can run simulation with binance data

msaltnet · Nov 6, 2023 · 77c482b · 77c482b
1 parent d46064c
commit 77c482b
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Showing 5 changed files with 34 additions and 23 deletions.
diff --git a/smtm/config.py b/smtm/config.py
@@ -1,4 +1,5 @@
 class Config:
+    """시뮬레이션에 사용할 거래소 데이터 simulation_source: upbit, binance"""
     simulation_source = "upbit"
     candle_interval = 60
     """스트림 핸들러의 레벨

diff --git a/smtm/data/simulation_data_provider.py b/smtm/data/simulation_data_provider.py
@@ -1,6 +1,7 @@
 """시뮬레이션을 위한 DataProvider 구현체 SimulationDataProvider 클래스"""
 
 from datetime import datetime, timedelta
+from ..config import Config
 from .data_provider import DataProvider
 from ..log_manager import LogManager
 from .data_repository import DataRepository
@@ -9,18 +10,23 @@
 class SimulationDataProvider(DataProvider):
     """거래소로부터 과거 데이터를 수집해서 순차적으로 제공하는 클래스"""
 
-    AVAILABLE_CURRENCY = {"BTC": "KRW-BTC", "ETH": "KRW-ETH", "DOGE": "KRW-DOGE", "XRP": "KRW-XRP"}
+    AVAILABLE_CURRENCY = {
+        "upbit" : {"BTC": "KRW-BTC", "ETH": "KRW-ETH", "DOGE": "KRW-DOGE", "XRP": "KRW-XRP"},
+        "binance" : {"BTC": "BTCUSDT", "ETH": "ETHUSDT", "DOGE": "DOGEUSDT", "XRP": "XRPUSDT"}
+    }
 
     def __init__(self, currency="BTC", interval=60):
-        if currency not in self.AVAILABLE_CURRENCY:
+        if Config.simulation_source not in self.AVAILABLE_CURRENCY.keys():
+            raise UserWarning(f"not supported source: {Config.simulation_source}")
+        if currency not in self.AVAILABLE_CURRENCY[Config.simulation_source]:
             raise UserWarning(f"not supported currency: {currency}")
+
         self.logger = LogManager.get_logger(__class__.__name__)
         self.repo = DataRepository("smtm.db", interval=interval)
         self.interval_min = interval / 60
         self.data = []
         self.index = 0
-
-        self.market = self.AVAILABLE_CURRENCY[currency]
+        self.market = self.AVAILABLE_CURRENCY[Config.simulation_source][currency]
 
     def initialize_simulation(self, end=None, count=100):
         """DataRepository를 통해서 데이터를 가져와서 초기화한다"""

diff --git a/smtm/trader/simulation_trader.py b/smtm/trader/simulation_trader.py
@@ -1,5 +1,6 @@
 """시뮬레이션을 위한 가상 거래를 처리해주는 SimulationTrader 클래스"""
 
+from ..config import Config
 from ..log_manager import LogManager
 from .trader import Trader
 from .virtual_market import VirtualMarket
@@ -15,19 +16,24 @@ class SimulationTrader(Trader):
     amount: 거래 수량
     """
 
-    AVAILABLE_CURRENCY = {"BTC": "KRW-BTC", "ETH": "KRW-ETH", "DOGE": "KRW-DOGE", "XRP": "KRW-XRP"}
+    AVAILABLE_CURRENCY = {
+        "upbit" : {"BTC": "KRW-BTC", "ETH": "KRW-ETH", "DOGE": "KRW-DOGE", "XRP": "KRW-XRP"},
+        "binance" : {"BTC": "BTCUSDT", "ETH": "ETHUSDT", "DOGE": "DOGEUSDT", "XRP": "XRPUSDT"}
+    }
     NAME = "Simulation"
 
     def __init__(self, currency="BTC", interval=60):
-        if currency not in self.AVAILABLE_CURRENCY:
+        if Config.simulation_source not in self.AVAILABLE_CURRENCY.keys():
+            raise UserWarning(f"not supported source: {Config.simulation_source}")
+        if currency not in self.AVAILABLE_CURRENCY[Config.simulation_source]:
             raise UserWarning(f"not supported currency: {currency}")
         self.logger = LogManager.get_logger(__class__.__name__)
-        self.market = VirtualMarket(market=self.AVAILABLE_CURRENCY[currency], interval=interval)
+        self.v_market = VirtualMarket(market=self.AVAILABLE_CURRENCY[Config.simulation_source][currency], interval=interval)
         self.is_initialized = False
 
     def initialize_simulation(self, end, count, budget):
         """시뮬레이션기간, 횟수, 예산을 초기화 한다"""
-        self.market.initialize(end, count, budget)
+        self.v_market.initialize(end, count, budget)
         self.is_initialized = True
 
