Initial work on bittrex implementation

tests/exchange/base.py

@@ -0,0 +1,34 @@
+import unittest
+from abc import ABCMeta, abstractmethod
+
+
+class BaseExchangeTestCase():
+    __metaclass__ = ABCMeta
+
+    @abstractmethod
+    def test_order(self):
+        pass
+
+    @abstractmethod
+    def test_open_orders(self):
+        pass
+
+    @abstractmethod
+    def test_get_order(self):
+        pass
+
+    @abstractmethod
+    def test_cancel_order(self):
+        pass
+
+    @abstractmethod
+    def test_get_candles(self):
+        pass
+
+    @abstractmethod
+    def test_tickers(self):
+        pass
+
+    @abstractmethod
+    def get_account(self):
+        pass

tests/exchange/test_bitfinex.py

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+from catalyst.exchange.bitfinex.bitfinex import Bitfinex
+from .base import BaseExchangeTestCase
+from logbook import Logger
+import pandas as pd
+from catalyst.finance.execution import (MarketOrder,
+                                        LimitOrder,
+                                        StopOrder,
+                                        StopLimitOrder)
+from catalyst.exchange.exchange_utils import get_exchange_auth
+
+log = Logger('test_bitfinex')
+
+
+class BitfinexTestCase(BaseExchangeTestCase):
+    @classmethod
+    def setup(self):
+        print ('creating bitfinex object')
+        auth = get_exchange_auth('bitfinex')
+        self.exchange = Bitfinex(
+            key=auth['key'],
+            secret=auth['secret'],
+            base_currency='usd'
+        )
+
+    def test_order(self):
+        log.info('creating order')
+        pass
+
+    def test_open_orders(self):
+        log.info('retrieving open orders')
+        pass
+
+    def test_get_order(self):
+        log.info('retrieving order')
+        pass
+
+    def test_cancel_order(self):
+        log.info('cancel order')
+        pass
+
+    def test_get_candles(self):
+        log.info('retrieving candles')
+        pass
+
+    def test_tickers(self):
+        log.info('retrieving tickers')
+        pass
+
+    def get_account(self):
+        log.info('retrieving account data')
+        pass
+
+        # def test_order(self):
+        #     log.info('ordering from bitfinex')
+        #     bitfinex = Bitfinex()
+        #     order_id = bitfinex.order(
+        #         asset=bitfinex.get_asset('eth_usd'),
+        #         style=LimitOrder(limit_price=200),
+        #         limit_price=200,
+        #         amount=0.5,
+        #         stop_price=None
+        #     )
+        #     log.info('order created {}'.format(order_id))
+        #     pass
+        #
+        # def test_portfolio(self):
+        #     log.info('fetching portfolio data')
+        #     pass
+        #
+        # def test_account(self):
+        #     log.info('fetching account data')
+        #     pass
+        #
+        # def test_time_skew(self):
+        #     log.info('time skew not implemented')
+        #     pass
+        #
+        # def test_get_open_orders(self):
+        #     log.info('fetching open orders')
+        #     bitfinex = Bitfinex()
+        #     order_id = bitfinex.get_open_orders()
+        #     log.info('open orders: {}'.format(order_id))
+        #     pass
+        #
+        # def test_get_order(self):
+        #     log.info('querying orders from bitfinex')
+        #     bitfinex = Bitfinex()
+        #     response = bitfinex.get_order(order_id=3361248395)
+        #     log.info('the order: {}'.format(response))
+        #     pass
+        #
+        # def test_cancel_order(self):
+        #     log.info('canceling order from bitfinex')
+        #     bitfinex = Bitfinex()
+        #     response = bitfinex.cancel_order(order_id=3330847408)
+        #     log.info('canceled order: {}'.format(response))
+        #     pass
+        #
+        # def test_get_spot_value(self):
+        #     log.info('spot value not implemented')
+        #     bitfinex = Bitfinex()
+        #     assets = [
+        #         bitfinex.get_asset('eth_usd'),
+        #         bitfinex.get_asset('etc_usd'),
+        #         bitfinex.get_asset('eos_usd'),
+        #     ]
+        #     # assets = bitfinex.get_asset('eth_usd')
+        #     value = bitfinex.get_spot_value(
+        #         assets=assets,
+        #         field='close',
+        #         data_frequency='minute'
+        #     )
+        #     pass
+        #
+        # def test_tickers(self):
+        #     log.info('fetching ticker from bitfinex')
+        #     bitfinex = Bitfinex()
+        #     current_date = pd.Timestamp.utcnow()
+        #     assets = [
+        #         bitfinex.get_asset('eth_usd'),
+        #         bitfinex.get_asset('etc_usd'),
+        #         bitfinex.get_asset('eos_usd'),
+        #     ]
+        #     tickers = bitfinex.tickers(date=current_date, assets=assets)
+        #     log.info('got tickers {}'.format(tickers))
+        #     pass

