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Commit | Line | Data |
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1aa7d4fa | 1 | import sys |
dd359bc0 IB |
2 | import portfolio |
3 | import unittest | |
f86ee140 | 4 | import datetime |
5ab23e1c | 5 | from decimal import Decimal as D |
dd359bc0 | 6 | from unittest import mock |
80cdd672 IB |
7 | import requests |
8 | import requests_mock | |
c51687d2 | 9 | from io import StringIO |
f86ee140 | 10 | import portfolio, helper, market |
dd359bc0 | 11 | |
1aa7d4fa IB |
12 | limits = ["acceptance", "unit"] |
13 | for test_type in limits: | |
14 | if "--no{}".format(test_type) in sys.argv: | |
15 | sys.argv.remove("--no{}".format(test_type)) | |
16 | limits.remove(test_type) | |
17 | if "--only{}".format(test_type) in sys.argv: | |
18 | sys.argv.remove("--only{}".format(test_type)) | |
19 | limits = [test_type] | |
20 | break | |
21 | ||
80cdd672 IB |
22 | class WebMockTestCase(unittest.TestCase): |
23 | import time | |
24 | ||
25 | def setUp(self): | |
26 | super(WebMockTestCase, self).setUp() | |
27 | self.wm = requests_mock.Mocker() | |
28 | self.wm.start() | |
29 | ||
f86ee140 IB |
30 | # market |
31 | self.m = mock.Mock(name="Market", spec=market.Market) | |
32 | self.m.debug = False | |
33 | ||
80cdd672 | 34 | self.patchers = [ |
9f54fd9a | 35 | mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}), |
80cdd672 | 36 | mock.patch.multiple(portfolio.Computation, |
6ca5a1ec | 37 | computations=portfolio.Computation.computations), |
80cdd672 IB |
38 | ] |
39 | for patcher in self.patchers: | |
40 | patcher.start() | |
41 | ||
80cdd672 IB |
42 | def tearDown(self): |
43 | for patcher in self.patchers: | |
44 | patcher.stop() | |
45 | self.wm.stop() | |
46 | super(WebMockTestCase, self).tearDown() | |
47 | ||
3f415207 IB |
48 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
49 | class poloniexETest(unittest.TestCase): | |
50 | def setUp(self): | |
51 | super(poloniexETest, self).setUp() | |
52 | self.wm = requests_mock.Mocker() | |
53 | self.wm.start() | |
54 | ||
55 | self.s = market.ccxt.poloniexE() | |
56 | ||
57 | def tearDown(self): | |
58 | self.wm.stop() | |
59 | super(poloniexETest, self).tearDown() | |
60 | ||
61 | def test_nanoseconds(self): | |
62 | with mock.patch.object(market.ccxt.time, "time") as time: | |
63 | time.return_value = 123456.7890123456 | |
64 | self.assertEqual(123456789012345, self.s.nanoseconds()) | |
65 | ||
66 | def test_nonce(self): | |
67 | with mock.patch.object(market.ccxt.time, "time") as time: | |
68 | time.return_value = 123456.7890123456 | |
69 | self.assertEqual(123456789012345, self.s.nonce()) | |
70 | ||
71 | def test_order_precision(self): | |
72 | self.assertEqual(8, self.s.order_precision("FOO")) | |
73 | ||
74 | def test_transfer_balance(self): | |
75 | with self.subTest(success=True),\ | |
76 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | |
77 | t.return_value = { "success": 1 } | |
78 | result = self.s.transfer_balance("FOO", 12, "exchange", "margin") | |
79 | t.assert_called_once_with({ | |
80 | "currency": "FOO", | |
81 | "amount": 12, | |
82 | "fromAccount": "exchange", | |
83 | "toAccount": "margin", | |
84 | "confirmed": 1 | |
85 | }) | |
86 | self.assertTrue(result) | |
87 | ||
88 | with self.subTest(success=False),\ | |
89 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | |
90 | t.return_value = { "success": 0 } | |
91 | self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin")) | |
92 | ||
93 | def test_close_margin_position(self): | |
94 | with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c: | |
95 | self.s.close_margin_position("FOO", "BAR") | |
96 | c.assert_called_with({"currencyPair": "BAR_FOO"}) | |
97 | ||
98 | def test_tradable_balances(self): | |
99 | with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r: | |
100 | r.return_value = { | |
101 | "FOO": { "exchange": "12.1234", "margin": "0.0123" }, | |
102 | "BAR": { "exchange": "1", "margin": "0" }, | |
103 | } | |
104 | balances = self.s.tradable_balances() | |
105 | self.assertEqual(["FOO", "BAR"], list(balances.keys())) | |
106 | self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys())) | |
107 | self.assertEqual(D("12.1234"), balances["FOO"]["exchange"]) | |
108 | self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys())) | |
109 | ||
110 | def test_margin_summary(self): | |
111 | with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r: | |
112 | r.return_value = { | |
113 | "currentMargin": "1.49680968", | |
114 | "lendingFees": "0.0000001", | |
115 | "pl": "0.00008254", | |
116 | "totalBorrowedValue": "0.00673602", | |
117 | "totalValue": "0.01000000", | |
118 | "netValue": "0.01008254", | |
119 | } | |
120 | expected = { | |
121 | 'current_margin': D('1.49680968'), | |
122 | 'gains': D('0.00008254'), | |
123 | 'lending_fees': D('0.0000001'), | |
124 | 'total': D('0.01000000'), | |
125 | 'total_borrowed': D('0.00673602') | |
126 | } | |
127 | self.assertEqual(expected, self.s.margin_summary()) | |
128 | ||
1aa7d4fa | 129 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
80cdd672 IB |
130 | class PortfolioTest(WebMockTestCase): |
131 | def fill_data(self): | |
132 | if self.json_response is not None: | |
133 | portfolio.Portfolio.data = self.json_response | |
134 | ||
135 | def setUp(self): | |
136 | super(PortfolioTest, self).setUp() | |
137 | ||
138 | with open("test_portfolio.json") as example: | |
139 | self.json_response = example.read() | |
140 | ||
141 | self.wm.get(portfolio.Portfolio.URL, text=self.json_response) | |
142 | ||
f86ee140 | 143 | def test_get_cryptoportfolio(self): |
80cdd672 IB |
144 | self.wm.get(portfolio.Portfolio.URL, [ |
145 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
146 | {"text": "System Error", "status_code": 500}, | |
147 | {"exc": requests.exceptions.ConnectTimeout}, | |
148 | ]) | |
f86ee140 | 149 | portfolio.Portfolio.get_cryptoportfolio(self.m) |
80cdd672 IB |
150 | self.assertIn("foo", portfolio.Portfolio.data) |
151 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
152 | self.assertTrue(self.wm.called) | |
153 | self.assertEqual(1, self.wm.call_count) | |
f86ee140 IB |
154 | self.m.report.log_error.assert_not_called() |
155 | self.m.report.log_http_request.assert_called_once() | |
156 | self.m.report.log_http_request.reset_mock() | |
80cdd672 | 157 | |
f86ee140 | 158 | portfolio.Portfolio.get_cryptoportfolio(self.m) |
80cdd672 IB |
159 | self.assertIsNone(portfolio.Portfolio.data) |
160 | self.assertEqual(2, self.wm.call_count) | |
f86ee140 IB |
161 | self.m.report.log_error.assert_not_called() |
162 | self.m.report.log_http_request.assert_called_once() | |
163 | self.m.report.log_http_request.reset_mock() | |
3d0247f9 | 164 | |
80cdd672 IB |
165 | |
166 | portfolio.Portfolio.data = "Foo" | |
f86ee140 | 167 | portfolio.Portfolio.get_cryptoportfolio(self.m) |
80cdd672 IB |
168 | self.assertEqual("Foo", portfolio.Portfolio.data) |
169 | self.assertEqual(3, self.wm.call_count) | |
f86ee140 | 170 | self.m.report.log_error.assert_called_once_with("get_cryptoportfolio", |
3d0247f9 | 171 | exception=mock.ANY) |
f86ee140 | 172 | self.m.report.log_http_request.assert_not_called() |
80cdd672 | 173 | |
f86ee140 IB |
174 | def test_parse_cryptoportfolio(self): |
175 | portfolio.Portfolio.parse_cryptoportfolio(self.m) | |
80cdd672 IB |
176 | |
177 | self.assertListEqual( | |
178 | ["medium", "high"], | |
179 | list(portfolio.Portfolio.liquidities.keys())) | |
180 | ||
181 | liquidities = portfolio.Portfolio.liquidities | |
182 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
183 | self.assertEqual(10, len(liquidities["high"].keys())) | |
184 | ||
185 | expected = { | |
186 | 'BTC': (D("0.2857"), "long"), | |
187 | 'DGB': (D("0.1015"), "long"), | |
188 | 'DOGE': (D("0.1805"), "long"), | |
189 | 'SC': (D("0.0623"), "long"), | |
190 | 'ZEC': (D("0.3701"), "long"), | |
191 | } | |
9f54fd9a IB |
192 | date = portfolio.datetime(2018, 1, 8) |
193 | self.assertDictEqual(expected, liquidities["high"][date]) | |
80cdd672 IB |
194 | |
195 | expected = { | |
196 | 'BTC': (D("1.1102e-16"), "long"), | |
197 | 'ETC': (D("0.1"), "long"), | |
198 | 'FCT': (D("0.1"), "long"), | |
199 | 'GAS': (D("0.1"), "long"), | |
200 | 'NAV': (D("0.1"), "long"), | |
201 | 'OMG': (D("0.1"), "long"), | |
202 | 'OMNI': (D("0.1"), "long"), | |
203 | 'PPC': (D("0.1"), "long"), | |
204 | 'RIC': (D("0.1"), "long"), | |
205 | 'VIA': (D("0.1"), "long"), | |
206 | 'XCP': (D("0.1"), "long"), | |
207 | } | |
9f54fd9a IB |
208 | self.assertDictEqual(expected, liquidities["medium"][date]) |
209 | self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date) | |
80cdd672 | 210 | |
f86ee140 | 211 | self.m.report.log_http_request.assert_called_once_with("GET", |
3d0247f9 | 212 | portfolio.Portfolio.URL, None, mock.ANY, mock.ANY) |
f86ee140 | 213 | self.m.report.log_http_request.reset_mock() |
3d0247f9 | 214 | |
80cdd672 | 215 | # It doesn't refetch the data when available |
f86ee140 IB |
216 | portfolio.Portfolio.parse_cryptoportfolio(self.m) |
217 | self.m.report.log_http_request.assert_not_called() | |
80cdd672 IB |
218 | |
219 | self.assertEqual(1, self.wm.call_count) | |
220 | ||
f86ee140 | 221 | portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True) |
9f54fd9a | 222 | self.assertEqual(2, self.wm.call_count) |
f86ee140 | 223 | self.m.report.log_http_request.assert_called_once() |
9f54fd9a | 224 | |
f86ee140 | 225 | def test_repartition(self): |
80cdd672 IB |
226 | expected_medium = { |
227 | 'BTC': (D("1.1102e-16"), "long"), | |
228 | 'USDT': (D("0.1"), "long"), | |
229 | 'ETC': (D("0.1"), "long"), | |
230 | 'FCT': (D("0.1"), "long"), | |
231 | 'OMG': (D("0.1"), "long"), | |
232 | 'STEEM': (D("0.1"), "long"), | |
233 | 'STRAT': (D("0.1"), "long"), | |
234 | 'XEM': (D("0.1"), "long"), | |
235 | 'XMR': (D("0.1"), "long"), | |
236 | 'XVC': (D("0.1"), "long"), | |
237 | 'ZRX': (D("0.1"), "long"), | |
238 | } | |
239 | expected_high = { | |
240 | 'USDT': (D("0.1226"), "long"), | |
241 | 'BTC': (D("0.1429"), "long"), | |
242 | 'ETC': (D("0.1127"), "long"), | |
243 | 'ETH': (D("0.1569"), "long"), | |
244 | 'FCT': (D("0.3341"), "long"), | |
245 | 'GAS': (D("0.1308"), "long"), | |
246 | } | |
247 | ||
f86ee140 IB |
248 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m)) |
249 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium")) | |
250 | self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high")) | |
80cdd672 | 251 | |
9f54fd9a IB |
252 | self.assertEqual(1, self.wm.call_count) |
253 | ||
f86ee140 | 254 | portfolio.Portfolio.repartition(self.m) |
9f54fd9a IB |
255 | self.assertEqual(1, self.wm.call_count) |
256 | ||
f86ee140 | 257 | portfolio.Portfolio.repartition(self.m, refetch=True) |
9f54fd9a | 258 | self.assertEqual(2, self.wm.call_count) |
f86ee140 IB |
259 | self.m.report.log_http_request.assert_called() |
260 | self.assertEqual(2, self.m.report.log_http_request.call_count) | |
9f54fd9a IB |
261 | |
262 | @mock.patch.object(portfolio.time, "sleep") | |
263 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
264 | def test_wait_for_recent(self, repartition, sleep): | |
265 | self.call_count = 0 | |
f86ee140 IB |
266 | def _repartition(market, refetch): |
267 | self.assertEqual(self.m, market) | |
9f54fd9a IB |
268 | self.assertTrue(refetch) |
269 | self.call_count += 1 | |
270 | portfolio.Portfolio.last_date = portfolio.datetime.now()\ | |
271 | - portfolio.timedelta(10)\ | |
272 | + portfolio.timedelta(self.call_count) | |
273 | repartition.side_effect = _repartition | |
274 | ||
f86ee140 | 275 | portfolio.Portfolio.wait_for_recent(self.m) |
9f54fd9a IB |
276 | sleep.assert_called_with(30) |
277 | self.assertEqual(6, sleep.call_count) | |
278 | self.assertEqual(7, repartition.call_count) | |
f86ee140 | 279 | self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") |
9f54fd9a IB |
280 | |
281 | sleep.reset_mock() | |
282 | repartition.reset_mock() | |
283 | portfolio.Portfolio.last_date = None | |
284 | self.call_count = 0 | |
f86ee140 | 285 | portfolio.Portfolio.wait_for_recent(self.m, delta=15) |
9f54fd9a IB |
286 | sleep.assert_not_called() |
287 | self.assertEqual(1, repartition.call_count) | |
288 | ||
289 | sleep.reset_mock() | |
290 | repartition.reset_mock() | |
291 | portfolio.Portfolio.last_date = None | |
292 | self.call_count = 0 | |
f86ee140 | 293 | portfolio.Portfolio.wait_for_recent(self.m, delta=1) |
9f54fd9a IB |
294 | sleep.assert_called_with(30) |
295 | self.assertEqual(9, sleep.call_count) | |
296 | self.assertEqual(10, repartition.call_count) | |
297 | ||
1aa7d4fa | 298 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
80cdd672 | 299 | class AmountTest(WebMockTestCase): |
dd359bc0 | 300 | def test_values(self): |
5ab23e1c IB |
301 | amount = portfolio.Amount("BTC", "0.65") |
302 | self.assertEqual(D("0.65"), amount.value) | |
dd359bc0 IB |
303 | self.assertEqual("BTC", amount.currency) |
304 | ||
dd359bc0 IB |
305 | def test_in_currency(self): |
306 | amount = portfolio.Amount("ETC", 10) | |
307 | ||
f86ee140 | 308 | self.assertEqual(amount, amount.in_currency("ETC", self.m)) |
dd359bc0 | 309 | |
f86ee140 IB |
310 | with self.subTest(desc="no ticker for currency"): |
311 | self.m.get_ticker.return_value = None | |
dd359bc0 | 312 | |
f86ee140 | 313 | self.assertRaises(Exception, amount.in_currency, "ETH", self.m) |
dd359bc0 | 314 | |
f86ee140 IB |
315 | with self.subTest(desc="nominal case"): |
316 | self.m.get_ticker.return_value = { | |
deb8924c IB |
317 | "bid": D("0.2"), |
318 | "ask": D("0.4"), | |
5ab23e1c | 319 | "average": D("0.3"), |
dd359bc0 IB |
320 | "foo": "bar", |
321 | } | |
f86ee140 | 322 | converted_amount = amount.in_currency("ETH", self.m) |
dd359bc0 | 323 | |
5ab23e1c | 324 | self.assertEqual(D("3.0"), converted_amount.value) |
dd359bc0 IB |
325 | self.assertEqual("ETH", converted_amount.currency) |
326 | self.assertEqual(amount, converted_amount.linked_to) | |
327 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
328 | ||
f86ee140 | 329 | converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") |
deb8924c IB |
330 | self.assertEqual(D("2"), converted_amount.value) |
331 | ||
f86ee140 | 332 | converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") |
deb8924c IB |
333 | self.assertEqual(D("4"), converted_amount.value) |
334 | ||
f86ee140 | 335 | converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) |
c2644ba8 IB |
336 | self.assertEqual(D("0.2"), converted_amount.value) |
337 | ||
80cdd672 IB |
338 | def test__round(self): |
339 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
340 | self.assertEqual(D("1.23456789"), round(amount).value) | |
341 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
342 | ||
dd359bc0 IB |
343 | def test__abs(self): |
344 | amount = portfolio.Amount("SC", -120) | |
345 | self.assertEqual(120, abs(amount).value) | |
346 | self.assertEqual("SC", abs(amount).currency) | |
347 | ||
348 | amount = portfolio.Amount("SC", 10) | |
349 | self.assertEqual(10, abs(amount).value) | |
350 | self.assertEqual("SC", abs(amount).currency) | |
351 | ||
352 | def test__add(self): | |
5ab23e1c IB |
353 | amount1 = portfolio.Amount("XVG", "12.9") |
354 | amount2 = portfolio.Amount("XVG", "13.1") | |
dd359bc0 IB |
355 | |
356 | self.assertEqual(26, (amount1 + amount2).value) | |
357 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
358 | ||
5ab23e1c | 359 | amount3 = portfolio.Amount("ETH", "1.6") |
dd359bc0 IB |
360 | with self.assertRaises(Exception): |
361 | amount1 + amount3 | |
362 | ||
363 | amount4 = portfolio.Amount("ETH", 0.0) | |
364 | self.assertEqual(amount1, amount1 + amount4) | |
365 | ||
f320eb8a IB |
366 | self.assertEqual(amount1, amount1 + 0) |
367 | ||
dd359bc0 | 368 | def test__radd(self): |
5ab23e1c | 369 | amount = portfolio.Amount("XVG", "12.9") |
dd359bc0 IB |
370 | |
371 | self.assertEqual(amount, 0 + amount) | |
372 | with self.assertRaises(Exception): | |
373 | 4 + amount | |
374 | ||
375 | def test__sub(self): | |
5ab23e1c IB |
376 | amount1 = portfolio.Amount("XVG", "13.3") |
377 | amount2 = portfolio.Amount("XVG", "13.1") | |
dd359bc0 | 378 | |
5ab23e1c | 379 | self.assertEqual(D("0.2"), (amount1 - amount2).value) |
dd359bc0 IB |
380 | self.assertEqual("XVG", (amount1 - amount2).currency) |
381 | ||
5ab23e1c | 382 | amount3 = portfolio.Amount("ETH", "1.6") |
dd359bc0 IB |
383 | with self.assertRaises(Exception): |
384 | amount1 - amount3 | |
385 | ||
386 | amount4 = portfolio.Amount("ETH", 0.0) | |
387 | self.assertEqual(amount1, amount1 - amount4) | |
388 | ||
f320eb8a IB |
389 | def test__rsub(self): |
390 | amount = portfolio.Amount("ETH", "1.6") | |
391 | with self.assertRaises(Exception): | |
392 | 3 - amount | |
393 | ||
f86ee140 | 394 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) |
f320eb8a | 395 | |
dd359bc0 IB |
396 | def test__mul(self): |
397 | amount = portfolio.Amount("XEM", 11) | |
398 | ||
5ab23e1c IB |
399 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) |
400 | self.assertEqual(D("33"), (amount * 3).value) | |
dd359bc0 IB |
401 | |
402 | with self.assertRaises(Exception): | |
403 | amount * amount | |
404 | ||
405 | def test__rmul(self): | |
406 | amount = portfolio.Amount("XEM", 11) | |
407 | ||
5ab23e1c IB |
408 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) |
409 | self.assertEqual(D("33"), (3 * amount).value) | |
dd359bc0 IB |
410 | |
411 | def test__floordiv(self): | |
412 | amount = portfolio.Amount("XEM", 11) | |
413 | ||
5ab23e1c IB |
414 | self.assertEqual(D("5.5"), (amount / 2).value) |
415 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
dd359bc0 | 416 | |
1aa7d4fa IB |
417 | with self.assertRaises(Exception): |
418 | amount / amount | |
419 | ||
80cdd672 | 420 | def test__truediv(self): |
dd359bc0 IB |
421 | amount = portfolio.Amount("XEM", 11) |
422 | ||
5ab23e1c IB |
423 | self.assertEqual(D("5.5"), (amount / 2).value) |
424 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
dd359bc0 IB |
425 | |
426 | def test__lt(self): | |
427 | amount1 = portfolio.Amount("BTD", 11.3) | |
428 | amount2 = portfolio.Amount("BTD", 13.1) | |
429 | ||
430 | self.assertTrue(amount1 < amount2) | |
431 | self.assertFalse(amount2 < amount1) | |
432 | self.assertFalse(amount1 < amount1) | |
433 | ||
434 | amount3 = portfolio.Amount("BTC", 1.6) | |
435 | with self.assertRaises(Exception): | |
436 | amount1 < amount3 | |
437 | ||
80cdd672 IB |
438 | def test__le(self): |
439 | amount1 = portfolio.Amount("BTD", 11.3) | |
