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Commit | Line | Data |
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dd359bc0 IB |
1 | import portfolio |
2 | import unittest | |
5ab23e1c | 3 | from decimal import Decimal as D |
dd359bc0 | 4 | from unittest import mock |
80cdd672 IB |
5 | import requests |
6 | import requests_mock | |
dd359bc0 | 7 | |
80cdd672 IB |
8 | class WebMockTestCase(unittest.TestCase): |
9 | import time | |
10 | ||
11 | def setUp(self): | |
12 | super(WebMockTestCase, self).setUp() | |
13 | self.wm = requests_mock.Mocker() | |
14 | self.wm.start() | |
15 | ||
16 | self.patchers = [ | |
17 | mock.patch.multiple(portfolio.Balance, known_balances={}), | |
18 | mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), | |
19 | mock.patch.multiple(portfolio.Trade, | |
20 | ticker_cache={}, | |
21 | ticker_cache_timestamp=self.time.time(), | |
22 | fees_cache={}, | |
23 | trades={}), | |
24 | mock.patch.multiple(portfolio.Computation, | |
25 | computations=portfolio.Computation.computations) | |
26 | ] | |
27 | for patcher in self.patchers: | |
28 | patcher.start() | |
29 | ||
30 | ||
31 | def tearDown(self): | |
32 | for patcher in self.patchers: | |
33 | patcher.stop() | |
34 | self.wm.stop() | |
35 | super(WebMockTestCase, self).tearDown() | |
36 | ||
37 | class PortfolioTest(WebMockTestCase): | |
38 | def fill_data(self): | |
39 | if self.json_response is not None: | |
40 | portfolio.Portfolio.data = self.json_response | |
41 | ||
42 | def setUp(self): | |
43 | super(PortfolioTest, self).setUp() | |
44 | ||
45 | with open("test_portfolio.json") as example: | |
46 | self.json_response = example.read() | |
47 | ||
48 | self.wm.get(portfolio.Portfolio.URL, text=self.json_response) | |
49 | ||
50 | def test_get_cryptoportfolio(self): | |
51 | self.wm.get(portfolio.Portfolio.URL, [ | |
52 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
53 | {"text": "System Error", "status_code": 500}, | |
54 | {"exc": requests.exceptions.ConnectTimeout}, | |
55 | ]) | |
56 | portfolio.Portfolio.get_cryptoportfolio() | |
57 | self.assertIn("foo", portfolio.Portfolio.data) | |
58 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
59 | self.assertTrue(self.wm.called) | |
60 | self.assertEqual(1, self.wm.call_count) | |
61 | ||
62 | portfolio.Portfolio.get_cryptoportfolio() | |
63 | self.assertIsNone(portfolio.Portfolio.data) | |
64 | self.assertEqual(2, self.wm.call_count) | |
65 | ||
66 | portfolio.Portfolio.data = "Foo" | |
67 | portfolio.Portfolio.get_cryptoportfolio() | |
68 | self.assertEqual("Foo", portfolio.Portfolio.data) | |
69 | self.assertEqual(3, self.wm.call_count) | |
70 | ||
71 | def test_parse_cryptoportfolio(self): | |
72 | portfolio.Portfolio.parse_cryptoportfolio() | |
73 | ||
74 | self.assertListEqual( | |
75 | ["medium", "high"], | |
76 | list(portfolio.Portfolio.liquidities.keys())) | |
77 | ||
78 | liquidities = portfolio.Portfolio.liquidities | |
79 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
80 | self.assertEqual(10, len(liquidities["high"].keys())) | |
81 | ||
82 | expected = { | |
83 | 'BTC': (D("0.2857"), "long"), | |
84 | 'DGB': (D("0.1015"), "long"), | |
85 | 'DOGE': (D("0.1805"), "long"), | |
86 | 'SC': (D("0.0623"), "long"), | |
87 | 'ZEC': (D("0.3701"), "long"), | |
88 | } | |
89 | self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) | |
90 | ||
91 | expected = { | |
92 | 'BTC': (D("1.1102e-16"), "long"), | |
93 | 'ETC': (D("0.1"), "long"), | |
94 | 'FCT': (D("0.1"), "long"), | |
95 | 'GAS': (D("0.1"), "long"), | |
96 | 'NAV': (D("0.1"), "long"), | |
97 | 'OMG': (D("0.1"), "long"), | |
98 | 'OMNI': (D("0.1"), "long"), | |
99 | 'PPC': (D("0.1"), "long"), | |
100 | 'RIC': (D("0.1"), "long"), | |
101 | 'VIA': (D("0.1"), "long"), | |
102 | 'XCP': (D("0.1"), "long"), | |
103 | } | |
104 | self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) | |
105 | ||
106 | # It doesn't refetch the data when available | |
107 | portfolio.Portfolio.parse_cryptoportfolio() | |
108 | ||
109 | self.assertEqual(1, self.wm.call_count) | |
110 | ||
111 | def test_repartition(self): | |
112 | expected_medium = { | |
113 | 'BTC': (D("1.1102e-16"), "long"), | |
114 | 'USDT': (D("0.1"), "long"), | |
115 | 'ETC': (D("0.1"), "long"), | |
116 | 'FCT': (D("0.1"), "long"), | |
117 | 'OMG': (D("0.1"), "long"), | |
118 | 'STEEM': (D("0.1"), "long"), | |
119 | 'STRAT': (D("0.1"), "long"), | |
120 | 'XEM': (D("0.1"), "long"), | |
121 | 'XMR': (D("0.1"), "long"), | |
122 | 'XVC': (D("0.1"), "long"), | |
123 | 'ZRX': (D("0.1"), "long"), | |
124 | } | |
