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Commit | Line | Data |
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c682bdf4 | 1 | from .helper import * |
30700830 | 2 | import market, store, portfolio, dbs |
c682bdf4 IB |
3 | import datetime |
4 | ||
3080f31d | 5 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
c682bdf4 IB |
6 | class MarketTest(WebMockTestCase): |
7 | def setUp(self): | |
8 | super().setUp() | |
9 | ||
10 | self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
11 | ||
12 | def test_values(self): | |
13 | m = market.Market(self.ccxt, self.market_args()) | |
14 | ||
15 | self.assertEqual(self.ccxt, m.ccxt) | |
16 | self.assertFalse(m.debug) | |
17 | self.assertIsInstance(m.report, market.ReportStore) | |
18 | self.assertIsInstance(m.trades, market.TradeStore) | |
19 | self.assertIsInstance(m.balances, market.BalanceStore) | |
20 | self.assertEqual(m, m.report.market) | |
21 | self.assertEqual(m, m.trades.market) | |
22 | self.assertEqual(m, m.balances.market) | |
23 | self.assertEqual(m, m.ccxt._market) | |
24 | ||
25 | m = market.Market(self.ccxt, self.market_args(debug=True)) | |
26 | self.assertTrue(m.debug) | |
27 | ||
28 | m = market.Market(self.ccxt, self.market_args(debug=False)) | |
29 | self.assertFalse(m.debug) | |
30 | ||
31 | with mock.patch("market.ReportStore") as report_store: | |
32 | with self.subTest(quiet=False): | |
33 | m = market.Market(self.ccxt, self.market_args(quiet=False)) | |
34 | report_store.assert_called_with(m, verbose_print=True) | |
35 | report_store().log_market.assert_called_once() | |
36 | report_store.reset_mock() | |
37 | with self.subTest(quiet=True): | |
38 | m = market.Market(self.ccxt, self.market_args(quiet=True)) | |
39 | report_store.assert_called_with(m, verbose_print=False) | |
40 | report_store().log_market.assert_called_once() | |
41 | ||
42 | @mock.patch("market.ccxt") | |
43 | def test_from_config(self, ccxt): | |
44 | with mock.patch("market.ReportStore"): | |
45 | ccxt.poloniexE.return_value = self.ccxt | |
46 | ||
47 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args()) | |
48 | ||
49 | self.assertEqual(self.ccxt, m.ccxt) | |
50 | ||
51 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True)) | |
52 | self.assertEqual(True, m.debug) | |
53 | ||
54 | def test_get_tickers(self): | |
55 | self.ccxt.fetch_tickers.side_effect = [ | |
56 | "tickers", | |
57 | market.NotSupported | |
58 | ] | |
59 | ||
60 | m = market.Market(self.ccxt, self.market_args()) | |
61 | self.assertEqual("tickers", m.get_tickers()) | |
62 | self.assertEqual("tickers", m.get_tickers()) | |
63 | self.ccxt.fetch_tickers.assert_called_once() | |
64 | ||
65 | self.assertIsNone(m.get_tickers(refresh=self.time.time())) | |
66 | ||
67 | def test_get_ticker(self): | |
68 | with self.subTest(get_tickers=True): | |
69 | self.ccxt.fetch_tickers.return_value = { | |
70 | "ETH/ETC": { "bid": 1, "ask": 3 }, | |
71 | "XVG/ETH": { "bid": 10, "ask": 40 }, | |
72 | } | |
73 | m = market.Market(self.ccxt, self.market_args()) | |
74 | ||
75 | ticker = m.get_ticker("ETH", "ETC") | |
76 | self.assertEqual(1, ticker["bid"]) | |
77 | self.assertEqual(3, ticker["ask"]) | |
78 | self.assertEqual(2, ticker["average"]) | |
79 | self.assertFalse(ticker["inverted"]) | |
80 | ||
81 | ticker = m.get_ticker("ETH", "XVG") | |
82 | self.assertEqual(0.0625, ticker["average"]) | |
83 | self.assertTrue(ticker["inverted"]) | |
84 | self.assertIn("original", ticker) | |
85 | self.assertEqual(10, ticker["original"]["bid"]) | |
86 | self.assertEqual(25, ticker["original"]["average"]) | |
87 | ||
88 | ticker = m.get_ticker("XVG", "XMR") | |
89 | self.assertIsNone(ticker) | |
90 | ||
91 | with self.subTest(get_tickers=False): | |
92 | self.ccxt.fetch_tickers.return_value = None | |
93 | self.ccxt.fetch_ticker.side_effect = [ | |
94 | { "bid": 1, "ask": 3 }, | |
95 | market.ExchangeError("foo"), | |
96 | { "bid": 10, "ask": 40 }, | |
97 | market.ExchangeError("foo"), | |
98 | market.ExchangeError("foo"), | |
99 | ] | |
100 | ||
101 | m = market.Market(self.ccxt, self.market_args()) | |
102 | ||
103 | ticker = m.get_ticker("ETH", "ETC") | |
104 | self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") | |
105 | self.assertEqual(1, ticker["bid"]) | |
106 | self.assertEqual(3, ticker["ask"]) | |
107 | self.assertEqual(2, ticker["average"]) | |
108 | self.assertFalse(ticker["inverted"]) | |
109 | ||
110 | ticker = m.get_ticker("ETH", "XVG") | |
111 | self.assertEqual(0.0625, ticker["average"]) | |
112 | self.assertTrue(ticker["inverted"]) | |
113 | self.assertIn("original", ticker) | |
114 | self.assertEqual(10, ticker["original"]["bid"]) | |
115 | self.assertEqual(25, ticker["original"]["average"]) | |
116 | ||
117 | ticker = m.get_ticker("XVG", "XMR") | |
118 | self.assertIsNone(ticker) | |
119 | ||
120 | def test_fetch_fees(self): | |
121 | m = market.Market(self.ccxt, self.market_args()) | |
122 | self.ccxt.fetch_fees.return_value = "Foo" | |
123 | self.assertEqual("Foo", m.fetch_fees()) | |
124 | self.ccxt.fetch_fees.assert_called_once() | |
125 | self.ccxt.reset_mock() | |
126 | self.assertEqual("Foo", m.fetch_fees()) | |
127 | self.ccxt.fetch_fees.assert_not_called() | |
128 | ||
129 | @mock.patch.object(market.Portfolio, "repartition") | |
130 | @mock.patch.object(market.Market, "get_ticker") | |
131 | @mock.patch.object(market.TradeStore, "compute_trades") | |
132 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
96959cea IB |
133 | with self.subTest(available_balance_only=False),\ |
134 | mock.patch("market.ReportStore"): | |
135 | def _get_ticker(c1, c2): | |
136 | if c1 == "USDT" and c2 == "BTC": | |
137 | return { "average": D("0.0001") } | |
138 | if c1 == "XVG" and c2 == "BTC": | |
139 | return { "average": D("0.000001") } | |
140 | self.fail("Should not be called with {}, {}".format(c1, c2)) | |
