RubyGems - sbiclient - Versions diffs - 0.1.3 → 0.1.4 - Mend

sbiclient 0.1.3 → 0.1.4

Files changed (26) hide show

data/ChangeLog +13 -0
data/README +0 -0
data/lib/jiji_plugin.rb +2 -5
data/lib/sbiclient.rb +5 -2
data/sample/common.rb +14 -5
data/sample/sample_ifd_oco_order.rb +2 -0
data/sample/sample_ifd_order.rb +2 -0
data/sample/sample_list_positions.rb +2 -0
data/sample/sample_list_rates.rb +2 -0
data/sample/sample_oco_order.rb +2 -0
data/sample/sample_order.rb +2 -0
data/sample/sample_settle.rb +2 -0
data/sample/sample_trail_order.rb +2 -0
data/spec/cancel_order_spec.rb +56 -53
data/spec/common.rb +18 -5
data/spec/ifd_oco_order_spec.rb +54 -50
data/spec/ifd_order_spec.rb +105 -101
data/spec/jiji_plugin_daily_spec.rb +63 -0
data/spec/jiji_plugin_spec!.rb +2 -32
data/spec/limit_order_spec.rb +88 -84
data/spec/list_orders_spec.rb +47 -42
data/spec/market_order_spec!.rb +39 -35
data/spec/oco_order_spec.rb +294 -290
data/spec/order_error_spec.rb +344 -339
data/spec/trail_order_spec.rb +46 -42
metadata +31 -10

data/spec/jiji_plugin_daily_spec.rb ADDED

@@ -0,0 +1,63 @@
+# -*- coding: utf-8 -*-
+$: << "../lib"
+require "rubygems"
+require "logger"
+require 'sbiclient'
+require "common"
+require 'jiji/plugin/plugin_loader'
+require 'jiji/plugin/securities_plugin'
+# jijiプラグインのテスト
+# ※dailyでのテスト用。レート情報の参照のみをテストする。
+describe "jiji plugin daily" do
+  before(:all) {
+    # ロード
+    JIJI::Plugin::Loader.new.load
+    plugins = JIJI::Plugin.get( JIJI::Plugin::SecuritiesPlugin::FUTURE_NAME )
+    @plugin = plugins.find {|i| i.plugin_id == :sbi_securities }
+    @logger = Logger.new STDOUT
+  }
+  it "jiji plugin test" do
+    @plugin.should_not be_nil
+    @plugin.display_name.should == "SBI Securities"
+    begin
+      @plugin.init_plugin( {:user=>USER, :password=>PASS, :trade_password=>ORDER_PASS}, @logger )
+      # 利用可能な通貨ペア一覧とレート
+      pairs = @plugin.list_pairs
+      rates =  @plugin.list_rates
+      pairs.each {|p|
+        # 利用可能とされたペアのレートが取得できていることを確認
+        p.name.should_not be_nil
+        p.trade_unit.should_not be_nil
+        rates[p.name].should_not be_nil
+        rates[p.name].bid.should_not be_nil
+        rates[p.name].ask.should_not be_nil
+        rates[p.name].sell_swap.should_not be_nil
+        rates[p.name].buy_swap.should_not be_nil
+      }
+      sleep 1
+      3.times {
+        rates =  @plugin.list_rates
+        pairs.each {|p|
+          # 利用可能とされたペアのレートが取得できていることを確認
+          p.name.should_not be_nil
+          p.trade_unit.should_not be_nil
+          rates[p.name].should_not be_nil
+          rates[p.name].bid.should_not be_nil
+          rates[p.name].ask.should_not be_nil
+          rates[p.name].sell_swap.should_not be_nil
+          rates[p.name].buy_swap.should_not be_nil
+        }
+        sleep 3
+      }
+    ensure
+      @plugin.destroy_plugin
+    end
+  end
+end

