]>
Commit | Line | Data |
---|---|---|
dd359bc0 IB |
1 | import portfolio |
2 | import unittest | |
5ab23e1c | 3 | from decimal import Decimal as D |
dd359bc0 IB |
4 | from unittest import mock |
5 | ||
6 | class AmountTest(unittest.TestCase): | |
dd359bc0 | 7 | def test_values(self): |
5ab23e1c IB |
8 | amount = portfolio.Amount("BTC", "0.65") |
9 | self.assertEqual(D("0.65"), amount.value) | |
dd359bc0 IB |
10 | self.assertEqual("BTC", amount.currency) |
11 | ||
dd359bc0 IB |
12 | def test_in_currency(self): |
13 | amount = portfolio.Amount("ETC", 10) | |
14 | ||
15 | self.assertEqual(amount, amount.in_currency("ETC", None)) | |
16 | ||
17 | ticker_mock = unittest.mock.Mock() | |
cfab619d | 18 | with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): |
dd359bc0 | 19 | ticker_mock.return_value = None |
dd359bc0 IB |
20 | |
21 | self.assertRaises(Exception, amount.in_currency, "ETH", None) | |
22 | ||
cfab619d | 23 | with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): |
dd359bc0 | 24 | ticker_mock.return_value = { |
deb8924c IB |
25 | "bid": D("0.2"), |
26 | "ask": D("0.4"), | |
5ab23e1c | 27 | "average": D("0.3"), |
dd359bc0 IB |
28 | "foo": "bar", |
29 | } | |
30 | converted_amount = amount.in_currency("ETH", None) | |
31 | ||
5ab23e1c | 32 | self.assertEqual(D("3.0"), converted_amount.value) |
dd359bc0 IB |
33 | self.assertEqual("ETH", converted_amount.currency) |
34 | self.assertEqual(amount, converted_amount.linked_to) | |
35 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
36 | ||
deb8924c IB |
37 | converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") |
38 | self.assertEqual(D("2"), converted_amount.value) | |
39 | ||
40 | converted_amount = amount.in_currency("ETH", None, compute_value="ask") | |
41 | self.assertEqual(D("4"), converted_amount.value) | |
42 | ||
c2644ba8 IB |
43 | converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) |
44 | self.assertEqual(D("0.2"), converted_amount.value) | |
45 | ||
dd359bc0 IB |
46 | def test__abs(self): |
47 | amount = portfolio.Amount("SC", -120) | |
48 | self.assertEqual(120, abs(amount).value) | |
49 | self.assertEqual("SC", abs(amount).currency) | |
50 | ||
51 | amount = portfolio.Amount("SC", 10) | |
52 | self.assertEqual(10, abs(amount).value) | |
53 | self.assertEqual("SC", abs(amount).currency) | |
54 | ||
55 | def test__add(self): | |
5ab23e1c IB |
56 | amount1 = portfolio.Amount("XVG", "12.9") |
57 | amount2 = portfolio.Amount("XVG", "13.1") | |
dd359bc0 IB |
58 | |
59 | self.assertEqual(26, (amount1 + amount2).value) | |
60 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
61 | ||
5ab23e1c | 62 | amount3 = portfolio.Amount("ETH", "1.6") |
dd359bc0 IB |
63 | with self.assertRaises(Exception): |
64 | amount1 + amount3 | |
65 | ||
66 | amount4 = portfolio.Amount("ETH", 0.0) | |
67 | self.assertEqual(amount1, amount1 + amount4) | |
68 | ||
69 | def test__radd(self): | |
5ab23e1c | 70 | amount = portfolio.Amount("XVG", "12.9") |
dd359bc0 IB |
71 | |
72 | self.assertEqual(amount, 0 + amount) | |
73 | with self.assertRaises(Exception): | |
74 | 4 + amount | |
75 | ||
76 | def test__sub(self): | |
5ab23e1c IB |
77 | amount1 = portfolio.Amount("XVG", "13.3") |
78 | amount2 = portfolio.Amount("XVG", "13.1") | |
dd359bc0 | 79 | |
5ab23e1c | 80 | self.assertEqual(D("0.2"), (amount1 - amount2).value) |
dd359bc0 IB |
81 | self.assertEqual("XVG", (amount1 - amount2).currency) |
82 | ||
5ab23e1c | 83 | amount3 = portfolio.Amount("ETH", "1.6") |
dd359bc0 IB |
84 | with self.assertRaises(Exception): |
85 | amount1 - amount3 | |
86 | ||
87 | amount4 = portfolio.Amount("ETH", 0.0) | |
88 | self.assertEqual(amount1, amount1 - amount4) | |
89 | ||
dd359bc0 IB |
90 | def test__mul(self): |
91 | amount = portfolio.Amount("XEM", 11) | |
92 | ||
5ab23e1c IB |
93 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) |
94 | self.assertEqual(D("33"), (amount * 3).value) | |
dd359bc0 IB |
95 | |
96 | with self.assertRaises(Exception): | |
97 | amount * amount | |
98 | ||
99 | def test__rmul(self): | |
100 | amount = portfolio.Amount("XEM", 11) | |
101 | ||
5ab23e1c IB |
102 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) |
103 | self.assertEqual(D("33"), (3 * amount).value) | |
