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Commit | Line | Data |
---|---|---|
1aa7d4fa | 1 | import sys |
dd359bc0 IB |
2 | import portfolio |
3 | import unittest | |
5ab23e1c | 4 | from decimal import Decimal as D |
dd359bc0 | 5 | from unittest import mock |
80cdd672 IB |
6 | import requests |
7 | import requests_mock | |
c51687d2 | 8 | from io import StringIO |
6ca5a1ec | 9 | import helper |
dd359bc0 | 10 | |
1aa7d4fa IB |
11 | limits = ["acceptance", "unit"] |
12 | for test_type in limits: | |
13 | if "--no{}".format(test_type) in sys.argv: | |
14 | sys.argv.remove("--no{}".format(test_type)) | |
15 | limits.remove(test_type) | |
16 | if "--only{}".format(test_type) in sys.argv: | |
17 | sys.argv.remove("--only{}".format(test_type)) | |
18 | limits = [test_type] | |
19 | break | |
20 | ||
80cdd672 IB |
21 | class WebMockTestCase(unittest.TestCase): |
22 | import time | |
23 | ||
24 | def setUp(self): | |
25 | super(WebMockTestCase, self).setUp() | |
26 | self.wm = requests_mock.Mocker() | |
27 | self.wm.start() | |
28 | ||
29 | self.patchers = [ | |
6ca5a1ec IB |
30 | mock.patch.multiple(portfolio.BalanceStore, |
31 | all={},), | |
32 | mock.patch.multiple(portfolio.TradeStore, | |
33 | all=[], | |
34 | debug=False), | |
80cdd672 | 35 | mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), |
80cdd672 | 36 | mock.patch.multiple(portfolio.Computation, |
6ca5a1ec IB |
37 | computations=portfolio.Computation.computations), |
38 | mock.patch.multiple(helper, | |
39 | fees_cache={}, | |
40 | ticker_cache={}, | |
41 | ticker_cache_timestamp=self.time.time()), | |
80cdd672 IB |
42 | ] |
43 | for patcher in self.patchers: | |
44 | patcher.start() | |
45 | ||
80cdd672 IB |
46 | def tearDown(self): |
47 | for patcher in self.patchers: | |
48 | patcher.stop() | |
49 | self.wm.stop() | |
50 | super(WebMockTestCase, self).tearDown() | |
51 | ||
1aa7d4fa | 52 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
80cdd672 IB |
53 | class PortfolioTest(WebMockTestCase): |
54 | def fill_data(self): | |
55 | if self.json_response is not None: | |
56 | portfolio.Portfolio.data = self.json_response | |
57 | ||
58 | def setUp(self): | |
59 | super(PortfolioTest, self).setUp() | |
60 | ||
61 | with open("test_portfolio.json") as example: | |
62 | self.json_response = example.read() | |
63 | ||
64 | self.wm.get(portfolio.Portfolio.URL, text=self.json_response) | |
65 | ||
66 | def test_get_cryptoportfolio(self): | |
67 | self.wm.get(portfolio.Portfolio.URL, [ | |
68 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
69 | {"text": "System Error", "status_code": 500}, | |
70 | {"exc": requests.exceptions.ConnectTimeout}, | |
71 | ]) | |
72 | portfolio.Portfolio.get_cryptoportfolio() | |
73 | self.assertIn("foo", portfolio.Portfolio.data) | |
74 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
75 | self.assertTrue(self.wm.called) | |
76 | self.assertEqual(1, self.wm.call_count) | |
77 | ||
78 | portfolio.Portfolio.get_cryptoportfolio() | |
79 | self.assertIsNone(portfolio.Portfolio.data) | |
80 | self.assertEqual(2, self.wm.call_count) | |
81 | ||
82 | portfolio.Portfolio.data = "Foo" | |
83 | portfolio.Portfolio.get_cryptoportfolio() | |
84 | self.assertEqual("Foo", portfolio.Portfolio.data) | |
85 | self.assertEqual(3, self.wm.call_count) | |
86 | ||
87 | def test_parse_cryptoportfolio(self): | |
88 | portfolio.Portfolio.parse_cryptoportfolio() | |
89 | ||
90 | self.assertListEqual( | |
91 | ["medium", "high"], | |
92 | list(portfolio.Portfolio.liquidities.keys())) | |
93 | ||
94 | liquidities = portfolio.Portfolio.liquidities | |
95 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
96 | self.assertEqual(10, len(liquidities["high"].keys())) | |
97 | ||
98 | expected = { | |
99 | 'BTC': (D("0.2857"), "long"), | |
100 | 'DGB': (D("0.1015"), "long"), | |
101 | 'DOGE': (D("0.1805"), "long"), | |
102 | 'SC': (D("0.0623"), "long"), | |
103 | 'ZEC': (D("0.3701"), "long"), | |
104 | } | |
105 | self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) | |
106 | ||
107 | expected = { | |
108 | 'BTC': (D("1.1102e-16"), "long"), | |
109 | 'ETC': (D("0.1"), "long"), | |
110 | 'FCT': (D("0.1"), "long"), | |
111 | 'GAS': (D("0.1"), "long"), | |
112 | 'NAV': (D("0.1"), "long"), | |
113 | 'OMG': (D("0.1"), "long"), | |
114 | 'OMNI': (D("0.1"), "long"), | |
115 | 'PPC': (D("0.1"), "long"), | |
116 | 'RIC': (D("0.1"), "long"), | |
117 | 'VIA': (D("0.1"), "long"), | |
118 | 'XCP': (D("0.1"), "long"), | |
119 | } | |
120 | self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) | |
121 | ||
122 | # It doesn't refetch the data when available | |
123 | portfolio.Portfolio.parse_cryptoportfolio() | |
124 | ||
125 | self.assertEqual(1, self.wm.call_count) | |
126 | ||
127 | def test_repartition(self): | |
128 | expected_medium = { | |
129 | 'BTC': (D("1.1102e-16"), "long"), | |
130 | 'USDT': (D("0.1"), "long"), | |
131 | 'ETC': (D("0.1"), "long"), | |
132 | 'FCT': (D("0.1"), "long"), | |
133 | 'OMG': (D("0.1"), "long"), | |
134 | 'STEEM': (D("0.1"), "long"), | |
135 | 'STRAT': (D("0.1"), "long"), | |
136 | 'XEM': (D("0.1"), "long"), | |
137 | 'XMR': (D("0.1"), "long"), | |
138 | 'XVC': (D("0.1"), "long"), | |
139 | 'ZRX': (D("0.1"), "long"), | |
140 | } | |
141 | expected_high = { | |
142 | 'USDT': (D("0.1226"), "long"), | |
143 | 'BTC': (D("0.1429"), "long"), | |
144 | 'ETC': (D("0.1127"), "long"), | |
145 | 'ETH': (D("0.1569"), "long"), | |
146 | 'FCT': (D("0.3341"), "long"), | |
147 | 'GAS': (D("0.1308"), "long"), | |
148 | } | |
149 | ||
150 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) | |
151 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) | |
152 | self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) | |
153 | ||
1aa7d4fa | 154 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
80cdd672 | 155 | class AmountTest(WebMockTestCase): |
dd359bc0 | 156 | def test_values(self): |
5ab23e1c IB |
157 | amount = portfolio.Amount("BTC", "0.65") |
158 | self.assertEqual(D("0.65"), amount.value) | |
dd359bc0 IB |
159 | self.assertEqual("BTC", amount.currency) |
160 | ||
dd359bc0 IB |
161 | def test_in_currency(self): |
162 | amount = portfolio.Amount("ETC", 10) | |
163 | ||
164 | self.assertEqual(amount, amount.in_currency("ETC", None)) | |
165 | ||
166 | ticker_mock = unittest.mock.Mock() | |
6ca5a1ec | 167 | with mock.patch.object(helper, 'get_ticker', new=ticker_mock): |
dd359bc0 | 168 | ticker_mock.return_value = None |
dd359bc0 IB |
169 | |
170 | self.assertRaises(Exception, amount.in_currency, "ETH", None) | |
171 | ||
6ca5a1ec | 172 | with mock.patch.object(helper, 'get_ticker', new=ticker_mock): |
dd359bc0 | 173 | ticker_mock.return_value = { |
deb8924c IB |
174 | "bid": D("0.2"), |
175 | "ask": D("0.4"), | |
5ab23e1c | 176 | "average": D("0.3"), |
dd359bc0 IB |
177 | "foo": "bar", |
178 | } | |
179 | converted_amount = amount.in_currency("ETH", None) | |
180 | ||
5ab23e1c | 181 | self.assertEqual(D("3.0"), converted_amount.value) |
dd359bc0 IB |
182 | self.assertEqual("ETH", converted_amount.currency) |
183 | self.assertEqual(amount, converted_amount.linked_to) | |
184 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
185 | ||
deb8924c IB |
186 | converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") |
187 | self.assertEqual(D("2"), converted_amount.value) | |
188 | ||
189 | converted_amount = amount.in_currency("ETH", None, compute_value="ask") | |
190 | self.assertEqual(D("4"), converted_amount.value) | |
191 | ||
c2644ba8 IB |
192 | converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) |
193 | self.assertEqual(D("0.2"), converted_amount.value) | |
194 | ||
80cdd672 IB |
195 | def test__round(self): |
196 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
197 | self.assertEqual(D("1.23456789"), round(amount).value) | |
198 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
199 | ||
dd359bc0 IB |
200 | def test__abs(self): |
201 | amount = portfolio.Amount("SC", -120) | |
202 | self.assertEqual(120, abs(amount).value) | |
203 | self.assertEqual("SC", abs(amount).currency) | |
204 | ||
205 | amount = portfolio.Amount("SC", 10) | |
206 | self.assertEqual(10, abs(amount).value) | |
207 | self.assertEqual("SC", abs(amount).currency) | |
208 | ||
209 | def test__add(self): | |
5ab23e1c IB |
210 | amount1 = portfolio.Amount("XVG", "12.9") |
211 | amount2 = portfolio.Amount("XVG", "13.1") | |
dd359bc0 IB |
212 | |
213 | self.assertEqual(26, (amount1 + amount2).value) | |
214 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
215 | ||
5ab23e1c | 216 | amount3 = portfolio.Amount("ETH", "1.6") |
dd359bc0 IB |
217 | with self.assertRaises(Exception): |
218 | amount1 + amount3 | |
219 | ||
220 | amount4 = portfolio.Amount("ETH", 0.0) | |
221 | self.assertEqual(amount1, amount1 + amount4) | |
222 | ||
223 | def test__radd(self): | |
5ab23e1c | 224 | amount = portfolio.Amount("XVG", "12.9") |
dd359bc0 IB |
225 | |
226 | self.assertEqual(amount, 0 + amount) | |
227 | with self.assertRaises(Exception): | |
228 | 4 + amount | |
229 | ||
230 | def test__sub(self): | |
5ab23e1c IB |
231 | amount1 = portfolio.Amount("XVG", "13.3") |
232 | amount2 = portfolio.Amount("XVG", "13.1") | |
dd359bc0 | 233 | |
5ab23e1c | 234 | self.assertEqual(D("0.2"), (amount1 - amount2).value) |
dd359bc0 IB |
235 | self.assertEqual("XVG", (amount1 - amount2).currency) |
236 | ||
5ab23e1c | 237 | amount3 = portfolio.Amount("ETH", "1.6") |
dd359bc0 IB |
238 | with self.assertRaises(Exception): |
239 | amount1 - amount3 | |
240 | ||
241 | amount4 = portfolio.Amount("ETH", 0.0) | |
242 | self.assertEqual(amount1, amount1 - amount4) | |
243 | ||
dd359bc0 IB |
244 | def test__mul(self): |
245 | amount = portfolio.Amount("XEM", 11) | |
246 | ||
5ab23e1c IB |
247 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) |
248 | self.assertEqual(D("33"), (amount * 3).value) | |
dd359bc0 IB |
249 | |
250 | with self.assertRaises(Exception): | |
251 | amount * amount | |
252 | ||
253 | def test__rmul(self): | |
254 | amount = portfolio.Amount("XEM", 11) | |
255 | ||
5ab23e1c IB |
256 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) |
257 | self.assertEqual(D("33"), (3 * amount).value) | |
dd359bc0 IB |
258 | |
259 | def test__floordiv(self): | |
260 | amount = portfolio.Amount("XEM", 11) | |
261 | ||
5ab23e1c IB |
262 | self.assertEqual(D("5.5"), (amount / 2).value) |
263 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
dd359bc0 | 264 | |
1aa7d4fa IB |
265 | with self.assertRaises(Exception): |
266 | amount / amount | |
267 | ||
80cdd672 | 268 | def test__truediv(self): |
dd359bc0 IB |
269 | amount = portfolio.Amount("XEM", 11) |
270 | ||
5ab23e1c IB |
271 | self.assertEqual(D("5.5"), (amount / 2).value) |
272 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
dd359bc0 IB |
273 | |
274 | def test__lt(self): | |
275 | amount1 = portfolio.Amount("BTD", 11.3) | |
276 | amount2 = portfolio.Amount("BTD", 13.1) | |
277 | ||
278 | self.assertTrue(amount1 < amount2) | |
279 | self.assertFalse(amount2 < amount1) | |
280 | self.assertFalse(amount1 < amount1) | |
281 | ||
282 | amount3 = portfolio.Amount("BTC", 1.6) | |
283 | with self.assertRaises(Exception): | |
284 | amount1 < amount3 | |
285 | ||
80cdd672 IB |
286 | def test__le(self): |
287 | amount1 = portfolio.Amount("BTD", 11.3) | |
288 | amount2 = portfolio.Amount("BTD", 13.1) | |
289 | ||
290 | self.assertTrue(amount1 <= amount2) | |
291 | self.assertFalse(amount2 <= amount1) | |
292 | self.assertTrue(amount1 <= amount1) | |
293 | ||
294 | amount3 = portfolio.Amount("BTC", 1.6) | |
295 | with self.assertRaises(Exception): | |
296 | amount1 <= amount3 | |
297 | ||
298 | def test__gt(self): | |
299 | amount1 = portfolio.Amount("BTD", 11.3) | |
300 | amount2 = portfolio.Amount("BTD", 13.1) | |
301 | ||
