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1 | import sys | |
2 | import portfolio | |
3 | import unittest | |
4 | import datetime | |
5 | from decimal import Decimal as D | |
6 | from unittest import mock | |
7 | import requests | |
8 | import requests_mock | |
9 | from io import StringIO | |
10 | import threading | |
11 | import portfolio, market, main, store | |
12 | ||
13 | limits = ["acceptance", "unit"] | |
14 | for test_type in limits: | |
15 | if "--no{}".format(test_type) in sys.argv: | |
16 | sys.argv.remove("--no{}".format(test_type)) | |
17 | limits.remove(test_type) | |
18 | if "--only{}".format(test_type) in sys.argv: | |
19 | sys.argv.remove("--only{}".format(test_type)) | |
20 | limits = [test_type] | |
21 | break | |
22 | ||
23 | class WebMockTestCase(unittest.TestCase): | |
24 | import time | |
25 | ||
26 | def market_args(self, debug=False, quiet=False): | |
27 | return type('Args', (object,), { "debug": debug, "quiet": quiet })() | |
28 | ||
29 | def setUp(self): | |
30 | super(WebMockTestCase, self).setUp() | |
31 | self.wm = requests_mock.Mocker() | |
32 | self.wm.start() | |
33 | ||
34 | # market | |
35 | self.m = mock.Mock(name="Market", spec=market.Market) | |
36 | self.m.debug = False | |
37 | ||
38 | self.patchers = [ | |
39 | mock.patch.multiple(market.Portfolio, | |
40 | data=store.LockedVar(None), | |
41 | liquidities=store.LockedVar({}), | |
42 | last_date=store.LockedVar(None), | |
43 | report=mock.Mock(), | |
44 | worker=None, | |
45 | worker_notify=None, | |
46 | worker_started=False, | |
47 | callback=None), | |
48 | mock.patch.multiple(portfolio.Computation, | |
49 | computations=portfolio.Computation.computations), | |
50 | ] | |
51 | for patcher in self.patchers: | |
52 | patcher.start() | |
53 | ||
54 | def tearDown(self): | |
55 | for patcher in self.patchers: | |
56 | patcher.stop() | |
57 | self.wm.stop() | |
58 | super(WebMockTestCase, self).tearDown() | |
59 | ||
60 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
61 | class poloniexETest(unittest.TestCase): | |
62 | def setUp(self): | |
63 | super(poloniexETest, self).setUp() | |
64 | self.wm = requests_mock.Mocker() | |
65 | self.wm.start() | |
66 | ||
67 | self.s = market.ccxt.poloniexE() | |
68 | ||
69 | def tearDown(self): | |
70 | self.wm.stop() | |
71 | super(poloniexETest, self).tearDown() | |
72 | ||
73 | def test__init(self): | |
74 | with mock.patch("market.ccxt.poloniexE.session") as session: | |
75 | session.request.return_value = "response" | |
76 | ccxt = market.ccxt.poloniexE() | |
77 | ccxt._market = mock.Mock | |
78 | ccxt._market.report = mock.Mock() | |
79 | ||
80 | ccxt.session.request("GET", "URL", data="data", | |
81 | headers="headers") | |
82 | ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', | |
83 | 'headers', 'response') | |
84 | ||
85 | def test_nanoseconds(self): | |
86 | with mock.patch.object(market.ccxt.time, "time") as time: | |
87 | time.return_value = 123456.7890123456 | |
88 | self.assertEqual(123456789012345, self.s.nanoseconds()) | |
89 | ||
90 | def test_nonce(self): | |
91 | with mock.patch.object(market.ccxt.time, "time") as time: | |
92 | time.return_value = 123456.7890123456 | |
93 | self.assertEqual(123456789012345, self.s.nonce()) | |
94 | ||
95 | def test_request(self): | |
96 | with mock.patch.object(market.ccxt.poloniex, "request") as request,\ | |
97 | mock.patch("market.ccxt.retry_call") as retry_call: | |
98 | with self.subTest(wrapped=True): | |
99 | with self.subTest(desc="public"): | |
100 | self.s.request("foo") | |
101 | retry_call.assert_called_with(request, | |
102 | delay=1, tries=10, fargs=["foo"], | |
103 | fkwargs={'api': 'public', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, | |
104 | exceptions=(market.ccxt.RequestTimeout,)) | |
105 | request.assert_not_called() | |
106 | ||
107 | with self.subTest(desc="private GET"): | |
108 | self.s.request("foo", api="private") | |
109 | retry_call.assert_called_with(request, | |
110 | delay=1, tries=10, fargs=["foo"], | |
111 | fkwargs={'api': 'private', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, | |
112 | exceptions=(market.ccxt.RequestTimeout,)) | |
113 | request.assert_not_called() | |
114 | ||
115 | with self.subTest(desc="private POST regexp"): | |
116 | self.s.request("returnFoo", api="private", method="POST") | |
117 | retry_call.assert_called_with(request, | |
118 | delay=1, tries=10, fargs=["returnFoo"], | |
119 | fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, | |
120 | exceptions=(market.ccxt.RequestTimeout,)) | |
121 | request.assert_not_called() | |
122 | ||
123 | with self.subTest(desc="private POST non-regexp"): | |
124 | self.s.request("getMarginPosition", api="private", method="POST") | |
125 | retry_call.assert_called_with(request, | |
126 | delay=1, tries=10, fargs=["getMarginPosition"], | |
127 | fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, | |
128 | exceptions=(market.ccxt.RequestTimeout,)) | |
129 | request.assert_not_called() | |
130 | retry_call.reset_mock() | |
131 | request.reset_mock() | |
132 | with self.subTest(wrapped=False): | |
133 | with self.subTest(desc="private POST non-matching regexp"): | |
134 | self.s.request("marginBuy", api="private", method="POST") | |
135 | request.assert_called_with("marginBuy", | |
136 | api="private", method="POST", params={}, | |
137 | headers=None, body=None) | |
138 | retry_call.assert_not_called() | |
139 | ||
140 | with self.subTest(desc="private POST non-matching non-regexp"): | |
141 | self.s.request("closeMarginPositionOther", api="private", method="POST") | |
142 | request.assert_called_with("closeMarginPositionOther", | |
143 | api="private", method="POST", params={}, | |
144 | headers=None, body=None) | |
145 | retry_call.assert_not_called() | |
146 | ||
147 | def test_order_precision(self): | |
148 | self.assertEqual(8, self.s.order_precision("FOO")) | |
149 | ||
150 | def test_transfer_balance(self): | |
151 | with self.subTest(success=True),\ | |
152 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | |
153 | t.return_value = { "success": 1 } | |
154 | result = self.s.transfer_balance("FOO", 12, "exchange", "margin") | |
155 | t.assert_called_once_with({ | |
156 | "currency": "FOO", | |
157 | "amount": 12, | |
158 | "fromAccount": "exchange", | |
159 | "toAccount": "margin", | |
160 | "confirmed": 1 | |
161 | }) | |
162 | self.assertTrue(result) | |
163 | ||
164 | with self.subTest(success=False),\ | |
165 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | |
166 | t.return_value = { "success": 0 } | |
167 | self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin")) | |
168 | ||
169 | def test_close_margin_position(self): | |
170 | with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c: | |
171 | self.s.close_margin_position("FOO", "BAR") | |
172 | c.assert_called_with({"currencyPair": "BAR_FOO"}) | |
173 | ||
174 | def test_tradable_balances(self): | |
175 | with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r: | |
176 | r.return_value = { | |
177 | "FOO": { "exchange": "12.1234", "margin": "0.0123" }, | |
178 | "BAR": { "exchange": "1", "margin": "0" }, | |
179 | } | |
180 | balances = self.s.tradable_balances() | |
181 | self.assertEqual(["FOO", "BAR"], list(balances.keys())) | |
182 | self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys())) | |
183 | self.assertEqual(D("12.1234"), balances["FOO"]["exchange"]) | |
184 | self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys())) | |
185 | ||
186 | def test_margin_summary(self): | |
187 | with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r: | |
188 | r.return_value = { | |
189 | "currentMargin": "1.49680968", | |
190 | "lendingFees": "0.0000001", | |
191 | "pl": "0.00008254", | |
192 | "totalBorrowedValue": "0.00673602", | |
193 | "totalValue": "0.01000000", | |
194 | "netValue": "0.01008254", | |
195 | } | |
196 | expected = { | |
197 | 'current_margin': D('1.49680968'), | |
198 | 'gains': D('0.00008254'), | |
199 | 'lending_fees': D('0.0000001'), | |
200 | 'total': D('0.01000000'), | |
201 | 'total_borrowed': D('0.00673602') | |
202 | } | |
203 | self.assertEqual(expected, self.s.margin_summary()) | |
204 | ||
205 | def test_create_order(self): | |
206 | with mock.patch.object(self.s, "create_exchange_order") as exchange,\ | |
207 | mock.patch.object(self.s, "create_margin_order") as margin: | |
208 | with self.subTest(account="unspecified"): | |
209 | self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params") | |
210 | exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | |
211 | margin.assert_not_called() | |
212 | exchange.reset_mock() | |
213 | margin.reset_mock() | |
214 | ||
215 | with self.subTest(account="exchange"): | |
216 | self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params") | |
217 | exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | |
218 | margin.assert_not_called() | |
219 | exchange.reset_mock() | |
220 | margin.reset_mock() | |
221 | ||
222 | with self.subTest(account="margin"): | |
223 | self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params") | |
224 | margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params") | |
225 | exchange.assert_not_called() | |
226 | exchange.reset_mock() | |
227 | margin.reset_mock() | |
228 | ||
229 | with self.subTest(account="unknown"), self.assertRaises(NotImplementedError): | |
230 | self.s.create_order("symbol", "type", "side", "amount", account="unknown") | |
231 | ||
232 | def test_parse_ticker(self): | |
233 | ticker = { | |
234 | "high24hr": "12", | |
235 | "low24hr": "10", | |
236 | "highestBid": "10.5", | |
237 | "lowestAsk": "11.5", | |
238 | "last": "11", | |
239 | "percentChange": "0.1", | |
240 | "quoteVolume": "10", | |
241 | "baseVolume": "20" | |
242 | } | |
243 | market = { | |
244 | "symbol": "BTC/ETC" | |
245 | } | |
246 | with mock.patch.object(self.s, "milliseconds") as ms: | |
247 | ms.return_value = 1520292715123 | |
248 | result = self.s.parse_ticker(ticker, market) | |
249 | ||
250 | expected = { | |
251 | "symbol": "BTC/ETC", | |
252 | "timestamp": 1520292715123, | |
253 | "datetime": "2018-03-05T23:31:55.123Z", | |
254 | "high": D("12"), | |
255 | "low": D("10"), | |
256 | "bid": D("10.5"), | |
257 | "ask": D("11.5"), | |
258 | "vwap": None, | |
259 | "open": None, | |
260 | "close": None, | |
261 | "first": None, | |
262 | "last": D("11"), | |
263 | "change": D("0.1"), | |
264 | "percentage": None, | |
265 | "average": None, | |
266 | "baseVolume": D("10"), | |
267 | "quoteVolume": D("20"), | |
268 | "info": ticker | |
269 | } | |
270 | self.assertEqual(expected, result) | |
271 | ||
272 | def test_fetch_margin_balance(self): | |
273 | with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position: | |
274 | get_margin_position.return_value = { | |
275 | "BTC_DASH": { | |
276 | "amount": "-0.1", | |
277 | "basePrice": "0.06818560", | |
278 | "lendingFees": "0.00000001", | |
279 | "liquidationPrice": "0.15107132", | |
280 | "pl": "-0.00000371", | |
281 | "total": "0.00681856", | |
282 | "type": "short" | |
283 | }, | |
284 | "BTC_ETC": { | |
285 | "amount": "-0.6", | |
286 | "basePrice": "0.1", | |
287 | "lendingFees": "0.00000001", | |
288 | "liquidationPrice": "0.6", | |
289 | "pl": "0.00000371", | |
290 | "total": "0.06", | |
291 | "type": "short" | |
292 | }, | |
293 | "BTC_ETH": { | |
294 | "amount": "0", | |
295 | "basePrice": "0", | |
296 | "lendingFees": "0", | |
297 | "liquidationPrice": "-1", | |
298 | "pl": "0", | |
299 | "total": "0", | |
300 | "type": "none" | |
301 | } | |
302 | } | |
303 | balances = self.s.fetch_margin_balance() | |
304 | self.assertEqual(2, len(balances)) | |
305 | expected = { | |
306 | "DASH": { | |
307 | "amount": D("-0.1"), | |
308 | "borrowedPrice": D("0.06818560"), | |
309 | "lendingFees": D("1E-8"), | |
310 | "pl": D("-0.00000371"), | |
311 | "liquidationPrice": D("0.15107132"), | |
312 | "type": "short", | |
313 | "total": D("0.00681856"), | |
314 | "baseCurrency": "BTC" | |
315 | }, | |
316 | "ETC": { | |
317 | "amount": D("-0.6"), | |
318 | "borrowedPrice": D("0.1"), | |
319 | "lendingFees": D("1E-8"), | |
320 | "pl": D("0.00000371"), | |
321 | "liquidationPrice": D("0.6"), | |
322 | "type": "short", | |
323 | "total": D("0.06"), | |
