piker/tests/test_questrade.py

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2018-11-11 23:53:45 +00:00
"""
Questrade broker testing
"""
from trio.testing import trio_test
from piker.brokers import questrade as qt
_ex_quote = {
"VWAP": 7.383792,
"askPrice": 7.56,
"askSize": 2,
"bidPrice": 6.1,
"bidSize": 2,
"delay": 0,
"high52w": 9.68,
"highPrice": 8,
"isHalted": 'false',
"lastTradePrice": 6.96,
"lastTradePriceTrHrs": 6.97,
"lastTradeSize": 2000,
"lastTradeTick": "Down",
"lastTradeTime": "2018-02-07T15:59:59.259000-05:00",
"low52w": 1.03,
"lowPrice": 6.88,
"openPrice": 7.64,
"symbol": "EMH.VN",
"symbolId": 10164524,
"tier": "",
"volume": 5357805
}
def match_packet(symbols, quotes):
"""Verify target ``symbols`` match keys in ``quotes`` packet.
"""
assert len(quotes) == len(symbols)
for ticker in symbols:
quote = quotes.pop(ticker)
# verify the quote packet format hasn't changed
for key in _ex_quote:
quote.pop(key)
# no additional fields either
assert not quote
# not more quotes then in target set
assert not quotes
@trio_test
async def test_batched_stock_quote(us_symbols):
"""Use the client stock quote api and verify quote response format.
"""
async with qt.get_client() as client:
quotes = await client.quote(us_symbols)
assert len(quotes) == len(us_symbols)
match_packet(us_symbols, quotes)
@trio_test
async def test_quoter_context(us_symbols):
"""Test that a quoter "context" used by the data feed daemon.
"""
async with qt.get_client() as client:
quoter = await qt.quoter(client, us_symbols)
quotes = await quoter(us_symbols)
match_packet(us_symbols, quotes)