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ccxt_with_mt5/ccxt/pro/test/base/test_cache.py
lz_db 0fab423a18 add
2025-11-16 12:31:03 +08:00

617 lines
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import os
import sys
root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))))
sys.path.append(root)
# ----------------------------------------------------------------------------
# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
# ----------------------------------------------------------------------------
# -*- coding: utf-8 -*-
from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide # noqa: F402
def equals(a, b):
return a == b
# ----------------------------------------------------------------------------
def test_ws_cache():
array_cache = ArrayCache(3)
array_cache.append({
'symbol': 'BTC/USDT',
'data': 1,
})
array_cache.append({
'symbol': 'BTC/USDT',
'data': 2,
})
array_cache.append({
'symbol': 'BTC/USDT',
'data': 3,
})
array_cache.append({
'symbol': 'BTC/USDT',
'data': 4,
})
assert(equals(array_cache, [{
'symbol': 'BTC/USDT',
'data': 2,
}, {
'symbol': 'BTC/USDT',
'data': 3,
}, {
'symbol': 'BTC/USDT',
'data': 4,
}]))
array_cache.append({
'symbol': 'BTC/USDT',
'data': 5,
})
array_cache.append({
'symbol': 'BTC/USDT',
'data': 6,
})
array_cache.append({
'symbol': 'BTC/USDT',
'data': 7,
})
array_cache.append({
'symbol': 'BTC/USDT',
'data': 8,
})
assert(equals(array_cache, [{
'symbol': 'BTC/USDT',
'data': 6,
}, {
'symbol': 'BTC/USDT',
'data': 7,
}, {
'symbol': 'BTC/USDT',
'data': 8,
}]))
array_cache.clear()
array_cache.append({
'symbol': 'BTC/USDT',
'data': 1,
})
assert(equals(array_cache, [{
'symbol': 'BTC/USDT',
'data': 1,
}]))
# ----------------------------------------------------------------------------
arraycache2 = ArrayCache(1)
arraycache2.append({
'symbol': 'BTC/USDT',
'data': 1,
})
arraycache2.append({
'symbol': 'BTC/USDT',
'data': 2,
})
assert(equals(arraycache2, [{
'symbol': 'BTC/USDT',
'data': 2,
}]))
# ----------------------------------------------------------------------------
timestamp_cache = ArrayCacheByTimestamp()
ohlcv1 = [100, 1, 2, 3]
ohlcv2 = [200, 5, 6, 7]
timestamp_cache.append(ohlcv1)
timestamp_cache.append(ohlcv2)
assert equals(timestamp_cache, [ohlcv1, ohlcv2])
modify2 = [200, 10, 11, 12]
timestamp_cache.append(modify2)
assert equals(timestamp_cache, [ohlcv1, modify2])
# ----------------------------------------------------------------------------
cache_symbol_id = ArrayCacheBySymbolById()
object1 = {
'symbol': 'BTC/USDT',
'id': 'abcdef',
'i': 1,
}
object2 = {
'symbol': 'ETH/USDT',
'id': 'qwerty',
'i': 2,
}
object3 = {
'symbol': 'BTC/USDT',
'id': 'abcdef',
'i': 3,
}
cache_symbol_id.append(object1)
cache_symbol_id.append(object2)
cache_symbol_id.append(object3) # should update index 0
assert equals(cache_symbol_id, [object2, object3])
# ----------------------------------------------------------------------------
cache_symbol_id_5 = ArrayCacheBySymbolById(5)
for i in range(1, 11):
cache_symbol_id_5.append({
'symbol': 'BTC/USDT',
'id': str(i),
'i': i,
})
assert(equals(cache_symbol_id_5, [{
'symbol': 'BTC/USDT',
'id': '6',
'i': 6,
}, {
'symbol': 'BTC/USDT',
'id': '7',
'i': 7,
}, {
'symbol': 'BTC/USDT',
'id': '8',
'i': 8,
}, {
'symbol': 'BTC/USDT',
'id': '9',
'i': 9,
}, {
'symbol': 'BTC/USDT',
'id': '10',
'i': 10,
}]))
for i in range(1, 11):
cache_symbol_id_5.append({
'symbol': 'BTC/USDT',
'id': str(i),
'i': i + 10,
})
assert(equals(cache_symbol_id_5, [{
'symbol': 'BTC/USDT',
'id': '6',
'i': 16,
}, {
'symbol': 'BTC/USDT',
'id': '7',
'i': 17,
}, {
'symbol': 'BTC/USDT',
'id': '8',
'i': 18,
}, {
'symbol': 'BTC/USDT',
'id': '9',
'i': 19,
}, {
'symbol': 'BTC/USDT',
'id': '10',
'i': 20,
}]))
middle = {
'symbol': 'BTC/USDT',
'id': '8',
'i': 28,
}
cache_symbol_id_5.append(middle)
assert(equals(cache_symbol_id_5, [{