302 | self.assertTrue(amount2 > amount1) | |
303 | self.assertFalse(amount1 > amount2) | |
304 | self.assertFalse(amount1 > amount1) | |
305 | ||
306 | amount3 = portfolio.Amount("BTC", 1.6) | |
307 | with self.assertRaises(Exception): | |
308 | amount3 > amount1 | |
309 | ||
310 | def test__ge(self): | |
311 | amount1 = portfolio.Amount("BTD", 11.3) | |
312 | amount2 = portfolio.Amount("BTD", 13.1) | |
313 | ||
314 | self.assertTrue(amount2 >= amount1) | |
315 | self.assertFalse(amount1 >= amount2) | |
316 | self.assertTrue(amount1 >= amount1) | |
317 | ||
318 | amount3 = portfolio.Amount("BTC", 1.6) | |
319 | with self.assertRaises(Exception): | |
320 | amount3 >= amount1 | |
321 | ||
dd359bc0 IB |
322 | def test__eq(self): |
323 | amount1 = portfolio.Amount("BTD", 11.3) | |
324 | amount2 = portfolio.Amount("BTD", 13.1) | |
325 | amount3 = portfolio.Amount("BTD", 11.3) | |
326 | ||
327 | self.assertFalse(amount1 == amount2) | |
328 | self.assertFalse(amount2 == amount1) | |
329 | self.assertTrue(amount1 == amount3) | |
330 | self.assertFalse(amount2 == 0) | |
331 | ||
332 | amount4 = portfolio.Amount("BTC", 1.6) | |
333 | with self.assertRaises(Exception): | |
334 | amount1 == amount4 | |
335 | ||
336 | amount5 = portfolio.Amount("BTD", 0) | |
337 | self.assertTrue(amount5 == 0) | |
338 | ||
80cdd672 IB |
339 | def test__ne(self): |
340 | amount1 = portfolio.Amount("BTD", 11.3) | |
341 | amount2 = portfolio.Amount("BTD", 13.1) | |
342 | amount3 = portfolio.Amount("BTD", 11.3) | |
343 | ||
344 | self.assertTrue(amount1 != amount2) | |
345 | self.assertTrue(amount2 != amount1) | |
346 | self.assertFalse(amount1 != amount3) | |
347 | self.assertTrue(amount2 != 0) | |
348 | ||
349 | amount4 = portfolio.Amount("BTC", 1.6) | |
350 | with self.assertRaises(Exception): | |
351 | amount1 != amount4 | |
352 | ||
353 | amount5 = portfolio.Amount("BTD", 0) | |
354 | self.assertFalse(amount5 != 0) | |
355 | ||
356 | def test__neg(self): | |
357 | amount1 = portfolio.Amount("BTD", "11.3") | |
358 | ||
359 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
360 | ||
dd359bc0 IB |
361 | def test__str(self): |
362 | amount1 = portfolio.Amount("BTX", 32) | |
363 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
364 | ||
365 | amount2 = portfolio.Amount("USDT", 12000) | |
366 | amount1.linked_to = amount2 | |
367 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
368 | ||
369 | def test__repr(self): | |
370 | amount1 = portfolio.Amount("BTX", 32) | |
371 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
372 | ||
373 | amount2 = portfolio.Amount("USDT", 12000) | |
374 | amount1.linked_to = amount2 | |
375 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
376 | ||
377 | amount3 = portfolio.Amount("BTC", 0.1) | |
378 | amount2.linked_to = amount3 | |
379 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
380 | ||
1aa7d4fa | 381 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
80cdd672 | 382 | class BalanceTest(WebMockTestCase): |
f2da6589 | 383 | def test_values(self): |
80cdd672 IB |
384 | balance = portfolio.Balance("BTC", { |
385 | "exchange_total": "0.65", | |
386 | "exchange_free": "0.35", | |
387 | "exchange_used": "0.30", | |
388 | "margin_total": "-10", | |
389 | "margin_borrowed": "-10", | |
390 | "margin_free": "0", | |
391 | "margin_position_type": "short", | |
392 | "margin_borrowed_base_currency": "USDT", | |
393 | "margin_liquidation_price": "1.20", | |
394 | "margin_pending_gain": "10", | |
395 | "margin_lending_fees": "0.4", | |
396 | "margin_borrowed_base_price": "0.15", | |
397 | }) | |
398 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
399 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
400 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
401 | self.assertEqual("BTC", balance.exchange_total.currency) | |
402 | self.assertEqual("BTC", balance.exchange_free.currency) | |
403 | self.assertEqual("BTC", balance.exchange_total.currency) | |
404 | ||
405 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
406 | self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value) | |
407 | self.assertEqual(portfolio.D("0"), balance.margin_free.value) | |
408 | self.assertEqual("BTC", balance.margin_total.currency) | |
409 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
410 | self.assertEqual("BTC", balance.margin_free.currency) | |
f2da6589 | 411 | |
f2da6589 IB |
412 | self.assertEqual("BTC", balance.currency) |
413 | ||
80cdd672 IB |
414 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) |
415 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
416 | ||
6ca5a1ec IB |
417 | def test__repr(self): |
418 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
419 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
420 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
421 | "exchange_used": 1, "exchange_free": 2 }) | |
422 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
f2da6589 | 423 | |
1aa7d4fa IB |
424 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) |
425 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
426 | ||
6ca5a1ec IB |
427 | balance = portfolio.Balance("BTX", { "margin_total": 3, |
428 | "margin_borrowed": 1, "margin_free": 2 }) | |
429 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
f2da6589 | 430 | |
1aa7d4fa IB |
431 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 2 }) |
432 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | |
433 | ||
6ca5a1ec IB |
434 | balance = portfolio.Balance("BTX", { "margin_total": -3, |
435 | "margin_borrowed_base_price": D("0.1"), | |
436 | "margin_borrowed_base_currency": "BTC", | |
437 | "margin_lending_fees": D("0.002") }) | |
438 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
f2da6589 | 439 | |
1aa7d4fa IB |
440 | balance = portfolio.Balance("BTX", { "margin_total": 1, |
441 | "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2}) | |
442 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
443 | ||
444 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
6ca5a1ec IB |
445 | class HelperTest(WebMockTestCase): |
446 | def test_get_ticker(self): | |
447 | market = mock.Mock() | |
448 | market.fetch_ticker.side_effect = [ | |
449 | { "bid": 1, "ask": 3 }, | |
450 | helper.ExchangeError("foo"), | |
451 | { "bid": 10, "ask": 40 }, | |
452 | helper.ExchangeError("foo"), | |
453 | helper.ExchangeError("foo"), | |
454 | ] | |
f2da6589 | 455 | |
6ca5a1ec IB |
456 | ticker = helper.get_ticker("ETH", "ETC", market) |
457 | market.fetch_ticker.assert_called_with("ETH/ETC") | |
458 | self.assertEqual(1, ticker["bid"]) | |
459 | self.assertEqual(3, ticker["ask"]) | |
460 | self.assertEqual(2, ticker["average"]) | |
461 | self.assertFalse(ticker["inverted"]) | |
f2da6589 | 462 | |
6ca5a1ec IB |
463 | ticker = helper.get_ticker("ETH", "XVG", market) |
464 | self.assertEqual(0.0625, ticker["average"]) | |
465 | self.assertTrue(ticker["inverted"]) | |
466 | self.assertIn("original", ticker) | |
467 | self.assertEqual(10, ticker["original"]["bid"]) | |
f2da6589 | 468 | |
6ca5a1ec IB |
469 | ticker = helper.get_ticker("XVG", "XMR", market) |
470 | self.assertIsNone(ticker) | |
a9950fd0 | 471 | |
6ca5a1ec IB |
472 | market.fetch_ticker.assert_has_calls([ |
473 | mock.call("ETH/ETC"), | |
474 | mock.call("ETH/XVG"), | |
475 | mock.call("XVG/ETH"), | |
476 | mock.call("XVG/XMR"), | |
477 | mock.call("XMR/XVG"), | |
478 | ]) | |
f2da6589 | 479 | |
6ca5a1ec IB |
480 | market2 = mock.Mock() |
481 | market2.fetch_ticker.side_effect = [ | |
482 | { "bid": 1, "ask": 3 }, | |
483 | { "bid": 1.2, "ask": 3.5 }, | |
484 | ] | |
485 | ticker1 = helper.get_ticker("ETH", "ETC", market2) | |
486 | ticker2 = helper.get_ticker("ETH", "ETC", market2) | |
487 | ticker3 = helper.get_ticker("ETC", "ETH", market2) | |
488 | market2.fetch_ticker.assert_called_once_with("ETH/ETC") | |
489 | self.assertEqual(1, ticker1["bid"]) | |
490 | self.assertDictEqual(ticker1, ticker2) | |
491 | self.assertDictEqual(ticker1, ticker3["original"]) | |
f2da6589 | 492 | |
6ca5a1ec IB |
493 | ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True) |
494 | ticker5 = helper.get_ticker("ETH", "ETC", market2) | |
495 | self.assertEqual(1.2, ticker4["bid"]) | |
496 | self.assertDictEqual(ticker4, ticker5) | |
f2da6589 | 497 | |
6ca5a1ec IB |
498 | market3 = mock.Mock() |
499 | market3.fetch_ticker.side_effect = [ | |
500 | { "bid": 1, "ask": 3 }, | |
501 | { "bid": 1.2, "ask": 3.5 }, | |
502 | ] | |
503 | ticker6 = helper.get_ticker("ETH", "ETC", market3) | |
504 | helper.ticker_cache_timestamp -= 4 | |
505 | ticker7 = helper.get_ticker("ETH", "ETC", market3) | |
506 | helper.ticker_cache_timestamp -= 2 | |
507 | ticker8 = helper.get_ticker("ETH", "ETC", market3) | |
508 | self.assertDictEqual(ticker6, ticker7) | |
509 | self.assertEqual(1.2, ticker8["bid"]) | |
f2da6589 | 510 | |
6ca5a1ec IB |
511 | def test_fetch_fees(self): |
512 | market = mock.Mock() | |
513 | market.fetch_fees.return_value = "Foo" | |
514 | self.assertEqual("Foo", helper.fetch_fees(market)) | |
515 | market.fetch_fees.assert_called_once() | |
516 | self.assertEqual("Foo", helper.fetch_fees(market)) | |
517 | market.fetch_fees.assert_called_once() | |
f2da6589 | 518 | |
350ed24d | 519 | @mock.patch.object(portfolio.Portfolio, "repartition") |
6ca5a1ec IB |
520 | @mock.patch.object(helper, "get_ticker") |
521 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
f2da6589 IB |
522 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): |
523 | repartition.return_value = { | |
350ed24d IB |
524 | "XEM": (D("0.75"), "long"), |
525 | "BTC": (D("0.25"), "long"), | |
f2da6589 | 526 | } |
deb8924c IB |
527 | def _get_ticker(c1, c2, market): |
528 | if c1 == "USDT" and c2 == "BTC": | |
529 | return { "average": D("0.0001") } | |
530 | if c1 == "XVG" and c2 == "BTC": | |
531 | return { "average": D("0.000001") } | |
532 | if c1 == "XEM" and c2 == "BTC": | |
533 | return { "average": D("0.001") } | |
a9950fd0 | 534 | self.fail("Should be called with {}, {}".format(c1, c2)) |
deb8924c IB |
535 | get_ticker.side_effect = _get_ticker |
536 | ||
f2da6589 | 537 | market = mock.Mock() |
c51687d2 | 538 | market.fetch_all_balances.return_value = { |
f2da6589 | 539 | "USDT": { |
c51687d2 IB |
540 | "exchange_free": D("10000.0"), |
541 | "exchange_used": D("0.0"), | |
542 | "exchange_total": D("10000.0"), | |
5ab23e1c | 543 | "total": D("10000.0") |
f2da6589 IB |
544 | }, |
545 | "XVG": { | |
c51687d2 IB |
546 | "exchange_free": D("10000.0"), |
547 | "exchange_used": D("0.0"), | |
548 | "exchange_total": D("10000.0"), | |
5ab23e1c | 549 | "total": D("10000.0") |
f2da6589 IB |
550 | }, |
551 | } | |
6ca5a1ec | 552 | helper.prepare_trades(market) |
f2da6589 IB |
553 | compute_trades.assert_called() |
554 | ||
555 | call = compute_trades.call_args | |
556 | self.assertEqual(market, call[1]["market"]) | |
557 | self.assertEqual(1, call[0][0]["USDT"].value) | |
5ab23e1c IB |
558 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) |
559 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
560 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
f2da6589 | 561 | |
c51687d2 | 562 | @mock.patch.object(portfolio.Portfolio, "repartition") |
6ca5a1ec IB |
563 | @mock.patch.object(helper, "get_ticker") |
564 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
c51687d2 IB |
565 | def test_update_trades(self, compute_trades, get_ticker, repartition): |
566 | repartition.return_value = { | |
567 | "XEM": (D("0.75"), "long"), | |
568 | "BTC": (D("0.25"), "long"), | |
569 | } | |
570 | def _get_ticker(c1, c2, market): | |
571 | if c1 == "USDT" and c2 == "BTC": | |
572 | return { "average": D("0.0001") } | |
573 | if c1 == "XVG" and c2 == "BTC": | |
574 | return { "average": D("0.000001") } | |
575 | if c1 == "XEM" and c2 == "BTC": | |