324 | "baseCurrency": "BTC" | |
325 | } | |
326 | } | |
327 | self.assertEqual(expected, balances) | |
328 | ||
329 | def test_sum(self): | |
330 | self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1"))) | |
331 | ||
332 | def test_fetch_balance(self): | |
333 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | |
334 | mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\ | |
335 | mock.patch.object(self.s, "common_currency_code") as ccc: | |
336 | ccc.side_effect = ["ETH", "BTC", "DASH"] | |
337 | balances.return_value = { | |
338 | "ETH": { | |
339 | "available": "10", | |
340 | "onOrders": "1", | |
341 | }, | |
342 | "BTC": { | |
343 | "available": "1", | |
344 | "onOrders": "0", | |
345 | }, | |
346 | "DASH": { | |
347 | "available": "0", | |
348 | "onOrders": "3" | |
349 | } | |
350 | } | |
351 | ||
352 | expected = { | |
353 | "info": { | |
354 | "ETH": {"available": "10", "onOrders": "1"}, | |
355 | "BTC": {"available": "1", "onOrders": "0"}, | |
356 | "DASH": {"available": "0", "onOrders": "3"} | |
357 | }, | |
358 | "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}, | |
359 | "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}, | |
360 | "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}, | |
361 | "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}, | |
362 | "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}, | |
363 | "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")} | |
364 | } | |
365 | result = self.s.fetch_balance() | |
366 | load_markets.assert_called_once() | |
367 | self.assertEqual(expected, result) | |
368 | ||
369 | def test_fetch_balance_per_type(self): | |
370 | with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances: | |
371 | balances.return_value = { | |
372 | "exchange": { | |
373 | "BLK": "159.83673869", | |
374 | "BTC": "0.00005959", | |
375 | "USDT": "0.00002625", | |
376 | "XMR": "0.18719303" | |
377 | }, | |
378 | "margin": { | |
379 | "BTC": "0.03019227" | |
380 | } | |
381 | } | |
382 | expected = { | |
383 | "info": { | |
384 | "exchange": { | |
385 | "BLK": "159.83673869", | |
386 | "BTC": "0.00005959", | |
387 | "USDT": "0.00002625", | |
388 | "XMR": "0.18719303" | |
389 | }, | |
390 | "margin": { | |
391 | "BTC": "0.03019227" | |
392 | } | |
393 | }, | |
394 | "exchange": { | |
395 | "BLK": D("159.83673869"), | |
396 | "BTC": D("0.00005959"), | |
397 | "USDT": D("0.00002625"), | |
398 | "XMR": D("0.18719303") | |
399 | }, | |
400 | "margin": {"BTC": D("0.03019227")}, | |
401 | "BLK": {"exchange": D("159.83673869")}, | |
402 | "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}, | |
403 | "USDT": {"exchange": D("0.00002625")}, | |
404 | "XMR": {"exchange": D("0.18719303")} | |
405 | } | |
406 | result = self.s.fetch_balance_per_type() | |
407 | self.assertEqual(expected, result) | |
408 | ||
409 | def test_fetch_all_balances(self): | |
410 | import json | |
411 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | |
412 | mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\ | |
413 | mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\ | |
414 | mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type: | |
415 | ||
416 | with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f: | |
417 | balance.return_value = json.load(f) | |
418 | with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f: | |
419 | margin_balance.return_value = json.load(f) | |
420 | with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f: | |
421 | balance_per_type.return_value = json.load(f) | |
422 | ||
423 | result = self.s.fetch_all_balances() | |
424 | expected_doge = { | |
425 | "total": D("-12779.79821852"), | |
426 | "exchange_used": D("0E-8"), | |
427 | "exchange_total": D("0E-8"), | |
428 | "exchange_free": D("0E-8"), | |
429 | "margin_available": 0, | |
430 | "margin_in_position": 0, | |
431 | "margin_borrowed": D("12779.79821852"), | |
432 | "margin_total": D("-12779.79821852"), | |
433 | "margin_pending_gain": 0, | |
434 | "margin_lending_fees": D("-9E-8"), | |
435 | "margin_pending_base_gain": D("0.00024059"), | |
436 | "margin_position_type": "short", | |
437 | "margin_liquidation_price": D("0.00000246"), | |
438 | "margin_borrowed_base_price": D("0.00599149"), | |
439 | "margin_borrowed_base_currency": "BTC" | |
440 | } | |
441 | expected_btc = {"total": D("0.05432165"), | |
442 | "exchange_used": D("0E-8"), | |
443 | "exchange_total": D("0.00005959"), | |
444 | "exchange_free": D("0.00005959"), | |
445 | "margin_available": D("0.03019227"), | |
446 | "margin_in_position": D("0.02406979"), | |
447 | "margin_borrowed": 0, | |
448 | "margin_total": D("0.05426206"), | |
449 | "margin_pending_gain": D("0.00093955"), | |
450 | "margin_lending_fees": 0, | |
451 | "margin_pending_base_gain": 0, | |
452 | "margin_position_type": None, | |
453 | "margin_liquidation_price": 0, | |
454 | "margin_borrowed_base_price": 0, | |
455 | "margin_borrowed_base_currency": None | |
456 | } | |
457 | expected_xmr = {"total": D("0.18719303"), | |
458 | "exchange_used": D("0E-8"), | |
459 | "exchange_total": D("0.18719303"), | |
460 | "exchange_free": D("0.18719303"), | |
461 | "margin_available": 0, | |
462 | "margin_in_position": 0, | |
463 | "margin_borrowed": 0, | |
464 | "margin_total": 0, | |
465 | "margin_pending_gain": 0, | |
466 | "margin_lending_fees": 0, | |
467 | "margin_pending_base_gain": 0, | |
468 | "margin_position_type": None, | |
469 | "margin_liquidation_price": 0, | |
470 | "margin_borrowed_base_price": 0, | |
471 | "margin_borrowed_base_currency": None | |
472 | } | |
473 | self.assertEqual(expected_xmr, result["XMR"]) | |
474 | self.assertEqual(expected_doge, result["DOGE"]) | |
475 | self.assertEqual(expected_btc, result["BTC"]) | |
476 | ||
477 | def test_create_margin_order(self): | |
478 | with self.assertRaises(market.ExchangeError): | |
479 | self.s.create_margin_order("FOO", "market", "buy", "10") | |
480 | ||
481 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | |
482 | mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\ | |
483 | mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\ | |
484 | mock.patch.object(self.s, "market") as market_mock,\ | |
485 | mock.patch.object(self.s, "price_to_precision") as ptp,\ | |
486 | mock.patch.object(self.s, "amount_to_precision") as atp: | |
487 | ||
488 | margin_buy.return_value = { | |
489 | "orderNumber": 123 | |
490 | } | |
491 | margin_sell.return_value = { | |
492 | "orderNumber": 456 | |
493 | } | |
494 | market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" } | |
495 | ptp.return_value = D("0.1") | |
496 | atp.return_value = D("12") | |
497 | ||
498 | order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1") | |
499 | self.assertEqual(123, order["id"]) | |
500 | margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) | |
501 | margin_sell.assert_not_called() | |
502 | margin_buy.reset_mock() | |
503 | margin_sell.reset_mock() | |
504 | ||
505 | order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1") | |
506 | self.assertEqual(456, order["id"]) | |
507 | margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}) | |
508 | margin_buy.assert_not_called() | |
509 | ||
510 | def test_create_exchange_order(self): | |
511 | with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order: | |
512 | self.s.create_order("symbol", "type", "side", "amount", price="price", params="params") | |
513 | ||
514 | create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | |
515 | ||
516 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
517 | class NoopLockTest(unittest.TestCase): | |
518 | def test_with(self): | |
519 | noop_lock = store.NoopLock() | |
520 | with noop_lock: | |
521 | self.assertTrue(True) | |
522 | ||
523 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
524 | class LockedVar(unittest.TestCase): | |
525 | ||
526 | def test_values(self): | |
527 | locked_var = store.LockedVar("Foo") | |
528 | self.assertIsInstance(locked_var.lock, store.NoopLock) | |
529 | self.assertEqual("Foo", locked_var.val) | |
530 | ||
531 | def test_get(self): | |
532 | with self.subTest(desc="Normal case"): | |
533 | locked_var = store.LockedVar("Foo") | |
534 | self.assertEqual("Foo", locked_var.get()) | |
535 | with self.subTest(desc="Dict"): | |
536 | locked_var = store.LockedVar({"foo": "bar"}) | |
537 | self.assertEqual({"foo": "bar"}, locked_var.get()) | |
538 | self.assertEqual("bar", locked_var.get("foo")) | |
539 | self.assertIsNone(locked_var.get("other")) | |
540 | ||
541 | def test_set(self): | |
542 | locked_var = store.LockedVar("Foo") | |
543 | locked_var.set("Bar") | |
544 | self.assertEqual("Bar", locked_var.get()) | |
545 | ||
546 | def test__getattr(self): | |
547 | dummy = type('Dummy', (object,), {})() | |
548 | dummy.attribute = "Hey" | |
549 | ||
550 | locked_var = store.LockedVar(dummy) | |
551 | self.assertEqual("Hey", locked_var.attribute) | |
552 | with self.assertRaises(AttributeError): | |
553 | locked_var.other | |
554 | ||
555 | def test_start_lock(self): | |
556 | locked_var = store.LockedVar("Foo") | |
557 | locked_var.start_lock() | |
558 | self.assertEqual("lock", locked_var.lock.__class__.__name__) | |
559 | ||
560 | thread1 = threading.Thread(target=locked_var.set, args=["Bar1"]) | |
561 | thread2 = threading.Thread(target=locked_var.set, args=["Bar2"]) | |
562 | thread3 = threading.Thread(target=locked_var.set, args=["Bar3"]) | |
563 | ||
564 | with locked_var.lock: | |
565 | thread1.start() | |
566 | thread2.start() | |
567 | thread3.start() | |
568 | ||
569 | self.assertEqual("Foo", locked_var.val) | |
570 | thread1.join() | |
571 | thread2.join() | |
572 | thread3.join() | |
573 | self.assertEqual("Bar", locked_var.get()[0:3]) | |
574 | ||
575 | def test_wait_for_notification(self): | |
576 | with self.assertRaises(RuntimeError): | |
577 | store.Portfolio.wait_for_notification() | |
578 | ||
579 | with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ | |
580 | mock.patch.object(store.Portfolio, "report") as report,\ | |
581 | mock.patch.object(store.time, "sleep") as sleep: | |
582 | store.Portfolio.start_worker(poll=3) | |
583 | ||
584 | store.Portfolio.worker_notify.set() | |
585 | ||
586 | store.Portfolio.callback.wait() | |
587 | ||
588 | report.print_log.assert_called_once_with("Fetching cryptoportfolio") | |
589 | get.assert_called_once_with(refetch=True) | |
590 | sleep.assert_called_once_with(3) | |
591 | self.assertFalse(store.Portfolio.worker_notify.is_set()) | |
592 | self.assertTrue(store.Portfolio.worker.is_alive()) | |
593 | ||
594 | store.Portfolio.callback.clear() | |
595 | store.Portfolio.worker_started = False | |
596 | store.Portfolio.worker_notify.set() | |
597 | store.Portfolio.callback.wait() | |
598 | ||
599 | self.assertFalse(store.Portfolio.worker.is_alive()) | |
600 | ||
601 | def test_notify_and_wait(self): | |
602 | with mock.patch.object(store.Portfolio, "callback") as callback,\ | |
603 | mock.patch.object(store.Portfolio, "worker_notify") as worker_notify: | |
604 | store.Portfolio.notify_and_wait() | |
605 | callback.clear.assert_called_once_with() | |
606 | worker_notify.set.assert_called_once_with() | |
607 | callback.wait.assert_called_once_with() | |
608 | ||
609 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
610 | class PortfolioTest(WebMockTestCase): | |
611 | def setUp(self): | |
612 | super(PortfolioTest, self).setUp() | |
613 | ||
614 | with open("test_samples/test_portfolio.json") as example: | |
615 | self.json_response = example.read() | |
616 | ||
617 | self.wm.get(market.Portfolio.URL, text=self.json_response) | |
618 | ||
619 | @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") | |
620 | def test_get_cryptoportfolio(self, parse_cryptoportfolio): | |
621 | with self.subTest(parallel=False): | |
622 | self.wm.get(market.Portfolio.URL, [ | |
623 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
624 | {"text": "System Error", "status_code": 500}, | |
625 | {"exc": requests.exceptions.ConnectTimeout}, | |
626 | ]) | |
627 | market.Portfolio.get_cryptoportfolio() | |
628 | self.assertIn("foo", market.Portfolio.data.get()) | |
629 | self.assertEqual("bar", market.Portfolio.data.get()["foo"]) | |
630 | self.assertTrue(self.wm.called) | |
631 | self.assertEqual(1, self.wm.call_count) | |