125 | expected_high = { | |
126 | 'USDT': (D("0.1226"), "long"), | |
127 | 'BTC': (D("0.1429"), "long"), | |
128 | 'ETC': (D("0.1127"), "long"), | |
129 | 'ETH': (D("0.1569"), "long"), | |
130 | 'FCT': (D("0.3341"), "long"), | |
131 | 'GAS': (D("0.1308"), "long"), | |
132 | } | |
133 | ||
134 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) | |
135 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) | |
136 | self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) | |
137 | ||
138 | class AmountTest(WebMockTestCase): | |
dd359bc0 | 139 | def test_values(self): |
5ab23e1c IB |
140 | amount = portfolio.Amount("BTC", "0.65") |
141 | self.assertEqual(D("0.65"), amount.value) | |
dd359bc0 IB |
142 | self.assertEqual("BTC", amount.currency) |
143 | ||
dd359bc0 IB |
144 | def test_in_currency(self): |
145 | amount = portfolio.Amount("ETC", 10) | |
146 | ||
147 | self.assertEqual(amount, amount.in_currency("ETC", None)) | |
148 | ||
149 | ticker_mock = unittest.mock.Mock() | |
cfab619d | 150 | with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): |
dd359bc0 | 151 | ticker_mock.return_value = None |
dd359bc0 IB |
152 | |
153 | self.assertRaises(Exception, amount.in_currency, "ETH", None) | |
154 | ||
cfab619d | 155 | with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): |
dd359bc0 | 156 | ticker_mock.return_value = { |
deb8924c IB |
157 | "bid": D("0.2"), |
158 | "ask": D("0.4"), | |
5ab23e1c | 159 | "average": D("0.3"), |
dd359bc0 IB |
160 | "foo": "bar", |
161 | } | |
162 | converted_amount = amount.in_currency("ETH", None) | |
163 | ||
5ab23e1c | 164 | self.assertEqual(D("3.0"), converted_amount.value) |
dd359bc0 IB |
165 | self.assertEqual("ETH", converted_amount.currency) |
166 | self.assertEqual(amount, converted_amount.linked_to) | |
167 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
168 | ||
deb8924c IB |
169 | converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") |
170 | self.assertEqual(D("2"), converted_amount.value) | |
171 | ||
172 | converted_amount = amount.in_currency("ETH", None, compute_value="ask") | |
173 | self.assertEqual(D("4"), converted_amount.value) | |
174 | ||
c2644ba8 IB |
175 | converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) |
176 | self.assertEqual(D("0.2"), converted_amount.value) | |
177 | ||
80cdd672 IB |
178 | def test__round(self): |
179 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
180 | self.assertEqual(D("1.23456789"), round(amount).value) | |
181 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
182 | ||
dd359bc0 IB |
183 | def test__abs(self): |
184 | amount = portfolio.Amount("SC", -120) | |
185 | self.assertEqual(120, abs(amount).value) | |
186 | self.assertEqual("SC", abs(amount).currency) | |
187 | ||
188 | amount = portfolio.Amount("SC", 10) | |
189 | self.assertEqual(10, abs(amount).value) | |
190 | self.assertEqual("SC", abs(amount).currency) | |
191 | ||
192 | def test__add(self): | |
5ab23e1c IB |
193 | amount1 = portfolio.Amount("XVG", "12.9") |
194 | amount2 = portfolio.Amount("XVG", "13.1") | |
dd359bc0 IB |
195 | |
196 | self.assertEqual(26, (amount1 + amount2).value) | |
197 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
198 | ||
5ab23e1c | 199 | amount3 = portfolio.Amount("ETH", "1.6") |
dd359bc0 IB |
200 | with self.assertRaises(Exception): |
201 | amount1 + amount3 | |
202 | ||
203 | amount4 = portfolio.Amount("ETH", 0.0) | |
204 | self.assertEqual(amount1, amount1 + amount4) | |
205 | ||
206 | def test__radd(self): | |
5ab23e1c | 207 | amount = portfolio.Amount("XVG", "12.9") |
dd359bc0 IB |
208 | |
209 | self.assertEqual(amount, 0 + amount) | |
210 | with self.assertRaises(Exception): | |
211 | 4 + amount | |
212 | ||
213 | def test__sub(self): | |
5ab23e1c IB |
214 | amount1 = portfolio.Amount("XVG", "13.3") |
215 | amount2 = portfolio.Amount("XVG", "13.1") | |
dd359bc0 | 216 | |
5ab23e1c | 217 | self.assertEqual(D("0.2"), (amount1 - amount2).value) |
dd359bc0 IB |
218 | self.assertEqual("XVG", (amount1 - amount2).currency) |
219 | ||
5ab23e1c | 220 | amount3 = portfolio.Amount("ETH", "1.6") |
dd359bc0 IB |
221 | with self.assertRaises(Exception): |
222 | amount1 - amount3 | |
223 | ||
224 | amount4 = portfolio.Amount("ETH", 0.0) | |
225 | self.assertEqual(amount1, amount1 - amount4) | |
226 | ||
dd359bc0 IB |
227 | def test__mul(self): |
228 | amount = portfolio.Amount("XEM", 11) | |
229 | ||
5ab23e1c IB |
230 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) |
231 | self.assertEqual(D("33"), (amount * 3).value) | |
dd359bc0 IB |
232 | |
233 | with self.assertRaises(Exception): | |
