Add option contract and chain quote test
parent
a5afa0f1c3
commit
21eb68148c
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@ -5,6 +5,7 @@ from trio.testing import trio_test
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from piker.brokers import questrade as qt
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from piker.brokers import questrade as qt
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# stock quote
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_ex_quote = {
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_ex_quote = {
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"VWAP": 7.383792,
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"VWAP": 7.383792,
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"askPrice": 7.56,
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"askPrice": 7.56,
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@ -30,6 +31,39 @@ _ex_quote = {
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}
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}
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# option quote
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_ex_contract = {
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'VWAP': 0,
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'askPrice': None,
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'askSize': 0,
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'bidPrice': None,
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'bidSize': 0,
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'delay': 0,
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'delta': -0.212857,
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'gamma': 0.003524,
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'highPrice': 0,
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'isHalted': False,
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'lastTradePrice': 22,
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'lastTradePriceTrHrs': None,
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'lastTradeSize': 0,
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'lastTradeTick': 'Equal',
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'lastTradeTime': '2018-10-23T00:00:00.000000-04:00',
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'lowPrice': 0,
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'openInterest': 1,
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'openPrice': 0,
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'rho': -0.891868,
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'symbol': 'WEED15Jan21P54.00.MX',
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'symbolId': 22739148,
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'theta': -0.012911,
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'underlying': 'WEED.TO',
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'underlyingId': 16529510,
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'vega': 0.220885,
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'volatility': 75.514171,
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'volume': 0
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}
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def match_packet(symbols, quotes):
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def match_packet(symbols, quotes):
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"""Verify target ``symbols`` match keys in ``quotes`` packet.
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"""Verify target ``symbols`` match keys in ``quotes`` packet.
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"""
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"""
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@ -66,3 +100,37 @@ async def test_quoter_context(us_symbols):
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quoter = await qt.quoter(client, us_symbols)
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quoter = await qt.quoter(client, us_symbols)
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quotes = await quoter(us_symbols)
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quotes = await quoter(us_symbols)
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match_packet(us_symbols, quotes)
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match_packet(us_symbols, quotes)
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@trio_test
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async def test_option_contracts(tmx_symbols):
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"""Verify we can retrieve contracts by expiry.
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"""
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async with qt.get_client() as client:
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for symbol in tmx_symbols:
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id, contracts = await client.option_contracts(symbol)
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assert isinstance(id, int)
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assert isinstance(contracts, dict)
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ordered = sorted(contracts)
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for dt in contracts:
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assert dt.isoformat(
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timespec='microseconds') == contracts[dt]['expiryDate']
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@trio_test
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async def test_option_chain(tmx_symbols):
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"""Verify we can retrieve all option chains for a list of symbols.
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"""
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async with qt.get_client() as client:
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# contract lookup - should be cached
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ids, max_expiry = await client.max_contract_expiry(tmx_symbols)
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# chains quote for all symbols
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quotes = await client.option_chains(ids, max_expiry)
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for key in tmx_symbols:
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contracts = quotes.pop(key)
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for key, quote in contracts.items():
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for key in _ex_contract:
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quote.pop(key)
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assert not quote
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# chains for each symbol were retreived
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assert not quotes
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