Merge pull request shidenggui#47 from lamter/fix/重构时钟引擎和单元测试

Fix/直接使用 mock 重设单元测试中的时间戳

Author: shidenggui

README.md

@@ -307,3 +307,37 @@ from easyquant import DefaultQuotationEngine
 
 m = easyquant.MainEngine(broker, need_data, quotation_engine=[DefaultQuotationEngine, LFEngine, OtherEngine])
 ```
+
+#### 时间戳单元测试
+
+1. 请通过 clock_engine 中的 .now 或者 .now_dt 接口,以及 time.time() 接口来获得时间戳.
+2. 通过上述接口获得时间戳,可以在单元测试中模拟某个时刻或者一段时间,详见单元测试 [test_set_now](https://github.com/shidenggui/easyquant/blob/master/unitest_demo.py)
+
+```python
+from unittest import mock
+
+# 使用datetime 类构建时间戳
+tzinfo = tz.tzlocal()       # 时区
+now = datetime.datetime(2016, 7, 14, 8, 59, 50, tzinfo=tzinfo)
+
+# 通过mock ,将 time.time() 函数的返回值重设为上面的打算模拟的值,注意要转化为浮点数时间戳
+time.time = mock.Mock(return_value=now.timestamp())
+
+# 生成一个时钟引擎
+clock_engien = ClockEngine(EventEngine(), tzinfo)
+
+# 此时通过 time.time 获得的时间戳,都是上面的预设值
+clock_engien.now == now.timestamp()         # time.time 时间戳
+clock_engien.now_dt == now                  # datetime 时间戳
+
+# 据此可以模拟一段时间内各个闹钟事件的触发,比如模拟开市9:00一直到休市15:00
+begin = datetime.datetime(2016, 7, 14, 8, 59, 50, tzinfo=tzinfo).timestamp()
+end = datetime.datetime(2016, 7, 14, 15, 00, 10, tzinfo=tzinfo).timestamp()
+
+for pass_seconds in range(end-begin):
+    # 时间逐秒往前
+    now = begin + pass_seconds
+    time.time = mock.Mock(return_value=now.timestamp())
+    # 每秒触发一次 tick_tock
+    clock_engien.tock()
+```

easyquant/main_engine.py

@@ -26,7 +26,7 @@ class MainEngine:
     """主引擎，负责行情 / 事件驱动引擎 / 交易"""
 
     def __init__(self, broker=None, need_data=None, quotation_engines=None,
-                 log_handler=DefaultLogHandler(), now=None, tzinfo=None):
+                 log_handler=DefaultLogHandler(), tzinfo=None):
         """初始化事件 / 行情 引擎并启动事件引擎
         """
         self.log = log_handler
@@ -46,7 +46,7 @@ def __init__(self, broker=None, need_data=None, quotation_engines=None,
             self.log.info('选择了无交易模式')
 
         self.event_engine = EventEngine()
-        self.clock_engine = ClockEngine(self.event_engine, now, tzinfo)
+        self.clock_engine = ClockEngine(self.event_engine, tzinfo)
 
         quotation_engines = quotation_engines or [DefaultQuotationEngine]
 

easyquant/push_engine/clock_engine.py

@@ -101,17 +101,15 @@ class ClockEngine:
     """
     EventType = 'clock_tick'
 
-    def __init__(self, event_engine, now=None, tzinfo=None):
+    def __init__(self, event_engine, tzinfo=None):
         """
         :param event_engine:
         :param event_engine: tzinfo
         :return:
         """
         # 默认使用当地时间的时区
         self.tzinfo = tzinfo or tz.tzlocal()
-        # 引擎启动的时间,默认为当前.测试时可手动设置模拟各个时间段.
-        self.time_delta = self._delta(now)
-        # self.start_time = self.now_dt.replace(hour=0, minute=0, second=0, microsecond=0)
+
         self.event_engine = event_engine
         self.is_active = True
         self.clock_engine_thread = Thread(target=self.clocktick)
@@ -150,23 +148,23 @@ def close():
         for interval in (0.5, 1, 5, 15, 30, 60):
             self.register_interval(interval)
 
-    def _delta(self, now):
-        if now is None:
-            return 0
-        if now.tzinfo is None:
-            now = arrow.get(datetime.datetime(
-                    now.year, now.month, now.day, now.hour, now.minute, now.second, now.microsecond, self.tzinfo,
-            ))
-
-        return (arrow.now() - now).total_seconds()
+    # def _delta(self, now):
+    #     if now is None:
+    #         return 0
+    #     if now.tzinfo is None:
+    #         now = arrow.get(datetime.datetime(
+    #                 now.year, now.month, now.day, now.hour, now.minute, now.second, now.microsecond, self.tzinfo,