141 | get_ticker.side_effect = _get_ticker | |
142 | ||
143 | repartition.return_value = { | |
144 | "XEM": (D("0.75"), "long"), | |
145 | "BTC": (D("0.25"), "long"), | |
146 | } | |
c682bdf4 IB |
147 | m = market.Market(self.ccxt, self.market_args()) |
148 | self.ccxt.fetch_all_balances.return_value = { | |
149 | "USDT": { | |
150 | "exchange_free": D("10000.0"), | |
151 | "exchange_used": D("0.0"), | |
152 | "exchange_total": D("10000.0"), | |
153 | "total": D("10000.0") | |
154 | }, | |
155 | "XVG": { | |
156 | "exchange_free": D("10000.0"), | |
157 | "exchange_used": D("0.0"), | |
158 | "exchange_total": D("10000.0"), | |
159 | "total": D("10000.0") | |
160 | }, | |
161 | } | |
162 | ||
163 | m.balances.fetch_balances(tag="tag") | |
164 | ||
165 | m.prepare_trades() | |
166 | compute_trades.assert_called() | |
167 | ||
168 | call = compute_trades.call_args | |
169 | self.assertEqual(1, call[0][0]["USDT"].value) | |
170 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
171 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
172 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
173 | m.report.log_stage.assert_called_once_with("prepare_trades", | |
174 | base_currency='BTC', compute_value='average', | |
96959cea IB |
175 | available_balance_only=False, liquidity='medium', |
176 | only=None, repartition=None) | |
c682bdf4 IB |
177 | m.report.log_balances.assert_called_once_with(tag="tag") |
178 | ||
96959cea IB |
179 | compute_trades.reset_mock() |
180 | with self.subTest(available_balance_only=True),\ | |
181 | mock.patch("market.ReportStore"): | |
182 | def _get_ticker(c1, c2): | |
183 | if c1 == "ZRC" and c2 == "BTC": | |
184 | return { "average": D("0.0001") } | |
185 | if c1 == "DOGE" and c2 == "BTC": | |
186 | return { "average": D("0.000001") } | |
187 | if c1 == "ETH" and c2 == "BTC": | |
188 | return { "average": D("0.1") } | |
189 | self.fail("Should not be called with {}, {}".format(c1, c2)) | |
190 | get_ticker.side_effect = _get_ticker | |
191 | ||
192 | repartition.return_value = { | |
193 | "DOGE": (D("0.25"), "short"), | |
194 | "BTC": (D("0.25"), "long"), | |
195 | "ETH": (D("0.25"), "long"), | |
196 | "XMR": (D("0.25"), "long"), | |
197 | } | |
198 | m = market.Market(self.ccxt, self.market_args()) | |
199 | self.ccxt.fetch_all_balances.return_value = { | |
200 | "ZRC": { | |
201 | "exchange_free": D("2.0"), | |
202 | "exchange_used": D("0.0"), | |
203 | "exchange_total": D("2.0"), | |
204 | "total": D("2.0") | |
205 | }, | |
206 | "DOGE": { | |
207 | "exchange_free": D("5.0"), | |
208 | "exchange_used": D("0.0"), | |
209 | "exchange_total": D("5.0"), | |
210 | "total": D("5.0") | |
211 | }, | |
212 | "BTC": { | |
213 | "exchange_free": D("0.075"), | |
214 | "exchange_used": D("0.02"), | |
215 | "exchange_total": D("0.095"), | |
216 | "margin_available": D("0.025"), | |
217 | "margin_in_position": D("0.01"), | |
218 | "margin_total": D("0.035"), | |
219 | "total": D("0.13") | |
220 | }, | |
221 | "ETH": { | |
222 | "exchange_free": D("1.0"), | |
223 | "exchange_used": D("0.0"), | |
224 | "exchange_total": D("1.0"), | |
225 | "total": D("1.0") | |
226 | }, | |
227 | } | |
228 | ||
229 | m.balances.fetch_balances(tag="tag") | |
230 | m.prepare_trades(available_balance_only=True) | |
231 | compute_trades.assert_called_once() | |
232 | ||
233 | call = compute_trades.call_args[0] | |
234 | values_in_base = call[0] | |
235 | new_repartition = call[1] | |
236 | ||
237 | self.assertEqual(portfolio.Amount("BTC", "-0.025"), | |
238 | new_repartition["DOGE"] - values_in_base["DOGE"]) | |
239 | self.assertEqual(portfolio.Amount("BTC", "0.025"), | |
240 | new_repartition["ETH"] - values_in_base["ETH"]) | |
241 | self.assertEqual(0, | |
242 | new_repartition["ZRC"] - values_in_base["ZRC"]) | |
243 | self.assertEqual(portfolio.Amount("BTC", "0.025"), | |
244 | new_repartition["XMR"]) | |
245 | ||
246 | compute_trades.reset_mock() | |
247 | with self.subTest(available_balance_only=True, balance=0),\ | |
248 | mock.patch("market.ReportStore"): | |
249 | def _get_ticker(c1, c2): | |
250 | if c1 == "ETH" and c2 == "BTC": | |
251 | return { "average": D("0.1") } | |
252 | self.fail("Should not be called with {}, {}".format(c1, c2)) | |
253 | get_ticker.side_effect = _get_ticker | |
254 | ||
255 | repartition.return_value = { | |
256 | "BTC": (D("0.5"), "long"), | |
257 | "ETH": (D("0.5"), "long"), | |
258 | } | |
259 | m = market.Market(self.ccxt, self.market_args()) | |
260 | self.ccxt.fetch_all_balances.return_value = { | |
261 | "ETH": { | |
262 | "exchange_free": D("1.0"), | |
263 | "exchange_used": D("0.0"), | |
264 | "exchange_total": D("1.0"), | |
265 | "total": D("1.0") | |
266 | }, | |
267 | } | |
268 | ||
269 | m.balances.fetch_balances(tag="tag") | |
270 | m.prepare_trades(available_balance_only=True) | |
271 | compute_trades.assert_called_once() | |
272 | ||
273 | call = compute_trades.call_args[0] | |
274 | values_in_base = call[0] | |
275 | new_repartition = call[1] | |
276 | ||
277 | self.assertEqual(new_repartition["ETH"], values_in_base["ETH"]) | |
c682bdf4 IB |
278 | |
279 | @mock.patch.object(market.time, "sleep") | |
280 | @mock.patch.object(market.TradeStore, "all_orders") | |
281 | def test_follow_orders(self, all_orders, time_mock): | |
282 | for debug, sleep in [ | |
283 | (False, None), (True, None), | |
284 | (False, 12), (True, 12)]: | |
285 | with self.subTest(sleep=sleep, debug=debug), \ | |
286 | mock.patch("market.ReportStore"): | |
287 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
288 | ||
289 | order_mock1 = mock.Mock() | |
290 | order_mock2 = mock.Mock() | |
291 | order_mock3 = mock.Mock() | |
292 | all_orders.side_effect = [ | |
293 | [order_mock1, order_mock2], | |
294 | [order_mock1, order_mock2], | |
295 | ||
296 | [order_mock1, order_mock3], | |
297 | [order_mock1, order_mock3], | |
