public async Task PostInvalidAlgoId(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Build InstanceParameters
InstanceParameters instanceParameters = InstanceConfig.UseInvalidAlgoId;
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO);
var url = algoInstanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.NotFound), "we should receive not found response code");
}
public async Task <InstanceDataDTO> SaveInstance(AlgoDataDTO algoData, AlgoInstanceType instanceType, bool useExistingWallet = true)
{
if (instanceType == AlgoInstanceType.Live)
{
walletDTO = useExistingWallet == true ? await GetExistingWallet() : await CreateTestWallet();
}
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(instanceType);
// Build InstanceParameters
instanceParameters = InstanceConfig.ValidMetaData;
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, instanceType, instanceParameters, daysOffsetDTO);
// Build save instance url
var url = instanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
string requestBody = JsonUtils.SerializeObject(instanceForAlgo);
var saveInstanceResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, requestBody, Method.POST);
message = $"POST {url} returned status: {saveInstanceResponse.Status} and response: {saveInstanceResponse.ResponseJson}. Expected: {HttpStatusCode.OK}";
Assert.That(saveInstanceResponse.Status, Is.EqualTo(HttpStatusCode.OK), message);
var instanceData = JsonUtils.DeserializeJson <InstanceDataDTO>(saveInstanceResponse.ResponseJson);
// Add Instance to the list so that it can be deleted in the the TearDown
instancesList.Add(instanceData);
return(instanceData);
}
public async Task PostInvalidInstanceTradedAsset(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Build InstanceParameters
InstanceParameters instanceParameters = InstanceConfig.InvalidInstanceTradedAsset;
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO);
var url = algoInstanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
AlgoErrorDTO postInstanceDataResponseDTO = JsonUtils.DeserializeJson <AlgoErrorDTO>(postInstanceDataResponse.ResponseJson);
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.BadRequest), "should be bad response erorr code");
Assert.That(postInstanceDataResponseDTO.ErrorMessage, Does.Contain("ValidationError Message:Asset <USD> is not valid for asset pair <BTCEUR>"), "we should receive erorr for the invalid traded asset");
}
public async Task PostInvalidInstanceAssetPair(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Build InstanceParameters
InstanceParameters instanceParameters = InstanceConfig.InvalidInstanceAssetPair;
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO);
var url = algoInstanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
AlgoErrorDTO postInstanceDataResponseDTO = JsonUtils.DeserializeJson <AlgoErrorDTO>(postInstanceDataResponse.ResponseJson);
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.InternalServerError), "responce should equals internal server erorr");
Assert.That(postInstanceDataResponseDTO.ErrorMessage, Does.Contain("NotFound from asset service calling AssetPairGetWithHttpMessagesAsync"), "we should receive erorr for not found asset pair");
}
public async Task BackTestWithLongFunctionPeriod(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Set Instance start date to be three years ago and end date to be 10 days ago
int start = 365 * -3;
int end = -10;
daysOffsetDTO.AlgoStartOffset = start;
daysOffsetDTO.AlgoEndOffset = end;
daysOffsetDTO.SmaShortStartOffset = start;
daysOffsetDTO.SmaShortEndOffset = end;
daysOffsetDTO.SmaShortStartOffset = start;
daysOffsetDTO.SmaLongEndOffset = end;
// Build InstanceParameters
InstanceParameters instanceParameters = InstanceConfig.ValidMetaData;
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO);
// Build save instance url
var url = algoInstanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
AlgoErrorDTO postInstanceDataResponseDTO = JsonUtils.DeserializeJson <AlgoErrorDTO>(postInstanceDataResponse.ResponseJson);
// Get instance data from DB
ClientInstanceEntity instanceDataFromDB = await ClientInstanceRepository.TryGetAsync(t => t.AlgoId == algoData.Id) as ClientInstanceEntity;