+    #         ))
+    #
+    #     return (arrow.now() - now).total_seconds()
 
     @property
     def now(self):
         """
         now 时间戳统一接口
         :return:
         """
-        return time.time() - self.time_delta
+        return time.time()
 
     @property
     def now_dt(self):
@@ -175,13 +173,13 @@ def now_dt(self):
         """
         return arrow.get(self.now).to(self.tzinfo)
 
-    def reset_now(self, now=None):
-        """
-        调试用接口,请勿在生产环境使用
-        :param now:
-        :return:
-        """
-        self.time_delta = self._delta(now)
+    # def reset_now(self, now=None):
+    #     """
+    #     调试用接口,请勿在生产环境使用
+    #     :param now:
+    #     :return:
+    #     """
+    #     self.time_delta = self._delta(now)
 
     def start(self):
         self.clock_engine_thread.start()

unitest_demo.py

@@ -4,9 +4,11 @@
 """
 import time
 import unittest
+from unittest import mock
 import datetime
 import pandas as pd
 from easyquant.easydealutils.time import get_next_trade_date, is_trade_date
+import arrow
 
 from dateutil import tz
 from easyquant.main_engine import MainEngine
@@ -57,7 +59,7 @@ def setUp(self):
 
         now = datetime.datetime.combine(self.trade_date, self.time)
         # 此处重新定义 main_engine
-        self._main_engine = MainEngine('ht', now=now)
+        self._main_engine = MainEngine('ht', 'tmp/ht.json')
 
         # 设置为不在交易中
         self.clock_engine.trading_state = False
@@ -85,50 +87,41 @@ def tearDown(self):
 
     def test_set_now(self):
         """
-        重设 clock_engine 的时间
+        1. 重设 clock_engine 的时间
+        2. 通过 mock 来重设时间戳
+        3. mock 只能重设 time.time 函数的时间戳,但是不能重设 datetime.datetime.now 函数的时间戳,详情见: http://stackoverflow.com/questions/4481954/python-trying-to-mock-datetime-date-today-but-not-working
+        4. 在代码中需要使用时间戳时,请通过 clock_engine 中的 now 或者 now_dt 接口获得,也可以使用 time.time 获得.否则该段代码将不适用于需要更改时间戳的单元测试
         :return:
         """
-
         tzinfo = tz.tzlocal()
-        now = datetime.datetime.combine(
-            self.trade_date,
-            datetime.time(8, 59, 00, tzinfo=tzinfo),
-        )
-        clock_engien = ClockEngine(EventEngine(), now, tzinfo)
+        # 使用datetime 类构建时间戳
+        now = datetime.datetime(2016, 7, 14, 8, 59, 50, tzinfo=tzinfo)
 
-        # 去掉微秒误差后比较
-        self.assertEqual(clock_engien.now_dt.replace(microsecond=0), now)
-
-    def test_reset_now(self):
-        """
-        重设时钟引擎当前时间为其他时间点
-        :return:
-        """
-        tzinfo = tz.tzlocal()
-        clock_engien = ClockEngine(EventEngine())
-        now = datetime.datetime.combine(
-            self.trade_date,
-            datetime.time(8, 59, 00, tzinfo=tzinfo),
-        )
-        clock_engien.reset_now(now)
+        # 通过mock ,将 time.time() 函数的返回值重设为上面的打算模拟的值,注意要转化为浮点数时间戳
+        time.time = mock.Mock(return_value=now.timestamp())
 
-        # 去掉微秒误差后比较
-        self.assertEqual(clock_engien.now_dt.replace(microsecond=0), now)
+        # 生成一个时钟引擎
+        clock_engien = ClockEngine(EventEngine(), tzinfo)
 
-        # 重设为当前时间
-        clock_engien.reset_now()
-        now = datetime.datetime.now(tzinfo).replace(microsecond=0)
+        # 去掉微秒误差后验证其数值
+        self.assertEqual(clock_engien.now, now.timestamp())         # time.time 时间戳
+        self.assertEqual(clock_engien.now_dt, now)       # datetime 时间戳
 
-        # 去掉微秒误差后比较
-        self.assertEqual(clock_engien.now_dt.replace(microsecond=0), now)
+        # 据此可以模拟一段时间内各个闹钟事件的触发,比如模拟开市9:00一直到休市15:00
+        for _ in range(60):
+            clock_engien.tock()
+            now += datetime.timedelta(seconds=1)                        # 每秒触发一次 tick_tock
+            time.time = mock.Mock(return_value=now.timestamp())
