can run simulation with SimulationDualDataProvider

integration_tests/__init__.py

@@ -12,14 +12,14 @@
 from .operator_ITG_test import OperatorIntegrationTests
 from .strategy_bnh_ITG_test import StrategyBuyAndHoldIntegrationTests
 from .simulation_trader_ITG_test import SimulationTraderIntegrationTests
+from .simulator_ITG_test import SimulatorIntegrationTests, SimulatorWithDualIntegrationTests
 from .simulator_ITG_test import SimulatorIntegrationTests
 
 from .simulation_operator_ITG_test import (
     SimulationOperatorIntegrationTests,
-    SimulationOperator3mIntervalIntegrationTests,
-)
+    SimulationOperator3mIntervalIntegrationTests)
 
 from .mass_simulator_ITG_test import (
     MassSimulatorIntegrationTests,
     MassSimulator3mIntervalIntegrationTests,
-)
+    MassSimulatorDual3mIntervalIntegrationTests)

integration_tests/mass_simulator_ITG_test.py

@@ -54,3 +54,34 @@ def test_ITG_run_single_simulation(self, mock_print):
         self.assertEqual(mock_print.call_args_list[-3][0][0], expected_score[3])
         self.assertEqual(mock_print.call_args_list[-2][0][0], expected_score[4])
         self.assertEqual(mock_print.call_args_list[-1][0][0], expected_score[5])
+
+class MassSimulatorDual3mIntervalIntegrationTests(unittest.TestCase):
+    def setUp(self):
+        self.dp_type_backup = Config.simulation_data_provider_type
+        self.interval_backup = Config.candle_interval
+        Config.candle_interval = 180
+        Config.simulation_data_provider_type = "dual"
+
+    def tearDown(self):
+        Config.candle_interval = self.interval_backup
+        Config.simulation_data_provider_type = self.dp_type_backup
+
+    @patch("builtins.print")
+    def test_ITG_run_single_simulation(self, mock_print):
+        mass = MassSimulator()
+
+        mass.run("integration_tests/data/mass_simulation_3m_config.json")
+        expected_score = [
+            "Result Summary =========================================",
+            "수익률 평균:   -2.034",
+            "수익률 편차:    0.872",
+            "수익률 최대:   -1.418",
+            "수익률 최소:   -2.651",
+            "========================================================",
+        ]
+        self.assertEqual(mock_print.call_args_list[-6][0][0], expected_score[0])
+        self.assertEqual(mock_print.call_args_list[-5][0][0], expected_score[1])
+        self.assertEqual(mock_print.call_args_list[-4][0][0], expected_score[2])
+        self.assertEqual(mock_print.call_args_list[-3][0][0], expected_score[3])
+        self.assertEqual(mock_print.call_args_list[-2][0][0], expected_score[4])
+        self.assertEqual(mock_print.call_args_list[-1][0][0], expected_score[5])

integration_tests/simulator_ITG_test.py

@@ -1,7 +1,5 @@
-import time
 import unittest
 from smtm import Simulator, Config
-from .data import simulation_data
 from unittest.mock import *
 
 
@@ -15,7 +13,65 @@ def tearDown(self):
 
