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Commit | Line | Data |
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c682bdf4 IB |
1 | from .helper import * |
2 | import portfolio | |
3 | import datetime | |
4 | ||
3080f31d | 5 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
c682bdf4 IB |
6 | class ComputationTest(WebMockTestCase): |
7 | def test_compute_value(self): | |
8 | compute = mock.Mock() | |
9 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
10 | compute.assert_called_with("foo", "ask") | |
11 | ||
12 | compute.reset_mock() | |
13 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
14 | compute.assert_called_with("foo", "bid") | |
15 | ||
16 | compute.reset_mock() | |
17 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
18 | compute.assert_called_with("foo", "ask") | |
19 | ||
20 | compute.reset_mock() | |
21 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
22 | compute.assert_called_with("foo", "bid") | |
23 | ||
24 | compute.reset_mock() | |
25 | portfolio.Computation.computations["test"] = compute | |
26 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
27 | compute.assert_called_with("foo", "bid") | |
28 | ||
3080f31d | 29 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
c682bdf4 IB |
30 | class TradeTest(WebMockTestCase): |
31 | ||
32 | def test_values_assertion(self): | |
33 | value_from = portfolio.Amount("BTC", "1.0") | |
34 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
35 | value_to = portfolio.Amount("BTC", "1.0") | |
36 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
37 | self.assertEqual("BTC", trade.base_currency) | |
38 | self.assertEqual("ETH", trade.currency) | |
39 | self.assertEqual(self.m, trade.market) | |
40 | ||
41 | with self.assertRaises(AssertionError): | |
42 | portfolio.Trade(value_from, -value_to, "ETH", self.m) | |
43 | with self.assertRaises(AssertionError): | |
44 | portfolio.Trade(value_from, value_to, "ETC", self.m) | |
45 | with self.assertRaises(AssertionError): | |
46 | value_from.currency = "ETH" | |
47 | portfolio.Trade(value_from, value_to, "ETH", self.m) | |
48 | value_from.currency = "BTC" | |
49 | with self.assertRaises(AssertionError): | |
50 | value_from2 = portfolio.Amount("BTC", "1.0") | |
51 | portfolio.Trade(value_from2, value_to, "ETH", self.m) | |
52 | ||
53 | value_from = portfolio.Amount("BTC", 0) | |
54 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
55 | self.assertEqual(0, trade.value_from.linked_to) | |
56 | ||
57 | def test_action(self): | |
58 | value_from = portfolio.Amount("BTC", "1.0") | |
59 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
60 | value_to = portfolio.Amount("BTC", "1.0") | |
61 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
62 | ||
63 | self.assertIsNone(trade.action) | |
64 | ||
65 | value_from = portfolio.Amount("BTC", "1.0") | |
66 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
67 | value_to = portfolio.Amount("BTC", "2.0") | |
68 | trade = portfolio.Trade(value_from, value_to, "BTC", self.m) | |
69 | ||
70 | self.assertIsNone(trade.action) | |
71 | ||
72 | value_from = portfolio.Amount("BTC", "0.5") | |
73 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
74 | value_to = portfolio.Amount("BTC", "1.0") | |
75 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
76 | ||
77 | self.assertEqual("acquire", trade.action) | |
78 | ||
79 | value_from = portfolio.Amount("BTC", "0") | |
80 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
81 | value_to = portfolio.Amount("BTC", "-1.0") | |
82 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
83 | ||
84 | self.assertEqual("acquire", trade.action) | |
85 | ||
86 | def test_order_action(self): | |
87 | value_from = portfolio.Amount("BTC", "0.5") | |
88 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
89 | value_to = portfolio.Amount("BTC", "1.0") | |
90 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
91 | ||
92 | trade.inverted = False | |
93 | self.assertEqual("buy", trade.order_action()) | |
94 | trade.inverted = True | |
95 | self.assertEqual("sell", trade.order_action()) | |
96 | ||
97 | value_from = portfolio.Amount("BTC", "0") | |
98 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
99 | value_to = portfolio.Amount("BTC", "-1.0") | |
100 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
101 | ||
102 | trade.inverted = False | |
103 | self.assertEqual("sell", trade.order_action()) | |
104 | trade.inverted = True | |
105 | self.assertEqual("buy", trade.order_action()) | |
106 | ||
107 | def test_trade_type(self): | |
108 | value_from = portfolio.Amount("BTC", "0.5") | |
109 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
110 | value_to = portfolio.Amount("BTC", "1.0") | |
111 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
112 | ||
113 | self.assertEqual("long", trade.trade_type) | |
114 | ||
115 | value_from = portfolio.Amount("BTC", "0") | |
116 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
117 | value_to = portfolio.Amount("BTC", "-1.0") | |
118 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
119 | ||
120 | self.assertEqual("short", trade.trade_type) | |
121 | ||
122 | def test_is_fullfiled(self): | |
123 | with self.subTest(inverted=False): | |
124 | value_from = portfolio.Amount("BTC", "0.5") | |
125 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
126 | value_to = portfolio.Amount("BTC", "1.0") | |
127 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
128 | ||
129 | order1 = mock.Mock() | |
130 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
131 | ||
132 | order2 = mock.Mock() | |
133 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
134 | trade.orders.append(order1) | |
135 | trade.orders.append(order2) | |
136 | ||
137 | self.assertFalse(trade.is_fullfiled) | |
138 | ||
139 | order3 = mock.Mock() | |
140 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
141 | trade.orders.append(order3) | |
142 | ||
143 | self.assertTrue(trade.is_fullfiled) | |
144 | ||
4ae84fb7 IB |
145 | order1.filled_amount.assert_called_with(in_base_currency=True, refetch=True) |
146 | order2.filled_amount.assert_called_with(in_base_currency=True, refetch=True) | |
147 | order3.filled_amount.assert_called_with(in_base_currency=True, refetch=True) | |
c682bdf4 IB |
148 | |
149 | with self.subTest(inverted=True): | |
150 | value_from = portfolio.Amount("BTC", "0.5") | |
151 | value_from.linked_to = portfolio.Amount("USDT", "1000.0") | |
152 | value_to = portfolio.Amount("BTC", "1.0") | |
153 | trade = portfolio.Trade(value_from, value_to, "USDT", self.m) | |
154 | trade.inverted = True | |
155 | ||
156 | order1 = mock.Mock() | |
157 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
158 | ||
159 | order2 = mock.Mock() | |
160 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
161 | trade.orders.append(order1) | |
162 | trade.orders.append(order2) | |
163 | ||
164 | self.assertFalse(trade.is_fullfiled) | |
165 | ||
166 | order3 = mock.Mock() | |
167 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
168 | trade.orders.append(order3) | |
169 | ||
170 | self.assertTrue(trade.is_fullfiled) | |
171 | ||
4ae84fb7 IB |
172 | order1.filled_amount.assert_called_with(in_base_currency=False, refetch=True) |
173 | order2.filled_amount.assert_called_with(in_base_currency=False, refetch=True) | |
174 | order3.filled_amount.assert_called_with(in_base_currency=False, refetch=True) | |
c682bdf4 IB |
175 | |
176 | ||
177 | def test_filled_amount(self): | |
178 | value_from = portfolio.Amount("BTC", "0.5") | |
179 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
180 | value_to = portfolio.Amount("BTC", "1.0") | |
181 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
182 | ||
183 | order1 = mock.Mock() | |
184 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") | |
185 | ||
186 | order2 = mock.Mock() | |
187 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") | |
188 | trade.orders.append(order1) | |
189 | trade.orders.append(order2) | |
190 | ||
191 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) | |
4ae84fb7 IB |
192 | order1.filled_amount.assert_called_with(in_base_currency=False, refetch=False) |
193 | order2.filled_amount.assert_called_with(in_base_currency=False, refetch=False) | |
c682bdf4 IB |
194 | |
195 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) | |
4ae84fb7 IB |
196 | order1.filled_amount.assert_called_with(in_base_currency=False, refetch=False) |
197 | order2.filled_amount.assert_called_with(in_base_currency=False, refetch=False) | |
c682bdf4 IB |
198 | |
199 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
4ae84fb7 IB |
200 | order1.filled_amount.assert_called_with(in_base_currency=True, refetch=False) |
201 | order2.filled_amount.assert_called_with(in_base_currency=True, refetch=False) | |
c682bdf4 IB |
202 | |
203 | @mock.patch.object(portfolio.Computation, "compute_value") | |
204 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
205 | @mock.patch.object(portfolio, "Order") | |
206 | def test_prepare_order(self, Order, filled_amount, compute_value): | |
207 | Order.return_value = "Order" | |
208 | ||
209 | with self.subTest(desc="Nothing to do"): | |
210 | value_from = portfolio.Amount("BTC", "10") | |
211 | value_from.rate = D("0.1") | |
212 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
213 | value_to = portfolio.Amount("BTC", "10") | |
214 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
215 | ||
216 | trade.prepare_order() | |
217 | ||
218 | filled_amount.assert_not_called() | |
219 | compute_value.assert_not_called() | |
220 | self.assertEqual(0, len(trade.orders)) | |
221 | Order.assert_not_called() | |
222 | ||
18de421e IB |
223 | self.m.get_ticker.return_value = None |
224 | with self.subTest(desc="Unknown ticker"): | |
225 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
226 | compute_value.return_value = D("0.125") | |
227 | ||
228 | value_from = portfolio.Amount("BTC", "1") | |
229 | value_from.rate = D("0.1") | |
230 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
231 | value_to = portfolio.Amount("BTC", "10") | |
232 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
233 | ||
234 | trade.prepare_order() | |
235 | ||
236 | filled_amount.assert_not_called() | |
237 | compute_value.assert_not_called() | |
238 | self.assertEqual(0, len(trade.orders)) | |
239 | Order.assert_not_called() | |
240 | self.m.report.log_error.assert_called_once_with('prepare_order', | |