dd359bc0 IB |
104 | |
105 | def test__floordiv(self): | |
106 | amount = portfolio.Amount("XEM", 11) | |
107 | ||
5ab23e1c IB |
108 | self.assertEqual(D("5.5"), (amount / 2).value) |
109 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
dd359bc0 IB |
110 | |
111 | def test__div(self): | |
112 | amount = portfolio.Amount("XEM", 11) | |
113 | ||
5ab23e1c IB |
114 | self.assertEqual(D("5.5"), (amount / 2).value) |
115 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
dd359bc0 IB |
116 | |
117 | def test__lt(self): | |
118 | amount1 = portfolio.Amount("BTD", 11.3) | |
119 | amount2 = portfolio.Amount("BTD", 13.1) | |
120 | ||
121 | self.assertTrue(amount1 < amount2) | |
122 | self.assertFalse(amount2 < amount1) | |
123 | self.assertFalse(amount1 < amount1) | |
124 | ||
125 | amount3 = portfolio.Amount("BTC", 1.6) | |
126 | with self.assertRaises(Exception): | |
127 | amount1 < amount3 | |
128 | ||
129 | def test__eq(self): | |
130 | amount1 = portfolio.Amount("BTD", 11.3) | |
131 | amount2 = portfolio.Amount("BTD", 13.1) | |
132 | amount3 = portfolio.Amount("BTD", 11.3) | |
133 | ||
134 | self.assertFalse(amount1 == amount2) | |
135 | self.assertFalse(amount2 == amount1) | |
136 | self.assertTrue(amount1 == amount3) | |
137 | self.assertFalse(amount2 == 0) | |
138 | ||
139 | amount4 = portfolio.Amount("BTC", 1.6) | |
140 | with self.assertRaises(Exception): | |
141 | amount1 == amount4 | |
142 | ||
143 | amount5 = portfolio.Amount("BTD", 0) | |
144 | self.assertTrue(amount5 == 0) | |
145 | ||
146 | def test__str(self): | |
147 | amount1 = portfolio.Amount("BTX", 32) | |
148 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
149 | ||
150 | amount2 = portfolio.Amount("USDT", 12000) | |
151 | amount1.linked_to = amount2 | |
152 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
153 | ||
154 | def test__repr(self): | |
155 | amount1 = portfolio.Amount("BTX", 32) | |
156 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
157 | ||
158 | amount2 = portfolio.Amount("USDT", 12000) | |
159 | amount1.linked_to = amount2 | |
160 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
161 | ||
162 | amount3 = portfolio.Amount("BTC", 0.1) | |
163 | amount2.linked_to = amount3 | |
164 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
165 | ||
183a53e3 IB |
166 | class PortfolioTest(unittest.TestCase): |
167 | import urllib3 | |
168 | def fill_data(self): | |
169 | if self.json_response is not None: | |
170 | portfolio.Portfolio.data = self.json_response | |
171 | ||
172 | def setUp(self): | |
173 | super(PortfolioTest, self).setUp() | |
174 | ||
175 | with open("test_portfolio.json") as example: | |
176 | import json | |
350ed24d | 177 | self.json_response = json.load(example, parse_int=portfolio.D, parse_float=portfolio.D) |
183a53e3 IB |
178 | |
179 | self.patcher = mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}) | |
180 | self.patcher.start() | |
181 | ||
182 | @mock.patch.object(urllib3, "disable_warnings") | |
183 | @mock.patch.object(urllib3.poolmanager.PoolManager, "request") | |
184 | @mock.patch.object(portfolio.Portfolio, "URL", new="foo://bar") | |
185 | def test_get_cryptoportfolio(self, request, disable_warnings): | |
186 | request.side_effect = [ | |
187 | type('', (), { "data": '{ "foo": "bar" }' }), | |
188 | type('', (), { "data": 'System Error' }), | |
189 | Exception("Connection error"), | |
190 | ] | |
191 | ||
192 | portfolio.Portfolio.get_cryptoportfolio() | |
193 | self.assertIn("foo", portfolio.Portfolio.data) | |
194 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
195 | request.assert_called_with("GET", "foo://bar") | |
196 | ||
197 | request.reset_mock() | |
198 | portfolio.Portfolio.get_cryptoportfolio() | |
199 | self.assertIsNone(portfolio.Portfolio.data) | |
200 | request.assert_called_with("GET", "foo://bar") | |
201 | ||
202 | request.reset_mock() | |
203 | portfolio.Portfolio.data = "foo" | |
204 | portfolio.Portfolio.get_cryptoportfolio() | |
205 | request.assert_called_with("GET", "foo://bar") | |
206 | self.assertEqual("foo", portfolio.Portfolio.data) | |
207 | disable_warnings.assert_called_with() | |
208 | ||
209 | @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") | |
