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https://github.com/c9s/bbgo.git
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Merge pull request #557 from narumiruna/fix-attribute
python: fix attribute, modify annotations and add test cases
This commit is contained in:
commit
36ff360cfc
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@ -18,16 +18,16 @@ from .ticker import Ticker
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from .trade import Trade
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class Event:
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pass
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@dataclass
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class UserDataEvent(Event):
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class Event:
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session: str
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exchange: str
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channel_type: ChannelType
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event_type: EventType
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@dataclass
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class UserDataEvent(Event):
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balances: List[Balance] = None
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trades: List[Trade] = None
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orders: List[Order] = None
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@ -47,11 +47,7 @@ class UserDataEvent(Event):
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@dataclass
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class MarketDataEvent(Event):
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session: str
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exchange: str
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symbol: str
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channel_type: ChannelType
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event_type: EventType
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subscribed_at: datetime
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error: ErrorMessage
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depth: Depth = None
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@ -30,7 +30,7 @@ class Trade:
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session=obj.session,
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exchange=obj.exchange,
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symbol=obj.symbol,
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id=obj.id,
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trade_id=obj.id,
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price=parse_float(obj.price),
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quantity=parse_float(obj.quantity),
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created_at=parse_time(obj.created_at),
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@ -1,4 +1,4 @@
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from ..data import Event
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from ..data import UserDataEvent
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from ..enums import ChannelType
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from ..enums import EventType
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from .handler import Handler
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@ -6,7 +6,7 @@ from .handler import Handler
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class BalanceHandler(Handler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: UserDataEvent) -> None:
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if event.channel_type != ChannelType.BALANCE:
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return
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@ -15,7 +15,7 @@ class BalanceHandler(Handler):
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class BalanceSnapshotHandler(BalanceHandler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: UserDataEvent) -> None:
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if event.event_type != EventType.SNAPSHOT:
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return
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@ -24,7 +24,7 @@ class BalanceSnapshotHandler(BalanceHandler):
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class BalanceUpdateHandler(BalanceHandler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: UserDataEvent) -> None:
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if event.event_type != EventType.UPDATE:
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return
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@ -1,4 +1,4 @@
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from ..data import Event
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from ..data import MarketDataEvent
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from ..enums import ChannelType
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from ..enums import EventType
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from .handler import Handler
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@ -6,7 +6,7 @@ from .handler import Handler
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class BookHandler(Handler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: MarketDataEvent) -> None:
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if event.channel_type != ChannelType.BOOK:
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return
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@ -15,7 +15,7 @@ class BookHandler(Handler):
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class BookSnapshotHandler(BookHandler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: MarketDataEvent) -> None:
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if event.event_type != EventType.SNAPSHOT:
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return
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@ -24,7 +24,7 @@ class BookSnapshotHandler(BookHandler):
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class BookUpdateHandler(BookHandler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: MarketDataEvent) -> None:
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if event.event_type != EventType.UPDATE:
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return
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@ -1,4 +1,4 @@
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from ..data import Event
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from ..data import MarketDataEvent
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from ..enums import ChannelType
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from ..enums import EventType
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from .handler import Handler
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@ -6,7 +6,7 @@ from .handler import Handler
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class KLineHandler(Handler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: MarketDataEvent) -> None:
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if event.channel_type != ChannelType.KLINE:
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return
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@ -15,7 +15,7 @@ class KLineHandler(Handler):
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class KLineSnapshotHandler(KLineHandler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: MarketDataEvent) -> None:
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if event.event_type != EventType.SNAPSHOT:
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return
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@ -24,7 +24,7 @@ class KLineSnapshotHandler(KLineHandler):
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class KLineUpdateHandler(KLineHandler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: MarketDataEvent) -> None:
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if event.event_type != EventType.UPDATE:
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return
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@ -1,4 +1,4 @@
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from ..data import Event
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from ..data import UserDataEvent
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from ..enums import ChannelType
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from ..enums import EventType
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from .handler import Handler
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@ -6,7 +6,7 @@ from .handler import Handler
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class OrderHandler(Handler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: UserDataEvent) -> None:
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if event.channel_type != ChannelType.ORDER:
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return
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@ -15,7 +15,7 @@ class OrderHandler(Handler):
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class OrderSnapshotHandler(OrderHandler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: UserDataEvent) -> None:
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if event.event_type != EventType.SNAPSHOT:
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return
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@ -24,7 +24,7 @@ class OrderSnapshotHandler(OrderHandler):
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class OrderUpdateHandler(OrderHandler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: UserDataEvent) -> None:
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if event.event_type != EventType.UPDATE:
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return
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@ -1,4 +1,4 @@
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from ..data import Event
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from ..data import MarketDataEvent
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from ..enums import ChannelType
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from ..enums import EventType
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from .handler import Handler
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@ -6,7 +6,7 @@ from .handler import Handler
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class TickerHandler(Handler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: MarketDataEvent) -> None:
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if event.channel_type != ChannelType.TICKER:
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return
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@ -15,7 +15,7 @@ class TickerHandler(Handler):
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class TickerSnapshotHandler(TickerHandler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: MarketDataEvent) -> None:
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if event.event_type != EventType.SNAPSHOT:
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return
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@ -24,7 +24,7 @@ class TickerSnapshotHandler(TickerHandler):
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class TickerUpdateHandler(TickerHandler):
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def __call__(self, event: Event) -> None:
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def __call__(self, event: MarketDataEvent) -> None:
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if event.event_type != EventType.UPDATE:
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return
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@ -1,6 +1,6 @@
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[tool.poetry]
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name = "bbgo"
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version = "0.1.5"
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version = "0.1.8"
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description = ""
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authors = ["なるみ <weaper@gmail.com>"]
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packages = [
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18
python/tests/test_utils.py
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18
python/tests/test_utils.py
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from bbgo.utils import parse_float
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from bbgo.utils import parse_time
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def test_parse_time():
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t = 1650610080000
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d = parse_time(t)
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assert d.timestamp() == t / 1000
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def test_parse_float():
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assert parse_float(None) == 0
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assert parse_float("") == 0
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s = "3.14159265358979"
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f = 3.14159265358979
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assert parse_float(s) == f
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