Add option contract and chain quote test

kivy_mainline_and_py3.8
Tyler Goodlet 2018-11-11 21:06:46 -05:00
parent a5afa0f1c3
commit 21eb68148c
1 changed files with 68 additions and 0 deletions

View File

@ -5,6 +5,7 @@ from trio.testing import trio_test
from piker.brokers import questrade as qt
# stock quote
_ex_quote = {
"VWAP": 7.383792,
"askPrice": 7.56,
@ -30,6 +31,39 @@ _ex_quote = {
}
# option quote
_ex_contract = {
'VWAP': 0,
'askPrice': None,
'askSize': 0,
'bidPrice': None,
'bidSize': 0,
'delay': 0,
'delta': -0.212857,
'gamma': 0.003524,
'highPrice': 0,
'isHalted': False,
'lastTradePrice': 22,
'lastTradePriceTrHrs': None,
'lastTradeSize': 0,
'lastTradeTick': 'Equal',
'lastTradeTime': '2018-10-23T00:00:00.000000-04:00',
'lowPrice': 0,
'openInterest': 1,
'openPrice': 0,
'rho': -0.891868,
'symbol': 'WEED15Jan21P54.00.MX',
'symbolId': 22739148,
'theta': -0.012911,
'underlying': 'WEED.TO',
'underlyingId': 16529510,
'vega': 0.220885,
'volatility': 75.514171,
'volume': 0
}
def match_packet(symbols, quotes):
"""Verify target ``symbols`` match keys in ``quotes`` packet.
"""
@ -66,3 +100,37 @@ async def test_quoter_context(us_symbols):
quoter = await qt.quoter(client, us_symbols)
quotes = await quoter(us_symbols)
match_packet(us_symbols, quotes)
@trio_test
async def test_option_contracts(tmx_symbols):
"""Verify we can retrieve contracts by expiry.
"""
async with qt.get_client() as client:
for symbol in tmx_symbols:
id, contracts = await client.option_contracts(symbol)
assert isinstance(id, int)
assert isinstance(contracts, dict)
ordered = sorted(contracts)
for dt in contracts:
assert dt.isoformat(
timespec='microseconds') == contracts[dt]['expiryDate']
@trio_test
async def test_option_chain(tmx_symbols):
"""Verify we can retrieve all option chains for a list of symbols.
"""
async with qt.get_client() as client:
# contract lookup - should be cached
ids, max_expiry = await client.max_contract_expiry(tmx_symbols)
# chains quote for all symbols
quotes = await client.option_chains(ids, max_expiry)
for key in tmx_symbols:
contracts = quotes.pop(key)
for key, quote in contracts.items():
for key in _ex_contract:
quote.pop(key)
assert not quote
# chains for each symbol were retreived
assert not quotes