440 | amount2 = portfolio.Amount("BTD", 13.1) | |
441 | ||
442 | self.assertTrue(amount1 <= amount2) | |
443 | self.assertFalse(amount2 <= amount1) | |
444 | self.assertTrue(amount1 <= amount1) | |
445 | ||
446 | amount3 = portfolio.Amount("BTC", 1.6) | |
447 | with self.assertRaises(Exception): | |
448 | amount1 <= amount3 | |
449 | ||
450 | def test__gt(self): | |
451 | amount1 = portfolio.Amount("BTD", 11.3) | |
452 | amount2 = portfolio.Amount("BTD", 13.1) | |
453 | ||
454 | self.assertTrue(amount2 > amount1) | |
455 | self.assertFalse(amount1 > amount2) | |
456 | self.assertFalse(amount1 > amount1) | |
457 | ||
458 | amount3 = portfolio.Amount("BTC", 1.6) | |
459 | with self.assertRaises(Exception): | |
460 | amount3 > amount1 | |
461 | ||
462 | def test__ge(self): | |
463 | amount1 = portfolio.Amount("BTD", 11.3) | |
464 | amount2 = portfolio.Amount("BTD", 13.1) | |
465 | ||
466 | self.assertTrue(amount2 >= amount1) | |
467 | self.assertFalse(amount1 >= amount2) | |
468 | self.assertTrue(amount1 >= amount1) | |
469 | ||
470 | amount3 = portfolio.Amount("BTC", 1.6) | |
471 | with self.assertRaises(Exception): | |
472 | amount3 >= amount1 | |
473 | ||
dd359bc0 IB |
474 | def test__eq(self): |
475 | amount1 = portfolio.Amount("BTD", 11.3) | |
476 | amount2 = portfolio.Amount("BTD", 13.1) | |
477 | amount3 = portfolio.Amount("BTD", 11.3) | |
478 | ||
479 | self.assertFalse(amount1 == amount2) | |
480 | self.assertFalse(amount2 == amount1) | |
481 | self.assertTrue(amount1 == amount3) | |
482 | self.assertFalse(amount2 == 0) | |
483 | ||
484 | amount4 = portfolio.Amount("BTC", 1.6) | |
485 | with self.assertRaises(Exception): | |
486 | amount1 == amount4 | |
487 | ||
488 | amount5 = portfolio.Amount("BTD", 0) | |
489 | self.assertTrue(amount5 == 0) | |
490 | ||
80cdd672 IB |
491 | def test__ne(self): |
492 | amount1 = portfolio.Amount("BTD", 11.3) | |
493 | amount2 = portfolio.Amount("BTD", 13.1) | |
494 | amount3 = portfolio.Amount("BTD", 11.3) | |
495 | ||
496 | self.assertTrue(amount1 != amount2) | |
497 | self.assertTrue(amount2 != amount1) | |
498 | self.assertFalse(amount1 != amount3) | |
499 | self.assertTrue(amount2 != 0) | |
500 | ||
501 | amount4 = portfolio.Amount("BTC", 1.6) | |
502 | with self.assertRaises(Exception): | |
503 | amount1 != amount4 | |
504 | ||
505 | amount5 = portfolio.Amount("BTD", 0) | |
506 | self.assertFalse(amount5 != 0) | |
507 | ||
508 | def test__neg(self): | |
509 | amount1 = portfolio.Amount("BTD", "11.3") | |
510 | ||
511 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
512 | ||
dd359bc0 IB |
513 | def test__str(self): |
514 | amount1 = portfolio.Amount("BTX", 32) | |
515 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
516 | ||
517 | amount2 = portfolio.Amount("USDT", 12000) | |
518 | amount1.linked_to = amount2 | |
519 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
520 | ||
521 | def test__repr(self): | |
522 | amount1 = portfolio.Amount("BTX", 32) | |
523 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
524 | ||
525 | amount2 = portfolio.Amount("USDT", 12000) | |
526 | amount1.linked_to = amount2 | |
527 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
528 | ||
529 | amount3 = portfolio.Amount("BTC", 0.1) | |
530 | amount2.linked_to = amount3 | |
531 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
532 | ||
3d0247f9 IB |
533 | def test_as_json(self): |
534 | amount = portfolio.Amount("BTX", 32) | |
535 | self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) | |
536 | ||
537 | amount = portfolio.Amount("BTX", "1E-10") | |
538 | self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) | |
539 | ||
540 | amount = portfolio.Amount("BTX", "1E-5") | |
541 | self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) | |
542 | self.assertEqual("0.00001", str(amount.as_json()["value"])) | |
543 | ||
1aa7d4fa | 544 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
80cdd672 | 545 | class BalanceTest(WebMockTestCase): |
f2da6589 | 546 | def test_values(self): |
80cdd672 IB |
547 | balance = portfolio.Balance("BTC", { |
548 | "exchange_total": "0.65", | |
549 | "exchange_free": "0.35", | |
550 | "exchange_used": "0.30", | |
551 | "margin_total": "-10", | |
aca4d437 IB |
552 | "margin_borrowed": "10", |
553 | "margin_available": "0", | |
554 | "margin_in_position": "0", | |
80cdd672 IB |
555 | "margin_position_type": "short", |
556 | "margin_borrowed_base_currency": "USDT", | |
557 | "margin_liquidation_price": "1.20", | |
558 | "margin_pending_gain": "10", | |
559 | "margin_lending_fees": "0.4", | |
560 | "margin_borrowed_base_price": "0.15", | |
561 | }) | |
562 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
563 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
564 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
565 | self.assertEqual("BTC", balance.exchange_total.currency) | |
566 | self.assertEqual("BTC", balance.exchange_free.currency) | |
567 | self.assertEqual("BTC", balance.exchange_total.currency) | |
568 | ||
569 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
aca4d437 IB |
570 | self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) |
571 | self.assertEqual(portfolio.D("0"), balance.margin_available.value) | |
80cdd672 IB |
572 | self.assertEqual("BTC", balance.margin_total.currency) |
573 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
aca4d437 | 574 | self.assertEqual("BTC", balance.margin_available.currency) |
f2da6589 | 575 | |
f2da6589 IB |
576 | self.assertEqual("BTC", balance.currency) |
577 | ||
80cdd672 IB |
578 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) |
579 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
580 | ||
6ca5a1ec IB |
581 | def test__repr(self): |
582 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
583 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
584 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
585 | "exchange_used": 1, "exchange_free": 2 }) | |
586 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
f2da6589 | 587 | |
1aa7d4fa IB |
588 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) |
589 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
590 | ||
6ca5a1ec | 591 | balance = portfolio.Balance("BTX", { "margin_total": 3, |
aca4d437 IB |
592 | "margin_in_position": 1, "margin_available": 2 }) |
593 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
f2da6589 | 594 | |
aca4d437 | 595 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) |
1aa7d4fa IB |
596 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) |
597 | ||
6ca5a1ec IB |
598 | balance = portfolio.Balance("BTX", { "margin_total": -3, |
599 | "margin_borrowed_base_price": D("0.1"), | |
600 | "margin_borrowed_base_currency": "BTC", | |
601 | "margin_lending_fees": D("0.002") }) | |
602 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
f2da6589 | 603 | |
1aa7d4fa | 604 | balance = portfolio.Balance("BTX", { "margin_total": 1, |
aca4d437 IB |
605 | "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) |
606 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
1aa7d4fa | 607 | |
3d0247f9 IB |
608 | def test_as_json(self): |
609 | balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) | |
610 | as_json = balance.as_json() | |
611 | self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) | |
612 | self.assertEqual(D(0), as_json["total"]) | |
613 | self.assertEqual(D(2), as_json["exchange_total"]) | |
614 | self.assertEqual(D(2), as_json["exchange_free"]) | |
615 | self.assertEqual(D(0), as_json["exchange_used"]) | |
616 | self.assertEqual(D(0), as_json["margin_total"]) | |
aca4d437 | 617 | self.assertEqual(D(0), as_json["margin_available"]) |
3d0247f9 IB |
618 | self.assertEqual(D(0), as_json["margin_borrowed"]) |
619 | ||
1aa7d4fa | 620 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
f86ee140 IB |
621 | class MarketTest(WebMockTestCase): |
622 | def setUp(self): | |
623 | super(MarketTest, self).setUp() | |
624 | ||
625 | self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
626 | ||
627 | def test_values(self): | |
628 | m = market.Market(self.ccxt) | |
629 | ||
630 | self.assertEqual(self.ccxt, m.ccxt) | |
631 | self.assertFalse(m.debug) | |
632 | self.assertIsInstance(m.report, market.ReportStore) | |
633 | self.assertIsInstance(m.trades, market.TradeStore) | |
634 | self.assertIsInstance(m.balances, market.BalanceStore) | |
635 | self.assertEqual(m, m.report.market) | |
636 | self.assertEqual(m, m.trades.market) | |
637 | self.assertEqual(m, m.balances.market) | |
638 | self.assertEqual(m, m.ccxt._market) | |
639 | ||
640 | m = market.Market(self.ccxt, debug=True) | |
641 | self.assertTrue(m.debug) | |
642 | ||
643 | m = market.Market(self.ccxt, debug=False) | |
644 | self.assertFalse(m.debug) | |
645 | ||
646 | @mock.patch("market.ccxt") | |
647 | def test_from_config(self, ccxt): | |
648 | with mock.patch("market.ReportStore"): | |
649 | ccxt.poloniexE.return_value = self.ccxt | |
650 | self.ccxt.session.request.return_value = "response" | |
651 | ||
d24bb10c | 652 | m = market.Market.from_config({"key": "key", "secred": "secret"}) |
f86ee140 IB |
653 | |
654 | self.assertEqual(self.ccxt, m.ccxt) | |
655 | ||
656 | self.ccxt.session.request("GET", "URL", data="data", | |
657 | headers="headers") | |
658 | m.report.log_http_request.assert_called_with('GET', 'URL', 'data', | |
659 | 'headers', 'response') | |
660 | ||
d24bb10c | 661 | m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True) |
f86ee140 IB |
662 | self.assertEqual(True, m.debug) |
663 | ||
aca4d437 IB |
664 | def test_get_tickers(self): |
665 | self.ccxt.fetch_tickers.side_effect = [ | |
666 | "tickers", | |
667 | market.NotSupported | |
6ca5a1ec | 668 | ] |
f2da6589 | 669 | |
aca4d437 IB |
670 | m = market.Market(self.ccxt) |
671 | self.assertEqual("tickers", m.get_tickers()) | |
672 | self.assertEqual("tickers", m.get_tickers()) | |
673 | self.ccxt.fetch_tickers.assert_called_once() | |
f2da6589 | 674 | |
aca4d437 IB |
675 | self.assertIsNone(m.get_tickers(refresh=self.time.time())) |
676 | ||
677 | def test_get_ticker(self): | |
678 | with self.subTest(get_tickers=True): | |
679 | self.ccxt.fetch_tickers.return_value = { | |
680 | "ETH/ETC": { "bid": 1, "ask": 3 }, | |
681 | "XVG/ETH": { "bid": 10, "ask": 40 }, | |
682 | } | |
683 | m = market.Market(self.ccxt) | |
684 | ||
685 | ticker = m.get_ticker("ETH", "ETC") | |
686 | self.assertEqual(1, ticker["bid"]) | |
687 | self.assertEqual(3, ticker["ask"]) | |
688 | self.assertEqual(2, ticker["average"]) | |
689 | self.assertFalse(ticker["inverted"]) | |
690 | ||
691 | ticker = m.get_ticker("ETH", "XVG") | |
692 | self.assertEqual(0.0625, ticker["average"]) | |
693 | self.assertTrue(ticker["inverted"]) | |
694 | self.assertIn("original", ticker) | |
695 | self.assertEqual(10, ticker["original"]["bid"]) | |
7192b2e1 | 696 | self.assertEqual(25, ticker["original"]["average"]) |
aca4d437 IB |
697 | |
698 | ticker = m.get_ticker("XVG", "XMR") | |
699 | self.assertIsNone(ticker) | |
700 | ||
701 | with self.subTest(get_tickers=False): | |
702 | self.ccxt.fetch_tickers.return_value = None | |
703 | self.ccxt.fetch_ticker.side_effect = [ | |
704 | { "bid": 1, "ask": 3 }, | |
705 | market.ExchangeError("foo"), | |
706 | { "bid": 10, "ask": 40 }, | |
707 | market.ExchangeError("foo"), | |
708 | market.ExchangeError("foo"), | |
709 | ] | |
710 | ||
711 | m = market.Market(self.ccxt) | |
712 | ||
713 | ticker = m.get_ticker("ETH", "ETC") | |
714 | self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") | |
715 | self.assertEqual(1, ticker["bid"]) | |
716 | self.assertEqual(3, ticker["ask"]) | |
717 | self.assertEqual(2, ticker["average"]) | |
718 | self.assertFalse(ticker["inverted"]) | |
719 | ||
720 | ticker = m.get_ticker("ETH", "XVG") | |
721 | self.assertEqual(0.0625, ticker["average"]) | |
722 | self.assertTrue(ticker["inverted"]) | |
723 | self.assertIn("original", ticker) | |
724 | self.assertEqual(10, ticker["original"]["bid"]) | |
7192b2e1 | 725 | self.assertEqual(25, ticker["original"]["average"]) |
aca4d437 IB |
726 | |
727 | ticker = m.get_ticker("XVG", "XMR") | |
728 | self.assertIsNone(ticker) | |
f2da6589 | 729 | |
6ca5a1ec | 730 | def test_fetch_fees(self): |
f86ee140 IB |
731 | m = market.Market(self.ccxt) |
732 | self.ccxt.fetch_fees.return_value = "Foo" | |
733 | self.assertEqual("Foo", m.fetch_fees()) | |
734 | self.ccxt.fetch_fees.assert_called_once() | |
735 | self.ccxt.reset_mock() | |
736 | self.assertEqual("Foo", m.fetch_fees()) | |
737 | self.ccxt.fetch_fees.assert_not_called() | |
f2da6589 | 738 | |
350ed24d | 739 | @mock.patch.object(portfolio.Portfolio, "repartition") |
f86ee140 IB |
740 | @mock.patch.object(market.Market, "get_ticker") |
741 | @mock.patch.object(market.TradeStore, "compute_trades") | |
742 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
f2da6589 | 743 | repartition.return_value = { |
350ed24d IB |
744 | "XEM": (D("0.75"), "long"), |
745 | "BTC": (D("0.25"), "long"), | |
f2da6589 | 746 | } |
f86ee140 | 747 | def _get_ticker(c1, c2): |
deb8924c IB |
748 | if c1 == "USDT" and c2 == "BTC": |
749 | return { "average": D("0.0001") } | |
750 | if c1 == "XVG" and c2 == "BTC": | |
751 | return { "average": D("0.000001") } | |
752 | if c1 == "XEM" and c2 == "BTC": | |
753 | return { "average": D("0.001") } | |
a9950fd0 | 754 | self.fail("Should be called with {}, {}".format(c1, c2)) |
deb8924c IB |
755 | get_ticker.side_effect = _get_ticker |
756 | ||
f86ee140 IB |
757 | with mock.patch("market.ReportStore"): |
758 | m = market.Market(self.ccxt) | |
759 | self.ccxt.fetch_all_balances.return_value = { | |
760 | "USDT": { | |
761 | "exchange_free": D("10000.0"), | |
762 | "exchange_used": D("0.0"), | |
763 | "exchange_total": D("10000.0"), | |
764 | "total": D("10000.0") | |
765 | }, | |
766 | "XVG": { | |
767 | "exchange_free": D("10000.0"), | |
768 | "exchange_used": D("0.0"), | |
769 | "exchange_total": D("10000.0"), | |
770 | "total": D("10000.0") | |
771 | }, | |
772 | } | |
18167a3c | 773 | |
f86ee140 | 774 | m.balances.fetch_balances(tag="tag") |
f2da6589 | 775 | |
f86ee140 IB |
776 | m.prepare_trades() |
777 | compute_trades.assert_called() | |
778 | ||
779 | call = compute_trades.call_args | |
780 | self.assertEqual(1, call[0][0]["USDT"].value) | |
781 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
782 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
783 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
784 | m.report.log_stage.assert_called_once_with("prepare_trades") | |
785 | m.report.log_balances.assert_called_once_with(tag="tag") | |
f2da6589 | 786 | |
c51687d2 | 787 | @mock.patch.object(portfolio.Portfolio, "repartition") |
f86ee140 IB |
788 | @mock.patch.object(market.Market, "get_ticker") |
789 | @mock.patch.object(market.TradeStore, "compute_trades") | |
790 | def test_update_trades(self, compute_trades, get_ticker, repartition): | |
c51687d2 IB |
791 | repartition.return_value = { |
792 | "XEM": (D("0.75"), "long"), | |
793 | "BTC": (D("0.25"), "long"), | |
794 | } | |
f86ee140 | 795 | def _get_ticker(c1, c2): |
c51687d2 IB |
796 | if c1 == "USDT" and c2 == "BTC": |
797 | return { "average": D("0.0001") } | |
798 | if c1 == "XVG" and c2 == "BTC": | |
799 | return { "average": D("0.000001") } | |
800 | if c1 == "XEM" and c2 == "BTC": | |
801 | return { "average": D("0.001") } | |
802 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
803 | get_ticker.side_effect = _get_ticker | |
804 | ||
f86ee140 IB |
805 | with mock.patch("market.ReportStore"): |
806 | m = market.Market(self.ccxt) | |
807 | self.ccxt.fetch_all_balances.return_value = { | |
808 | "USDT": { | |
809 | "exchange_free": D("10000.0"), | |
810 | "exchange_used": D("0.0"), | |
811 | "exchange_total": D("10000.0"), | |
812 | "total": D("10000.0") | |
813 | }, | |
814 | "XVG": { | |
815 | "exchange_free": D("10000.0"), | |
816 | "exchange_used": D("0.0"), | |
817 | "exchange_total": D("10000.0"), | |
818 | "total": D("10000.0") | |
819 | }, | |
820 | } | |
821 | ||
822 | m.balances.fetch_balances(tag="tag") | |
18167a3c | 823 | |
f86ee140 IB |
824 | m.update_trades() |
825 | compute_trades.assert_called() | |
c51687d2 | 826 | |
f86ee140 IB |
827 | call = compute_trades.call_args |
828 | self.assertEqual(1, call[0][0]["USDT"].value) | |
829 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
830 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
831 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
832 | m.report.log_stage.assert_called_once_with("update_trades") | |
833 | m.report.log_balances.assert_called_once_with(tag="tag") | |
c51687d2 IB |
834 | |
835 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
f86ee140 IB |
836 | @mock.patch.object(market.Market, "get_ticker") |
837 | @mock.patch.object(market.TradeStore, "compute_trades") | |
838 | def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): | |
839 | def _get_ticker(c1, c2): | |
c51687d2 IB |
840 | if c1 == "USDT" and c2 == "BTC": |
841 | return { "average": D("0.0001") } | |
842 | if c1 == "XVG" and c2 == "BTC": | |
843 | return { "average": D("0.000001") } | |
844 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
845 | get_ticker.side_effect = _get_ticker | |
846 | ||
f86ee140 IB |
847 | with mock.patch("market.ReportStore"): |
848 | m = market.Market(self.ccxt) | |
849 | self.ccxt.fetch_all_balances.return_value = { | |
850 | "USDT": { | |
851 | "exchange_free": D("10000.0"), | |
852 | "exchange_used": D("0.0"), | |
853 | "exchange_total": D("10000.0"), | |
854 | "total": D("10000.0") | |
855 | }, | |
856 | "XVG": { | |
857 | "exchange_free": D("10000.0"), | |
858 | "exchange_used": D("0.0"), | |
859 | "exchange_total": D("10000.0"), | |
860 | "total": D("10000.0") | |
861 | }, | |
862 | } | |
863 | ||
864 | m.balances.fetch_balances(tag="tag") | |
18167a3c | 865 | |
f86ee140 | 866 | m.prepare_trades_to_sell_all() |
c51687d2 | 867 | |
f86ee140 IB |
868 | repartition.assert_not_called() |
869 | compute_trades.assert_called() | |
870 | ||
871 | call = compute_trades.call_args | |
872 | self.assertEqual(1, call[0][0]["USDT"].value) | |
873 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
874 | self.assertEqual(D("1.01"), call[0][1]["BTC"].value) | |
875 | m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all") | |
876 | m.report.log_balances.assert_called_once_with(tag="tag") | |
a9950fd0 | 877 | |
1aa7d4fa | 878 | @mock.patch.object(portfolio.time, "sleep") |
f86ee140 | 879 | @mock.patch.object(market.TradeStore, "all_orders") |
