change DataProvider interface

msaltnet · Nov 13, 2023 · ac7f342 · ac7f342
1 parent 77c482b
commit ac7f342
Show file tree

Hide file tree

Showing 33 changed files with 640 additions and 350 deletions.
diff --git a/example_data/generated_config.json b/example_data/generated_config.json
@@ -2,7 +2,7 @@
     "title": "SMA_6H_week",
     "description": "mass simulation test 0514-23, 0614-21, 0719-26, 0804-11",
     "budget": 5000000,
-    "strategy": "1",
+    "strategy": "SMA",
     "interval": 1e-06,
     "currency": "BTC",
     "period_list": [

diff --git a/example_data/generated_config_mix.json b/example_data/generated_config_mix.json
@@ -2,7 +2,7 @@
     "title": "SMA_6H_week_mix",
     "description": "mass simulation test 0514-23, 0614-21, 0719-26, 0804-11",
     "budget": 5000000,
-    "strategy": "1",
+    "strategy": "SMA",
     "interval": 1e-06,
     "currency": "BTC",
     "period_list": [

diff --git a/example_data/sma0_simulation.json b/example_data/sma0_simulation.json
@@ -2,7 +2,7 @@
     "title": "BnH-2Hour",
     "description": "BnH 2시간 간격으로 일주일 진행",
     "budget": 50000,
-    "strategy": 0,
+    "strategy": "BNH",
     "interval": 0.1,
     "currency": "BTC",
     "period_list": [

diff --git a/integration_tests/analyzer_ITG_test.py b/integration_tests/analyzer_ITG_test.py
@@ -24,16 +24,19 @@ def test_update_info_func():
         analyzer.make_start_point()
 
         # 1턴 정보 업데이트
-        info = {
-            "market": "KRW-BTC",
-            "date_time": "2020-12-21T01:13:00",
-            "opening_price": 26155000.0,
-            "high_price": 26158000.0,
-            "low_price": 26132000.0,
-            "closing_price": 26145000.0,
-            "acc_price": 116448937.40051,
-            "acc_volume": 4.45311465,
-        }
+        info = [
+            {
+                "type": "primary_candle",
+                "market": "KRW-BTC",
+                "date_time": "2020-12-21T01:13:00",
+                "opening_price": 26155000.0,
+                "high_price": 26158000.0,
+                "low_price": 26132000.0,
+                "closing_price": 26145000.0,
+                "acc_price": 116448937.40051,
+                "acc_volume": 4.45311465,
+            }
+        ]
         analyzer.put_trading_info(info)
         analyzer.add_value_for_line_graph("2020-12-21T01:13:00", 26132000.0)
         analyzer.add_value_for_line_graph("2020-12-21T01:13:01", 26158000.0)
@@ -76,16 +79,19 @@ def test_update_info_func():
         analyzer.update_asset_info()
 
         # 2턴 정보 업데이트
-        info = {
-            "market": "KRW-BTC",
-            "date_time": "2020-12-21T01:14:00",
-            "opening_price": 26145000.0,
-            "high_price": 26153000.0,
-            "low_price": 26132000.0,
-            "closing_price": 26132000.0,
-            "acc_price": 57246220.95838,
-            "acc_volume": 2.18982408,
-        }
+        info = [
+            {
+                "type": "primary_candle",
+                "market": "KRW-BTC",
+                "date_time": "2020-12-21T01:14:00",
+                "opening_price": 26145000.0,
+                "high_price": 26153000.0,
+                "low_price": 26132000.0,
+                "closing_price": 26132000.0,
+                "acc_price": 57246220.95838,
+                "acc_volume": 2.18982408,
+            }
+        ]
         analyzer.put_trading_info(info)
 
         analyzer.add_drawing_spot("2020-12-21T01:14:00", 26020000.0)
@@ -132,16 +138,19 @@ def test_update_info_func():
         analyzer.update_asset_info()
 
         # 3턴 정보 업데이트
-        info = {
-            "market": "KRW-BTC",
-            "date_time": "2020-12-21T01:15:00",
-            "opening_price": 26148000.0,
-            "high_price": 26153000.0,
-            "low_price": 26100000.0,
-            "closing_price": 26100000.0,
-            "acc_price": 213292694.20168,
-            "acc_volume": 8.16909933,
-        }
+        info = [
+            {
+                "type": "primary_candle",
+                "market": "KRW-BTC",
+                "date_time": "2020-12-21T01:15:00",
+                "opening_price": 26148000.0,
+                "high_price": 26153000.0,
+                "low_price": 26100000.0,
+                "closing_price": 26100000.0,
+                "acc_price": 213292694.20168,
+                "acc_volume": 8.16909933,
+            }
+        ]
         analyzer.put_trading_info(info)
 
         requests = [
@@ -182,16 +191,19 @@ def test_update_info_func():
         analyzer.update_asset_info()
 