241 | message='Unknown ticker FOO/BTC') | |
242 | ||
c682bdf4 IB |
243 | self.m.get_ticker.return_value = { "inverted": False } |
244 | with self.subTest(desc="Already filled"): | |
245 | filled_amount.return_value = portfolio.Amount("FOO", "100") | |
246 | compute_value.return_value = D("0.125") | |
247 | ||
248 | value_from = portfolio.Amount("BTC", "10") | |
249 | value_from.rate = D("0.1") | |
250 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
251 | value_to = portfolio.Amount("BTC", "0") | |
252 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
253 | ||
254 | trade.prepare_order() | |
255 | ||
256 | filled_amount.assert_called_with(in_base_currency=False) | |
257 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
258 | self.assertEqual(0, len(trade.orders)) | |
259 | self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) | |
260 | Order.assert_not_called() | |
261 | ||
262 | with self.subTest(action="dispose", inverted=False): | |
263 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
264 | compute_value.return_value = D("0.125") | |
265 | ||
266 | value_from = portfolio.Amount("BTC", "10") | |
267 | value_from.rate = D("0.1") | |
268 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
269 | value_to = portfolio.Amount("BTC", "1") | |
270 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
271 | ||
272 | trade.prepare_order() | |
273 | ||
274 | filled_amount.assert_called_with(in_base_currency=False) | |
275 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
276 | self.assertEqual(1, len(trade.orders)) | |
277 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
278 | D("0.125"), "BTC", "long", self.m, | |
279 | trade, close_if_possible=False) | |
280 | ||
281 | with self.subTest(action="dispose", inverted=False, close_if_possible=True): | |
282 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
283 | compute_value.return_value = D("0.125") | |
284 | ||
285 | value_from = portfolio.Amount("BTC", "10") | |
286 | value_from.rate = D("0.1") | |
287 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
288 | value_to = portfolio.Amount("BTC", "1") | |
289 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
290 | ||
291 | trade.prepare_order(close_if_possible=True) | |
292 | ||
293 | filled_amount.assert_called_with(in_base_currency=False) | |
294 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
295 | self.assertEqual(1, len(trade.orders)) | |
296 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
297 | D("0.125"), "BTC", "long", self.m, | |
298 | trade, close_if_possible=True) | |
299 | ||
300 | with self.subTest(action="acquire", inverted=False): | |
301 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
302 | compute_value.return_value = D("0.125") | |
303 | ||
304 | value_from = portfolio.Amount("BTC", "1") | |
305 | value_from.rate = D("0.1") | |
306 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
307 | value_to = portfolio.Amount("BTC", "10") | |
308 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
309 | ||
310 | trade.prepare_order() | |
311 | ||
312 | filled_amount.assert_called_with(in_base_currency=True) | |
313 | compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") | |
314 | self.assertEqual(1, len(trade.orders)) | |
315 | ||
316 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
317 | D("0.125"), "BTC", "long", self.m, | |
318 | trade, close_if_possible=False) | |
319 | ||
320 | with self.subTest(close_if_possible=True): | |
321 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
322 | compute_value.return_value = D("0.125") | |
323 | ||
324 | value_from = portfolio.Amount("BTC", "10") | |
325 | value_from.rate = D("0.1") | |
326 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
327 | value_to = portfolio.Amount("BTC", "0") | |
328 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
329 | ||
330 | trade.prepare_order() | |
331 | ||
332 | filled_amount.assert_called_with(in_base_currency=False) | |
333 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
334 | self.assertEqual(1, len(trade.orders)) | |
335 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
336 | D("0.125"), "BTC", "long", self.m, | |
337 | trade, close_if_possible=True) | |
338 | ||
339 | self.m.get_ticker.return_value = { "inverted": True, "original": {} } | |
340 | with self.subTest(action="dispose", inverted=True): | |
341 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
342 | compute_value.return_value = D("125") | |
343 | ||
344 | value_from = portfolio.Amount("BTC", "10") | |
345 | value_from.rate = D("0.01") | |
346 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
347 | value_to = portfolio.Amount("BTC", "1") | |
348 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
349 | ||
350 | trade.prepare_order(compute_value="foo") | |
351 | ||
352 | filled_amount.assert_called_with(in_base_currency=True) | |
353 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") | |
354 | self.assertEqual(1, len(trade.orders)) | |
355 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
356 | D("125"), "FOO", "long", self.m, | |
357 | trade, close_if_possible=False) | |
358 | ||
359 | with self.subTest(action="acquire", inverted=True): | |
360 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
361 | compute_value.return_value = D("125") | |
362 | ||
363 | value_from = portfolio.Amount("BTC", "1") | |
364 | value_from.rate = D("0.01") | |
365 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
366 | value_to = portfolio.Amount("BTC", "10") | |
367 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
368 | ||
369 | trade.prepare_order(compute_value="foo") | |
370 | ||
371 | filled_amount.assert_called_with(in_base_currency=False) | |
372 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") | |
373 | self.assertEqual(1, len(trade.orders)) | |
374 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
375 | D("125"), "FOO", "long", self.m, | |
376 | trade, close_if_possible=False) | |
377 | ||
378 | def test_tick_actions_recreate(self): | |
379 | value_from = portfolio.Amount("BTC", "0.5") | |
380 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
381 | value_to = portfolio.Amount("BTC", "1.0") | |
382 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
383 | ||
384 | self.assertEqual("average", trade.tick_actions_recreate(0)) | |
385 | self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo")) | |
386 | self.assertEqual("average", trade.tick_actions_recreate(1)) | |
387 | self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2)) | |
388 | self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3)) | |
389 | self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5)) | |
390 | self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6)) | |
391 | self.assertEqual("default", trade.tick_actions_recreate(7)) | |
392 | self.assertEqual("default", trade.tick_actions_recreate(8)) | |
393 | ||
394 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
395 | def test_update_order(self, prepare_order): | |
396 | order_mock = mock.Mock() | |
397 | new_order_mock = mock.Mock() | |
398 | ||
399 | value_from = portfolio.Amount("BTC", "0.5") | |
400 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
401 | value_to = portfolio.Amount("BTC", "1.0") | |
402 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
403 | prepare_order.return_value = new_order_mock | |
404 | ||
405 | for i in [0, 1, 3, 4, 6]: | |
406 | with self.subTest(tick=i): | |
407 | trade.update_order(order_mock, i) | |
408 | order_mock.cancel.assert_not_called() | |
409 | new_order_mock.run.assert_not_called() | |
410 | self.m.report.log_order.assert_called_once_with(order_mock, i, | |
411 | update="waiting", compute_value=None, new_order=None) | |
412 | ||
413 | order_mock.reset_mock() | |
414 | new_order_mock.reset_mock() | |
415 | trade.orders = [] | |
416 | self.m.report.log_order.reset_mock() | |
417 | ||
418 | trade.update_order(order_mock, 2) | |
419 | order_mock.cancel.assert_called() | |
420 | new_order_mock.run.assert_called() | |
421 | prepare_order.assert_called() | |
422 | self.m.report.log_order.assert_called() | |
423 | self.assertEqual(2, self.m.report.log_order.call_count) | |
424 | calls = [ | |
425 | mock.call(order_mock, 2, update="adjusting", | |
426 | compute_value=mock.ANY, | |
427 | new_order=new_order_mock), | |
428 | mock.call(order_mock, 2, new_order=new_order_mock), | |
429 | ] | |
430 | self.m.report.log_order.assert_has_calls(calls) | |
431 | ||
432 | order_mock.reset_mock() | |
433 | new_order_mock.reset_mock() | |
434 | trade.orders = [] | |
435 | self.m.report.log_order.reset_mock() | |
436 | ||
437 | trade.update_order(order_mock, 5) | |
438 | order_mock.cancel.assert_called() | |
439 | new_order_mock.run.assert_called() | |
440 | prepare_order.assert_called() | |
441 | self.assertEqual(2, self.m.report.log_order.call_count) | |
442 | self.m.report.log_order.assert_called() | |
443 | calls = [ | |
444 | mock.call(order_mock, 5, update="adjusting", | |
445 | compute_value=mock.ANY, | |
446 | new_order=new_order_mock), | |
447 | mock.call(order_mock, 5, new_order=new_order_mock), | |
448 | ] | |
449 | self.m.report.log_order.assert_has_calls(calls) | |
450 | ||
451 | order_mock.reset_mock() | |
452 | new_order_mock.reset_mock() | |
453 | trade.orders = [] | |
454 | self.m.report.log_order.reset_mock() | |
455 | ||
456 | trade.update_order(order_mock, 7) | |
457 | order_mock.cancel.assert_called() | |
458 | new_order_mock.run.assert_called() | |
459 | prepare_order.assert_called_with(compute_value="default") | |
460 | self.m.report.log_order.assert_called() | |
461 | self.assertEqual(2, self.m.report.log_order.call_count) | |
462 | calls = [ | |
463 | mock.call(order_mock, 7, update="market_fallback", | |
464 | compute_value='default', | |
465 | new_order=new_order_mock), | |
466 | mock.call(order_mock, 7, new_order=new_order_mock), | |
467 | ] | |
468 | self.m.report.log_order.assert_has_calls(calls) | |
469 | ||
470 | order_mock.reset_mock() | |
471 | new_order_mock.reset_mock() | |
472 | trade.orders = [] | |
473 | self.m.report.log_order.reset_mock() | |
474 | ||
475 | for i in [10, 13, 16]: | |
476 | with self.subTest(tick=i): | |
477 | trade.update_order(order_mock, i) | |
478 | order_mock.cancel.assert_called() | |
479 | new_order_mock.run.assert_called() | |
480 | prepare_order.assert_called_with(compute_value="default") | |