632 | market.Portfolio.report.log_error.assert_not_called() | |
633 | market.Portfolio.report.log_http_request.assert_called_once() | |
634 | parse_cryptoportfolio.assert_called_once_with() | |
635 | market.Portfolio.report.log_http_request.reset_mock() | |
636 | parse_cryptoportfolio.reset_mock() | |
637 | market.Portfolio.data = store.LockedVar(None) | |
638 | ||
639 | market.Portfolio.get_cryptoportfolio() | |
640 | self.assertIsNone(market.Portfolio.data.get()) | |
641 | self.assertEqual(2, self.wm.call_count) | |
642 | parse_cryptoportfolio.assert_not_called() | |
643 | market.Portfolio.report.log_error.assert_not_called() | |
644 | market.Portfolio.report.log_http_request.assert_called_once() | |
645 | market.Portfolio.report.log_http_request.reset_mock() | |
646 | parse_cryptoportfolio.reset_mock() | |
647 | ||
648 | market.Portfolio.data = store.LockedVar("Foo") | |
649 | market.Portfolio.get_cryptoportfolio() | |
650 | self.assertEqual(2, self.wm.call_count) | |
651 | parse_cryptoportfolio.assert_not_called() | |
652 | ||
653 | market.Portfolio.get_cryptoportfolio(refetch=True) | |
654 | self.assertEqual("Foo", market.Portfolio.data.get()) | |
655 | self.assertEqual(3, self.wm.call_count) | |
656 | market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", | |
657 | exception=mock.ANY) | |
658 | market.Portfolio.report.log_http_request.assert_not_called() | |
659 | with self.subTest(parallel=True): | |
660 | with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\ | |
661 | mock.patch.object(market.Portfolio, "notify_and_wait") as notify: | |
662 | with self.subTest(worker=True): | |
663 | market.Portfolio.data = store.LockedVar(None) | |
664 | market.Portfolio.worker = mock.Mock() | |
665 | is_worker.return_value = True | |
666 | self.wm.get(market.Portfolio.URL, [ | |
667 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
668 | ]) | |
669 | market.Portfolio.get_cryptoportfolio() | |
670 | self.assertIn("foo", market.Portfolio.data.get()) | |
671 | parse_cryptoportfolio.reset_mock() | |
672 | with self.subTest(worker=False): | |
673 | market.Portfolio.data = store.LockedVar(None) | |
674 | market.Portfolio.worker = mock.Mock() | |
675 | is_worker.return_value = False | |
676 | market.Portfolio.get_cryptoportfolio() | |
677 | notify.assert_called_once_with() | |
678 | parse_cryptoportfolio.assert_not_called() | |
679 | ||
680 | def test_parse_cryptoportfolio(self): | |
681 | with self.subTest(description="Normal case"): | |
682 | market.Portfolio.data = store.LockedVar(store.json.loads( | |
683 | self.json_response, parse_int=D, parse_float=D)) | |
684 | market.Portfolio.parse_cryptoportfolio() | |
685 | ||
686 | self.assertListEqual( | |
687 | ["medium", "high"], | |
688 | list(market.Portfolio.liquidities.get().keys())) | |
689 | ||
690 | liquidities = market.Portfolio.liquidities.get() | |
691 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
692 | self.assertEqual(10, len(liquidities["high"].keys())) | |
693 | ||
694 | expected = { | |
695 | 'BTC': (D("0.2857"), "long"), | |
696 | 'DGB': (D("0.1015"), "long"), | |
697 | 'DOGE': (D("0.1805"), "long"), | |
698 | 'SC': (D("0.0623"), "long"), | |
699 | 'ZEC': (D("0.3701"), "long"), | |
700 | } | |
701 | date = portfolio.datetime(2018, 1, 8) | |
702 | self.assertDictEqual(expected, liquidities["high"][date]) | |
703 | ||
704 | expected = { | |
705 | 'BTC': (D("1.1102e-16"), "long"), | |
706 | 'ETC': (D("0.1"), "long"), | |
707 | 'FCT': (D("0.1"), "long"), | |
708 | 'GAS': (D("0.1"), "long"), | |
709 | 'NAV': (D("0.1"), "long"), | |
710 | 'OMG': (D("0.1"), "long"), | |
711 | 'OMNI': (D("0.1"), "long"), | |
712 | 'PPC': (D("0.1"), "long"), | |
713 | 'RIC': (D("0.1"), "long"), | |
714 | 'VIA': (D("0.1"), "long"), | |
715 | 'XCP': (D("0.1"), "long"), | |
716 | } | |
717 | self.assertDictEqual(expected, liquidities["medium"][date]) | |
718 | self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get()) | |
719 | ||
720 | with self.subTest(description="Missing weight"): | |
721 | data = store.json.loads(self.json_response, parse_int=D, parse_float=D) | |
722 | del(data["portfolio_2"]["weights"]) | |
723 | market.Portfolio.data = store.LockedVar(data) | |
724 | ||
725 | market.Portfolio.parse_cryptoportfolio() | |
726 | self.assertListEqual( | |
727 | ["medium", "high"], | |
728 | list(market.Portfolio.liquidities.get().keys())) | |
729 | self.assertEqual({}, market.Portfolio.liquidities.get("medium")) | |
730 | ||
731 | with self.subTest(description="All missing weights"): | |
732 | data = store.json.loads(self.json_response, parse_int=D, parse_float=D) | |
733 | del(data["portfolio_1"]["weights"]) | |
734 | del(data["portfolio_2"]["weights"]) | |
735 | market.Portfolio.data = store.LockedVar(data) | |
736 | ||
737 | market.Portfolio.parse_cryptoportfolio() | |
738 | self.assertEqual({}, market.Portfolio.liquidities.get("medium")) | |
739 | self.assertEqual({}, market.Portfolio.liquidities.get("high")) | |
740 | self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get()) | |
741 | ||
742 | ||
743 | @mock.patch.object(market.Portfolio, "get_cryptoportfolio") | |
744 | def test_repartition(self, get_cryptoportfolio): | |
745 | market.Portfolio.liquidities = store.LockedVar({ | |
746 | "medium": { | |
747 | "2018-03-01": "medium_2018-03-01", | |
748 | "2018-03-08": "medium_2018-03-08", | |
749 | }, | |
750 | "high": { | |
751 | "2018-03-01": "high_2018-03-01", | |
752 | "2018-03-08": "high_2018-03-08", | |
753 | } | |
754 | }) | |
755 | market.Portfolio.last_date = store.LockedVar("2018-03-08") | |
756 | ||
757 | self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) | |
758 | get_cryptoportfolio.assert_called_once_with() | |
759 | self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) | |
760 | self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) | |
761 | ||
762 | @mock.patch.object(market.time, "sleep") | |
763 | @mock.patch.object(market.Portfolio, "get_cryptoportfolio") | |
764 | def test_wait_for_recent(self, get_cryptoportfolio, sleep): | |
765 | self.call_count = 0 | |
766 | def _get(refetch=False): | |
767 | if self.call_count != 0: | |
768 | self.assertTrue(refetch) | |
769 | else: | |
770 | self.assertFalse(refetch) | |
771 | self.call_count += 1 | |
772 | market.Portfolio.last_date = store.LockedVar(store.datetime.now()\ | |
773 | - store.timedelta(10)\ | |
774 | + store.timedelta(self.call_count)) | |
775 | get_cryptoportfolio.side_effect = _get | |
776 | ||
777 | market.Portfolio.wait_for_recent() | |
778 | sleep.assert_called_with(30) | |
779 | self.assertEqual(6, sleep.call_count) | |
780 | self.assertEqual(7, get_cryptoportfolio.call_count) | |
781 | market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") | |
782 | ||
783 | sleep.reset_mock() | |
784 | get_cryptoportfolio.reset_mock() | |
785 | market.Portfolio.last_date = store.LockedVar(None) | |
786 | self.call_count = 0 | |
787 | market.Portfolio.wait_for_recent(delta=15) | |
788 | sleep.assert_not_called() | |
789 | self.assertEqual(1, get_cryptoportfolio.call_count) | |
790 | ||
791 | sleep.reset_mock() | |
792 | get_cryptoportfolio.reset_mock() | |
793 | market.Portfolio.last_date = store.LockedVar(None) | |
794 | self.call_count = 0 | |
795 | market.Portfolio.wait_for_recent(delta=1) | |
796 | sleep.assert_called_with(30) | |
797 | self.assertEqual(9, sleep.call_count) | |
798 | self.assertEqual(10, get_cryptoportfolio.call_count) | |
799 | ||
800 | def test_is_worker_thread(self): | |
801 | with self.subTest(worker=None): | |
802 | self.assertFalse(store.Portfolio.is_worker_thread()) | |
803 | ||
804 | with self.subTest(worker="not self"),\ | |
805 | mock.patch("threading.current_thread") as current_thread: | |
806 | current = mock.Mock() | |
807 | current_thread.return_value = current | |
808 | store.Portfolio.worker = mock.Mock() | |
809 | self.assertFalse(store.Portfolio.is_worker_thread()) | |
810 | ||
811 | with self.subTest(worker="self"),\ | |
812 | mock.patch("threading.current_thread") as current_thread: | |
813 | current = mock.Mock() | |
814 | current_thread.return_value = current | |
815 | store.Portfolio.worker = current | |
816 | self.assertTrue(store.Portfolio.is_worker_thread()) | |
817 | ||
818 | def test_start_worker(self): | |
819 | with mock.patch.object(store.Portfolio, "wait_for_notification") as notification: | |
820 | store.Portfolio.start_worker() | |
821 | notification.assert_called_once_with(poll=30) | |
822 | ||
823 | self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) | |
824 | self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) | |
825 | store.Portfolio.report.start_lock.assert_called_once_with() | |
826 | ||
827 | self.assertIsNotNone(store.Portfolio.worker) | |
828 | self.assertIsNotNone(store.Portfolio.worker_notify) | |
829 | self.assertIsNotNone(store.Portfolio.callback) | |
830 | self.assertTrue(store.Portfolio.worker_started) | |
831 | ||
832 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
833 | class AmountTest(WebMockTestCase): | |
834 | def test_values(self): | |
835 | amount = portfolio.Amount("BTC", "0.65") | |
836 | self.assertEqual(D("0.65"), amount.value) | |
837 | self.assertEqual("BTC", amount.currency) | |
838 | ||
839 | def test_in_currency(self): | |
840 | amount = portfolio.Amount("ETC", 10) | |
841 | ||
842 | self.assertEqual(amount, amount.in_currency("ETC", self.m)) | |
843 | ||
844 | with self.subTest(desc="no ticker for currency"): | |
845 | self.m.get_ticker.return_value = None | |
846 | ||
847 | self.assertRaises(Exception, amount.in_currency, "ETH", self.m) | |
848 | ||
849 | with self.subTest(desc="nominal case"): | |
850 | self.m.get_ticker.return_value = { | |
851 | "bid": D("0.2"), | |
852 | "ask": D("0.4"), | |
853 | "average": D("0.3"), | |
854 | "foo": "bar", | |
855 | } | |
856 | converted_amount = amount.in_currency("ETH", self.m) | |
857 | ||
858 | self.assertEqual(D("3.0"), converted_amount.value) | |
859 | self.assertEqual("ETH", converted_amount.currency) | |
860 | self.assertEqual(amount, converted_amount.linked_to) | |
861 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
862 | ||
863 | converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") | |
864 | self.assertEqual(D("2"), converted_amount.value) | |
865 | ||
866 | converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") | |
867 | self.assertEqual(D("4"), converted_amount.value) | |
868 | ||
869 | converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) | |
870 | self.assertEqual(D("0.2"), converted_amount.value) | |
871 | ||
872 | def test__round(self): | |
873 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
874 | self.assertEqual(D("1.23456789"), round(amount).value) | |
875 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
876 | ||
877 | def test__abs(self): | |
878 | amount = portfolio.Amount("SC", -120) | |
879 | self.assertEqual(120, abs(amount).value) | |
880 | self.assertEqual("SC", abs(amount).currency) | |
881 | ||
882 | amount = portfolio.Amount("SC", 10) | |
883 | self.assertEqual(10, abs(amount).value) | |
884 | self.assertEqual("SC", abs(amount).currency) | |
885 | ||
886 | def test__add(self): | |
887 | amount1 = portfolio.Amount("XVG", "12.9") | |
888 | amount2 = portfolio.Amount("XVG", "13.1") | |
889 | ||
890 | self.assertEqual(26, (amount1 + amount2).value) | |
891 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
892 | ||
893 | amount3 = portfolio.Amount("ETH", "1.6") | |
894 | with self.assertRaises(Exception): | |
895 | amount1 + amount3 | |
896 | ||
897 | amount4 = portfolio.Amount("ETH", 0.0) | |
898 | self.assertEqual(amount1, amount1 + amount4) | |
899 | ||
900 | self.assertEqual(amount1, amount1 + 0) | |
901 | ||
902 | def test__radd(self): | |
903 | amount = portfolio.Amount("XVG", "12.9") | |
904 | ||
905 | self.assertEqual(amount, 0 + amount) | |
906 | with self.assertRaises(Exception): | |
907 | 4 + amount | |
908 | ||
909 | def test__sub(self): | |
910 | amount1 = portfolio.Amount("XVG", "13.3") | |
911 | amount2 = portfolio.Amount("XVG", "13.1") | |
912 | ||
913 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | |
914 | self.assertEqual("XVG", (amount1 - amount2).currency) | |
915 | ||
916 | amount3 = portfolio.Amount("ETH", "1.6") | |