         # 4턴 정보 업데이트
-        info = {
-            "market": "KRW-BTC",
-            "date_time": "2020-12-21T01:16:00",
-            "opening_price": 26101000.0,
-            "high_price": 26114000.0,
-            "low_price": 26055000.0,
-            "closing_price": 26083000.0,
-            "acc_price": 164768010.7268,
-            "acc_volume": 6.31952174,
-        }
+        info = [
+            {
+                "type": "primary_candle",
+                "market": "KRW-BTC",
+                "date_time": "2020-12-21T01:16:00",
+                "opening_price": 26101000.0,
+                "high_price": 26114000.0,
+                "low_price": 26055000.0,
+                "closing_price": 26083000.0,
+                "acc_price": 164768010.7268,
+                "acc_volume": 6.31952174,
+            }
+        ]
         analyzer.put_trading_info(info)
 
         requests = [
@@ -232,16 +244,19 @@ def test_update_info_func():
         analyzer.update_asset_info()
 
         # 5턴 정보 업데이트
-        info = {
-            "market": "KRW-BTC",
-            "date_time": "2020-12-21T01:17:00",
-            "opening_price": 26055000.0,
-            "high_price": 26085000.0,
-            "low_price": 26055000.0,
-            "closing_price": 26061000.0,
-            "acc_price": 42703199.9218,
-            "acc_volume": 1.63862358,
-        }
+        info = [
+            {
+                "type": "primary_candle",
+                "market": "KRW-BTC",
+                "date_time": "2020-12-21T01:17:00",
+                "opening_price": 26055000.0,
+                "high_price": 26085000.0,
+                "low_price": 26055000.0,
+                "closing_price": 26061000.0,
+                "acc_price": 42703199.9218,
+                "acc_volume": 1.63862358,
+            }
+        ]
         analyzer.put_trading_info(info)
 
         analyzer.add_drawing_spot("2020-12-21T01:17:00", 25061000.0)

diff --git a/integration_tests/binance_data_provider_ITG_test.py b/integration_tests/binance_data_provider_ITG_test.py
@@ -12,7 +12,8 @@ def tearDown(self):
 
     def test_ITG_get_info_return_correct_data(self):
         dp = BinanceDataProvider()
-        info = dp.get_info()
+        info = dp.get_info()[0]
+        self.assertEqual(info["type"], "primary_candle")
         self.assertEqual("market" in info, True)
         self.assertEqual("date_time" in info, True)
         self.assertEqual("opening_price" in info, True)
@@ -24,7 +25,8 @@ def test_ITG_get_info_return_correct_data(self):
 
     def test_ITG_get_info_return_correct_data_when_currency_is_BTC(self):
         dp = BinanceDataProvider("BTC")
-        info = dp.get_info()
+        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)
@@ -36,7 +38,8 @@ def test_ITG_get_info_return_correct_data_when_currency_is_BTC(self):
 
     def test_ITG_get_info_return_correct_data_when_currency_is_ETH(self):
         dp = BinanceDataProvider("ETH")
-        info = dp.get_info()
+        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)
@@ -48,7 +51,8 @@ def test_ITG_get_info_return_correct_data_when_currency_is_ETH(self):
 
     def test_ITG_get_info_return_correct_data_when_currency_is_DOGE(self):
         dp = BinanceDataProvider("DOGE")
-        info = dp.get_info()
+        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)
@@ -60,7 +64,8 @@ def test_ITG_get_info_return_correct_data_when_currency_is_DOGE(self):
 
     def test_ITG_get_info_return_correct_data_when_currency_is_XRP(self):
         dp = BinanceDataProvider("XRP")
-        info = dp.get_info()
+        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)

diff --git a/integration_tests/bithumb_data_provider_ITG_test.py b/integration_tests/bithumb_data_provider_ITG_test.py
@@ -7,7 +7,8 @@
 class BithumbDataProviderIntegrationTests(unittest.TestCase):
     def test_ITG_get_info_return_correct_data(self):
         dp = BithumbDataProvider()
-        info = dp.get_info()
+        info = dp.get_info()[0]
+        self.assertEqual(info["type"], "primary_candle")
         self.assertEqual("market" in info, True)
         self.assertEqual("date_time" in info, True)
         self.assertEqual("opening_price" in info, True)

diff --git a/integration_tests/operator_ITG_test.py b/integration_tests/operator_ITG_test.py
@@ -18,7 +18,9 @@ def check_interval():
             count += 1
             now = time.time()
             interval = now - last_time
-            print(f"count {count}, interval {interval}, now {now}, last_time {last_time}")
+            print(
+                f"count {count}, interval {interval}, now {now}, last_time {last_time}"
+            )
             if count > 1 and count < 4:
                 self.assertTrue(interval > 0.9)
                 self.assertTrue(interval < 1.1)
@@ -31,7 +33,9 @@ def check_interval():
         op.initialize(data_provider, strategy, trader, analyzer, budget=50000)
         self.assertEqual(op.state, "ready")
         analyzer.initialize.assert_called_with(trader.get_account_info)
-        strategy.initialize.assert_called_with(50000, add_spot_callback=ANY, add_line_callback=ANY)
+        strategy.initialize.assert_called_with(
+            50000, add_spot_callback=ANY, add_line_callback=ANY
+        )
 
         strategy.get_request.return_value = "mango"
         op.set_interval(1)

diff --git a/integration_tests/strategy_bnh/bnh_ITG_test.py b/integration_tests/strategy_bnh/bnh_ITG_test.py
@@ -62,9 +62,17 @@ def test_ITG_run_single_simulation(self):
         for result_idx, request_list in enumerate(result_list):
             for request_idx, requst in enumerate(request_list):
                 target = expected[result_idx][request_idx]
-                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}"
+                    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}",
                 )