234 | amount * amount | |
235 | ||
236 | def test__rmul(self): | |
237 | amount = portfolio.Amount("XEM", 11) | |
238 | ||
5ab23e1c IB |
239 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) |
240 | self.assertEqual(D("33"), (3 * amount).value) | |
dd359bc0 IB |
241 | |
242 | def test__floordiv(self): | |
243 | amount = portfolio.Amount("XEM", 11) | |
244 | ||
5ab23e1c IB |
245 | self.assertEqual(D("5.5"), (amount / 2).value) |
246 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
dd359bc0 | 247 | |
80cdd672 | 248 | def test__truediv(self): |
dd359bc0 IB |
249 | amount = portfolio.Amount("XEM", 11) |
250 | ||
5ab23e1c IB |
251 | self.assertEqual(D("5.5"), (amount / 2).value) |
252 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
dd359bc0 IB |
253 | |
254 | def test__lt(self): | |
255 | amount1 = portfolio.Amount("BTD", 11.3) | |
256 | amount2 = portfolio.Amount("BTD", 13.1) | |
257 | ||
258 | self.assertTrue(amount1 < amount2) | |
259 | self.assertFalse(amount2 < amount1) | |
260 | self.assertFalse(amount1 < amount1) | |
261 | ||
262 | amount3 = portfolio.Amount("BTC", 1.6) | |
263 | with self.assertRaises(Exception): | |
264 | amount1 < amount3 | |
265 | ||
80cdd672 IB |
266 | def test__le(self): |
267 | amount1 = portfolio.Amount("BTD", 11.3) | |
268 | amount2 = portfolio.Amount("BTD", 13.1) | |
269 | ||
270 | self.assertTrue(amount1 <= amount2) | |
271 | self.assertFalse(amount2 <= amount1) | |
272 | self.assertTrue(amount1 <= amount1) | |
273 | ||
274 | amount3 = portfolio.Amount("BTC", 1.6) | |
275 | with self.assertRaises(Exception): | |
276 | amount1 <= amount3 | |
277 | ||
278 | def test__gt(self): | |
279 | amount1 = portfolio.Amount("BTD", 11.3) | |
280 | amount2 = portfolio.Amount("BTD", 13.1) | |
281 | ||
282 | self.assertTrue(amount2 > amount1) | |
283 | self.assertFalse(amount1 > amount2) | |
284 | self.assertFalse(amount1 > amount1) | |
285 | ||
286 | amount3 = portfolio.Amount("BTC", 1.6) | |
287 | with self.assertRaises(Exception): | |
288 | amount3 > amount1 | |
289 | ||
290 | def test__ge(self): | |
291 | amount1 = portfolio.Amount("BTD", 11.3) | |
292 | amount2 = portfolio.Amount("BTD", 13.1) | |
293 | ||
294 | self.assertTrue(amount2 >= amount1) | |
295 | self.assertFalse(amount1 >= amount2) | |
296 | self.assertTrue(amount1 >= amount1) | |
297 | ||
298 | amount3 = portfolio.Amount("BTC", 1.6) | |
299 | with self.assertRaises(Exception): | |
300 | amount3 >= amount1 | |
301 | ||
dd359bc0 IB |
302 | def test__eq(self): |
303 | amount1 = portfolio.Amount("BTD", 11.3) | |
304 | amount2 = portfolio.Amount("BTD", 13.1) | |
305 | amount3 = portfolio.Amount("BTD", 11.3) | |
306 | ||
307 | self.assertFalse(amount1 == amount2) | |
308 | self.assertFalse(amount2 == amount1) | |
309 | self.assertTrue(amount1 == amount3) | |
310 | self.assertFalse(amount2 == 0) | |
311 | ||
312 | amount4 = portfolio.Amount("BTC", 1.6) | |
313 | with self.assertRaises(Exception): | |
314 | amount1 == amount4 | |
315 | ||
316 | amount5 = portfolio.Amount("BTD", 0) | |
317 | self.assertTrue(amount5 == 0) | |
318 | ||
80cdd672 IB |
319 | def test__ne(self): |
320 | amount1 = portfolio.Amount("BTD", 11.3) | |
321 | amount2 = portfolio.Amount("BTD", 13.1) | |
322 | amount3 = portfolio.Amount("BTD", 11.3) | |
323 | ||
324 | self.assertTrue(amount1 != amount2) | |
325 | self.assertTrue(amount2 != amount1) | |
326 | self.assertFalse(amount1 != amount3) | |
327 | self.assertTrue(amount2 != 0) | |
328 | ||
329 | amount4 = portfolio.Amount("BTC", 1.6) | |
330 | with self.assertRaises(Exception): | |
331 | amount1 != amount4 | |
332 | ||
333 | amount5 = portfolio.Amount("BTD", 0) | |
334 | self.assertFalse(amount5 != 0) | |
335 | ||
336 | def test__neg(self): | |
337 | amount1 = portfolio.Amount("BTD", "11.3") | |
338 | ||
339 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
340 | ||
dd359bc0 IB |
341 | def test__str(self): |
342 | amount1 = portfolio.Amount("BTX", 32) | |
343 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
344 | ||
345 | amount2 = portfolio.Amount("USDT", 12000) | |
346 | amount1.linked_to = amount2 | |
347 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
348 | ||
349 | def test__repr(self): | |
350 | amount1 = portfolio.Amount("BTX", 32) | |
351 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
352 | ||
353 | amount2 = portfolio.Amount("USDT", 12000) | |
354 | amount1.linked_to = amount2 | |
355 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
356 | ||
357 | amount3 = portfolio.Amount("BTC", 0.1) | |
358 | amount2.linked_to = amount3 | |