576 | return { "average": D("0.001") } | |
577 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
578 | get_ticker.side_effect = _get_ticker | |
579 | ||
580 | market = mock.Mock() | |
581 | market.fetch_all_balances.return_value = { | |
582 | "USDT": { | |
583 | "exchange_free": D("10000.0"), | |
584 | "exchange_used": D("0.0"), | |
585 | "exchange_total": D("10000.0"), | |
586 | "total": D("10000.0") | |
587 | }, | |
588 | "XVG": { | |
589 | "exchange_free": D("10000.0"), | |
590 | "exchange_used": D("0.0"), | |
591 | "exchange_total": D("10000.0"), | |
592 | "total": D("10000.0") | |
593 | }, | |
594 | } | |
6ca5a1ec | 595 | helper.update_trades(market) |
c51687d2 IB |
596 | compute_trades.assert_called() |
597 | ||
598 | call = compute_trades.call_args | |
599 | self.assertEqual(market, call[1]["market"]) | |
600 | self.assertEqual(1, call[0][0]["USDT"].value) | |
601 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
602 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
603 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
604 | ||
605 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
6ca5a1ec IB |
606 | @mock.patch.object(helper, "get_ticker") |
607 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
c51687d2 IB |
608 | def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): |
609 | def _get_ticker(c1, c2, market): | |
610 | if c1 == "USDT" and c2 == "BTC": | |
611 | return { "average": D("0.0001") } | |
612 | if c1 == "XVG" and c2 == "BTC": | |
613 | return { "average": D("0.000001") } | |
614 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
615 | get_ticker.side_effect = _get_ticker | |
616 | ||
617 | market = mock.Mock() | |
618 | market.fetch_all_balances.return_value = { | |
619 | "USDT": { | |
620 | "exchange_free": D("10000.0"), | |
621 | "exchange_used": D("0.0"), | |
622 | "exchange_total": D("10000.0"), | |
623 | "total": D("10000.0") | |
624 | }, | |
625 | "XVG": { | |
626 | "exchange_free": D("10000.0"), | |
627 | "exchange_used": D("0.0"), | |
628 | "exchange_total": D("10000.0"), | |
629 | "total": D("10000.0") | |
630 | }, | |
631 | } | |
6ca5a1ec | 632 | helper.prepare_trades_to_sell_all(market) |
c51687d2 IB |
633 | repartition.assert_not_called() |
634 | compute_trades.assert_called() | |
635 | ||
636 | call = compute_trades.call_args | |
637 | self.assertEqual(market, call[1]["market"]) | |
638 | self.assertEqual(1, call[0][0]["USDT"].value) | |
639 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
640 | self.assertEqual(D("1.01"), call[0][1]["BTC"].value) | |
a9950fd0 | 641 | |
1aa7d4fa IB |
642 | @mock.patch.object(portfolio.time, "sleep") |
643 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
644 | def test_follow_orders(self, all_orders, time_mock): | |
645 | for verbose, debug, sleep in [ | |
646 | (True, False, None), (False, False, None), | |
647 | (True, True, None), (True, False, 12), | |
648 | (True, True, 12)]: | |
649 | with self.subTest(sleep=sleep, debug=debug, verbose=verbose), \ | |
650 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
651 | portfolio.TradeStore.debug = debug | |
652 | order_mock1 = mock.Mock() | |
653 | order_mock2 = mock.Mock() | |
654 | order_mock3 = mock.Mock() | |
655 | all_orders.side_effect = [ | |
656 | [order_mock1, order_mock2], | |
657 | [order_mock1, order_mock2], | |
658 | ||
659 | [order_mock1, order_mock3], | |
660 | [order_mock1, order_mock3], | |
661 | ||
662 | [order_mock1, order_mock3], | |
663 | [order_mock1, order_mock3], | |
664 | ||
665 | [] | |
666 | ] | |
667 | ||
668 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
669 | order_mock2.get_status.side_effect = ["open"] | |
670 | order_mock3.get_status.side_effect = ["open", "closed"] | |
671 | ||
672 | order_mock1.trade = mock.Mock() | |
673 | order_mock2.trade = mock.Mock() | |
674 | order_mock3.trade = mock.Mock() | |
675 | ||
676 | helper.follow_orders(verbose=verbose, sleep=sleep) | |
677 | ||
678 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
679 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
680 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
681 | self.assertEqual(3, order_mock1.get_status.call_count) | |
682 | ||
683 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
684 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
685 | self.assertEqual(1, order_mock2.get_status.call_count) | |
686 | ||
687 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
688 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
689 | self.assertEqual(2, order_mock3.get_status.call_count) | |
690 | ||
691 | if sleep is None: | |
692 | if debug: | |
693 | time_mock.assert_called_with(7) | |
694 | else: | |
695 | time_mock.assert_called_with(30) | |
696 | else: | |
697 | time_mock.assert_called_with(sleep) | |
698 | ||
699 | if verbose: | |
700 | self.assertNotEqual("", stdout_mock.getvalue()) | |
701 | else: | |
702 | self.assertEqual("", stdout_mock.getvalue()) | |
703 | ||
5a72ded7 IB |
704 | @mock.patch.object(portfolio.BalanceStore, "fetch_balances") |
705 | def test_move_balance(self, fetch_balances): | |
706 | for debug in [True, False]: | |
707 | with self.subTest(debug=debug),\ | |
708 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
709 | value_from = portfolio.Amount("BTC", "1.0") | |
710 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
711 | value_to = portfolio.Amount("BTC", "10.0") | |
712 | trade1 = portfolio.Trade(value_from, value_to, "ETH") | |
713 | ||
714 | value_from = portfolio.Amount("BTC", "0.0") | |
715 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
716 | value_to = portfolio.Amount("BTC", "-3.0") | |
717 | trade2 = portfolio.Trade(value_from, value_to, "ETH") | |
718 | ||
719 | value_from = portfolio.Amount("USDT", "0.0") | |
720 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
721 | value_to = portfolio.Amount("USDT", "-50.0") | |
722 | trade3 = portfolio.Trade(value_from, value_to, "XVG") | |
723 | ||
724 | portfolio.TradeStore.all = [trade1, trade2, trade3] | |
725 | balance1 = portfolio.Balance("BTC", { "margin_free": "0" }) | |
726 | balance2 = portfolio.Balance("USDT", { "margin_free": "100" }) | |
727 | portfolio.BalanceStore.all = {"BTC": balance1, "USDT": balance2} | |
728 | ||
729 | market = mock.Mock() | |
730 | ||
731 | helper.move_balances(market, debug=debug) | |
732 | ||
733 | fetch_balances.assert_called_with(market) | |
734 | if debug: | |
735 | self.assertRegex(stdout_mock.getvalue(), "market.transfer_balance") | |
736 | else: | |
737 | market.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") | |
738 | market.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange") | |
739 | ||
740 | @mock.patch.object(helper, "prepare_trades") | |
741 | @mock.patch.object(portfolio.TradeStore, "prepare_orders") | |
742 | @mock.patch.object(portfolio.TradeStore, "print_all_with_order") | |
743 | @mock.patch('sys.stdout', new_callable=StringIO) | |
744 | def test_print_orders(self, stdout_mock, print_all_with_order, prepare_orders, prepare_trades): | |
745 | market = mock.Mock() | |
746 | portfolio.BalanceStore.all = { | |
747 | "BTC": portfolio.Balance("BTC", { | |
748 | "total": "0.65", | |
749 | "exchange_total":"0.65", | |
750 | "exchange_free": "0.35", | |
751 | "exchange_used": "0.30"}), | |
752 | "ETH": portfolio.Balance("ETH", { | |
753 | "total": 3, | |
754 | "exchange_total": 3, | |
755 | "exchange_free": 3, | |
756 | "exchange_used": 0}), | |
757 | } | |
758 | helper.print_orders(market) | |
759 | prepare_trades.assert_called_with(market, base_currency="BTC", | |
2f0939e1 | 760 | compute_value="average", debug=True) |
5a72ded7 IB |
761 | prepare_orders.assert_called_with(compute_value="average") |
762 | print_all_with_order.assert_called() | |
763 | self.assertRegex(stdout_mock.getvalue(), "Balance") | |
764 | ||
2f0939e1 IB |
765 | @mock.patch.object(helper, "prepare_trades") |
766 | @mock.patch.object(helper, "follow_orders") | |
767 | @mock.patch.object(portfolio.TradeStore, "prepare_orders") | |
768 | @mock.patch.object(portfolio.TradeStore, "print_all_with_order") | |
769 | @mock.patch.object(portfolio.TradeStore, "run_orders") | |
770 | @mock.patch('sys.stdout', new_callable=StringIO) | |
771 | def test_process_sell_needed__1_sell(self, stdout_mock, run_orders, | |
772 | print_all_with_order, prepare_orders, follow_orders, | |
773 | prepare_trades): | |
774 | market = mock.Mock() | |
775 | portfolio.BalanceStore.all = { | |
776 | "BTC": portfolio.Balance("BTC", { | |
777 | "total": "0.65", | |
778 | "exchange_total":"0.65", | |
779 | "exchange_free": "0.35", | |
780 | "exchange_used": "0.30"}), | |
781 | "ETH": portfolio.Balance("ETH", { | |
782 | "total": 3, | |
783 | "exchange_total": 3, | |
784 | "exchange_free": 3, | |
785 | "exchange_used": 0}), | |
786 | } | |
787 | helper.process_sell_needed__1_sell(market) | |
788 | prepare_trades.assert_called_with(market, base_currency="BTC", | |
789 | debug=False) | |
790 | prepare_orders.assert_called_with(compute_value="average", | |
791 | only="dispose") | |
792 | print_all_with_order.assert_called() | |
793 | run_orders.assert_called() | |
794 | follow_orders.assert_called() | |
795 | self.assertRegex(stdout_mock.getvalue(), "Balance") | |
796 | ||
797 | @mock.patch.object(helper, "update_trades") | |
798 | @mock.patch.object(helper, "follow_orders") | |
799 | @mock.patch.object(helper, "move_balances") | |
800 | @mock.patch.object(portfolio.TradeStore, "prepare_orders") | |
801 | @mock.patch.object(portfolio.TradeStore, "print_all_with_order") | |
802 | @mock.patch.object(portfolio.TradeStore, "run_orders") | |
803 | @mock.patch('sys.stdout', new_callable=StringIO) | |
804 | def test_process_sell_needed__2_buy(self, stdout_mock, run_orders, | |
805 | print_all_with_order, prepare_orders, move_balances, | |
806 | follow_orders, update_trades): | |
807 | market = mock.Mock() | |
808 | portfolio.BalanceStore.all = { | |
809 | "BTC": portfolio.Balance("BTC", { | |
810 | "total": "0.65", | |
811 | "exchange_total":"0.65", | |
812 | "exchange_free": "0.35", | |
813 | "exchange_used": "0.30"}), | |
814 | "ETH": portfolio.Balance("ETH", { | |
815 | "total": 3, | |
816 | "exchange_total": 3, | |
817 | "exchange_free": 3, | |
818 | "exchange_used": 0}), | |
819 | } | |
820 | helper.process_sell_needed__2_buy(market) | |
821 | update_trades.assert_called_with(market, base_currency="BTC", | |
822 | debug=False, only="acquire") | |
823 | prepare_orders.assert_called_with(compute_value="average", | |
824 | only="acquire") | |
825 | print_all_with_order.assert_called() | |
826 | move_balances.assert_called_with(market, debug=False) | |
827 | run_orders.assert_called() | |
828 | follow_orders.assert_called() | |
829 | self.assertRegex(stdout_mock.getvalue(), "Balance") | |
830 | ||
831 | @mock.patch.object(helper, "prepare_trades_to_sell_all") | |
832 | @mock.patch.object(helper, "follow_orders") | |
833 | @mock.patch.object(portfolio.TradeStore, "prepare_orders") | |
834 | @mock.patch.object(portfolio.TradeStore, "print_all_with_order") | |
835 | @mock.patch.object(portfolio.TradeStore, "run_orders") | |
836 | @mock.patch('sys.stdout', new_callable=StringIO) | |
837 | def test_process_sell_all__1_sell(self, stdout_mock, run_orders, | |
838 | print_all_with_order, prepare_orders, follow_orders, | |
839 | prepare_trades_to_sell_all): | |
840 | market = mock.Mock() | |
841 | portfolio.BalanceStore.all = { | |
842 | "BTC": portfolio.Balance("BTC", { | |
843 | "total": "0.65", | |
844 | "exchange_total":"0.65", | |
845 | "exchange_free": "0.35", | |
846 | "exchange_used": "0.30"}), | |
847 | "ETH": portfolio.Balance("ETH", { | |
848 | "total": 3, | |
849 | "exchange_total": 3, | |
850 | "exchange_free": 3, | |
851 | "exchange_used": 0}), | |
852 | } | |
853 | helper.process_sell_all__1_all_sell(market) | |