tests/exchange/test_bittrex.py

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+from catalyst.exchange.bittrex.bittrex import Bittrex
+from .base import BaseExchangeTestCase
+from logbook import Logger
+import pandas as pd
+from catalyst.finance.execution import (MarketOrder,
+                                        LimitOrder,
+                                        StopOrder,
+                                        StopLimitOrder)
+from catalyst.exchange.exchange_utils import get_exchange_auth
+
+log = Logger('test_bittrex')
+
+
+class BittrexTestCase(BaseExchangeTestCase):
+    @classmethod
+    def setup(self):
+        print ('creating bittrex object')
+        auth = get_exchange_auth('bittrex')
+        self.exchange = Bittrex(
+            key=auth['key'],
+            secret=auth['secret'],
+            base_currency='usd'
+        )
+
+    def test_order(self):
+        log.info('creating order')
+        pass
+
+    def test_open_orders(self):
+        log.info('retrieving open orders')
+        pass
+
+    def test_get_order(self):
+        log.info('retrieving order')
+        pass
+
+    def test_cancel_order(self):
+        log.info('cancel order')
+        pass
+
+    def test_get_candles(self):
+        log.info('retrieving candles')
+        pass
+
+    def test_tickers(self):
+        log.info('retrieving tickers')
+        pass
+
+    def get_account(self):
+        log.info('retrieving account data')
+        pass

tests/exchange/test_clock.py

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+from unittest import TestCase
+from logbook import Logger
+from mock import patch, sentinel
+from catalyst.exchange.exchange_clock import ExchangeClock
+from catalyst.utils.calendars.trading_calendar import days_at_time
+from datetime import time
+from collections import defaultdict
+from catalyst.utils.calendars import get_calendar
+import pandas as pd
+
+log = Logger('ExchangeClockTestCase')
+
+
+class ExchangeClockTestCase(TestCase):
+    @classmethod
+    def setUpClass(cls):
+        cls.open_calendar = get_calendar("OPEN")
+
+        cls.sessions = pd.Timestamp.utcnow()
+
+    def setUp(self):
+        self.internal_clock = None
+        self.events = defaultdict(list)
+
+    def advance_clock(self, x):
+        """Mock function for sleep. Advances the internal clock by 1 min"""
+        # The internal clock advance time must be 1 minute to match
+        # MinutesSimulationClock's update frequency
+        self.internal_clock += pd.Timedelta('1 min')
+
+    def get_clock(self, arg, *args, **kwargs):
+        """Mock function for pandas.to_datetime which is used to query the
+        current time in RealtimeClock"""
+        assert arg == "now"
+        return self.internal_clock
+
+    def test_clock(self):
+        with patch('catalyst.exchange.exchange_clock.pd.to_datetime') as to_dt, \
+                patch('catalyst.exchange.exchange_clock.sleep') as sleep:
+            clock = ExchangeClock(sessions=self.sessions)
+            to_dt.side_effect = self.get_clock
+            sleep.side_effect = self.advance_clock
+            start_time = pd.Timestamp.utcnow()
+            self.internal_clock = start_time
+
+            events = list(clock)
+
+            # Event 0 is SESSION_START which always happens at 00:00.
+            ts, event_type = events[1]
+        pass