     def send_request(self, request_list, callback):
@@ -59,7 +65,7 @@ def send_request(self, request_list, callback):
             raise UserWarning("Not initialzed")
 
         try:
-            result = self.market.handle_request(request_list[0])
+            result = self.v_market.handle_request(request_list[0])
             if result is not None:
                 callback(result)
         except (TypeError, AttributeError) as msg:
@@ -82,7 +88,7 @@ def get_account_info(self):
             raise UserWarning("Not initialzed")
 
         try:
-            return self.market.get_balance()
+            return self.v_market.get_balance()
         except (TypeError, AttributeError) as msg:
             self.logger.error(f"invalid state {msg}")
             raise UserWarning("invalid state") from msg

diff --git a/smtm/trader/virtual_market.py b/smtm/trader/virtual_market.py
@@ -1,4 +1,4 @@
-"""업비트 거래소의 과거 거래 정보를 이용한 가상 거래소 역할의 VirtualMarket 클래스"""
+"""Config에 설정된 거래소의 과거 거래 정보를 이용한 가상 거래소 역할의 VirtualMarket 클래스"""
 from datetime import datetime, timedelta
 from ..config import Config
 from ..log_manager import LogManager
@@ -18,8 +18,6 @@ class VirtualMarket:
     asset: 자산 목록, 마켓이름을 키값으로 갖고 (평균 매입 가격, 수량)을 갖는 딕셔너리
     """
 
-    URL = "https://api.upbit.com/v1/candles/minutes/1"
-
     def __init__(self, market="KRW-BTC", interval=60):
         self.logger = LogManager.get_logger(__class__.__name__)
         self.repo = DataRepository("smtm.db", interval=interval)

diff --git a/tests/simulation_trader_test.py b/tests/simulation_trader_test.py
@@ -12,17 +12,17 @@ def tearDown(self):
 
     def test_initialize_simulation_initialize_virtual_market(self):
         trader = SimulationTrader()
-        trader.market.initialize = MagicMock()
-        trader.market.deposit = MagicMock()
+        trader.v_market.initialize = MagicMock()
+        trader.v_market.deposit = MagicMock()
 
         trader.initialize_simulation("mango", 500, 5000)
 
-        trader.market.initialize.assert_called_once_with("mango", 500, 5000)
+        trader.v_market.initialize.assert_called_once_with("mango", 500, 5000)
         self.assertEqual(trader.is_initialized, True)
 
     def test_initialize_simulation_set_is_initialized_False_when_invalid_market(self):
         trader = SimulationTrader()
-        trader.market = "make exception"
+        trader.v_market = "make exception"
         with self.assertRaises(AttributeError):
             trader.initialize_simulation("mango", 500, 5000)
 
@@ -34,9 +34,9 @@ def test_send_request_call_callback_with_result_of_market_handle_quest(self):
 
         dummy_requests = [{"id": "mango", "type": "orange", "price": 500, "amount": 10}]
         callback = MagicMock()
-        trader.market.handle_request = MagicMock(return_value="banana")
+        trader.v_market.handle_request = MagicMock(return_value="banana")
         trader.send_request(dummy_requests, callback)
-        trader.market.handle_request.assert_called_once_with(dummy_requests[0])
+        trader.v_market.handle_request.assert_called_once_with(dummy_requests[0])
         callback.assert_called_once_with("banana")
 
     def test_send_request_call_raise_exception_UserWarning_when_is_initialized_False(self):
@@ -49,7 +49,7 @@ def test_send_request_call_raise_exception_UserWarning_when_is_initialized_False
     def test_send_request_call_raise_exception_UserWarning_when_market_is_invalid(self):
         trader = SimulationTrader()
         trader.is_initialized = True
-        trader.market = "make exception"
+        trader.v_market = "make exception"
 
         with self.assertRaises(UserWarning):
             trader.send_request(None, None)
@@ -64,9 +64,9 @@ def test_send_request_call_raise_exception_UserWarning_when_callback_make_TypeEr
     def test_get_account_info_call_callback_with_virtual_market_get_balance_result(self):
         trader = SimulationTrader()
         trader.is_initialized = True
-        trader.market.get_balance = MagicMock(return_value="banana")
+        trader.v_market.get_balance = MagicMock(return_value="banana")
         self.assertEqual(trader.get_account_info(), "banana")
-        trader.market.get_balance.assert_called_once()
+        trader.v_market.get_balance.assert_called_once()
 
     def test_get_account_info_call_raise_exception_UserWarning_when_is_initialized_False(
         self,
@@ -82,7 +82,7 @@ def test_get_account_info_call_raise_exception_UserWarning_when_market_is_invali
     ):
         trader = SimulationTrader()
         trader.is_initialized = True
-        trader.market = "make exception"
+        trader.v_market = "make exception"
 
         with self.assertRaises(UserWarning):
             trader.get_account_info()