Polishing live trading components

tests/exchange/test_bitfinex.py

@@ -44,7 +44,7 @@ class BitfinexTestCase(BaseExchangeTestCase):
             asset=bitfinex.get_asset('eth_usd'),
             style=LimitOrder(limit_price=200),
             limit_price=200,
-            amount=1,
+            amount=0.5,
             stop_price=None
         )
         log.info('order created {}'.format(order_id))
@@ -53,7 +53,7 @@ class BitfinexTestCase(BaseExchangeTestCase):
     def test_get_order(self):
         log.info('querying orders from bitfinex')
         bitfinex = Bitfinex()
-        response = bitfinex.get_order(order_id=3330866978)
+        response = bitfinex.get_order(order_id=3361248395)
         log.info('the order: {}'.format(response))
         pass
 

tests/exchange/test_clock.py

@@ -0,0 +1,45 @@
+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('BitfinexTestCase')
+
+
+class BitfinexTestCase(TestCase):
+    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()
+            to_dt.side_effect = self.get_clock
+            sleep.side_effect = self.advance_clock
+            start_time = pd.Timestamp.utcnow()
+            self.internal_clock = start_time
+
+            log.info('listing events')
+            events = list(clock)
+
+            # Event 0 is SESSION_START which always happens at 00:00.
+            ts, event_type = events[1]
+        pass