298 | ||
299 | [order_mock1, order_mock3], | |
300 | [order_mock1, order_mock3], | |
301 | ||
302 | [] | |
303 | ] | |
304 | ||
305 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
306 | order_mock2.get_status.side_effect = ["open"] | |
307 | order_mock3.get_status.side_effect = ["open", "closed"] | |
308 | ||
309 | order_mock1.trade = mock.Mock() | |
310 | order_mock2.trade = mock.Mock() | |
311 | order_mock3.trade = mock.Mock() | |
312 | ||
313 | m.follow_orders(sleep=sleep) | |
314 | ||
315 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
316 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
317 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
318 | self.assertEqual(3, order_mock1.get_status.call_count) | |
319 | ||
320 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
321 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
322 | self.assertEqual(1, order_mock2.get_status.call_count) | |
323 | ||
324 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
325 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
326 | self.assertEqual(2, order_mock3.get_status.call_count) | |
327 | m.report.log_stage.assert_called() | |
328 | calls = [ | |
329 | mock.call("follow_orders_begin"), | |
330 | mock.call("follow_orders_tick_1"), | |
331 | mock.call("follow_orders_tick_2"), | |
332 | mock.call("follow_orders_tick_3"), | |
333 | mock.call("follow_orders_end"), | |
334 | ] | |
335 | m.report.log_stage.assert_has_calls(calls) | |
336 | m.report.log_orders.assert_called() | |
337 | self.assertEqual(3, m.report.log_orders.call_count) | |
338 | calls = [ | |
339 | mock.call([order_mock1, order_mock2], tick=1), | |
340 | mock.call([order_mock1, order_mock3], tick=2), | |
341 | mock.call([order_mock1, order_mock3], tick=3), | |
342 | ] | |
343 | m.report.log_orders.assert_has_calls(calls) | |
344 | calls = [ | |
345 | mock.call(order_mock1, 3, finished=True), | |
346 | mock.call(order_mock3, 3, finished=True), | |
347 | ] | |
348 | m.report.log_order.assert_has_calls(calls) | |
349 | ||
350 | if sleep is None: | |
351 | if debug: | |
352 | m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") | |
353 | time_mock.assert_called_with(7) | |
354 | else: | |
355 | time_mock.assert_called_with(30) | |
356 | else: | |
357 | time_mock.assert_called_with(sleep) | |
358 | ||
359 | with self.subTest("disappearing order"), \ | |
360 | mock.patch("market.ReportStore"): | |
361 | all_orders.reset_mock() | |
362 | m = market.Market(self.ccxt, self.market_args()) | |
363 | ||
364 | order_mock1 = mock.Mock() | |
365 | order_mock2 = mock.Mock() | |
366 | all_orders.side_effect = [ | |
367 | [order_mock1, order_mock2], | |
368 | [order_mock1, order_mock2], | |
369 | ||
370 | [order_mock1, order_mock2], | |
371 | [order_mock1, order_mock2], | |
372 | ||
373 | [] | |
374 | ] | |
375 | ||
376 | order_mock1.get_status.side_effect = ["open", "closed"] | |
377 | order_mock2.get_status.side_effect = ["open", "error_disappeared"] | |
378 | ||
379 | order_mock1.trade = mock.Mock() | |
380 | trade_mock = mock.Mock() | |
381 | order_mock2.trade = trade_mock | |
382 | ||
383 | trade_mock.tick_actions_recreate.return_value = "tick1" | |
384 | ||
385 | m.follow_orders() | |
386 | ||
387 | trade_mock.tick_actions_recreate.assert_called_once_with(2) | |
388 | trade_mock.prepare_order.assert_called_once_with(compute_value="tick1") | |
389 | m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY) | |
390 | ||
391 | @mock.patch.object(market.BalanceStore, "fetch_balances") | |
392 | def test_move_balance(self, fetch_balances): | |
393 | for debug in [True, False]: | |
394 | with self.subTest(debug=debug),\ | |
395 | mock.patch("market.ReportStore"): | |
396 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
397 | ||
398 | value_from = portfolio.Amount("BTC", "1.0") | |
399 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
400 | value_to = portfolio.Amount("BTC", "10.0") | |
401 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
402 | ||
403 | value_from = portfolio.Amount("BTC", "0.0") | |
404 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
405 | value_to = portfolio.Amount("BTC", "-3.0") | |
406 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
407 | ||
408 | value_from = portfolio.Amount("USDT", "0.0") | |
409 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
410 | value_to = portfolio.Amount("USDT", "-50.0") | |
411 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
412 | ||
413 | m.trades.all = [trade1, trade2, trade3] | |
414 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
415 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
416 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
417 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
418 | ||
419 | m.move_balances() | |
420 | ||
421 | fetch_balances.assert_called_with() | |
422 | m.report.log_move_balances.assert_called_once() | |
423 | ||
424 | if debug: | |
425 | m.report.log_debug_action.assert_called() | |
426 | self.assertEqual(3, m.report.log_debug_action.call_count) | |
427 | else: | |
428 | self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") | |
429 | self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") | |
430 | self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") | |
431 | ||
432 | m.report.reset_mock() | |
433 | fetch_balances.reset_mock() | |
434 | with self.subTest(retry=True): | |
435 | with mock.patch("market.ReportStore"): | |
436 | m = market.Market(self.ccxt, self.market_args()) | |
437 | ||
438 | value_from = portfolio.Amount("BTC", "0.0") | |
439 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
440 | value_to = portfolio.Amount("BTC", "-3.0") | |
441 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | |
442 | ||
443 | m.trades.all = [trade] | |
444 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