854 | prepare_trades_to_sell_all.assert_called_with(market, base_currency="BTC", | |
855 | debug=False) | |
856 | prepare_orders.assert_called_with(compute_value="average") | |
857 | print_all_with_order.assert_called() | |
858 | run_orders.assert_called() | |
859 | follow_orders.assert_called() | |
860 | self.assertRegex(stdout_mock.getvalue(), "Balance") | |
861 | ||
862 | @mock.patch.object(helper, "prepare_trades") | |
863 | @mock.patch.object(helper, "follow_orders") | |
864 | @mock.patch.object(helper, "move_balances") | |
865 | @mock.patch.object(portfolio.TradeStore, "prepare_orders") | |
866 | @mock.patch.object(portfolio.TradeStore, "print_all_with_order") | |
867 | @mock.patch.object(portfolio.TradeStore, "run_orders") | |
868 | @mock.patch('sys.stdout', new_callable=StringIO) | |
869 | def test_process_sell_all__2_all_buy(self, stdout_mock, run_orders, | |
870 | print_all_with_order, prepare_orders, move_balances, | |
871 | follow_orders, prepare_trades): | |
872 | market = mock.Mock() | |
873 | portfolio.BalanceStore.all = { | |
874 | "BTC": portfolio.Balance("BTC", { | |
875 | "total": "0.65", | |
876 | "exchange_total":"0.65", | |
877 | "exchange_free": "0.35", | |
878 | "exchange_used": "0.30"}), | |
879 | "ETH": portfolio.Balance("ETH", { | |
880 | "total": 3, | |
881 | "exchange_total": 3, | |
882 | "exchange_free": 3, | |
883 | "exchange_used": 0}), | |
884 | } | |
885 | helper.process_sell_all__2_all_buy(market) | |
886 | prepare_trades.assert_called_with(market, base_currency="BTC", | |
887 | debug=False) | |
888 | prepare_orders.assert_called_with() | |
889 | print_all_with_order.assert_called() | |
890 | move_balances.assert_called_with(market, debug=False) | |
891 | run_orders.assert_called() | |
892 | follow_orders.assert_called() | |
893 | self.assertRegex(stdout_mock.getvalue(), "Balance") | |
894 | ||
5a72ded7 | 895 | |
1aa7d4fa | 896 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
6ca5a1ec | 897 | class TradeStoreTest(WebMockTestCase): |
1aa7d4fa IB |
898 | @mock.patch.object(portfolio.BalanceStore, "currencies") |
899 | @mock.patch.object(portfolio.TradeStore, "add_trade_if_matching") | |
900 | def test_compute_trades(self, add_trade_if_matching, currencies): | |
901 | currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | |
902 | ||
903 | values_in_base = { | |
904 | "XMR": portfolio.Amount("BTC", D("0.9")), | |
905 | "DASH": portfolio.Amount("BTC", D("0.4")), | |
906 | "XVG": portfolio.Amount("BTC", D("-0.5")), | |
907 | "BTC": portfolio.Amount("BTC", D("0.5")), | |
908 | } | |
909 | new_repartition = { | |
910 | "DASH": portfolio.Amount("BTC", D("0.5")), | |
911 | "XVG": portfolio.Amount("BTC", D("0.1")), | |
912 | "BTC": portfolio.Amount("BTC", D("0.4")), | |
913 | "ETH": portfolio.Amount("BTC", D("0.3")), | |
914 | } | |
915 | ||
916 | portfolio.TradeStore.compute_trades(values_in_base, | |
917 | new_repartition, only="only", market="market") | |
918 | ||
919 | self.assertEqual(5, add_trade_if_matching.call_count) | |
920 | add_trade_if_matching.assert_any_call( | |
921 | portfolio.Amount("BTC", D("0.9")), | |
922 | portfolio.Amount("BTC", 0), | |
923 | "XMR", only="only", market="market" | |
924 | ) | |
925 | add_trade_if_matching.assert_any_call( | |
926 | portfolio.Amount("BTC", D("0.4")), | |
927 | portfolio.Amount("BTC", D("0.5")), | |
928 | "DASH", only="only", market="market" | |
929 | ) | |
930 | add_trade_if_matching.assert_any_call( | |
931 | portfolio.Amount("BTC", D("-0.5")), | |
932 | portfolio.Amount("BTC", D("0")), | |
933 | "XVG", only="only", market="market" | |
934 | ) | |
935 | add_trade_if_matching.assert_any_call( | |
936 | portfolio.Amount("BTC", D("0")), | |
937 | portfolio.Amount("BTC", D("0.1")), | |
938 | "XVG", only="only", market="market" | |
939 | ) | |
940 | add_trade_if_matching.assert_any_call( | |
941 | portfolio.Amount("BTC", D("0")), | |
942 | portfolio.Amount("BTC", D("0.3")), | |
943 | "ETH", only="only", market="market" | |
944 | ) | |
945 | ||
946 | def test_add_trade_if_matching(self): | |
947 | result = portfolio.TradeStore.add_trade_if_matching( | |
948 | portfolio.Amount("BTC", D("0")), | |
949 | portfolio.Amount("BTC", D("0.3")), | |
950 | "ETH", only="nope", market="market" | |
951 | ) | |
952 | self.assertEqual(0, len(portfolio.TradeStore.all)) | |
953 | self.assertEqual(False, result) | |
954 | ||
955 | portfolio.TradeStore.all = [] | |
956 | result = portfolio.TradeStore.add_trade_if_matching( | |
957 | portfolio.Amount("BTC", D("0")), | |
958 | portfolio.Amount("BTC", D("0.3")), | |
959 | "ETH", only=None, market="market" | |
960 | ) | |
961 | self.assertEqual(1, len(portfolio.TradeStore.all)) | |
962 | self.assertEqual(True, result) | |
963 | ||
964 | portfolio.TradeStore.all = [] | |
965 | result = portfolio.TradeStore.add_trade_if_matching( | |
966 | portfolio.Amount("BTC", D("0")), | |
967 | portfolio.Amount("BTC", D("0.3")), | |
968 | "ETH", only="acquire", market="market" | |
969 | ) | |
970 | self.assertEqual(1, len(portfolio.TradeStore.all)) | |
971 | self.assertEqual(True, result) | |
972 | ||
973 | portfolio.TradeStore.all = [] | |
974 | result = portfolio.TradeStore.add_trade_if_matching( | |
975 | portfolio.Amount("BTC", D("0")), | |
976 | portfolio.Amount("BTC", D("0.3")), | |
977 | "ETH", only="dispose", market="market" | |
978 | ) | |
979 | self.assertEqual(0, len(portfolio.TradeStore.all)) | |
980 | self.assertEqual(False, result) | |
f2da6589 | 981 | |
6ca5a1ec IB |
982 | def test_prepare_orders(self): |
983 | trade_mock1 = mock.Mock() | |
984 | trade_mock2 = mock.Mock() | |
cfab619d | 985 | |
6ca5a1ec IB |
986 | portfolio.TradeStore.all.append(trade_mock1) |
987 | portfolio.TradeStore.all.append(trade_mock2) | |
988 | ||
989 | portfolio.TradeStore.prepare_orders() | |
990 | trade_mock1.prepare_order.assert_called_with(compute_value="default") | |
991 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
992 | ||
993 | portfolio.TradeStore.prepare_orders(compute_value="bla") | |
994 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") | |
995 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
996 | ||
997 | trade_mock1.prepare_order.reset_mock() | |
998 | trade_mock2.prepare_order.reset_mock() | |
999 | ||
1000 | trade_mock1.action = "foo" | |
1001 | trade_mock2.action = "bar" | |
1002 | portfolio.TradeStore.prepare_orders(only="bar") | |
1003 | trade_mock1.prepare_order.assert_not_called() | |
1004 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
1005 | ||
1006 | def test_print_all_with_order(self): | |
1007 | trade_mock1 = mock.Mock() | |
1008 | trade_mock2 = mock.Mock() | |
1009 | trade_mock3 = mock.Mock() | |
1010 | portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3] | |
1011 | ||
1012 | portfolio.TradeStore.print_all_with_order() | |
1013 | ||
1014 | trade_mock1.print_with_order.assert_called() | |
1015 | trade_mock2.print_with_order.assert_called() | |
1016 | trade_mock3.print_with_order.assert_called() | |
1017 | ||
1018 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
1019 | def test_run_orders(self, all_orders): | |
1020 | order_mock1 = mock.Mock() | |
1021 | order_mock2 = mock.Mock() | |
1022 | order_mock3 = mock.Mock() | |
1023 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
1024 | portfolio.TradeStore.run_orders() | |
1025 | all_orders.assert_called_with(state="pending") | |
1026 | ||
1027 | order_mock1.run.assert_called() | |
1028 | order_mock2.run.assert_called() | |
1029 | order_mock3.run.assert_called() | |
1030 | ||
1031 | def test_all_orders(self): | |
1032 | trade_mock1 = mock.Mock() | |
1033 | trade_mock2 = mock.Mock() | |
1034 | ||
1035 | order_mock1 = mock.Mock() | |
1036 | order_mock2 = mock.Mock() | |
1037 | order_mock3 = mock.Mock() | |
1038 | ||
1039 | trade_mock1.orders = [order_mock1, order_mock2] | |
1040 | trade_mock2.orders = [order_mock3] | |
1041 | ||
1042 | order_mock1.status = "pending" | |
1043 | order_mock2.status = "open" | |
1044 | order_mock3.status = "open" | |
1045 | ||
1046 | portfolio.TradeStore.all.append(trade_mock1) | |
1047 | portfolio.TradeStore.all.append(trade_mock2) | |
1048 | ||
1049 | orders = portfolio.TradeStore.all_orders() | |
1050 | self.assertEqual(3, len(orders)) | |
1051 | ||
1052 | open_orders = portfolio.TradeStore.all_orders(state="open") | |
1053 | self.assertEqual(2, len(open_orders)) | |
1054 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
1055 | ||
1056 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
1057 | def test_update_all_orders_status(self, all_orders): | |
1058 | order_mock1 = mock.Mock() | |
1059 | order_mock2 = mock.Mock() | |
1060 | order_mock3 = mock.Mock() | |
1061 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
1062 | portfolio.TradeStore.update_all_orders_status() | |
1063 | all_orders.assert_called_with(state="open") | |
1064 | ||
1065 | order_mock1.get_status.assert_called() | |
1066 | order_mock2.get_status.assert_called() | |
1067 | order_mock3.get_status.assert_called() | |
1068 | ||
1aa7d4fa | 1069 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
6ca5a1ec IB |
1070 | class BalanceStoreTest(WebMockTestCase): |
1071 | def setUp(self): | |
1072 | super(BalanceStoreTest, self).setUp() | |
1073 | ||
1074 | self.fetch_balance = { | |
1075 | "ETC": { | |
1076 | "exchange_free": 0, | |
1077 | "exchange_used": 0, | |
1078 | "exchange_total": 0, | |
1079 | "margin_total": 0, | |
1080 | }, | |
1081 | "USDT": { | |
1082 | "exchange_free": D("6.0"), | |
1083 | "exchange_used": D("1.2"), | |
1084 | "exchange_total": D("7.2"), | |
1085 | "margin_total": 0, | |
1086 | }, | |
1087 | "XVG": { | |
1088 | "exchange_free": 16, | |
1089 | "exchange_used": 0, | |
1090 | "exchange_total": 16, | |
1091 | "margin_total": 0, | |
1092 | }, | |
1093 | "XMR": { | |
1094 | "exchange_free": 0, | |
1095 | "exchange_used": 0, | |
1096 | "exchange_total": 0, | |
1097 | "margin_total": D("-1.0"), | |
1098 | "margin_free": 0, | |
1099 | }, | |
1100 | } | |
1101 | ||
1102 | @mock.patch.object(helper, "get_ticker") | |
1103 | def test_in_currency(self, get_ticker): | |
1104 | portfolio.BalanceStore.all = { | |
1105 | "BTC": portfolio.Balance("BTC", { | |
1106 | "total": "0.65", | |
1107 | "exchange_total":"0.65", | |
1108 | "exchange_free": "0.35", | |
1109 | "exchange_used": "0.30"}), | |
1110 | "ETH": portfolio.Balance("ETH", { | |
1111 | "total": 3, | |
1112 | "exchange_total": 3, | |
1113 | "exchange_free": 3, | |
1114 | "exchange_used": 0}), | |
1115 | } | |
cfab619d | 1116 | market = mock.Mock() |
6ca5a1ec IB |
1117 | get_ticker.return_value = { |
1118 | "bid": D("0.09"), | |
1119 | "ask": D("0.11"), | |
1120 | "average": D("0.1"), | |
1121 | } | |
cfab619d | 1122 | |
6ca5a1ec IB |
1123 | amounts = portfolio.BalanceStore.in_currency("BTC", market) |
1124 | self.assertEqual("BTC", amounts["ETH"].currency) | |
1125 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
1126 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
cfab619d | 1127 | |
6ca5a1ec IB |
1128 | amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid") |
1129 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
1130 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
cfab619d | 1131 | |
6ca5a1ec IB |
1132 | amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used") |
1133 | self.assertEqual(D("0.30"), amounts["BTC"].value) | |
1134 | self.assertEqual(0, amounts["ETH"].value) | |
cfab619d | 1135 | |
6ca5a1ec IB |
1136 | def test_fetch_balances(self): |
1137 | market = mock.Mock() | |
1138 | market.fetch_all_balances.return_value = self.fetch_balance | |
cfab619d | 1139 | |
6ca5a1ec IB |
1140 | portfolio.BalanceStore.fetch_balances(market) |
1141 | self.assertNotIn("ETC", portfolio.BalanceStore.currencies()) | |