359 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
360 | ||
80cdd672 | 361 | class BalanceTest(WebMockTestCase): |
f2da6589 IB |
362 | def setUp(self): |
363 | super(BalanceTest, self).setUp() | |
364 | ||
365 | self.fetch_balance = { | |
366 | "free": "foo", | |
367 | "info": "bar", | |
368 | "used": "baz", | |
369 | "total": "bazz", | |
a9950fd0 IB |
370 | "ETC": { |
371 | "free": 0.0, | |
372 | "used": 0.0, | |
373 | "total": 0.0 | |
374 | }, | |
f2da6589 IB |
375 | "USDT": { |
376 | "free": 6.0, | |
377 | "used": 1.2, | |
378 | "total": 7.2 | |
379 | }, | |
380 | "XVG": { | |
381 | "free": 16, | |
382 | "used": 0.0, | |
383 | "total": 16 | |
384 | }, | |
385 | "XMR": { | |
386 | "free": 0.0, | |
387 | "used": 0.0, | |
388 | "total": 0.0 | |
389 | }, | |
390 | } | |
f2da6589 IB |
391 | |
392 | def test_values(self): | |
80cdd672 IB |
393 | balance = portfolio.Balance("BTC", { |
394 | "exchange_total": "0.65", | |
395 | "exchange_free": "0.35", | |
396 | "exchange_used": "0.30", | |
397 | "margin_total": "-10", | |
398 | "margin_borrowed": "-10", | |
399 | "margin_free": "0", | |
400 | "margin_position_type": "short", | |
401 | "margin_borrowed_base_currency": "USDT", | |
402 | "margin_liquidation_price": "1.20", | |
403 | "margin_pending_gain": "10", | |
404 | "margin_lending_fees": "0.4", | |
405 | "margin_borrowed_base_price": "0.15", | |
406 | }) | |
407 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
408 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
409 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
410 | self.assertEqual("BTC", balance.exchange_total.currency) | |
411 | self.assertEqual("BTC", balance.exchange_free.currency) | |
412 | self.assertEqual("BTC", balance.exchange_total.currency) | |
413 | ||
414 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
415 | self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value) | |
416 | self.assertEqual(portfolio.D("0"), balance.margin_free.value) | |
417 | self.assertEqual("BTC", balance.margin_total.currency) | |
418 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
419 | self.assertEqual("BTC", balance.margin_free.currency) | |
f2da6589 | 420 | |
f2da6589 IB |
421 | self.assertEqual("BTC", balance.currency) |
422 | ||
80cdd672 IB |
423 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) |
424 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
425 | ||
cfab619d | 426 | @mock.patch.object(portfolio.Trade, "get_ticker") |
f2da6589 IB |
427 | def test_in_currency(self, get_ticker): |
428 | portfolio.Balance.known_balances = { | |
80cdd672 IB |
429 | "BTC": portfolio.Balance("BTC", { |
430 | "total": "0.65", | |
431 | "exchange_total":"0.65", | |
432 | "exchange_free": "0.35", | |
433 | "exchange_used": "0.30"}), | |
434 | "ETH": portfolio.Balance("ETH", { | |
435 | "total": 3, | |
436 | "exchange_total": 3, | |
437 | "exchange_free": 3, | |
438 | "exchange_used": 0}), | |
f2da6589 IB |
439 | } |
440 | market = mock.Mock() | |
441 | get_ticker.return_value = { | |
5ab23e1c IB |
442 | "bid": D("0.09"), |
443 | "ask": D("0.11"), | |
444 | "average": D("0.1"), | |
f2da6589 IB |
445 | } |
446 | ||
447 | amounts = portfolio.Balance.in_currency("BTC", market) | |
448 | self.assertEqual("BTC", amounts["ETH"].currency) | |
5ab23e1c IB |
449 | self.assertEqual(D("0.65"), amounts["BTC"].value) |
450 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
f2da6589 | 451 | |
deb8924c | 452 | amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid") |
5ab23e1c IB |
453 | self.assertEqual(D("0.65"), amounts["BTC"].value) |
454 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
f2da6589 | 455 | |
80cdd672 | 456 | amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="exchange_used") |
5ab23e1c | 457 | self.assertEqual(D("0.30"), amounts["BTC"].value) |
f2da6589 IB |
458 | self.assertEqual(0, amounts["ETH"].value) |
459 | ||
460 | def test_currencies(self): | |
461 | portfolio.Balance.known_balances = { | |
80cdd672 IB |
462 | "BTC": portfolio.Balance("BTC", { |
463 | "total": "0.65", | |
464 | "exchange_total":"0.65", | |
465 | "exchange_free": "0.35", | |
466 | "exchange_used": "0.30"}), | |
467 | "ETH": portfolio.Balance("ETH", { | |
468 | "total": 3, | |
469 | "exchange_total": 3, | |
470 | "exchange_free": 3, | |
471 | "exchange_used": 0}), | |
f2da6589 IB |
472 | } |
473 | self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies())) | |
474 | ||
80cdd672 | 475 | @unittest.expectedFailure |
f2da6589 IB |
476 | @mock.patch.object(portfolio.market, "fetch_balance") |
477 | def test_fetch_balances(self, fetch_balance): | |
