add StrategyHey

integration_tests/strategy_hey/hey_ITG_test.py

@@ -0,0 +1,79 @@
+# python -m unittest discover .\integration_tests\strategy_hey  *test.py -v
+import json
+import unittest
+from smtm import Simulator
+from unittest.mock import *
+
+KEY_PERIOD = [
+    "230112.160000-230113.115900",
+    "230113.100000-230114.055900",
+    "230117.160000-230118.115900",
+    "230210.000000-230210.195900",
+    "230227.120000-230228.075900",
+    "230422.130000-230423.085900",
+    "230424.080000-230425.035900",
+    "230425.220000-230426.175900",
+    "230428.120000-230429.075900",
+    "230507.160000-230508.115900",
+    "230511.200000-230512.155900",
+    "230512.160000-230513.115900",
+    "230516.000000-230516.195900",
+    "230527.160000-230528.115900",
+    "230528.120000-230529.075900",
+    "230530.040000-230530.235900",
+]
+
+
+class HeyIntegrationTests(unittest.TestCase):
+    def test_ITG_run_single_simulation(self):
+        result_list = []
+        for period in KEY_PERIOD:
+            request_list = []
+            simulator = Simulator(
+                budget=1000000,
+                interval=0.0001,
+                strategy="HEY",
+                from_dash_to=period,
+                currency="BTC",
+            )
+            simulator.run_single()
+
+            for request in simulator.operator.analyzer.request_list:
+                request_list.append(
+                    {
+                        "type": request["type"],
+                        "price": request["price"],
+                        "amount": request["amount"],
+                        "date_time": request["date_time"],
+                    }
+                )
+            result_list.append(request_list)
+
+        # If you want to update the expected result, uncomment the following code.
+        # with open("./hey_test_result.json", "w") as f:
+        #     json.dump(result_list, f)
+
+        with open("./integration_tests/strategy_hey/hey_test_result.json", "r") as f:
+            expected = json.load(f)
+
+        for result_idx, request_list in enumerate(result_list):
+            for request_idx, requst in enumerate(request_list):
+                target = expected[result_idx][request_idx]
+                try:
+                    self.assertEqual(
+                        requst["type"], target["type"], f"{result_idx}-{request_idx}"
+                    )
+                    self.assertEqual(
+                        requst["price"], target["price"], f"{result_idx}-{request_idx}"
+                    )
+                    self.assertEqual(
+                        requst["amount"], target["amount"], f"{result_idx}-{request_idx}"
+                    )
+                    self.assertEqual(
+                        requst["date_time"],
+                        target["date_time"],
+                        f"{result_idx}-{request_idx}",
+                    )
+                except AssertionError as e:
+                    print(f"[FAIL] result_idx:{result_idx} - request_idx:{request_idx}")
+                    raise e