210 | def test_parse_cryptoportfolio(self, mock_get): | |
211 | mock_get.side_effect = self.fill_data | |
212 | ||
213 | portfolio.Portfolio.parse_cryptoportfolio() | |
214 | ||
215 | self.assertListEqual( | |
216 | ["medium", "high"], | |
217 | list(portfolio.Portfolio.liquidities.keys())) | |
218 | ||
219 | liquidities = portfolio.Portfolio.liquidities | |
220 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
221 | self.assertEqual(10, len(liquidities["high"].keys())) | |
222 | ||
350ed24d IB |
223 | expected = { |
224 | 'BTC': (D("0.2857"), "long"), | |
225 | 'DGB': (D("0.1015"), "long"), | |
226 | 'DOGE': (D("0.1805"), "long"), | |
227 | 'SC': (D("0.0623"), "long"), | |
228 | 'ZEC': (D("0.3701"), "long"), | |
229 | } | |
183a53e3 IB |
230 | self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) |
231 | ||
350ed24d IB |
232 | expected = { |
233 | 'BTC': (D("1.1102e-16"), "long"), | |
234 | 'ETC': (D("0.1"), "long"), | |
235 | 'FCT': (D("0.1"), "long"), | |
236 | 'GAS': (D("0.1"), "long"), | |
237 | 'NAV': (D("0.1"), "long"), | |
238 | 'OMG': (D("0.1"), "long"), | |
239 | 'OMNI': (D("0.1"), "long"), | |
240 | 'PPC': (D("0.1"), "long"), | |
241 | 'RIC': (D("0.1"), "long"), | |
242 | 'VIA': (D("0.1"), "long"), | |
243 | 'XCP': (D("0.1"), "long"), | |
244 | } | |
183a53e3 IB |
245 | self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) |
246 | ||
247 | # It doesn't refetch the data when available | |
248 | portfolio.Portfolio.parse_cryptoportfolio() | |
249 | mock_get.assert_called_once_with() | |
250 | ||
183a53e3 | 251 | @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") |
350ed24d | 252 | def test_repartition(self, mock_get): |
183a53e3 IB |
253 | mock_get.side_effect = self.fill_data |
254 | ||
350ed24d IB |
255 | expected_medium = { |
256 | 'BTC': (D("1.1102e-16"), "long"), | |
257 | 'USDT': (D("0.1"), "long"), | |
258 | 'ETC': (D("0.1"), "long"), | |
259 | 'FCT': (D("0.1"), "long"), | |
260 | 'OMG': (D("0.1"), "long"), | |
261 | 'STEEM': (D("0.1"), "long"), | |
262 | 'STRAT': (D("0.1"), "long"), | |
263 | 'XEM': (D("0.1"), "long"), | |
264 | 'XMR': (D("0.1"), "long"), | |
265 | 'XVC': (D("0.1"), "long"), | |
266 | 'ZRX': (D("0.1"), "long"), | |
267 | } | |
268 | expected_high = { | |
269 | 'USDT': (D("0.1226"), "long"), | |
270 | 'BTC': (D("0.1429"), "long"), | |
271 | 'ETC': (D("0.1127"), "long"), | |
272 | 'ETH': (D("0.1569"), "long"), | |
273 | 'FCT': (D("0.3341"), "long"), | |
274 | 'GAS': (D("0.1308"), "long"), | |
275 | } | |
183a53e3 | 276 | |
350ed24d IB |
277 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) |
278 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) | |
279 | self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) | |
183a53e3 IB |
280 | |
281 | def tearDown(self): | |
282 | self.patcher.stop() | |
283 | ||
f2da6589 IB |
284 | class BalanceTest(unittest.TestCase): |
285 | def setUp(self): | |
286 | super(BalanceTest, self).setUp() | |
287 | ||
288 | self.fetch_balance = { | |
289 | "free": "foo", | |
290 | "info": "bar", | |
291 | "used": "baz", | |
292 | "total": "bazz", | |
a9950fd0 IB |
293 | "ETC": { |
294 | "free": 0.0, | |
295 | "used": 0.0, | |
296 | "total": 0.0 | |
297 | }, | |
f2da6589 IB |
298 | "USDT": { |
299 | "free": 6.0, | |
300 | "used": 1.2, | |
301 | "total": 7.2 | |
302 | }, | |
303 | "XVG": { | |
304 | "free": 16, | |
305 | "used": 0.0, | |
306 | "total": 16 | |
307 | }, | |
308 | "XMR": { | |
309 | "free": 0.0, | |
310 | "used": 0.0, | |
311 | "total": 0.0 | |
312 | }, | |
313 | } | |
cfab619d | 314 | self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}) |
f2da6589 IB |
315 | self.patcher.start() |
316 | ||
317 | def test_values(self): | |
318 | balance = portfolio.Balance("BTC", 0.65, 0.35, 0.30) | |
319 | self.assertEqual(0.65, balance.total.value) | |
320 | self.assertEqual(0.35, balance.free.value) | |
321 | self.assertEqual(0.30, balance.used.value) | |
322 | self.assertEqual("BTC", balance.currency) | |
323 | ||
324 | balance = portfolio.Balance.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30}) | |
325 | self.assertEqual(0.65, balance.total.value) | |
326 | self.assertEqual(0.35, balance.free.value) | |