481 | self.m.report.log_order.assert_called() | |
482 | self.assertEqual(2, self.m.report.log_order.call_count) | |
483 | calls = [ | |
484 | mock.call(order_mock, i, update="market_adjust", | |
485 | compute_value='default', | |
486 | new_order=new_order_mock), | |
487 | mock.call(order_mock, i, new_order=new_order_mock), | |
488 | ] | |
489 | self.m.report.log_order.assert_has_calls(calls) | |
490 | ||
491 | order_mock.reset_mock() | |
492 | new_order_mock.reset_mock() | |
493 | trade.orders = [] | |
494 | self.m.report.log_order.reset_mock() | |
495 | ||
496 | for i in [8, 9, 11, 12]: | |
497 | with self.subTest(tick=i): | |
498 | trade.update_order(order_mock, i) | |
499 | order_mock.cancel.assert_not_called() | |
500 | new_order_mock.run.assert_not_called() | |
501 | self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", | |
502 | compute_value=None, new_order=None) | |
503 | ||
504 | order_mock.reset_mock() | |
505 | new_order_mock.reset_mock() | |
506 | trade.orders = [] | |
507 | self.m.report.log_order.reset_mock() | |
508 | ||
509 | ||
510 | def test_print_with_order(self): | |
511 | value_from = portfolio.Amount("BTC", "0.5") | |
512 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
513 | value_to = portfolio.Amount("BTC", "1.0") | |
514 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
515 | ||
516 | order_mock1 = mock.Mock() | |
517 | order_mock1.__repr__ = mock.Mock() | |
518 | order_mock1.__repr__.return_value = "Mock 1" | |
519 | order_mock2 = mock.Mock() | |
520 | order_mock2.__repr__ = mock.Mock() | |
521 | order_mock2.__repr__.return_value = "Mock 2" | |
522 | order_mock1.mouvements = [] | |
523 | mouvement_mock1 = mock.Mock() | |
524 | mouvement_mock1.__repr__ = mock.Mock() | |
525 | mouvement_mock1.__repr__.return_value = "Mouvement 1" | |
526 | mouvement_mock2 = mock.Mock() | |
527 | mouvement_mock2.__repr__ = mock.Mock() | |
528 | mouvement_mock2.__repr__.return_value = "Mouvement 2" | |
529 | order_mock2.mouvements = [ | |
530 | mouvement_mock1, mouvement_mock2 | |
531 | ] | |
532 | trade.orders.append(order_mock1) | |
533 | trade.orders.append(order_mock2) | |
534 | ||
535 | with mock.patch.object(trade, "filled_amount") as filled: | |
536 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
537 | ||
538 | trade.print_with_order() | |
539 | ||
540 | self.m.report.print_log.assert_called() | |
541 | calls = self.m.report.print_log.mock_calls | |
542 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) | |
543 | self.assertEqual("\tMock 1", str(calls[1][1][0])) | |
544 | self.assertEqual("\tMock 2", str(calls[2][1][0])) | |
545 | self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) | |
546 | self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) | |
547 | ||
548 | self.m.report.print_log.reset_mock() | |
549 | ||
550 | filled.return_value = portfolio.Amount("BTC", "0.5") | |
551 | trade.print_with_order() | |
552 | calls = self.m.report.print_log.mock_calls | |
553 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0])) | |
554 | ||
555 | self.m.report.print_log.reset_mock() | |
556 | ||
557 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
558 | trade.closed = True | |
559 | trade.print_with_order() | |
560 | calls = self.m.report.print_log.mock_calls | |
561 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) | |
562 | ||
563 | def test_close(self): | |
564 | value_from = portfolio.Amount("BTC", "0.5") | |
565 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
566 | value_to = portfolio.Amount("BTC", "1.0") | |
567 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
568 | order1 = mock.Mock() | |
569 | trade.orders.append(order1) | |
570 | ||
571 | trade.close() | |
572 | ||
573 | self.assertEqual(True, trade.closed) | |
574 | order1.cancel.assert_called_once_with() | |
575 | ||
576 | def test_pending(self): | |
577 | value_from = portfolio.Amount("BTC", "0.5") | |
578 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
579 | value_to = portfolio.Amount("BTC", "1.0") | |
580 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
581 | ||
582 | trade.closed = True | |
583 | self.assertEqual(False, trade.pending) | |
584 | ||
585 | trade.closed = False | |
586 | self.assertEqual(True, trade.pending) | |
587 | ||
588 | order1 = mock.Mock() | |
589 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") | |
590 | trade.orders.append(order1) | |
591 | self.assertEqual(False, trade.pending) | |
592 | ||
593 | def test__repr(self): | |
594 | value_from = portfolio.Amount("BTC", "0.5") | |
595 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
596 | value_to = portfolio.Amount("BTC", "1.0") | |
597 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
598 | ||
599 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
600 | ||
601 | def test_as_json(self): | |
602 | value_from = portfolio.Amount("BTC", "0.5") | |
603 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
604 | value_to = portfolio.Amount("BTC", "1.0") | |
605 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
606 | ||
607 | as_json = trade.as_json() | |
608 | self.assertEqual("acquire", as_json["action"]) | |
609 | self.assertEqual(D("0.5"), as_json["from"]) | |
610 | self.assertEqual(D("1.0"), as_json["to"]) | |
611 | self.assertEqual("ETH", as_json["currency"]) | |
612 | self.assertEqual("BTC", as_json["base_currency"]) | |
613 | ||
3080f31d | 614 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
c682bdf4 IB |
615 | class BalanceTest(WebMockTestCase): |
616 | def test_values(self): | |
617 | balance = portfolio.Balance("BTC", { | |
618 | "exchange_total": "0.65", | |
619 | "exchange_free": "0.35", | |
620 | "exchange_used": "0.30", | |
621 | "margin_total": "-10", | |
622 | "margin_borrowed": "10", | |
623 | "margin_available": "0", | |
624 | "margin_in_position": "0", | |
625 | "margin_position_type": "short", | |
626 | "margin_borrowed_base_currency": "USDT", | |
627 | "margin_liquidation_price": "1.20", | |
628 | "margin_pending_gain": "10", | |
629 | "margin_lending_fees": "0.4", | |
630 | "margin_borrowed_base_price": "0.15", | |
631 | }) | |
632 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
633 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
634 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
635 | self.assertEqual("BTC", balance.exchange_total.currency) | |
636 | self.assertEqual("BTC", balance.exchange_free.currency) | |
637 | self.assertEqual("BTC", balance.exchange_total.currency) | |
638 | ||
639 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
640 | self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) | |
641 | self.assertEqual(portfolio.D("0"), balance.margin_available.value) | |
642 | self.assertEqual("BTC", balance.margin_total.currency) | |
643 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
644 | self.assertEqual("BTC", balance.margin_available.currency) | |
645 | ||
646 | self.assertEqual("BTC", balance.currency) | |
647 | ||
648 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) | |
649 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
650 | ||
651 | def test__repr(self): | |
652 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
653 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
654 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
655 | "exchange_used": 1, "exchange_free": 2 }) | |
656 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
657 | ||
658 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) | |
659 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
660 | ||
661 | balance = portfolio.Balance("BTX", { "margin_total": 3, | |
662 | "margin_in_position": 1, "margin_available": 2 }) | |
663 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
664 | ||
665 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) | |
666 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | |
667 | ||
668 | balance = portfolio.Balance("BTX", { "margin_total": -3, | |
669 | "margin_borrowed_base_price": D("0.1"), | |
670 | "margin_borrowed_base_currency": "BTC", | |
671 | "margin_lending_fees": D("0.002") }) | |
672 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
673 | ||
674 | balance = portfolio.Balance("BTX", { "margin_total": 1, | |
675 | "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) | |
676 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
677 | ||
678 | def test_as_json(self): | |
679 | balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) | |
680 | as_json = balance.as_json() | |
681 | self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) | |
682 | self.assertEqual(D(0), as_json["total"]) | |
683 | self.assertEqual(D(2), as_json["exchange_total"]) | |
684 | self.assertEqual(D(2), as_json["exchange_free"]) | |
685 | self.assertEqual(D(0), as_json["exchange_used"]) | |
686 | self.assertEqual(D(0), as_json["margin_total"]) | |
687 | self.assertEqual(D(0), as_json["margin_available"]) | |
688 | self.assertEqual(D(0), as_json["margin_borrowed"]) | |
689 | ||
3080f31d | 690 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
c682bdf4 IB |
691 | class OrderTest(WebMockTestCase): |
692 | def test_values(self): | |
693 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
694 | D("0.1"), "BTC", "long", "market", "trade") | |
695 | self.assertEqual("buy", order.action) | |
696 | self.assertEqual(10, order.amount.value) | |
697 | self.assertEqual("ETH", order.amount.currency) | |
698 | self.assertEqual(D("0.1"), order.rate) | |
699 | self.assertEqual("BTC", order.base_currency) | |
700 | self.assertEqual("market", order.market) | |
701 | self.assertEqual("long", order.trade_type) | |
702 | self.assertEqual("pending", order.status) | |
703 | self.assertEqual("trade", order.trade) | |
704 | self.assertIsNone(order.id) | |
705 | self.assertFalse(order.close_if_possible) | |
706 | ||
707 | def test__repr(self): | |
708 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
709 | D("0.1"), "BTC", "long", "market", "trade") | |
710 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
711 | ||
712 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
713 | D("0.1"), "BTC", "long", "market", "trade", | |
714 | close_if_possible=True) | |
715 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
716 | ||
717 | def test_as_json(self): | |
718 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
719 | D("0.1"), "BTC", "long", "market", "trade") | |
720 | mouvement_mock1 = mock.Mock() | |