1142 | self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies())) | |
cfab619d | 1143 | |
6ca5a1ec IB |
1144 | portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { |
1145 | "exchange_total": "1", "exchange_free": "0", | |
1146 | "exchange_used": "1" }) | |
1147 | portfolio.BalanceStore.fetch_balances(market) | |
1148 | self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) | |
1149 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) | |
cfab619d | 1150 | |
6ca5a1ec IB |
1151 | @mock.patch.object(portfolio.Portfolio, "repartition") |
1152 | def test_dispatch_assets(self, repartition): | |
1153 | market = mock.Mock() | |
1154 | market.fetch_all_balances.return_value = self.fetch_balance | |
1155 | portfolio.BalanceStore.fetch_balances(market) | |
1156 | ||
1157 | self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) | |
1158 | ||
1159 | repartition.return_value = { | |
1160 | "XEM": (D("0.75"), "long"), | |
1161 | "BTC": (D("0.26"), "long"), | |
1aa7d4fa | 1162 | "DASH": (D("0.10"), "short"), |
6ca5a1ec IB |
1163 | } |
1164 | ||
1aa7d4fa | 1165 | amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1")) |
6ca5a1ec IB |
1166 | self.assertIn("XEM", portfolio.BalanceStore.currencies()) |
1167 | self.assertEqual(D("2.6"), amounts["BTC"].value) | |
1168 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
1aa7d4fa | 1169 | self.assertEqual(D("-1.0"), amounts["DASH"].value) |
6ca5a1ec IB |
1170 | |
1171 | def test_currencies(self): | |
1172 | portfolio.BalanceStore.all = { | |
1173 | "BTC": portfolio.Balance("BTC", { | |
1174 | "total": "0.65", | |
1175 | "exchange_total":"0.65", | |
1176 | "exchange_free": "0.35", | |
1177 | "exchange_used": "0.30"}), | |
1178 | "ETH": portfolio.Balance("ETH", { | |
1179 | "total": 3, | |
1180 | "exchange_total": 3, | |
1181 | "exchange_free": 3, | |
1182 | "exchange_used": 0}), | |
1183 | } | |
1184 | self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies())) | |
1185 | ||
1aa7d4fa | 1186 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
6ca5a1ec IB |
1187 | class ComputationTest(WebMockTestCase): |
1188 | def test_compute_value(self): | |
1189 | compute = mock.Mock() | |
1190 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
1191 | compute.assert_called_with("foo", "ask") | |
1192 | ||
1193 | compute.reset_mock() | |
1194 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
1195 | compute.assert_called_with("foo", "bid") | |
1196 | ||
1197 | compute.reset_mock() | |
1198 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
1199 | compute.assert_called_with("foo", "ask") | |
1200 | ||
1201 | compute.reset_mock() | |
1202 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
1203 | compute.assert_called_with("foo", "bid") | |
1204 | ||
1205 | compute.reset_mock() | |
1206 | portfolio.Computation.computations["test"] = compute | |
1207 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
1208 | compute.assert_called_with("foo", "bid") | |
1209 | ||
1210 | ||
1aa7d4fa | 1211 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
6ca5a1ec | 1212 | class TradeTest(WebMockTestCase): |
cfab619d | 1213 | |
cfab619d | 1214 | def test_values_assertion(self): |
c51687d2 IB |
1215 | value_from = portfolio.Amount("BTC", "1.0") |
1216 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1217 | value_to = portfolio.Amount("BTC", "1.0") | |
1218 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
66c8b3dd IB |
1219 | self.assertEqual("BTC", trade.base_currency) |
1220 | self.assertEqual("ETH", trade.currency) | |
1221 | ||
1222 | with self.assertRaises(AssertionError): | |
1223 | portfolio.Trade(value_from, value_to, "ETC") | |
1224 | with self.assertRaises(AssertionError): | |
1225 | value_from.linked_to = None | |
1226 | portfolio.Trade(value_from, value_to, "ETH") | |
1227 | with self.assertRaises(AssertionError): | |
1228 | value_from.currency = "ETH" | |
1229 | portfolio.Trade(value_from, value_to, "ETH") | |
cfab619d | 1230 | |
c51687d2 IB |
1231 | value_from = portfolio.Amount("BTC", 0) |
1232 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1233 | self.assertEqual(0, trade.value_from.linked_to) | |
cfab619d | 1234 | |
cfab619d | 1235 | def test_action(self): |
c51687d2 IB |
1236 | value_from = portfolio.Amount("BTC", "1.0") |
1237 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1238 | value_to = portfolio.Amount("BTC", "1.0") | |
1239 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
cfab619d | 1240 | |
c51687d2 IB |
1241 | self.assertIsNone(trade.action) |
1242 | ||
1243 | value_from = portfolio.Amount("BTC", "1.0") | |
1244 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
1aa7d4fa | 1245 | value_to = portfolio.Amount("BTC", "2.0") |
c51687d2 IB |
1246 | trade = portfolio.Trade(value_from, value_to, "BTC") |
1247 | ||
1248 | self.assertIsNone(trade.action) | |
1249 | ||
1250 | value_from = portfolio.Amount("BTC", "0.5") | |
1251 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1252 | value_to = portfolio.Amount("BTC", "1.0") | |
1253 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1254 | ||
1255 | self.assertEqual("acquire", trade.action) | |
1256 | ||
1257 | value_from = portfolio.Amount("BTC", "0") | |
1258 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1259 | value_to = portfolio.Amount("BTC", "-1.0") | |
1260 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1261 | ||
5a72ded7 | 1262 | self.assertEqual("acquire", trade.action) |
cfab619d | 1263 | |
cfab619d | 1264 | def test_order_action(self): |
c51687d2 IB |
1265 | value_from = portfolio.Amount("BTC", "0.5") |
1266 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1267 | value_to = portfolio.Amount("BTC", "1.0") | |
1268 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1269 | ||
1270 | self.assertEqual("buy", trade.order_action(False)) | |
1271 | self.assertEqual("sell", trade.order_action(True)) | |
1272 | ||
1273 | value_from = portfolio.Amount("BTC", "0") | |
1274 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1275 | value_to = portfolio.Amount("BTC", "-1.0") | |
1276 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1277 | ||
1278 | self.assertEqual("sell", trade.order_action(False)) | |
1279 | self.assertEqual("buy", trade.order_action(True)) | |
1280 | ||
1281 | def test_trade_type(self): | |
1282 | value_from = portfolio.Amount("BTC", "0.5") | |
1283 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1284 | value_to = portfolio.Amount("BTC", "1.0") | |
1285 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1286 | ||
1287 | self.assertEqual("long", trade.trade_type) | |
1288 | ||
1289 | value_from = portfolio.Amount("BTC", "0") | |
1290 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1291 | value_to = portfolio.Amount("BTC", "-1.0") | |
1292 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1293 | ||
1294 | self.assertEqual("short", trade.trade_type) | |
1295 | ||
1296 | def test_filled_amount(self): | |
1297 | value_from = portfolio.Amount("BTC", "0.5") | |
1298 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1299 | value_to = portfolio.Amount("BTC", "1.0") | |
1300 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1301 | ||
1302 | order1 = mock.Mock() | |
1aa7d4fa | 1303 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") |
c51687d2 IB |
1304 | |
1305 | order2 = mock.Mock() | |
1aa7d4fa | 1306 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") |
c51687d2 IB |
1307 | trade.orders.append(order1) |
1308 | trade.orders.append(order2) | |
1309 | ||
1aa7d4fa IB |
1310 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) |
1311 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1312 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
c51687d2 | 1313 | |
1aa7d4fa IB |
1314 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) |
1315 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1316 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
1317 | ||
1318 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
1319 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
1320 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
1321 | ||
1322 | @mock.patch.object(helper, "get_ticker") | |
1323 | @mock.patch.object(portfolio.Computation, "compute_value") | |
1324 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
1325 | @mock.patch.object(portfolio, "Order") | |
1326 | def test_prepare_order(self, Order, filled_amount, compute_value, get_ticker): | |
1327 | Order.return_value = "Order" | |
1328 | ||
1329 | with self.subTest(desc="Nothing to do"): | |
1330 | value_from = portfolio.Amount("BTC", "10") | |
1331 | value_from.rate = D("0.1") | |
1332 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1333 | value_to = portfolio.Amount("BTC", "10") | |
1334 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1335 | ||
1336 | trade.prepare_order() | |
1337 | ||
1338 | filled_amount.assert_not_called() | |
1339 | compute_value.assert_not_called() | |
1340 | self.assertEqual(0, len(trade.orders)) | |
1341 | Order.assert_not_called() | |
1342 | ||
1343 | get_ticker.return_value = { "inverted": False } | |
1344 | with self.subTest(desc="Already filled"), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1345 | filled_amount.return_value = portfolio.Amount("FOO", "100") | |
1346 | compute_value.return_value = D("0.125") | |
1347 | ||
1348 | value_from = portfolio.Amount("BTC", "10") | |
1349 | value_from.rate = D("0.1") | |
1350 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1351 | value_to = portfolio.Amount("BTC", "0") | |
1352 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1353 | ||
1354 | trade.prepare_order() | |
1355 | ||
1356 | filled_amount.assert_called_with(in_base_currency=False) | |
1357 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1358 | self.assertEqual(0, len(trade.orders)) | |
1359 | self.assertRegex(stdout_mock.getvalue(), "Less to do than already filled: ") | |
1360 | Order.assert_not_called() | |
1361 | ||
1362 | with self.subTest(action="dispose", inverted=False): | |
1363 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
1364 | compute_value.return_value = D("0.125") | |
1365 | ||
1366 | value_from = portfolio.Amount("BTC", "10") | |
1367 | value_from.rate = D("0.1") | |
1368 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1369 | value_to = portfolio.Amount("BTC", "1") | |
1370 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1371 | ||
1372 | trade.prepare_order() | |
1373 | ||
1374 | filled_amount.assert_called_with(in_base_currency=False) | |
1375 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1376 | self.assertEqual(1, len(trade.orders)) | |
1377 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
1378 | D("0.125"), "BTC", "long", "market", | |
1379 | trade, close_if_possible=False) | |
1380 | ||
1381 | with self.subTest(action="acquire", inverted=False): | |
1382 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
1383 | compute_value.return_value = D("0.125") | |
1384 | ||
1385 | value_from = portfolio.Amount("BTC", "1") | |
1386 | value_from.rate = D("0.1") | |
1387 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
1388 | value_to = portfolio.Amount("BTC", "10") | |
1389 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1390 | ||
1391 | trade.prepare_order() | |
1392 | ||
1393 | filled_amount.assert_called_with(in_base_currency=True) | |
1394 | compute_value.assert_called_with(get_ticker.return_value, "buy", compute_value="default") | |
1395 | self.assertEqual(1, len(trade.orders)) | |
1396 | ||
1397 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
1398 | D("0.125"), "BTC", "long", "market", | |
1399 | trade, close_if_possible=False) | |
1400 | ||
1401 | with self.subTest(close_if_possible=True): | |
1402 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
1403 | compute_value.return_value = D("0.125") | |
