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https://github.com/wassname/catalyst.git
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Frederic Fortier
89 lines
2.2 KiB
ReStructuredText
89 lines
2.2 KiB
ReStructuredText
==========
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Unit Tests
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==========
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Exchanges
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~~~~~~~~~
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Markets
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-------
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Sample:
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All markets in 3 random exchanges
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Test:
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Fetch all TradingPair instances
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Assert:
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No error
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Current Ticker
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------------------
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Sample:
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3 random markets in each of the 3 random exchanges
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Test:
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Fetch current price and volume
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Assert:
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Not null and no error
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Historical Price Data
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---------------------
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Sample:
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- 3 random markets for each of the 3 random exchanges supporting historical data
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- For each market, randomly select one supported frequency
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Test:
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Fetch historical data for each market using the selected frequency
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Assert:
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- No error and not blank
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- Date of each candle is consistent with the Catalyst desired pattern:
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- All candle start at fix intervals
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- Last candle partial and forward looking from the end date
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Authentication and Orders
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-------------------------
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Sample:
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1 random market for each of 3 random authenticated exchanges
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Test:
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- Create one limit order randomly buying or selling at least 10% out from the current price
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- Retrieve the open order from the exchange
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- Cancel the open order
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Assert:
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No error
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Bundles
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~~~~~~~
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Validate Bundle Data
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--------------------
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Sample:
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- 3 random market in bundles for exchanges supporting historical data
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- For each market, randomly selected data range available in the exchange historical data
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Test:
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- Clean the target exchange bundle
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- Ingest the selected market data for the selected data range
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- Retrieve the bundle data into a dataframe
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- Retrieve the equivalent OHLCV data from the exchange into a dataframe
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Assert:
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Matching data for the bundle and exchange
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Algo Stats
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~~~~~~~~~~
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Sample:
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- 2 sample algorithms with built-in stats calculator
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- 2 KPIs both calculated by each algo and by Catalyst
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Test:
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- Run each algorithm
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- Compare the results of the two methods or calculating stats
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Assert:
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- Matching stats
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CSV Ingestion
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~~~~~~~~~~~~~
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Sample:
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3 random CSV files containing price data
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Test:
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- Ingest each CSV files
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- Validate with the exchange like in the 'Validate Bundle Data' test
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Assert:
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Matching data between the bundle and the exchange
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