mirror of
https://github.com/wassname/catalyst.git
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156 lines
4.2 KiB
Python
156 lines
4.2 KiB
Python
import json
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import os
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import random
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import unittest
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from logging import Logger
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from time import sleep
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import pandas as pd
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from ccxt import AuthenticationError
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from catalyst.exchange.exchange_errors import ExchangeRequestError
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from catalyst.exchange.exchange_utils import get_exchange_folder
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from catalyst.exchange.factory import find_exchanges
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from catalyst.utils.paths import data_root
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log = Logger('TestSuiteExchange')
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def handle_exchange_error(exchange, e):
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is_blacklist = False
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if isinstance(e, AuthenticationError):
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is_blacklist = True
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elif isinstance(e, ValueError) or isinstance(e, ExchangeRequestError):
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is_blacklist = True
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else:
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log.warn('unexpected error: {}'.format(e))
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is_blacklist = True
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if is_blacklist:
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try:
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message = '{}: {}'.format(
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e.__class__, e.message.decode('ascii', 'ignore')
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)
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except Exception:
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message = 'unexpected error'
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folder = get_exchange_folder(exchange.name)
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filename = os.path.join(folder, 'blacklist.txt')
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with open(filename, 'wt') as handle:
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handle.write(message)
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def select_random_exchanges(population=3, features=None):
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all_exchanges = find_exchanges(features)
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if population is not None:
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exchanges = random.sample(all_exchanges, population)
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else:
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exchanges = all_exchanges
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return exchanges
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def select_random_assets(all_assets, population=3):
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assets = random.sample(all_assets, population)
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return assets
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# TODO: convert to Nosetest
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class TestSuiteExchange(unittest.TestCase):
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def _test_markets_exchange(self, exchange, attempts=0):
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assets = None
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try:
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exchange.init()
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# Verify that the assets and markets are populated
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if not exchange.markets:
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raise ValueError(
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'no markets found'
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)
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if not exchange.assets:
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raise ValueError(
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'no assets derived from markets'
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)
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assets = exchange.assets
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except ExchangeRequestError as e:
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sleep(5)
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if attempts > 5:
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handle_exchange_error(exchange, e)
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else:
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print(
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're-trying an exchange request {} {}'.format(
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exchange.name, attempts
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)
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)
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self._test_markets_exchange(exchange, attempts + 1)
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except Exception as e:
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handle_exchange_error(exchange, e)
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return assets
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def test_markets(self):
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population = 3
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results = dict()
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exchanges = select_random_exchanges(population) # Type: list[Exchange]
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for exchange in exchanges:
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assets = self._test_markets_exchange(exchange)
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if assets is not None:
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results[exchange.name] = len(assets)
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folder = get_exchange_folder(exchange.name)
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filename = os.path.join(folder, 'whitelist.json')
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symbols = [asset.symbol for asset in assets]
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with open(filename, 'wt') as handle:
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json.dump(symbols, handle, indent=4)
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series = pd.Series(results)
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print('the tested markets\n{}'.format(series))
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if population is not None:
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assert (len(results) == population)
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pass
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def test_tickers(self):
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exchange_population = 3
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asset_population = 3
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exchanges = select_random_exchanges(
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exchange_population
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) # Type: list[Exchange]
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for exchange in exchanges:
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exchange.init()
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if exchange.assets and len(exchange.assets) >= asset_population:
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assets = select_random_assets(
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exchange.assets, asset_population
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)
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tickers = exchange.tickers(assets)
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assert len(tickers) == asset_population
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else:
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print(
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'skipping exchange without assets {}'.format(exchange.name)
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)
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exchange_population -= 1
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pass
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def test_candles(self):
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pass
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def test_orders(self):
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pass
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