1404 | ||
1405 | value_from = portfolio.Amount("BTC", "10") | |
1406 | value_from.rate = D("0.1") | |
1407 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1408 | value_to = portfolio.Amount("BTC", "0") | |
1409 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1410 | ||
1411 | trade.prepare_order() | |
1412 | ||
1413 | filled_amount.assert_called_with(in_base_currency=False) | |
1414 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1415 | self.assertEqual(1, len(trade.orders)) | |
1416 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
1417 | D("0.125"), "BTC", "long", "market", | |
1418 | trade, close_if_possible=True) | |
1419 | ||
1420 | get_ticker.return_value = { "inverted": True, "original": {} } | |
1421 | with self.subTest(action="dispose", inverted=True): | |
1422 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
1423 | compute_value.return_value = D("125") | |
1424 | ||
1425 | value_from = portfolio.Amount("BTC", "10") | |
1426 | value_from.rate = D("0.01") | |
1427 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
1428 | value_to = portfolio.Amount("BTC", "1") | |
1429 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1430 | ||
1431 | trade.prepare_order(compute_value="foo") | |
1432 | ||
1433 | filled_amount.assert_called_with(in_base_currency=True) | |
1434 | compute_value.assert_called_with(get_ticker.return_value["original"], "buy", compute_value="foo") | |
1435 | self.assertEqual(1, len(trade.orders)) | |
1436 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
1437 | D("125"), "FOO", "long", "market", | |
1438 | trade, close_if_possible=False) | |
1439 | ||
1440 | with self.subTest(action="acquire", inverted=True): | |
1441 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
1442 | compute_value.return_value = D("125") | |
1443 | ||
1444 | value_from = portfolio.Amount("BTC", "1") | |
1445 | value_from.rate = D("0.01") | |
1446 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1447 | value_to = portfolio.Amount("BTC", "10") | |
1448 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1449 | ||
1450 | trade.prepare_order(compute_value="foo") | |
1451 | ||
1452 | filled_amount.assert_called_with(in_base_currency=False) | |
1453 | compute_value.assert_called_with(get_ticker.return_value["original"], "sell", compute_value="foo") | |
1454 | self.assertEqual(1, len(trade.orders)) | |
1455 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
1456 | D("125"), "FOO", "long", "market", | |
1457 | trade, close_if_possible=False) | |
1458 | ||
1459 | ||
1460 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
1461 | def test_update_order(self, prepare_order): | |
1462 | order_mock = mock.Mock() | |
1463 | new_order_mock = mock.Mock() | |
1464 | ||
1465 | value_from = portfolio.Amount("BTC", "0.5") | |
1466 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1467 | value_to = portfolio.Amount("BTC", "1.0") | |
1468 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
5a72ded7 | 1469 | prepare_order.return_value = new_order_mock |
1aa7d4fa IB |
1470 | |
1471 | for i in [0, 1, 3, 4, 6]: | |
1472 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1473 | trade.update_order(order_mock, i) | |
1474 | order_mock.cancel.assert_not_called() | |
1475 | new_order_mock.run.assert_not_called() | |
1476 | self.assertRegex(stdout_mock.getvalue(), "tick {}, waiting".format(i)) | |
1aa7d4fa IB |
1477 | |
1478 | order_mock.reset_mock() | |
1479 | new_order_mock.reset_mock() | |
1480 | trade.orders = [] | |
1481 | ||
1482 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1483 | trade.update_order(order_mock, 2) | |
1484 | order_mock.cancel.assert_called() | |
1485 | new_order_mock.run.assert_called() | |
1486 | prepare_order.assert_called() | |
1487 | self.assertRegex(stdout_mock.getvalue(), "tick 2, cancelling and adjusting") | |
1aa7d4fa IB |
1488 | |
1489 | order_mock.reset_mock() | |
1490 | new_order_mock.reset_mock() | |
1491 | trade.orders = [] | |
1492 | ||
1493 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1494 | trade.update_order(order_mock, 5) | |
1495 | order_mock.cancel.assert_called() | |
1496 | new_order_mock.run.assert_called() | |
1497 | prepare_order.assert_called() | |
1498 | self.assertRegex(stdout_mock.getvalue(), "tick 5, cancelling and adjusting") | |
1aa7d4fa IB |
1499 | |
1500 | order_mock.reset_mock() | |
1501 | new_order_mock.reset_mock() | |
1502 | trade.orders = [] | |
1503 | ||
1504 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1505 | trade.update_order(order_mock, 7) | |
1506 | order_mock.cancel.assert_called() | |
1507 | new_order_mock.run.assert_called() | |
1508 | prepare_order.assert_called_with(compute_value="default") | |
1509 | self.assertRegex(stdout_mock.getvalue(), "tick 7, fallbacking to market value") | |
1510 | self.assertRegex(stdout_mock.getvalue(), "tick 7, market value, cancelling and adjusting to") | |
1aa7d4fa IB |
1511 | |
1512 | order_mock.reset_mock() | |
1513 | new_order_mock.reset_mock() | |
1514 | trade.orders = [] | |
1515 | ||
1516 | for i in [10, 13, 16]: | |
1517 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1518 | trade.update_order(order_mock, i) | |
1519 | order_mock.cancel.assert_called() | |
1520 | new_order_mock.run.assert_called() | |
1521 | prepare_order.assert_called_with(compute_value="default") | |
1522 | self.assertNotRegex(stdout_mock.getvalue(), "tick {}, fallbacking to market value".format(i)) | |
1523 | self.assertRegex(stdout_mock.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i)) | |
1aa7d4fa IB |
1524 | |
1525 | order_mock.reset_mock() | |
1526 | new_order_mock.reset_mock() | |
1527 | trade.orders = [] | |
1528 | ||
1529 | for i in [8, 9, 11, 12]: | |
1530 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1531 | trade.update_order(order_mock, i) | |
1532 | order_mock.cancel.assert_not_called() | |
1533 | new_order_mock.run.assert_not_called() | |
1534 | self.assertEqual("", stdout_mock.getvalue()) | |
1aa7d4fa IB |
1535 | |
1536 | order_mock.reset_mock() | |
1537 | new_order_mock.reset_mock() | |
1538 | trade.orders = [] | |
cfab619d | 1539 | |
cfab619d | 1540 | |
c51687d2 IB |
1541 | @mock.patch('sys.stdout', new_callable=StringIO) |
1542 | def test_print_with_order(self, mock_stdout): | |
1543 | value_from = portfolio.Amount("BTC", "0.5") | |
1544 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1545 | value_to = portfolio.Amount("BTC", "1.0") | |
1546 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1547 | ||
1548 | order_mock1 = mock.Mock() | |
1549 | order_mock1.__repr__ = mock.Mock() | |
1550 | order_mock1.__repr__.return_value = "Mock 1" | |
1551 | order_mock2 = mock.Mock() | |
1552 | order_mock2.__repr__ = mock.Mock() | |
1553 | order_mock2.__repr__.return_value = "Mock 2" | |
1554 | trade.orders.append(order_mock1) | |
1555 | trade.orders.append(order_mock2) | |
1556 | ||
1557 | trade.print_with_order() | |
1558 | ||
1559 | out = mock_stdout.getvalue().split("\n") | |
1560 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0]) | |
1561 | self.assertEqual("\tMock 1", out[1]) | |
1562 | self.assertEqual("\tMock 2", out[2]) | |
1563 | ||
cfab619d | 1564 | def test__repr(self): |
c51687d2 IB |
1565 | value_from = portfolio.Amount("BTC", "0.5") |
1566 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1567 | value_to = portfolio.Amount("BTC", "1.0") | |
1568 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1569 | ||
1570 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
cfab619d | 1571 | |
5a72ded7 IB |
1572 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
1573 | class OrderTest(WebMockTestCase): | |
1574 | def test_values(self): | |
1575 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1576 | D("0.1"), "BTC", "long", "market", "trade") | |
1577 | self.assertEqual("buy", order.action) | |
1578 | self.assertEqual(10, order.amount.value) | |
1579 | self.assertEqual("ETH", order.amount.currency) | |
1580 | self.assertEqual(D("0.1"), order.rate) | |
1581 | self.assertEqual("BTC", order.base_currency) | |
1582 | self.assertEqual("market", order.market) | |
1583 | self.assertEqual("long", order.trade_type) | |
1584 | self.assertEqual("pending", order.status) | |
1585 | self.assertEqual("trade", order.trade) | |
1586 | self.assertIsNone(order.id) | |
1587 | self.assertFalse(order.close_if_possible) | |
1588 | ||
1589 | def test__repr(self): | |
1590 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1591 | D("0.1"), "BTC", "long", "market", "trade") | |
1592 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
1593 | ||
1594 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1595 | D("0.1"), "BTC", "long", "market", "trade", | |
1596 | close_if_possible=True) | |
1597 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
1598 | ||
1599 | def test_account(self): | |
1600 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1601 | D("0.1"), "BTC", "long", "market", "trade") | |
1602 | self.assertEqual("exchange", order.account) | |
1603 | ||
1604 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
1605 | D("0.1"), "BTC", "short", "market", "trade") | |
1606 | self.assertEqual("margin", order.account) | |
1607 | ||
1608 | def test_pending(self): | |
1609 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1610 | D("0.1"), "BTC", "long", "market", "trade") | |
1611 | self.assertTrue(order.pending) | |
1612 | order.status = "open" | |
1613 | self.assertFalse(order.pending) | |
1614 | ||
1615 | def test_open(self): | |
1616 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1617 | D("0.1"), "BTC", "long", "market", "trade") | |
1618 | self.assertFalse(order.open) | |
1619 | order.status = "open" | |
1620 | self.assertTrue(order.open) | |
1621 | ||
1622 | def test_finished(self): | |
1623 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1624 | D("0.1"), "BTC", "long", "market", "trade") | |
1625 | self.assertFalse(order.finished) | |
1626 | order.status = "closed" | |
1627 | self.assertTrue(order.finished) | |
1628 | order.status = "canceled" | |
1629 | self.assertTrue(order.finished) | |
1630 | order.status = "error" | |
1631 | self.assertTrue(order.finished) | |
1632 | ||
1633 | @mock.patch.object(portfolio.Order, "fetch") | |
1634 | def test_cancel(self, fetch): | |
1635 | market = mock.Mock() | |
1636 | portfolio.TradeStore.debug = True | |
1637 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1638 | D("0.1"), "BTC", "long", market, "trade") | |
1639 | order.status = "open" | |
1640 | ||
1641 | order.cancel() | |
1642 | market.cancel_order.assert_not_called() | |
1643 | self.assertEqual("canceled", order.status) | |
1644 | ||
1645 | portfolio.TradeStore.debug = False | |
1646 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1647 | D("0.1"), "BTC", "long", market, "trade") | |
1648 | order.status = "open" | |
1649 | order.id = 42 | |
1650 | ||
1651 | order.cancel() | |
1652 | market.cancel_order.assert_called_with(42) | |
1653 | fetch.assert_called_once() | |
1654 | ||
1655 | def test_dust_amount_remaining(self): | |
1656 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1657 | D("0.1"), "BTC", "long", "market", "trade") | |
1658 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) | |
1659 | self.assertFalse(order.dust_amount_remaining()) | |
1660 | ||
1661 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | |
1662 | self.assertTrue(order.dust_amount_remaining()) | |
1663 | ||
1664 | @mock.patch.object(portfolio.Order, "fetch") | |
1665 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
1666 | def test_remaining_amount(self, filled_amount, fetch): | |
1667 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1668 | D("0.1"), "BTC", "long", "market", "trade") | |
1669 | ||
1670 | self.assertEqual(9, order.remaining_amount().value) | |