917 | with self.assertRaises(Exception): | |
918 | amount1 - amount3 | |
919 | ||
920 | amount4 = portfolio.Amount("ETH", 0.0) | |
921 | self.assertEqual(amount1, amount1 - amount4) | |
922 | ||
923 | def test__rsub(self): | |
924 | amount = portfolio.Amount("ETH", "1.6") | |
925 | with self.assertRaises(Exception): | |
926 | 3 - amount | |
927 | ||
928 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) | |
929 | ||
930 | def test__mul(self): | |
931 | amount = portfolio.Amount("XEM", 11) | |
932 | ||
933 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | |
934 | self.assertEqual(D("33"), (amount * 3).value) | |
935 | ||
936 | with self.assertRaises(Exception): | |
937 | amount * amount | |
938 | ||
939 | def test__rmul(self): | |
940 | amount = portfolio.Amount("XEM", 11) | |
941 | ||
942 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | |
943 | self.assertEqual(D("33"), (3 * amount).value) | |
944 | ||
945 | def test__floordiv(self): | |
946 | amount = portfolio.Amount("XEM", 11) | |
947 | ||
948 | self.assertEqual(D("5.5"), (amount / 2).value) | |
949 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
950 | ||
951 | with self.assertRaises(Exception): | |
952 | amount / amount | |
953 | ||
954 | def test__truediv(self): | |
955 | amount = portfolio.Amount("XEM", 11) | |
956 | ||
957 | self.assertEqual(D("5.5"), (amount / 2).value) | |
958 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
959 | ||
960 | def test__lt(self): | |
961 | amount1 = portfolio.Amount("BTD", 11.3) | |
962 | amount2 = portfolio.Amount("BTD", 13.1) | |
963 | ||
964 | self.assertTrue(amount1 < amount2) | |
965 | self.assertFalse(amount2 < amount1) | |
966 | self.assertFalse(amount1 < amount1) | |
967 | ||
968 | amount3 = portfolio.Amount("BTC", 1.6) | |
969 | with self.assertRaises(Exception): | |
970 | amount1 < amount3 | |
971 | ||
972 | def test__le(self): | |
973 | amount1 = portfolio.Amount("BTD", 11.3) | |
974 | amount2 = portfolio.Amount("BTD", 13.1) | |
975 | ||
976 | self.assertTrue(amount1 <= amount2) | |
977 | self.assertFalse(amount2 <= amount1) | |
978 | self.assertTrue(amount1 <= amount1) | |
979 | ||
980 | amount3 = portfolio.Amount("BTC", 1.6) | |
981 | with self.assertRaises(Exception): | |
982 | amount1 <= amount3 | |
983 | ||
984 | def test__gt(self): | |
985 | amount1 = portfolio.Amount("BTD", 11.3) | |
986 | amount2 = portfolio.Amount("BTD", 13.1) | |
987 | ||
988 | self.assertTrue(amount2 > amount1) | |
989 | self.assertFalse(amount1 > amount2) | |
990 | self.assertFalse(amount1 > amount1) | |
991 | ||
992 | amount3 = portfolio.Amount("BTC", 1.6) | |
993 | with self.assertRaises(Exception): | |
994 | amount3 > amount1 | |
995 | ||
996 | def test__ge(self): | |
997 | amount1 = portfolio.Amount("BTD", 11.3) | |
998 | amount2 = portfolio.Amount("BTD", 13.1) | |
999 | ||
1000 | self.assertTrue(amount2 >= amount1) | |
1001 | self.assertFalse(amount1 >= amount2) | |
1002 | self.assertTrue(amount1 >= amount1) | |
1003 | ||
1004 | amount3 = portfolio.Amount("BTC", 1.6) | |
1005 | with self.assertRaises(Exception): | |
1006 | amount3 >= amount1 | |
1007 | ||
1008 | def test__eq(self): | |
1009 | amount1 = portfolio.Amount("BTD", 11.3) | |
1010 | amount2 = portfolio.Amount("BTD", 13.1) | |
1011 | amount3 = portfolio.Amount("BTD", 11.3) | |
1012 | ||
1013 | self.assertFalse(amount1 == amount2) | |
1014 | self.assertFalse(amount2 == amount1) | |
1015 | self.assertTrue(amount1 == amount3) | |
1016 | self.assertFalse(amount2 == 0) | |
1017 | ||
1018 | amount4 = portfolio.Amount("BTC", 1.6) | |
1019 | with self.assertRaises(Exception): | |
1020 | amount1 == amount4 | |
1021 | ||
1022 | amount5 = portfolio.Amount("BTD", 0) | |
1023 | self.assertTrue(amount5 == 0) | |
1024 | ||
1025 | def test__ne(self): | |
1026 | amount1 = portfolio.Amount("BTD", 11.3) | |
1027 | amount2 = portfolio.Amount("BTD", 13.1) | |
1028 | amount3 = portfolio.Amount("BTD", 11.3) | |
1029 | ||
1030 | self.assertTrue(amount1 != amount2) | |
1031 | self.assertTrue(amount2 != amount1) | |
1032 | self.assertFalse(amount1 != amount3) | |
1033 | self.assertTrue(amount2 != 0) | |
1034 | ||
1035 | amount4 = portfolio.Amount("BTC", 1.6) | |
1036 | with self.assertRaises(Exception): | |
1037 | amount1 != amount4 | |
1038 | ||
1039 | amount5 = portfolio.Amount("BTD", 0) | |
1040 | self.assertFalse(amount5 != 0) | |
1041 | ||
1042 | def test__neg(self): | |
1043 | amount1 = portfolio.Amount("BTD", "11.3") | |
1044 | ||
1045 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
1046 | ||
1047 | def test__str(self): | |
1048 | amount1 = portfolio.Amount("BTX", 32) | |
1049 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
1050 | ||
1051 | amount2 = portfolio.Amount("USDT", 12000) | |
1052 | amount1.linked_to = amount2 | |
1053 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
1054 | ||
1055 | def test__repr(self): | |
1056 | amount1 = portfolio.Amount("BTX", 32) | |
1057 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
1058 | ||
1059 | amount2 = portfolio.Amount("USDT", 12000) | |
1060 | amount1.linked_to = amount2 | |
1061 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
1062 | ||
1063 | amount3 = portfolio.Amount("BTC", 0.1) | |
1064 | amount2.linked_to = amount3 | |
1065 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
1066 | ||
1067 | def test_as_json(self): | |
1068 | amount = portfolio.Amount("BTX", 32) | |
1069 | self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) | |
1070 | ||
1071 | amount = portfolio.Amount("BTX", "1E-10") | |
1072 | self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) | |
1073 | ||
1074 | amount = portfolio.Amount("BTX", "1E-5") | |
1075 | self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) | |
1076 | self.assertEqual("0.00001", str(amount.as_json()["value"])) | |
1077 | ||
1078 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1079 | class BalanceTest(WebMockTestCase): | |
1080 | def test_values(self): | |
1081 | balance = portfolio.Balance("BTC", { | |
1082 | "exchange_total": "0.65", | |
1083 | "exchange_free": "0.35", | |
1084 | "exchange_used": "0.30", | |
1085 | "margin_total": "-10", | |
1086 | "margin_borrowed": "10", | |
1087 | "margin_available": "0", | |
1088 | "margin_in_position": "0", | |
1089 | "margin_position_type": "short", | |
1090 | "margin_borrowed_base_currency": "USDT", | |
1091 | "margin_liquidation_price": "1.20", | |
1092 | "margin_pending_gain": "10", | |
1093 | "margin_lending_fees": "0.4", | |
1094 | "margin_borrowed_base_price": "0.15", | |
1095 | }) | |
1096 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
1097 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
1098 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
1099 | self.assertEqual("BTC", balance.exchange_total.currency) | |
1100 | self.assertEqual("BTC", balance.exchange_free.currency) | |
1101 | self.assertEqual("BTC", balance.exchange_total.currency) | |
1102 | ||
1103 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
1104 | self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) | |
1105 | self.assertEqual(portfolio.D("0"), balance.margin_available.value) | |
1106 | self.assertEqual("BTC", balance.margin_total.currency) | |
1107 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
1108 | self.assertEqual("BTC", balance.margin_available.currency) | |
1109 | ||
1110 | self.assertEqual("BTC", balance.currency) | |
1111 | ||
1112 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) | |
1113 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
1114 | ||
1115 | def test__repr(self): | |
1116 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
1117 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
1118 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
1119 | "exchange_used": 1, "exchange_free": 2 }) | |
1120 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
1121 | ||
1122 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) | |
1123 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
1124 | ||
1125 | balance = portfolio.Balance("BTX", { "margin_total": 3, | |
1126 | "margin_in_position": 1, "margin_available": 2 }) | |
1127 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
1128 | ||
1129 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) | |
1130 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | |
1131 | ||
1132 | balance = portfolio.Balance("BTX", { "margin_total": -3, | |
1133 | "margin_borrowed_base_price": D("0.1"), | |
1134 | "margin_borrowed_base_currency": "BTC", | |
1135 | "margin_lending_fees": D("0.002") }) | |
1136 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
1137 | ||
1138 | balance = portfolio.Balance("BTX", { "margin_total": 1, | |
1139 | "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) | |
1140 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
1141 | ||
1142 | def test_as_json(self): | |
1143 | balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) | |
1144 | as_json = balance.as_json() | |
1145 | self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) | |
1146 | self.assertEqual(D(0), as_json["total"]) | |
1147 | self.assertEqual(D(2), as_json["exchange_total"]) | |
1148 | self.assertEqual(D(2), as_json["exchange_free"]) | |
1149 | self.assertEqual(D(0), as_json["exchange_used"]) | |
1150 | self.assertEqual(D(0), as_json["margin_total"]) | |
1151 | self.assertEqual(D(0), as_json["margin_available"]) | |
1152 | self.assertEqual(D(0), as_json["margin_borrowed"]) | |
1153 | ||
1154 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1155 | class MarketTest(WebMockTestCase): | |
1156 | def setUp(self): | |
1157 | super(MarketTest, self).setUp() | |
1158 | ||
1159 | self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
1160 | ||
1161 | def test_values(self): | |
1162 | m = market.Market(self.ccxt, self.market_args()) | |
1163 | ||
1164 | self.assertEqual(self.ccxt, m.ccxt) | |
1165 | self.assertFalse(m.debug) | |
1166 | self.assertIsInstance(m.report, market.ReportStore) | |
1167 | self.assertIsInstance(m.trades, market.TradeStore) | |
1168 | self.assertIsInstance(m.balances, market.BalanceStore) | |
1169 | self.assertEqual(m, m.report.market) | |
1170 | self.assertEqual(m, m.trades.market) | |
1171 | self.assertEqual(m, m.balances.market) | |
1172 | self.assertEqual(m, m.ccxt._market) | |
1173 | ||
1174 | m = market.Market(self.ccxt, self.market_args(debug=True)) | |
1175 | self.assertTrue(m.debug) | |
1176 | ||
1177 | m = market.Market(self.ccxt, self.market_args(debug=False)) | |
1178 | self.assertFalse(m.debug) | |
1179 | ||
1180 | with mock.patch("market.ReportStore") as report_store: | |
1181 | with self.subTest(quiet=False): | |
1182 | m = market.Market(self.ccxt, self.market_args(quiet=False)) | |
1183 | report_store.assert_called_with(m, verbose_print=True) | |
1184 | with self.subTest(quiet=True): | |
1185 | m = market.Market(self.ccxt, self.market_args(quiet=True)) | |
1186 | report_store.assert_called_with(m, verbose_print=False) | |
1187 | ||
1188 | @mock.patch("market.ccxt") | |
1189 | def test_from_config(self, ccxt): | |
1190 | with mock.patch("market.ReportStore"): | |
1191 | ccxt.poloniexE.return_value = self.ccxt | |
1192 | ||
1193 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args()) | |
1194 | ||
1195 | self.assertEqual(self.ccxt, m.ccxt) | |
1196 | ||
1197 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True)) | |
1198 | self.assertEqual(True, m.debug) | |
1199 | ||
1200 | def test_get_tickers(self): | |
1201 | self.ccxt.fetch_tickers.side_effect = [ | |
1202 | "tickers", | |
1203 | market.NotSupported | |
1204 | ] | |
1205 | ||
1206 | m = market.Market(self.ccxt, self.market_args()) | |
1207 | self.assertEqual("tickers", m.get_tickers()) | |
1208 | self.assertEqual("tickers", m.get_tickers()) | |
1209 | self.ccxt.fetch_tickers.assert_called_once() | |
1210 | ||
1211 | self.assertIsNone(m.get_tickers(refresh=self.time.time())) | |
1212 | ||
1213 | def test_get_ticker(self): | |
1214 | with self.subTest(get_tickers=True): | |
1215 | self.ccxt.fetch_tickers.return_value = { | |
1216 | "ETH/ETC": { "bid": 1, "ask": 3 }, | |
1217 | "XVG/ETH": { "bid": 10, "ask": 40 }, | |
1218 | } | |
1219 | m = market.Market(self.ccxt, self.market_args()) | |
1220 | ||
1221 | ticker = m.get_ticker("ETH", "ETC") | |