1aa7d4fa | 880 | def test_follow_orders(self, all_orders, time_mock): |
3d0247f9 IB |
881 | for debug, sleep in [ |
882 | (False, None), (True, None), | |
883 | (False, 12), (True, 12)]: | |
884 | with self.subTest(sleep=sleep, debug=debug), \ | |
f86ee140 IB |
885 | mock.patch("market.ReportStore"): |
886 | m = market.Market(self.ccxt, debug=debug) | |
887 | ||
1aa7d4fa IB |
888 | order_mock1 = mock.Mock() |
889 | order_mock2 = mock.Mock() | |
890 | order_mock3 = mock.Mock() | |
891 | all_orders.side_effect = [ | |
892 | [order_mock1, order_mock2], | |
893 | [order_mock1, order_mock2], | |
894 | ||
895 | [order_mock1, order_mock3], | |
896 | [order_mock1, order_mock3], | |
897 | ||
898 | [order_mock1, order_mock3], | |
899 | [order_mock1, order_mock3], | |
900 | ||
901 | [] | |
902 | ] | |
903 | ||
904 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
905 | order_mock2.get_status.side_effect = ["open"] | |
906 | order_mock3.get_status.side_effect = ["open", "closed"] | |
907 | ||
908 | order_mock1.trade = mock.Mock() | |
909 | order_mock2.trade = mock.Mock() | |
910 | order_mock3.trade = mock.Mock() | |
911 | ||
f86ee140 | 912 | m.follow_orders(sleep=sleep) |
1aa7d4fa IB |
913 | |
914 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
915 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
916 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
917 | self.assertEqual(3, order_mock1.get_status.call_count) | |
918 | ||
919 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
920 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
921 | self.assertEqual(1, order_mock2.get_status.call_count) | |
922 | ||
923 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
924 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
925 | self.assertEqual(2, order_mock3.get_status.call_count) | |
f86ee140 | 926 | m.report.log_stage.assert_called() |
3d0247f9 IB |
927 | calls = [ |
928 | mock.call("follow_orders_begin"), | |
929 | mock.call("follow_orders_tick_1"), | |
930 | mock.call("follow_orders_tick_2"), | |
931 | mock.call("follow_orders_tick_3"), | |
932 | mock.call("follow_orders_end"), | |
933 | ] | |
f86ee140 IB |
934 | m.report.log_stage.assert_has_calls(calls) |
935 | m.report.log_orders.assert_called() | |
936 | self.assertEqual(3, m.report.log_orders.call_count) | |
3d0247f9 IB |
937 | calls = [ |
938 | mock.call([order_mock1, order_mock2], tick=1), | |
939 | mock.call([order_mock1, order_mock3], tick=2), | |
940 | mock.call([order_mock1, order_mock3], tick=3), | |
941 | ] | |
f86ee140 | 942 | m.report.log_orders.assert_has_calls(calls) |
3d0247f9 IB |
943 | calls = [ |
944 | mock.call(order_mock1, 3, finished=True), | |
945 | mock.call(order_mock3, 3, finished=True), | |
946 | ] | |
f86ee140 | 947 | m.report.log_order.assert_has_calls(calls) |
1aa7d4fa IB |
948 | |
949 | if sleep is None: | |
950 | if debug: | |
f86ee140 | 951 | m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") |
1aa7d4fa IB |
952 | time_mock.assert_called_with(7) |
953 | else: | |
954 | time_mock.assert_called_with(30) | |
955 | else: | |
956 | time_mock.assert_called_with(sleep) | |
957 | ||
f86ee140 | 958 | @mock.patch.object(market.BalanceStore, "fetch_balances") |
5a72ded7 IB |
959 | def test_move_balance(self, fetch_balances): |
960 | for debug in [True, False]: | |
961 | with self.subTest(debug=debug),\ | |
f86ee140 IB |
962 | mock.patch("market.ReportStore"): |
963 | m = market.Market(self.ccxt, debug=debug) | |
964 | ||
5a72ded7 IB |
965 | value_from = portfolio.Amount("BTC", "1.0") |
966 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
967 | value_to = portfolio.Amount("BTC", "10.0") | |
f86ee140 | 968 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) |
5a72ded7 IB |
969 | |
970 | value_from = portfolio.Amount("BTC", "0.0") | |
971 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
972 | value_to = portfolio.Amount("BTC", "-3.0") | |
f86ee140 | 973 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) |
5a72ded7 IB |
974 | |
975 | value_from = portfolio.Amount("USDT", "0.0") | |
976 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
977 | value_to = portfolio.Amount("USDT", "-50.0") | |
f86ee140 | 978 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) |
5a72ded7 | 979 | |
f86ee140 | 980 | m.trades.all = [trade1, trade2, trade3] |
aca4d437 IB |
981 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) |
982 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
983 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
f86ee140 | 984 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} |
5a72ded7 | 985 | |
f86ee140 | 986 | m.move_balances() |
5a72ded7 | 987 | |
f86ee140 IB |
988 | fetch_balances.assert_called_with() |
989 | m.report.log_move_balances.assert_called_once() | |
3d0247f9 | 990 | |
5a72ded7 | 991 | if debug: |
f86ee140 IB |
992 | m.report.log_debug_action.assert_called() |
993 | self.assertEqual(3, m.report.log_debug_action.call_count) | |
5a72ded7 | 994 | else: |
f86ee140 | 995 | self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") |
aca4d437 IB |
996 | self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") |
997 | self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") | |
f86ee140 | 998 | |
1aa7d4fa | 999 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
6ca5a1ec | 1000 | class TradeStoreTest(WebMockTestCase): |
f86ee140 IB |
1001 | def test_compute_trades(self): |
1002 | self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | |
1aa7d4fa IB |
1003 | |
1004 | values_in_base = { | |
1005 | "XMR": portfolio.Amount("BTC", D("0.9")), | |
1006 | "DASH": portfolio.Amount("BTC", D("0.4")), | |
1007 | "XVG": portfolio.Amount("BTC", D("-0.5")), | |
1008 | "BTC": portfolio.Amount("BTC", D("0.5")), | |
1009 | } | |
1010 | new_repartition = { | |
1011 | "DASH": portfolio.Amount("BTC", D("0.5")), | |
1012 | "XVG": portfolio.Amount("BTC", D("0.1")), | |
1013 | "BTC": portfolio.Amount("BTC", D("0.4")), | |
1014 | "ETH": portfolio.Amount("BTC", D("0.3")), | |
1015 | } | |
3d0247f9 IB |
1016 | side_effect = [ |
1017 | (True, 1), | |
1018 | (False, 2), | |
1019 | (False, 3), | |
1020 | (True, 4), | |
1021 | (True, 5) | |
1022 | ] | |
1aa7d4fa | 1023 | |
f86ee140 IB |
1024 | with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: |
1025 | trade_store = market.TradeStore(self.m) | |
1026 | trade_if_matching.side_effect = side_effect | |
1aa7d4fa | 1027 | |
f86ee140 IB |
1028 | trade_store.compute_trades(values_in_base, |
1029 | new_repartition, only="only") | |
1030 | ||
1031 | self.assertEqual(5, trade_if_matching.call_count) | |
1032 | self.assertEqual(3, len(trade_store.all)) | |
1033 | self.assertEqual([1, 4, 5], trade_store.all) | |
1034 | self.m.report.log_trades.assert_called_with(side_effect, "only") | |
1aa7d4fa | 1035 | |
3d0247f9 | 1036 | def test_trade_if_matching(self): |
f86ee140 IB |
1037 | |
1038 | with self.subTest(only="nope"): | |
1039 | trade_store = market.TradeStore(self.m) | |
1040 | result = trade_store.trade_if_matching( | |
1041 | portfolio.Amount("BTC", D("0")), | |
1042 | portfolio.Amount("BTC", D("0.3")), | |
1043 | "ETH", only="nope") | |
1044 | self.assertEqual(False, result[0]) | |
1045 | self.assertIsInstance(result[1], portfolio.Trade) | |
1046 | ||
1047 | with self.subTest(only=None): | |
1048 | trade_store = market.TradeStore(self.m) | |
1049 | result = trade_store.trade_if_matching( | |
1050 | portfolio.Amount("BTC", D("0")), | |
1051 | portfolio.Amount("BTC", D("0.3")), | |
1052 | "ETH", only=None) | |
1053 | self.assertEqual(True, result[0]) | |
1054 | ||
1055 | with self.subTest(only="acquire"): | |
1056 | trade_store = market.TradeStore(self.m) | |
1057 | result = trade_store.trade_if_matching( | |
1058 | portfolio.Amount("BTC", D("0")), | |
1059 | portfolio.Amount("BTC", D("0.3")), | |
1060 | "ETH", only="acquire") | |
1061 | self.assertEqual(True, result[0]) | |
1062 | ||
1063 | with self.subTest(only="dispose"): | |
1064 | trade_store = market.TradeStore(self.m) | |
1065 | result = trade_store.trade_if_matching( | |
1066 | portfolio.Amount("BTC", D("0")), | |
1067 | portfolio.Amount("BTC", D("0.3")), | |
1068 | "ETH", only="dispose") | |
1069 | self.assertEqual(False, result[0]) | |
1070 | ||
1071 | def test_prepare_orders(self): | |
1072 | trade_store = market.TradeStore(self.m) | |
1073 | ||
6ca5a1ec IB |
1074 | trade_mock1 = mock.Mock() |
1075 | trade_mock2 = mock.Mock() | |
aca4d437 | 1076 | trade_mock3 = mock.Mock() |
cfab619d | 1077 | |
3d0247f9 IB |
1078 | trade_mock1.prepare_order.return_value = 1 |
1079 | trade_mock2.prepare_order.return_value = 2 | |
aca4d437 IB |
1080 | trade_mock3.prepare_order.return_value = 3 |
1081 | ||
1082 | trade_mock1.is_fullfiled = False | |
1083 | trade_mock2.is_fullfiled = False | |
1084 | trade_mock3.is_fullfiled = True | |
3d0247f9 | 1085 | |
f86ee140 IB |
1086 | trade_store.all.append(trade_mock1) |
1087 | trade_store.all.append(trade_mock2) | |
aca4d437 | 1088 | trade_store.all.append(trade_mock3) |
6ca5a1ec | 1089 | |
f86ee140 | 1090 | trade_store.prepare_orders() |
6ca5a1ec IB |
1091 | trade_mock1.prepare_order.assert_called_with(compute_value="default") |
1092 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
aca4d437 | 1093 | trade_mock3.prepare_order.assert_not_called() |
f86ee140 | 1094 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") |
3d0247f9 | 1095 | |
f86ee140 | 1096 | self.m.report.log_orders.reset_mock() |
6ca5a1ec | 1097 | |
f86ee140 | 1098 | trade_store.prepare_orders(compute_value="bla") |
6ca5a1ec IB |
1099 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") |
1100 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
f86ee140 | 1101 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") |
6ca5a1ec IB |
1102 | |
1103 | trade_mock1.prepare_order.reset_mock() | |
1104 | trade_mock2.prepare_order.reset_mock() | |
f86ee140 | 1105 | self.m.report.log_orders.reset_mock() |
6ca5a1ec IB |
1106 | |
1107 | trade_mock1.action = "foo" | |
1108 | trade_mock2.action = "bar" | |
f86ee140 | 1109 | trade_store.prepare_orders(only="bar") |
6ca5a1ec IB |
1110 | trade_mock1.prepare_order.assert_not_called() |
1111 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
f86ee140 | 1112 | self.m.report.log_orders.assert_called_once_with([2], "bar", "default") |
6ca5a1ec IB |
1113 | |
1114 | def test_print_all_with_order(self): | |
1115 | trade_mock1 = mock.Mock() | |
1116 | trade_mock2 = mock.Mock() | |
1117 | trade_mock3 = mock.Mock() | |
f86ee140 IB |
1118 | trade_store = market.TradeStore(self.m) |
1119 | trade_store.all = [trade_mock1, trade_mock2, trade_mock3] | |
6ca5a1ec | 1120 | |
f86ee140 | 1121 | trade_store.print_all_with_order() |
6ca5a1ec IB |
1122 | |
1123 | trade_mock1.print_with_order.assert_called() | |
1124 | trade_mock2.print_with_order.assert_called() | |
1125 | trade_mock3.print_with_order.assert_called() | |
1126 | ||
f86ee140 IB |
1127 | def test_run_orders(self): |
1128 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
1129 | order_mock1 = mock.Mock() | |
1130 | order_mock2 = mock.Mock() | |
1131 | order_mock3 = mock.Mock() | |
1132 | trade_store = market.TradeStore(self.m) | |
1133 | ||
1134 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
1135 | ||
1136 | trade_store.run_orders() | |
1137 | ||
1138 | all_orders.assert_called_with(state="pending") | |
6ca5a1ec IB |
1139 | |
1140 | order_mock1.run.assert_called() | |
1141 | order_mock2.run.assert_called() | |
1142 | order_mock3.run.assert_called() | |
1143 | ||
f86ee140 IB |
1144 | self.m.report.log_stage.assert_called_with("run_orders") |
1145 | self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, | |
3d0247f9 IB |
1146 | order_mock3]) |
1147 | ||
6ca5a1ec IB |
1148 | def test_all_orders(self): |
1149 | trade_mock1 = mock.Mock() | |
1150 | trade_mock2 = mock.Mock() | |
1151 | ||
1152 | order_mock1 = mock.Mock() | |
1153 | order_mock2 = mock.Mock() | |
1154 | order_mock3 = mock.Mock() | |
1155 | ||
1156 | trade_mock1.orders = [order_mock1, order_mock2] | |
1157 | trade_mock2.orders = [order_mock3] | |
1158 | ||
1159 | order_mock1.status = "pending" | |
1160 | order_mock2.status = "open" | |
1161 | order_mock3.status = "open" | |
1162 | ||
f86ee140 IB |
1163 | trade_store = market.TradeStore(self.m) |
1164 | trade_store.all.append(trade_mock1) | |
1165 | trade_store.all.append(trade_mock2) | |
6ca5a1ec | 1166 | |
f86ee140 | 1167 | orders = trade_store.all_orders() |
6ca5a1ec IB |
1168 | self.assertEqual(3, len(orders)) |
1169 | ||
f86ee140 | 1170 | open_orders = trade_store.all_orders(state="open") |
6ca5a1ec IB |
1171 | self.assertEqual(2, len(open_orders)) |
1172 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
1173 | ||
f86ee140 IB |
1174 | def test_update_all_orders_status(self): |
1175 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
1176 | order_mock1 = mock.Mock() | |
1177 | order_mock2 = mock.Mock() | |
1178 | order_mock3 = mock.Mock() | |
1179 | ||
1180 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
1181 | ||
1182 | trade_store = market.TradeStore(self.m) | |
1183 | ||
1184 | trade_store.update_all_orders_status() | |
1185 | all_orders.assert_called_with(state="open") | |
6ca5a1ec | 1186 | |
f86ee140 IB |
1187 | order_mock1.get_status.assert_called() |
1188 | order_mock2.get_status.assert_called() | |
1189 | order_mock3.get_status.assert_called() | |
6ca5a1ec | 1190 | |
aca4d437 IB |
1191 | def test_pending(self): |
1192 | trade_mock1 = mock.Mock() | |
1193 | trade_mock1.is_fullfiled = False | |
1194 | trade_mock2 = mock.Mock() | |
1195 | trade_mock2.is_fullfiled = False | |
1196 | trade_mock3 = mock.Mock() | |
1197 | trade_mock3.is_fullfiled = True | |
1198 | ||
1199 | trade_store = market.TradeStore(self.m) | |
1200 | ||
1201 | trade_store.all.append(trade_mock1) | |
1202 | trade_store.all.append(trade_mock2) | |
1203 | trade_store.all.append(trade_mock3) | |
1204 | ||
1205 | self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) | |
3d0247f9 | 1206 | |
1aa7d4fa | 1207 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
6ca5a1ec IB |
1208 | class BalanceStoreTest(WebMockTestCase): |
1209 | def setUp(self): | |
1210 | super(BalanceStoreTest, self).setUp() | |
1211 | ||
1212 | self.fetch_balance = { | |
1213 | "ETC": { | |
1214 | "exchange_free": 0, | |
1215 | "exchange_used": 0, | |
1216 | "exchange_total": 0, | |
1217 | "margin_total": 0, | |
1218 | }, | |
1219 | "USDT": { | |
1220 | "exchange_free": D("6.0"), | |
1221 | "exchange_used": D("1.2"), | |
1222 | "exchange_total": D("7.2"), | |
1223 | "margin_total": 0, | |
1224 | }, | |
1225 | "XVG": { | |
1226 | "exchange_free": 16, | |
1227 | "exchange_used": 0, | |
1228 | "exchange_total": 16, | |
1229 | "margin_total": 0, | |
1230 | }, | |
1231 | "XMR": { | |
1232 | "exchange_free": 0, | |
1233 | "exchange_used": 0, | |
1234 | "exchange_total": 0, | |
1235 | "margin_total": D("-1.0"), | |
1236 | "margin_free": 0, | |
1237 | }, | |
1238 | } | |
1239 | ||
f86ee140 IB |
1240 | def test_in_currency(self): |
1241 | self.m.get_ticker.return_value = { | |
1242 | "bid": D("0.09"), | |
1243 | "ask": D("0.11"), | |
1244 | "average": D("0.1"), | |
1245 | } | |
1246 | ||
1247 | balance_store = market.BalanceStore(self.m) | |
1248 | balance_store.all = { | |
6ca5a1ec IB |
1249 | "BTC": portfolio.Balance("BTC", { |
1250 | "total": "0.65", | |
1251 | "exchange_total":"0.65", | |
1252 | "exchange_free": "0.35", | |
1253 | "exchange_used": "0.30"}), | |
1254 | "ETH": portfolio.Balance("ETH", { | |
1255 | "total": 3, | |
1256 | "exchange_total": 3, | |
1257 | "exchange_free": 3, | |
1258 | "exchange_used": 0}), | |
1259 | } | |
cfab619d | 1260 | |
f86ee140 | 1261 | amounts = balance_store.in_currency("BTC") |
6ca5a1ec IB |
1262 | self.assertEqual("BTC", amounts["ETH"].currency) |
1263 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
1264 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
f86ee140 | 1265 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", |
3d0247f9 | 1266 | "average", "total") |
f86ee140 | 1267 | self.m.report.log_tickers.reset_mock() |
cfab619d | 1268 | |
f86ee140 | 1269 | amounts = balance_store.in_currency("BTC", compute_value="bid") |
6ca5a1ec IB |
1270 | self.assertEqual(D("0.65"), amounts["BTC"].value) |
1271 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
f86ee140 | 1272 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", |
3d0247f9 | 1273 | "bid", "total") |
f86ee140 | 1274 | self.m.report.log_tickers.reset_mock() |
cfab619d | 1275 | |
f86ee140 | 1276 | amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") |
6ca5a1ec IB |
1277 | self.assertEqual(D("0.30"), amounts["BTC"].value) |
1278 | self.assertEqual(0, amounts["ETH"].value) | |
f86ee140 | 1279 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", |
3d0247f9 | 1280 | "bid", "exchange_used") |
f86ee140 | 1281 | self.m.report.log_tickers.reset_mock() |
cfab619d | 1282 | |
f86ee140 IB |
1283 | def test_fetch_balances(self): |
1284 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
cfab619d | 1285 | |
f86ee140 | 1286 | balance_store = market.BalanceStore(self.m) |
cfab619d | 1287 | |
f86ee140 IB |
1288 | balance_store.fetch_balances() |
1289 | self.assertNotIn("ETC", balance_store.currencies()) | |
1290 | self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) | |
1291 | ||
1292 | balance_store.all["ETC"] = portfolio.Balance("ETC", { | |
6ca5a1ec IB |
1293 | "exchange_total": "1", "exchange_free": "0", |
1294 | "exchange_used": "1" }) | |
f86ee140 IB |
1295 | balance_store.fetch_balances(tag="foo") |
1296 | self.assertEqual(0, balance_store.all["ETC"].total) | |
1297 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) | |
1298 | self.m.report.log_balances.assert_called_with(tag="foo") | |
cfab619d | 1299 | |
6ca5a1ec | 1300 | @mock.patch.object(portfolio.Portfolio, "repartition") |
f86ee140 IB |
1301 | def test_dispatch_assets(self, repartition): |
1302 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
1303 | ||
1304 | balance_store = market.BalanceStore(self.m) | |
1305 | balance_store.fetch_balances() | |
6ca5a1ec | 1306 | |
f86ee140 | 1307 | self.assertNotIn("XEM", balance_store.currencies()) |
6ca5a1ec | 1308 | |
3d0247f9 | 1309 | repartition_hash = { |
6ca5a1ec IB |
1310 | "XEM": (D("0.75"), "long"), |
1311 | "BTC": (D("0.26"), "long"), | |
1aa7d4fa | 1312 | "DASH": (D("0.10"), "short"), |
6ca5a1ec | 1313 | } |
3d0247f9 | 1314 | repartition.return_value = repartition_hash |
6ca5a1ec | 1315 | |
f86ee140 IB |
1316 | amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) |