721 | mouvement_mock1.as_json.return_value = 1 | |
722 | mouvement_mock2 = mock.Mock() | |
723 | mouvement_mock2.as_json.return_value = 2 | |
724 | ||
725 | order.mouvements = [mouvement_mock1, mouvement_mock2] | |
726 | as_json = order.as_json() | |
727 | self.assertEqual("buy", as_json["action"]) | |
728 | self.assertEqual("long", as_json["trade_type"]) | |
729 | self.assertEqual(10, as_json["amount"]) | |
730 | self.assertEqual("ETH", as_json["currency"]) | |
731 | self.assertEqual("BTC", as_json["base_currency"]) | |
732 | self.assertEqual(D("0.1"), as_json["rate"]) | |
733 | self.assertEqual("pending", as_json["status"]) | |
734 | self.assertEqual(False, as_json["close_if_possible"]) | |
735 | self.assertIsNone(as_json["id"]) | |
736 | self.assertEqual([1, 2], as_json["mouvements"]) | |
737 | ||
738 | def test_account(self): | |
739 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
740 | D("0.1"), "BTC", "long", "market", "trade") | |
741 | self.assertEqual("exchange", order.account) | |
742 | ||
743 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
744 | D("0.1"), "BTC", "short", "market", "trade") | |
745 | self.assertEqual("margin", order.account) | |
746 | ||
747 | def test_pending(self): | |
748 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
749 | D("0.1"), "BTC", "long", "market", "trade") | |
750 | self.assertTrue(order.pending) | |
751 | order.status = "open" | |
752 | self.assertFalse(order.pending) | |
753 | ||
754 | def test_open(self): | |
755 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
756 | D("0.1"), "BTC", "long", "market", "trade") | |
757 | self.assertFalse(order.open) | |
758 | order.status = "open" | |
759 | self.assertTrue(order.open) | |
760 | ||
761 | def test_finished(self): | |
762 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
763 | D("0.1"), "BTC", "long", "market", "trade") | |
764 | self.assertFalse(order.finished) | |
765 | order.status = "closed" | |
766 | self.assertTrue(order.finished) | |
767 | order.status = "canceled" | |
768 | self.assertTrue(order.finished) | |
769 | order.status = "error" | |
770 | self.assertTrue(order.finished) | |
771 | ||
772 | @mock.patch.object(portfolio.Order, "fetch") | |
773 | def test_cancel(self, fetch): | |
774 | with self.subTest(debug=True): | |
775 | self.m.debug = True | |
776 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
777 | D("0.1"), "BTC", "long", self.m, "trade") | |
778 | order.status = "open" | |
779 | ||
780 | order.cancel() | |
781 | self.m.ccxt.cancel_order.assert_not_called() | |
782 | self.m.report.log_debug_action.assert_called_once() | |
783 | self.m.report.log_debug_action.reset_mock() | |
784 | self.assertEqual("canceled", order.status) | |
785 | ||
786 | with self.subTest(desc="Nominal case"): | |
787 | self.m.debug = False | |
788 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
789 | D("0.1"), "BTC", "long", self.m, "trade") | |
790 | order.status = "open" | |
791 | order.id = 42 | |
792 | ||
793 | order.cancel() | |
794 | self.m.ccxt.cancel_order.assert_called_with(42) | |
795 | fetch.assert_called_once_with() | |
796 | self.m.report.log_debug_action.assert_not_called() | |
797 | ||
798 | with self.subTest(exception=True): | |
799 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
800 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
801 | D("0.1"), "BTC", "long", self.m, "trade") | |
802 | order.status = "open" | |
803 | order.id = 42 | |
804 | order.cancel() | |
805 | self.m.ccxt.cancel_order.assert_called_with(42) | |
806 | self.m.report.log_error.assert_called_once() | |
807 | ||
808 | self.m.reset_mock() | |
809 | with self.subTest(id=None): | |
810 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
811 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
812 | D("0.1"), "BTC", "long", self.m, "trade") | |
813 | order.status = "open" | |
814 | order.cancel() | |
815 | self.m.ccxt.cancel_order.assert_not_called() | |
816 | ||
817 | self.m.reset_mock() | |
818 | with self.subTest(open=False): | |
819 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
820 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
821 | D("0.1"), "BTC", "long", self.m, "trade") | |
822 | order.status = "closed" | |
823 | order.cancel() | |
824 | self.m.ccxt.cancel_order.assert_not_called() | |
825 | ||
1902674c | 826 | def test_mark_dust_amount_remaining(self): |
c682bdf4 IB |
827 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
828 | D("0.1"), "BTC", "long", self.m, "trade") | |
1902674c IB |
829 | self.m.ccxt.is_dust_trade.return_value = False |
830 | order.mark_dust_amount_remaining_order() | |
831 | self.assertEqual("pending", order.status) | |
c682bdf4 | 832 | |
1902674c IB |
833 | self.m.ccxt.is_dust_trade.return_value = True |
834 | order.mark_dust_amount_remaining_order() | |
835 | self.assertEqual("closed_dust_remaining", order.status) | |
c682bdf4 IB |
836 | |
837 | @mock.patch.object(portfolio.Order, "fetch") | |
838 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
839 | def test_remaining_amount(self, filled_amount, fetch): | |
840 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
841 | D("0.1"), "BTC", "long", self.m, "trade") | |
842 | ||
843 | self.assertEqual(9, order.remaining_amount().value) | |
844 | ||
845 | order.status = "open" | |
846 | self.assertEqual(9, order.remaining_amount().value) | |
847 | ||
848 | @mock.patch.object(portfolio.Order, "fetch") | |
849 | def test_filled_amount(self, fetch): | |
850 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
851 | D("0.1"), "BTC", "long", self.m, "trade") | |
852 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
853 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
854 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
855 | "amount": "3", "total": "0.3" | |
856 | })) | |
857 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
858 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
859 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
860 | "amount": "2", "total": "0.4" | |
861 | })) | |
862 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
863 | fetch.assert_not_called() | |
864 | order.status = "open" | |
865 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
4ae84fb7 IB |
866 | fetch.assert_not_called() |
867 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False, refetch=True)) | |
c682bdf4 IB |
868 | fetch.assert_called_once() |
869 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
870 | ||
871 | def test_fetch_mouvements(self): | |
872 | self.m.ccxt.privatePostReturnOrderTrades.return_value = [ | |
873 | { | |
874 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
875 | "date": "2017-12-30 13:00:12", "rate": "0.1", | |
876 | "amount": "3", "total": "0.3" | |
877 | }, | |
878 | { | |
879 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
880 | "date": "2017-12-30 12:00:12", "rate": "0.2", | |
881 | "amount": "2", "total": "0.4" | |
882 | } | |
883 | ] | |
884 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
885 | D("0.1"), "BTC", "long", self.m, "trade") | |
886 | order.id = 12 | |
887 | order.mouvements = ["Foo", "Bar", "Baz"] | |
888 | ||
889 | order.fetch_mouvements() | |
890 | ||
891 | self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) | |
892 | self.assertEqual(2, len(order.mouvements)) | |
893 | self.assertEqual(43, order.mouvements[0].id) | |
894 | self.assertEqual(42, order.mouvements[1].id) | |
895 | ||
896 | self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError | |
897 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
898 | D("0.1"), "BTC", "long", self.m, "trade") | |
899 | order.fetch_mouvements() | |
900 | self.assertEqual(0, len(order.mouvements)) | |
901 | ||
902 | def test_mark_finished_order(self): | |
903 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
904 | D("0.1"), "BTC", "short", self.m, "trade", | |
905 | close_if_possible=True) | |
906 | order.status = "closed" | |
907 | self.m.debug = False | |
908 | ||
909 | order.mark_finished_order() | |
910 | self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") | |
911 | self.m.ccxt.close_margin_position.reset_mock() | |
912 | ||
913 | order.status = "open" | |
914 | order.mark_finished_order() | |
915 | self.m.ccxt.close_margin_position.assert_not_called() | |
916 | ||
917 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
918 | D("0.1"), "BTC", "short", self.m, "trade", | |
919 | close_if_possible=False) | |
920 | order.status = "closed" | |
921 | order.mark_finished_order() | |
922 | self.m.ccxt.close_margin_position.assert_not_called() | |
923 | ||
924 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
925 | D("0.1"), "BTC", "short", self.m, "trade", | |
926 | close_if_possible=True) | |
927 | order.status = "closed" | |
928 | order.mark_finished_order() | |
929 | self.m.ccxt.close_margin_position.assert_not_called() | |
930 | ||
931 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
932 | D("0.1"), "BTC", "long", self.m, "trade", | |
933 | close_if_possible=True) | |
934 | order.status = "closed" | |
935 | order.mark_finished_order() | |
936 | self.m.ccxt.close_margin_position.assert_not_called() | |
937 | ||
938 | self.m.debug = True | |
939 | ||
940 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
941 | D("0.1"), "BTC", "short", self.m, "trade", | |
942 | close_if_possible=True) | |
943 | order.status = "closed" | |
944 | ||
945 | order.mark_finished_order() | |
946 | self.m.ccxt.close_margin_position.assert_not_called() | |
947 | self.m.report.log_debug_action.assert_called_once() | |
948 | ||
949 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
950 | @mock.patch.object(portfolio.Order, "mark_disappeared_order") | |
951 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
952 | def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements): | |
953 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
954 | D("0.1"), "BTC", "long", self.m, "trade") | |
955 | order.id = 45 | |
956 | with self.subTest(debug=True): | |
957 | self.m.debug = True | |
958 | order.fetch() | |
959 | self.m.report.log_debug_action.assert_called_once() | |
960 | self.m.report.log_debug_action.reset_mock() | |
961 | self.m.ccxt.fetch_order.assert_not_called() | |
962 | mark_finished_order.assert_not_called() | |
963 | mark_disappeared_order.assert_not_called() | |
964 | fetch_mouvements.assert_not_called() | |
965 | ||