+            self.assertEqual(clock_engien.now, now.timestamp())         # time.time 时间戳
+            self.assertEqual(clock_engien.now_dt, now)                  # datetime 时间戳
 
     def test_clock_moment_is_active(self):
         # 设置时间
         now = datetime.datetime.combine(
             self.trade_date,
             datetime.time(23, 59, 58, tzinfo=tz.tzlocal()),
         )
-        self.clock_engine.reset_now(now)
+        time.time = mock.Mock(return_value=now.timestamp())
 
         # 触发前, 注册时间事件
         moment = datetime.time(23, 59, 59, tzinfo=tz.tzlocal())
@@ -141,7 +134,8 @@ def test_clock_moment_is_active(self):
             self.trade_date,
             datetime.time(23, 59, 59, tzinfo=tz.tzlocal())
         )
-        self.clock_engine.reset_now(now)
+        time.time = mock.Mock(return_value=now.timestamp())
+
         # 确认触发
         self.assertTrue(cmh.is_active())
 
@@ -151,7 +145,7 @@ def test_clock_update_next_time(self):
             self.trade_date,
             datetime.time(23, 59, 58, tzinfo=tz.tzlocal())
         )
-        self.clock_engine.reset_now(now)
+        time.time = mock.Mock(return_value=now.timestamp())
 
         # 触发前, 注册时间事件
         moment = datetime.time(23, 59, 59, tzinfo=tz.tzlocal())
@@ -164,7 +158,8 @@ def test_clock_update_next_time(self):
             self.trade_date,
             datetime.time(23, 59, 59, tzinfo=tz.tzlocal())
         )
-        self.clock_engine.reset_now(now)
+        time.time = mock.Mock(return_value=now.timestamp())
+
         # 确认触发
         self.assertTrue(cmh.is_active())
 
@@ -186,7 +181,7 @@ def register_clock_moent_makeup(self, makeup):
             self.trade_date,
             datetime.time(23, 59, 59, tzinfo=tz.tzlocal())
         )
-        self.clock_engine.reset_now(begin)
+        time.time = mock.Mock(return_value=begin.timestamp())
 
         # 注册时刻一个超时事件
         moment = datetime.time(0, 0, 0, tzinfo=tz.tzlocal())
@@ -256,7 +251,7 @@ def test_register_clock_interval_not_trading_false(self):
         self.assertFalse(self.clock_engine.trading_state)
 
     def register_clock_interval(self, begin, trading, active_times):
-        self.clock_engine.reset_now(begin)
+        time.time = mock.Mock(return_value=begin.timestamp())
         self.active_times = 0
 
         def clock(event):
@@ -278,7 +273,7 @@ def clock(event):
         # 开启事件引擎
         for sec in range(int(minute_interval * 60)):
             now = begin + datetime.timedelta(seconds=sec)
-            self.clock_engine.reset_now(now)
+            time.time = mock.Mock(return_value=now.timestamp())
             self.clock_engine.tock()
         time.sleep(1)
         self.main_engine.event_engine.stop()
@@ -317,7 +312,7 @@ def count(event):
         seconds = 60 * mins
         for secs in range(seconds):
             now = begin + datetime.timedelta(seconds=secs)
-            self.clock_engine.reset_now(now)
+            time.time = mock.Mock(return_value=now.timestamp())
             self.clock_engine.tock()
             time.sleep(0.001)
 
@@ -358,7 +353,7 @@ def count(event):
         end = (begin + datetime.timedelta(days=days)).replace(hour=23, minute=59, second=59)
 
         # 重置时间到凌晨
-        self.clock_engine.reset_now(begin)
+        time.time = mock.Mock(return_value=begin.timestamp())
 
         # 预估时间事件触发次数, 每个交易日触发一次
         actived_times = 0
@@ -374,7 +369,7 @@ def count(event):
 
         now = begin
         while 1:
-            self.clock_engine.reset_now(now)
+            time.time = mock.Mock(return_value=now.timestamp())
             self.clock_engine.tock()
             time.sleep(0.001)
             now += interval