1671 | order.fetch.assert_not_called() | |
1672 | ||
1673 | order.status = "open" | |
1674 | self.assertEqual(9, order.remaining_amount().value) | |
1675 | fetch.assert_called_once() | |
1676 | ||
1677 | @mock.patch.object(portfolio.Order, "fetch") | |
1678 | def test_filled_amount(self, fetch): | |
1679 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1680 | D("0.1"), "BTC", "long", "market", "trade") | |
1681 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
df9e4e7f | 1682 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
1683 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
1684 | "amount": "3", "total": "0.3" | |
1685 | })) | |
1686 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
df9e4e7f | 1687 | "tradeID": 43, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
1688 | "date": "2017-12-30 13:00:12", "rate": "0.2", |
1689 | "amount": "2", "total": "0.4" | |
1690 | })) | |
1691 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
1692 | fetch.assert_not_called() | |
1693 | order.status = "open" | |
1694 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
1695 | fetch.assert_called_once() | |
1696 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
1697 | ||
1698 | def test_fetch_mouvements(self): | |
1699 | market = mock.Mock() | |
1700 | market.privatePostReturnOrderTrades.return_value = [ | |
1701 | { | |
df9e4e7f | 1702 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
1703 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
1704 | "amount": "3", "total": "0.3" | |
1705 | }, | |
1706 | { | |
df9e4e7f | 1707 | "tradeID": 43, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
1708 | "date": "2017-12-30 13:00:12", "rate": "0.2", |
1709 | "amount": "2", "total": "0.4" | |
1710 | } | |
1711 | ] | |
1712 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1713 | D("0.1"), "BTC", "long", market, "trade") | |
1714 | order.id = 12 | |
1715 | order.mouvements = ["Foo", "Bar", "Baz"] | |
1716 | ||
1717 | order.fetch_mouvements() | |
1718 | ||
1719 | market.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) | |
1720 | self.assertEqual(2, len(order.mouvements)) | |
1721 | self.assertEqual(42, order.mouvements[0].id) | |
1722 | self.assertEqual(43, order.mouvements[1].id) | |
1723 | ||
df9e4e7f IB |
1724 | market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError |
1725 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1726 | D("0.1"), "BTC", "long", market, "trade") | |
1727 | order.fetch_mouvements() | |
1728 | self.assertEqual(0, len(order.mouvements)) | |
1729 | ||
5a72ded7 IB |
1730 | def test_mark_finished_order(self): |
1731 | market = mock.Mock() | |
1732 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1733 | D("0.1"), "BTC", "short", market, "trade", | |
1734 | close_if_possible=True) | |
1735 | order.status = "closed" | |
1736 | portfolio.TradeStore.debug = False | |
1737 | ||
1738 | order.mark_finished_order() | |
1739 | market.close_margin_position.assert_called_with("ETH", "BTC") | |
1740 | market.close_margin_position.reset_mock() | |
1741 | ||
1742 | order.status = "open" | |
1743 | order.mark_finished_order() | |
1744 | market.close_margin_position.assert_not_called() | |
1745 | ||
1746 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1747 | D("0.1"), "BTC", "short", market, "trade", | |
1748 | close_if_possible=False) | |
1749 | order.status = "closed" | |
1750 | order.mark_finished_order() | |
1751 | market.close_margin_position.assert_not_called() | |
1752 | ||
1753 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
1754 | D("0.1"), "BTC", "short", market, "trade", | |
1755 | close_if_possible=True) | |
1756 | order.status = "closed" | |
1757 | order.mark_finished_order() | |
1758 | market.close_margin_position.assert_not_called() | |
1759 | ||
1760 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1761 | D("0.1"), "BTC", "long", market, "trade", | |
1762 | close_if_possible=True) | |
1763 | order.status = "closed" | |
1764 | order.mark_finished_order() | |
1765 | market.close_margin_position.assert_not_called() | |
1766 | ||
1767 | portfolio.TradeStore.debug = True | |
1768 | ||
1769 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1770 | D("0.1"), "BTC", "short", market, "trade", | |
1771 | close_if_possible=True) | |
1772 | order.status = "closed" | |
1773 | ||
1774 | order.mark_finished_order() | |
1775 | market.close_margin_position.assert_not_called() | |
1776 | ||
1777 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
1778 | def test_fetch(self, fetch_mouvements): | |
1779 | time = self.time.time() | |
1780 | with mock.patch.object(portfolio.time, "time") as time_mock: | |
1781 | market = mock.Mock() | |
1782 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1783 | D("0.1"), "BTC", "long", market, "trade") | |
1784 | order.id = 45 | |
1785 | with self.subTest(debug=True): | |
1786 | portfolio.TradeStore.debug = True | |
1787 | order.fetch() | |
1788 | time_mock.assert_not_called() | |
1789 | order.fetch(force=True) | |
1790 | time_mock.assert_not_called() | |
1791 | market.fetch_order.assert_not_called() | |
1792 | fetch_mouvements.assert_not_called() | |
1793 | self.assertIsNone(order.fetch_cache_timestamp) | |
1794 | ||
1795 | with self.subTest(debug=False): | |
1796 | portfolio.TradeStore.debug = False | |
1797 | time_mock.return_value = time | |
1798 | market.fetch_order.return_value = { | |
1799 | "status": "foo", | |
1800 | "datetime": "timestamp" | |
1801 | } | |
1802 | order.fetch() | |
1803 | ||
1804 | market.fetch_order.assert_called_once() | |
1805 | fetch_mouvements.assert_called_once() | |
1806 | self.assertEqual("foo", order.status) | |
1807 | self.assertEqual("timestamp", order.timestamp) | |
1808 | self.assertEqual(time, order.fetch_cache_timestamp) | |
1809 | self.assertEqual(1, len(order.results)) | |
1810 | ||
1811 | market.fetch_order.reset_mock() | |
1812 | fetch_mouvements.reset_mock() | |
1813 | ||
1814 | time_mock.return_value = time + 8 | |
1815 | order.fetch() | |
1816 | market.fetch_order.assert_not_called() | |
1817 | fetch_mouvements.assert_not_called() | |
1818 | ||
1819 | order.fetch(force=True) | |
1820 | market.fetch_order.assert_called_once() | |
1821 | fetch_mouvements.assert_called_once() | |
1822 | ||
1823 | market.fetch_order.reset_mock() | |
1824 | fetch_mouvements.reset_mock() | |
1825 | ||
1826 | time_mock.return_value = time + 19 | |
1827 | order.fetch() | |
1828 | market.fetch_order.assert_called_once() | |
1829 | fetch_mouvements.assert_called_once() | |
1830 | ||
1831 | @mock.patch.object(portfolio.Order, "fetch") | |
1832 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
1833 | def test_get_status(self, mark_finished_order, fetch): | |
1834 | with self.subTest(debug=True): | |
1835 | portfolio.TradeStore.debug = True | |
1836 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1837 | D("0.1"), "BTC", "long", "market", "trade") | |
1838 | self.assertEqual("pending", order.get_status()) | |
1839 | fetch.assert_not_called() | |
1840 | ||
1841 | with self.subTest(debug=False, finished=False): | |
1842 | portfolio.TradeStore.debug = False | |
1843 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1844 | D("0.1"), "BTC", "long", "market", "trade") | |
1845 | def _fetch(order): | |
1846 | def update_status(): | |
1847 | order.status = "open" | |
1848 | return update_status | |
1849 | fetch.side_effect = _fetch(order) | |
1850 | self.assertEqual("open", order.get_status()) | |
1851 | mark_finished_order.assert_not_called() | |
1852 | fetch.assert_called_once() | |
1853 | ||
1854 | mark_finished_order.reset_mock() | |
1855 | fetch.reset_mock() | |
1856 | with self.subTest(debug=False, finished=True): | |
1857 | portfolio.TradeStore.debug = False | |
1858 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1859 | D("0.1"), "BTC", "long", "market", "trade") | |
1860 | def _fetch(order): | |
1861 | def update_status(): | |
1862 | order.status = "closed" | |
1863 | return update_status | |
1864 | fetch.side_effect = _fetch(order) | |
1865 | self.assertEqual("closed", order.get_status()) | |
1866 | mark_finished_order.assert_called_once() | |
1867 | fetch.assert_called_once() | |
1868 | ||
1869 | def test_run(self): | |
1870 | market = mock.Mock() | |
1871 | ||
1872 | market.order_precision.return_value = 4 | |
1873 | with self.subTest(debug=True),\ | |
1874 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1875 | portfolio.TradeStore.debug = True | |
1876 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1877 | D("0.1"), "BTC", "long", market, "trade") | |
1878 | order.run() | |
1879 | market.create_order.assert_not_called() | |
1880 | self.assertEqual("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)\n", stdout_mock.getvalue()) | |
1881 | self.assertEqual("open", order.status) | |
1882 | self.assertEqual(1, len(order.results)) | |
1883 | self.assertEqual(-1, order.id) | |
1884 | ||
1885 | market.create_order.reset_mock() | |
1886 | with self.subTest(debug=False): | |
1887 | portfolio.TradeStore.debug = False | |
1888 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1889 | D("0.1"), "BTC", "long", market, "trade") | |
1890 | market.create_order.return_value = { "id": 123 } | |
1891 | order.run() | |
1892 | market.create_order.assert_called_once() | |
1893 | self.assertEqual(1, len(order.results)) | |
1894 | self.assertEqual("open", order.status) | |
1895 | ||
1896 | market.create_order.reset_mock() | |
1897 | with self.subTest(exception=True),\ | |
1898 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1899 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1900 | D("0.1"), "BTC", "long", market, "trade") | |
1901 | market.create_order.side_effect = Exception("bouh") | |
1902 | order.run() | |
1903 | market.create_order.assert_called_once() | |
1904 | self.assertEqual(0, len(order.results)) | |
1905 | self.assertEqual("error", order.status) | |
1906 | self.assertRegex(stdout_mock.getvalue(), "error when running market.create_order") | |
1907 | self.assertRegex(stdout_mock.getvalue(), "Exception: bouh") | |
1908 | ||
df9e4e7f IB |
1909 | market.create_order.reset_mock() |
1910 | with self.subTest(dust_amount_exception=True),\ | |
1911 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
1912 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
1913 | D("0.1"), "BTC", "long", market, "trade") | |
1914 | market.create_order.side_effect = portfolio.ExchangeNotAvailable | |
1915 | order.run() | |
1916 | market.create_order.assert_called_once() | |
1917 | self.assertEqual(0, len(order.results)) | |
1918 | self.assertEqual("closed", order.status) | |
1919 | mark_finished_order.assert_called_once() | |
1920 | ||
1921 | ||
5a72ded7 IB |
1922 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
1923 | class MouvementTest(WebMockTestCase): | |
1924 | def test_values(self): | |
1925 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
df9e4e7f | 1926 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
1927 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
1928 | "amount": "10", "total": "1" | |
1929 | }) | |
1930 | self.assertEqual("ETH", mouvement.currency) | |
1931 | self.assertEqual("BTC", mouvement.base_currency) | |
1932 | self.assertEqual(42, mouvement.id) | |
1933 | self.assertEqual("buy", mouvement.action) | |
1934 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
1935 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | |
1936 | self.assertEqual(D("0.1"), mouvement.rate) | |
1937 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
1938 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
1939 | ||
df9e4e7f IB |
1940 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) |
1941 | self.assertIsNone(mouvement.date) | |
1942 | self.assertIsNone(mouvement.id) | |
1943 | self.assertIsNone(mouvement.action) | |