327 | self.assertEqual(0.30, balance.used.value) | |
328 | self.assertEqual("BTC", balance.currency) | |
329 | ||
cfab619d | 330 | @mock.patch.object(portfolio.Trade, "get_ticker") |
f2da6589 IB |
331 | def test_in_currency(self, get_ticker): |
332 | portfolio.Balance.known_balances = { | |
5ab23e1c | 333 | "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), |
f2da6589 IB |
334 | "ETH": portfolio.Balance("ETH", 3, 3, 0), |
335 | } | |
336 | market = mock.Mock() | |
337 | get_ticker.return_value = { | |
5ab23e1c IB |
338 | "bid": D("0.09"), |
339 | "ask": D("0.11"), | |
340 | "average": D("0.1"), | |
f2da6589 IB |
341 | } |
342 | ||
343 | amounts = portfolio.Balance.in_currency("BTC", market) | |
344 | self.assertEqual("BTC", amounts["ETH"].currency) | |
5ab23e1c IB |
345 | self.assertEqual(D("0.65"), amounts["BTC"].value) |
346 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
f2da6589 | 347 | |
deb8924c | 348 | amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid") |
5ab23e1c IB |
349 | self.assertEqual(D("0.65"), amounts["BTC"].value) |
350 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
f2da6589 | 351 | |
deb8924c | 352 | amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="used") |
5ab23e1c | 353 | self.assertEqual(D("0.30"), amounts["BTC"].value) |
f2da6589 IB |
354 | self.assertEqual(0, amounts["ETH"].value) |
355 | ||
356 | def test_currencies(self): | |
357 | portfolio.Balance.known_balances = { | |
5ab23e1c | 358 | "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), |
f2da6589 IB |
359 | "ETH": portfolio.Balance("ETH", 3, 3, 0), |
360 | } | |
361 | self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies())) | |
362 | ||
363 | @mock.patch.object(portfolio.market, "fetch_balance") | |
364 | def test_fetch_balances(self, fetch_balance): | |
365 | fetch_balance.return_value = self.fetch_balance | |
366 | ||
367 | portfolio.Balance.fetch_balances(portfolio.market) | |
368 | self.assertNotIn("XMR", portfolio.Balance.currencies()) | |
a9950fd0 IB |
369 | self.assertListEqual(["USDT", "XVG"], list(portfolio.Balance.currencies())) |
370 | ||
371 | portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", "1", "0", "1") | |
372 | portfolio.Balance.fetch_balances(portfolio.market) | |
373 | self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total) | |
374 | self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies())) | |
f2da6589 | 375 | |
350ed24d | 376 | @mock.patch.object(portfolio.Portfolio, "repartition") |
f2da6589 IB |
377 | @mock.patch.object(portfolio.market, "fetch_balance") |
378 | def test_dispatch_assets(self, fetch_balance, repartition): | |
379 | fetch_balance.return_value = self.fetch_balance | |
380 | portfolio.Balance.fetch_balances(portfolio.market) | |
381 | ||
382 | self.assertNotIn("XEM", portfolio.Balance.currencies()) | |
383 | ||
384 | repartition.return_value = { | |
350ed24d IB |
385 | "XEM": (D("0.75"), "long"), |
386 | "BTC": (D("0.26"), "long"), | |
f2da6589 IB |
387 | } |
388 | ||
5ab23e1c | 389 | amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1")) |
f2da6589 | 390 | self.assertIn("XEM", portfolio.Balance.currencies()) |
5ab23e1c IB |
391 | self.assertEqual(D("2.6"), amounts["BTC"].value) |
392 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
f2da6589 | 393 | |
350ed24d | 394 | @mock.patch.object(portfolio.Portfolio, "repartition") |
cfab619d | 395 | @mock.patch.object(portfolio.Trade, "get_ticker") |
f2da6589 IB |
396 | @mock.patch.object(portfolio.Trade, "compute_trades") |
397 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
398 | repartition.return_value = { | |
350ed24d IB |
399 | "XEM": (D("0.75"), "long"), |
400 | "BTC": (D("0.25"), "long"), | |
f2da6589 | 401 | } |
deb8924c IB |
402 | def _get_ticker(c1, c2, market): |
403 | if c1 == "USDT" and c2 == "BTC": | |
404 | return { "average": D("0.0001") } | |
405 | if c1 == "XVG" and c2 == "BTC": | |
406 | return { "average": D("0.000001") } | |
407 | if c1 == "XEM" and c2 == "BTC": | |
408 | return { "average": D("0.001") } | |
a9950fd0 | 409 | self.fail("Should be called with {}, {}".format(c1, c2)) |
deb8924c IB |
410 | get_ticker.side_effect = _get_ticker |
411 | ||
f2da6589 IB |