'symbol': 'BTC/USDT',
'id': '6',
'i': 16,
}, {
'symbol': 'BTC/USDT',
'id': '7',
'i': 17,
}, {
'symbol': 'BTC/USDT',
'id': '9',
'i': 19,
}, {
'symbol': 'BTC/USDT',
'id': '10',
'i': 20,
}, {
'symbol': 'BTC/USDT',
'id': '8',
'i': 28,
}]))
other_middle = {
'symbol': 'BTC/USDT',
'id': '7',
'i': 27,
}
cache_symbol_id_5.append(other_middle)
assert(equals(cache_symbol_id_5, [{
'symbol': 'BTC/USDT',
'id': '6',
'i': 16,
}, {
'symbol': 'BTC/USDT',
'id': '9',
'i': 19,
}, {
'symbol': 'BTC/USDT',
'id': '10',
'i': 20,
}, {
'symbol': 'BTC/USDT',
'id': '8',
'i': 28,
}, {
'symbol': 'BTC/USDT',
'id': '7',
'i': 27,
}]))
for i in range(30, 33):
cache_symbol_id_5.append({
'symbol': 'BTC/USDT',
'id': str(i),
'i': i + 10,
})
assert(equals(cache_symbol_id_5, [{
'symbol': 'BTC/USDT',
'id': '8',
'i': 28,
}, {
'symbol': 'BTC/USDT',
'id': '7',
'i': 27,
}, {
'symbol': 'BTC/USDT',
'id': '30',
'i': 40,
}, {
'symbol': 'BTC/USDT',
'id': '31',
'i': 41,
}, {
'symbol': 'BTC/USDT',
'id': '32',
'i': 42,
}]))
first = {
'symbol': 'BTC/USDT',
'id': '8',
'i': 38,
}
cache_symbol_id_5.append(first)
assert(equals(cache_symbol_id_5, [{
'symbol': 'BTC/USDT',
'id': '7',
'i': 27,
}, {
'symbol': 'BTC/USDT',
'id': '30',
'i': 40,
}, {
'symbol': 'BTC/USDT',
'id': '31',
'i': 41,
}, {
'symbol': 'BTC/USDT',
'id': '32',
'i': 42,
}, {
'symbol': 'BTC/USDT',
'id': '8',
'i': 38,
}]))
another = {
'symbol': 'BTC/USDT',
'id': '30',
'i': 50,
}
cache_symbol_id_5.append(another)
assert(equals(cache_symbol_id_5, [{
'symbol': 'BTC/USDT',
'id': '7',
'i': 27,
}, {
'symbol': 'BTC/USDT',
'id': '31',
'i': 41,
}, {
'symbol': 'BTC/USDT',
'id': '32',
'i': 42,
}, {
'symbol': 'BTC/USDT',
'id': '8',
'i': 38,
}, {
'symbol': 'BTC/USDT',
'id': '30',
'i': 50,
}]))
# ----------------------------------------------------------------------------
# test ArrayCacheBySymbolById limit with symbol set
symbol = 'BTC/USDT'
cache_symbol_id_2 = ArrayCacheBySymbolById()
initial_length = 5
for i in range(0, initial_length):
cache_symbol_id_2.append({
'symbol': symbol,
'id': str(i),
'i': i,
})
limited = cache_symbol_id_2.get_limit(symbol, None)
assert initial_length == limited
# ----------------------------------------------------------------------------
cache_symbol_id_3 = ArrayCacheBySymbolById()
append_items_length = 3
for i in range(0, append_items_length):
cache_symbol_id_3.append({
'symbol': symbol,
'id': str(i),
'i': i,
})
outside_limit = 5
limited = cache_symbol_id_3.get_limit(symbol, outside_limit)
assert append_items_length == limited
outside_limit = 2 # if limit < newsUpdate that should be returned
limited = cache_symbol_id_3.get_limit(symbol, outside_limit)
assert outside_limit == limited
# ----------------------------------------------------------------------------
# test ArrayCacheBySymbolById limit with symbol undefined
symbol = 'BTC/USDT'
cache_symbol_id_4 = ArrayCacheBySymbolById()
initial_length = 5
for i in range(0, initial_length):
cache_symbol_id_4.append({
'symbol': symbol,
'id': str(i),
'i': i,
})
limited = cache_symbol_id_4.get_limit(None, None)
assert initial_length == limited
# ----------------------------------------------------------------------------
cache_symbol_id_6 = ArrayCacheBySymbolById()
append_items_length = 3
for i in range(0, append_items_length):
cache_symbol_id_6.append({
'symbol': symbol,
'id': str(i),
'i': i,
})
outside_limit = 5
limited = cache_symbol_id_6.get_limit(symbol, outside_limit)
assert append_items_length == limited
outside_limit = 2 # if limit < newsUpdate that should be returned
limited = cache_symbol_id_6.get_limit(symbol, outside_limit)
assert outside_limit == limited
# ----------------------------------------------------------------------------
# test ArrayCacheBySymbolById, same order should not increase the limit
cache_symbol_id_7 = ArrayCacheBySymbolById()
symbol = 'BTC/USDT'