966 | with self.subTest(debug=False): | |
967 | self.m.debug = False | |
968 | self.m.ccxt.fetch_order.return_value = { | |
969 | "status": "foo", | |
970 | "datetime": "timestamp" | |
971 | } | |
1902674c | 972 | self.m.ccxt.is_dust_trade.return_value = False |
c682bdf4 IB |
973 | order.fetch() |
974 | ||
975 | self.m.ccxt.fetch_order.assert_called_once_with(45) | |
976 | fetch_mouvements.assert_called_once() | |
977 | self.assertEqual("foo", order.status) | |
978 | self.assertEqual("timestamp", order.timestamp) | |
979 | self.assertEqual(1, len(order.results)) | |
980 | self.m.report.log_debug_action.assert_not_called() | |
981 | mark_finished_order.assert_called_once() | |
982 | mark_disappeared_order.assert_called_once() | |
983 | ||
984 | mark_finished_order.reset_mock() | |
985 | with self.subTest(missing_order=True): | |
986 | self.m.ccxt.fetch_order.side_effect = [ | |
987 | portfolio.OrderNotCached, | |
988 | ] | |
989 | order.fetch() | |
990 | self.assertEqual("closed_unknown", order.status) | |
991 | mark_finished_order.assert_called_once() | |
992 | ||
993 | def test_mark_disappeared_order(self): | |
994 | with self.subTest("Open order"): | |
995 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
996 | D("0.1"), "BTC", "long", self.m, "trade") | |
997 | order.id = 45 | |
998 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
999 | "tradeID":21336541, | |
1000 | "currencyPair":"BTC_XRP", | |
1001 | "type":"sell", | |
1002 | "rate":"0.00007013", | |
1003 | "amount":"0.00000222", | |
1004 | "total":"0.00000000", | |
1005 | "fee":"0.00150000", | |
1006 | "date":"2018-04-02 00:09:13" | |
1007 | })) | |
1008 | order.mark_disappeared_order() | |
1009 | self.assertEqual("pending", order.status) | |
1010 | ||
1011 | with self.subTest("Non-zero amount"): | |
1012 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1013 | D("0.1"), "BTC", "long", self.m, "trade") | |
1014 | order.id = 45 | |
1015 | order.status = "closed" | |
1016 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
1017 | "tradeID":21336541, | |
1018 | "currencyPair":"BTC_XRP", | |
1019 | "type":"sell", | |
1020 | "rate":"0.00007013", | |
1021 | "amount":"0.00000222", | |
1022 | "total":"0.00000010", | |
1023 | "fee":"0.00150000", | |
1024 | "date":"2018-04-02 00:09:13" | |
1025 | })) | |
1026 | order.mark_disappeared_order() | |
1027 | self.assertEqual("closed", order.status) | |
1028 | ||
1029 | with self.subTest("Other mouvements"): | |
1030 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1031 | D("0.1"), "BTC", "long", self.m, "trade") | |
1032 | order.id = 45 | |
1033 | order.status = "closed" | |
1034 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
1035 | "tradeID":21336541, | |
1036 | "currencyPair":"BTC_XRP", | |
1037 | "type":"sell", | |
1038 | "rate":"0.00007013", | |
1039 | "amount":"0.00000222", | |
1040 | "total":"0.00000001", | |
1041 | "fee":"0.00150000", | |
1042 | "date":"2018-04-02 00:09:13" | |
1043 | })) | |
1044 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
1045 | "tradeID":21336541, | |
1046 | "currencyPair":"BTC_XRP", | |
1047 | "type":"sell", | |
1048 | "rate":"0.00007013", | |
1049 | "amount":"0.00000222", | |
1050 | "total":"0.00000000", | |
1051 | "fee":"0.00150000", | |
1052 | "date":"2018-04-02 00:09:13" | |
1053 | })) | |
1054 | order.mark_disappeared_order() | |
1055 | self.assertEqual("error_disappeared", order.status) | |
1056 | ||
1057 | with self.subTest("Order disappeared"): | |
1058 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1059 | D("0.1"), "BTC", "long", self.m, "trade") | |
1060 | order.id = 45 | |
1061 | order.status = "closed" | |
1062 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
1063 | "tradeID":21336541, | |
1064 | "currencyPair":"BTC_XRP", | |
1065 | "type":"sell", | |
1066 | "rate":"0.00007013", | |
1067 | "amount":"0.00000222", | |
1068 | "total":"0.00000000", | |
1069 | "fee":"0.00150000", | |
1070 | "date":"2018-04-02 00:09:13" | |
1071 | })) | |
1072 | order.mark_disappeared_order() | |
1073 | self.assertEqual("error_disappeared", order.status) | |
1074 | ||
1075 | @mock.patch.object(portfolio.Order, "fetch") | |
1076 | def test_get_status(self, fetch): | |
1077 | with self.subTest(debug=True): | |
1078 | self.m.debug = True | |
1079 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1080 | D("0.1"), "BTC", "long", self.m, "trade") | |
1081 | self.assertEqual("pending", order.get_status()) | |
1082 | fetch.assert_not_called() | |
1083 | self.m.report.log_debug_action.assert_called_once() | |
1084 | ||
1085 | with self.subTest(debug=False, finished=False): | |
1086 | self.m.debug = False | |
1087 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1088 | D("0.1"), "BTC", "long", self.m, "trade") | |
1089 | def _fetch(order): | |
1090 | def update_status(): | |
1091 | order.status = "open" | |
1092 | return update_status | |
1093 | fetch.side_effect = _fetch(order) | |
1094 | self.assertEqual("open", order.get_status()) | |
1095 | fetch.assert_called_once() | |
1096 | ||
1097 | fetch.reset_mock() | |
1098 | with self.subTest(debug=False, finished=True): | |
1099 | self.m.debug = False | |
1100 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1101 | D("0.1"), "BTC", "long", self.m, "trade") | |
1102 | def _fetch(order): | |
1103 | def update_status(): | |
1104 | order.status = "closed" | |
1105 | return update_status | |
1106 | fetch.side_effect = _fetch(order) | |
1107 | self.assertEqual("closed", order.get_status()) | |
1108 | fetch.assert_called_once() | |
1109 | ||
1110 | def test_run(self): | |
1111 | self.m.ccxt.order_precision.return_value = 4 | |
1112 | with self.subTest(debug=True): | |
1113 | self.m.debug = True | |
1114 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1115 | D("0.1"), "BTC", "long", self.m, "trade") | |
1116 | order.run() | |
1117 | self.m.ccxt.create_order.assert_not_called() | |
1118 | self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") | |
1119 | self.assertEqual("open", order.status) | |
1120 | self.assertEqual(1, len(order.results)) | |
1121 | self.assertEqual(-1, order.id) | |
1122 | ||
1123 | self.m.ccxt.create_order.reset_mock() | |
1124 | with self.subTest(debug=False): | |
1125 | self.m.debug = False | |
1126 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1127 | D("0.1"), "BTC", "long", self.m, "trade") | |
1128 | self.m.ccxt.create_order.return_value = { "id": 123 } | |
1129 | order.run() | |
1130 | self.m.ccxt.create_order.assert_called_once() | |
1131 | self.assertEqual(1, len(order.results)) | |
1132 | self.assertEqual("open", order.status) | |
1133 | ||
1134 | self.m.ccxt.create_order.reset_mock() | |
1135 | with self.subTest(exception=True): | |
1136 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1137 | D("0.1"), "BTC", "long", self.m, "trade") | |
1138 | self.m.ccxt.create_order.side_effect = Exception("bouh") | |
1139 | order.run() | |
1140 | self.m.ccxt.create_order.assert_called_once() | |
1141 | self.assertEqual(0, len(order.results)) | |
1142 | self.assertEqual("error", order.status) | |
1143 | self.m.report.log_error.assert_called_once() | |
1144 | ||
1145 | self.m.ccxt.create_order.reset_mock() | |
1146 | with self.subTest(dust_amount_exception=True),\ | |
1147 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
1148 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
1149 | D("0.1"), "BTC", "long", self.m, "trade") | |
1150 | self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder | |
1151 | order.run() | |
1152 | self.m.ccxt.create_order.assert_called_once() | |
1153 | self.assertEqual(0, len(order.results)) | |
1154 | self.assertEqual("closed", order.status) | |
1155 | mark_finished_order.assert_called_once() | |
1156 | ||
1157 | self.m.ccxt.order_precision.return_value = 8 | |
1158 | self.m.ccxt.create_order.reset_mock() | |
1159 | with self.subTest(insufficient_funds=True),\ | |
1160 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
1161 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1162 | D("0.1"), "BTC", "long", self.m, "trade") | |
1163 | self.m.ccxt.create_order.side_effect = [ | |
1164 | portfolio.InsufficientFunds, | |
1165 | portfolio.InsufficientFunds, | |
1166 | portfolio.InsufficientFunds, | |
1167 | { "id": 123 }, | |
1168 | ] | |
1169 | order.run() | |
1170 | self.m.ccxt.create_order.assert_has_calls([ | |
1171 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1172 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
1173 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
1174 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
1175 | ]) | |
1176 | self.assertEqual(4, self.m.ccxt.create_order.call_count) | |
1177 | self.assertEqual(1, len(order.results)) | |
1178 | self.assertEqual("open", order.status) | |
1179 | self.assertEqual(4, order.tries) | |
1180 | self.m.report.log_error.assert_called() | |
1181 | self.assertEqual(4, self.m.report.log_error.call_count) | |
1182 | ||
1183 | self.m.ccxt.order_precision.return_value = 8 | |
1184 | self.m.ccxt.create_order.reset_mock() | |
1185 | self.m.report.log_error.reset_mock() | |
1186 | with self.subTest(insufficient_funds=True),\ | |
1187 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
1188 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1189 | D("0.1"), "BTC", "long", self.m, "trade") | |
1190 | self.m.ccxt.create_order.side_effect = [ | |
1191 | portfolio.InsufficientFunds, | |
1192 | portfolio.InsufficientFunds, | |
1193 | portfolio.InsufficientFunds, | |
1194 | portfolio.InsufficientFunds, | |
1195 | portfolio.InsufficientFunds, | |
1196 | ] | |
1197 | order.run() | |
1198 | self.m.ccxt.create_order.assert_has_calls([ | |
1199 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1200 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
1201 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
1202 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
1203 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), | |
1204 | ]) | |
1205 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
1206 | self.assertEqual(0, len(order.results)) | |
1207 | self.assertEqual("error", order.status) | |
1208 | self.assertEqual(5, order.tries) | |
1209 | self.m.report.log_error.assert_called() | |
1210 | self.assertEqual(5, self.m.report.log_error.call_count) | |
1211 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY) | |
1212 | ||
1213 | self.m.reset_mock() | |