412 | market = mock.Mock() |
413 | market.fetch_balance.return_value = { | |
414 | "USDT": { | |
5ab23e1c IB |
415 | "free": D("10000.0"), |
416 | "used": D("0.0"), | |
417 | "total": D("10000.0") | |
f2da6589 IB |
418 | }, |
419 | "XVG": { | |
5ab23e1c IB |
420 | "free": D("10000.0"), |
421 | "used": D("0.0"), | |
422 | "total": D("10000.0") | |
f2da6589 IB |
423 | }, |
424 | } | |
425 | portfolio.Balance.prepare_trades(market) | |
426 | compute_trades.assert_called() | |
427 | ||
428 | call = compute_trades.call_args | |
429 | self.assertEqual(market, call[1]["market"]) | |
430 | self.assertEqual(1, call[0][0]["USDT"].value) | |
5ab23e1c IB |
431 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) |
432 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
433 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
f2da6589 | 434 | |
a9950fd0 IB |
435 | @unittest.skip("TODO") |
436 | def test_update_trades(self): | |
437 | pass | |
438 | ||
f2da6589 IB |
439 | def test__repr(self): |
440 | balance = portfolio.Balance("BTX", 3, 1, 2) | |
441 | self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance)) | |
442 | ||
443 | def tearDown(self): | |
444 | self.patcher.stop() | |
445 | ||
cfab619d IB |
446 | class TradeTest(unittest.TestCase): |
447 | import time | |
448 | ||
449 | def setUp(self): | |
450 | super(TradeTest, self).setUp() | |
451 | ||
452 | self.patcher = mock.patch.multiple(portfolio.Trade, | |
453 | ticker_cache={}, | |
454 | ticker_cache_timestamp=self.time.time(), | |
455 | fees_cache={}, | |
456 | trades={}) | |
457 | self.patcher.start() | |
458 | ||
459 | def test_get_ticker(self): | |
460 | market = mock.Mock() | |
461 | market.fetch_ticker.side_effect = [ | |
462 | { "bid": 1, "ask": 3 }, | |
e0b14bcc | 463 | portfolio.ExchangeError("foo"), |
cfab619d | 464 | { "bid": 10, "ask": 40 }, |
e0b14bcc IB |
465 | portfolio.ExchangeError("foo"), |
466 | portfolio.ExchangeError("foo"), | |
cfab619d IB |
467 | ] |
468 | ||
469 | ticker = portfolio.Trade.get_ticker("ETH", "ETC", market) | |
470 | market.fetch_ticker.assert_called_with("ETH/ETC") | |
471 | self.assertEqual(1, ticker["bid"]) | |
472 | self.assertEqual(3, ticker["ask"]) | |
473 | self.assertEqual(2, ticker["average"]) | |
474 | self.assertFalse(ticker["inverted"]) | |
475 | ||
476 | ticker = portfolio.Trade.get_ticker("ETH", "XVG", market) | |
477 | self.assertEqual(0.0625, ticker["average"]) | |
478 | self.assertTrue(ticker["inverted"]) | |
479 | self.assertIn("original", ticker) | |
480 | self.assertEqual(10, ticker["original"]["bid"]) | |
481 | ||
482 | ticker = portfolio.Trade.get_ticker("XVG", "XMR", market) | |
483 | self.assertIsNone(ticker) | |
484 | ||
485 | market.fetch_ticker.assert_has_calls([ | |
486 | mock.call("ETH/ETC"), | |
487 | mock.call("ETH/XVG"), | |
488 | mock.call("XVG/ETH"), | |
489 | mock.call("XVG/XMR"), | |
490 | mock.call("XMR/XVG"), | |
491 | ]) | |
492 | ||
493 | market2 = mock.Mock() | |
494 | market2.fetch_ticker.side_effect = [ | |
495 | { "bid": 1, "ask": 3 }, | |
496 | { "bid": 1.2, "ask": 3.5 }, | |
497 | ] | |
498 | ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2) | |
499 | ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2) | |
500 | ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2) | |
501 | market2.fetch_ticker.assert_called_once_with("ETH/ETC") | |
502 | self.assertEqual(1, ticker1["bid"]) | |
503 | self.assertDictEqual(ticker1, ticker2) | |
504 | self.assertDictEqual(ticker1, ticker3["original"]) | |
505 | ||
506 | ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True) | |
507 | ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2) | |
508 | self.assertEqual(1.2, ticker4["bid"]) | |
509 | self.assertDictEqual(ticker4, ticker5) | |
510 | ||
511 | market3 = mock.Mock() | |
512 | market3.fetch_ticker.side_effect = [ | |
513 | { "bid": 1, "ask": 3 }, | |
514 | { "bid": 1.2, "ask": 3.5 }, | |
515 | ] | |
516 | ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3) | |
517 | portfolio.Trade.ticker_cache_timestamp -= 4 | |
518 | ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3) | |
519 | portfolio.Trade.ticker_cache_timestamp -= 2 | |
520 | ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3) | |