other_symbol = 'ETH/USDT'
cache_symbol_id_7.append({
'symbol': symbol,
'id': 'singleId',
'i': 3,
})
cache_symbol_id_7.append({
'symbol': symbol,
'id': 'singleId',
'i': 3,
})
cache_symbol_id_7.append({
'symbol': other_symbol,
'id': 'singleId',
'i': 3,
})
outside_limit = 5
limited = cache_symbol_id_7.get_limit(symbol, outside_limit)
limited2 = cache_symbol_id_7.get_limit(None, outside_limit)
assert limited == 1
assert limited2 == 2
# ----------------------------------------------------------------------------
# test testLimitArrayCacheByTimestamp limit
timestamp_cache_2 = ArrayCacheByTimestamp()
initial_length = 5
for i in range(0, initial_length):
timestamp_cache_2.append([i * 10, i * 10, i * 10, i * 10])
limited = timestamp_cache_2.get_limit(None, None)
assert initial_length == limited
append_items_length = 3
for i in range(0, append_items_length):
timestamp_cache_2.append([i * 4, i * 4, i * 4, i * 4])
outside_limit = 5
limited = timestamp_cache_2.get_limit(None, outside_limit)
assert append_items_length == limited
outside_limit = 2 # if limit < newsUpdate that should be returned
limited = timestamp_cache_2.get_limit(None, outside_limit)
assert outside_limit == limited
# ----------------------------------------------------------------------------
# test ArrayCacheBySymbolById, watch all orders, same symbol and order id gets updated
cache_symbol_id_8 = ArrayCacheBySymbolById()
symbol = 'BTC/USDT'
outside_limit = 5
cache_symbol_id_8.append({
'symbol': symbol,
'id': 'oneId',
'i': 3,
}) # create first order
cache_symbol_id_8.get_limit(None, outside_limit) # watch all orders
cache_symbol_id_8.append({
'symbol': symbol,
'id': 'oneId',
'i': 4,
}) # first order is closed
cache_symbol_id_8.get_limit(None, outside_limit) # watch all orders
cache_symbol_id_8.append({
'symbol': symbol,
'id': 'twoId',
'i': 5,
}) # create second order
cache_symbol_id_8.get_limit(None, outside_limit) # watch all orders
cache_symbol_id_8.append({
'symbol': symbol,
'id': 'twoId',
'i': 6,
}) # second order is closed
limited = cache_symbol_id_8.get_limit(None, outside_limit) # watch all orders
assert limited == 1 # one new update
# ----------------------------------------------------------------------------
# test ArrayCacheBySymbolById, watch all orders, and watchOrders (symbol) work independently
cache_symbol_id_9 = ArrayCacheBySymbolById()
symbol = 'BTC/USDT'
symbol2 = 'ETH/USDT'
outside_limit = 5
cache_symbol_id_9.append({
'symbol': symbol,
'id': 'one',
'i': 1,
}) # create first order
cache_symbol_id_9.append({
'symbol': symbol2,
'id': 'two',
'i': 1,
}) # create second order
assert cache_symbol_id_9.get_limit(None, outside_limit) == 2 # watch all orders
assert cache_symbol_id_9.get_limit(symbol, outside_limit) == 1 # watch by symbol
cache_symbol_id_9.append({
'symbol': symbol,
'id': 'one',
'i': 2,
}) # update first order
cache_symbol_id_9.append({
'symbol': symbol2,
'id': 'two',
'i': 2,
}) # update second order
assert cache_symbol_id_9.get_limit(symbol, outside_limit) == 1 # watch by symbol
assert cache_symbol_id_9.get_limit(None, outside_limit) == 2 # watch all orders
cache_symbol_id_9.append({
'symbol': symbol2,
'id': 'two',
'i': 3,
}) # update second order
cache_symbol_id_9.append({
'symbol': symbol2,
'id': 'three',
'i': 3,
}) # create third order
assert cache_symbol_id_9.get_limit(None, outside_limit) == 2 # watch all orders
# ----------------------------------------------------------------------------
# test ArrayCacheBySymbolBySide, watch all positions, same symbol and side id gets updated
cache_symbol_side = ArrayCacheBySymbolBySide()
symbol = 'BTC/USDT'
outside_limit = 5
cache_symbol_side.append({
'symbol': symbol,
'side': 'short',
'contracts': 1,
}) # create first position
cache_symbol_side.append({
'symbol': symbol,
'side': 'short',
'contracts': 0,
}) # first position is closed