1222 | self.assertEqual(1, ticker["bid"]) | |
1223 | self.assertEqual(3, ticker["ask"]) | |
1224 | self.assertEqual(2, ticker["average"]) | |
1225 | self.assertFalse(ticker["inverted"]) | |
1226 | ||
1227 | ticker = m.get_ticker("ETH", "XVG") | |
1228 | self.assertEqual(0.0625, ticker["average"]) | |
1229 | self.assertTrue(ticker["inverted"]) | |
1230 | self.assertIn("original", ticker) | |
1231 | self.assertEqual(10, ticker["original"]["bid"]) | |
1232 | self.assertEqual(25, ticker["original"]["average"]) | |
1233 | ||
1234 | ticker = m.get_ticker("XVG", "XMR") | |
1235 | self.assertIsNone(ticker) | |
1236 | ||
1237 | with self.subTest(get_tickers=False): | |
1238 | self.ccxt.fetch_tickers.return_value = None | |
1239 | self.ccxt.fetch_ticker.side_effect = [ | |
1240 | { "bid": 1, "ask": 3 }, | |
1241 | market.ExchangeError("foo"), | |
1242 | { "bid": 10, "ask": 40 }, | |
1243 | market.ExchangeError("foo"), | |
1244 | market.ExchangeError("foo"), | |
1245 | ] | |
1246 | ||
1247 | m = market.Market(self.ccxt, self.market_args()) | |
1248 | ||
1249 | ticker = m.get_ticker("ETH", "ETC") | |
1250 | self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") | |
1251 | self.assertEqual(1, ticker["bid"]) | |
1252 | self.assertEqual(3, ticker["ask"]) | |
1253 | self.assertEqual(2, ticker["average"]) | |
1254 | self.assertFalse(ticker["inverted"]) | |
1255 | ||
1256 | ticker = m.get_ticker("ETH", "XVG") | |
1257 | self.assertEqual(0.0625, ticker["average"]) | |
1258 | self.assertTrue(ticker["inverted"]) | |
1259 | self.assertIn("original", ticker) | |
1260 | self.assertEqual(10, ticker["original"]["bid"]) | |
1261 | self.assertEqual(25, ticker["original"]["average"]) | |
1262 | ||
1263 | ticker = m.get_ticker("XVG", "XMR") | |
1264 | self.assertIsNone(ticker) | |
1265 | ||
1266 | def test_fetch_fees(self): | |
1267 | m = market.Market(self.ccxt, self.market_args()) | |
1268 | self.ccxt.fetch_fees.return_value = "Foo" | |
1269 | self.assertEqual("Foo", m.fetch_fees()) | |
1270 | self.ccxt.fetch_fees.assert_called_once() | |
1271 | self.ccxt.reset_mock() | |
1272 | self.assertEqual("Foo", m.fetch_fees()) | |
1273 | self.ccxt.fetch_fees.assert_not_called() | |
1274 | ||
1275 | @mock.patch.object(market.Portfolio, "repartition") | |
1276 | @mock.patch.object(market.Market, "get_ticker") | |
1277 | @mock.patch.object(market.TradeStore, "compute_trades") | |
1278 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
1279 | repartition.return_value = { | |
1280 | "XEM": (D("0.75"), "long"), | |
1281 | "BTC": (D("0.25"), "long"), | |
1282 | } | |
1283 | def _get_ticker(c1, c2): | |
1284 | if c1 == "USDT" and c2 == "BTC": | |
1285 | return { "average": D("0.0001") } | |
1286 | if c1 == "XVG" and c2 == "BTC": | |
1287 | return { "average": D("0.000001") } | |
1288 | if c1 == "XEM" and c2 == "BTC": | |
1289 | return { "average": D("0.001") } | |
1290 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
1291 | get_ticker.side_effect = _get_ticker | |
1292 | ||
1293 | with mock.patch("market.ReportStore"): | |
1294 | m = market.Market(self.ccxt, self.market_args()) | |
1295 | self.ccxt.fetch_all_balances.return_value = { | |
1296 | "USDT": { | |
1297 | "exchange_free": D("10000.0"), | |
1298 | "exchange_used": D("0.0"), | |
1299 | "exchange_total": D("10000.0"), | |
1300 | "total": D("10000.0") | |
1301 | }, | |
1302 | "XVG": { | |
1303 | "exchange_free": D("10000.0"), | |
1304 | "exchange_used": D("0.0"), | |
1305 | "exchange_total": D("10000.0"), | |
1306 | "total": D("10000.0") | |
1307 | }, | |
1308 | } | |
1309 | ||
1310 | m.balances.fetch_balances(tag="tag") | |
1311 | ||
1312 | m.prepare_trades() | |
1313 | compute_trades.assert_called() | |
1314 | ||
1315 | call = compute_trades.call_args | |
1316 | self.assertEqual(1, call[0][0]["USDT"].value) | |
1317 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
1318 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
1319 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
1320 | m.report.log_stage.assert_called_once_with("prepare_trades", | |
1321 | base_currency='BTC', compute_value='average', | |
1322 | liquidity='medium', only=None, repartition=None) | |
1323 | m.report.log_balances.assert_called_once_with(tag="tag") | |
1324 | ||
1325 | ||
1326 | @mock.patch.object(market.time, "sleep") | |
1327 | @mock.patch.object(market.TradeStore, "all_orders") | |
1328 | def test_follow_orders(self, all_orders, time_mock): | |
1329 | for debug, sleep in [ | |
1330 | (False, None), (True, None), | |
1331 | (False, 12), (True, 12)]: | |
1332 | with self.subTest(sleep=sleep, debug=debug), \ | |
1333 | mock.patch("market.ReportStore"): | |
1334 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
1335 | ||
1336 | order_mock1 = mock.Mock() | |
1337 | order_mock2 = mock.Mock() | |
1338 | order_mock3 = mock.Mock() | |
1339 | all_orders.side_effect = [ | |
1340 | [order_mock1, order_mock2], | |
1341 | [order_mock1, order_mock2], | |
1342 | ||
1343 | [order_mock1, order_mock3], | |
1344 | [order_mock1, order_mock3], | |
1345 | ||
1346 | [order_mock1, order_mock3], | |
1347 | [order_mock1, order_mock3], | |
1348 | ||
1349 | [] | |
1350 | ] | |
1351 | ||
1352 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
1353 | order_mock2.get_status.side_effect = ["open"] | |
1354 | order_mock3.get_status.side_effect = ["open", "closed"] | |
1355 | ||
1356 | order_mock1.trade = mock.Mock() | |
1357 | order_mock2.trade = mock.Mock() | |
1358 | order_mock3.trade = mock.Mock() | |
1359 | ||
1360 | m.follow_orders(sleep=sleep) | |
1361 | ||
1362 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
1363 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
1364 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
1365 | self.assertEqual(3, order_mock1.get_status.call_count) | |
1366 | ||
1367 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
1368 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
1369 | self.assertEqual(1, order_mock2.get_status.call_count) | |
1370 | ||
1371 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
1372 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
1373 | self.assertEqual(2, order_mock3.get_status.call_count) | |
1374 | m.report.log_stage.assert_called() | |
1375 | calls = [ | |
1376 | mock.call("follow_orders_begin"), | |
1377 | mock.call("follow_orders_tick_1"), | |
1378 | mock.call("follow_orders_tick_2"), | |
1379 | mock.call("follow_orders_tick_3"), | |
1380 | mock.call("follow_orders_end"), | |
1381 | ] | |
1382 | m.report.log_stage.assert_has_calls(calls) | |
1383 | m.report.log_orders.assert_called() | |
1384 | self.assertEqual(3, m.report.log_orders.call_count) | |
1385 | calls = [ | |
1386 | mock.call([order_mock1, order_mock2], tick=1), | |
1387 | mock.call([order_mock1, order_mock3], tick=2), | |
1388 | mock.call([order_mock1, order_mock3], tick=3), | |
1389 | ] | |
1390 | m.report.log_orders.assert_has_calls(calls) | |
1391 | calls = [ | |
1392 | mock.call(order_mock1, 3, finished=True), | |
1393 | mock.call(order_mock3, 3, finished=True), | |
1394 | ] | |
1395 | m.report.log_order.assert_has_calls(calls) | |
1396 | ||
1397 | if sleep is None: | |
1398 | if debug: | |
1399 | m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") | |
1400 | time_mock.assert_called_with(7) | |
1401 | else: | |
1402 | time_mock.assert_called_with(30) | |
1403 | else: | |
1404 | time_mock.assert_called_with(sleep) | |
1405 | ||
1406 | @mock.patch.object(market.BalanceStore, "fetch_balances") | |
1407 | def test_move_balance(self, fetch_balances): | |
1408 | for debug in [True, False]: | |
1409 | with self.subTest(debug=debug),\ | |
1410 | mock.patch("market.ReportStore"): | |
1411 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
1412 | ||
1413 | value_from = portfolio.Amount("BTC", "1.0") | |
1414 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1415 | value_to = portfolio.Amount("BTC", "10.0") | |
1416 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
1417 | ||
1418 | value_from = portfolio.Amount("BTC", "0.0") | |
1419 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
1420 | value_to = portfolio.Amount("BTC", "-3.0") | |
1421 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
1422 | ||
1423 | value_from = portfolio.Amount("USDT", "0.0") | |
1424 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
1425 | value_to = portfolio.Amount("USDT", "-50.0") | |
1426 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
1427 | ||
1428 | m.trades.all = [trade1, trade2, trade3] | |
1429 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
1430 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
1431 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
1432 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
1433 | ||
1434 | m.move_balances() | |
1435 | ||
1436 | fetch_balances.assert_called_with() | |
1437 | m.report.log_move_balances.assert_called_once() | |
1438 | ||
1439 | if debug: | |
1440 | m.report.log_debug_action.assert_called() | |
1441 | self.assertEqual(3, m.report.log_debug_action.call_count) | |
1442 | else: | |
1443 | self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") | |
1444 | self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") | |
1445 | self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") | |
1446 | ||
1447 | m.report.reset_mock() | |
1448 | fetch_balances.reset_mock() | |
1449 | with self.subTest(retry=True): | |
1450 | with mock.patch("market.ReportStore"): | |
1451 | m = market.Market(self.ccxt, self.market_args()) | |
1452 | ||
1453 | value_from = portfolio.Amount("BTC", "0.0") | |
1454 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
1455 | value_to = portfolio.Amount("BTC", "-3.0") | |
1456 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | |
1457 | ||
1458 | m.trades.all = [trade] | |
1459 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
1460 | m.balances.all = {"BTC": balance} | |
1461 | ||
1462 | m.ccxt.transfer_balance.side_effect = [ | |
1463 | market.ccxt.RequestTimeout, | |
1464 | True | |
1465 | ] | |
1466 | m.move_balances() | |
1467 | self.ccxt.transfer_balance.assert_has_calls([ | |
1468 | mock.call("BTC", 3, "exchange", "margin"), | |
1469 | mock.call("BTC", 3, "exchange", "margin") | |
1470 | ]) | |
1471 | self.assertEqual(2, fetch_balances.call_count) | |
1472 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | |
1473 | self.assertEqual(2, m.report.log_move_balances.call_count) | |
1474 | ||
1475 | self.ccxt.transfer_balance.reset_mock() | |
1476 | m.report.reset_mock() | |
1477 | fetch_balances.reset_mock() | |
1478 | with self.subTest(retry=True, too_much=True): | |
1479 | with mock.patch("market.ReportStore"): | |
1480 | m = market.Market(self.ccxt, self.market_args()) | |
1481 | ||
1482 | value_from = portfolio.Amount("BTC", "0.0") | |
1483 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
1484 | value_to = portfolio.Amount("BTC", "-3.0") | |
1485 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | |
1486 | ||
1487 | m.trades.all = [trade] | |
1488 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
1489 | m.balances.all = {"BTC": balance} | |
1490 | ||
1491 | m.ccxt.transfer_balance.side_effect = [ | |
1492 | market.ccxt.RequestTimeout, | |
1493 | market.ccxt.RequestTimeout, | |
1494 | market.ccxt.RequestTimeout, | |
1495 | market.ccxt.RequestTimeout, | |
1496 | market.ccxt.RequestTimeout, | |
1497 | ] | |
1498 | with self.assertRaises(market.ccxt.RequestTimeout): | |
1499 | m.move_balances() | |
1500 | ||
1501 | self.ccxt.transfer_balance.reset_mock() | |
1502 | m.report.reset_mock() | |
1503 | fetch_balances.reset_mock() | |
1504 | with self.subTest(retry=True, partial_result=True): | |
1505 | with mock.patch("market.ReportStore"): | |
1506 | m = market.Market(self.ccxt, self.market_args()) | |
1507 | ||
1508 | value_from = portfolio.Amount("BTC", "1.0") | |
1509 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1510 | value_to = portfolio.Amount("BTC", "10.0") | |
1511 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
1512 | ||
1513 | value_from = portfolio.Amount("BTC", "0.0") | |
1514 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
1515 | value_to = portfolio.Amount("BTC", "-3.0") | |
1516 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