478 | fetch_balance.return_value = self.fetch_balance | |
479 | ||
480 | portfolio.Balance.fetch_balances(portfolio.market) | |
481 | self.assertNotIn("XMR", portfolio.Balance.currencies()) | |
a9950fd0 IB |
482 | self.assertListEqual(["USDT", "XVG"], list(portfolio.Balance.currencies())) |
483 | ||
484 | portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", "1", "0", "1") | |
485 | portfolio.Balance.fetch_balances(portfolio.market) | |
486 | self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total) | |
487 | self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies())) | |
f2da6589 | 488 | |
80cdd672 | 489 | @unittest.expectedFailure |
350ed24d | 490 | @mock.patch.object(portfolio.Portfolio, "repartition") |
f2da6589 IB |
491 | @mock.patch.object(portfolio.market, "fetch_balance") |
492 | def test_dispatch_assets(self, fetch_balance, repartition): | |
493 | fetch_balance.return_value = self.fetch_balance | |
494 | portfolio.Balance.fetch_balances(portfolio.market) | |
495 | ||
496 | self.assertNotIn("XEM", portfolio.Balance.currencies()) | |
497 | ||
498 | repartition.return_value = { | |
350ed24d IB |
499 | "XEM": (D("0.75"), "long"), |
500 | "BTC": (D("0.26"), "long"), | |
f2da6589 IB |
501 | } |
502 | ||
5ab23e1c | 503 | amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1")) |
f2da6589 | 504 | self.assertIn("XEM", portfolio.Balance.currencies()) |
5ab23e1c IB |
505 | self.assertEqual(D("2.6"), amounts["BTC"].value) |
506 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
f2da6589 | 507 | |
80cdd672 | 508 | @unittest.expectedFailure |
350ed24d | 509 | @mock.patch.object(portfolio.Portfolio, "repartition") |
cfab619d | 510 | @mock.patch.object(portfolio.Trade, "get_ticker") |
f2da6589 IB |
511 | @mock.patch.object(portfolio.Trade, "compute_trades") |
512 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
513 | repartition.return_value = { | |
350ed24d IB |
514 | "XEM": (D("0.75"), "long"), |
515 | "BTC": (D("0.25"), "long"), | |
f2da6589 | 516 | } |
deb8924c IB |
517 | def _get_ticker(c1, c2, market): |
518 | if c1 == "USDT" and c2 == "BTC": | |
519 | return { "average": D("0.0001") } | |
520 | if c1 == "XVG" and c2 == "BTC": | |
521 | return { "average": D("0.000001") } | |
522 | if c1 == "XEM" and c2 == "BTC": | |
523 | return { "average": D("0.001") } | |
a9950fd0 | 524 | self.fail("Should be called with {}, {}".format(c1, c2)) |
deb8924c IB |
525 | get_ticker.side_effect = _get_ticker |
526 | ||
f2da6589 IB |
527 | market = mock.Mock() |
528 | market.fetch_balance.return_value = { | |
529 | "USDT": { | |
5ab23e1c IB |
530 | "free": D("10000.0"), |
531 | "used": D("0.0"), | |
532 | "total": D("10000.0") | |
f2da6589 IB |
533 | }, |
534 | "XVG": { | |
5ab23e1c IB |
535 | "free": D("10000.0"), |
536 | "used": D("0.0"), | |
537 | "total": D("10000.0") | |
f2da6589 IB |
538 | }, |
539 | } | |
540 | portfolio.Balance.prepare_trades(market) | |
541 | compute_trades.assert_called() | |
542 | ||
543 | call = compute_trades.call_args | |
544 | self.assertEqual(market, call[1]["market"]) | |
545 | self.assertEqual(1, call[0][0]["USDT"].value) | |
5ab23e1c IB |
546 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) |
547 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
548 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
f2da6589 | 549 | |
a9950fd0 IB |
550 | @unittest.skip("TODO") |
551 | def test_update_trades(self): | |
552 | pass | |
553 | ||
80cdd672 | 554 | @unittest.expectedFailure |
f2da6589 IB |
555 | def test__repr(self): |
556 | balance = portfolio.Balance("BTX", 3, 1, 2) | |
557 | self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance)) | |
558 | ||
80cdd672 | 559 | class TradeTest(WebMockTestCase): |
cfab619d IB |
560 | |
561 | def test_get_ticker(self): | |
562 | market = mock.Mock() | |
563 | market.fetch_ticker.side_effect = [ | |
564 | { "bid": 1, "ask": 3 }, | |
e0b14bcc | 565 | portfolio.ExchangeError("foo"), |
cfab619d | 566 | { "bid": 10, "ask": 40 }, |
e0b14bcc IB |
567 | portfolio.ExchangeError("foo"), |
568 | portfolio.ExchangeError("foo"), | |
cfab619d IB |
569 | ] |
570 | ||
571 | ticker = portfolio.Trade.get_ticker("ETH", "ETC", market) | |
572 | market.fetch_ticker.assert_called_with("ETH/ETC") | |
573 | self.assertEqual(1, ticker["bid"]) | |
574 | self.assertEqual(3, ticker["ask"]) | |
575 | self.assertEqual(2, ticker["average"]) | |
576 | self.assertFalse(ticker["inverted"]) | |
577 | ||
578 | ticker = portfolio.Trade.get_ticker("ETH", "XVG", market) | |
579 | self.assertEqual(0.0625, ticker["average"]) | |