assert cache_symbol_side.get_limit(symbol, outside_limit) == 1 # limit position
cache_symbol_side.append({
'symbol': symbol,
'side': 'short',
'contracts': 1,
}) # create first position
assert cache_symbol_side.get_limit(symbol, outside_limit) == 1 # watch all positions
# ----------------------------------------------------------------------------
# test ArrayCacheBySymbolBySide, watch all positions, same symbol and side id gets updated
cache_symbol_side_2 = ArrayCacheBySymbolBySide()
symbol = 'BTC/USDT'
outside_limit = 5
cache_symbol_side_2.append({
'symbol': symbol,
'side': 'short',
'contracts': 1,
}) # create first position
assert cache_symbol_side_2.get_limit(None, outside_limit) == 1 # watch all positions
cache_symbol_side_2.append({
'symbol': symbol,
'side': 'short',
'contracts': 0,
}) # first position is closed
assert cache_symbol_side_2.get_limit(None, outside_limit) == 1 # watch all positions
cache_symbol_side_2.append({
'symbol': symbol,
'side': 'long',
'contracts': 3,
}) # create second position
assert cache_symbol_side_2.get_limit(None, outside_limit) == 1 # watch all positions
cache_symbol_side_2.append({
'symbol': symbol,
'side': 'long',
'contracts': 2,
}) # second position is reduced
cache_symbol_side_2.append({
'symbol': symbol,
'side': 'long',
'contracts': 1,
}) # second position is reduced
assert cache_symbol_side_2.get_limit(None, outside_limit) == 1 # watch all orders
# ----------------------------------------------------------------------------
# test ArrayCacheBySymbolBySide, watchPositions, and watchPosition (symbol) work independently
cache_symbol_side_3 = ArrayCacheBySymbolBySide()
symbol = 'BTC/USDT'
symbol2 = 'ETH/USDT'
cache_symbol_side_3.append({
'symbol': symbol,
'side': 'short',
'contracts': 1,
}) # create first position
cache_symbol_side_3.append({
'symbol': symbol2,
'side': 'long',
'contracts': 1,
}) # create second position
assert cache_symbol_side_3.get_limit(None, outside_limit) == 2 # watch all positions
assert cache_symbol_side_3.get_limit(symbol, outside_limit) == 1 # watch by symbol
cache_symbol_side_3.append({
'symbol': symbol,
'side': 'short',
'contracts': 2,
}) # update first position
cache_symbol_side_3.append({
'symbol': symbol2,
'side': 'long',
'contracts': 2,
}) # update second position
assert cache_symbol_side_3.get_limit(symbol, outside_limit) == 1 # watch by symbol
assert cache_symbol_side_3.get_limit(None, outside_limit) == 2 # watch all positions
cache_symbol_side_3.append({
'symbol': symbol2,
'side': 'long',
'contracts': 3,
}) # update second position
assert cache_symbol_side_3.get_limit(None, outside_limit) == 1 # watch all positions
# ----------------------------------------------------------------------------
# test ArrayCacheBySymbolBySide, watchPositions does not override
cache_symbol_side_4 = ArrayCacheBySymbolBySide()
symbol = 'BTC/USDT'
symbol2 = 'ETH/USDT'
symbol3 = 'XRP/USDT'
cache_symbol_side_4.append({
'symbol': symbol,
'side': 'long',
'contracts': 1,
}) # create first position
cache_symbol_side_4.append({
'symbol': symbol2,
'side': 'long',
'contracts': 2,
}) # create second position
cache_symbol_side_4.append({
'symbol': symbol3,
'side': 'long',
'contracts': 3,
}) # create short position
assert cache_symbol_side_4[0]['symbol'] == symbol
assert cache_symbol_side_4[1]['symbol'] == symbol2
cache_symbol_side_4.append({
'symbol': symbol2,
'side': 'long',
'contracts': 4,
}) # update first position
assert cache_symbol_side_4[0]['contracts'] == 1 and cache_symbol_side_4[0]['symbol'] == symbol
assert cache_symbol_side_4[1]['contracts'] == 3 and cache_symbol_side_4[1]['symbol'] == symbol3
assert cache_symbol_side_4[2]['contracts'] == 4 and cache_symbol_side_4[2]['symbol'] == symbol2
array_length = len(cache_symbol_side_4)
assert array_length == 3
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