Assert.Multiple(() =>
{
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.InternalServerError));
Assert.That(postInstanceDataResponseDTO.ErrorMessage, Does.StartWith("Code:511-InitialWalletBalanceNotCalculated Message:Initial wallet balance could not be calculated. Could not get history price for"));
// Verify intance is not created in DB
Assert.That(instanceDataFromDB, Is.Null);
});
}
public async Task <InstanceDataDTO> SaveInstance(AlgoDataDTO algoData, AlgoInstanceType instanceType, bool useExistingWallet = true)
{
if (instanceType == AlgoInstanceType.Live)
{
walletDTO = useExistingWallet == true ? await GetExistingWallet() : await CreateTestWallet();
}
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(instanceType);
// Build InstanceParameters
instanceParameters = new InstanceParameters()
{
AssetPair = "BTCUSD",
TradedAsset = "USD",
InstanceTradeVolume = 4,
InstanceCandleInterval = CandleTimeInterval.Minute,
FunctionCandleInterval = CandleTimeInterval.Day,
FunctionCandleOperationMode = CandleOperationMode.CLOSE,
FunctionCapacity = 4,
InstanceFunctions = new List <FunctionType>()
{
FunctionType.SMA_Short, FunctionType.SMA_Long
}
};
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, instanceType, instanceParameters, daysOffsetDTO);
// Build save instance url
var url = instanceType == AlgoInstanceType.Live ? ApiPaths.ALGO_STORE_SAVE_ALGO_INSTANCE : ApiPaths.ALGO_STORE_FAKE_TRADING_INSTANCE_DATA;
string requestBody = JsonUtils.SerializeObject(instanceForAlgo);
var saveInstanceResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, requestBody, Method.POST);
message = $"POST {url} returned status: {saveInstanceResponse.Status} and response: {saveInstanceResponse.ResponseJson}. Expected: {HttpStatusCode.OK}";
Assert.That(saveInstanceResponse.Status, Is.EqualTo(HttpStatusCode.OK), message);
var instanceData = JsonUtils.DeserializeJson <InstanceDataDTO>(saveInstanceResponse.ResponseJson);
// Add Instance to the list so that it can be deleted in the the TearDown
instancesList.Add(instanceData);
return(instanceData);
}
public async Task PostInvalidInstanceTradedAsset(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Build InstanceParameters
InstanceParameters instanceParameters = new InstanceParameters()
{
AssetPair = "BTCUSD",
TradedAsset = "EUR",
InstanceTradeVolume = 2,
InstanceCandleInterval = CandleTimeInterval.Minute,
FunctionCandleInterval = CandleTimeInterval.Day,
FunctionCandleOperationMode = CandleOperationMode.CLOSE,
FunctionCapacity = 4,
InstanceFunctions = new List <FunctionType>()
{
FunctionType.SMA_Short, FunctionType.SMA_Long
}
};
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO);
string url = ApiPaths.ALGO_STORE_ALGO_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
AlgoErrorDTO postInstanceDataResponseDTO = JsonUtils.DeserializeJson <AlgoErrorDTO>(postInstanceDataResponse.ResponseJson);
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.BadRequest), "should be bad response erorr code");
Assert.That(postInstanceDataResponseDTO.ErrorMessage, Does.Contain("ValidationError Message:Asset <USD> is not valid for asset pair <BTCEUR>"), "we should receive erorr for the invalid traded asset");
}
public async Task PostInvalidAlgoId(AlgoInstanceType algoInstanceType)
{
WalletDTO walletDTO = null;
if (algoInstanceType == AlgoInstanceType.Live)
{
walletDTO = await GetExistingWallet();
}
// Create algo
var algoData = await CreateAlgo();
// Build days offset
DaysOffsetDTO daysOffsetDTO = BuildDaysOffsetByInstanceType(algoInstanceType);
// Build InstanceParameters
InstanceParameters instanceParameters = new InstanceParameters()
{
AssetPair = "BTCUSD",
TradedAsset = "EUR",
InstanceTradeVolume = 2,
InstanceCandleInterval = CandleTimeInterval.Minute,
FunctionCandleInterval = CandleTimeInterval.Day,
FunctionCandleOperationMode = CandleOperationMode.CLOSE,
FunctionCapacity = 4,
InstanceFunctions = new List <FunctionType>()
{
FunctionType.SMA_Short, FunctionType.SMA_Long
}
};
// Build instance request payload
var instanceForAlgo = InstanceDataBuilder.BuildInstanceData(algoData, walletDTO, algoInstanceType, instanceParameters, daysOffsetDTO, true);
