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BLD: working on unit tests and data ingestion

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This commit is contained in:
Frederic Fortier
2017-12-14 20:42:31 -05:00
parent 952ccf37fa
commit 5962496d83
5 changed files with 108 additions and 68 deletions
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tests/exchange/test_suite_exchange.py
+39 -25
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@@ -30,24 +30,17 @@ def handle_exchange_error(exchange, e):
is_blacklist = True
if is_blacklist:
root = data_root()
filename = os.path.join(root, 'exchanges', 'blacklist.json')
try:
message = '{}: {}'.format(
e.__class__, e.message.decode('ascii', 'ignore')
)
except Exception:
message = 'unexpected error'
if os.path.isfile(filename):
with open(filename) as handle:
try:
bl_data = json.load(handle)
except ValueError:
bl_data = dict()
else:
bl_data = dict()
if exchange.name not in bl_data:
bl_data[exchange.name] = '{}: {}'.format(e.__class__, e.message)
with open(filename, 'wt') as handle:
json.dump(bl_data, handle, indent=4)
folder = get_exchange_folder(exchange.name)
filename = os.path.join(folder, 'blacklist.txt')
with open(filename, 'wt') as handle:
handle.write(message)
def select_random_exchanges(population=3, features=None):
@@ -62,8 +55,7 @@ def select_random_exchanges(population=3, features=None):
return exchanges
def select_random_assets(exchange, population=3):
all_assets = exchange.assets
def select_random_assets(all_assets, population=3):
assets = random.sample(all_assets, population)
return assets
@@ -93,6 +85,11 @@ class TestSuiteExchange(unittest.TestCase):
handle_exchange_error(exchange, e)
else:
print(
're-trying an exchange request {} {}'.format(
exchange.name, attempts
)
)
self._test_markets_exchange(exchange, attempts + 1)
except Exception as e:
@@ -101,17 +98,18 @@ class TestSuiteExchange(unittest.TestCase):
return assets
def test_markets(self):
population = None
population = 3
results = dict()
exchanges = select_random_exchanges(population) # Type: list[Exchange]
for exchange in exchanges:
assets = self._test_markets_exchange(exchange)
if assets is not None:
results[exchange.name] = len(assets)
folder = get_exchange_folder(exchange.name)
filename = os.path.join(folder, 'supported_assets.json')
filename = os.path.join(folder, 'whitelist.json')
symbols = [asset.symbol for asset in assets]
with open(filename, 'wt') as handle:
@@ -125,13 +123,29 @@ class TestSuiteExchange(unittest.TestCase):
pass
def test_ticker(self):
exchanges = select_random_exchanges(3) # Type: list[Exchange]
def test_tickers(self):
exchange_population = 3
asset_population = 3
exchanges = select_random_exchanges(
exchange_population
) # Type: list[Exchange]
for exchange in exchanges:
exchange.init()
assets = select_random_assets(exchange, 3)
exchange.tickers()
if exchange.assets and len(exchange.assets) >= asset_population:
assets = select_random_assets(
exchange.assets, asset_population
)
tickers = exchange.tickers(assets)
assert len(tickers) == asset_population
else:
print(
'skipping exchange without assets {}'.format(exchange.name)
)
exchange_population -= 1
pass
def test_candles(self):