     @patch("builtins.print")
     def test_ITG_run_single_simulation(self, mock_print):
-        budget = 100000
+        interval = 0.01
+        from_dash_to = "200430.055000-200430.073000"
+        simulator = Simulator(
+            budget=1000000,
+            interval=interval,
+            strategy="BNH",
+            from_dash_to=from_dash_to,
+            currency="BTC",
+        )
+
+        simulator.run_single()
+        self.assertEqual(mock_print.call_args[0][0], "Good Bye~")
+
+    @patch("builtins.input")
+    @patch("builtins.print")
+    def test_ITG_run_simulation(self, mock_print, mock_input):
+        simulator = Simulator()
+        mock_input.side_effect = [
+            "i",  # 초기화
+            "200430.055000",  # 시뮬레이션 기간 시작점
+            "200430.073000",  # 시뮬레이션 기간 종료점
+            "0.1",  # interval
+            "1000000",  # budget
+            "BNH",  # strategy
+            "ETH",  # currency
+            "1",  # 상태 출력
+            "r",  # 시뮬레이션 시작
+            "1",  # 상태 출력
+            "s",  # 시뮬레이션 종료
+            "3",  # 거래 내역 출력
+            "1",  # 상태 출력
+            "2",  # 수익률 출력
+            "t",  # 시뮬레이터 종료
+        ]
+        simulator.main()
+
+        expected_score = [
+            "ready",
+            "current score ==========",
+            "Good Bye~",
+        ]
+
+        self.assertEqual(mock_print.call_args_list[-1][0][0], expected_score[2])
+        self.assertEqual(mock_print.call_args_list[-6][0][0], expected_score[1])
+        self.assertEqual(mock_print.call_args_list[-7][0][0], expected_score[0])
+
+class SimulatorWithDualIntegrationTests(unittest.TestCase):
+    def setUp(self):
+        self.dp_type = Config.simulation_data_provider_type
+        self.interval = Config.candle_interval
+        Config.candle_interval = 60
+        Config.simulation_data_provider_type = "dual"
+
+    def tearDown(self):
+        Config.candle_interval = self.interval
+        Config.simulation_data_provider_type = self.dp_type
+
+    @patch("builtins.print")
+    def test_ITG_run_single_simulation(self, mock_print):
         interval = 0.01
         from_dash_to = "200430.055000-200430.073000"
         simulator = Simulator(

smtm/config.py

@@ -6,6 +6,8 @@ class Config:
 
     # 시뮬레이션에 사용할 거래소 데이터 simulation_source: upbit, binance
     simulation_source = "upbit"
+    # SimulationDualDataProvider의 데이터를 사용할지 여부: normal, dual
+    simulation_data_provider_type = "normal"
     candle_interval = 60
     """스트림 핸들러의 레벨
     CRITICAL  50

smtm/controller/mass_simulator.py

@@ -22,7 +22,7 @@
 from ..trader.simulation_trader import SimulationTrader
 from ..date_converter import DateConverter
 from ..data.simulation_data_provider import SimulationDataProvider
-
+from ..data.simulation_dual_data_provider import SimulationDualDataProvider
 
 class MassSimulator:
     """대량시뮬레이터
@@ -134,9 +134,14 @@ def get_initialized_operator(
             raise UserWarning(f"Invalid Period! {start} ~ {end}")
         end = dt[0][1]
         count = dt[0][2]
-        data_provider = SimulationDataProvider(
-            currency=currency, interval=Config.candle_interval
-        )
+        if Config.simulation_data_provider_type == "dual":
+            data_provider = SimulationDualDataProvider(
+                currency=currency, interval=Config.candle_interval
+            )
+        else:
+            data_provider = SimulationDataProvider(
+                currency=currency, interval=Config.candle_interval
+            )
         data_provider.initialize_simulation(end=end, count=count)
 
         strategy = StrategyFactory.create(strategy_code)

smtm/controller/simulator.py

@@ -9,6 +9,7 @@
 from ..trader.simulation_trader import SimulationTrader
 from ..date_converter import DateConverter
 from ..data.simulation_data_provider import SimulationDataProvider
+from ..data.simulation_dual_data_provider import SimulationDualDataProvider
 from ..strategy.strategy_factory import StrategyFactory
 
 
@@ -158,9 +159,14 @@ def initialize(self):
         self.operator = SimulationOperator()
         self._print_configuration(strategy.NAME)
 
-        data_provider = SimulationDataProvider(
-            currency=self.currency, interval=Config.candle_interval
-        )
+        if Config.simulation_data_provider_type == "dual":
+            data_provider = SimulationDualDataProvider(
+                currency=self.currency, interval=Config.candle_interval
+            )
+        else:
+            data_provider = SimulationDataProvider(
+                currency=self.currency, interval=Config.candle_interval
+            )
         data_provider.initialize_simulation(end=end, count=count)
         trader = SimulationTrader(
             currency=self.currency, interval=Config.candle_interval