1214 | with self.subTest(invalid_nonce=True): | |
1215 | with self.subTest(retry_success=True): | |
1216 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1217 | D("0.1"), "BTC", "long", self.m, "trade") | |
1218 | self.m.ccxt.create_order.side_effect = [ | |
1219 | portfolio.InvalidNonce, | |
1220 | portfolio.InvalidNonce, | |
1221 | { "id": 123 }, | |
1222 | ] | |
1223 | order.run() | |
1224 | self.m.ccxt.create_order.assert_has_calls([ | |
1225 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1226 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1227 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1228 | ]) | |
1229 | self.assertEqual(3, self.m.ccxt.create_order.call_count) | |
1230 | self.assertEqual(3, order.tries) | |
1231 | self.m.report.log_error.assert_called() | |
1232 | self.assertEqual(2, self.m.report.log_error.call_count) | |
1233 | self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY) | |
1234 | self.assertEqual(123, order.id) | |
1235 | ||
1236 | self.m.reset_mock() | |
1237 | with self.subTest(retry_success=False): | |
1238 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1239 | D("0.1"), "BTC", "long", self.m, "trade") | |
1240 | self.m.ccxt.create_order.side_effect = [ | |
1241 | portfolio.InvalidNonce, | |
1242 | portfolio.InvalidNonce, | |
1243 | portfolio.InvalidNonce, | |
1244 | portfolio.InvalidNonce, | |
1245 | portfolio.InvalidNonce, | |
1246 | ] | |
1247 | order.run() | |
1248 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
1249 | self.assertEqual(5, order.tries) | |
1250 | self.m.report.log_error.assert_called() | |
1251 | self.assertEqual(5, self.m.report.log_error.call_count) | |
1252 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY) | |
1253 | self.assertEqual("error", order.status) | |
1254 | ||
1255 | self.m.reset_mock() | |
1256 | with self.subTest(request_timeout=True): | |
1257 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1258 | D("0.1"), "BTC", "long", self.m, "trade") | |
1259 | with self.subTest(retrieved=False), \ | |
1260 | mock.patch.object(order, "retrieve_order") as retrieve: | |
1261 | self.m.ccxt.create_order.side_effect = [ | |
1262 | portfolio.RequestTimeout, | |
1263 | portfolio.RequestTimeout, | |
1264 | { "id": 123 }, | |
1265 | ] | |
1266 | retrieve.return_value = False | |
1267 | order.run() | |
1268 | self.m.ccxt.create_order.assert_has_calls([ | |
1269 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1270 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1271 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1272 | ]) | |
1273 | self.assertEqual(3, self.m.ccxt.create_order.call_count) | |
1274 | self.assertEqual(3, order.tries) | |
1275 | self.m.report.log_error.assert_called() | |
1276 | self.assertEqual(2, self.m.report.log_error.call_count) | |
1277 | self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY) | |
1278 | self.assertEqual(123, order.id) | |
1279 | ||
1280 | self.m.reset_mock() | |
1281 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1282 | D("0.1"), "BTC", "long", self.m, "trade") | |
1283 | with self.subTest(retrieved=True), \ | |
1284 | mock.patch.object(order, "retrieve_order") as retrieve: | |
1285 | self.m.ccxt.create_order.side_effect = [ | |
1286 | portfolio.RequestTimeout, | |
1287 | ] | |
1288 | def _retrieve(): | |
1289 | order.results.append({"id": 123}) | |
1290 | return True | |
1291 | retrieve.side_effect = _retrieve | |
1292 | order.run() | |
1293 | self.m.ccxt.create_order.assert_has_calls([ | |
1294 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1295 | ]) | |
1296 | self.assertEqual(1, self.m.ccxt.create_order.call_count) | |
1297 | self.assertEqual(1, order.tries) | |
1298 | self.m.report.log_error.assert_called() | |
1299 | self.assertEqual(1, self.m.report.log_error.call_count) | |
1300 | self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order") | |
1301 | self.assertEqual(123, order.id) | |
1302 | ||
1303 | self.m.reset_mock() | |
1304 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1305 | D("0.1"), "BTC", "long", self.m, "trade") | |
1306 | with self.subTest(retrieved=False), \ | |
1307 | mock.patch.object(order, "retrieve_order") as retrieve: | |
1308 | self.m.ccxt.create_order.side_effect = [ | |
1309 | portfolio.RequestTimeout, | |
1310 | portfolio.RequestTimeout, | |
1311 | portfolio.RequestTimeout, | |
1312 | portfolio.RequestTimeout, | |
1313 | portfolio.RequestTimeout, | |
1314 | ] | |
1315 | retrieve.return_value = False | |
1316 | order.run() | |
1317 | self.m.ccxt.create_order.assert_has_calls([ | |
1318 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1319 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1320 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1321 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1322 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1323 | ]) | |
1324 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
1325 | self.assertEqual(5, order.tries) | |
1326 | self.m.report.log_error.assert_called() | |
1327 | self.assertEqual(5, self.m.report.log_error.call_count) | |
1328 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY) | |
1329 | self.assertEqual("error", order.status) | |
1330 | ||
1331 | def test_retrieve_order(self): | |
1332 | with self.subTest(similar_open_order=True): | |
1333 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1334 | D("0.1"), "BTC", "long", self.m, "trade") | |
1335 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | |
1336 | ||
1337 | self.m.ccxt.order_precision.return_value = 8 | |
1338 | self.m.ccxt.fetch_orders.return_value = [ | |
1339 | { # Wrong amount | |
1340 | 'amount': 0.002, 'cost': 0.1, | |
1341 | 'datetime': '2018-03-25T15:15:51.000Z', | |
1342 | 'fee': None, 'filled': 0.0, | |
1343 | 'id': '1', | |
1344 | 'info': { | |
1345 | 'amount': '0.002', | |
1346 | 'date': '2018-03-25 15:15:51', | |
1347 | 'margin': 0, 'orderNumber': '1', | |
1348 | 'price': '0.1', 'rate': '0.1', | |
1349 | 'side': 'buy', 'startingAmount': '0.002', | |
1350 | 'status': 'open', 'total': '0.0002', | |
1351 | 'type': 'limit' | |
1352 | }, | |
1353 | 'price': 0.1, 'remaining': 0.002, 'side': 'buy', | |
1354 | 'status': 'open', 'symbol': 'ETH/BTC', | |
1355 | 'timestamp': 1521990951000, 'trades': None, | |
1356 | 'type': 'limit' | |
1357 | }, | |
1358 | { # Margin | |
1359 | 'amount': 0.001, 'cost': 0.1, | |
1360 | 'datetime': '2018-03-25T15:15:51.000Z', | |
1361 | 'fee': None, 'filled': 0.0, | |
1362 | 'id': '2', | |
1363 | 'info': { | |
1364 | 'amount': '0.001', | |
1365 | 'date': '2018-03-25 15:15:51', | |
1366 | 'margin': 1, 'orderNumber': '2', | |
1367 | 'price': '0.1', 'rate': '0.1', | |
1368 | 'side': 'buy', 'startingAmount': '0.001', | |
1369 | 'status': 'open', 'total': '0.0001', | |
1370 | 'type': 'limit' | |
1371 | }, | |
1372 | 'price': 0.1, 'remaining': 0.001, 'side': 'buy', | |
1373 | 'status': 'open', 'symbol': 'ETH/BTC', | |
1374 | 'timestamp': 1521990951000, 'trades': None, | |
1375 | 'type': 'limit' | |
1376 | }, | |
1377 | { # selling | |
1378 | 'amount': 0.001, 'cost': 0.1, | |
1379 | 'datetime': '2018-03-25T15:15:51.000Z', | |
1380 | 'fee': None, 'filled': 0.0, | |
1381 | 'id': '3', | |
1382 | 'info': { | |
1383 | 'amount': '0.001', | |
1384 | 'date': '2018-03-25 15:15:51', | |
1385 | 'margin': 0, 'orderNumber': '3', | |
1386 | 'price': '0.1', 'rate': '0.1', | |
1387 | 'side': 'sell', 'startingAmount': '0.001', | |
1388 | 'status': 'open', 'total': '0.0001', | |
1389 | 'type': 'limit' | |
1390 | }, | |
1391 | 'price': 0.1, 'remaining': 0.001, 'side': 'sell', | |
1392 | 'status': 'open', 'symbol': 'ETH/BTC', | |
1393 | 'timestamp': 1521990951000, 'trades': None, | |
1394 | 'type': 'limit' | |
1395 | }, | |
1396 | { # Wrong rate | |
1397 | 'amount': 0.001, 'cost': 0.15, | |
1398 | 'datetime': '2018-03-25T15:15:51.000Z', | |
1399 | 'fee': None, 'filled': 0.0, | |
1400 | 'id': '4', | |
1401 | 'info': { | |
1402 | 'amount': '0.001', | |
1403 | 'date': '2018-03-25 15:15:51', | |
1404 | 'margin': 0, 'orderNumber': '4', | |
1405 | 'price': '0.15', 'rate': '0.15', | |
1406 | 'side': 'buy', 'startingAmount': '0.001', | |
1407 | 'status': 'open', 'total': '0.0001', | |
1408 | 'type': 'limit' | |
1409 | }, | |
1410 | 'price': 0.15, 'remaining': 0.001, 'side': 'buy', | |
1411 | 'status': 'open', 'symbol': 'ETH/BTC', | |
1412 | 'timestamp': 1521990951000, 'trades': None, | |
1413 | 'type': 'limit' | |
1414 | }, | |
1415 | { # All good | |
1416 | 'amount': 0.001, 'cost': 0.1, | |
1417 | 'datetime': '2018-03-25T15:15:51.000Z', | |
1418 | 'fee': None, 'filled': 0.0, | |
1419 | 'id': '5', | |
1420 | 'info': { | |
1421 | 'amount': '0.001', | |
1422 | 'date': '2018-03-25 15:15:51', | |
1423 | 'margin': 0, 'orderNumber': '1', | |
1424 | 'price': '0.1', 'rate': '0.1', | |
1425 | 'side': 'buy', 'startingAmount': '0.001', | |
1426 | 'status': 'open', 'total': '0.0001', | |
1427 | 'type': 'limit' | |
1428 | }, | |
1429 | 'price': 0.1, 'remaining': 0.001, 'side': 'buy', | |
1430 | 'status': 'open', 'symbol': 'ETH/BTC', | |
1431 | 'timestamp': 1521990951000, 'trades': None, | |
1432 | 'type': 'limit' | |
1433 | } | |
1434 | ] | |
1435 | result = order.retrieve_order() | |
1436 | self.assertTrue(result) | |
1437 | self.assertEqual('5', order.results[0]["id"]) | |
1438 | self.m.ccxt.fetch_my_trades.assert_not_called() | |
1439 | self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) | |
1440 | ||
1441 | self.m.reset_mock() | |
1442 | with self.subTest(similar_open_order=False, past_trades=True): | |
1443 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1444 | D("0.1"), "BTC", "long", self.m, "trade") | |
1445 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | |
1446 | ||
1447 | self.m.ccxt.order_precision.return_value = 8 | |
1448 | self.m.ccxt.fetch_orders.return_value = [] | |
1449 | self.m.ccxt.fetch_my_trades.return_value = [ | |
1450 | { # Wrong timestamp 1 | |
1451 | 'amount': 0.0006, | |
1452 | 'cost': 0.00006, | |
1453 | 'datetime': '2018-03-25T15:15:14.000Z', | |
1454 | 'id': '1-1', | |
1455 | 'info': { | |
1456 | 'amount': '0.0006', | |
1457 | 'category': 'exchange', | |
1458 | 'date': '2018-03-25 15:15:14', | |
1459 | 'fee': '0.00150000', | |
1460 | 'globalTradeID': 1, | |
1461 | 'orderNumber': '1', | |
1462 | 'rate': '0.1', | |
1463 | 'total': '0.00006', | |
1464 | 'tradeID': '1-1', | |
1465 | 'type': 'buy' | |
1466 | }, | |
1467 | 'order': '1', | |