data/spec/jiji_plugin_spec!.rb CHANGED

@@ -1,4 +1,4 @@
-#!/usr/bin/ruby
+# -*- coding: utf-8 -*-
 $: << "../lib"
@@ -11,7 +11,7 @@ require 'jiji/plugin/securities_plugin'
 # jijiプラグインのテスト
 # ※実際に取引を行うので注意!
-describe "market order" do
+describe "jiji plugin" do
   before(:all) {
     # ロード
     JIJI::Plugin::Loader.new.load
@@ -26,36 +26,6 @@ describe "market order" do
     begin
       @plugin.init_plugin( {:user=>USER, :password=>PASS, :trade_password=>ORDER_PASS}, @logger )
-      # 利用可能な通貨ペア一覧とレート
-      pairs = @plugin.list_pairs
-      rates =  @plugin.list_rates
-      pairs.each {|p|
-        # 利用可能とされたペアのレートが取得できていることを確認
-        p.name.should_not be_nil
-        p.trade_unit.should_not be_nil
-        rates[p.name].should_not be_nil
-        rates[p.name].bid.should_not be_nil
-        rates[p.name].ask.should_not be_nil
-        rates[p.name].sell_swap.should_not be_nil
-        rates[p.name].buy_swap.should_not be_nil
-      }
-      sleep 1
-      3.times {
-        rates =  @plugin.list_rates
-        pairs.each {|p|
-          # 利用可能とされたペアのレートが取得できていることを確認
-          p.name.should_not be_nil
-          p.trade_unit.should_not be_nil
-          rates[p.name].should_not be_nil
-          rates[p.name].bid.should_not be_nil
-          rates[p.name].ask.should_not be_nil
-          rates[p.name].sell_swap.should_not be_nil
-          rates[p.name].buy_swap.should_not be_nil
-        }
-        sleep 3
-      }
       # 売り/買い
       sell = @plugin.order( :MSDJPY, :sell, 1 )
       buy  = @plugin.order( :MSDJPY, :buy, 1 )