521 | self.assertDictEqual(ticker6, ticker7) | |
522 | self.assertEqual(1.2, ticker8["bid"]) | |
523 | ||
524 | @unittest.skip("TODO") | |
525 | def test_values_assertion(self): | |
66c8b3dd IB |
526 | value_from = Amount("BTC", "1.0") |
527 | value_from.linked_to = Amount("ETH", "10.0") | |
528 | value_to = Amount("BTC", "1.0") | |
529 | trade = portfolioTrade(value_from, value_to, "ETH") | |
530 | self.assertEqual("BTC", trade.base_currency) | |
531 | self.assertEqual("ETH", trade.currency) | |
532 | ||
533 | with self.assertRaises(AssertionError): | |
534 | portfolio.Trade(value_from, value_to, "ETC") | |
535 | with self.assertRaises(AssertionError): | |
536 | value_from.linked_to = None | |
537 | portfolio.Trade(value_from, value_to, "ETH") | |
538 | with self.assertRaises(AssertionError): | |
539 | value_from.currency = "ETH" | |
540 | portfolio.Trade(value_from, value_to, "ETH") | |
cfab619d IB |
541 | |
542 | @unittest.skip("TODO") | |
543 | def test_fetch_fees(self): | |
544 | pass | |
545 | ||
546 | @unittest.skip("TODO") | |
547 | def test_compute_trades(self): | |
548 | pass | |
549 | ||
550 | @unittest.skip("TODO") | |
551 | def test_action(self): | |
552 | pass | |
553 | ||
554 | @unittest.skip("TODO") | |
555 | def test_action(self): | |
556 | pass | |
557 | ||
558 | @unittest.skip("TODO") | |
559 | def test_order_action(self): | |
560 | pass | |
561 | ||
562 | @unittest.skip("TODO") | |
563 | def test_prepare_order(self): | |
564 | pass | |
565 | ||
566 | @unittest.skip("TODO") | |
567 | def test_all_orders(self): | |
568 | pass | |
569 | ||
570 | @unittest.skip("TODO") | |
571 | def test_follow_orders(self): | |
572 | pass | |
573 | ||
deb8924c IB |
574 | @unittest.skip("TODO") |
575 | def test_compute_value(self): | |
576 | pass | |
577 | ||
cfab619d IB |
578 | @unittest.skip("TODO") |
579 | def test__repr(self): | |
580 | pass | |
581 | ||
582 | def tearDown(self): | |
583 | self.patcher.stop() | |
584 | ||
a9950fd0 IB |
585 | class AcceptanceTest(unittest.TestCase): |
586 | import time | |
587 | ||
588 | def setUp(self): | |
589 | super(AcceptanceTest, self).setUp() | |
590 | ||
591 | self.patchers = [ | |
592 | mock.patch.multiple(portfolio.Balance, known_balances={}), | |
593 | mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), | |
594 | mock.patch.multiple(portfolio.Trade, | |
595 | ticker_cache={}, | |
596 | ticker_cache_timestamp=self.time.time(), | |
597 | fees_cache={}, | |
598 | trades={}), | |
599 | mock.patch.multiple(portfolio.Computation, | |
600 | computations=portfolio.Computation.computations) | |
601 | ] | |
602 | for patcher in self.patchers: | |
603 | patcher.start() | |
604 | ||
605 | def test_success_sell_only_necessary(self): | |
606 | fetch_balance = { | |
607 | "ETH": { | |
608 | "free": D("1.0"), | |
609 | "used": D("0.0"), | |
610 | "total": D("1.0"), | |
611 | }, | |
612 | "ETC": { | |
613 | "free": D("4.0"), | |
614 | "used": D("0.0"), | |
615 | "total": D("4.0"), | |
616 | }, | |
617 | "XVG": { | |
618 | "free": D("1000.0"), | |
619 | "used": D("0.0"), | |
620 | "total": D("1000.0"), | |
621 | }, | |
622 | } | |
623 | repartition = { | |
350ed24d IB |
624 | "ETH": (D("0.25"), "long"), |
625 | "ETC": (D("0.25"), "long"), | |
626 | "BTC": (D("0.4"), "long"), | |
627 | "BTD": (D("0.01"), "short"), | |
628 | "B2X": (D("0.04"), "long"), | |
629 | "USDT": (D("0.05"), "long"), | |
a9950fd0 IB |
630 | } |
631 | ||
632 | def fetch_ticker(symbol): | |
633 | if symbol == "ETH/BTC": | |
634 | return { | |
635 | "symbol": "ETH/BTC", | |
636 | "bid": D("0.14"), | |
637 | "ask": D("0.16") | |
638 | } | |
639 | if symbol == "ETC/BTC": | |
640 | return { | |
641 | "symbol": "ETC/BTC", | |
642 | "bid": D("0.002"), | |
643 | "ask": D("0.003") | |
644 | } | |
645 | if symbol == "XVG/BTC": | |
646 | return { | |
647 | "symbol": "XVG/BTC", | |
648 | "bid": D("0.00003"), | |
649 | "ask": D("0.00005") | |
650 | } | |
651 | if symbol == "BTD/BTC": | |
652 | return { | |
653 | "symbol": "BTD/BTC", | |
654 | "bid": D("0.0008"), | |
655 | "ask": D("0.0012") | |
656 | } | |
350ed24d IB |
657 | if symbol == "B2X/BTC": |
658 | return { | |
659 | "symbol": "B2X/BTC", | |
660 | "bid": D("0.0008"), | |