1468 | 'price': 0.1, | |
1469 | 'side': 'buy', | |
1470 | 'symbol': 'ETH/BTC', | |
1471 | 'timestamp': 1521983714, | |
1472 | 'type': 'limit' | |
1473 | }, | |
1474 | { # Wrong timestamp 2 | |
1475 | 'amount': 0.0004, | |
1476 | 'cost': 0.00004, | |
1477 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1478 | 'id': '1-2', | |
1479 | 'info': { | |
1480 | 'amount': '0.0004', | |
1481 | 'category': 'exchange', | |
1482 | 'date': '2018-03-25 15:16:54', | |
1483 | 'fee': '0.00150000', | |
1484 | 'globalTradeID': 2, | |
1485 | 'orderNumber': '1', | |
1486 | 'rate': '0.1', | |
1487 | 'total': '0.00004', | |
1488 | 'tradeID': '1-2', | |
1489 | 'type': 'buy' | |
1490 | }, | |
1491 | 'order': '1', | |
1492 | 'price': 0.1, | |
1493 | 'side': 'buy', | |
1494 | 'symbol': 'ETH/BTC', | |
1495 | 'timestamp': 1521983814, | |
1496 | 'type': 'limit' | |
1497 | }, | |
1498 | { # Wrong side 1 | |
1499 | 'amount': 0.0006, | |
1500 | 'cost': 0.00006, | |
1501 | 'datetime': '2018-03-25T15:15:54.000Z', | |
1502 | 'id': '2-1', | |
1503 | 'info': { | |
1504 | 'amount': '0.0006', | |
1505 | 'category': 'exchange', | |
1506 | 'date': '2018-03-25 15:15:54', | |
1507 | 'fee': '0.00150000', | |
1508 | 'globalTradeID': 1, | |
1509 | 'orderNumber': '2', | |
1510 | 'rate': '0.1', | |
1511 | 'total': '0.00006', | |
1512 | 'tradeID': '2-1', | |
1513 | 'type': 'sell' | |
1514 | }, | |
1515 | 'order': '2', | |
1516 | 'price': 0.1, | |
1517 | 'side': 'sell', | |
1518 | 'symbol': 'ETH/BTC', | |
1519 | 'timestamp': 1521983754, | |
1520 | 'type': 'limit' | |
1521 | }, | |
1522 | { # Wrong side 2 | |
1523 | 'amount': 0.0004, | |
1524 | 'cost': 0.00004, | |
1525 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1526 | 'id': '2-2', | |
1527 | 'info': { | |
1528 | 'amount': '0.0004', | |
1529 | 'category': 'exchange', | |
1530 | 'date': '2018-03-25 15:16:54', | |
1531 | 'fee': '0.00150000', | |
1532 | 'globalTradeID': 2, | |
1533 | 'orderNumber': '2', | |
1534 | 'rate': '0.1', | |
1535 | 'total': '0.00004', | |
1536 | 'tradeID': '2-2', | |
1537 | 'type': 'buy' | |
1538 | }, | |
1539 | 'order': '2', | |
1540 | 'price': 0.1, | |
1541 | 'side': 'buy', | |
1542 | 'symbol': 'ETH/BTC', | |
1543 | 'timestamp': 1521983814, | |
1544 | 'type': 'limit' | |
1545 | }, | |
1546 | { # Margin trade 1 | |
1547 | 'amount': 0.0006, | |
1548 | 'cost': 0.00006, | |
1549 | 'datetime': '2018-03-25T15:15:54.000Z', | |
1550 | 'id': '3-1', | |
1551 | 'info': { | |
1552 | 'amount': '0.0006', | |
1553 | 'category': 'marginTrade', | |
1554 | 'date': '2018-03-25 15:15:54', | |
1555 | 'fee': '0.00150000', | |
1556 | 'globalTradeID': 1, | |
1557 | 'orderNumber': '3', | |
1558 | 'rate': '0.1', | |
1559 | 'total': '0.00006', | |
1560 | 'tradeID': '3-1', | |
1561 | 'type': 'buy' | |
1562 | }, | |
1563 | 'order': '3', | |
1564 | 'price': 0.1, | |
1565 | 'side': 'buy', | |
1566 | 'symbol': 'ETH/BTC', | |
1567 | 'timestamp': 1521983754, | |
1568 | 'type': 'limit' | |
1569 | }, | |
1570 | { # Margin trade 2 | |
1571 | 'amount': 0.0004, | |
1572 | 'cost': 0.00004, | |
1573 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1574 | 'id': '3-2', | |
1575 | 'info': { | |
1576 | 'amount': '0.0004', | |
1577 | 'category': 'marginTrade', | |
1578 | 'date': '2018-03-25 15:16:54', | |
1579 | 'fee': '0.00150000', | |
1580 | 'globalTradeID': 2, | |
1581 | 'orderNumber': '3', | |
1582 | 'rate': '0.1', | |
1583 | 'total': '0.00004', | |
1584 | 'tradeID': '3-2', | |
1585 | 'type': 'buy' | |
1586 | }, | |
1587 | 'order': '3', | |
1588 | 'price': 0.1, | |
1589 | 'side': 'buy', | |
1590 | 'symbol': 'ETH/BTC', | |
1591 | 'timestamp': 1521983814, | |
1592 | 'type': 'limit' | |
1593 | }, | |
1594 | { # Wrong amount 1 | |
1595 | 'amount': 0.0005, | |
1596 | 'cost': 0.00005, | |
1597 | 'datetime': '2018-03-25T15:15:54.000Z', | |
1598 | 'id': '4-1', | |
1599 | 'info': { | |
1600 | 'amount': '0.0005', | |
1601 | 'category': 'exchange', | |
1602 | 'date': '2018-03-25 15:15:54', | |
1603 | 'fee': '0.00150000', | |
1604 | 'globalTradeID': 1, | |
1605 | 'orderNumber': '4', | |
1606 | 'rate': '0.1', | |
1607 | 'total': '0.00005', | |
1608 | 'tradeID': '4-1', | |
1609 | 'type': 'buy' | |
1610 | }, | |
1611 | 'order': '4', | |
1612 | 'price': 0.1, | |
1613 | 'side': 'buy', | |
1614 | 'symbol': 'ETH/BTC', | |
1615 | 'timestamp': 1521983754, | |
1616 | 'type': 'limit' | |
1617 | }, | |
1618 | { # Wrong amount 2 | |
1619 | 'amount': 0.0004, | |
1620 | 'cost': 0.00004, | |
1621 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1622 | 'id': '4-2', | |
1623 | 'info': { | |
1624 | 'amount': '0.0004', | |
1625 | 'category': 'exchange', | |
1626 | 'date': '2018-03-25 15:16:54', | |
1627 | 'fee': '0.00150000', | |
1628 | 'globalTradeID': 2, | |
1629 | 'orderNumber': '4', | |
1630 | 'rate': '0.1', | |
1631 | 'total': '0.00004', | |
1632 | 'tradeID': '4-2', | |
1633 | 'type': 'buy' | |
1634 | }, | |
1635 | 'order': '4', | |
1636 | 'price': 0.1, | |
1637 | 'side': 'buy', | |
1638 | 'symbol': 'ETH/BTC', | |
1639 | 'timestamp': 1521983814, | |
1640 | 'type': 'limit' | |
1641 | }, | |
1642 | { # Wrong price 1 | |
1643 | 'amount': 0.0006, | |
1644 | 'cost': 0.000066, | |
1645 | 'datetime': '2018-03-25T15:15:54.000Z', | |
1646 | 'id': '5-1', | |
1647 | 'info': { | |
1648 | 'amount': '0.0006', | |
1649 | 'category': 'exchange', | |
1650 | 'date': '2018-03-25 15:15:54', | |
1651 | 'fee': '0.00150000', | |
1652 | 'globalTradeID': 1, | |
1653 | 'orderNumber': '5', | |
1654 | 'rate': '0.11', | |
1655 | 'total': '0.000066', | |
1656 | 'tradeID': '5-1', | |
1657 | 'type': 'buy' | |
1658 | }, | |
1659 | 'order': '5', | |
1660 | 'price': 0.11, | |
1661 | 'side': 'buy', | |
1662 | 'symbol': 'ETH/BTC', | |
1663 | 'timestamp': 1521983754, | |
1664 | 'type': 'limit' | |
1665 | }, | |
1666 | { # Wrong price 2 | |
1667 | 'amount': 0.0004, | |
1668 | 'cost': 0.00004, | |
1669 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1670 | 'id': '5-2', | |
1671 | 'info': { | |
1672 | 'amount': '0.0004', | |
1673 | 'category': 'exchange', | |
1674 | 'date': '2018-03-25 15:16:54', | |
1675 | 'fee': '0.00150000', | |
1676 | 'globalTradeID': 2, | |
1677 | 'orderNumber': '5', | |
1678 | 'rate': '0.1', | |
1679 | 'total': '0.00004', | |
1680 | 'tradeID': '5-2', | |
1681 | 'type': 'buy' | |
1682 | }, | |
1683 | 'order': '5', | |
1684 | 'price': 0.1, | |
1685 | 'side': 'buy', | |
1686 | 'symbol': 'ETH/BTC', | |
1687 | 'timestamp': 1521983814, | |
1688 | 'type': 'limit' | |
1689 | }, | |
1690 | { # All good 1 | |
1691 | 'amount': 0.0006, | |
1692 | 'cost': 0.00006, | |
1693 | 'datetime': '2018-03-25T15:15:54.000Z', | |
1694 | 'id': '7-1', | |
1695 | 'info': { | |
1696 | 'amount': '0.0006', | |
1697 | 'category': 'exchange', | |
1698 | 'date': '2018-03-25 15:15:54', | |
1699 | 'fee': '0.00150000', | |
1700 | 'globalTradeID': 1, | |
1701 | 'orderNumber': '7', | |
1702 | 'rate': '0.1', | |
1703 | 'total': '0.00006', | |
1704 | 'tradeID': '7-1', | |
1705 | 'type': 'buy' | |
1706 | }, | |
1707 | 'order': '7', | |
1708 | 'price': 0.1, | |
1709 | 'side': 'buy', | |
1710 | 'symbol': 'ETH/BTC', | |
1711 | 'timestamp': 1521983754, | |
1712 | 'type': 'limit' | |
1713 | }, | |
1714 | { # All good 2 | |
1715 | 'amount': 0.0004, | |
1716 | 'cost': 0.000036, | |
1717 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1718 | 'id': '7-2', | |
1719 | 'info': { | |
1720 | 'amount': '0.0004', | |
1721 | 'category': 'exchange', | |
1722 | 'date': '2018-03-25 15:16:54', | |
1723 | 'fee': '0.00150000', | |
1724 | 'globalTradeID': 2, | |
1725 | 'orderNumber': '7', | |
1726 | 'rate': '0.09', | |
1727 | 'total': '0.000036', | |
1728 | 'tradeID': '7-2', | |
1729 | 'type': 'buy' | |
1730 | }, | |
1731 | 'order': '7', | |
1732 | 'price': 0.09, | |
1733 | 'side': 'buy', | |
1734 | 'symbol': 'ETH/BTC', | |
1735 | 'timestamp': 1521983814, | |
1736 | 'type': 'limit' | |
1737 | }, | |
1738 | ] | |
1739 | ||
1740 | result = order.retrieve_order() | |
1741 | self.assertTrue(result) | |
1742 | self.assertEqual('7', order.results[0]["id"]) | |
1743 | self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) | |
1744 | ||
1745 | self.m.reset_mock() | |
1746 | with self.subTest(similar_open_order=False, past_trades=False): | |
1747 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1748 | D("0.1"), "BTC", "long", self.m, "trade") | |
1749 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | |
1750 | ||
1751 | self.m.ccxt.order_precision.return_value = 8 | |
1752 | self.m.ccxt.fetch_orders.return_value = [] | |
1753 | self.m.ccxt.fetch_my_trades.return_value = [] | |
1754 | result = order.retrieve_order() | |
1755 | self.assertFalse(result) | |
1756 | ||
3080f31d | 1757 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
c682bdf4 IB |
1758 | class MouvementTest(WebMockTestCase): |
1759 | def test_values(self): | |
1760 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
1761 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1762 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1763 | "amount": "10", "total": "1" | |
1764 | }) | |
1765 | self.assertEqual("ETH", mouvement.currency) | |
1766 | self.assertEqual("BTC", mouvement.base_currency) | |
1767 | self.assertEqual(42, mouvement.id) | |
1768 | self.assertEqual("buy", mouvement.action) | |
1769 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
e7d7c0e5 | 1770 | self.assertEqual(portfolio.datetime.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) |
c682bdf4 IB |
1771 | self.assertEqual(D("0.1"), mouvement.rate) |
1772 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
1773 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
1774 | ||
1775 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) | |
1776 | self.assertIsNone(mouvement.date) | |
1777 | self.assertIsNone(mouvement.id) | |
1778 | self.assertIsNone(mouvement.action) | |
1779 | self.assertEqual(-1, mouvement.fee_rate) | |
1780 | self.assertEqual(0, mouvement.rate) | |
1781 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
1782 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
1783 | ||
1784 | def test__repr(self): | |
1785 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
1786 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1787 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1788 | "amount": "10", "total": "1" | |
1789 | }) | |
1790 | self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) | |
1791 | ||
