60 lines
1.8 KiB
Python
60 lines
1.8 KiB
Python
from app.config import Settings
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from app.instrument import (
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DEFAULT_SYMBOL, get_instrument, instrument_for_symbol, INSTRUMENTS,
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)
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def test_settings_default_to_the_es_profile():
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settings = Settings()
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assert settings.instrument == "es"
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assert settings.profile.tick == 0.25
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assert Settings(instrument="gc").profile.schwab_symbol == "/GC"
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def test_es_is_the_default_profile():
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es = get_instrument("es")
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assert es.schwab_symbol == DEFAULT_SYMBOL
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assert es.tick == 0.25
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assert es.rth == "spy_rth"
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def test_nq_shares_es_tick_and_rth():
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nq = get_instrument("nq")
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es = get_instrument("es")
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assert nq.tick == es.tick
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assert nq.rth == es.rth
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assert nq.schwab_symbol == "/NQ"
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def test_gold_and_oil_are_not_quarter_ticks():
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assert get_instrument("gc").tick == 0.10
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assert get_instrument("gc").rth == "none"
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assert get_instrument("cl").tick == 0.01
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assert get_instrument("cl").rth == "nymex_day"
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def test_yahoo_and_schwab_names_map_to_the_same_root():
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assert instrument_for_symbol("ES=F").schwab_symbol == "/ES"
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assert instrument_for_symbol("/ES").id == "es"
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assert instrument_for_symbol("GC=F").id == "gc"
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assert instrument_for_symbol("unknown").id == "es"
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def test_unknown_instrument_id_is_rejected():
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try:
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get_instrument("btc")
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except ValueError as error:
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assert "btc" in str(error)
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else:
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raise AssertionError("unknown id was accepted")
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def test_gold_snap_is_not_a_quarter_point():
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gc = get_instrument("gc")
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assert gc.snap(3450.07) == 3450.10
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assert get_instrument("es").snap(6400.10) == 6400.00
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assert get_instrument("cl").snap(70.014) == 70.01
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def test_every_planned_root_is_in_the_table():
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assert set(INSTRUMENTS) == {"es", "nq", "gc", "cl"}
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