string url = ApiPaths.ALGO_STORE_ALGO_INSTANCE_DATA;
var postInstanceDataResponse = await Consumer.ExecuteRequest(url, Helpers.EmptyDictionary, JsonUtils.SerializeObject(instanceForAlgo), Method.POST);
Assert.That(postInstanceDataResponse.Status, Is.EqualTo(HttpStatusCode.NotFound), "we should receive not found response code");
}
private static AlgoMetaDataInformation BuildAlgoMetaDataInformation(InstanceParameters instanceParameters, DaysOffsetDTO daysOffsetDTO)
{
FunctionParamsDTO smaShortFunctionParamsDTO = null;
FunctionParamsDTO smaLongFunctionParamsDTO = null;
FunctionParamsDTO adxFunctionParamsDTO = null;
FunctionParamsDTO macdFunctionParamsDTO = null;
AlgoParamsDTO algoParamsDTO = new AlgoParamsDTO(daysOffsetDTO.AlgoStartOffset, daysOffsetDTO.AlgoEndOffset,
instanceParameters.AssetPair, instanceParameters.TradedAsset,
instanceParameters.InstanceTradeVolume, instanceParameters.InstanceCandleInterval);
// Create SMA_SHORT function parameters
if (instanceParameters.InstanceFunctions.Contains(FunctionType.SMA_Short))
{
smaShortFunctionParamsDTO = new FunctionParamsDTO(FunctionType.SMA_Short, daysOffsetDTO.SmaShortStartOffset, daysOffsetDTO.SmaShortEndOffset,
instanceParameters.AssetPair, instanceParameters.FunctionPeriod,
instanceParameters.FunctionCandleOperationMode, instanceParameters.FunctionCandleInterval);
// Add the function params to the functionsDictionary
AddToFunctionsDictionary(FunctionType.SMA_Short, smaShortFunctionParamsDTO);
}
// Create SMA_Long function parameters
if (instanceParameters.InstanceFunctions.Contains(FunctionType.SMA_Long))
{
smaLongFunctionParamsDTO = new FunctionParamsDTO(FunctionType.SMA_Long, daysOffsetDTO.SmaLongStartOffset, daysOffsetDTO.SmaLongEndOffset,
instanceParameters.AssetPair, instanceParameters.FunctionPeriod,
instanceParameters.FunctionCandleOperationMode, instanceParameters.FunctionCandleInterval);
// Add the function params to the functionsDictionary
AddToFunctionsDictionary(FunctionType.SMA_Long, smaLongFunctionParamsDTO);
}
// Create ADX function parameters
if (instanceParameters.InstanceFunctions.Contains(FunctionType.ADX))
{
throw new NotImplementedException("Creating parameters for ADX function is not yet implemented");
// Add the function params to the functionsDictionary
//AddToFunctionsDictionary(FunctionType.ADX, adxFunctionParamsDTO);
}
// Create MACD function parameters
if (instanceParameters.InstanceFunctions.Contains(FunctionType.MACD))
{
throw new NotImplementedException("Creating parameters for MACD function is not yet implemented");
// Add the function params to the functionsDictionary
//AddToFunctionsDictionary(FunctionType.MACD, macdFunctionParamsDTO);
}
// Build Algo Metadata
return(GetAlgoMetaDataBuilder()
.CreateAlgoMetaData()
.WithAlgoParams(algoParamsDTO)
.WithFunction(smaShortFunctionParamsDTO, FunctionType.SMA_Short)
.WithFunction(smaLongFunctionParamsDTO, FunctionType.SMA_Long)
.WithFunction(adxFunctionParamsDTO, FunctionType.ADX)
.WithFunction(macdFunctionParamsDTO, FunctionType.MACD)
.Build());
}
public static InstanceDataDTO BuildInstanceData(AlgoDataDTO algoData, WalletDTO walletDTO, AlgoInstanceType instanceType, InstanceParameters instanceParameters, DaysOffsetDTO daysOffsetDTO, string instanceName = null)
{
AlgoMetaDataInformation algoMetaDataInformation = BuildAlgoMetaDataInformation(instanceParameters, daysOffsetDTO);
if (instanceParameters.UseInvalidAlgoId)
{
algoData.Id = $"NonExistingAlgoId - {Helpers.GetFullUtcTimestamp()}";
}
return(new InstanceDataDTO(algoData, walletDTO, instanceType, algoMetaDataInformation, instanceName));
}
public static InstanceDataDTO BuildInstanceData(AlgoDataDTO algoData, WalletDTO walletDTO, AlgoInstanceType instanceType, InstanceParameters instanceParameters, DaysOffsetDTO daysOffsetDTO, bool withInvalidAlgoId = false, bool withoutMetadaData = false)
{
AlgoMetaDataInformation algoMetaDataInformation = BuildAlgoMetaDataInformation(instanceParameters, daysOffsetDTO);
if (withInvalidAlgoId)
{
algoData.Id = $"NonExistingAlgoId - {Helpers.GetFullUtcTimestamp()}";
}
return(new InstanceDataDTO(algoData, walletDTO, instanceType, algoMetaDataInformation));
}