580 | self.assertTrue(ticker["inverted"]) | |
581 | self.assertIn("original", ticker) | |
582 | self.assertEqual(10, ticker["original"]["bid"]) | |
583 | ||
584 | ticker = portfolio.Trade.get_ticker("XVG", "XMR", market) | |
585 | self.assertIsNone(ticker) | |
586 | ||
587 | market.fetch_ticker.assert_has_calls([ | |
588 | mock.call("ETH/ETC"), | |
589 | mock.call("ETH/XVG"), | |
590 | mock.call("XVG/ETH"), | |
591 | mock.call("XVG/XMR"), | |
592 | mock.call("XMR/XVG"), | |
593 | ]) | |
594 | ||
595 | market2 = mock.Mock() | |
596 | market2.fetch_ticker.side_effect = [ | |
597 | { "bid": 1, "ask": 3 }, | |
598 | { "bid": 1.2, "ask": 3.5 }, | |
599 | ] | |
600 | ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2) | |
601 | ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2) | |
602 | ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2) | |
603 | market2.fetch_ticker.assert_called_once_with("ETH/ETC") | |
604 | self.assertEqual(1, ticker1["bid"]) | |
605 | self.assertDictEqual(ticker1, ticker2) | |
606 | self.assertDictEqual(ticker1, ticker3["original"]) | |
607 | ||
608 | ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True) | |
609 | ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2) | |
610 | self.assertEqual(1.2, ticker4["bid"]) | |
611 | self.assertDictEqual(ticker4, ticker5) | |
612 | ||
613 | market3 = mock.Mock() | |
614 | market3.fetch_ticker.side_effect = [ | |
615 | { "bid": 1, "ask": 3 }, | |
616 | { "bid": 1.2, "ask": 3.5 }, | |
617 | ] | |
618 | ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3) | |
619 | portfolio.Trade.ticker_cache_timestamp -= 4 | |
620 | ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3) | |
621 | portfolio.Trade.ticker_cache_timestamp -= 2 | |
622 | ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3) | |
623 | self.assertDictEqual(ticker6, ticker7) | |
624 | self.assertEqual(1.2, ticker8["bid"]) | |
625 | ||
626 | @unittest.skip("TODO") | |
627 | def test_values_assertion(self): | |
66c8b3dd IB |
628 | value_from = Amount("BTC", "1.0") |
629 | value_from.linked_to = Amount("ETH", "10.0") | |
630 | value_to = Amount("BTC", "1.0") | |
631 | trade = portfolioTrade(value_from, value_to, "ETH") | |
632 | self.assertEqual("BTC", trade.base_currency) | |
633 | self.assertEqual("ETH", trade.currency) | |
634 | ||
635 | with self.assertRaises(AssertionError): | |
636 | portfolio.Trade(value_from, value_to, "ETC") | |
637 | with self.assertRaises(AssertionError): | |
638 | value_from.linked_to = None | |
639 | portfolio.Trade(value_from, value_to, "ETH") | |
640 | with self.assertRaises(AssertionError): | |
641 | value_from.currency = "ETH" | |
642 | portfolio.Trade(value_from, value_to, "ETH") | |
cfab619d IB |
643 | |
644 | @unittest.skip("TODO") | |
645 | def test_fetch_fees(self): | |
646 | pass | |
647 | ||
648 | @unittest.skip("TODO") | |
649 | def test_compute_trades(self): | |
650 | pass | |
651 | ||
652 | @unittest.skip("TODO") | |
653 | def test_action(self): | |
654 | pass | |
655 | ||
656 | @unittest.skip("TODO") | |
657 | def test_action(self): | |
658 | pass | |
659 | ||
660 | @unittest.skip("TODO") | |
661 | def test_order_action(self): | |
662 | pass | |
663 | ||
664 | @unittest.skip("TODO") | |
665 | def test_prepare_order(self): | |
666 | pass | |
667 | ||
668 | @unittest.skip("TODO") | |
669 | def test_all_orders(self): | |
670 | pass | |
671 | ||
672 | @unittest.skip("TODO") | |
673 | def test_follow_orders(self): | |
674 | pass | |
675 | ||
deb8924c IB |
676 | @unittest.skip("TODO") |
677 | def test_compute_value(self): | |
678 | pass | |
679 | ||
cfab619d IB |
680 | @unittest.skip("TODO") |
681 | def test__repr(self): | |
682 | pass | |
683 | ||
80cdd672 IB |
684 | class AcceptanceTest(WebMockTestCase): |
685 | @unittest.expectedFailure | |
a9950fd0 IB |
686 | def test_success_sell_only_necessary(self): |
687 | fetch_balance = { | |
688 | "ETH": { | |
689 | "free": D("1.0"), | |
690 | "used": D("0.0"), | |
691 | "total": D("1.0"), | |
692 | }, | |
693 | "ETC": { | |
694 | "free": D("4.0"), | |
695 | "used": D("0.0"), | |
696 | "total": D("4.0"), | |
697 | }, | |
698 | "XVG": { | |
699 | "free": D("1000.0"), | |
700 | "used": D("0.0"), | |
701 | "total": D("1000.0"), | |
702 | }, | |
703 | } | |
704 | repartition = { | |
350ed24d IB |
705 | "ETH": (D("0.25"), "long"), |
706 | "ETC": (D("0.25"), "long"), | |
707 | "BTC": (D("0.4"), "long"), | |
708 | "BTD": (D("0.01"), "short"), | |
709 | "B2X": (D("0.04"), "long"), | |
710 | "USDT": (D("0.05"), "long"), | |
a9950fd0 IB |
711 | } |
712 | ||
713 | def fetch_ticker(symbol): | |