1517 | ||
1518 | value_from = portfolio.Amount("USDT", "0.0") | |
1519 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
1520 | value_to = portfolio.Amount("USDT", "-50.0") | |
1521 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
1522 | ||
1523 | m.trades.all = [trade1, trade2, trade3] | |
1524 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
1525 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
1526 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
1527 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
1528 | ||
1529 | call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 } | |
1530 | def _transfer_balance(currency, amount, from_, to_): | |
1531 | call_counts[currency] += 1 | |
1532 | if currency == "BTC": | |
1533 | m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }) | |
1534 | if currency == "USDT": | |
1535 | if call_counts["USDT"] == 1: | |
1536 | raise market.ccxt.RequestTimeout | |
1537 | else: | |
1538 | m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }) | |
1539 | if currency == "ETC": | |
1540 | m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }) | |
1541 | ||
1542 | ||
1543 | m.ccxt.transfer_balance.side_effect = _transfer_balance | |
1544 | ||
1545 | m.move_balances() | |
1546 | self.ccxt.transfer_balance.assert_has_calls([ | |
1547 | mock.call("BTC", 3, "exchange", "margin"), | |
1548 | mock.call('USDT', 100, 'exchange', 'margin'), | |
1549 | mock.call('USDT', 100, 'exchange', 'margin'), | |
1550 | mock.call("ETC", 5, "margin", "exchange") | |
1551 | ]) | |
1552 | self.assertEqual(2, fetch_balances.call_count) | |
1553 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | |
1554 | self.assertEqual(2, m.report.log_move_balances.call_count) | |
1555 | m.report.log_move_balances.asser_has_calls([ | |
1556 | mock.call( | |
1557 | { | |
1558 | 'BTC': portfolio.Amount("BTC", "3"), | |
1559 | 'USDT': portfolio.Amount("USDT", "150"), | |
1560 | 'ETC': portfolio.Amount("ETC", "10"), | |
1561 | }, | |
1562 | { | |
1563 | 'BTC': portfolio.Amount("BTC", "3"), | |
1564 | 'USDT': portfolio.Amount("USDT", "100"), | |
1565 | }), | |
1566 | mock.call( | |
1567 | { | |
1568 | 'BTC': portfolio.Amount("BTC", "3"), | |
1569 | 'USDT': portfolio.Amount("USDT", "150"), | |
1570 | 'ETC': portfolio.Amount("ETC", "10"), | |
1571 | }, | |
1572 | { | |
1573 | 'BTC': portfolio.Amount("BTC", "0"), | |
1574 | 'USDT': portfolio.Amount("USDT", "100"), | |
1575 | 'ETC': portfolio.Amount("ETC", "-5"), | |
1576 | }), | |
1577 | ]) | |
1578 | ||
1579 | ||
1580 | def test_store_file_report(self): | |
1581 | file_open = mock.mock_open() | |
1582 | m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1) | |
1583 | with self.subTest(file="present"),\ | |
1584 | mock.patch("market.open", file_open),\ | |
1585 | mock.patch.object(m, "report") as report,\ | |
1586 | mock.patch.object(market, "datetime") as time_mock: | |
1587 | ||
1588 | report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]] | |
1589 | report.to_json.return_value = "json_content" | |
1590 | ||
1591 | m.store_file_report(datetime.datetime(2018, 2, 25)) | |
1592 | ||
1593 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") | |
1594 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w") | |
1595 | file_open().write.assert_any_call("json_content") | |
1596 | file_open().write.assert_any_call("Foo\nBar") | |
1597 | m.report.to_json.assert_called_once_with() | |
1598 | ||
1599 | m = market.Market(self.ccxt, self.market_args(), report_path="error", user_id=1) | |
1600 | with self.subTest(file="error"),\ | |
1601 | mock.patch("market.open") as file_open,\ | |
1602 | mock.patch.object(m, "report") as report,\ | |
1603 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1604 | file_open.side_effect = FileNotFoundError | |
1605 | ||
1606 | m.store_file_report(datetime.datetime(2018, 2, 25)) | |
1607 | ||
1608 | self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") | |
1609 | ||
1610 | @mock.patch.object(market, "psycopg2") | |
1611 | def test_store_database_report(self, psycopg2): | |
1612 | connect_mock = mock.Mock() | |
1613 | cursor_mock = mock.MagicMock() | |
1614 | ||
1615 | connect_mock.cursor.return_value = cursor_mock | |
1616 | psycopg2.connect.return_value = connect_mock | |
1617 | m = market.Market(self.ccxt, self.market_args(), | |
1618 | pg_config={"config": "pg_config"}, user_id=1) | |
1619 | cursor_mock.fetchone.return_value = [42] | |
1620 | ||
1621 | with self.subTest(error=False),\ | |
1622 | mock.patch.object(m, "report") as report: | |
1623 | report.to_json_array.return_value = [ | |
1624 | ("date1", "type1", "payload1"), | |
1625 | ("date2", "type2", "payload2"), | |
1626 | ] | |
1627 | m.store_database_report(datetime.datetime(2018, 3, 24)) | |
1628 | connect_mock.assert_has_calls([ | |
1629 | mock.call.cursor(), | |
1630 | 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)), | |
1631 | mock.call.cursor().fetchone(), | |
1632 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')), | |
1633 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')), | |
1634 | mock.call.commit(), | |
1635 | mock.call.cursor().close(), | |
1636 | mock.call.close() | |
1637 | ]) | |
1638 | ||
1639 | connect_mock.reset_mock() | |
1640 | with self.subTest(error=True),\ | |
1641 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1642 | psycopg2.connect.side_effect = Exception("Bouh") | |
1643 | m.store_database_report(datetime.datetime(2018, 3, 24)) | |
1644 | self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n") | |
1645 | ||
1646 | def test_store_report(self): | |
1647 | m = market.Market(self.ccxt, self.market_args(), user_id=1) | |
1648 | with self.subTest(file=None, pg_config=None),\ | |
1649 | mock.patch.object(m, "report") as report,\ | |
1650 | mock.patch.object(m, "store_database_report") as db_report,\ | |
1651 | mock.patch.object(m, "store_file_report") as file_report: | |
1652 | m.store_report() | |
1653 | report.merge.assert_called_with(store.Portfolio.report) | |
1654 | ||
1655 | file_report.assert_not_called() | |
1656 | db_report.assert_not_called() | |
1657 | ||
1658 | report.reset_mock() | |
1659 | m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1) | |
1660 | with self.subTest(file="present", pg_config=None),\ | |
1661 | mock.patch.object(m, "report") as report,\ | |
1662 | mock.patch.object(m, "store_file_report") as file_report,\ | |
1663 | mock.patch.object(m, "store_database_report") as db_report,\ | |
1664 | mock.patch.object(market, "datetime") as time_mock: | |
1665 | ||
1666 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
1667 | ||
1668 | m.store_report() | |
1669 | ||
1670 | report.merge.assert_called_with(store.Portfolio.report) | |
1671 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
1672 | db_report.assert_not_called() | |
1673 | ||
1674 | report.reset_mock() | |
1675 | m = market.Market(self.ccxt, self.market_args(), pg_config="present", user_id=1) | |
1676 | with self.subTest(file=None, pg_config="present"),\ | |
1677 | mock.patch.object(m, "report") as report,\ | |
1678 | mock.patch.object(m, "store_file_report") as file_report,\ | |
1679 | mock.patch.object(m, "store_database_report") as db_report,\ | |
1680 | mock.patch.object(market, "datetime") as time_mock: | |
1681 | ||
1682 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
1683 | ||
1684 | m.store_report() | |
1685 | ||
1686 | report.merge.assert_called_with(store.Portfolio.report) | |
1687 | file_report.assert_not_called() | |
1688 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
1689 | ||
1690 | report.reset_mock() | |
1691 | m = market.Market(self.ccxt, self.market_args(), | |
1692 | pg_config="pg_config", report_path="present", user_id=1) | |
1693 | with self.subTest(file="present", pg_config="present"),\ | |
1694 | mock.patch.object(m, "report") as report,\ | |
1695 | mock.patch.object(m, "store_file_report") as file_report,\ | |
1696 | mock.patch.object(m, "store_database_report") as db_report,\ | |
1697 | mock.patch.object(market, "datetime") as time_mock: | |
1698 | ||
1699 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
1700 | ||
1701 | m.store_report() | |
1702 | ||
1703 | report.merge.assert_called_with(store.Portfolio.report) | |
1704 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
1705 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
1706 | ||
1707 | def test_print_orders(self): | |
1708 | m = market.Market(self.ccxt, self.market_args()) | |
1709 | with mock.patch.object(m.report, "log_stage") as log_stage,\ | |
1710 | mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ | |
1711 | mock.patch.object(m, "prepare_trades") as prepare_trades,\ | |
1712 | mock.patch.object(m.trades, "prepare_orders") as prepare_orders: | |
1713 | m.print_orders() | |
1714 | ||
1715 | log_stage.assert_called_with("print_orders") | |
1716 | fetch_balances.assert_called_with(tag="print_orders") | |
1717 | prepare_trades.assert_called_with(base_currency="BTC", | |
1718 | compute_value="average") | |
1719 | prepare_orders.assert_called_with(compute_value="average") | |
1720 | ||
1721 | def test_print_balances(self): | |
1722 | m = market.Market(self.ccxt, self.market_args()) | |
1723 | ||
1724 | with mock.patch.object(m.balances, "in_currency") as in_currency,\ | |
1725 | mock.patch.object(m.report, "log_stage") as log_stage,\ | |
1726 | mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ | |
1727 | mock.patch.object(m.report, "print_log") as print_log: | |
1728 | ||
1729 | in_currency.return_value = { | |
1730 | "BTC": portfolio.Amount("BTC", "0.65"), | |
1731 | "ETH": portfolio.Amount("BTC", "0.3"), | |
1732 | } | |
1733 | ||
1734 | m.print_balances() | |
1735 | ||
1736 | log_stage.assert_called_once_with("print_balances") | |
1737 | fetch_balances.assert_called_with() | |
1738 | print_log.assert_has_calls([ | |
1739 | mock.call("total:"), | |
1740 | mock.call(portfolio.Amount("BTC", "0.95")), | |
1741 | ]) | |
1742 | ||
1743 | @mock.patch("market.Processor.process") | |
1744 | @mock.patch("market.ReportStore.log_error") | |
1745 | @mock.patch("market.Market.store_report") | |
1746 | def test_process(self, store_report, log_error, process): | |
1747 | m = market.Market(self.ccxt, self.market_args()) | |
1748 | with self.subTest(before=False, after=False): | |
1749 | m.process(None) | |
1750 | ||
1751 | process.assert_not_called() | |
1752 | store_report.assert_called_once() | |
1753 | log_error.assert_not_called() | |
1754 | ||
1755 | process.reset_mock() | |
1756 | log_error.reset_mock() | |
1757 | store_report.reset_mock() | |
1758 | with self.subTest(before=True, after=False): | |
1759 | m.process(None, before=True) | |
1760 | ||
1761 | process.assert_called_once_with("sell_all", steps="before") | |
1762 | store_report.assert_called_once() | |
1763 | log_error.assert_not_called() | |
1764 | ||
1765 | process.reset_mock() | |
1766 | log_error.reset_mock() | |
1767 | store_report.reset_mock() | |
1768 | with self.subTest(before=False, after=True): | |
1769 | m.process(None, after=True) | |
1770 | ||
1771 | process.assert_called_once_with("sell_all", steps="after") | |
1772 | store_report.assert_called_once() | |
1773 | log_error.assert_not_called() | |
1774 | ||
1775 | process.reset_mock() | |
1776 | log_error.reset_mock() | |
1777 | store_report.reset_mock() | |
1778 | with self.subTest(before=True, after=True): | |
1779 | m.process(None, before=True, after=True) | |
1780 | ||
1781 | process.assert_has_calls([ | |
1782 | mock.call("sell_all", steps="before"), | |
1783 | mock.call("sell_all", steps="after"), | |
1784 | ]) | |
1785 | store_report.assert_called_once() | |
1786 | log_error.assert_not_called() | |
1787 | ||
1788 | process.reset_mock() | |
1789 | log_error.reset_mock() | |
1790 | store_report.reset_mock() | |
1791 | with self.subTest(action="print_balances"),\ | |
1792 | mock.patch.object(m, "print_balances") as print_balances: | |
1793 | m.process(["print_balances"]) | |
1794 | ||
1795 | process.assert_not_called() | |
1796 | log_error.assert_not_called() | |
1797 | store_report.assert_called_once() | |
1798 | print_balances.assert_called_once_with() | |
1799 | ||
1800 | log_error.reset_mock() | |
1801 | store_report.reset_mock() | |