data/spec/limit_order_spec.rb CHANGED

@@ -1,93 +1,97 @@
+# -*- coding: utf-8 -*-
 $: << "../lib"
 require 'sbiclient'
 require 'common'
 describe "limit" do
-  it_should_behave_like "login"
-  it "指値-買い" do
-    @order_id = @s.order( SBIClient::FX::EURJPY, SBIClient::FX::BUY, 1, {
-      :rate=>@rates[SBIClient::FX::EURJPY].ask_rate - 0.5,
-      :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
-      :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
-    })
-    @order = @s.list_orders[@order_id.order_no]
-    @order_id.should_not be_nil
-    @order_id.order_no.should_not be_nil
-    @order.should_not be_nil
-    @order.order_no.should == @order_id.order_no
-    @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
-    @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
-    @order.sell_or_buy.should == SBIClient::FX::BUY
-    @order.pair.should == SBIClient::FX::EURJPY
-    @order.count.should == 1
-    @order.rate.should == @rates[SBIClient::FX::EURJPY].ask_rate - 0.5
-    @order.trail_range.should be_nil
-    @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
-  end
-  it "指値-売り" do
-    @order_id = @s.order( SBIClient::FX::USDJPY, SBIClient::FX::SELL, 1, {
-      :rate=>@rates[SBIClient::FX::USDJPY].ask_rate + 0.5,
-      :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
-      :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_WEEK_END
-    })
-    @order = @s.list_orders[@order_id.order_no]
-    @order_id.should_not be_nil
-    @order_id.order_no.should_not be_nil
-    @order.should_not be_nil
-    @order.order_no.should == @order_id.order_no
-    @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
-    @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
-    @order.sell_or_buy.should == SBIClient::FX::SELL
-    @order.pair.should == SBIClient::FX::USDJPY
-    @order.count.should == 1
-    @order.rate.should == @rates[SBIClient::FX::USDJPY].ask_rate + 0.5
-    @order.trail_range.should be_nil
-    @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
-  end
-  it "逆指値-買い" do
-    @order_id = @s.order( SBIClient::FX::EURUSD, SBIClient::FX::BUY, 1, {
-     :rate=>@rates[SBIClient::FX::EURUSD].ask_rate + 0.05,
-     :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
-     :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
-    })
-    @order_id.should_not be_nil
-    @order_id.order_no.should_not be_nil
-    @order = @s.list_orders[@order_id.order_no]
-    @order.should_not be_nil
-    @order.order_no.should == @order_id.order_no
-    @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
-    @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
-    @order.sell_or_buy.should == SBIClient::FX::BUY
-    @order.pair.should == SBIClient::FX::EURUSD
-    @order.count.should == 1
-    @order.rate.to_s.should == (@rates[SBIClient::FX::EURUSD].ask_rate + 0.05).to_s
-    @order.trail_range.should be_nil
-    @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
-  end
+  it_should_behave_like "login" do
-  it "逆指値-売り" do
-    @order_id = @s.order( SBIClient::FX::MURJPY, SBIClient::FX::SELL, 2, {
-      :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
-      :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
-      :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_SPECIFIED,  # 有効期限: 指定
-      :expiration_date=>Date.today+2 # 2日後
-    })
-    @order = @s.list_orders[@order_id.order_no]
-    @order_id.should_not be_nil
-    @order_id.order_no.should_not be_nil
-    @order.should_not be_nil
-    @order.order_no.should == @order_id.order_no
-    @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
-    @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
-    @order.sell_or_buy.should == SBIClient::FX::SELL
-    @order.pair.should == SBIClient::FX::MURJPY
-    @order.count.should == 2
-    @order.rate.should == @rates[SBIClient::FX::MURJPY].ask_rate - 0.5
-    @order.trail_range.should be_nil
-    @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
+    it "指値-買い" do
+      @order_id = @s.order( SBIClient::FX::EURJPY, SBIClient::FX::BUY, 1, {
+        :rate=>@rates[SBIClient::FX::EURJPY].ask_rate - 0.5,
+        :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
+        :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
+      })
+      @order = @s.list_orders[@order_id.order_no]
+      @order_id.should_not be_nil
+      @order_id.order_no.should_not be_nil
+      @order.should_not be_nil
+      @order.order_no.should == @order_id.order_no
+      @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
+      @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
+      @order.sell_or_buy.should == SBIClient::FX::BUY
+      @order.pair.should == SBIClient::FX::EURJPY
+      @order.count.should == 1
+      normalize_rate(@order.rate).should == normalize_rate(@rates[SBIClient::FX::EURJPY].ask_rate - 0.5)
+      @order.trail_range.should be_nil
+      @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
+    end
+    it "指値-売り" do
+      @order_id = @s.order( SBIClient::FX::USDJPY, SBIClient::FX::SELL, 1, {
+        :rate=>@rates[SBIClient::FX::USDJPY].ask_rate + 0.5,
+        :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
+        :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_WEEK_END
+      })
+      @order = @s.list_orders[@order_id.order_no]
+      @order_id.should_not be_nil
+      @order_id.order_no.should_not be_nil
+      @order.should_not be_nil
+      @order.order_no.should == @order_id.order_no
+      @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
+      @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
+      @order.sell_or_buy.should == SBIClient::FX::SELL
+      @order.pair.should == SBIClient::FX::USDJPY
+      @order.count.should == 1
+      normalize_rate(@order.rate).should == normalize_rate(@rates[SBIClient::FX::USDJPY].ask_rate + 0.5)
+      @order.trail_range.should be_nil
+      @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
+    end
+    it "逆指値-買い" do
+      @order_id = @s.order( SBIClient::FX::EURUSD, SBIClient::FX::BUY, 1, {
+       :rate=>@rates[SBIClient::FX::EURUSD].ask_rate + 0.05,
+       :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
+       :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
+      })
+      @order_id.should_not be_nil
+      @order_id.order_no.should_not be_nil
+      @order = @s.list_orders[@order_id.order_no]
+      @order.should_not be_nil
+      @order.order_no.should == @order_id.order_no
+      @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
+      @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
+      @order.sell_or_buy.should == SBIClient::FX::BUY
+      @order.pair.should == SBIClient::FX::EURUSD
+      @order.count.should == 1
+      normalize_rate(@order.rate).should == normalize_rate(@rates[SBIClient::FX::EURUSD].ask_rate + 0.05)
+      @order.trail_range.should be_nil
+      @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
+    end
+    it "逆指値-売り" do
+      @order_id = @s.order( SBIClient::FX::MURJPY, SBIClient::FX::SELL, 2, {
+        :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
+        :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER,
+        :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_SPECIFIED,  # 有効期限: 指定
+        :expiration_date=>Date.today+2 # 2日後
+      })
+      @order = @s.list_orders[@order_id.order_no]
+      @order_id.should_not be_nil
+      @order_id.order_no.should_not be_nil
+      @order.should_not be_nil
+      @order.order_no.should == @order_id.order_no
+      @order.trade_type.should == SBIClient::FX::TRADE_TYPE_NEW
+      @order.execution_expression.should == SBIClient::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER
+      @order.sell_or_buy.should == SBIClient::FX::SELL
+      @order.pair.should == SBIClient::FX::MURJPY
+      @order.count.should == 2
+      normalize_rate(@order.rate).should == normalize_rate(@rates[SBIClient::FX::MURJPY].ask_rate - 0.5)
+      @order.trail_range.should be_nil
+      @order.order_type= SBIClient::FX::ORDER_TYPE_NORMAL
+    end
   end
 end

