From 7b3c5cd861668dadb32d1b095509af8dcd985fcc Mon Sep 17 00:00:00 2001 From: Jiakuan Li Date: Wed, 22 May 2024 00:30:00 +0800 Subject: [PATCH] use poetry to manage dependencies and release --- .github/workflows/build_publish.yaml | 35 +++ .github/workflows/unittest.yaml | 25 ++ poetry.lock | 345 +++++++++++++++++++++++++++ pyproject.toml | 26 ++ tests/conftest.py | 80 +++++++ tests/test_smc.py | 78 ++++++ 6 files changed, 589 insertions(+) create mode 100644 .github/workflows/build_publish.yaml create mode 100644 .github/workflows/unittest.yaml create mode 100644 poetry.lock create mode 100644 pyproject.toml create mode 100644 tests/conftest.py create mode 100644 tests/test_smc.py diff --git a/.github/workflows/build_publish.yaml b/.github/workflows/build_publish.yaml new file mode 100644 index 0000000..9011a03 --- /dev/null +++ b/.github/workflows/build_publish.yaml @@ -0,0 +1,35 @@ +name: build and publish to pypi +on: + push: + tags: + - "*" + +jobs: + test-package: + runs-on: ubuntu-latest + steps: + - uses: actions/checkout@v3 + with: + lfs: false + - uses: actions/setup-python@v4 + with: + python-version: "3.10" + - uses: abatilo/actions-poetry@v2 + with: + poetry-version: "1.3.2" + - name: Add Poetry Plugins + run: | + poetry self add poetry-dynamic-versioning[plugin] + - name: Install dependencies + run: poetry install + + - name: Run tests + run: poetry run pytest + env: + HEAD: release + + - name: Config PIPY + run: poetry config pypi-token.pypi ${{ secrets.PIPY_TOKEN }} + + - name: build and publish + run: poetry publish --build diff --git a/.github/workflows/unittest.yaml b/.github/workflows/unittest.yaml new file mode 100644 index 0000000..a504294 --- /dev/null +++ b/.github/workflows/unittest.yaml @@ -0,0 +1,25 @@ +name: Run Unittest +on: + push: + branches: + - master + pull_request: + types: [opened, synchronize, closed] + +jobs: + run_test: + runs-on: ubuntu-latest + steps: + - uses: actions/checkout@v3 + - uses: actions/setup-python@v4 + with: 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+vcs = "git" diff --git a/tests/conftest.py b/tests/conftest.py new file mode 100644 index 0000000..34cb27a --- /dev/null +++ b/tests/conftest.py @@ -0,0 +1,80 @@ +import pytest +import pandas as pd +import os + + +@pytest.fixture +def df(): + test_instrument = "EURUSD" + instrument_data = f"{test_instrument}_15M.csv" + return pd.read_csv( + os.path.join("tests/test_data", test_instrument, instrument_data) + ) + + +@pytest.fixture +def fvg_result_data(): + test_instrument = "EURUSD" + return pd.read_csv( + os.path.join("tests/test_data", test_instrument, "fvg_result_data.csv") + ) + + +@pytest.fixture +def swing_highs_lows_result_data(): + test_instrument = "EURUSD" + return pd.read_csv( + os.path.join( + "tests/test_data", test_instrument, "swing_highs_lows_result_data.csv" + ) + ) + + +@pytest.fixture +def bos_choch_result_data(): + test_instrument = "EURUSD" + return pd.read_csv( + os.path.join("tests/test_data", test_instrument, "bos_choch_result_data.csv") + ) + + +@pytest.fixture +def liquidity_result_data(): + test_instrument = "EURUSD" + return pd.read_csv( + os.path.join("tests/test_data", test_instrument, "liquidity_result_data.csv") + ) + + +@pytest.fixture +def ob_result_data(): + test_instrument = "EURUSD" + return pd.read_csv( + os.path.join("tests/test_data", test_instrument, "ob_result_data.csv") + ) + + +@pytest.fixture +def previous_high_low_result_data(): + test_instrument = "EURUSD" + return pd.read_csv( + os.path.join( + "tests/test_data", test_instrument, "previous_high_low_result_data.csv" + ) + ) + + +@pytest.fixture +def sessions_result_data(): + test_instrument = "EURUSD" + return pd.read_csv( + os.path.join("tests/test_data", test_instrument, "sessions_result_data.csv") + ) + + +@pytest.fixture +def retracements_result_data(): + test_instrument = "EURUSD" + return pd.read_csv( + os.path.join("tests/test_data", test_instrument, "retracements_result_data.csv") + ) diff --git a/tests/test_smc.py b/tests/test_smc.py new file mode 100644 index 0000000..3addcff --- /dev/null +++ b/tests/test_smc.py @@ -0,0 +1,78 @@ +from smartmoneyconcepts.smc import smc +import time +import pandas as pd +import pytest +import os + + +def test_fvg(df, fvg_result_data): + start_time = time.time() + fvg_data = smc.fvg(df, join_consecutive=True) + print("fvg test time: ", time.time() - start_time) + pd.testing.assert_frame_equal(fvg_data, fvg_result_data, check_dtype=False) + + +def test_swing_highs_lows(df, swing_highs_lows_result_data): + start_time = time.time() + swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5) + print("swing_highs_lows test time: ", time.time() - start_time) + pd.testing.assert_frame_equal( + swing_highs_lows_data, swing_highs_lows_result_data, check_dtype=False + ) + + +def test_bos_choch(df, bos_choch_result_data): + start_time = time.time() + swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5) + bos_choch_data = smc.bos_choch(df, swing_highs_lows_data) + print("bos_choch test time: ", time.time() - start_time) + pd.testing.assert_frame_equal( + bos_choch_data, bos_choch_result_data, check_dtype=False + ) + + +@pytest.mark.skipif( + os.getenv("HEAD", None) != "refs/heads/master", reason="Takes too long" +) +def test_ob(df, ob_result_data): + start_time = time.time() + swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5) + ob_data = smc.ob(df, swing_highs_lows_data) + print("ob test time: ", time.time() - start_time) + pd.testing.assert_frame_equal(ob_data, ob_result_data, check_dtype=False) + + +def test_liquidity(df, liquidity_result_data): + start_time = time.time() + swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5) + liquidity_data = smc.liquidity(df, swing_highs_lows_data) + print("liquidity test time: ", time.time() - start_time) + pd.testing.assert_frame_equal( + liquidity_data, liquidity_result_data, check_dtype=False + ) + + +def test_previous_high_low(df, previous_high_low_result_data): + start_time = time.time() + previous_high_low_data = smc.previous_high_low(df, time_frame="4h") + print("previous_high_low test time: ", time.time() - start_time) + pd.testing.assert_frame_equal( + previous_high_low_data, previous_high_low_result_data, check_dtype=False + ) + + +def test_sessions(df, sessions_result_data): + start_time = time.time() + sessions = smc.sessions(df, session="London") + print("sessions test time: ", time.time() - start_time) + pd.testing.assert_frame_equal(sessions, sessions_result_data, check_dtype=False) + + +def test_retracements(df, retracements_result_data): + start_time = time.time() + swing_highs_lows_data = smc.swing_highs_lows(df, swing_length=5) + retracements = smc.retracements(df, swing_highs_lows_data) + print("retracements test time: ", time.time() - start_time) + pd.testing.assert_frame_equal( + retracements, retracements_result_data, check_dtype=False + )