445 | m.balances.all = {"BTC": balance} | |
446 | ||
447 | m.ccxt.transfer_balance.side_effect = [ | |
448 | market.ccxt.RequestTimeout, | |
449 | market.ccxt.InvalidNonce, | |
450 | True | |
451 | ] | |
452 | m.move_balances() | |
453 | self.ccxt.transfer_balance.assert_has_calls([ | |
454 | mock.call("BTC", 3, "exchange", "margin"), | |
455 | mock.call("BTC", 3, "exchange", "margin"), | |
456 | mock.call("BTC", 3, "exchange", "margin") | |
457 | ]) | |
458 | self.assertEqual(3, fetch_balances.call_count) | |
459 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | |
460 | self.assertEqual(3, m.report.log_move_balances.call_count) | |
461 | ||
462 | self.ccxt.transfer_balance.reset_mock() | |
463 | m.report.reset_mock() | |
464 | fetch_balances.reset_mock() | |
465 | with self.subTest(retry=True, too_much=True): | |
466 | with mock.patch("market.ReportStore"): | |
467 | m = market.Market(self.ccxt, self.market_args()) | |
468 | ||
469 | value_from = portfolio.Amount("BTC", "0.0") | |
470 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
471 | value_to = portfolio.Amount("BTC", "-3.0") | |
472 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | |
473 | ||
474 | m.trades.all = [trade] | |
475 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
476 | m.balances.all = {"BTC": balance} | |
477 | ||
478 | m.ccxt.transfer_balance.side_effect = [ | |
479 | market.ccxt.RequestTimeout, | |
480 | market.ccxt.RequestTimeout, | |
481 | market.ccxt.RequestTimeout, | |
482 | market.ccxt.RequestTimeout, | |
483 | market.ccxt.RequestTimeout, | |
484 | ] | |
485 | with self.assertRaises(market.ccxt.RequestTimeout): | |
486 | m.move_balances() | |
487 | ||
488 | self.ccxt.transfer_balance.reset_mock() | |
489 | m.report.reset_mock() | |
490 | fetch_balances.reset_mock() | |
491 | with self.subTest(retry=True, partial_result=True): | |
492 | with mock.patch("market.ReportStore"): | |
493 | m = market.Market(self.ccxt, self.market_args()) | |
494 | ||
495 | value_from = portfolio.Amount("BTC", "1.0") | |
496 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
497 | value_to = portfolio.Amount("BTC", "10.0") | |
498 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
499 | ||
500 | value_from = portfolio.Amount("BTC", "0.0") | |
501 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
502 | value_to = portfolio.Amount("BTC", "-3.0") | |
503 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
504 | ||
505 | value_from = portfolio.Amount("USDT", "0.0") | |
506 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
507 | value_to = portfolio.Amount("USDT", "-50.0") | |
508 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
509 | ||
510 | m.trades.all = [trade1, trade2, trade3] | |
511 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
512 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
513 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
514 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
515 | ||
516 | call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 } | |
517 | def _transfer_balance(currency, amount, from_, to_): | |
518 | call_counts[currency] += 1 | |
519 | if currency == "BTC": | |
520 | m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }) | |
521 | if currency == "USDT": | |
522 | if call_counts["USDT"] == 1: | |
523 | raise market.ccxt.RequestTimeout | |
524 | else: | |
525 | m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }) | |
526 | if currency == "ETC": | |
527 | m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }) | |
528 | ||
529 | ||
530 | m.ccxt.transfer_balance.side_effect = _transfer_balance | |
531 | ||
532 | m.move_balances() | |
533 | self.ccxt.transfer_balance.assert_has_calls([ | |
534 | mock.call("BTC", 3, "exchange", "margin"), | |
535 | mock.call('USDT', 100, 'exchange', 'margin'), | |
536 | mock.call('USDT', 100, 'exchange', 'margin'), | |
537 | mock.call("ETC", 5, "margin", "exchange") | |
538 | ]) | |
539 | self.assertEqual(2, fetch_balances.call_count) | |
540 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | |
541 | self.assertEqual(2, m.report.log_move_balances.call_count) | |
542 | m.report.log_move_balances.asser_has_calls([ | |
543 | mock.call( | |
544 | { | |
545 | 'BTC': portfolio.Amount("BTC", "3"), | |
546 | 'USDT': portfolio.Amount("USDT", "150"), | |
547 | 'ETC': portfolio.Amount("ETC", "10"), | |
548 | }, | |
549 | { | |
550 | 'BTC': portfolio.Amount("BTC", "3"), | |
551 | 'USDT': portfolio.Amount("USDT", "100"), | |
552 | }), | |
553 | mock.call( | |
554 | { | |
555 | 'BTC': portfolio.Amount("BTC", "3"), | |
556 | 'USDT': portfolio.Amount("USDT", "150"), | |
557 | 'ETC': portfolio.Amount("ETC", "10"), | |
558 | }, | |
559 | { | |
560 | 'BTC': portfolio.Amount("BTC", "0"), | |
561 | 'USDT': portfolio.Amount("USDT", "100"), | |
562 | 'ETC': portfolio.Amount("ETC", "-5"), | |
563 | }), | |
564 | ]) | |
565 | ||
566 | ||
567 | def test_store_file_report(self): | |
568 | file_open = mock.mock_open() | |
569 | m = market.Market(self.ccxt, | |
570 | self.market_args(report_path="present"), user_id=1) | |
571 | with self.subTest(file="present"),\ | |
572 | mock.patch("market.open", file_open),\ | |
573 | mock.patch.object(m, "report") as report,\ | |
574 | mock.patch.object(market, "datetime") as time_mock: | |
575 | ||
576 | report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]] | |
577 | report.to_json.return_value = "json_content" | |
578 | ||
579 | m.store_file_report(datetime.datetime(2018, 2, 25)) | |
580 | ||
581 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") | |
582 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w") | |
583 | file_open().write.assert_any_call("json_content") | |
584 | file_open().write.assert_any_call("Foo\nBar") | |
585 | m.report.to_json.assert_called_once_with() | |
586 | ||