data/spec/list_orders_spec.rb CHANGED

@@ -1,51 +1,56 @@
+# -*- coding: utf-8 -*-
 $: << "../lib"
 require 'sbiclient'
 require 'common'
 describe "list_orders" do
-  it_should_behave_like "login"
-  before { @order_ids = [] }
-  after {
-    @order_ids.each {|id| @s.cancel_order(id.order_no) }
-  }
-  it "複数のページがあってもすべてのデータが取得できる" do
-    3.times{|i|
-      @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
-        :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
-        :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
-        :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
-      })
-    }
-    3.times{|i|
-      @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
-        :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
-        :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
-        :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY,
-        :settle => {
-          :rate=>@rates[SBIClient::FX::MURJPY].ask_rate + 0.5,
-          :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
-        }
-      })
-    }
-    2.times{|i|
-      @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
-        :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
-        :second_order_sell_or_buy=>SBIClient::FX::BUY,
-        :second_order_rate=>@rates[SBIClient::FX::MURJPY].ask_rate + 0.5,
-        :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
-        :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
-      })
-    }
-    3.times{|i|
-      @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
-       :rate=>@rates[SBIClient::FX::MURJPY].ask_rate + 0.5,
-       :trail_range=>0.5,
-       :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
-      })
+  it_should_behave_like "login" do
+    before { @order_ids = [] }
+    after {
+      @order_ids.each {|id| @s.cancel_order(id.order_no) }
     }
-    result = @s.list_orders
-    result.size.should == 13 #OCOは2つになるので、3*3+2*2=13になる
+    it "複数のページがあってもすべてのデータが取得できる" do
+      3.times{|i|
+        @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
+          :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
+          :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
+          :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
+        })
+      }
+      3.times{|i|
+        @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
+          :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
+          :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
+          :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY,
+          :settle => {
+            :rate=>@rates[SBIClient::FX::MURJPY].ask_rate + 0.5,
+            :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER
+          }
+        })
+      }
+      2.times{|i|
+        @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
+          :rate=>@rates[SBIClient::FX::MURJPY].ask_rate - 0.5,
+          :second_order_sell_or_buy=>SBIClient::FX::BUY,
+          :second_order_rate=>@rates[SBIClient::FX::MURJPY].ask_rate + 0.5,
+          :execution_expression=>SBIClient::FX::EXECUTION_EXPRESSION_LIMIT_ORDER,
+          :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
+        })
+      }
+      3.times{|i|
+        @order_ids << @s.order( SBIClient::FX::MURJPY, SBIClient::FX::BUY, 1, {
+         :rate=>@rates[SBIClient::FX::MURJPY].ask_rate + 0.5,
+         :trail_range=>0.5,
+         :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
+        })
+      }
+      result = @s.list_orders
+      result.size.should == 13 #OCOは2つになるので、3*3+2*2=13になる
+    end
   end
 end

