Merge pull request #557 from narumiruna/fix-attribute

python: fix attribute, modify annotations and add test cases

python/bbgo/data/event.py

@@ -18,16 +18,16 @@ from .ticker import Ticker
 from .trade import Trade
 
 
-class Event:
-    pass
-
-
 @dataclass
-class UserDataEvent(Event):
+class Event:
     session: str
     exchange: str
     channel_type: ChannelType
     event_type: EventType
+
+
+@dataclass
+class UserDataEvent(Event):
     balances: List[Balance] = None
     trades: List[Trade] = None
     orders: List[Order] = None
@@ -47,11 +47,7 @@ class UserDataEvent(Event):
 
 @dataclass
 class MarketDataEvent(Event):
-    session: str
-    exchange: str
     symbol: str
-    channel_type: ChannelType
-    event_type: EventType
     subscribed_at: datetime
     error: ErrorMessage
     depth: Depth = None

python/bbgo/data/trade.py

@@ -30,7 +30,7 @@ class Trade:
             session=obj.session,
             exchange=obj.exchange,
             symbol=obj.symbol,
-            id=obj.id,
+            trade_id=obj.id,
             price=parse_float(obj.price),
             quantity=parse_float(obj.quantity),
             created_at=parse_time(obj.created_at),

python/bbgo/handlers/balance.py

@@ -1,4 +1,4 @@
-from ..data import Event
+from ..data import UserDataEvent
 from ..enums import ChannelType
 from ..enums import EventType
 from .handler import Handler
@@ -6,7 +6,7 @@ from .handler import Handler
 
 class BalanceHandler(Handler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: UserDataEvent) -> None:
         if event.channel_type != ChannelType.BALANCE:
             return
 
@@ -15,7 +15,7 @@ class BalanceHandler(Handler):
 
 class BalanceSnapshotHandler(BalanceHandler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: UserDataEvent) -> None:
         if event.event_type != EventType.SNAPSHOT:
             return
 
@@ -24,7 +24,7 @@ class BalanceSnapshotHandler(BalanceHandler):
 
 class BalanceUpdateHandler(BalanceHandler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: UserDataEvent) -> None:
         if event.event_type != EventType.UPDATE:
             return
 

python/bbgo/handlers/book.py

@@ -1,4 +1,4 @@
-from ..data import Event
+from ..data import MarketDataEvent
 from ..enums import ChannelType
 from ..enums import EventType
 from .handler import Handler
@@ -6,7 +6,7 @@ from .handler import Handler
 
 class BookHandler(Handler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: MarketDataEvent) -> None:
         if event.channel_type != ChannelType.BOOK:
             return
 
@@ -15,7 +15,7 @@ class BookHandler(Handler):
 
 class BookSnapshotHandler(BookHandler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: MarketDataEvent) -> None:
         if event.event_type != EventType.SNAPSHOT:
             return
 
@@ -24,7 +24,7 @@ class BookSnapshotHandler(BookHandler):
 
 class BookUpdateHandler(BookHandler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: MarketDataEvent) -> None:
         if event.event_type != EventType.UPDATE:
             return
 

python/bbgo/handlers/kline.py

@@ -1,4 +1,4 @@
-from ..data import Event
+from ..data import MarketDataEvent
 from ..enums import ChannelType
 from ..enums import EventType
 from .handler import Handler
@@ -6,7 +6,7 @@ from .handler import Handler
 
 class KLineHandler(Handler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: MarketDataEvent) -> None:
         if event.channel_type != ChannelType.KLINE:
             return
 
@@ -15,7 +15,7 @@ class KLineHandler(Handler):
 
 class KLineSnapshotHandler(KLineHandler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: MarketDataEvent) -> None:
         if event.event_type != EventType.SNAPSHOT:
             return
 
@@ -24,7 +24,7 @@ class KLineSnapshotHandler(KLineHandler):
 
 class KLineUpdateHandler(KLineHandler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: MarketDataEvent) -> None:
         if event.event_type != EventType.UPDATE:
             return
 

python/bbgo/handlers/order.py

@@ -1,4 +1,4 @@
-from ..data import Event
+from ..data import UserDataEvent
 from ..enums import ChannelType
 from ..enums import EventType
 from .handler import Handler
@@ -6,7 +6,7 @@ from .handler import Handler
 
 class OrderHandler(Handler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: UserDataEvent) -> None:
         if event.channel_type != ChannelType.ORDER:
             return
 
@@ -15,7 +15,7 @@ class OrderHandler(Handler):
 
 class OrderSnapshotHandler(OrderHandler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: UserDataEvent) -> None:
         if event.event_type != EventType.SNAPSHOT:
             return
 
@@ -24,7 +24,7 @@ class OrderSnapshotHandler(OrderHandler):
 
 class OrderUpdateHandler(OrderHandler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: UserDataEvent) -> None:
         if event.event_type != EventType.UPDATE:
             return
 

python/bbgo/handlers/ticker.py

@@ -1,4 +1,4 @@
-from ..data import Event
+from ..data import MarketDataEvent
 from ..enums import ChannelType
 from ..enums import EventType
 from .handler import Handler
@@ -6,7 +6,7 @@ from .handler import Handler
 
 class TickerHandler(Handler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: MarketDataEvent) -> None:
         if event.channel_type != ChannelType.TICKER:
             return
 
@@ -15,7 +15,7 @@ class TickerHandler(Handler):
 
 class TickerSnapshotHandler(TickerHandler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: MarketDataEvent) -> None:
         if event.event_type != EventType.SNAPSHOT:
             return
 
@@ -24,7 +24,7 @@ class TickerSnapshotHandler(TickerHandler):
 
 class TickerUpdateHandler(TickerHandler):
 
-    def __call__(self, event: Event) -> None:
+    def __call__(self, event: MarketDataEvent) -> None:
         if event.event_type != EventType.UPDATE:
             return
 

python/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "bbgo"
-version = "0.1.5"
+version = "0.1.8"
 description = ""
 authors = ["なるみ <weaper@gmail.com>"]
 packages = [

python/tests/test_utils.py

@@ -0,0 +1,18 @@
+from bbgo.utils import parse_float
+from bbgo.utils import parse_time
+
+
+def test_parse_time():
+    t = 1650610080000
+    d = parse_time(t)
+
+    assert d.timestamp() == t / 1000
+
+
+def test_parse_float():
+    assert parse_float(None) == 0
+    assert parse_float("") == 0
+
+    s = "3.14159265358979"
+    f = 3.14159265358979
+    assert parse_float(s) == f