587 | m = market.Market(self.ccxt, self.market_args(report_path="error"), user_id=1) | |
588 | with self.subTest(file="error"),\ | |
589 | mock.patch("market.open") as file_open,\ | |
590 | mock.patch.object(m, "report") as report,\ | |
591 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
592 | file_open.side_effect = FileNotFoundError | |
593 | ||
594 | m.store_file_report(datetime.datetime(2018, 2, 25)) | |
595 | ||
596 | self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") | |
597 | ||
30700830 IB |
598 | @mock.patch.object(dbs, "psql") |
599 | def test_store_database_report(self, psql): | |
c682bdf4 IB |
600 | cursor_mock = mock.MagicMock() |
601 | ||
30700830 | 602 | psql.cursor.return_value = cursor_mock |
c682bdf4 IB |
603 | m = market.Market(self.ccxt, self.market_args(), |
604 | pg_config={"config": "pg_config"}, user_id=1) | |
605 | cursor_mock.fetchone.return_value = [42] | |
606 | ||
607 | with self.subTest(error=False),\ | |
608 | mock.patch.object(m, "report") as report: | |
609 | report.to_json_array.return_value = [ | |
610 | ("date1", "type1", "payload1"), | |
611 | ("date2", "type2", "payload2"), | |
612 | ] | |
613 | m.store_database_report(datetime.datetime(2018, 3, 24)) | |
30700830 | 614 | psql.assert_has_calls([ |
c682bdf4 IB |
615 | mock.call.cursor(), |
616 | mock.call.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime.datetime(2018, 3, 24), None, False)), | |
617 | mock.call.cursor().fetchone(), | |
618 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')), | |
619 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')), | |
620 | mock.call.commit(), | |
621 | mock.call.cursor().close(), | |
c682bdf4 IB |
622 | ]) |
623 | ||
c682bdf4 IB |
624 | with self.subTest(error=True),\ |
625 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
30700830 | 626 | psql.cursor.side_effect = Exception("Bouh") |
c682bdf4 IB |
627 | m.store_database_report(datetime.datetime(2018, 3, 24)) |
628 | self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n") | |
629 | ||
30700830 | 630 | @mock.patch.object(dbs, "redis") |
1593c7a9 | 631 | def test_store_redis_report(self, redis): |
1593c7a9 IB |
632 | m = market.Market(self.ccxt, self.market_args(), |
633 | redis_config={"config": "redis_config"}, market_id=1) | |
634 | ||
635 | with self.subTest(error=False),\ | |
636 | mock.patch.object(m, "report") as report: | |
637 | report.to_json_redis.return_value = [ | |
638 | ("type1", "payload1"), | |
639 | ("type2", "payload2"), | |
640 | ] | |
641 | m.store_redis_report(datetime.datetime(2018, 3, 24)) | |
30700830 | 642 | redis.assert_has_calls([ |
1593c7a9 IB |
643 | mock.call.set("/cryptoportfolio/1/2018-03-24T00:00:00/type1", "payload1", ex=31*24*60*60), |
644 | mock.call.set("/cryptoportfolio/1/latest/type1", "payload1"), | |
645 | mock.call.set("/cryptoportfolio/1/2018-03-24T00:00:00/type2", "payload2", ex=31*24*60*60), | |
646 | mock.call.set("/cryptoportfolio/1/latest/type2", "payload2"), | |
17fd3f75 | 647 | mock.call.set("/cryptoportfolio/1/latest/date", "2018-03-24T00:00:00"), |
1593c7a9 IB |
648 | ]) |
649 | ||
30700830 | 650 | redis.reset_mock() |
1593c7a9 IB |
651 | with self.subTest(error=True),\ |
652 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
30700830 | 653 | redis.set.side_effect = Exception("Bouh") |
1593c7a9 IB |
654 | m.store_redis_report(datetime.datetime(2018, 3, 24)) |
655 | self.assertEqual(stdout_mock.getvalue(), "impossible to store report to redis: Exception; Bouh\n") | |
656 | ||
c682bdf4 IB |
657 | def test_store_report(self): |
658 | m = market.Market(self.ccxt, self.market_args(report_db=False), user_id=1) | |
30700830 IB |
659 | with self.subTest(file=None, pg_connected=None),\ |
660 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
661 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
c682bdf4 IB |
662 | mock.patch.object(m, "report") as report,\ |
663 | mock.patch.object(m, "store_database_report") as db_report,\ | |
1593c7a9 | 664 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
c682bdf4 | 665 | mock.patch.object(m, "store_file_report") as file_report: |
30700830 IB |
666 | psql.return_value = False |
667 | redis.return_value = False | |
c682bdf4 IB |
668 | m.store_report() |
669 | report.merge.assert_called_with(store.Portfolio.report) | |
670 | ||
671 | file_report.assert_not_called() | |
672 | db_report.assert_not_called() | |
1593c7a9 | 673 | redis_report.assert_not_called() |
c682bdf4 IB |
674 | |
675 | report.reset_mock() | |
676 | m = market.Market(self.ccxt, self.market_args(report_db=False, report_path="present"), user_id=1) | |
30700830 IB |
677 | with self.subTest(file="present", pg_connected=None),\ |
678 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
679 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
c682bdf4 IB |
680 | mock.patch.object(m, "report") as report,\ |
681 | mock.patch.object(m, "store_file_report") as file_report,\ | |
1593c7a9 | 682 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
c682bdf4 | 683 | mock.patch.object(m, "store_database_report") as db_report,\ |
e7d7c0e5 | 684 | mock.patch.object(market.datetime, "datetime") as time_mock: |
30700830 IB |
685 | psql.return_value = False |
686 | redis.return_value = False | |
c682bdf4 IB |
687 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
688 | ||
689 | m.store_report() | |
690 | ||
691 | report.merge.assert_called_with(store.Portfolio.report) | |
692 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
693 | db_report.assert_not_called() | |
1593c7a9 | 694 | redis_report.assert_not_called() |
c682bdf4 IB |
695 | |
696 | report.reset_mock() | |
697 | m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), user_id=1) | |
30700830 IB |
698 | with self.subTest(file="present", pg_connected=None, report_db=True),\ |
699 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