data/spec/market_order_spec!.rb CHANGED

@@ -1,3 +1,5 @@
+# -*- coding: utf-8 -*-
 $: << "../lib"
 require 'sbiclient'
@@ -6,42 +8,44 @@ require 'common'
 # 成り行きで発注および決済を行うテスト。
 # <b>注意:</b> 決済まで行う為、実行すると資金が減少します。
 describe "market order" do
-  it_should_behave_like "login"
-  it "成り行きで発注し決済するテスト" do
-    prev = @s.list_positions
-    # 成り行きで注文
-    @s.order( SBIClient::FX::MSDJPY, SBIClient::FX::BUY, 1, {
-      :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
-    })
-    @s.order( SBIClient::FX::MSDJPY, SBIClient::FX::SELL, 1, {
-      :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_WEEK_END
-    })
-    sleep 1
+  it_should_behave_like "login"  do
-    #建玉一覧取得
-    after = @s.list_positions
-    positions = after.find_all {|i| !prev.include?(i[0]) }.map{|i| i[1] }
-    positions.length.should == 2 # 新規の建玉が2つ存在することを確認
-    positions.each {|p|
-      p.position_id.should_not be_nil
-      p.pair.should_not be_nil
-      p.sell_or_buy.should_not be_nil
-      p.count.should == 1
-      p.rate.should_not be_nil
-      p.profit_or_loss.should_not be_nil
-      p.date.should_not be_nil
-    }
+    it "成り行きで発注し決済するテスト" do
+      prev = @s.list_positions
+      # 成り行きで注文
+      @s.order( SBIClient::FX::MSDJPY, SBIClient::FX::BUY, 1, {
+        :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_TODAY
+      })
+      @s.order( SBIClient::FX::MSDJPY, SBIClient::FX::SELL, 1, {
+        :expiration_type=>SBIClient::FX::EXPIRATION_TYPE_WEEK_END
+      })
+      sleep 1
+      #建玉一覧取得
+      after = @s.list_positions
+      positions = after.find_all {|i| !prev.include?(i[0]) }.map{|i| i[1] }
+      positions.length.should == 2 # 新規の建玉が2つ存在することを確認
+      positions.each {|p|
+        p.position_id.should_not be_nil
+        p.pair.should_not be_nil
+        p.sell_or_buy.should_not be_nil
+        p.count.should == 1
+        p.rate.should_not be_nil
+        p.profit_or_loss.should_not be_nil
+        p.date.should_not be_nil
+      }
+      # 決済注文
+      positions =  after.map{|i| i[1] }
+      positions.each {|p|
+        @s.settle( p[0] ) if p[0] =~ /MURJPY/
+      }
+      sleep 1
+      after_settle =  @s.list_positions
+      assert_false after_settle.key?( positions[0] )
+      assert_false after_settle.key?( positions[1] )
+    end
-    # 決済注文
-    positions =  after.map{|i| i[1] }
-    positions.each {|p|
-      @s.settle( p[0] ) if p[0] =~ /MURJPY/
-    }
-    sleep 1
-    after_settle =  @s.list_positions
-    assert_false after_settle.key?( positions[0] )
-    assert_false after_settle.key?( positions[1] )
   end
 end