1792 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
1793 | "tradeID": 42, "type": "buy", | |
1794 | "date": "garbage", "rate": "0.1", | |
1795 | "amount": "10", "total": "1" | |
1796 | }) | |
1797 | self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) | |
1798 | ||
1799 | def test_as_json(self): | |
1800 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
1801 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1802 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1803 | "amount": "10", "total": "1" | |
1804 | }) | |
1805 | as_json = mouvement.as_json() | |
1806 | ||
1807 | self.assertEqual(D("0.0015"), as_json["fee_rate"]) | |
e7d7c0e5 | 1808 | self.assertEqual(portfolio.datetime.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) |
c682bdf4 IB |
1809 | self.assertEqual("buy", as_json["action"]) |
1810 | self.assertEqual(D("10"), as_json["total"]) | |
1811 | self.assertEqual(D("1"), as_json["total_in_base"]) | |
1812 | self.assertEqual("BTC", as_json["base_currency"]) | |
1813 | self.assertEqual("ETH", as_json["currency"]) | |
1814 | ||
3080f31d | 1815 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
c682bdf4 IB |
1816 | class AmountTest(WebMockTestCase): |
1817 | def test_values(self): | |
1818 | amount = portfolio.Amount("BTC", "0.65") | |
1819 | self.assertEqual(D("0.65"), amount.value) | |
1820 | self.assertEqual("BTC", amount.currency) | |
1821 | ||
1822 | def test_in_currency(self): | |
1823 | amount = portfolio.Amount("ETC", 10) | |
1824 | ||
1825 | self.assertEqual(amount, amount.in_currency("ETC", self.m)) | |
1826 | ||
1827 | with self.subTest(desc="no ticker for currency"): | |
1828 | self.m.get_ticker.return_value = None | |
1829 | ||
1830 | self.assertRaises(Exception, amount.in_currency, "ETH", self.m) | |
1831 | ||
1832 | with self.subTest(desc="nominal case"): | |
1833 | self.m.get_ticker.return_value = { | |
1834 | "bid": D("0.2"), | |
1835 | "ask": D("0.4"), | |
1836 | "average": D("0.3"), | |
1837 | "foo": "bar", | |
1838 | } | |
1839 | converted_amount = amount.in_currency("ETH", self.m) | |
1840 | ||
1841 | self.assertEqual(D("3.0"), converted_amount.value) | |
1842 | self.assertEqual("ETH", converted_amount.currency) | |
1843 | self.assertEqual(amount, converted_amount.linked_to) | |
1844 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
1845 | ||
1846 | converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") | |
1847 | self.assertEqual(D("2"), converted_amount.value) | |
1848 | ||
1849 | converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") | |
1850 | self.assertEqual(D("4"), converted_amount.value) | |
1851 | ||
1852 | converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) | |
1853 | self.assertEqual(D("0.2"), converted_amount.value) | |
1854 | ||
1855 | def test__round(self): | |
1856 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
1857 | self.assertEqual(D("1.23456789"), round(amount).value) | |
1858 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
1859 | ||
1860 | def test__abs(self): | |
1861 | amount = portfolio.Amount("SC", -120) | |
1862 | self.assertEqual(120, abs(amount).value) | |
1863 | self.assertEqual("SC", abs(amount).currency) | |
1864 | ||
1865 | amount = portfolio.Amount("SC", 10) | |
1866 | self.assertEqual(10, abs(amount).value) | |
1867 | self.assertEqual("SC", abs(amount).currency) | |
1868 | ||
1869 | def test__add(self): | |
1870 | amount1 = portfolio.Amount("XVG", "12.9") | |
1871 | amount2 = portfolio.Amount("XVG", "13.1") | |
1872 | ||
1873 | self.assertEqual(26, (amount1 + amount2).value) | |
1874 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
1875 | ||
1876 | amount3 = portfolio.Amount("ETH", "1.6") | |
1877 | with self.assertRaises(Exception): | |
1878 | amount1 + amount3 | |
1879 | ||
1880 | amount4 = portfolio.Amount("ETH", 0.0) | |
1881 | self.assertEqual(amount1, amount1 + amount4) | |
1882 | ||
1883 | self.assertEqual(amount1, amount1 + 0) | |
1884 | ||
1885 | def test__radd(self): | |
1886 | amount = portfolio.Amount("XVG", "12.9") | |
1887 | ||
1888 | self.assertEqual(amount, 0 + amount) | |
1889 | with self.assertRaises(Exception): | |
1890 | 4 + amount | |
1891 | ||
1892 | def test__sub(self): | |
1893 | amount1 = portfolio.Amount("XVG", "13.3") | |
1894 | amount2 = portfolio.Amount("XVG", "13.1") | |
1895 | ||
1896 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | |
1897 | self.assertEqual("XVG", (amount1 - amount2).currency) | |
1898 | ||
1899 | amount3 = portfolio.Amount("ETH", "1.6") | |
1900 | with self.assertRaises(Exception): | |
1901 | amount1 - amount3 | |
1902 | ||
1903 | amount4 = portfolio.Amount("ETH", 0.0) | |
1904 | self.assertEqual(amount1, amount1 - amount4) | |
1905 | ||
1906 | def test__rsub(self): | |
1907 | amount = portfolio.Amount("ETH", "1.6") | |
1908 | with self.assertRaises(Exception): | |
1909 | 3 - amount | |
1910 | ||
1911 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) | |
1912 | ||
1913 | def test__mul(self): | |
1914 | amount = portfolio.Amount("XEM", 11) | |
1915 | ||
1916 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | |
1917 | self.assertEqual(D("33"), (amount * 3).value) | |
1918 | ||
1919 | with self.assertRaises(Exception): | |
1920 | amount * amount | |
1921 | ||
1922 | def test__rmul(self): | |
1923 | amount = portfolio.Amount("XEM", 11) | |
1924 | ||
1925 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | |
1926 | self.assertEqual(D("33"), (3 * amount).value) | |
1927 | ||
1928 | def test__floordiv(self): | |
1929 | amount = portfolio.Amount("XEM", 11) | |
1930 | ||
1931 | self.assertEqual(D("5.5"), (amount / 2).value) | |
1932 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
1933 | ||
1934 | with self.assertRaises(Exception): | |
1935 | amount / amount | |
1936 | ||
1937 | def test__truediv(self): | |
1938 | amount = portfolio.Amount("XEM", 11) | |
1939 | ||
1940 | self.assertEqual(D("5.5"), (amount / 2).value) | |
1941 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
1942 | ||
1943 | def test__lt(self): | |
1944 | amount1 = portfolio.Amount("BTD", 11.3) | |
1945 | amount2 = portfolio.Amount("BTD", 13.1) | |
1946 | ||
1947 | self.assertTrue(amount1 < amount2) | |
1948 | self.assertFalse(amount2 < amount1) | |
1949 | self.assertFalse(amount1 < amount1) | |
1950 | ||
1951 | amount3 = portfolio.Amount("BTC", 1.6) | |
1952 | with self.assertRaises(Exception): | |
1953 | amount1 < amount3 | |
1954 | ||
1955 | def test__le(self): | |
1956 | amount1 = portfolio.Amount("BTD", 11.3) | |
1957 | amount2 = portfolio.Amount("BTD", 13.1) | |
1958 | ||
1959 | self.assertTrue(amount1 <= amount2) | |
1960 | self.assertFalse(amount2 <= amount1) | |
1961 | self.assertTrue(amount1 <= amount1) | |
1962 | ||
1963 | amount3 = portfolio.Amount("BTC", 1.6) | |
1964 | with self.assertRaises(Exception): | |
1965 | amount1 <= amount3 | |
1966 | ||
1967 | def test__gt(self): | |
1968 | amount1 = portfolio.Amount("BTD", 11.3) | |
1969 | amount2 = portfolio.Amount("BTD", 13.1) | |
1970 | ||
1971 | self.assertTrue(amount2 > amount1) | |
1972 | self.assertFalse(amount1 > amount2) | |
1973 | self.assertFalse(amount1 > amount1) | |
1974 | ||
1975 | amount3 = portfolio.Amount("BTC", 1.6) | |
1976 | with self.assertRaises(Exception): | |
1977 | amount3 > amount1 | |
1978 | ||
1979 | def test__ge(self): | |
1980 | amount1 = portfolio.Amount("BTD", 11.3) | |
1981 | amount2 = portfolio.Amount("BTD", 13.1) | |
1982 | ||
1983 | self.assertTrue(amount2 >= amount1) | |
1984 | self.assertFalse(amount1 >= amount2) | |
1985 | self.assertTrue(amount1 >= amount1) | |
1986 | ||
1987 | amount3 = portfolio.Amount("BTC", 1.6) | |
1988 | with self.assertRaises(Exception): | |
1989 | amount3 >= amount1 | |
1990 | ||
1991 | def test__eq(self): | |
1992 | amount1 = portfolio.Amount("BTD", 11.3) | |
1993 | amount2 = portfolio.Amount("BTD", 13.1) | |
1994 | amount3 = portfolio.Amount("BTD", 11.3) | |
1995 | ||
1996 | self.assertFalse(amount1 == amount2) | |
1997 | self.assertFalse(amount2 == amount1) | |
1998 | self.assertTrue(amount1 == amount3) | |
1999 | self.assertFalse(amount2 == 0) | |
2000 | ||
2001 | amount4 = portfolio.Amount("BTC", 1.6) | |
2002 | with self.assertRaises(Exception): | |
2003 | amount1 == amount4 | |
2004 | ||
2005 | amount5 = portfolio.Amount("BTD", 0) | |
2006 | self.assertTrue(amount5 == 0) | |
2007 | ||
2008 | def test__ne(self): | |
2009 | amount1 = portfolio.Amount("BTD", 11.3) | |
2010 | amount2 = portfolio.Amount("BTD", 13.1) | |
2011 | amount3 = portfolio.Amount("BTD", 11.3) | |
2012 | ||
2013 | self.assertTrue(amount1 != amount2) | |
2014 | self.assertTrue(amount2 != amount1) | |
2015 | self.assertFalse(amount1 != amount3) | |
2016 | self.assertTrue(amount2 != 0) | |
2017 | ||
2018 | amount4 = portfolio.Amount("BTC", 1.6) | |
2019 | with self.assertRaises(Exception): | |
2020 | amount1 != amount4 | |
2021 | ||
2022 | amount5 = portfolio.Amount("BTD", 0) | |
2023 | self.assertFalse(amount5 != 0) | |
2024 | ||
2025 | def test__neg(self): | |
2026 | amount1 = portfolio.Amount("BTD", "11.3") | |
2027 | ||
2028 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
2029 | ||
2030 | def test__str(self): | |
2031 | amount1 = portfolio.Amount("BTX", 32) | |
2032 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
2033 | ||
2034 | amount2 = portfolio.Amount("USDT", 12000) | |
2035 | amount1.linked_to = amount2 | |
2036 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
2037 | ||
2038 | def test__repr(self): | |
2039 | amount1 = portfolio.Amount("BTX", 32) | |
2040 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
2041 | ||
2042 | amount2 = portfolio.Amount("USDT", 12000) | |
2043 | amount1.linked_to = amount2 | |
2044 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
2045 | ||
2046 | amount3 = portfolio.Amount("BTC", 0.1) | |
2047 | amount2.linked_to = amount3 | |
2048 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
2049 | ||
2050 | def test_as_json(self): | |
2051 | amount = portfolio.Amount("BTX", 32) | |
2052 | self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) | |
2053 | ||
2054 | amount = portfolio.Amount("BTX", "1E-10") | |
2055 | self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) | |
2056 | ||
2057 | amount = portfolio.Amount("BTX", "1E-5") | |
2058 | self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) | |
2059 | self.assertEqual("0.00001", str(amount.as_json()["value"])) | |
2060 | ||
2061 |