1317 | repartition.assert_called_with(self.m, liquidity="medium") | |
1318 | self.assertIn("XEM", balance_store.currencies()) | |
6ca5a1ec IB |
1319 | self.assertEqual(D("2.6"), amounts["BTC"].value) |
1320 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
1aa7d4fa | 1321 | self.assertEqual(D("-1.0"), amounts["DASH"].value) |
f86ee140 IB |
1322 | self.m.report.log_balances.assert_called_with(tag=None) |
1323 | self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", | |
3d0247f9 | 1324 | "11.1"), amounts, "medium", repartition_hash) |
6ca5a1ec IB |
1325 | |
1326 | def test_currencies(self): | |
f86ee140 IB |
1327 | balance_store = market.BalanceStore(self.m) |
1328 | ||
1329 | balance_store.all = { | |
6ca5a1ec IB |
1330 | "BTC": portfolio.Balance("BTC", { |
1331 | "total": "0.65", | |
1332 | "exchange_total":"0.65", | |
1333 | "exchange_free": "0.35", | |
1334 | "exchange_used": "0.30"}), | |
1335 | "ETH": portfolio.Balance("ETH", { | |
1336 | "total": 3, | |
1337 | "exchange_total": 3, | |
1338 | "exchange_free": 3, | |
1339 | "exchange_used": 0}), | |
1340 | } | |
f86ee140 | 1341 | self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) |
6ca5a1ec | 1342 | |
3d0247f9 IB |
1343 | def test_as_json(self): |
1344 | balance_mock1 = mock.Mock() | |
1345 | balance_mock1.as_json.return_value = 1 | |
1346 | ||
1347 | balance_mock2 = mock.Mock() | |
1348 | balance_mock2.as_json.return_value = 2 | |
1349 | ||
f86ee140 IB |
1350 | balance_store = market.BalanceStore(self.m) |
1351 | balance_store.all = { | |
3d0247f9 IB |
1352 | "BTC": balance_mock1, |
1353 | "ETH": balance_mock2, | |
1354 | } | |
1355 | ||
f86ee140 | 1356 | as_json = balance_store.as_json() |
3d0247f9 IB |
1357 | self.assertEqual(1, as_json["BTC"]) |
1358 | self.assertEqual(2, as_json["ETH"]) | |
1359 | ||
1360 | ||
1aa7d4fa | 1361 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
6ca5a1ec IB |
1362 | class ComputationTest(WebMockTestCase): |
1363 | def test_compute_value(self): | |
1364 | compute = mock.Mock() | |
1365 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
1366 | compute.assert_called_with("foo", "ask") | |
1367 | ||
1368 | compute.reset_mock() | |
1369 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
1370 | compute.assert_called_with("foo", "bid") | |
1371 | ||
1372 | compute.reset_mock() | |
1373 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
1374 | compute.assert_called_with("foo", "ask") | |
1375 | ||
1376 | compute.reset_mock() | |
1377 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
1378 | compute.assert_called_with("foo", "bid") | |
1379 | ||
1380 | compute.reset_mock() | |
1381 | portfolio.Computation.computations["test"] = compute | |
1382 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
1383 | compute.assert_called_with("foo", "bid") | |
1384 | ||
1385 | ||
1aa7d4fa | 1386 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
6ca5a1ec | 1387 | class TradeTest(WebMockTestCase): |
cfab619d | 1388 | |
cfab619d | 1389 | def test_values_assertion(self): |
c51687d2 IB |
1390 | value_from = portfolio.Amount("BTC", "1.0") |
1391 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1392 | value_to = portfolio.Amount("BTC", "1.0") | |
f86ee140 | 1393 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
66c8b3dd IB |
1394 | self.assertEqual("BTC", trade.base_currency) |
1395 | self.assertEqual("ETH", trade.currency) | |
f86ee140 | 1396 | self.assertEqual(self.m, trade.market) |
66c8b3dd IB |
1397 | |
1398 | with self.assertRaises(AssertionError): | |
aca4d437 | 1399 | portfolio.Trade(value_from, -value_to, "ETH", self.m) |
66c8b3dd | 1400 | with self.assertRaises(AssertionError): |
aca4d437 | 1401 | portfolio.Trade(value_from, value_to, "ETC", self.m) |
66c8b3dd IB |
1402 | with self.assertRaises(AssertionError): |
1403 | value_from.currency = "ETH" | |
f86ee140 | 1404 | portfolio.Trade(value_from, value_to, "ETH", self.m) |
aca4d437 IB |
1405 | value_from.currency = "BTC" |
1406 | with self.assertRaises(AssertionError): | |
1407 | value_from2 = portfolio.Amount("BTC", "1.0") | |
1408 | portfolio.Trade(value_from2, value_to, "ETH", self.m) | |
cfab619d | 1409 | |
c51687d2 | 1410 | value_from = portfolio.Amount("BTC", 0) |
f86ee140 | 1411 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
c51687d2 | 1412 | self.assertEqual(0, trade.value_from.linked_to) |
cfab619d | 1413 | |
cfab619d | 1414 | def test_action(self): |
c51687d2 IB |
1415 | value_from = portfolio.Amount("BTC", "1.0") |
1416 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1417 | value_to = portfolio.Amount("BTC", "1.0") | |
f86ee140 | 1418 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
cfab619d | 1419 | |
c51687d2 IB |
1420 | self.assertIsNone(trade.action) |
1421 | ||
1422 | value_from = portfolio.Amount("BTC", "1.0") | |
1423 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
1aa7d4fa | 1424 | value_to = portfolio.Amount("BTC", "2.0") |
f86ee140 | 1425 | trade = portfolio.Trade(value_from, value_to, "BTC", self.m) |
c51687d2 IB |
1426 | |
1427 | self.assertIsNone(trade.action) | |
1428 | ||
1429 | value_from = portfolio.Amount("BTC", "0.5") | |
1430 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1431 | value_to = portfolio.Amount("BTC", "1.0") | |
f86ee140 | 1432 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
c51687d2 IB |
1433 | |
1434 | self.assertEqual("acquire", trade.action) | |
1435 | ||
1436 | value_from = portfolio.Amount("BTC", "0") | |
1437 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1438 | value_to = portfolio.Amount("BTC", "-1.0") | |
f86ee140 | 1439 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
c51687d2 | 1440 | |
5a72ded7 | 1441 | self.assertEqual("acquire", trade.action) |
cfab619d | 1442 | |
cfab619d | 1443 | def test_order_action(self): |
c51687d2 IB |
1444 | value_from = portfolio.Amount("BTC", "0.5") |
1445 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1446 | value_to = portfolio.Amount("BTC", "1.0") | |
f86ee140 | 1447 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
c51687d2 IB |
1448 | |
1449 | self.assertEqual("buy", trade.order_action(False)) | |
1450 | self.assertEqual("sell", trade.order_action(True)) | |
1451 | ||
1452 | value_from = portfolio.Amount("BTC", "0") | |
1453 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1454 | value_to = portfolio.Amount("BTC", "-1.0") | |
f86ee140 | 1455 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
c51687d2 IB |
1456 | |
1457 | self.assertEqual("sell", trade.order_action(False)) | |
1458 | self.assertEqual("buy", trade.order_action(True)) | |
1459 | ||
1460 | def test_trade_type(self): | |
1461 | value_from = portfolio.Amount("BTC", "0.5") | |
1462 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1463 | value_to = portfolio.Amount("BTC", "1.0") | |
f86ee140 | 1464 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
c51687d2 IB |
1465 | |
1466 | self.assertEqual("long", trade.trade_type) | |
1467 | ||
1468 | value_from = portfolio.Amount("BTC", "0") | |
1469 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1470 | value_to = portfolio.Amount("BTC", "-1.0") | |
f86ee140 | 1471 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
c51687d2 IB |
1472 | |
1473 | self.assertEqual("short", trade.trade_type) | |
1474 | ||
aca4d437 IB |
1475 | def test_is_fullfiled(self): |
1476 | value_from = portfolio.Amount("BTC", "0.5") | |
1477 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1478 | value_to = portfolio.Amount("BTC", "1.0") | |
1479 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1480 | ||
1481 | order1 = mock.Mock() | |
1482 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
1483 | ||
1484 | order2 = mock.Mock() | |
1485 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
1486 | trade.orders.append(order1) | |
1487 | trade.orders.append(order2) | |
1488 | ||
1489 | self.assertFalse(trade.is_fullfiled) | |
1490 | ||
1491 | order3 = mock.Mock() | |
1492 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
1493 | trade.orders.append(order3) | |
1494 | ||
1495 | self.assertTrue(trade.is_fullfiled) | |
1496 | ||
c51687d2 IB |
1497 | def test_filled_amount(self): |
1498 | value_from = portfolio.Amount("BTC", "0.5") | |
1499 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1500 | value_to = portfolio.Amount("BTC", "1.0") | |
f86ee140 | 1501 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
c51687d2 IB |
1502 | |
1503 | order1 = mock.Mock() | |
1aa7d4fa | 1504 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") |
c51687d2 IB |
1505 | |
1506 | order2 = mock.Mock() | |
1aa7d4fa | 1507 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") |
c51687d2 IB |
1508 | trade.orders.append(order1) |
1509 | trade.orders.append(order2) | |
1510 | ||
1aa7d4fa IB |
1511 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) |
1512 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1513 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
c51687d2 | 1514 | |
1aa7d4fa IB |
1515 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) |
1516 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1517 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
1518 | ||
1519 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
1520 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
1521 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
1522 | ||
1aa7d4fa IB |
1523 | @mock.patch.object(portfolio.Computation, "compute_value") |
1524 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
1525 | @mock.patch.object(portfolio, "Order") | |
f86ee140 | 1526 | def test_prepare_order(self, Order, filled_amount, compute_value): |
1aa7d4fa IB |
1527 | Order.return_value = "Order" |
1528 | ||
1529 | with self.subTest(desc="Nothing to do"): | |
1530 | value_from = portfolio.Amount("BTC", "10") | |
1531 | value_from.rate = D("0.1") | |
1532 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1533 | value_to = portfolio.Amount("BTC", "10") | |
f86ee140 | 1534 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
1aa7d4fa IB |
1535 | |
1536 | trade.prepare_order() | |
1537 | ||
1538 | filled_amount.assert_not_called() | |
1539 | compute_value.assert_not_called() | |
1540 | self.assertEqual(0, len(trade.orders)) | |
1541 | Order.assert_not_called() | |
1542 | ||
f86ee140 IB |
1543 | self.m.get_ticker.return_value = { "inverted": False } |
1544 | with self.subTest(desc="Already filled"): | |
1aa7d4fa IB |
1545 | filled_amount.return_value = portfolio.Amount("FOO", "100") |
1546 | compute_value.return_value = D("0.125") | |
1547 | ||
1548 | value_from = portfolio.Amount("BTC", "10") | |
1549 | value_from.rate = D("0.1") | |
1550 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1551 | value_to = portfolio.Amount("BTC", "0") | |
f86ee140 | 1552 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
1aa7d4fa IB |
1553 | |
1554 | trade.prepare_order() | |
1555 | ||
1556 | filled_amount.assert_called_with(in_base_currency=False) | |
f86ee140 | 1557 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") |
1aa7d4fa | 1558 | self.assertEqual(0, len(trade.orders)) |
f86ee140 | 1559 | self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) |
1aa7d4fa IB |
1560 | Order.assert_not_called() |
1561 | ||
1562 | with self.subTest(action="dispose", inverted=False): | |
1563 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
1564 | compute_value.return_value = D("0.125") | |
1565 | ||
1566 | value_from = portfolio.Amount("BTC", "10") | |
1567 | value_from.rate = D("0.1") | |
1568 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1569 | value_to = portfolio.Amount("BTC", "1") | |
f86ee140 | 1570 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
1aa7d4fa IB |
1571 | |
1572 | trade.prepare_order() | |
1573 | ||
1574 | filled_amount.assert_called_with(in_base_currency=False) | |
f86ee140 | 1575 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") |
1aa7d4fa IB |
1576 | self.assertEqual(1, len(trade.orders)) |
1577 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
f86ee140 | 1578 | D("0.125"), "BTC", "long", self.m, |
1aa7d4fa IB |
1579 | trade, close_if_possible=False) |
1580 | ||
2033e7fe IB |
1581 | with self.subTest(action="dispose", inverted=False, close_if_possible=True): |
1582 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
1583 | compute_value.return_value = D("0.125") | |
1584 | ||
1585 | value_from = portfolio.Amount("BTC", "10") | |
1586 | value_from.rate = D("0.1") | |
1587 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1588 | value_to = portfolio.Amount("BTC", "1") | |
1589 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
1590 | ||
1591 | trade.prepare_order(close_if_possible=True) | |
1592 | ||
1593 | filled_amount.assert_called_with(in_base_currency=False) | |
1594 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
1595 | self.assertEqual(1, len(trade.orders)) | |
1596 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
1597 | D("0.125"), "BTC", "long", self.m, | |
1598 | trade, close_if_possible=True) | |
1599 | ||
1aa7d4fa IB |
1600 | with self.subTest(action="acquire", inverted=False): |
1601 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
1602 | compute_value.return_value = D("0.125") | |
1603 | ||
1604 | value_from = portfolio.Amount("BTC", "1") | |
1605 | value_from.rate = D("0.1") | |
1606 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
1607 | value_to = portfolio.Amount("BTC", "10") | |
f86ee140 | 1608 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
1aa7d4fa IB |
1609 | |
1610 | trade.prepare_order() | |
1611 | ||
1612 | filled_amount.assert_called_with(in_base_currency=True) | |
f86ee140 | 1613 | compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") |
1aa7d4fa IB |
1614 | self.assertEqual(1, len(trade.orders)) |
1615 | ||
1616 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
f86ee140 | 1617 | D("0.125"), "BTC", "long", self.m, |
1aa7d4fa IB |
1618 | trade, close_if_possible=False) |
1619 | ||
1620 | with self.subTest(close_if_possible=True): | |
1621 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
1622 | compute_value.return_value = D("0.125") | |
1623 | ||
1624 | value_from = portfolio.Amount("BTC", "10") | |
1625 | value_from.rate = D("0.1") | |
1626 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1627 | value_to = portfolio.Amount("BTC", "0") | |
f86ee140 | 1628 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
1aa7d4fa IB |
1629 | |
1630 | trade.prepare_order() | |
1631 | ||
1632 | filled_amount.assert_called_with(in_base_currency=False) | |
f86ee140 | 1633 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") |
1aa7d4fa IB |
1634 | self.assertEqual(1, len(trade.orders)) |
1635 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
f86ee140 | 1636 | D("0.125"), "BTC", "long", self.m, |
1aa7d4fa IB |
1637 | trade, close_if_possible=True) |
1638 | ||
f86ee140 | 1639 | self.m.get_ticker.return_value = { "inverted": True, "original": {} } |
1aa7d4fa IB |
1640 | with self.subTest(action="dispose", inverted=True): |
1641 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
1642 | compute_value.return_value = D("125") | |
1643 | ||
1644 | value_from = portfolio.Amount("BTC", "10") | |
1645 | value_from.rate = D("0.01") | |
1646 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
1647 | value_to = portfolio.Amount("BTC", "1") | |
f86ee140 | 1648 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
1aa7d4fa IB |
1649 | |
1650 | trade.prepare_order(compute_value="foo") | |
1651 | ||
1652 | filled_amount.assert_called_with(in_base_currency=True) | |
f86ee140 | 1653 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") |
1aa7d4fa IB |
1654 | self.assertEqual(1, len(trade.orders)) |
1655 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
f86ee140 | 1656 | D("125"), "FOO", "long", self.m, |
1aa7d4fa IB |
1657 | trade, close_if_possible=False) |
1658 | ||
1659 | with self.subTest(action="acquire", inverted=True): | |
1660 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
1661 | compute_value.return_value = D("125") | |
1662 | ||
1663 | value_from = portfolio.Amount("BTC", "1") | |
1664 | value_from.rate = D("0.01") | |
1665 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1666 | value_to = portfolio.Amount("BTC", "10") | |
f86ee140 | 1667 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
1aa7d4fa IB |
1668 | |
1669 | trade.prepare_order(compute_value="foo") | |
1670 | ||
1671 | filled_amount.assert_called_with(in_base_currency=False) | |
f86ee140 | 1672 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") |
1aa7d4fa IB |
1673 | self.assertEqual(1, len(trade.orders)) |
1674 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
f86ee140 | 1675 | D("125"), "FOO", "long", self.m, |
1aa7d4fa IB |
1676 | trade, close_if_possible=False) |
1677 | ||
1678 | ||
1679 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
1680 | def test_update_order(self, prepare_order): | |
1681 | order_mock = mock.Mock() | |
1682 | new_order_mock = mock.Mock() | |
1683 | ||
1684 | value_from = portfolio.Amount("BTC", "0.5") | |
1685 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1686 | value_to = portfolio.Amount("BTC", "1.0") | |
f86ee140 | 1687 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
5a72ded7 | 1688 | prepare_order.return_value = new_order_mock |
1aa7d4fa IB |
1689 | |
1690 | for i in [0, 1, 3, 4, 6]: | |
f86ee140 | 1691 | with self.subTest(tick=i): |
1aa7d4fa IB |
1692 | trade.update_order(order_mock, i) |
1693 | order_mock.cancel.assert_not_called() | |
1694 | new_order_mock.run.assert_not_called() | |
f86ee140 | 1695 | self.m.report.log_order.assert_called_once_with(order_mock, i, |
3d0247f9 | 1696 | update="waiting", compute_value=None, new_order=None) |
1aa7d4fa IB |
1697 | |
1698 | order_mock.reset_mock() | |
1699 | new_order_mock.reset_mock() | |
1700 | trade.orders = [] | |
f86ee140 IB |
1701 | self.m.report.log_order.reset_mock() |
1702 | ||
1703 | trade.update_order(order_mock, 2) | |
1704 | order_mock.cancel.assert_called() | |
1705 | new_order_mock.run.assert_called() | |
1706 | prepare_order.assert_called() | |
1707 | self.m.report.log_order.assert_called() | |
1708 | self.assertEqual(2, self.m.report.log_order.call_count) | |
1709 | calls = [ | |
1710 | mock.call(order_mock, 2, update="adjusting", | |
aca4d437 | 1711 | compute_value=mock.ANY, |
f86ee140 IB |
1712 | new_order=new_order_mock), |
1713 | mock.call(order_mock, 2, new_order=new_order_mock), | |
1714 | ] | |
1715 | self.m.report.log_order.assert_has_calls(calls) | |