700 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
c682bdf4 IB |
701 | mock.patch.object(m, "report") as report,\ |
702 | mock.patch.object(m, "store_file_report") as file_report,\ | |
1593c7a9 | 703 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
c682bdf4 | 704 | mock.patch.object(m, "store_database_report") as db_report,\ |
e7d7c0e5 | 705 | mock.patch.object(market.datetime, "datetime") as time_mock: |
30700830 IB |
706 | psql.return_value = False |
707 | redis.return_value = False | |
c682bdf4 IB |
708 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
709 | ||
710 | m.store_report() | |
711 | ||
712 | report.merge.assert_called_with(store.Portfolio.report) | |
713 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
714 | db_report.assert_not_called() | |
1593c7a9 | 715 | redis_report.assert_not_called() |
c682bdf4 IB |
716 | |
717 | report.reset_mock() | |
30700830 IB |
718 | m = market.Market(self.ccxt, self.market_args(report_db=True), user_id=1) |
719 | with self.subTest(file=None, pg_connected=True),\ | |
720 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
721 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
c682bdf4 IB |
722 | mock.patch.object(m, "report") as report,\ |
723 | mock.patch.object(m, "store_file_report") as file_report,\ | |
1593c7a9 | 724 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
c682bdf4 | 725 | mock.patch.object(m, "store_database_report") as db_report,\ |
e7d7c0e5 | 726 | mock.patch.object(market.datetime, "datetime") as time_mock: |
30700830 IB |
727 | psql.return_value = True |
728 | redis.return_value = False | |
c682bdf4 IB |
729 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
730 | ||
731 | m.store_report() | |
732 | ||
733 | report.merge.assert_called_with(store.Portfolio.report) | |
734 | file_report.assert_not_called() | |
735 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
1593c7a9 | 736 | redis_report.assert_not_called() |
c682bdf4 IB |
737 | |
738 | report.reset_mock() | |
739 | m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), | |
30700830 IB |
740 | user_id=1) |
741 | with self.subTest(file="present", pg_connected=True),\ | |
742 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
743 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
c682bdf4 IB |
744 | mock.patch.object(m, "report") as report,\ |
745 | mock.patch.object(m, "store_file_report") as file_report,\ | |
1593c7a9 | 746 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
c682bdf4 | 747 | mock.patch.object(m, "store_database_report") as db_report,\ |
e7d7c0e5 | 748 | mock.patch.object(market.datetime, "datetime") as time_mock: |
30700830 IB |
749 | psql.return_value = True |
750 | redis.return_value = False | |
c682bdf4 IB |
751 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
752 | ||
753 | m.store_report() | |
754 | ||
755 | report.merge.assert_called_with(store.Portfolio.report) | |
756 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
757 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
1593c7a9 IB |
758 | redis_report.assert_not_called() |
759 | ||
760 | report.reset_mock() | |
761 | m = market.Market(self.ccxt, self.market_args(report_redis=False), | |
30700830 IB |
762 | user_id=1) |
763 | with self.subTest(redis_connected=True, report_redis=False),\ | |
764 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
765 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
1593c7a9 IB |
766 | mock.patch.object(m, "report") as report,\ |
767 | mock.patch.object(m, "store_file_report") as file_report,\ | |
768 | mock.patch.object(m, "store_redis_report") as redis_report,\ | |
769 | mock.patch.object(m, "store_database_report") as db_report,\ | |
770 | mock.patch.object(market.datetime, "datetime") as time_mock: | |
30700830 IB |
771 | psql.return_value = False |
772 | redis.return_value = True | |
1593c7a9 IB |
773 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
774 | ||
775 | m.store_report() | |
776 | redis_report.assert_not_called() | |
777 | ||
778 | report.reset_mock() | |
779 | m = market.Market(self.ccxt, self.market_args(report_redis=True), | |
780 | user_id=1) | |
30700830 IB |
781 | with self.subTest(redis_connected=False, report_redis=True),\ |
782 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
783 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
1593c7a9 IB |
784 | mock.patch.object(m, "report") as report,\ |
785 | mock.patch.object(m, "store_file_report") as file_report,\ | |
786 | mock.patch.object(m, "store_redis_report") as redis_report,\ | |
787 | mock.patch.object(m, "store_database_report") as db_report,\ | |
788 | mock.patch.object(market.datetime, "datetime") as time_mock: | |
30700830 IB |
789 | psql.return_value = False |
790 | redis.return_value = False | |
1593c7a9 IB |
791 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
792 | ||
793 | m.store_report() | |
794 | redis_report.assert_not_called() | |
795 | ||
796 | report.reset_mock() | |
797 | m = market.Market(self.ccxt, self.market_args(report_redis=True), | |
30700830 IB |
798 | user_id=1) |
799 | with self.subTest(redis_connected=True, report_redis=True),\ | |
800 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
801 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
1593c7a9 IB |
802 | mock.patch.object(m, "report") as report,\ |
803 | mock.patch.object(m, "store_file_report") as file_report,\ | |
804 | mock.patch.object(m, "store_redis_report") as redis_report,\ | |
805 | mock.patch.object(m, "store_database_report") as db_report,\ | |
806 | mock.patch.object(market.datetime, "datetime") as time_mock: | |
30700830 IB |
807 | psql.return_value = False |
808 | redis.return_value = True | |
1593c7a9 IB |
809 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
810 | ||
811 | m.store_report() | |
812 | redis_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
