data_when_currency_is_BTC(self):
+        dp = UpbitBinanceDataProvider("BTC")
+        info = dp.get_info()[0]
+        self.assertEqual(info["type"], "primary_candle")
+        self.assertEqual(info["market"], "BTC")
+        self.assertEqual("date_time" in info, True)
+        self.assertEqual("opening_price" in info, True)
+        self.assertEqual("high_price" in info, True)
+        self.assertEqual("low_price" in info, True)
+        self.assertEqual("closing_price" in info, True)
+        self.assertEqual("acc_price" in info, True)
+        self.assertEqual("acc_volume" in info, True)
+
+        binance_info = dp.get_info()[1]
+        self.assertEqual(binance_info["type"], "binance")
+        self.assertEqual(binance_info["market"], "BTC")
+        self.assertEqual("date_time" in binance_info, True)
+        self.assertEqual("opening_price" in binance_info, True)
+        self.assertEqual("high_price" in binance_info, True)
+        self.assertEqual("low_price" in binance_info, True)
+        self.assertEqual("closing_price" in binance_info, True)
+        self.assertEqual("acc_price" in binance_info, True)
+        self.assertEqual("acc_volume" in binance_info, True)
+
+        # avoid throttling
+        time.sleep(0.5)
+
+    def test_ITG_get_info_return_correct_data_when_currency_is_ETH(self):
+        dp = UpbitBinanceDataProvider("ETH")
+        info = dp.get_info()[0]
+        self.assertEqual(info["type"], "primary_candle")
+        self.assertEqual(info["market"], "ETH")
+        self.assertEqual("date_time" in info, True)
+        self.assertEqual("opening_price" in info, True)
+        self.assertEqual("high_price" in info, True)
+        self.assertEqual("low_price" in info, True)
+        self.assertEqual("closing_price" in info, True)
+        self.assertEqual("acc_price" in info, True)
+        self.assertEqual("acc_volume" in info, True)
+
+        binance_info = dp.get_info()[1]
+        self.assertEqual(binance_info["type"], "binance")
+        self.assertEqual(binance_info["market"], "ETH")
+        self.assertEqual("date_time" in binance_info, True)
+        self.assertEqual("opening_price" in binance_info, True)
+        self.assertEqual("high_price" in binance_info, True)
+        self.assertEqual("low_price" in binance_info, True)
+        self.assertEqual("closing_price" in binance_info, True)
+        self.assertEqual("acc_price" in binance_info, True)
+        self.assertEqual("acc_volume" in binance_info, True)
+
+        # avoid throttling
+        time.sleep(0.5)
+
+    def test_ITG_get_info_return_correct_data_when_currency_is_DOGE(self):
+        dp = UpbitBinanceDataProvider("DOGE")
+        info = dp.get_info()[0]
+        self.assertEqual(info["type"], "primary_candle")
+        self.assertEqual(info["market"], "DOGE")
+        self.assertEqual("date_time" in info, True)
+        self.assertEqual("opening_price" in info, True)
+        self.assertEqual("high_price" in info, True)
+        self.assertEqual("low_price" in info, True)
+        self.assertEqual("closing_price" in info, True)
+        self.assertEqual("acc_price" in info, True)
+        self.assertEqual("acc_volume" in info, True)
+
+        binance_info = dp.get_info()[1]
+        self.assertEqual(binance_info["type"], "binance")
+        self.assertEqual(binance_info["market"], "DOGE")
+        self.assertEqual("date_time" in binance_info, True)
+        self.assertEqual("opening_price" in binance_info, True)
+        self.assertEqual("high_price" in binance_info, True)
+        self.assertEqual("low_price" in binance_info, True)
+        self.assertEqual("closing_price" in binance_info, True)
+        self.assertEqual("acc_price" in binance_info, True)
+        self.assertEqual("acc_volume" in binance_info, True)
+
+        # avoid throttling
+        time.sleep(0.5)
+
+    def test_ITG_get_info_return_correct_data_when_currency_is_XRP(self):
+        dp = UpbitBinanceDataProvider("XRP")
+        info = dp.get_info()[0]
+        self.assertEqual(info["type"], "primary_candle")
+        self.assertEqual(info["market"], "XRP")
+        self.assertEqual("date_time" in info, True)
+        self.assertEqual("opening_price" in info, True)
+        self.assertEqual("high_price" in info, True)
+        self.assertEqual("low_price" in info, True)
+        self.assertEqual("closing_price" in info, True)
+        self.assertEqual("acc_price" in info, True)
+        self.assertEqual("acc_volume" in info, True)
+
+        binance_info = dp.get_info()[1]
+        self.assertEqual(binance_info["type"], "binance")
+        self.assertEqual(binance_info["market"], "XRP")
+        self.assertEqual("date_time" in binance_info, True)
+        self.assertEqual("opening_price" in binance_info, True)
+        self.assertEqual("high_price" in binance_info, True)
+        self.assertEqual("low_price" in binance_info, True)
+        self.assertEqual("closing_price" in binance_info, True)
+        self.assertEqual("acc_price" in binance_info, True)
+        self.assertEqual("acc_volume" in binance_info, True)
+
+        # avoid throttling
+        time.sleep(0.5)