1aa7d4fa IB |
1716 | |
1717 | order_mock.reset_mock() | |
1718 | new_order_mock.reset_mock() | |
1719 | trade.orders = [] | |
f86ee140 IB |
1720 | self.m.report.log_order.reset_mock() |
1721 | ||
1722 | trade.update_order(order_mock, 5) | |
1723 | order_mock.cancel.assert_called() | |
1724 | new_order_mock.run.assert_called() | |
1725 | prepare_order.assert_called() | |
1726 | self.assertEqual(2, self.m.report.log_order.call_count) | |
1727 | self.m.report.log_order.assert_called() | |
1728 | calls = [ | |
1729 | mock.call(order_mock, 5, update="adjusting", | |
aca4d437 | 1730 | compute_value=mock.ANY, |
f86ee140 IB |
1731 | new_order=new_order_mock), |
1732 | mock.call(order_mock, 5, new_order=new_order_mock), | |
1733 | ] | |
1734 | self.m.report.log_order.assert_has_calls(calls) | |
1aa7d4fa IB |
1735 | |
1736 | order_mock.reset_mock() | |
1737 | new_order_mock.reset_mock() | |
1738 | trade.orders = [] | |
f86ee140 IB |
1739 | self.m.report.log_order.reset_mock() |
1740 | ||
1741 | trade.update_order(order_mock, 7) | |
1742 | order_mock.cancel.assert_called() | |
1743 | new_order_mock.run.assert_called() | |
1744 | prepare_order.assert_called_with(compute_value="default") | |
1745 | self.m.report.log_order.assert_called() | |
1746 | self.assertEqual(2, self.m.report.log_order.call_count) | |
1747 | calls = [ | |
1748 | mock.call(order_mock, 7, update="market_fallback", | |
1749 | compute_value='default', | |
1750 | new_order=new_order_mock), | |
1751 | mock.call(order_mock, 7, new_order=new_order_mock), | |
1752 | ] | |
1753 | self.m.report.log_order.assert_has_calls(calls) | |
1aa7d4fa IB |
1754 | |
1755 | order_mock.reset_mock() | |
1756 | new_order_mock.reset_mock() | |
1757 | trade.orders = [] | |
f86ee140 | 1758 | self.m.report.log_order.reset_mock() |
1aa7d4fa IB |
1759 | |
1760 | for i in [10, 13, 16]: | |
f86ee140 | 1761 | with self.subTest(tick=i): |
1aa7d4fa IB |
1762 | trade.update_order(order_mock, i) |
1763 | order_mock.cancel.assert_called() | |
1764 | new_order_mock.run.assert_called() | |
1765 | prepare_order.assert_called_with(compute_value="default") | |
f86ee140 IB |
1766 | self.m.report.log_order.assert_called() |
1767 | self.assertEqual(2, self.m.report.log_order.call_count) | |
3d0247f9 IB |
1768 | calls = [ |
1769 | mock.call(order_mock, i, update="market_adjust", | |
1770 | compute_value='default', | |
1771 | new_order=new_order_mock), | |
1772 | mock.call(order_mock, i, new_order=new_order_mock), | |
1773 | ] | |
f86ee140 | 1774 | self.m.report.log_order.assert_has_calls(calls) |
1aa7d4fa IB |
1775 | |
1776 | order_mock.reset_mock() | |
1777 | new_order_mock.reset_mock() | |
1778 | trade.orders = [] | |
f86ee140 | 1779 | self.m.report.log_order.reset_mock() |
1aa7d4fa IB |
1780 | |
1781 | for i in [8, 9, 11, 12]: | |
f86ee140 | 1782 | with self.subTest(tick=i): |
1aa7d4fa IB |
1783 | trade.update_order(order_mock, i) |
1784 | order_mock.cancel.assert_not_called() | |
1785 | new_order_mock.run.assert_not_called() | |
f86ee140 | 1786 | self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", |
3d0247f9 | 1787 | compute_value=None, new_order=None) |
1aa7d4fa IB |
1788 | |
1789 | order_mock.reset_mock() | |
1790 | new_order_mock.reset_mock() | |
1791 | trade.orders = [] | |
f86ee140 | 1792 | self.m.report.log_order.reset_mock() |
cfab619d | 1793 | |
cfab619d | 1794 | |
f86ee140 | 1795 | def test_print_with_order(self): |
c51687d2 IB |
1796 | value_from = portfolio.Amount("BTC", "0.5") |
1797 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1798 | value_to = portfolio.Amount("BTC", "1.0") | |
f86ee140 | 1799 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
c51687d2 IB |
1800 | |
1801 | order_mock1 = mock.Mock() | |
1802 | order_mock1.__repr__ = mock.Mock() | |
1803 | order_mock1.__repr__.return_value = "Mock 1" | |
1804 | order_mock2 = mock.Mock() | |
1805 | order_mock2.__repr__ = mock.Mock() | |
1806 | order_mock2.__repr__.return_value = "Mock 2" | |
c31df868 IB |
1807 | order_mock1.mouvements = [] |
1808 | mouvement_mock1 = mock.Mock() | |
1809 | mouvement_mock1.__repr__ = mock.Mock() | |
1810 | mouvement_mock1.__repr__.return_value = "Mouvement 1" | |
1811 | mouvement_mock2 = mock.Mock() | |
1812 | mouvement_mock2.__repr__ = mock.Mock() | |
1813 | mouvement_mock2.__repr__.return_value = "Mouvement 2" | |
1814 | order_mock2.mouvements = [ | |
1815 | mouvement_mock1, mouvement_mock2 | |
1816 | ] | |
c51687d2 IB |
1817 | trade.orders.append(order_mock1) |
1818 | trade.orders.append(order_mock2) | |
1819 | ||
1820 | trade.print_with_order() | |
1821 | ||
f86ee140 IB |
1822 | self.m.report.print_log.assert_called() |
1823 | calls = self.m.report.print_log.mock_calls | |
3d0247f9 IB |
1824 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) |
1825 | self.assertEqual("\tMock 1", str(calls[1][1][0])) | |
1826 | self.assertEqual("\tMock 2", str(calls[2][1][0])) | |
1827 | self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) | |
1828 | self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) | |
c51687d2 | 1829 | |
cfab619d | 1830 | def test__repr(self): |
c51687d2 IB |
1831 | value_from = portfolio.Amount("BTC", "0.5") |
1832 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1833 | value_to = portfolio.Amount("BTC", "1.0") | |
f86ee140 | 1834 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
c51687d2 IB |
1835 | |
1836 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
cfab619d | 1837 | |
3d0247f9 IB |
1838 | def test_as_json(self): |
1839 | value_from = portfolio.Amount("BTC", "0.5") | |
1840 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1841 | value_to = portfolio.Amount("BTC", "1.0") | |
f86ee140 | 1842 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
3d0247f9 IB |
1843 | |
1844 | as_json = trade.as_json() | |
1845 | self.assertEqual("acquire", as_json["action"]) | |
1846 | self.assertEqual(D("0.5"), as_json["from"]) | |
1847 | self.assertEqual(D("1.0"), as_json["to"]) | |
1848 | self.assertEqual("ETH", as_json["currency"]) | |
1849 | self.assertEqual("BTC", as_json["base_currency"]) | |
1850 | ||
5a72ded7 IB |
1851 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
1852 | class OrderTest(WebMockTestCase): | |
1853 | def test_values(self): | |
1854 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1855 | D("0.1"), "BTC", "long", "market", "trade") | |
1856 | self.assertEqual("buy", order.action) | |
1857 | self.assertEqual(10, order.amount.value) | |
1858 | self.assertEqual("ETH", order.amount.currency) | |
1859 | self.assertEqual(D("0.1"), order.rate) | |
1860 | self.assertEqual("BTC", order.base_currency) | |
1861 | self.assertEqual("market", order.market) | |
1862 | self.assertEqual("long", order.trade_type) | |
1863 | self.assertEqual("pending", order.status) | |
1864 | self.assertEqual("trade", order.trade) | |
1865 | self.assertIsNone(order.id) | |
1866 | self.assertFalse(order.close_if_possible) | |
1867 | ||
1868 | def test__repr(self): | |
1869 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1870 | D("0.1"), "BTC", "long", "market", "trade") | |
1871 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
1872 | ||
1873 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1874 | D("0.1"), "BTC", "long", "market", "trade", | |
1875 | close_if_possible=True) | |
1876 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
1877 | ||
3d0247f9 IB |
1878 | def test_as_json(self): |
1879 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1880 | D("0.1"), "BTC", "long", "market", "trade") | |
1881 | mouvement_mock1 = mock.Mock() | |
1882 | mouvement_mock1.as_json.return_value = 1 | |
1883 | mouvement_mock2 = mock.Mock() | |
1884 | mouvement_mock2.as_json.return_value = 2 | |
1885 | ||
1886 | order.mouvements = [mouvement_mock1, mouvement_mock2] | |
1887 | as_json = order.as_json() | |
1888 | self.assertEqual("buy", as_json["action"]) | |
1889 | self.assertEqual("long", as_json["trade_type"]) | |
1890 | self.assertEqual(10, as_json["amount"]) | |
1891 | self.assertEqual("ETH", as_json["currency"]) | |
1892 | self.assertEqual("BTC", as_json["base_currency"]) | |
1893 | self.assertEqual(D("0.1"), as_json["rate"]) | |
1894 | self.assertEqual("pending", as_json["status"]) | |
1895 | self.assertEqual(False, as_json["close_if_possible"]) | |
1896 | self.assertIsNone(as_json["id"]) | |
1897 | self.assertEqual([1, 2], as_json["mouvements"]) | |
1898 | ||
5a72ded7 IB |
1899 | def test_account(self): |
1900 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1901 | D("0.1"), "BTC", "long", "market", "trade") | |
1902 | self.assertEqual("exchange", order.account) | |
1903 | ||
1904 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
1905 | D("0.1"), "BTC", "short", "market", "trade") | |
1906 | self.assertEqual("margin", order.account) | |
1907 | ||
1908 | def test_pending(self): | |
1909 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1910 | D("0.1"), "BTC", "long", "market", "trade") | |
1911 | self.assertTrue(order.pending) | |
1912 | order.status = "open" | |
1913 | self.assertFalse(order.pending) | |
1914 | ||
1915 | def test_open(self): | |
1916 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1917 | D("0.1"), "BTC", "long", "market", "trade") | |
1918 | self.assertFalse(order.open) | |
1919 | order.status = "open" | |
1920 | self.assertTrue(order.open) | |
1921 | ||
1922 | def test_finished(self): | |
1923 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1924 | D("0.1"), "BTC", "long", "market", "trade") | |
1925 | self.assertFalse(order.finished) | |
1926 | order.status = "closed" | |
1927 | self.assertTrue(order.finished) | |
1928 | order.status = "canceled" | |
1929 | self.assertTrue(order.finished) | |
1930 | order.status = "error" | |
1931 | self.assertTrue(order.finished) | |
1932 | ||
1933 | @mock.patch.object(portfolio.Order, "fetch") | |
f86ee140 IB |
1934 | def test_cancel(self, fetch): |
1935 | self.m.debug = True | |
5a72ded7 | 1936 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
f86ee140 | 1937 | D("0.1"), "BTC", "long", self.m, "trade") |
5a72ded7 IB |
1938 | order.status = "open" |
1939 | ||
1940 | order.cancel() | |
f86ee140 IB |
1941 | self.m.ccxt.cancel_order.assert_not_called() |
1942 | self.m.report.log_debug_action.assert_called_once() | |
1943 | self.m.report.log_debug_action.reset_mock() | |
5a72ded7 IB |
1944 | self.assertEqual("canceled", order.status) |
1945 | ||
f86ee140 | 1946 | self.m.debug = False |
5a72ded7 | 1947 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
f86ee140 | 1948 | D("0.1"), "BTC", "long", self.m, "trade") |
5a72ded7 IB |
1949 | order.status = "open" |
1950 | order.id = 42 | |
1951 | ||
1952 | order.cancel() | |
f86ee140 | 1953 | self.m.ccxt.cancel_order.assert_called_with(42) |
aca4d437 | 1954 | fetch.assert_called_once_with() |
f86ee140 | 1955 | self.m.report.log_debug_action.assert_not_called() |
5a72ded7 IB |
1956 | |
1957 | def test_dust_amount_remaining(self): | |
1958 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
f86ee140 | 1959 | D("0.1"), "BTC", "long", self.m, "trade") |
5a72ded7 IB |
1960 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) |
1961 | self.assertFalse(order.dust_amount_remaining()) | |
1962 | ||
1963 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | |
1964 | self.assertTrue(order.dust_amount_remaining()) | |
1965 | ||
1966 | @mock.patch.object(portfolio.Order, "fetch") | |
1967 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
1968 | def test_remaining_amount(self, filled_amount, fetch): | |
1969 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
f86ee140 | 1970 | D("0.1"), "BTC", "long", self.m, "trade") |
5a72ded7 IB |
1971 | |
1972 | self.assertEqual(9, order.remaining_amount().value) | |
5a72ded7 IB |
1973 | |
1974 | order.status = "open" | |
1975 | self.assertEqual(9, order.remaining_amount().value) | |
5a72ded7 IB |
1976 | |
1977 | @mock.patch.object(portfolio.Order, "fetch") | |
1978 | def test_filled_amount(self, fetch): | |
1979 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
f86ee140 | 1980 | D("0.1"), "BTC", "long", self.m, "trade") |
5a72ded7 | 1981 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { |
df9e4e7f | 1982 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
1983 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
1984 | "amount": "3", "total": "0.3" | |
1985 | })) | |
1986 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
df9e4e7f | 1987 | "tradeID": 43, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
1988 | "date": "2017-12-30 13:00:12", "rate": "0.2", |
1989 | "amount": "2", "total": "0.4" | |
1990 | })) | |
1991 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
1992 | fetch.assert_not_called() | |
1993 | order.status = "open" | |
1994 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
1995 | fetch.assert_called_once() | |
1996 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
1997 | ||
1998 | def test_fetch_mouvements(self): | |
f86ee140 | 1999 | self.m.ccxt.privatePostReturnOrderTrades.return_value = [ |
5a72ded7 | 2000 | { |
df9e4e7f | 2001 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
2002 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
2003 | "amount": "3", "total": "0.3" | |
2004 | }, | |
2005 | { | |
df9e4e7f | 2006 | "tradeID": 43, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
2007 | "date": "2017-12-30 13:00:12", "rate": "0.2", |
2008 | "amount": "2", "total": "0.4" | |
2009 | } | |
2010 | ] | |
2011 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
f86ee140 | 2012 | D("0.1"), "BTC", "long", self.m, "trade") |
5a72ded7 IB |
2013 | order.id = 12 |
2014 | order.mouvements = ["Foo", "Bar", "Baz"] | |
2015 | ||
2016 | order.fetch_mouvements() | |
2017 | ||
f86ee140 | 2018 | self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) |
5a72ded7 IB |
2019 | self.assertEqual(2, len(order.mouvements)) |
2020 | self.assertEqual(42, order.mouvements[0].id) | |
2021 | self.assertEqual(43, order.mouvements[1].id) | |
2022 | ||
f86ee140 | 2023 | self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError |
df9e4e7f | 2024 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
f86ee140 | 2025 | D("0.1"), "BTC", "long", self.m, "trade") |
df9e4e7f IB |
2026 | order.fetch_mouvements() |
2027 | self.assertEqual(0, len(order.mouvements)) | |
2028 | ||
f86ee140 | 2029 | def test_mark_finished_order(self): |
5a72ded7 | 2030 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
f86ee140 | 2031 | D("0.1"), "BTC", "short", self.m, "trade", |
5a72ded7 IB |
2032 | close_if_possible=True) |
2033 | order.status = "closed" | |
f86ee140 | 2034 | self.m.debug = False |
5a72ded7 IB |
2035 | |
2036 | order.mark_finished_order() | |
f86ee140 IB |
2037 | self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") |
2038 | self.m.ccxt.close_margin_position.reset_mock() | |
5a72ded7 IB |
2039 | |
2040 | order.status = "open" | |
2041 | order.mark_finished_order() | |
f86ee140 | 2042 | self.m.ccxt.close_margin_position.assert_not_called() |
5a72ded7 IB |
2043 | |
2044 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
f86ee140 | 2045 | D("0.1"), "BTC", "short", self.m, "trade", |
5a72ded7 IB |
2046 | close_if_possible=False) |
2047 | order.status = "closed" | |
2048 | order.mark_finished_order() | |
f86ee140 | 2049 | self.m.ccxt.close_margin_position.assert_not_called() |
5a72ded7 IB |
2050 | |
2051 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
f86ee140 | 2052 | D("0.1"), "BTC", "short", self.m, "trade", |
5a72ded7 IB |
2053 | close_if_possible=True) |
2054 | order.status = "closed" | |
2055 | order.mark_finished_order() | |
f86ee140 | 2056 | self.m.ccxt.close_margin_position.assert_not_called() |
5a72ded7 IB |
2057 | |
2058 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
f86ee140 | 2059 | D("0.1"), "BTC", "long", self.m, "trade", |
5a72ded7 IB |
2060 | close_if_possible=True) |
2061 | order.status = "closed" | |
2062 | order.mark_finished_order() | |
f86ee140 | 2063 | self.m.ccxt.close_margin_position.assert_not_called() |
5a72ded7 | 2064 | |
f86ee140 | 2065 | self.m.debug = True |
5a72ded7 IB |
2066 | |
2067 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
f86ee140 | 2068 | D("0.1"), "BTC", "short", self.m, "trade", |
5a72ded7 IB |
2069 | close_if_possible=True) |
2070 | order.status = "closed" | |
2071 | ||
2072 | order.mark_finished_order() | |
f86ee140 IB |
2073 | self.m.ccxt.close_margin_position.assert_not_called() |
2074 | self.m.report.log_debug_action.assert_called_once() | |
5a72ded7 IB |
2075 | |
2076 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
f86ee140 | 2077 | def test_fetch(self, fetch_mouvements): |
aca4d437 IB |
2078 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
2079 | D("0.1"), "BTC", "long", self.m, "trade") | |
2080 | order.id = 45 | |
2081 | with self.subTest(debug=True): | |
2082 | self.m.debug = True | |
2083 | order.fetch() | |
2084 | self.m.report.log_debug_action.assert_called_once() | |
2085 | self.m.report.log_debug_action.reset_mock() | |
2086 | self.m.ccxt.fetch_order.assert_not_called() | |
2087 | fetch_mouvements.assert_not_called() | |
5a72ded7 | 2088 | |
aca4d437 IB |
2089 | with self.subTest(debug=False): |
2090 | self.m.debug = False | |
2091 | self.m.ccxt.fetch_order.return_value = { | |
2092 | "status": "foo", | |
2093 | "datetime": "timestamp" | |
2094 | } | |
2095 | order.fetch() | |
5a72ded7 | 2096 | |
aca4d437 IB |
2097 | self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH") |
2098 | fetch_mouvements.assert_called_once() | |
2099 | self.assertEqual("foo", order.status) | |
2100 | self.assertEqual("timestamp", order.timestamp) | |
2101 | self.assertEqual(1, len(order.results)) | |
2102 | self.m.report.log_debug_action.assert_not_called() | |
5a72ded7 | 2103 | |
aca4d437 IB |
2104 | with self.subTest(missing_order=True): |
2105 | self.m.ccxt.fetch_order.side_effect = [ | |
2106 | portfolio.OrderNotCached, | |
2107 | ] | |
5a72ded7 | 2108 | order.fetch() |
aca4d437 | 2109 | self.assertEqual("closed_unknown", order.status) |
5a72ded7 IB |
2110 | |
2111 | @mock.patch.object(portfolio.Order, "fetch") | |
2112 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
f86ee140 | 2113 | def test_get_status(self, mark_finished_order, fetch): |
5a72ded7 | 2114 | with self.subTest(debug=True): |
f86ee140 | 2115 | self.m.debug = True |
5a72ded7 | 2116 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
f86ee140 | 2117 | D("0.1"), "BTC", "long", self.m, "trade") |
5a72ded7 IB |
2118 | self.assertEqual("pending", order.get_status()) |