c682bdf4 | 813 | |
ceb7fc4c | 814 | def test_print_tickers(self): |
c682bdf4 IB |
815 | m = market.Market(self.ccxt, self.market_args()) |
816 | ||
817 | with mock.patch.object(m.balances, "in_currency") as in_currency,\ | |
818 | mock.patch.object(m.report, "log_stage") as log_stage,\ | |
819 | mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ | |
820 | mock.patch.object(m.report, "print_log") as print_log: | |
821 | ||
822 | in_currency.return_value = { | |
823 | "BTC": portfolio.Amount("BTC", "0.65"), | |
824 | "ETH": portfolio.Amount("BTC", "0.3"), | |
825 | } | |
826 | ||
ceb7fc4c | 827 | m.print_tickers() |
c682bdf4 | 828 | |
c682bdf4 IB |
829 | print_log.assert_has_calls([ |
830 | mock.call("total:"), | |
831 | mock.call(portfolio.Amount("BTC", "0.95")), | |
832 | ]) | |
833 | ||
834 | @mock.patch("market.Processor.process") | |
835 | @mock.patch("market.ReportStore.log_error") | |
836 | @mock.patch("market.Market.store_report") | |
837 | def test_process(self, store_report, log_error, process): | |
838 | m = market.Market(self.ccxt, self.market_args()) | |
ceb7fc4c IB |
839 | with self.subTest(actions=[], before=False, after=False): |
840 | m.process([]) | |
c682bdf4 IB |
841 | |
842 | process.assert_not_called() | |
843 | store_report.assert_called_once() | |
844 | log_error.assert_not_called() | |
845 | ||
846 | process.reset_mock() | |
847 | log_error.reset_mock() | |
848 | store_report.reset_mock() | |
849 | with self.subTest(before=True, after=False): | |
ceb7fc4c | 850 | m.process(["foo"], before=True) |
c682bdf4 | 851 | |
ceb7fc4c | 852 | process.assert_called_once_with("foo", steps="before") |
c682bdf4 IB |
853 | store_report.assert_called_once() |
854 | log_error.assert_not_called() | |
855 | ||
856 | process.reset_mock() | |
857 | log_error.reset_mock() | |
858 | store_report.reset_mock() | |
859 | with self.subTest(before=False, after=True): | |
ceb7fc4c | 860 | m.process(["sell_all"], after=True) |
c682bdf4 IB |
861 | |
862 | process.assert_called_once_with("sell_all", steps="after") | |
863 | store_report.assert_called_once() | |
864 | log_error.assert_not_called() | |
865 | ||
866 | process.reset_mock() | |
867 | log_error.reset_mock() | |
868 | store_report.reset_mock() | |
ceb7fc4c IB |
869 | with self.subTest(before=False, after=False): |
870 | m.process(["foo"]) | |
c682bdf4 | 871 | |
ceb7fc4c | 872 | process.assert_called_once_with("foo", steps="all") |
c682bdf4 IB |
873 | store_report.assert_called_once() |
874 | log_error.assert_not_called() | |
875 | ||
876 | process.reset_mock() | |
877 | log_error.reset_mock() | |
878 | store_report.reset_mock() | |
ceb7fc4c IB |
879 | with self.subTest(before=True, after=True): |
880 | m.process(["sell_all"], before=True, after=True) | |
c682bdf4 | 881 | |
ceb7fc4c | 882 | process.assert_called_once_with("sell_all", steps="all") |
c682bdf4 | 883 | store_report.assert_called_once() |
c682bdf4 | 884 | log_error.assert_not_called() |
c682bdf4 | 885 | |
ceb7fc4c | 886 | process.reset_mock() |
c682bdf4 IB |
887 | log_error.reset_mock() |
888 | store_report.reset_mock() | |
889 | with self.subTest(unhandled_exception=True): | |
890 | process.side_effect = Exception("bouh") | |
891 | ||
ceb7fc4c | 892 | m.process(["some_action"], before=True) |
c682bdf4 IB |
893 | log_error.assert_called_with("market_process", exception=mock.ANY) |
894 | store_report.assert_called_once() | |
895 | ||
896 | ||
3080f31d | 897 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
c682bdf4 IB |
898 | class ProcessorTest(WebMockTestCase): |
899 | def test_values(self): | |
900 | processor = market.Processor(self.m) | |
901 | ||
902 | self.assertEqual(self.m, processor.market) | |
903 | ||
904 | def test_run_action(self): | |
905 | processor = market.Processor(self.m) | |
906 | ||
907 | with mock.patch.object(processor, "parse_args") as parse_args: | |
908 | method_mock = mock.Mock() | |
909 | parse_args.return_value = [method_mock, { "foo": "bar" }] | |
910 | ||
911 | processor.run_action("foo", "bar", "baz") | |
912 | ||
913 | parse_args.assert_called_with("foo", "bar", "baz") | |
914 | ||
915 | method_mock.assert_called_with(foo="bar") | |
916 | ||
917 | processor.run_action("wait_for_recent", "bar", "baz") | |
918 | ||
919 | method_mock.assert_called_with(foo="bar") | |
920 | ||
921 | def test_select_step(self): | |
922 | processor = market.Processor(self.m) | |
923 | ||
924 | scenario = processor.scenarios["sell_all"] | |
925 | ||
926 | self.assertEqual(scenario, processor.select_steps(scenario, "all")) | |
927 | self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) | |
928 | self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) | |
929 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) | |
930 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) | |
931 | ||
932 | with self.assertRaises(TypeError): | |
933 | processor.select_steps(scenario, ["wait"]) | |
934 | ||
ceb7fc4c IB |
935 | def test_can_process(self): |
936 | processor = market.Processor(self.m) | |
937 | ||
938 | with self.subTest(True): | |
939 | self.assertTrue(processor.can_process("sell_all")) | |
940 | ||
941 | with self.subTest(False): | |
942 | self.assertFalse(processor.can_process("unknown_action")) | |
943 | ||
c682bdf4 IB |
944 | @mock.patch("market.Processor.process_step") |
945 | def test_process(self, process_step): | |
ceb7fc4c IB |
946 | with self.subTest("unknown action"): |
947 | processor = market.Processor(self.m) | |
948 | with self.assertRaises(TypeError): | |
949 | processor.process("unknown_action") | |
950 | ||
951 | with self.subTest("nominal case"): | |
952 | processor = market.Processor(self.m) | |
c682bdf4 | 953 | |
ceb7fc4c IB |
954 | processor.process("sell_all", foo="bar") |
955 | self.assertEqual(3, process_step.call_count) | |
c682bdf4 | 956 | |
ceb7fc4c IB |