1944 | self.assertEqual(-1, mouvement.fee_rate) | |
1945 | self.assertEqual(0, mouvement.rate) | |
1946 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
1947 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
1948 | ||
1aa7d4fa | 1949 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") |
80cdd672 IB |
1950 | class AcceptanceTest(WebMockTestCase): |
1951 | @unittest.expectedFailure | |
a9950fd0 IB |
1952 | def test_success_sell_only_necessary(self): |
1953 | fetch_balance = { | |
1954 | "ETH": { | |
c51687d2 IB |
1955 | "exchange_free": D("1.0"), |
1956 | "exchange_used": D("0.0"), | |
1957 | "exchange_total": D("1.0"), | |
a9950fd0 IB |
1958 | "total": D("1.0"), |
1959 | }, | |
1960 | "ETC": { | |
c51687d2 IB |
1961 | "exchange_free": D("4.0"), |
1962 | "exchange_used": D("0.0"), | |
1963 | "exchange_total": D("4.0"), | |
a9950fd0 IB |
1964 | "total": D("4.0"), |
1965 | }, | |
1966 | "XVG": { | |
c51687d2 IB |
1967 | "exchange_free": D("1000.0"), |
1968 | "exchange_used": D("0.0"), | |
1969 | "exchange_total": D("1000.0"), | |
a9950fd0 IB |
1970 | "total": D("1000.0"), |
1971 | }, | |
1972 | } | |
1973 | repartition = { | |
350ed24d IB |
1974 | "ETH": (D("0.25"), "long"), |
1975 | "ETC": (D("0.25"), "long"), | |
1976 | "BTC": (D("0.4"), "long"), | |
1977 | "BTD": (D("0.01"), "short"), | |
1978 | "B2X": (D("0.04"), "long"), | |
1979 | "USDT": (D("0.05"), "long"), | |
a9950fd0 IB |
1980 | } |
1981 | ||
1982 | def fetch_ticker(symbol): | |
1983 | if symbol == "ETH/BTC": | |
1984 | return { | |
1985 | "symbol": "ETH/BTC", | |
1986 | "bid": D("0.14"), | |
1987 | "ask": D("0.16") | |
1988 | } | |
1989 | if symbol == "ETC/BTC": | |
1990 | return { | |
1991 | "symbol": "ETC/BTC", | |
1992 | "bid": D("0.002"), | |
1993 | "ask": D("0.003") | |
1994 | } | |
1995 | if symbol == "XVG/BTC": | |
1996 | return { | |
1997 | "symbol": "XVG/BTC", | |
1998 | "bid": D("0.00003"), | |
1999 | "ask": D("0.00005") | |
2000 | } | |
2001 | if symbol == "BTD/BTC": | |
2002 | return { | |
2003 | "symbol": "BTD/BTC", | |
2004 | "bid": D("0.0008"), | |
2005 | "ask": D("0.0012") | |
2006 | } | |
350ed24d IB |
2007 | if symbol == "B2X/BTC": |
2008 | return { | |
2009 | "symbol": "B2X/BTC", | |
2010 | "bid": D("0.0008"), | |
2011 | "ask": D("0.0012") | |
2012 | } | |
a9950fd0 | 2013 | if symbol == "USDT/BTC": |
6ca5a1ec | 2014 | raise helper.ExchangeError |
a9950fd0 IB |
2015 | if symbol == "BTC/USDT": |
2016 | return { | |
2017 | "symbol": "BTC/USDT", | |
2018 | "bid": D("14000"), | |
2019 | "ask": D("16000") | |
2020 | } | |
2021 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
2022 | ||
2023 | market = mock.Mock() | |
c51687d2 | 2024 | market.fetch_all_balances.return_value = fetch_balance |
a9950fd0 | 2025 | market.fetch_ticker.side_effect = fetch_ticker |
350ed24d | 2026 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
a9950fd0 | 2027 | # Action 1 |
6ca5a1ec | 2028 | helper.prepare_trades(market) |
a9950fd0 | 2029 | |
6ca5a1ec | 2030 | balances = portfolio.BalanceStore.all |
a9950fd0 IB |
2031 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) |
2032 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
2033 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
2034 | ||
2035 | ||
5a72ded7 | 2036 | trades = portfolio.TradeStore.all |
c51687d2 IB |
2037 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) |
2038 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
2039 | self.assertEqual("dispose", trades[0].action) | |
a9950fd0 | 2040 | |
c51687d2 IB |
2041 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) |
2042 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
2043 | self.assertEqual("acquire", trades[1].action) | |
a9950fd0 | 2044 | |
c51687d2 IB |
2045 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) |
2046 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
2047 | self.assertEqual("dispose", trades[2].action) | |
a9950fd0 | 2048 | |
c51687d2 IB |
2049 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) |
2050 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
5a72ded7 | 2051 | self.assertEqual("acquire", trades[3].action) |
350ed24d | 2052 | |
c51687d2 IB |
2053 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) |
2054 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
2055 | self.assertEqual("acquire", trades[4].action) | |
a9950fd0 | 2056 | |
c51687d2 IB |
2057 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) |
2058 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
2059 | self.assertEqual("acquire", trades[5].action) | |
a9950fd0 IB |
2060 | |
2061 | # Action 2 | |
5a72ded7 | 2062 | portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) |
a9950fd0 | 2063 | |
5a72ded7 | 2064 | all_orders = portfolio.TradeStore.all_orders(state="pending") |
a9950fd0 IB |
2065 | self.assertEqual(2, len(all_orders)) |
2066 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
2067 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
2068 | self.assertEqual(1000, all_orders[1].amount.value) | |
2069 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
2070 | ||
2071 | ||
ecba1113 | 2072 | def create_order(symbol, type, action, amount, price=None, account="exchange"): |
a9950fd0 IB |
2073 | self.assertEqual("limit", type) |
2074 | if symbol == "ETH/BTC": | |
b83d4897 | 2075 | self.assertEqual("sell", action) |
350ed24d | 2076 | self.assertEqual(D('0.66666666'), amount) |
a9950fd0 IB |
2077 | self.assertEqual(D("0.14014"), price) |
2078 | elif symbol == "XVG/BTC": | |
b83d4897 | 2079 | self.assertEqual("sell", action) |
a9950fd0 IB |
2080 | self.assertEqual(1000, amount) |
2081 | self.assertEqual(D("0.00003003"), price) | |
2082 | else: | |
2083 | self.fail("I shouldn't have been called") | |
2084 | ||
2085 | return { | |
2086 | "id": symbol, | |
2087 | } | |
2088 | market.create_order.side_effect = create_order | |
350ed24d | 2089 | market.order_precision.return_value = 8 |
a9950fd0 IB |
2090 | |
2091 | # Action 3 | |
6ca5a1ec | 2092 | portfolio.TradeStore.run_orders() |
a9950fd0 IB |
2093 | |
2094 | self.assertEqual("open", all_orders[0].status) | |
2095 | self.assertEqual("open", all_orders[1].status) | |
2096 | ||
5a72ded7 IB |
2097 | market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } |
2098 | market.privatePostReturnOrderTrades.return_value = [ | |
2099 | { | |
df9e4e7f | 2100 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
5a72ded7 IB |
2101 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
2102 | "amount": "10", "total": "1" | |
2103 | } | |
2104 | ] | |
a9950fd0 IB |
2105 | with mock.patch.object(portfolio.time, "sleep") as sleep: |
2106 | # Action 4 | |
6ca5a1ec | 2107 | helper.follow_orders(verbose=False) |
a9950fd0 IB |
2108 | |
2109 | sleep.assert_called_with(30) | |
2110 | ||
2111 | for order in all_orders: | |
2112 | self.assertEqual("closed", order.status) | |
2113 | ||
2114 | fetch_balance = { | |
2115 | "ETH": { | |
5a72ded7 IB |
2116 | "exchange_free": D("1.0") / 3, |
2117 | "exchange_used": D("0.0"), | |
2118 | "exchange_total": D("1.0") / 3, | |
2119 | "margin_total": 0, | |
a9950fd0 IB |
2120 | "total": D("1.0") / 3, |
2121 | }, | |
2122 | "BTC": { | |
5a72ded7 IB |
2123 | "exchange_free": D("0.134"), |
2124 | "exchange_used": D("0.0"), | |
2125 | "exchange_total": D("0.134"), | |
2126 | "margin_total": 0, | |
a9950fd0 IB |
2127 | "total": D("0.134"), |
2128 | }, | |
2129 | "ETC": { | |
5a72ded7 IB |
2130 | "exchange_free": D("4.0"), |
2131 | "exchange_used": D("0.0"), | |
2132 | "exchange_total": D("4.0"), | |
2133 | "margin_total": 0, | |
a9950fd0 IB |
2134 | "total": D("4.0"), |
2135 | }, | |
2136 | "XVG": { | |
5a72ded7 IB |
2137 | "exchange_free": D("0.0"), |
2138 | "exchange_used": D("0.0"), | |
2139 | "exchange_total": D("0.0"), | |
2140 | "margin_total": 0, | |
a9950fd0 IB |
2141 | "total": D("0.0"), |
2142 | }, | |
2143 | } | |
5a72ded7 | 2144 | market.fetch_all_balances.return_value = fetch_balance |
a9950fd0 | 2145 | |
350ed24d | 2146 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
a9950fd0 | 2147 | # Action 5 |
5a72ded7 | 2148 | helper.update_trades(market, only="acquire", compute_value="average") |
a9950fd0 | 2149 | |
6ca5a1ec | 2150 | balances = portfolio.BalanceStore.all |
a9950fd0 IB |
2151 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) |
2152 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
2153 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
2154 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
2155 | ||
2156 | ||
5a72ded7 IB |
2157 | trades = portfolio.TradeStore.all |
2158 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
2159 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
2160 | self.assertEqual("dispose", trades[0].action) | |
a9950fd0 | 2161 | |
5a72ded7 IB |
2162 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) |
2163 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
2164 | self.assertEqual("acquire", trades[1].action) | |
a9950fd0 IB |
2165 | |
2166 | self.assertNotIn("BTC", trades) | |
2167 | ||
5a72ded7 IB |
2168 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) |
2169 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
2170 | self.assertEqual("dispose", trades[2].action) | |
a9950fd0 | 2171 | |
5a72ded7 IB |
2172 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) |
2173 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
2174 | self.assertEqual("acquire", trades[3].action) | |
350ed24d | 2175 | |
5a72ded7 IB |
2176 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) |
2177 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
2178 | self.assertEqual("acquire", trades[4].action) | |
a9950fd0 | 2179 | |
5a72ded7 IB |
2180 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) |
2181 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
2182 | self.assertEqual("acquire", trades[5].action) | |
a9950fd0 IB |
2183 | |
2184 | # Action 6 | |
5a72ded7 | 2185 | portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) |
b83d4897 | 2186 | |
5a72ded7 | 2187 | all_orders = portfolio.TradeStore.all_orders(state="pending") |
350ed24d IB |
2188 | self.assertEqual(4, len(all_orders)) |
2189 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
b83d4897 IB |
2190 | self.assertEqual(D("0.003"), all_orders[0].rate) |
2191 | self.assertEqual("buy", all_orders[0].action) | |
350ed24d | 2192 | self.assertEqual("long", all_orders[0].trade_type) |
b83d4897 | 2193 | |
350ed24d | 2194 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) |
b83d4897 | 2195 | self.assertEqual(D("0.0012"), all_orders[1].rate) |
350ed24d IB |
2196 | self.assertEqual("sell", all_orders[1].action) |
2197 | self.assertEqual("short", all_orders[1].trade_type) | |
2198 | ||
2199 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
2200 | self.assertAlmostEqual(0, diff.value) | |
2201 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
2202 | self.assertEqual("buy", all_orders[2].action) | |
2203 | self.assertEqual("long", all_orders[2].trade_type) | |
2204 | ||
2205 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
2206 | self.assertEqual(D("16000"), all_orders[3].rate) | |
2207 | self.assertEqual("sell", all_orders[3].action) | |
2208 | self.assertEqual("long", all_orders[3].trade_type) | |
b83d4897 | 2209 | |
006a2084 IB |
2210 | # Action 6b |
2211 | # TODO: | |
2212 | # Move balances to margin | |
2213 | ||
350ed24d IB |
2214 | # Action 7 |
2215 | # TODO | |
6ca5a1ec | 2216 | # portfolio.TradeStore.run_orders() |
a9950fd0 IB |
2217 | |
2218 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
350ed24d | 2219 | # Action 8 |
6ca5a1ec | 2220 | helper.follow_orders(verbose=False) |
a9950fd0 IB |
2221 | |
2222 | sleep.assert_called_with(30) | |
2223 | ||
dd359bc0 IB |
2224 | if __name__ == '__main__': |
2225 | unittest.main() |