2119 | fetch.assert_not_called() | |
f86ee140 | 2120 | self.m.report.log_debug_action.assert_called_once() |
5a72ded7 IB |
2121 | |
2122 | with self.subTest(debug=False, finished=False): | |
f86ee140 | 2123 | self.m.debug = False |
5a72ded7 | 2124 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
f86ee140 | 2125 | D("0.1"), "BTC", "long", self.m, "trade") |
5a72ded7 IB |
2126 | def _fetch(order): |
2127 | def update_status(): | |
2128 | order.status = "open" | |
2129 | return update_status | |
2130 | fetch.side_effect = _fetch(order) | |
2131 | self.assertEqual("open", order.get_status()) | |
2132 | mark_finished_order.assert_not_called() | |
2133 | fetch.assert_called_once() | |
2134 | ||
2135 | mark_finished_order.reset_mock() | |
2136 | fetch.reset_mock() | |
2137 | with self.subTest(debug=False, finished=True): | |
f86ee140 | 2138 | self.m.debug = False |
5a72ded7 | 2139 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
f86ee140 | 2140 | D("0.1"), "BTC", "long", self.m, "trade") |
5a72ded7 IB |
2141 | def _fetch(order): |
2142 | def update_status(): | |
2143 | order.status = "closed" | |
2144 | return update_status | |
2145 | fetch.side_effect = _fetch(order) | |
2146 | self.assertEqual("closed", order.get_status()) | |
2147 | mark_finished_order.assert_called_once() | |
2148 | fetch.assert_called_once() | |
2149 | ||
2150 | def test_run(self): | |
f86ee140 IB |
2151 | self.m.ccxt.order_precision.return_value = 4 |
2152 | with self.subTest(debug=True): | |
2153 | self.m.debug = True | |
5a72ded7 | 2154 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
f86ee140 | 2155 | D("0.1"), "BTC", "long", self.m, "trade") |
5a72ded7 | 2156 | order.run() |
f86ee140 IB |
2157 | self.m.ccxt.create_order.assert_not_called() |
2158 | self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") | |
5a72ded7 IB |
2159 | self.assertEqual("open", order.status) |
2160 | self.assertEqual(1, len(order.results)) | |
2161 | self.assertEqual(-1, order.id) | |
2162 | ||
f86ee140 | 2163 | self.m.ccxt.create_order.reset_mock() |
5a72ded7 | 2164 | with self.subTest(debug=False): |
f86ee140 | 2165 | self.m.debug = False |
5a72ded7 | 2166 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
f86ee140 IB |
2167 | D("0.1"), "BTC", "long", self.m, "trade") |
2168 | self.m.ccxt.create_order.return_value = { "id": 123 } | |
5a72ded7 | 2169 | order.run() |
f86ee140 | 2170 | self.m.ccxt.create_order.assert_called_once() |
5a72ded7 IB |
2171 | self.assertEqual(1, len(order.results)) |
2172 | self.assertEqual("open", order.status) | |
2173 | ||
f86ee140 IB |
2174 | self.m.ccxt.create_order.reset_mock() |
2175 | with self.subTest(exception=True): | |
5a72ded7 | 2176 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
f86ee140 IB |
2177 | D("0.1"), "BTC", "long", self.m, "trade") |
2178 | self.m.ccxt.create_order.side_effect = Exception("bouh") | |
5a72ded7 | 2179 | order.run() |
f86ee140 | 2180 | self.m.ccxt.create_order.assert_called_once() |
5a72ded7 IB |
2181 | self.assertEqual(0, len(order.results)) |
2182 | self.assertEqual("error", order.status) | |
f86ee140 | 2183 | self.m.report.log_error.assert_called_once() |
5a72ded7 | 2184 | |
f86ee140 | 2185 | self.m.ccxt.create_order.reset_mock() |
df9e4e7f IB |
2186 | with self.subTest(dust_amount_exception=True),\ |
2187 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
2188 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
f86ee140 | 2189 | D("0.1"), "BTC", "long", self.m, "trade") |
f70bb858 | 2190 | self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder |
df9e4e7f | 2191 | order.run() |
f86ee140 | 2192 | self.m.ccxt.create_order.assert_called_once() |
df9e4e7f IB |
2193 | self.assertEqual(0, len(order.results)) |
2194 | self.assertEqual("closed", order.status) | |
2195 | mark_finished_order.assert_called_once() | |
2196 | ||
f70bb858 | 2197 | self.m.ccxt.order_precision.return_value = 8 |
d24bb10c | 2198 | self.m.ccxt.create_order.reset_mock() |
f70bb858 | 2199 | with self.subTest(insufficient_funds=True),\ |
d24bb10c | 2200 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: |
f70bb858 | 2201 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), |
d24bb10c | 2202 | D("0.1"), "BTC", "long", self.m, "trade") |
f70bb858 IB |
2203 | self.m.ccxt.create_order.side_effect = [ |
2204 | portfolio.InsufficientFunds, | |
2205 | portfolio.InsufficientFunds, | |
2206 | portfolio.InsufficientFunds, | |
2207 | { "id": 123 }, | |
2208 | ] | |
d24bb10c | 2209 | order.run() |
f70bb858 IB |
2210 | self.m.ccxt.create_order.assert_has_calls([ |
2211 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
2212 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
2213 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
2214 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
2215 | ]) | |
2216 | self.assertEqual(4, self.m.ccxt.create_order.call_count) | |
2217 | self.assertEqual(1, len(order.results)) | |
2218 | self.assertEqual("open", order.status) | |
2219 | self.assertEqual(4, order.tries) | |
2220 | self.m.report.log_error.assert_called() | |
2221 | self.assertEqual(4, self.m.report.log_error.call_count) | |
2222 | ||
2223 | self.m.ccxt.order_precision.return_value = 8 | |
2224 | self.m.ccxt.create_order.reset_mock() | |
2225 | self.m.report.log_error.reset_mock() | |
2226 | with self.subTest(insufficient_funds=True),\ | |
2227 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
2228 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
2229 | D("0.1"), "BTC", "long", self.m, "trade") | |
2230 | self.m.ccxt.create_order.side_effect = [ | |
2231 | portfolio.InsufficientFunds, | |
2232 | portfolio.InsufficientFunds, | |
2233 | portfolio.InsufficientFunds, | |
2234 | portfolio.InsufficientFunds, | |
2235 | portfolio.InsufficientFunds, | |
2236 | ] | |
2237 | order.run() | |
2238 | self.m.ccxt.create_order.assert_has_calls([ | |
2239 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
2240 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
2241 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
2242 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
2243 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), | |
2244 | ]) | |
2245 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
d24bb10c | 2246 | self.assertEqual(0, len(order.results)) |
f70bb858 IB |
2247 | self.assertEqual("error", order.status) |
2248 | self.assertEqual(5, order.tries) | |
2249 | self.m.report.log_error.assert_called() | |
2250 | self.assertEqual(5, self.m.report.log_error.call_count) | |
2251 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY) | |
d24bb10c | 2252 | |
df9e4e7f | 2253 | |
5a72ded7 IB |
2254 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
2255 | class MouvementTest(WebMockTestCase): | |
2256 | def test_values(self): | |
2257 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
df9e4e7f | 2258 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
2259 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
2260 | "amount": "10", "total": "1" | |
2261 | }) | |
2262 | self.assertEqual("ETH", mouvement.currency) | |
2263 | self.assertEqual("BTC", mouvement.base_currency) | |
2264 | self.assertEqual(42, mouvement.id) | |
2265 | self.assertEqual("buy", mouvement.action) | |
2266 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
2267 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | |
2268 | self.assertEqual(D("0.1"), mouvement.rate) | |
2269 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
2270 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
2271 | ||
df9e4e7f IB |
2272 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) |
2273 | self.assertIsNone(mouvement.date) | |
2274 | self.assertIsNone(mouvement.id) | |
2275 | self.assertIsNone(mouvement.action) | |
2276 | self.assertEqual(-1, mouvement.fee_rate) | |
2277 | self.assertEqual(0, mouvement.rate) | |
2278 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
2279 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
2280 | ||
c31df868 IB |
2281 | def test__repr(self): |
2282 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
2283 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2284 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2285 | "amount": "10", "total": "1" | |
2286 | }) | |
2287 | self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) | |
3d0247f9 | 2288 | |
c31df868 IB |
2289 | mouvement = portfolio.Mouvement("ETH", "BTC", { |
2290 | "tradeID": 42, "type": "buy", | |
2291 | "date": "garbage", "rate": "0.1", | |
2292 | "amount": "10", "total": "1" | |
2293 | }) | |
2294 | self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) | |
2295 | ||
3d0247f9 IB |
2296 | def test_as_json(self): |
2297 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
2298 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2299 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2300 | "amount": "10", "total": "1" | |
2301 | }) | |
2302 | as_json = mouvement.as_json() | |
2303 | ||
2304 | self.assertEqual(D("0.0015"), as_json["fee_rate"]) | |
2305 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) | |
2306 | self.assertEqual("buy", as_json["action"]) | |
2307 | self.assertEqual(D("10"), as_json["total"]) | |
2308 | self.assertEqual(D("1"), as_json["total_in_base"]) | |
2309 | self.assertEqual("BTC", as_json["base_currency"]) | |
2310 | self.assertEqual("ETH", as_json["currency"]) | |
2311 | ||
2312 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2313 | class ReportStoreTest(WebMockTestCase): | |
2314 | def test_add_log(self): | |
f86ee140 IB |
2315 | report_store = market.ReportStore(self.m) |
2316 | report_store.add_log({"foo": "bar"}) | |
3d0247f9 | 2317 | |
f86ee140 | 2318 | self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) |
3d0247f9 IB |
2319 | |
2320 | def test_set_verbose(self): | |
f86ee140 | 2321 | report_store = market.ReportStore(self.m) |
3d0247f9 | 2322 | with self.subTest(verbose=True): |
f86ee140 IB |
2323 | report_store.set_verbose(True) |
2324 | self.assertTrue(report_store.verbose_print) | |
3d0247f9 IB |
2325 | |
2326 | with self.subTest(verbose=False): | |
f86ee140 IB |
2327 | report_store.set_verbose(False) |
2328 | self.assertFalse(report_store.verbose_print) | |
3d0247f9 IB |
2329 | |
2330 | def test_print_log(self): | |
f86ee140 | 2331 | report_store = market.ReportStore(self.m) |
3d0247f9 IB |
2332 | with self.subTest(verbose=True),\ |
2333 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
f86ee140 IB |
2334 | report_store.set_verbose(True) |
2335 | report_store.print_log("Coucou") | |
2336 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
3d0247f9 IB |
2337 | self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n") |
2338 | ||
2339 | with self.subTest(verbose=False),\ | |
2340 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
f86ee140 IB |
2341 | report_store.set_verbose(False) |
2342 | report_store.print_log("Coucou") | |
2343 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
3d0247f9 IB |
2344 | self.assertEqual(stdout_mock.getvalue(), "") |
2345 | ||
2346 | def test_to_json(self): | |
f86ee140 IB |
2347 | report_store = market.ReportStore(self.m) |
2348 | report_store.logs.append({"foo": "bar"}) | |
2349 | self.assertEqual('[{"foo": "bar"}]', report_store.to_json()) | |
2350 | report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) | |
2351 | self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json()) | |
2352 | report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) | |
be54a201 | 2353 | self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json()) |
3d0247f9 | 2354 | |
f86ee140 IB |
2355 | @mock.patch.object(market.ReportStore, "print_log") |
2356 | @mock.patch.object(market.ReportStore, "add_log") | |
3d0247f9 | 2357 | def test_log_stage(self, add_log, print_log): |
f86ee140 IB |
2358 | report_store = market.ReportStore(self.m) |
2359 | report_store.log_stage("foo") | |
3d0247f9 IB |
2360 | print_log.assert_has_calls([ |
2361 | mock.call("-----------"), | |
2362 | mock.call("[Stage] foo"), | |
2363 | ]) | |
2364 | add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'}) | |
2365 | ||
f86ee140 IB |
2366 | @mock.patch.object(market.ReportStore, "print_log") |
2367 | @mock.patch.object(market.ReportStore, "add_log") | |
2368 | def test_log_balances(self, add_log, print_log): | |
2369 | report_store = market.ReportStore(self.m) | |
2370 | self.m.balances.as_json.return_value = "json" | |
2371 | self.m.balances.all = { "FOO": "bar", "BAR": "baz" } | |
3d0247f9 | 2372 | |
f86ee140 | 2373 | report_store.log_balances(tag="tag") |
3d0247f9 IB |
2374 | print_log.assert_has_calls([ |
2375 | mock.call("[Balance]"), | |
2376 | mock.call("\tbar"), | |
2377 | mock.call("\tbaz"), | |
2378 | ]) | |
18167a3c IB |
2379 | add_log.assert_called_once_with({ |
2380 | 'type': 'balance', | |
2381 | 'balances': 'json', | |
2382 | 'tag': 'tag' | |
2383 | }) | |
3d0247f9 | 2384 | |
f86ee140 IB |
2385 | @mock.patch.object(market.ReportStore, "print_log") |
2386 | @mock.patch.object(market.ReportStore, "add_log") | |
3d0247f9 | 2387 | def test_log_tickers(self, add_log, print_log): |
f86ee140 | 2388 | report_store = market.ReportStore(self.m) |
3d0247f9 IB |
2389 | amounts = { |
2390 | "BTC": portfolio.Amount("BTC", 10), | |
2391 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
2392 | } | |
2393 | amounts["ETH"].rate = D("0.1") | |
2394 | ||
f86ee140 | 2395 | report_store.log_tickers(amounts, "BTC", "default", "total") |
3d0247f9 IB |
2396 | print_log.assert_not_called() |
2397 | add_log.assert_called_once_with({ | |
2398 | 'type': 'tickers', | |
2399 | 'compute_value': 'default', | |
2400 | 'balance_type': 'total', | |
2401 | 'currency': 'BTC', | |
2402 | 'balances': { | |
2403 | 'BTC': D('10'), | |
2404 | 'ETH': D('0.3') | |
2405 | }, | |
2406 | 'rates': { | |
2407 | 'BTC': None, | |
2408 | 'ETH': D('0.1') | |
2409 | }, | |
2410 | 'total': D('10.3') | |
2411 | }) | |
2412 | ||
aca4d437 IB |
2413 | add_log.reset_mock() |
2414 | compute_value = lambda x: x["bid"] | |
2415 | report_store.log_tickers(amounts, "BTC", compute_value, "total") | |
2416 | add_log.assert_called_once_with({ | |
2417 | 'type': 'tickers', | |
2418 | 'compute_value': 'compute_value = lambda x: x["bid"]', | |
2419 | 'balance_type': 'total', | |
2420 | 'currency': 'BTC', | |
2421 | 'balances': { | |
2422 | 'BTC': D('10'), | |
2423 | 'ETH': D('0.3') | |
2424 | }, | |
2425 | 'rates': { | |
2426 | 'BTC': None, | |
2427 | 'ETH': D('0.1') | |
2428 | }, | |
2429 | 'total': D('10.3') | |
2430 | }) | |
2431 | ||
f86ee140 IB |
2432 | @mock.patch.object(market.ReportStore, "print_log") |
2433 | @mock.patch.object(market.ReportStore, "add_log") | |
3d0247f9 | 2434 | def test_log_dispatch(self, add_log, print_log): |
f86ee140 | 2435 | report_store = market.ReportStore(self.m) |
3d0247f9 IB |
2436 | amount = portfolio.Amount("BTC", "10.3") |
2437 | amounts = { | |
2438 | "BTC": portfolio.Amount("BTC", 10), | |
2439 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
2440 | } | |
f86ee140 | 2441 | report_store.log_dispatch(amount, amounts, "medium", "repartition") |
3d0247f9 IB |
2442 | print_log.assert_not_called() |
2443 | add_log.assert_called_once_with({ | |
2444 | 'type': 'dispatch', | |
2445 | 'liquidity': 'medium', | |
2446 | 'repartition_ratio': 'repartition', | |
2447 | 'total_amount': { | |
2448 | 'currency': 'BTC', | |
2449 | 'value': D('10.3') | |
2450 | }, | |
2451 | 'repartition': { | |
2452 | 'BTC': D('10'), | |
2453 | 'ETH': D('0.3') | |
2454 | } | |
2455 | }) | |
2456 | ||
f86ee140 IB |
2457 | @mock.patch.object(market.ReportStore, "print_log") |
2458 | @mock.patch.object(market.ReportStore, "add_log") | |
3d0247f9 | 2459 | def test_log_trades(self, add_log, print_log): |
f86ee140 | 2460 | report_store = market.ReportStore(self.m) |
3d0247f9 IB |
2461 | trade_mock1 = mock.Mock() |
2462 | trade_mock2 = mock.Mock() | |
2463 | trade_mock1.as_json.return_value = { "trade": "1" } | |
2464 | trade_mock2.as_json.return_value = { "trade": "2" } | |
2465 | ||
2466 | matching_and_trades = [ | |
2467 | (True, trade_mock1), | |
2468 | (False, trade_mock2), | |
2469 | ] | |
f86ee140 | 2470 | report_store.log_trades(matching_and_trades, "only") |
3d0247f9 IB |
2471 | |
2472 | print_log.assert_not_called() | |
2473 | add_log.assert_called_with({ | |
2474 | 'type': 'trades', | |
2475 | 'only': 'only', | |
f86ee140 | 2476 | 'debug': False, |
3d0247f9 IB |
2477 | 'trades': [ |
2478 | {'trade': '1', 'skipped': False}, | |
2479 | {'trade': '2', 'skipped': True} | |
2480 | ] | |
2481 | }) | |
2482 | ||
f86ee140 IB |
2483 | @mock.patch.object(market.ReportStore, "print_log") |
2484 | @mock.patch.object(market.ReportStore, "add_log") | |
2485 | def test_log_orders(self, add_log, print_log): | |
2486 | report_store = market.ReportStore(self.m) | |
2487 | ||
3d0247f9 IB |
2488 | order_mock1 = mock.Mock() |
2489 | order_mock2 = mock.Mock() | |
2490 | ||
2491 | order_mock1.as_json.return_value = "order1" | |
2492 | order_mock2.as_json.return_value = "order2" | |
2493 | ||
2494 | orders = [order_mock1, order_mock2] | |
2495 | ||
f86ee140 | 2496 | report_store.log_orders(orders, tick="tick", |
3d0247f9 IB |
2497 | only="only", compute_value="compute_value") |
2498 | ||
2499 | print_log.assert_called_once_with("[Orders]") | |
f86ee140 | 2500 | self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") |
3d0247f9 IB |
2501 | |
2502 | add_log.assert_called_with({ | |
2503 | 'type': 'orders', | |
2504 | 'only': 'only', | |
2505 | 'compute_value': 'compute_value', | |
2506 | 'tick': 'tick', | |
2507 | 'orders': ['order1', 'order2'] | |
2508 | }) | |
2509 | ||
aca4d437 IB |
2510 | add_log.reset_mock() |
2511 | def compute_value(x, y): | |
2512 | return x[y] | |
2513 | report_store.log_orders(orders, tick="tick", | |
2514 | only="only", compute_value=compute_value) | |
2515 | add_log.assert_called_with({ | |
2516 | 'type': 'orders', | |
2517 | 'only': 'only', | |
2518 | 'compute_value': 'def compute_value(x, y):\n return x[y]', | |
2519 | 'tick': 'tick', | |
2520 | 'orders': ['order1', 'order2'] | |
2521 | }) | |
2522 | ||
2523 | ||
f86ee140 IB |
2524 | @mock.patch.object(market.ReportStore, "print_log") |
2525 | @mock.patch.object(market.ReportStore, "add_log") | |
3d0247f9 | 2526 | def test_log_order(self, add_log, print_log): |
f86ee140 | 2527 | report_store = market.ReportStore(self.m) |
3d0247f9 IB |
2528 | order_mock = mock.Mock() |
2529 | order_mock.as_json.return_value = "order" | |
2530 | new_order_mock = mock.Mock() | |