957 | steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) |
958 | scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) | |
959 | kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) | |
960 | self.assertEqual(["all_sell", "wait", "all_buy"], steps) | |
961 | self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) | |
962 | self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) | |
c682bdf4 | 963 | |
ceb7fc4c | 964 | process_step.reset_mock() |
c682bdf4 | 965 | |
ceb7fc4c IB |
966 | processor.process("sell_needed", steps=["before", "after"]) |
967 | self.assertEqual(3, process_step.call_count) | |
c682bdf4 IB |
968 | |
969 | def test_method_arguments(self): | |
970 | ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
971 | m = market.Market(ccxt, self.market_args()) | |
972 | ||
973 | processor = market.Processor(m) | |
974 | ||
975 | method, arguments = processor.method_arguments("wait_for_recent") | |
976 | self.assertEqual(market.Portfolio.wait_for_recent, method) | |
977 | self.assertEqual(["delta", "poll"], arguments) | |
978 | ||
979 | method, arguments = processor.method_arguments("prepare_trades") | |
980 | self.assertEqual(m.prepare_trades, method) | |
96959cea | 981 | self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only', 'available_balance_only'], arguments) |
c682bdf4 IB |
982 | |
983 | method, arguments = processor.method_arguments("prepare_orders") | |
984 | self.assertEqual(m.trades.prepare_orders, method) | |
985 | ||
986 | method, arguments = processor.method_arguments("move_balances") | |
987 | self.assertEqual(m.move_balances, method) | |
988 | ||
989 | method, arguments = processor.method_arguments("run_orders") | |
990 | self.assertEqual(m.trades.run_orders, method) | |
991 | ||
992 | method, arguments = processor.method_arguments("follow_orders") | |
993 | self.assertEqual(m.follow_orders, method) | |
994 | ||
995 | method, arguments = processor.method_arguments("close_trades") | |
996 | self.assertEqual(m.trades.close_trades, method) | |
997 | ||
ceb7fc4c IB |
998 | method, arguments = processor.method_arguments("print_tickers") |
999 | self.assertEqual(m.print_tickers, method) | |
1000 | ||
c682bdf4 IB |
1001 | def test_process_step(self): |
1002 | processor = market.Processor(self.m) | |
1003 | ||
1004 | with mock.patch.object(processor, "run_action") as run_action: | |
1005 | step = processor.scenarios["sell_needed"][1] | |
1006 | ||
1007 | processor.process_step("foo", step, {"foo":"bar"}) | |
1008 | ||
1009 | self.m.report.log_stage.assert_has_calls([ | |
1010 | mock.call("process_foo__1_sell_begin"), | |
1011 | mock.call("process_foo__1_sell_end"), | |
1012 | ]) | |
1013 | self.m.balances.fetch_balances.assert_has_calls([ | |
2b1ee8f4 IB |
1014 | mock.call(tag="process_foo__1_sell_begin", log_tickers=True), |
1015 | mock.call(tag="process_foo__1_sell_end", log_tickers=True), | |
c682bdf4 IB |
1016 | ]) |
1017 | ||
1018 | self.assertEqual(5, run_action.call_count) | |
1019 | ||
1020 | run_action.assert_has_calls([ | |
1021 | mock.call('prepare_trades', {}, {'foo': 'bar'}), | |
1022 | mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), | |
1023 | mock.call('run_orders', {}, {'foo': 'bar'}), | |
1024 | mock.call('follow_orders', {}, {'foo': 'bar'}), | |
1025 | mock.call('close_trades', {}, {'foo': 'bar'}), | |
1026 | ]) | |
1027 | ||
1028 | self.m.reset_mock() | |
1029 | with mock.patch.object(processor, "run_action") as run_action: | |
1030 | step = processor.scenarios["sell_needed"][0] | |
1031 | ||
1032 | processor.process_step("foo", step, {"foo":"bar"}) | |
1033 | self.m.balances.fetch_balances.assert_not_called() | |
1034 | ||
9b697863 IB |
1035 | self.m.reset_mock() |
1036 | with mock.patch.object(processor, "run_action") as run_action: | |
1037 | step = processor.scenarios["print_balances"][0] | |
1038 | ||
1039 | processor.process_step("foo", step, {"foo":"bar"}) | |
1040 | self.m.balances.fetch_balances.assert_called_once_with( | |
1041 | add_portfolio=True, log_tickers=True, | |
1042 | tag='process_foo__1_print_balances_begin') | |
1043 | ||
c682bdf4 IB |
1044 | def test_parse_args(self): |
1045 | processor = market.Processor(self.m) | |
1046 | ||
1047 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
1048 | method_mock = mock.Mock() | |
1049 | method_arguments.return_value = [ | |
1050 | method_mock, | |
1051 | ["foo2", "foo"] | |
1052 | ] | |
1053 | method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) | |
1054 | ||
1055 | self.assertEqual(method_mock, method) | |
1056 | self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) | |
1057 | ||
1058 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
1059 | method_mock = mock.Mock() | |
1060 | method_arguments.return_value = [ | |
1061 | method_mock, | |
1062 | ["repartition"] | |
1063 | ] | |
1064 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) | |
1065 | ||
1066 | self.assertEqual(1, len(args["repartition"])) | |
1067 | self.assertIn("BTC", args["repartition"]) | |
1068 | ||
1069 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
1070 | method_mock = mock.Mock() | |
1071 | method_arguments.return_value = [ | |
1072 | method_mock, | |
1073 | ["repartition", "base_currency"] | |
1074 | ] | |
1075 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) | |
1076 | ||
1077 | self.assertEqual(1, len(args["repartition"])) | |
1078 | self.assertIn("USDT", args["repartition"]) | |
1079 | ||
1080 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
1081 | method_mock = mock.Mock() | |
1082 | method_arguments.return_value = [ | |
1083 | method_mock, | |
1084 | ["repartition", "base_currency"] | |
1085 | ] | |
1086 | method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) | |
1087 | ||
1088 | self.assertEqual(1, len(args["repartition"])) | |
1089 | self.assertIn("ETH", args["repartition"]) | |
1090 | ||
1091 |