661 | "ask": D("0.0012") | |
662 | } | |
a9950fd0 | 663 | if symbol == "USDT/BTC": |
e0b14bcc | 664 | raise portfolio.ExchangeError |
a9950fd0 IB |
665 | if symbol == "BTC/USDT": |
666 | return { | |
667 | "symbol": "BTC/USDT", | |
668 | "bid": D("14000"), | |
669 | "ask": D("16000") | |
670 | } | |
671 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
672 | ||
673 | market = mock.Mock() | |
674 | market.fetch_balance.return_value = fetch_balance | |
675 | market.fetch_ticker.side_effect = fetch_ticker | |
350ed24d | 676 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
a9950fd0 IB |
677 | # Action 1 |
678 | portfolio.Balance.prepare_trades(market) | |
679 | ||
680 | balances = portfolio.Balance.known_balances | |
681 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) | |
682 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
683 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
684 | ||
685 | ||
686 | trades = portfolio.Trade.trades | |
687 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) | |
688 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) | |
689 | self.assertEqual("sell", trades["ETH"].action) | |
690 | ||
691 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) | |
692 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETC"].value_to) | |
693 | self.assertEqual("buy", trades["ETC"].action) | |
694 | ||
695 | self.assertNotIn("BTC", trades) | |
696 | ||
697 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) | |
350ed24d | 698 | self.assertEqual(portfolio.Amount("BTC", D("0.002")), trades["BTD"].value_to) |
a9950fd0 IB |
699 | self.assertEqual("buy", trades["BTD"].action) |
700 | ||
350ed24d IB |
701 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) |
702 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades["B2X"].value_to) | |
703 | self.assertEqual("buy", trades["B2X"].action) | |
704 | ||
a9950fd0 IB |
705 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) |
706 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["USDT"].value_to) | |
707 | self.assertEqual("buy", trades["USDT"].action) | |
708 | ||
709 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) | |
710 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) | |
711 | self.assertEqual("sell", trades["XVG"].action) | |
712 | ||
713 | # Action 2 | |
714 | portfolio.Trade.prepare_orders(only="sell", compute_value=lambda x, y: x["bid"] * D("1.001")) | |
715 | ||
716 | all_orders = portfolio.Trade.all_orders() | |
717 | self.assertEqual(2, len(all_orders)) | |
718 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
719 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
720 | self.assertEqual(1000, all_orders[1].amount.value) | |
721 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
722 | ||
723 | ||
ecba1113 | 724 | def create_order(symbol, type, action, amount, price=None, account="exchange"): |
a9950fd0 IB |
725 | self.assertEqual("limit", type) |
726 | if symbol == "ETH/BTC": | |
b83d4897 | 727 | self.assertEqual("sell", action) |
350ed24d | 728 | self.assertEqual(D('0.66666666'), amount) |
a9950fd0 IB |
729 | self.assertEqual(D("0.14014"), price) |
730 | elif symbol == "XVG/BTC": | |
b83d4897 | 731 | self.assertEqual("sell", action) |
a9950fd0 IB |
732 | self.assertEqual(1000, amount) |
733 | self.assertEqual(D("0.00003003"), price) | |
734 | else: | |
735 | self.fail("I shouldn't have been called") | |
736 | ||
737 | return { | |
738 | "id": symbol, | |
739 | } | |
740 | market.create_order.side_effect = create_order | |
350ed24d | 741 | market.order_precision.return_value = 8 |
a9950fd0 IB |
742 | |
743 | # Action 3 | |
744 | portfolio.Trade.run_orders() | |
745 | ||
746 | self.assertEqual("open", all_orders[0].status) | |
747 | self.assertEqual("open", all_orders[1].status) | |
748 | ||
749 | market.fetch_order.return_value = { "status": "closed" } | |
750 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
751 | # Action 4 | |
752 | portfolio.Trade.follow_orders(verbose=False) | |
753 | ||
754 | sleep.assert_called_with(30) | |
755 | ||
756 | for order in all_orders: | |
757 | self.assertEqual("closed", order.status) | |
758 | ||
759 | fetch_balance = { | |
760 | "ETH": { | |
761 | "free": D("1.0") / 3, | |