2531 | new_order_mock.as_json.return_value = "new_order" | |
2532 | order_mock.__repr__ = mock.Mock() | |
2533 | order_mock.__repr__.return_value = "Order Mock" | |
2534 | new_order_mock.__repr__ = mock.Mock() | |
2535 | new_order_mock.__repr__.return_value = "New order Mock" | |
2536 | ||
2537 | with self.subTest(finished=True): | |
f86ee140 | 2538 | report_store.log_order(order_mock, 1, finished=True) |
3d0247f9 IB |
2539 | print_log.assert_called_once_with("[Order] Finished Order Mock") |
2540 | add_log.assert_called_once_with({ | |
2541 | 'type': 'order', | |
2542 | 'tick': 1, | |
2543 | 'update': None, | |
2544 | 'order': 'order', | |
2545 | 'compute_value': None, | |
2546 | 'new_order': None | |
2547 | }) | |
2548 | ||
2549 | add_log.reset_mock() | |
2550 | print_log.reset_mock() | |
2551 | ||
2552 | with self.subTest(update="waiting"): | |
f86ee140 | 2553 | report_store.log_order(order_mock, 1, update="waiting") |
3d0247f9 IB |
2554 | print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") |
2555 | add_log.assert_called_once_with({ | |
2556 | 'type': 'order', | |
2557 | 'tick': 1, | |
2558 | 'update': 'waiting', | |
2559 | 'order': 'order', | |
2560 | 'compute_value': None, | |
2561 | 'new_order': None | |
2562 | }) | |
2563 | ||
2564 | add_log.reset_mock() | |
2565 | print_log.reset_mock() | |
2566 | with self.subTest(update="adjusting"): | |
aca4d437 | 2567 | compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 |
f86ee140 | 2568 | report_store.log_order(order_mock, 3, |
3d0247f9 | 2569 | update="adjusting", new_order=new_order_mock, |
aca4d437 | 2570 | compute_value=compute_value) |
3d0247f9 IB |
2571 | print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") |
2572 | add_log.assert_called_once_with({ | |
2573 | 'type': 'order', | |
2574 | 'tick': 3, | |
2575 | 'update': 'adjusting', | |
2576 | 'order': 'order', | |
aca4d437 | 2577 | 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', |
3d0247f9 IB |
2578 | 'new_order': 'new_order' |
2579 | }) | |
2580 | ||
2581 | add_log.reset_mock() | |
2582 | print_log.reset_mock() | |
2583 | with self.subTest(update="market_fallback"): | |
f86ee140 | 2584 | report_store.log_order(order_mock, 7, |
3d0247f9 IB |
2585 | update="market_fallback", new_order=new_order_mock) |
2586 | print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") | |
2587 | add_log.assert_called_once_with({ | |
2588 | 'type': 'order', | |
2589 | 'tick': 7, | |
2590 | 'update': 'market_fallback', | |
2591 | 'order': 'order', | |
2592 | 'compute_value': None, | |
2593 | 'new_order': 'new_order' | |
2594 | }) | |
2595 | ||
2596 | add_log.reset_mock() | |
2597 | print_log.reset_mock() | |
2598 | with self.subTest(update="market_adjusting"): | |
f86ee140 | 2599 | report_store.log_order(order_mock, 17, |
3d0247f9 IB |
2600 | update="market_adjust", new_order=new_order_mock) |
2601 | print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") | |
2602 | add_log.assert_called_once_with({ | |
2603 | 'type': 'order', | |
2604 | 'tick': 17, | |
2605 | 'update': 'market_adjust', | |
2606 | 'order': 'order', | |
2607 | 'compute_value': None, | |
2608 | 'new_order': 'new_order' | |
2609 | }) | |
2610 | ||
f86ee140 IB |
2611 | @mock.patch.object(market.ReportStore, "print_log") |
2612 | @mock.patch.object(market.ReportStore, "add_log") | |
3d0247f9 | 2613 | def test_log_move_balances(self, add_log, print_log): |
f86ee140 | 2614 | report_store = market.ReportStore(self.m) |
3d0247f9 IB |
2615 | needed = { |
2616 | "BTC": portfolio.Amount("BTC", 10), | |
2617 | "USDT": 1 | |
2618 | } | |
2619 | moving = { | |
2620 | "BTC": portfolio.Amount("BTC", 3), | |
2621 | "USDT": -2 | |
2622 | } | |
f86ee140 | 2623 | report_store.log_move_balances(needed, moving) |
3d0247f9 IB |
2624 | print_log.assert_not_called() |
2625 | add_log.assert_called_once_with({ | |
2626 | 'type': 'move_balances', | |
f86ee140 | 2627 | 'debug': False, |
3d0247f9 IB |
2628 | 'needed': { |
2629 | 'BTC': D('10'), | |
2630 | 'USDT': 1 | |
2631 | }, | |
2632 | 'moving': { | |
2633 | 'BTC': D('3'), | |
2634 | 'USDT': -2 | |
2635 | } | |
2636 | }) | |
2637 | ||
f86ee140 IB |
2638 | @mock.patch.object(market.ReportStore, "print_log") |
2639 | @mock.patch.object(market.ReportStore, "add_log") | |
3d0247f9 | 2640 | def test_log_http_request(self, add_log, print_log): |
f86ee140 | 2641 | report_store = market.ReportStore(self.m) |
3d0247f9 IB |
2642 | response = mock.Mock() |
2643 | response.status_code = 200 | |
2644 | response.text = "Hey" | |
2645 | ||
f86ee140 | 2646 | report_store.log_http_request("method", "url", "body", |
3d0247f9 IB |
2647 | "headers", response) |
2648 | print_log.assert_not_called() | |
2649 | add_log.assert_called_once_with({ | |
2650 | 'type': 'http_request', | |
2651 | 'method': 'method', | |
2652 | 'url': 'url', | |
2653 | 'body': 'body', | |
2654 | 'headers': 'headers', | |
2655 | 'status': 200, | |
2656 | 'response': 'Hey' | |
2657 | }) | |
2658 | ||
f86ee140 IB |
2659 | @mock.patch.object(market.ReportStore, "print_log") |
2660 | @mock.patch.object(market.ReportStore, "add_log") | |
3d0247f9 | 2661 | def test_log_error(self, add_log, print_log): |
f86ee140 | 2662 | report_store = market.ReportStore(self.m) |
3d0247f9 | 2663 | with self.subTest(message=None, exception=None): |
f86ee140 | 2664 | report_store.log_error("action") |
3d0247f9 IB |
2665 | print_log.assert_called_once_with("[Error] action") |
2666 | add_log.assert_called_once_with({ | |
2667 | 'type': 'error', | |
2668 | 'action': 'action', | |
2669 | 'exception_class': None, | |
2670 | 'exception_message': None, | |
2671 | 'message': None | |
2672 | }) | |
2673 | ||
2674 | print_log.reset_mock() | |
2675 | add_log.reset_mock() | |
2676 | with self.subTest(message="Hey", exception=None): | |
f86ee140 | 2677 | report_store.log_error("action", message="Hey") |
3d0247f9 IB |
2678 | print_log.assert_has_calls([ |
2679 | mock.call("[Error] action"), | |
2680 | mock.call("\tHey") | |
2681 | ]) | |
2682 | add_log.assert_called_once_with({ | |
2683 | 'type': 'error', | |
2684 | 'action': 'action', | |
2685 | 'exception_class': None, | |
2686 | 'exception_message': None, | |
2687 | 'message': "Hey" | |
2688 | }) | |
2689 | ||
2690 | print_log.reset_mock() | |
2691 | add_log.reset_mock() | |
2692 | with self.subTest(message=None, exception=Exception("bouh")): | |
f86ee140 | 2693 | report_store.log_error("action", exception=Exception("bouh")) |
3d0247f9 IB |
2694 | print_log.assert_has_calls([ |
2695 | mock.call("[Error] action"), | |
2696 | mock.call("\tException: bouh") | |
2697 | ]) | |
2698 | add_log.assert_called_once_with({ | |
2699 | 'type': 'error', | |
2700 | 'action': 'action', | |
2701 | 'exception_class': "Exception", | |
2702 | 'exception_message': "bouh", | |
2703 | 'message': None | |
2704 | }) | |
2705 | ||
2706 | print_log.reset_mock() | |
2707 | add_log.reset_mock() | |
2708 | with self.subTest(message="Hey", exception=Exception("bouh")): | |
f86ee140 | 2709 | report_store.log_error("action", message="Hey", exception=Exception("bouh")) |
3d0247f9 IB |
2710 | print_log.assert_has_calls([ |
2711 | mock.call("[Error] action"), | |
2712 | mock.call("\tException: bouh"), | |
2713 | mock.call("\tHey") | |
2714 | ]) | |
2715 | add_log.assert_called_once_with({ | |
2716 | 'type': 'error', | |
2717 | 'action': 'action', | |
2718 | 'exception_class': "Exception", | |
2719 | 'exception_message': "bouh", | |
2720 | 'message': "Hey" | |
2721 | }) | |
2722 | ||
f86ee140 IB |
2723 | @mock.patch.object(market.ReportStore, "print_log") |
2724 | @mock.patch.object(market.ReportStore, "add_log") | |
3d0247f9 | 2725 | def test_log_debug_action(self, add_log, print_log): |
f86ee140 IB |
2726 | report_store = market.ReportStore(self.m) |
2727 | report_store.log_debug_action("Hey") | |
3d0247f9 IB |
2728 | |
2729 | print_log.assert_called_once_with("[Debug] Hey") | |
2730 | add_log.assert_called_once_with({ | |
2731 | 'type': 'debug_action', | |
2732 | 'action': 'Hey' | |
2733 | }) | |
2734 | ||
f86ee140 IB |
2735 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
2736 | class HelperTest(WebMockTestCase): | |
2033e7fe IB |
2737 | def test_make_order(self): |
2738 | self.m.get_ticker.return_value = { | |
2739 | "inverted": False, | |
2740 | "average": D("0.1"), | |
2741 | "bid": D("0.09"), | |
2742 | "ask": D("0.11"), | |
2743 | } | |
2744 | ||
2745 | with self.subTest(description="nominal case"): | |
2746 | helper.make_order(self.m, 10, "ETH") | |
2747 | ||
2748 | self.m.report.log_stage.assert_has_calls([ | |
2749 | mock.call("make_order_begin"), | |
2750 | mock.call("make_order_end"), | |
2751 | ]) | |
2752 | self.m.balances.fetch_balances.assert_has_calls([ | |
2753 | mock.call(tag="make_order_begin"), | |
2754 | mock.call(tag="make_order_end"), | |
2755 | ]) | |
2756 | self.m.trades.all.append.assert_called_once() | |
2757 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2758 | self.assertEqual(False, trade.orders[0].close_if_possible) | |
2759 | self.assertEqual(0, trade.value_from) | |
2760 | self.assertEqual("ETH", trade.currency) | |
2761 | self.assertEqual("BTC", trade.base_currency) | |
2762 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
2763 | self.m.trades.run_orders.assert_called_once_with() | |
2764 | self.m.follow_orders.assert_called_once_with() | |
2765 | ||
2766 | order = trade.orders[0] | |
2767 | self.assertEqual(D("0.10"), order.rate) | |
2768 | ||
2769 | self.m.reset_mock() | |
2770 | with self.subTest(compute_value="default"): | |
2771 | helper.make_order(self.m, 10, "ETH", action="dispose", | |
2772 | compute_value="ask") | |
2773 | ||
2774 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2775 | order = trade.orders[0] | |
2776 | self.assertEqual(D("0.11"), order.rate) | |
2777 | ||
2778 | self.m.reset_mock() | |
2779 | with self.subTest(follow=False): | |
2780 | result = helper.make_order(self.m, 10, "ETH", follow=False) | |
2781 | ||
2782 | self.m.report.log_stage.assert_has_calls([ | |
2783 | mock.call("make_order_begin"), | |
2784 | mock.call("make_order_end_not_followed"), | |
2785 | ]) | |
2786 | self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") | |
2787 | ||
2788 | self.m.trades.all.append.assert_called_once() | |
2789 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2790 | self.assertEqual(0, trade.value_from) | |
2791 | self.assertEqual("ETH", trade.currency) | |
2792 | self.assertEqual("BTC", trade.base_currency) | |
2793 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
2794 | self.m.trades.run_orders.assert_called_once_with() | |
2795 | self.m.follow_orders.assert_not_called() | |
2796 | self.assertEqual(trade.orders[0], result) | |
2797 | ||
2798 | self.m.reset_mock() | |
2799 | with self.subTest(base_currency="USDT"): | |
2800 | helper.make_order(self.m, 1, "BTC", base_currency="USDT") | |
2801 | ||
2802 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2803 | self.assertEqual("BTC", trade.currency) | |
2804 | self.assertEqual("USDT", trade.base_currency) | |
2805 | ||
2806 | self.m.reset_mock() | |
2807 | with self.subTest(close_if_possible=True): | |
2808 | helper.make_order(self.m, 10, "ETH", close_if_possible=True) | |
2809 | ||
2810 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2811 | self.assertEqual(True, trade.orders[0].close_if_possible) | |
2812 | ||
2813 | self.m.reset_mock() | |
2814 | with self.subTest(action="dispose"): | |
2815 | helper.make_order(self.m, 10, "ETH", action="dispose") | |
2816 | ||
2817 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2818 | self.assertEqual(0, trade.value_to) | |
2819 | self.assertEqual(1, trade.value_from.value) | |
2820 | self.assertEqual("ETH", trade.currency) | |
2821 | self.assertEqual("BTC", trade.base_currency) | |
2822 | ||
2823 | self.m.reset_mock() | |
2824 | with self.subTest(compute_value="default"): | |
2825 | helper.make_order(self.m, 10, "ETH", action="dispose", | |
2826 | compute_value="bid") | |
2827 | ||
2828 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2829 | self.assertEqual(D("0.9"), trade.value_from.value) | |
2830 | ||
2831 | def test_user_market(self): | |
2832 | with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\ | |
2833 | mock.patch("helper.main_parse_config") as main_parse_config: | |
2834 | with self.subTest(debug=False): | |
2835 | main_parse_config.return_value = ["pg_config", "report_path"] | |
2836 | main_fetch_markets.return_value = [({"key": "market_config"},)] | |
2837 | m = helper.get_user_market("config_path.ini", 1) | |
2838 | ||
2839 | self.assertIsInstance(m, market.Market) | |
2840 | self.assertFalse(m.debug) | |
2841 | ||
2842 | with self.subTest(debug=True): | |
2843 | main_parse_config.return_value = ["pg_config", "report_path"] | |
2844 | main_fetch_markets.return_value = [({"key": "market_config"},)] | |
2845 | m = helper.get_user_market("config_path.ini", 1, debug=True) | |
2846 | ||
2847 | self.assertIsInstance(m, market.Market) | |
2848 | self.assertTrue(m.debug) | |
2849 | ||
f86ee140 IB |
2850 | def test_main_store_report(self): |
2851 | file_open = mock.mock_open() | |
2852 | with self.subTest(file=None), mock.patch("__main__.open", file_open): | |
2853 | helper.main_store_report(None, 1, self.m) | |
2854 | file_open.assert_not_called() | |
2855 | ||
2856 | file_open = mock.mock_open() | |
2857 | with self.subTest(file="present"), mock.patch("helper.open", file_open),\ | |
2858 | mock.patch.object(helper, "datetime") as time_mock: | |
2859 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
2860 | self.m.report.to_json.return_value = "json_content" | |
2861 | ||
2862 | helper.main_store_report("present", 1, self.m) | |
2863 | ||
2864 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") | |
2865 | file_open().write.assert_called_once_with("json_content") | |
2866 | self.m.report.to_json.assert_called_once_with() | |
2867 | ||
2868 | with self.subTest(file="error"),\ | |
2869 | mock.patch("helper.open") as file_open,\ | |
2870 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
2871 | file_open.side_effect = FileNotFoundError | |
2872 | ||
2873 | helper.main_store_report("error", 1, self.m) | |
2874 | ||
2875 | self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") | |
2876 | ||
2877 | @mock.patch("helper.process_sell_all__1_all_sell") | |
2878 | @mock.patch("helper.process_sell_all__2_all_buy") | |
2879 | @mock.patch("portfolio.Portfolio.wait_for_recent") | |
2880 | def test_main_process_market(self, wait, buy, sell): | |
2881 | with self.subTest(before=False, after=False): | |
516a2517 | 2882 | helper.main_process_market("user", None) |
f86ee140 IB |
2883 | |
2884 | wait.assert_not_called() | |
2885 | buy.assert_not_called() | |
2886 | sell.assert_not_called() | |
2887 | ||
2888 | buy.reset_mock() | |
2889 | wait.reset_mock() | |
2890 | sell.reset_mock() | |
2891 | with self.subTest(before=True, after=False): | |
516a2517 | 2892 | helper.main_process_market("user", None, before=True) |
f86ee140 IB |
2893 | |
2894 | wait.assert_not_called() | |
2895 | buy.assert_not_called() | |
2896 | sell.assert_called_once_with("user") | |
2897 | ||
2898 | buy.reset_mock() | |
2899 | wait.reset_mock() | |
2900 | sell.reset_mock() | |
2901 | with self.subTest(before=False, after=True): | |
516a2517 | 2902 | helper.main_process_market("user", None, after=True) |
f86ee140 IB |
2903 | |
2904 | wait.assert_called_once_with("user") | |
2905 | buy.assert_called_once_with("user") | |
2906 | sell.assert_not_called() | |
2907 | ||
2908 | buy.reset_mock() | |
2909 | wait.reset_mock() | |
2910 | sell.reset_mock() | |
2911 | with self.subTest(before=True, after=True): | |
516a2517 | 2912 | helper.main_process_market("user", None, before=True, after=True) |
f86ee140 IB |
2913 | |
2914 | wait.assert_called_once_with("user") | |
2915 | buy.assert_called_once_with("user") | |
2916 | sell.assert_called_once_with("user") | |
2917 | ||
516a2517 IB |
2918 | buy.reset_mock() |
2919 | wait.reset_mock() | |
2920 | sell.reset_mock() | |
2921 | with self.subTest(action="print_balances"),\ | |
2922 | mock.patch("helper.print_balances") as print_balances: | |
2923 | helper.main_process_market("user", "print_balances") | |
2924 | ||
2925 | buy.assert_not_called() | |
2926 | wait.assert_not_called() | |
2927 | sell.assert_not_called() | |
2928 | print_balances.assert_called_once_with("user") | |
2929 | ||
2930 | with self.subTest(action="print_orders"),\ | |
2931 | mock.patch("helper.print_orders") as print_orders: | |
2932 | helper.main_process_market("user", "print_orders") | |
2933 | ||
2934 | buy.assert_not_called() | |
2935 | wait.assert_not_called() | |
2936 | sell.assert_not_called() | |
2937 | print_orders.assert_called_once_with("user") | |
2938 | ||
2939 | with self.subTest(action="unknown"),\ | |
2940 | self.assertRaises(NotImplementedError): | |
2941 | helper.main_process_market("user", "unknown") | |
2942 | ||
f86ee140 IB |
2943 | @mock.patch.object(helper, "psycopg2") |
2944 | def test_fetch_markets(self, psycopg2): | |
2945 | connect_mock = mock.Mock() | |
2946 | cursor_mock = mock.MagicMock() | |
2947 | cursor_mock.__iter__.return_value = ["row_1", "row_2"] | |
2948 | ||
2949 | connect_mock.cursor.return_value = cursor_mock | |
2950 | psycopg2.connect.return_value = connect_mock | |
2951 | ||
516a2517 IB |
2952 | with self.subTest(user=None): |
2953 | rows = list(helper.main_fetch_markets({"foo": "bar"}, None)) | |
2954 | ||
2955 | psycopg2.connect.assert_called_once_with(foo="bar") | |
2956 | cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") | |
2957 | ||
2958 | self.assertEqual(["row_1", "row_2"], rows) | |
2959 | ||
2960 | psycopg2.connect.reset_mock() | |
2961 | cursor_mock.execute.reset_mock() | |
2962 | with self.subTest(user=1): | |
2963 | rows = list(helper.main_fetch_markets({"foo": "bar"}, 1)) | |
f86ee140 | 2964 | |
516a2517 IB |
2965 | psycopg2.connect.assert_called_once_with(foo="bar") |
2966 | cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) | |
f86ee140 | 2967 | |
516a2517 | 2968 | self.assertEqual(["row_1", "row_2"], rows) |
f86ee140 IB |
2969 | |
2970 | @mock.patch.object(helper.sys, "exit") | |
2971 | def test_main_parse_args(self, exit): | |
2972 | with self.subTest(config="config.ini"): | |
2973 | args = helper.main_parse_args([]) | |
2974 | self.assertEqual("config.ini", args.config) | |
2975 | self.assertFalse(args.before) | |
2976 | self.assertFalse(args.after) | |
2977 | self.assertFalse(args.debug) | |
2978 | ||
2979 | args = helper.main_parse_args(["--before", "--after", "--debug"]) | |