smtm/__init__.py

@@ -9,6 +9,7 @@
 from .data.simulation_data_provider import SimulationDataProvider
 from .data.simulation_dual_data_provider import SimulationDualDataProvider
 from .data.upbit_data_provider import UpbitDataProvider
+from .data.upbit_binance_data_provider import UpbitBinanceDataProvider
 from .data.bithumb_data_provider import BithumbDataProvider
 from .data.binance_data_provider import BinanceDataProvider
 from .data.data_repository import DataRepository

smtm/data/simulation_dual_data_provider.py

@@ -2,7 +2,6 @@
 
 import copy
 from datetime import datetime, timedelta
-from ..config import Config
 from .data_provider import DataProvider
 from .database import Database
 from ..log_manager import LogManager

smtm/data/upbit_binance_data_provider.py

@@ -0,0 +1,41 @@
+"""DataProvider 구현체이며 Upbit, Binance 2개의 거래소 실시간 데이터를 전달하는 클래스"""
+
+import copy
+from datetime import datetime, timedelta
+from .data_provider import DataProvider
+from ..log_manager import LogManager
+from .upbit_data_provider import UpbitDataProvider
+from .binance_data_provider import BinanceDataProvider
+
+class UpbitBinanceDataProvider(DataProvider):
+    """Upbit, Binance 2개의 거래소로부터 과거 데이터를 수집해서 순차적으로 제공하는 클래스
+    Upbit 데이터의 타입을 primary_candle로 설정, Binance 데이터를 binance로 설정
+    어느 거래소의 데이터를 기준으로 거래할지는 DataProvider는 관여하지 않음
+    """
+
+    def __init__(self, currency="BTC", interval=60):
+        self.upbit_dp = UpbitDataProvider(currency, interval)
+        self.binance_dp = BinanceDataProvider(currency, interval)
+
+    def get_info(self):
+        """순차적으로 거래 정보 전달한다
+
+        Returns: 거래 정보 딕셔너리
+        {
+            "market": 거래 시장 종류 BTC
+            "date_time": 정보의 기준 시간
+            "opening_price": 시작 거래 가격
+            "high_price": 최고 거래 가격
+            "low_price": 최저 거래 가격
+            "closing_price": 마지막 거래 가격
+            "acc_price": 단위 시간내 누적 거래 금액
+            "acc_volume": 단위 시간내 누적 거래 양
+        }
+        """
+        upbit_info = self.upbit_dp.get_info()
+        upbit_info[0]["type"] = "primary_candle"
+
+        binance_info = self.binance_dp.get_info()
+        binance_info[0]["type"] = "binance"
+        return [upbit_info[0], binance_info[0]]
+

tests/upbit_binance_data_provider_test.py

@@ -0,0 +1,57 @@
+import unittest
+from smtm import UpbitBinanceDataProvider
+from unittest.mock import *
+import requests
+
+
+class UpbitBinanceDataProviderTests(unittest.TestCase):
+    def test_get_info_return_result_from_upbit_binance_data_provider(self):
+        dp = UpbitBinanceDataProvider("BTC")
+        dp.upbit_dp = MagicMock()
+        dp.upbit_dp.get_info.return_value = [
+            {
+                "market": "BTC-KRW",
+                "date_time": "2020-03-10T22:52:00",
+                "opening_price": 9777000,
+                "high_price": 9778000,
+                "low_price": 9763000,
+                "closing_price": 9778000,
+                "acc_price": 11277224.71063000,
+                "acc_volume": 1.15377852,
+            }
+        ]
+        dp.binance_dp = MagicMock()
+        dp.binance_dp.get_info.return_value = [
+            {
+                "market": "BTC-USDT",
+                "date_time": "2020-03-10T22:52:00",
+                "opening_price": 0.0163479,
+                "high_price": 0.8,
+                "low_price": 0.015758,
+                "closing_price": 0.015771,
+                "acc_price": 2434.19055334,
+                "acc_volume": 148976.11427815,
+            }
+        ]
+
+        info = dp.get_info()
+
+        self.assertEqual(info[0]["type"], "primary_candle")
+        self.assertEqual(info[0]["market"], "BTC-KRW")
+        self.assertEqual(info[0]["date_time"], "2020-03-10T22:52:00")
+        self.assertEqual(info[0]["opening_price"], 9777000)
+        self.assertEqual(info[0]["high_price"], 9778000)
+        self.assertEqual(info[0]["low_price"], 9763000)
+        self.assertEqual(info[0]["closing_price"], 9778000)
+        self.assertEqual(info[0]["acc_price"], 11277224.71063000)
+        self.assertEqual(info[0]["acc_volume"], 1.15377852)
+
+        self.assertEqual(info[1]["type"], "binance")
+        self.assertEqual(info[1]["market"], "BTC-USDT")
+        self.assertEqual(info[1]["date_time"], "2020-03-10T22:52:00")
+        self.assertEqual(info[1]["opening_price"], 0.0163479)
+        self.assertEqual(info[1]["high_price"], 0.8)
+        self.assertEqual(info[1]["low_price"], 0.015758)
+        self.assertEqual(info[1]["closing_price"], 0.015771)
+        self.assertEqual(info[1]["acc_price"], 2434.19055334)
+        self.assertEqual(info[1]["acc_volume"], 148976.11427815)