762 | "used": D("0.0"), | |
763 | "total": D("1.0") / 3, | |
764 | }, | |
765 | "BTC": { | |
766 | "free": D("0.134"), | |
767 | "used": D("0.0"), | |
768 | "total": D("0.134"), | |
769 | }, | |
770 | "ETC": { | |
771 | "free": D("4.0"), | |
772 | "used": D("0.0"), | |
773 | "total": D("4.0"), | |
774 | }, | |
775 | "XVG": { | |
776 | "free": D("0.0"), | |
777 | "used": D("0.0"), | |
778 | "total": D("0.0"), | |
779 | }, | |
780 | } | |
781 | market.fetch_balance.return_value = fetch_balance | |
782 | ||
350ed24d | 783 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
a9950fd0 IB |
784 | # Action 5 |
785 | portfolio.Balance.update_trades(market, only="buy", compute_value="average") | |
786 | ||
787 | balances = portfolio.Balance.known_balances | |
788 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) | |
789 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
790 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
791 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
792 | ||
793 | ||
794 | trades = portfolio.Trade.trades | |
795 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) | |
796 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) | |
797 | self.assertEqual("sell", trades["ETH"].action) | |
798 | ||
799 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) | |
800 | self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to) | |
801 | self.assertEqual("buy", trades["ETC"].action) | |
802 | ||
803 | self.assertNotIn("BTC", trades) | |
804 | ||
805 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) | |
350ed24d | 806 | self.assertEqual(portfolio.Amount("BTC", D("0.00194")), trades["BTD"].value_to) |
a9950fd0 IB |
807 | self.assertEqual("buy", trades["BTD"].action) |
808 | ||
350ed24d IB |
809 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) |
810 | self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to) | |
811 | self.assertEqual("buy", trades["B2X"].action) | |
812 | ||
a9950fd0 IB |
813 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) |
814 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to) | |
815 | self.assertEqual("buy", trades["USDT"].action) | |
816 | ||
817 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) | |
818 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) | |
819 | self.assertEqual("sell", trades["XVG"].action) | |
820 | ||
821 | # Action 6 | |
b83d4897 IB |
822 | portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"]) |
823 | ||
a9950fd0 | 824 | all_orders = portfolio.Trade.all_orders(state="pending") |
350ed24d IB |
825 | self.assertEqual(4, len(all_orders)) |
826 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
b83d4897 IB |
827 | self.assertEqual(D("0.003"), all_orders[0].rate) |
828 | self.assertEqual("buy", all_orders[0].action) | |
350ed24d | 829 | self.assertEqual("long", all_orders[0].trade_type) |
b83d4897 | 830 | |
350ed24d | 831 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) |
b83d4897 | 832 | self.assertEqual(D("0.0012"), all_orders[1].rate) |
350ed24d IB |
833 | self.assertEqual("sell", all_orders[1].action) |
834 | self.assertEqual("short", all_orders[1].trade_type) | |
835 | ||
836 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
837 | self.assertAlmostEqual(0, diff.value) | |
838 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
839 | self.assertEqual("buy", all_orders[2].action) | |
840 | self.assertEqual("long", all_orders[2].trade_type) | |
841 | ||
842 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
843 | self.assertEqual(D("16000"), all_orders[3].rate) | |
844 | self.assertEqual("sell", all_orders[3].action) | |
845 | self.assertEqual("long", all_orders[3].trade_type) | |
b83d4897 | 846 | |
350ed24d IB |
847 | # Action 7 |
848 | # TODO | |
849 | # portfolio.Trade.run_orders() | |
a9950fd0 IB |
850 | |
851 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
350ed24d | 852 | # Action 8 |
a9950fd0 IB |
853 | portfolio.Trade.follow_orders(verbose=False) |
854 | ||
855 | sleep.assert_called_with(30) | |
856 | ||
857 | def tearDown(self): | |
858 | for patcher in self.patchers: | |
859 | patcher.stop() | |
860 | ||
dd359bc0 IB |
861 | if __name__ == '__main__': |
862 | unittest.main() |