2980 | self.assertTrue(args.before) | |
2981 | self.assertTrue(args.after) | |
2982 | self.assertTrue(args.debug) | |
2983 | ||
2984 | exit.assert_not_called() | |
2985 | ||
2986 | with self.subTest(config="inexistant"),\ | |
2987 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
2988 | args = helper.main_parse_args(["--config", "foo.bar"]) | |
2989 | exit.assert_called_once_with(1) | |
2990 | self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) | |
2991 | ||
2992 | @mock.patch.object(helper.sys, "exit") | |
2993 | @mock.patch("helper.configparser") | |
2994 | @mock.patch("helper.os") | |
2995 | def test_main_parse_config(self, os, configparser, exit): | |
2996 | with self.subTest(pg_config=True, report_path=None): | |
2997 | config_mock = mock.MagicMock() | |
2998 | configparser.ConfigParser.return_value = config_mock | |
2999 | def config(element): | |
3000 | return element == "postgresql" | |
3001 | ||
3002 | config_mock.__contains__.side_effect = config | |
3003 | config_mock.__getitem__.return_value = "pg_config" | |
3004 | ||
3005 | result = helper.main_parse_config("configfile") | |
3006 | ||
3007 | config_mock.read.assert_called_with("configfile") | |
3008 | ||
3009 | self.assertEqual(["pg_config", None], result) | |
3010 | ||
3011 | with self.subTest(pg_config=True, report_path="present"): | |
3012 | config_mock = mock.MagicMock() | |
3013 | configparser.ConfigParser.return_value = config_mock | |
3014 | ||
3015 | config_mock.__contains__.return_value = True | |
3016 | config_mock.__getitem__.side_effect = [ | |
3017 | {"report_path": "report_path"}, | |
3018 | {"report_path": "report_path"}, | |
3019 | "pg_config", | |
3020 | ] | |
3021 | ||
3022 | os.path.exists.return_value = False | |
3023 | result = helper.main_parse_config("configfile") | |
3024 | ||
3025 | config_mock.read.assert_called_with("configfile") | |
3026 | self.assertEqual(["pg_config", "report_path"], result) | |
3027 | os.path.exists.assert_called_once_with("report_path") | |
3028 | os.makedirs.assert_called_once_with("report_path") | |
3029 | ||
3030 | with self.subTest(pg_config=False),\ | |
3031 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
3032 | config_mock = mock.MagicMock() | |
3033 | configparser.ConfigParser.return_value = config_mock | |
3034 | result = helper.main_parse_config("configfile") | |
3035 | ||
3036 | config_mock.read.assert_called_with("configfile") | |
3037 | exit.assert_called_once_with(1) | |
3038 | self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) | |
3039 | ||
3040 | ||
3041 | def test_print_orders(self): | |
3042 | helper.print_orders(self.m) | |
3043 | ||
3044 | self.m.report.log_stage.assert_called_with("print_orders") | |
3045 | self.m.balances.fetch_balances.assert_called_with(tag="print_orders") | |
3046 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | |
3047 | compute_value="average") | |
3048 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | |
3049 | ||
3050 | def test_print_balances(self): | |
3051 | self.m.balances.in_currency.return_value = { | |
3052 | "BTC": portfolio.Amount("BTC", "0.65"), | |
3053 | "ETH": portfolio.Amount("BTC", "0.3"), | |
3054 | } | |
3055 | ||
3056 | helper.print_balances(self.m) | |
3057 | ||
f70bb858 | 3058 | self.m.report.log_stage.assert_called_once_with("print_balances") |
f86ee140 IB |
3059 | self.m.balances.fetch_balances.assert_called_with() |
3060 | self.m.report.print_log.assert_has_calls([ | |
3061 | mock.call("total:"), | |
3062 | mock.call(portfolio.Amount("BTC", "0.95")), | |
3063 | ]) | |
3064 | ||
3065 | def test_process_sell_needed__1_sell(self): | |
3066 | helper.process_sell_needed__1_sell(self.m) | |
3067 | ||
3068 | self.m.balances.fetch_balances.assert_has_calls([ | |
3069 | mock.call(tag="process_sell_needed__1_sell_begin"), | |
3070 | mock.call(tag="process_sell_needed__1_sell_end"), | |
3071 | ]) | |
3072 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | |
3073 | liquidity="medium") | |
3074 | self.m.trades.prepare_orders.assert_called_with(compute_value="average", | |
3075 | only="dispose") | |
3076 | self.m.trades.run_orders.assert_called() | |
3077 | self.m.follow_orders.assert_called() | |
3078 | self.m.report.log_stage.assert_has_calls([ | |
3079 | mock.call("process_sell_needed__1_sell_begin"), | |
3080 | mock.call("process_sell_needed__1_sell_end") | |
3081 | ]) | |
3082 | ||
3083 | def test_process_sell_needed__2_buy(self): | |
3084 | helper.process_sell_needed__2_buy(self.m) | |
3085 | ||
3086 | self.m.balances.fetch_balances.assert_has_calls([ | |
3087 | mock.call(tag="process_sell_needed__2_buy_begin"), | |
3088 | mock.call(tag="process_sell_needed__2_buy_end"), | |
3089 | ]) | |
3090 | self.m.update_trades.assert_called_with(base_currency="BTC", | |
3091 | liquidity="medium", only="acquire") | |
3092 | self.m.trades.prepare_orders.assert_called_with(compute_value="average", | |
3093 | only="acquire") | |
3094 | self.m.move_balances.assert_called_with() | |
3095 | self.m.trades.run_orders.assert_called() | |
3096 | self.m.follow_orders.assert_called() | |
3097 | self.m.report.log_stage.assert_has_calls([ | |
3098 | mock.call("process_sell_needed__2_buy_begin"), | |
3099 | mock.call("process_sell_needed__2_buy_end") | |
3100 | ]) | |
3101 | ||
3102 | def test_process_sell_all__1_sell(self): | |
3103 | helper.process_sell_all__1_all_sell(self.m) | |
3104 | ||
3105 | self.m.balances.fetch_balances.assert_has_calls([ | |
3106 | mock.call(tag="process_sell_all__1_all_sell_begin"), | |
3107 | mock.call(tag="process_sell_all__1_all_sell_end"), | |
3108 | ]) | |
3109 | self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC") | |
3110 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | |
3111 | self.m.trades.run_orders.assert_called() | |
3112 | self.m.follow_orders.assert_called() | |
3113 | self.m.report.log_stage.assert_has_calls([ | |
3114 | mock.call("process_sell_all__1_all_sell_begin"), | |
3115 | mock.call("process_sell_all__1_all_sell_end") | |
3116 | ]) | |
3117 | ||
3118 | def test_process_sell_all__2_all_buy(self): | |
3119 | helper.process_sell_all__2_all_buy(self.m) | |
3120 | ||
3121 | self.m.balances.fetch_balances.assert_has_calls([ | |
3122 | mock.call(tag="process_sell_all__2_all_buy_begin"), | |
3123 | mock.call(tag="process_sell_all__2_all_buy_end"), | |
3124 | ]) | |
3125 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | |
3126 | liquidity="medium") | |
3127 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | |
3128 | self.m.move_balances.assert_called_with() | |
3129 | self.m.trades.run_orders.assert_called() | |
3130 | self.m.follow_orders.assert_called() | |
3131 | self.m.report.log_stage.assert_has_calls([ | |
3132 | mock.call("process_sell_all__2_all_buy_begin"), | |
3133 | mock.call("process_sell_all__2_all_buy_end") | |
3134 | ]) | |
3135 | ||
1aa7d4fa | 3136 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") |
80cdd672 IB |
3137 | class AcceptanceTest(WebMockTestCase): |
3138 | @unittest.expectedFailure | |
a9950fd0 | 3139 | def test_success_sell_only_necessary(self): |
3d0247f9 | 3140 | # FIXME: catch stdout |
f86ee140 | 3141 | self.m.report.verbose_print = False |
a9950fd0 IB |
3142 | fetch_balance = { |
3143 | "ETH": { | |
c51687d2 IB |
3144 | "exchange_free": D("1.0"), |
3145 | "exchange_used": D("0.0"), | |
3146 | "exchange_total": D("1.0"), | |
a9950fd0 IB |
3147 | "total": D("1.0"), |
3148 | }, | |
3149 | "ETC": { | |
c51687d2 IB |
3150 | "exchange_free": D("4.0"), |
3151 | "exchange_used": D("0.0"), | |
3152 | "exchange_total": D("4.0"), | |
a9950fd0 IB |
3153 | "total": D("4.0"), |
3154 | }, | |
3155 | "XVG": { | |
c51687d2 IB |
3156 | "exchange_free": D("1000.0"), |
3157 | "exchange_used": D("0.0"), | |
3158 | "exchange_total": D("1000.0"), | |
a9950fd0 IB |
3159 | "total": D("1000.0"), |
3160 | }, | |
3161 | } | |
3162 | repartition = { | |
350ed24d IB |
3163 | "ETH": (D("0.25"), "long"), |
3164 | "ETC": (D("0.25"), "long"), | |
3165 | "BTC": (D("0.4"), "long"), | |
3166 | "BTD": (D("0.01"), "short"), | |
3167 | "B2X": (D("0.04"), "long"), | |
3168 | "USDT": (D("0.05"), "long"), | |
a9950fd0 IB |
3169 | } |
3170 | ||
3171 | def fetch_ticker(symbol): | |
3172 | if symbol == "ETH/BTC": | |
3173 | return { | |
3174 | "symbol": "ETH/BTC", | |
3175 | "bid": D("0.14"), | |
3176 | "ask": D("0.16") | |
3177 | } | |
3178 | if symbol == "ETC/BTC": | |
3179 | return { | |
3180 | "symbol": "ETC/BTC", | |
3181 | "bid": D("0.002"), | |
3182 | "ask": D("0.003") | |
3183 | } | |
3184 | if symbol == "XVG/BTC": | |
3185 | return { | |
3186 | "symbol": "XVG/BTC", | |
3187 | "bid": D("0.00003"), | |
3188 | "ask": D("0.00005") | |
3189 | } | |
3190 | if symbol == "BTD/BTC": | |
3191 | return { | |
3192 | "symbol": "BTD/BTC", | |
3193 | "bid": D("0.0008"), | |
3194 | "ask": D("0.0012") | |
3195 | } | |
350ed24d IB |
3196 | if symbol == "B2X/BTC": |
3197 | return { | |
3198 | "symbol": "B2X/BTC", | |
3199 | "bid": D("0.0008"), | |
3200 | "ask": D("0.0012") | |
3201 | } | |
a9950fd0 | 3202 | if symbol == "USDT/BTC": |
6ca5a1ec | 3203 | raise helper.ExchangeError |
a9950fd0 IB |
3204 | if symbol == "BTC/USDT": |
3205 | return { | |
3206 | "symbol": "BTC/USDT", | |
3207 | "bid": D("14000"), | |
3208 | "ask": D("16000") | |
3209 | } | |
3210 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
3211 | ||
3212 | market = mock.Mock() | |
c51687d2 | 3213 | market.fetch_all_balances.return_value = fetch_balance |
a9950fd0 | 3214 | market.fetch_ticker.side_effect = fetch_ticker |
350ed24d | 3215 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
a9950fd0 | 3216 | # Action 1 |
6ca5a1ec | 3217 | helper.prepare_trades(market) |
a9950fd0 | 3218 | |
6ca5a1ec | 3219 | balances = portfolio.BalanceStore.all |
a9950fd0 IB |
3220 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) |
3221 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
3222 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
3223 | ||
3224 | ||
5a72ded7 | 3225 | trades = portfolio.TradeStore.all |
c51687d2 IB |
3226 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) |
3227 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
3228 | self.assertEqual("dispose", trades[0].action) | |
a9950fd0 | 3229 | |
c51687d2 IB |
3230 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) |
3231 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
3232 | self.assertEqual("acquire", trades[1].action) | |
a9950fd0 | 3233 | |
c51687d2 IB |
3234 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) |
3235 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
3236 | self.assertEqual("dispose", trades[2].action) | |
a9950fd0 | 3237 | |
c51687d2 IB |
3238 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) |
3239 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
5a72ded7 | 3240 | self.assertEqual("acquire", trades[3].action) |
350ed24d | 3241 | |
c51687d2 IB |
3242 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) |
3243 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
3244 | self.assertEqual("acquire", trades[4].action) | |
a9950fd0 | 3245 | |
c51687d2 IB |
3246 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) |
3247 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
3248 | self.assertEqual("acquire", trades[5].action) | |
a9950fd0 IB |
3249 | |
3250 | # Action 2 | |
5a72ded7 | 3251 | portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) |
a9950fd0 | 3252 | |
5a72ded7 | 3253 | all_orders = portfolio.TradeStore.all_orders(state="pending") |
a9950fd0 IB |
3254 | self.assertEqual(2, len(all_orders)) |
3255 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
3256 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
3257 | self.assertEqual(1000, all_orders[1].amount.value) | |
3258 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
3259 | ||
3260 | ||
ecba1113 | 3261 | def create_order(symbol, type, action, amount, price=None, account="exchange"): |
a9950fd0 IB |
3262 | self.assertEqual("limit", type) |
3263 | if symbol == "ETH/BTC": | |
b83d4897 | 3264 | self.assertEqual("sell", action) |
350ed24d | 3265 | self.assertEqual(D('0.66666666'), amount) |
a9950fd0 IB |
3266 | self.assertEqual(D("0.14014"), price) |
3267 | elif symbol == "XVG/BTC": | |
b83d4897 | 3268 | self.assertEqual("sell", action) |
a9950fd0 IB |
3269 | self.assertEqual(1000, amount) |
3270 | self.assertEqual(D("0.00003003"), price) | |
3271 | else: | |
3272 | self.fail("I shouldn't have been called") | |
3273 | ||
3274 | return { | |
3275 | "id": symbol, | |
3276 | } | |
3277 | market.create_order.side_effect = create_order | |
350ed24d | 3278 | market.order_precision.return_value = 8 |
a9950fd0 IB |
3279 | |
3280 | # Action 3 | |
6ca5a1ec | 3281 | portfolio.TradeStore.run_orders() |
a9950fd0 IB |
3282 | |
3283 | self.assertEqual("open", all_orders[0].status) | |
3284 | self.assertEqual("open", all_orders[1].status) | |
3285 | ||
5a72ded7 IB |
3286 | market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } |
3287 | market.privatePostReturnOrderTrades.return_value = [ | |
3288 | { | |
df9e4e7f | 3289 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
3290 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
3291 | "amount": "10", "total": "1" | |
3292 | } | |
3293 | ] | |
a9950fd0 IB |
3294 | with mock.patch.object(portfolio.time, "sleep") as sleep: |
3295 | # Action 4 | |
6ca5a1ec | 3296 | helper.follow_orders(verbose=False) |
a9950fd0 IB |
3297 | |
3298 | sleep.assert_called_with(30) | |
3299 | ||
3300 | for order in all_orders: | |
3301 | self.assertEqual("closed", order.status) | |
3302 | ||
3303 | fetch_balance = { | |
3304 | "ETH": { | |
5a72ded7 IB |
3305 | "exchange_free": D("1.0") / 3, |
3306 | "exchange_used": D("0.0"), | |
3307 | "exchange_total": D("1.0") / 3, | |
3308 | "margin_total": 0, | |
a9950fd0 IB |
3309 | "total": D("1.0") / 3, |
3310 | }, | |
3311 | "BTC": { | |
5a72ded7 IB |
3312 | "exchange_free": D("0.134"), |
3313 | "exchange_used": D("0.0"), | |
3314 | "exchange_total": D("0.134"), | |
3315 | "margin_total": 0, | |
a9950fd0 IB |
3316 | "total": D("0.134"), |
3317 | }, | |
3318 | "ETC": { | |
5a72ded7 IB |
3319 | "exchange_free": D("4.0"), |
3320 | "exchange_used": D("0.0"), | |
3321 | "exchange_total": D("4.0"), | |
3322 | "margin_total": 0, | |
a9950fd0 IB |
3323 | "total": D("4.0"), |
3324 | }, | |
3325 | "XVG": { | |
5a72ded7 IB |
3326 | "exchange_free": D("0.0"), |
3327 | "exchange_used": D("0.0"), | |
3328 | "exchange_total": D("0.0"), | |
3329 | "margin_total": 0, | |
a9950fd0 IB |
3330 | "total": D("0.0"), |
3331 | }, | |
3332 | } | |
5a72ded7 | 3333 | market.fetch_all_balances.return_value = fetch_balance |
a9950fd0 | 3334 | |
350ed24d | 3335 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
a9950fd0 | 3336 | # Action 5 |
5a72ded7 | 3337 | helper.update_trades(market, only="acquire", compute_value="average") |
a9950fd0 | 3338 | |
6ca5a1ec | 3339 | balances = portfolio.BalanceStore.all |
a9950fd0 IB |
3340 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) |
3341 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
3342 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
3343 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
3344 | ||
3345 | ||
5a72ded7 IB |
3346 | trades = portfolio.TradeStore.all |
3347 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
3348 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
3349 | self.assertEqual("dispose", trades[0].action) | |
a9950fd0 | 3350 | |
5a72ded7 IB |
3351 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) |
3352 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
3353 | self.assertEqual("acquire", trades[1].action) | |
a9950fd0 IB |
3354 | |
3355 | self.assertNotIn("BTC", trades) | |
3356 | ||
5a72ded7 IB |
3357 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) |
3358 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
3359 | self.assertEqual("dispose", trades[2].action) | |
a9950fd0 | 3360 | |
5a72ded7 IB |
3361 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) |
3362 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
3363 | self.assertEqual("acquire", trades[3].action) | |
350ed24d | 3364 | |
5a72ded7 IB |
3365 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) |
3366 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
3367 | self.assertEqual("acquire", trades[4].action) | |
a9950fd0 | 3368 | |
5a72ded7 IB |
3369 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) |
3370 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
3371 | self.assertEqual("acquire", trades[5].action) | |
a9950fd0 IB |
3372 | |
3373 | # Action 6 | |
5a72ded7 | 3374 | portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) |
b83d4897 | 3375 | |
5a72ded7 | 3376 | all_orders = portfolio.TradeStore.all_orders(state="pending") |
350ed24d IB |
3377 | self.assertEqual(4, len(all_orders)) |
3378 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
b83d4897 IB |
3379 | self.assertEqual(D("0.003"), all_orders[0].rate) |
3380 | self.assertEqual("buy", all_orders[0].action) | |
350ed24d | 3381 | self.assertEqual("long", all_orders[0].trade_type) |
b83d4897 | 3382 | |
350ed24d | 3383 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) |
b83d4897 | 3384 | self.assertEqual(D("0.0012"), all_orders[1].rate) |
350ed24d IB |
3385 | self.assertEqual("sell", all_orders[1].action) |
3386 | self.assertEqual("short", all_orders[1].trade_type) | |
3387 | ||
3388 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
3389 | self.assertAlmostEqual(0, diff.value) | |
3390 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
3391 | self.assertEqual("buy", all_orders[2].action) | |
3392 | self.assertEqual("long", all_orders[2].trade_type) | |
3393 | ||
3394 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
3395 | self.assertEqual(D("16000"), all_orders[3].rate) | |
3396 | self.assertEqual("sell", all_orders[3].action) | |
3397 | self.assertEqual("long", all_orders[3].trade_type) | |
b83d4897 | 3398 | |
006a2084 IB |
3399 | # Action 6b |
3400 | # TODO: | |
3401 | # Move balances to margin | |
3402 | ||
350ed24d IB |
3403 | # Action 7 |
3404 | # TODO | |
6ca5a1ec | 3405 | # portfolio.TradeStore.run_orders() |
a9950fd0 IB |
3406 | |
3407 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
350ed24d | 3408 | # Action 8 |
6ca5a1ec | 3409 | helper.follow_orders(verbose=False) |
a9950fd0 IB |
3410 | |
3411 | sleep.assert_called_with(30) | |
3412 | ||
dd359bc0 IB |
3413 | if __name__ == '__main__': |
3414 | unittest.main() |