69 lines
1.7 KiB
Python
69 lines
1.7 KiB
Python
"""
|
|
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)
|