1802 | with self.subTest(action="print_orders"),\ | |
1803 | mock.patch.object(m, "print_orders") as print_orders,\ | |
1804 | mock.patch.object(m, "print_balances") as print_balances: | |
1805 | m.process(["print_orders", "print_balances"]) | |
1806 | ||
1807 | process.assert_not_called() | |
1808 | log_error.assert_not_called() | |
1809 | store_report.assert_called_once() | |
1810 | print_orders.assert_called_once_with() | |
1811 | print_balances.assert_called_once_with() | |
1812 | ||
1813 | log_error.reset_mock() | |
1814 | store_report.reset_mock() | |
1815 | with self.subTest(action="unknown"): | |
1816 | m.process(["unknown"]) | |
1817 | log_error.assert_called_once_with("market_process", message="Unknown action unknown") | |
1818 | store_report.assert_called_once() | |
1819 | ||
1820 | log_error.reset_mock() | |
1821 | store_report.reset_mock() | |
1822 | with self.subTest(unhandled_exception=True): | |
1823 | process.side_effect = Exception("bouh") | |
1824 | ||
1825 | m.process(None, before=True) | |
1826 | log_error.assert_called_with("market_process", exception=mock.ANY) | |
1827 | store_report.assert_called_once() | |
1828 | ||
1829 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1830 | class TradeStoreTest(WebMockTestCase): | |
1831 | def test_compute_trades(self): | |
1832 | self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | |
1833 | ||
1834 | values_in_base = { | |
1835 | "XMR": portfolio.Amount("BTC", D("0.9")), | |
1836 | "DASH": portfolio.Amount("BTC", D("0.4")), | |
1837 | "XVG": portfolio.Amount("BTC", D("-0.5")), | |
1838 | "BTC": portfolio.Amount("BTC", D("0.5")), | |
1839 | } | |
1840 | new_repartition = { | |
1841 | "DASH": portfolio.Amount("BTC", D("0.5")), | |
1842 | "XVG": portfolio.Amount("BTC", D("0.1")), | |
1843 | "BTC": portfolio.Amount("BTC", D("0.4")), | |
1844 | "ETH": portfolio.Amount("BTC", D("0.3")), | |
1845 | } | |
1846 | side_effect = [ | |
1847 | (True, 1), | |
1848 | (False, 2), | |
1849 | (False, 3), | |
1850 | (True, 4), | |
1851 | (True, 5) | |
1852 | ] | |
1853 | ||
1854 | with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: | |
1855 | trade_store = market.TradeStore(self.m) | |
1856 | trade_if_matching.side_effect = side_effect | |
1857 | ||
1858 | trade_store.compute_trades(values_in_base, | |
1859 | new_repartition, only="only") | |
1860 | ||
1861 | self.assertEqual(5, trade_if_matching.call_count) | |
1862 | self.assertEqual(3, len(trade_store.all)) | |
1863 | self.assertEqual([1, 4, 5], trade_store.all) | |
1864 | self.m.report.log_trades.assert_called_with(side_effect, "only") | |
1865 | ||
1866 | def test_trade_if_matching(self): | |
1867 | ||
1868 | with self.subTest(only="nope"): | |
1869 | trade_store = market.TradeStore(self.m) | |
1870 | result = trade_store.trade_if_matching( | |
1871 | portfolio.Amount("BTC", D("0")), | |
1872 | portfolio.Amount("BTC", D("0.3")), | |
1873 | "ETH", only="nope") | |
1874 | self.assertEqual(False, result[0]) | |
1875 | self.assertIsInstance(result[1], portfolio.Trade) | |
1876 | ||
1877 | with self.subTest(only=None): | |
1878 | trade_store = market.TradeStore(self.m) | |
1879 | result = trade_store.trade_if_matching( | |
1880 | portfolio.Amount("BTC", D("0")), | |
1881 | portfolio.Amount("BTC", D("0.3")), | |
1882 | "ETH", only=None) | |
1883 | self.assertEqual(True, result[0]) | |
1884 | ||
1885 | with self.subTest(only="acquire"): | |
1886 | trade_store = market.TradeStore(self.m) | |
1887 | result = trade_store.trade_if_matching( | |
1888 | portfolio.Amount("BTC", D("0")), | |
1889 | portfolio.Amount("BTC", D("0.3")), | |
1890 | "ETH", only="acquire") | |
1891 | self.assertEqual(True, result[0]) | |
1892 | ||
1893 | with self.subTest(only="dispose"): | |
1894 | trade_store = market.TradeStore(self.m) | |
1895 | result = trade_store.trade_if_matching( | |
1896 | portfolio.Amount("BTC", D("0")), | |
1897 | portfolio.Amount("BTC", D("0.3")), | |
1898 | "ETH", only="dispose") | |
1899 | self.assertEqual(False, result[0]) | |
1900 | ||
1901 | def test_prepare_orders(self): | |
1902 | trade_store = market.TradeStore(self.m) | |
1903 | ||
1904 | trade_mock1 = mock.Mock() | |
1905 | trade_mock2 = mock.Mock() | |
1906 | trade_mock3 = mock.Mock() | |
1907 | ||
1908 | trade_mock1.prepare_order.return_value = 1 | |
1909 | trade_mock2.prepare_order.return_value = 2 | |
1910 | trade_mock3.prepare_order.return_value = 3 | |
1911 | ||
1912 | trade_mock1.pending = True | |
1913 | trade_mock2.pending = True | |
1914 | trade_mock3.pending = False | |
1915 | ||
1916 | trade_store.all.append(trade_mock1) | |
1917 | trade_store.all.append(trade_mock2) | |
1918 | trade_store.all.append(trade_mock3) | |
1919 | ||
1920 | trade_store.prepare_orders() | |
1921 | trade_mock1.prepare_order.assert_called_with(compute_value="default") | |
1922 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
1923 | trade_mock3.prepare_order.assert_not_called() | |
1924 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") | |
1925 | ||
1926 | self.m.report.log_orders.reset_mock() | |
1927 | ||
1928 | trade_store.prepare_orders(compute_value="bla") | |
1929 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") | |
1930 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
1931 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") | |
1932 | ||
1933 | trade_mock1.prepare_order.reset_mock() | |
1934 | trade_mock2.prepare_order.reset_mock() | |
1935 | self.m.report.log_orders.reset_mock() | |
1936 | ||
1937 | trade_mock1.action = "foo" | |
1938 | trade_mock2.action = "bar" | |
1939 | trade_store.prepare_orders(only="bar") | |
1940 | trade_mock1.prepare_order.assert_not_called() | |
1941 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
1942 | self.m.report.log_orders.assert_called_once_with([2], "bar", "default") | |
1943 | ||
1944 | def test_print_all_with_order(self): | |
1945 | trade_mock1 = mock.Mock() | |
1946 | trade_mock2 = mock.Mock() | |
1947 | trade_mock3 = mock.Mock() | |
1948 | trade_store = market.TradeStore(self.m) | |
1949 | trade_store.all = [trade_mock1, trade_mock2, trade_mock3] | |
1950 | ||
1951 | trade_store.print_all_with_order() | |
1952 | ||
1953 | trade_mock1.print_with_order.assert_called() | |
1954 | trade_mock2.print_with_order.assert_called() | |
1955 | trade_mock3.print_with_order.assert_called() | |
1956 | ||
1957 | def test_run_orders(self): | |
1958 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
1959 | order_mock1 = mock.Mock() | |
1960 | order_mock2 = mock.Mock() | |
1961 | order_mock3 = mock.Mock() | |
1962 | trade_store = market.TradeStore(self.m) | |
1963 | ||
1964 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
1965 | ||
1966 | trade_store.run_orders() | |
1967 | ||
1968 | all_orders.assert_called_with(state="pending") | |
1969 | ||
1970 | order_mock1.run.assert_called() | |
1971 | order_mock2.run.assert_called() | |
1972 | order_mock3.run.assert_called() | |
1973 | ||
1974 | self.m.report.log_stage.assert_called_with("run_orders") | |
1975 | self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, | |
1976 | order_mock3]) | |
1977 | ||
1978 | def test_all_orders(self): | |
1979 | trade_mock1 = mock.Mock() | |
1980 | trade_mock2 = mock.Mock() | |
1981 | ||
1982 | order_mock1 = mock.Mock() | |
1983 | order_mock2 = mock.Mock() | |
1984 | order_mock3 = mock.Mock() | |
1985 | ||
1986 | trade_mock1.orders = [order_mock1, order_mock2] | |
1987 | trade_mock2.orders = [order_mock3] | |
1988 | ||
1989 | order_mock1.status = "pending" | |
1990 | order_mock2.status = "open" | |
1991 | order_mock3.status = "open" | |
1992 | ||
1993 | trade_store = market.TradeStore(self.m) | |
1994 | trade_store.all.append(trade_mock1) | |
1995 | trade_store.all.append(trade_mock2) | |
1996 | ||
1997 | orders = trade_store.all_orders() | |
1998 | self.assertEqual(3, len(orders)) | |
1999 | ||
2000 | open_orders = trade_store.all_orders(state="open") | |
2001 | self.assertEqual(2, len(open_orders)) | |
2002 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
2003 | ||
2004 | def test_update_all_orders_status(self): | |
2005 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
2006 | order_mock1 = mock.Mock() | |
2007 | order_mock2 = mock.Mock() | |
2008 | order_mock3 = mock.Mock() | |
2009 | ||
2010 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
2011 | ||
2012 | trade_store = market.TradeStore(self.m) | |
2013 | ||
2014 | trade_store.update_all_orders_status() | |
2015 | all_orders.assert_called_with(state="open") | |
2016 | ||
2017 | order_mock1.get_status.assert_called() | |
2018 | order_mock2.get_status.assert_called() | |
2019 | order_mock3.get_status.assert_called() | |
2020 | ||
2021 | def test_close_trades(self): | |
2022 | trade_mock1 = mock.Mock() | |
2023 | trade_mock2 = mock.Mock() | |
2024 | trade_mock3 = mock.Mock() | |
2025 | ||
2026 | trade_store = market.TradeStore(self.m) | |
2027 | ||
2028 | trade_store.all.append(trade_mock1) | |
2029 | trade_store.all.append(trade_mock2) | |
2030 | trade_store.all.append(trade_mock3) | |
2031 | ||
2032 | trade_store.close_trades() | |
2033 | ||
2034 | trade_mock1.close.assert_called_once_with() | |
2035 | trade_mock2.close.assert_called_once_with() | |
2036 | trade_mock3.close.assert_called_once_with() | |
2037 | ||
2038 | def test_pending(self): | |
2039 | trade_mock1 = mock.Mock() | |
2040 | trade_mock1.pending = True | |
2041 | trade_mock2 = mock.Mock() | |
2042 | trade_mock2.pending = True | |
2043 | trade_mock3 = mock.Mock() | |
2044 | trade_mock3.pending = False | |
2045 | ||
2046 | trade_store = market.TradeStore(self.m) | |
2047 | ||
2048 | trade_store.all.append(trade_mock1) | |
2049 | trade_store.all.append(trade_mock2) | |
2050 | trade_store.all.append(trade_mock3) | |
2051 | ||
2052 | self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) | |
2053 | ||
2054 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2055 | class BalanceStoreTest(WebMockTestCase): | |
2056 | def setUp(self): | |
2057 | super(BalanceStoreTest, self).setUp() | |
2058 | ||
2059 | self.fetch_balance = { | |
2060 | "ETC": { | |
2061 | "exchange_free": 0, | |
2062 | "exchange_used": 0, | |
2063 | "exchange_total": 0, | |
2064 | "margin_total": 0, | |
2065 | }, | |
2066 | "USDT": { | |
2067 | "exchange_free": D("6.0"), | |
2068 | "exchange_used": D("1.2"), | |
2069 | "exchange_total": D("7.2"), | |
2070 | "margin_total": 0, | |
2071 | }, | |
2072 | "XVG": { | |
2073 | "exchange_free": 16, | |
2074 | "exchange_used": 0, | |
2075 | "exchange_total": 16, | |
2076 | "margin_total": 0, | |
2077 | }, | |
2078 | "XMR": { | |
2079 | "exchange_free": 0, | |
2080 | "exchange_used": 0, | |
2081 | "exchange_total": 0, | |
2082 | "margin_total": D("-1.0"), | |
2083 | "margin_free": 0, | |
2084 | }, | |
2085 | } | |
2086 | ||
2087 | def test_in_currency(self): | |
2088 | self.m.get_ticker.return_value = { | |
2089 | "bid": D("0.09"), | |
2090 | "ask": D("0.11"), | |
2091 | "average": D("0.1"), | |
2092 | } | |
2093 | ||
2094 | balance_store = market.BalanceStore(self.m) | |
2095 | balance_store.all = { | |
2096 | "BTC": portfolio.Balance("BTC", { | |
2097 | "total": "0.65", | |
2098 | "exchange_total":"0.65", | |
2099 | "exchange_free": "0.35", | |
2100 | "exchange_used": "0.30"}), | |
2101 | "ETH": portfolio.Balance("ETH", { | |
2102 | "total": 3, | |
2103 | "exchange_total": 3, | |
2104 | "exchange_free": 3, | |
2105 | "exchange_used": 0}), | |
2106 | } | |
2107 | ||
2108 | amounts = balance_store.in_currency("BTC") | |
2109 | self.assertEqual("BTC", amounts["ETH"].currency) | |
2110 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
2111 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
2112 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
2113 | "average", "total") | |
2114 | self.m.report.log_tickers.reset_mock() | |
2115 | ||
2116 | amounts = balance_store.in_currency("BTC", compute_value="bid") | |
2117 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
2118 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
2119 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
2120 | "bid", "total") | |
2121 | self.m.report.log_tickers.reset_mock() | |
2122 | ||
2123 | amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") | |
2124 | self.assertEqual(D("0.30"), amounts["BTC"].value) | |