714 | if symbol == "ETH/BTC": | |
715 | return { | |
716 | "symbol": "ETH/BTC", | |
717 | "bid": D("0.14"), | |
718 | "ask": D("0.16") | |
719 | } | |
720 | if symbol == "ETC/BTC": | |
721 | return { | |
722 | "symbol": "ETC/BTC", | |
723 | "bid": D("0.002"), | |
724 | "ask": D("0.003") | |
725 | } | |
726 | if symbol == "XVG/BTC": | |
727 | return { | |
728 | "symbol": "XVG/BTC", | |
729 | "bid": D("0.00003"), | |
730 | "ask": D("0.00005") | |
731 | } | |
732 | if symbol == "BTD/BTC": | |
733 | return { | |
734 | "symbol": "BTD/BTC", | |
735 | "bid": D("0.0008"), | |
736 | "ask": D("0.0012") | |
737 | } | |
350ed24d IB |
738 | if symbol == "B2X/BTC": |
739 | return { | |
740 | "symbol": "B2X/BTC", | |
741 | "bid": D("0.0008"), | |
742 | "ask": D("0.0012") | |
743 | } | |
a9950fd0 | 744 | if symbol == "USDT/BTC": |
e0b14bcc | 745 | raise portfolio.ExchangeError |
a9950fd0 IB |
746 | if symbol == "BTC/USDT": |
747 | return { | |
748 | "symbol": "BTC/USDT", | |
749 | "bid": D("14000"), | |
750 | "ask": D("16000") | |
751 | } | |
752 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
753 | ||
754 | market = mock.Mock() | |
755 | market.fetch_balance.return_value = fetch_balance | |
756 | market.fetch_ticker.side_effect = fetch_ticker | |
350ed24d | 757 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
a9950fd0 IB |
758 | # Action 1 |
759 | portfolio.Balance.prepare_trades(market) | |
760 | ||
761 | balances = portfolio.Balance.known_balances | |
762 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) | |
763 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
764 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
765 | ||
766 | ||
767 | trades = portfolio.Trade.trades | |
768 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) | |
769 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) | |
770 | self.assertEqual("sell", trades["ETH"].action) | |
771 | ||
772 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) | |
773 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETC"].value_to) | |
774 | self.assertEqual("buy", trades["ETC"].action) | |
775 | ||
776 | self.assertNotIn("BTC", trades) | |
777 | ||
778 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) | |
350ed24d | 779 | self.assertEqual(portfolio.Amount("BTC", D("0.002")), trades["BTD"].value_to) |
a9950fd0 IB |
780 | self.assertEqual("buy", trades["BTD"].action) |
781 | ||
350ed24d IB |
782 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) |
783 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades["B2X"].value_to) | |
784 | self.assertEqual("buy", trades["B2X"].action) | |
785 | ||
a9950fd0 IB |
786 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) |
787 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["USDT"].value_to) | |
788 | self.assertEqual("buy", trades["USDT"].action) | |
789 | ||
790 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) | |
791 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) | |
792 | self.assertEqual("sell", trades["XVG"].action) | |
793 | ||
794 | # Action 2 | |
795 | portfolio.Trade.prepare_orders(only="sell", compute_value=lambda x, y: x["bid"] * D("1.001")) | |
796 | ||
797 | all_orders = portfolio.Trade.all_orders() | |
798 | self.assertEqual(2, len(all_orders)) | |
799 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
800 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
801 | self.assertEqual(1000, all_orders[1].amount.value) | |
802 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
803 | ||
804 | ||
ecba1113 | 805 | def create_order(symbol, type, action, amount, price=None, account="exchange"): |
a9950fd0 IB |
806 | self.assertEqual("limit", type) |
807 | if symbol == "ETH/BTC": | |
b83d4897 | 808 | self.assertEqual("sell", action) |
350ed24d | 809 | self.assertEqual(D('0.66666666'), amount) |
a9950fd0 IB |
810 | self.assertEqual(D("0.14014"), price) |
811 | elif symbol == "XVG/BTC": | |
b83d4897 | 812 | self.assertEqual("sell", action) |
a9950fd0 IB |
813 | self.assertEqual(1000, amount) |
814 | self.assertEqual(D("0.00003003"), price) | |
815 | else: | |
816 | self.fail("I shouldn't have been called") | |
817 | ||
818 | return { | |
819 | "id": symbol, | |
820 | } | |
821 | market.create_order.side_effect = create_order | |
350ed24d | 822 | market.order_precision.return_value = 8 |
a9950fd0 IB |
823 | |
824 | # Action 3 | |
825 | portfolio.Trade.run_orders() | |
826 | ||
827 | self.assertEqual("open", all_orders[0].status) | |
828 | self.assertEqual("open", all_orders[1].status) | |
829 | ||
830 | market.fetch_order.return_value = { "status": "closed" } | |
831 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
832 | # Action 4 | |
833 | portfolio.Trade.follow_orders(verbose=False) | |
834 | ||
835 | sleep.assert_called_with(30) | |
836 | ||
837 | for order in all_orders: | |
838 | self.assertEqual("closed", order.status) | |
839 | ||
840 | fetch_balance = { | |
841 | "ETH": { | |
842 | "free": D("1.0") / 3, | |
843 | "used": D("0.0"), | |
844 | "total": D("1.0") / 3, | |
845 | }, | |
846 | "BTC": { | |
847 | "free": D("0.134"), | |
848 | "used": D("0.0"), | |
849 | "total": D("0.134"), | |
850 | }, | |
851 | "ETC": { | |
852 | "free": D("4.0"), | |
853 | "used": D("0.0"), | |
854 | "total": D("4.0"), | |
855 | }, | |
856 | "XVG": { | |
857 | "free": D("0.0"), | |
858 | "used": D("0.0"), | |
859 | "total": D("0.0"), | |
860 | }, | |
861 | } | |
862 | market.fetch_balance.return_value = fetch_balance | |
863 | ||
350ed24d | 864 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
a9950fd0 IB |
865 | # Action 5 |
866 | portfolio.Balance.update_trades(market, only="buy", compute_value="average") | |
867 | ||
868 | balances = portfolio.Balance.known_balances | |
869 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) | |
870 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
871 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
872 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
873 | ||
874 | ||
875 | trades = portfolio.Trade.trades | |
876 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) | |
877 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) | |
878 | self.assertEqual("sell", trades["ETH"].action) | |
879 | ||
880 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) | |
881 | self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to) | |
882 | self.assertEqual("buy", trades["ETC"].action) | |
883 | ||
884 | self.assertNotIn("BTC", trades) | |
885 | ||
886 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) | |
350ed24d | 887 | self.assertEqual(portfolio.Amount("BTC", D("0.00194")), trades["BTD"].value_to) |
a9950fd0 IB |
888 | self.assertEqual("buy", trades["BTD"].action) |
889 | ||
350ed24d IB |
890 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) |
891 | self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to) | |
892 | self.assertEqual("buy", trades["B2X"].action) | |
893 | ||
a9950fd0 IB |
894 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) |
895 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to) | |
896 | self.assertEqual("buy", trades["USDT"].action) | |
897 | ||
898 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) | |
899 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) | |
900 | self.assertEqual("sell", trades["XVG"].action) | |
901 | ||
902 | # Action 6 | |
b83d4897 IB |
903 | portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"]) |
904 | ||
a9950fd0 | 905 | all_orders = portfolio.Trade.all_orders(state="pending") |
350ed24d IB |
906 | self.assertEqual(4, len(all_orders)) |
907 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
b83d4897 IB |
908 | self.assertEqual(D("0.003"), all_orders[0].rate) |
909 | self.assertEqual("buy", all_orders[0].action) | |
350ed24d | 910 | self.assertEqual("long", all_orders[0].trade_type) |
b83d4897 | 911 | |
350ed24d | 912 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) |
b83d4897 | 913 | self.assertEqual(D("0.0012"), all_orders[1].rate) |
350ed24d IB |
914 | self.assertEqual("sell", all_orders[1].action) |
915 | self.assertEqual("short", all_orders[1].trade_type) | |
916 | ||
917 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
918 | self.assertAlmostEqual(0, diff.value) | |
919 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
920 | self.assertEqual("buy", all_orders[2].action) | |
921 | self.assertEqual("long", all_orders[2].trade_type) | |
922 | ||
923 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
924 | self.assertEqual(D("16000"), all_orders[3].rate) | |
925 | self.assertEqual("sell", all_orders[3].action) | |
926 | self.assertEqual("long", all_orders[3].trade_type) | |
b83d4897 | 927 | |
006a2084 IB |
928 | # Action 6b |
929 | # TODO: | |
930 | # Move balances to margin | |
931 | ||
350ed24d IB |
932 | # Action 7 |
933 | # TODO | |
934 | # portfolio.Trade.run_orders() | |
a9950fd0 IB |
935 | |
936 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
350ed24d | 937 | # Action 8 |
a9950fd0 IB |
938 | portfolio.Trade.follow_orders(verbose=False) |
939 | ||
940 | sleep.assert_called_with(30) | |
941 | ||
dd359bc0 IB |
942 | if __name__ == '__main__': |
943 | unittest.main() |