2125 | self.assertEqual(0, amounts["ETH"].value) | |
2126 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
2127 | "bid", "exchange_used") | |
2128 | self.m.report.log_tickers.reset_mock() | |
2129 | ||
2130 | def test_fetch_balances(self): | |
2131 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
2132 | ||
2133 | balance_store = market.BalanceStore(self.m) | |
2134 | ||
2135 | balance_store.fetch_balances() | |
2136 | self.assertNotIn("ETC", balance_store.currencies()) | |
2137 | self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) | |
2138 | ||
2139 | balance_store.all["ETC"] = portfolio.Balance("ETC", { | |
2140 | "exchange_total": "1", "exchange_free": "0", | |
2141 | "exchange_used": "1" }) | |
2142 | balance_store.fetch_balances(tag="foo") | |
2143 | self.assertEqual(0, balance_store.all["ETC"].total) | |
2144 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) | |
2145 | self.m.report.log_balances.assert_called_with(tag="foo") | |
2146 | ||
2147 | @mock.patch.object(market.Portfolio, "repartition") | |
2148 | def test_dispatch_assets(self, repartition): | |
2149 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
2150 | ||
2151 | balance_store = market.BalanceStore(self.m) | |
2152 | balance_store.fetch_balances() | |
2153 | ||
2154 | self.assertNotIn("XEM", balance_store.currencies()) | |
2155 | ||
2156 | repartition_hash = { | |
2157 | "XEM": (D("0.75"), "long"), | |
2158 | "BTC": (D("0.26"), "long"), | |
2159 | "DASH": (D("0.10"), "short"), | |
2160 | } | |
2161 | repartition.return_value = repartition_hash | |
2162 | ||
2163 | amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) | |
2164 | repartition.assert_called_with(liquidity="medium") | |
2165 | self.assertIn("XEM", balance_store.currencies()) | |
2166 | self.assertEqual(D("2.6"), amounts["BTC"].value) | |
2167 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
2168 | self.assertEqual(D("-1.0"), amounts["DASH"].value) | |
2169 | self.m.report.log_balances.assert_called_with(tag=None) | |
2170 | self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", | |
2171 | "11.1"), amounts, "medium", repartition_hash) | |
2172 | ||
2173 | def test_currencies(self): | |
2174 | balance_store = market.BalanceStore(self.m) | |
2175 | ||
2176 | balance_store.all = { | |
2177 | "BTC": portfolio.Balance("BTC", { | |
2178 | "total": "0.65", | |
2179 | "exchange_total":"0.65", | |
2180 | "exchange_free": "0.35", | |
2181 | "exchange_used": "0.30"}), | |
2182 | "ETH": portfolio.Balance("ETH", { | |
2183 | "total": 3, | |
2184 | "exchange_total": 3, | |
2185 | "exchange_free": 3, | |
2186 | "exchange_used": 0}), | |
2187 | } | |
2188 | self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) | |
2189 | ||
2190 | def test_as_json(self): | |
2191 | balance_mock1 = mock.Mock() | |
2192 | balance_mock1.as_json.return_value = 1 | |
2193 | ||
2194 | balance_mock2 = mock.Mock() | |
2195 | balance_mock2.as_json.return_value = 2 | |
2196 | ||
2197 | balance_store = market.BalanceStore(self.m) | |
2198 | balance_store.all = { | |
2199 | "BTC": balance_mock1, | |
2200 | "ETH": balance_mock2, | |
2201 | } | |
2202 | ||
2203 | as_json = balance_store.as_json() | |
2204 | self.assertEqual(1, as_json["BTC"]) | |
2205 | self.assertEqual(2, as_json["ETH"]) | |
2206 | ||
2207 | ||
2208 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2209 | class ComputationTest(WebMockTestCase): | |
2210 | def test_compute_value(self): | |
2211 | compute = mock.Mock() | |
2212 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
2213 | compute.assert_called_with("foo", "ask") | |
2214 | ||
2215 | compute.reset_mock() | |
2216 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
2217 | compute.assert_called_with("foo", "bid") | |
2218 | ||
2219 | compute.reset_mock() | |
2220 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
2221 | compute.assert_called_with("foo", "ask") | |
2222 | ||
2223 | compute.reset_mock() | |
2224 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
2225 | compute.assert_called_with("foo", "bid") | |
2226 | ||
2227 | compute.reset_mock() | |
2228 | portfolio.Computation.computations["test"] = compute | |
2229 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
2230 | compute.assert_called_with("foo", "bid") | |
2231 | ||
2232 | ||
2233 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2234 | class TradeTest(WebMockTestCase): | |
2235 | ||
2236 | def test_values_assertion(self): | |
2237 | value_from = portfolio.Amount("BTC", "1.0") | |
2238 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2239 | value_to = portfolio.Amount("BTC", "1.0") | |
2240 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2241 | self.assertEqual("BTC", trade.base_currency) | |
2242 | self.assertEqual("ETH", trade.currency) | |
2243 | self.assertEqual(self.m, trade.market) | |
2244 | ||
2245 | with self.assertRaises(AssertionError): | |
2246 | portfolio.Trade(value_from, -value_to, "ETH", self.m) | |
2247 | with self.assertRaises(AssertionError): | |
2248 | portfolio.Trade(value_from, value_to, "ETC", self.m) | |
2249 | with self.assertRaises(AssertionError): | |
2250 | value_from.currency = "ETH" | |
2251 | portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2252 | value_from.currency = "BTC" | |
2253 | with self.assertRaises(AssertionError): | |
2254 | value_from2 = portfolio.Amount("BTC", "1.0") | |
2255 | portfolio.Trade(value_from2, value_to, "ETH", self.m) | |
2256 | ||
2257 | value_from = portfolio.Amount("BTC", 0) | |
2258 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2259 | self.assertEqual(0, trade.value_from.linked_to) | |
2260 | ||
2261 | def test_action(self): | |
2262 | value_from = portfolio.Amount("BTC", "1.0") | |
2263 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2264 | value_to = portfolio.Amount("BTC", "1.0") | |
2265 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2266 | ||
2267 | self.assertIsNone(trade.action) | |
2268 | ||
2269 | value_from = portfolio.Amount("BTC", "1.0") | |
2270 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
2271 | value_to = portfolio.Amount("BTC", "2.0") | |
2272 | trade = portfolio.Trade(value_from, value_to, "BTC", self.m) | |
2273 | ||
2274 | self.assertIsNone(trade.action) | |
2275 | ||
2276 | value_from = portfolio.Amount("BTC", "0.5") | |
2277 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2278 | value_to = portfolio.Amount("BTC", "1.0") | |
2279 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2280 | ||
2281 | self.assertEqual("acquire", trade.action) | |
2282 | ||
2283 | value_from = portfolio.Amount("BTC", "0") | |
2284 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
2285 | value_to = portfolio.Amount("BTC", "-1.0") | |
2286 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2287 | ||
2288 | self.assertEqual("acquire", trade.action) | |
2289 | ||
2290 | def test_order_action(self): | |
2291 | value_from = portfolio.Amount("BTC", "0.5") | |
2292 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2293 | value_to = portfolio.Amount("BTC", "1.0") | |
2294 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2295 | ||
2296 | trade.inverted = False | |
2297 | self.assertEqual("buy", trade.order_action()) | |
2298 | trade.inverted = True | |
2299 | self.assertEqual("sell", trade.order_action()) | |
2300 | ||
2301 | value_from = portfolio.Amount("BTC", "0") | |
2302 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
2303 | value_to = portfolio.Amount("BTC", "-1.0") | |
2304 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2305 | ||
2306 | trade.inverted = False | |
2307 | self.assertEqual("sell", trade.order_action()) | |
2308 | trade.inverted = True | |
2309 | self.assertEqual("buy", trade.order_action()) | |
2310 | ||
2311 | def test_trade_type(self): | |
2312 | value_from = portfolio.Amount("BTC", "0.5") | |
2313 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2314 | value_to = portfolio.Amount("BTC", "1.0") | |
2315 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2316 | ||
2317 | self.assertEqual("long", trade.trade_type) | |
2318 | ||
2319 | value_from = portfolio.Amount("BTC", "0") | |
2320 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
2321 | value_to = portfolio.Amount("BTC", "-1.0") | |
2322 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2323 | ||
2324 | self.assertEqual("short", trade.trade_type) | |
2325 | ||
2326 | def test_is_fullfiled(self): | |
2327 | with self.subTest(inverted=False): | |
2328 | value_from = portfolio.Amount("BTC", "0.5") | |
2329 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2330 | value_to = portfolio.Amount("BTC", "1.0") | |
2331 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2332 | ||
2333 | order1 = mock.Mock() | |
2334 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
2335 | ||
2336 | order2 = mock.Mock() | |
2337 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
2338 | trade.orders.append(order1) | |
2339 | trade.orders.append(order2) | |
2340 | ||
2341 | self.assertFalse(trade.is_fullfiled) | |
2342 | ||
2343 | order3 = mock.Mock() | |
2344 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
2345 | trade.orders.append(order3) | |
2346 | ||
2347 | self.assertTrue(trade.is_fullfiled) | |
2348 | ||
2349 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
2350 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
2351 | order3.filled_amount.assert_called_with(in_base_currency=True) | |
2352 | ||
2353 | with self.subTest(inverted=True): | |
2354 | value_from = portfolio.Amount("BTC", "0.5") | |
2355 | value_from.linked_to = portfolio.Amount("USDT", "1000.0") | |
2356 | value_to = portfolio.Amount("BTC", "1.0") | |
2357 | trade = portfolio.Trade(value_from, value_to, "USDT", self.m) | |
2358 | trade.inverted = True | |
2359 | ||
2360 | order1 = mock.Mock() | |
2361 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
2362 | ||
2363 | order2 = mock.Mock() | |
2364 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
2365 | trade.orders.append(order1) | |
2366 | trade.orders.append(order2) | |
2367 | ||
2368 | self.assertFalse(trade.is_fullfiled) | |
2369 | ||
2370 | order3 = mock.Mock() | |
2371 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
2372 | trade.orders.append(order3) | |
2373 | ||
2374 | self.assertTrue(trade.is_fullfiled) | |
2375 | ||
2376 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
2377 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
2378 | order3.filled_amount.assert_called_with(in_base_currency=False) | |
2379 | ||
2380 | ||
2381 | def test_filled_amount(self): | |
2382 | value_from = portfolio.Amount("BTC", "0.5") | |
2383 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2384 | value_to = portfolio.Amount("BTC", "1.0") | |
2385 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2386 | ||
2387 | order1 = mock.Mock() | |
2388 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") | |
2389 | ||
2390 | order2 = mock.Mock() | |
2391 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") | |
2392 | trade.orders.append(order1) | |
2393 | trade.orders.append(order2) | |
2394 | ||
2395 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) | |
2396 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
2397 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
2398 | ||
2399 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) | |
2400 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
2401 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
2402 | ||
2403 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
2404 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
2405 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
2406 | ||
2407 | @mock.patch.object(portfolio.Computation, "compute_value") | |
2408 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
2409 | @mock.patch.object(portfolio, "Order") | |
2410 | def test_prepare_order(self, Order, filled_amount, compute_value): | |
2411 | Order.return_value = "Order" | |
2412 | ||
2413 | with self.subTest(desc="Nothing to do"): | |
2414 | value_from = portfolio.Amount("BTC", "10") | |
2415 | value_from.rate = D("0.1") | |
2416 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2417 | value_to = portfolio.Amount("BTC", "10") | |
2418 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2419 | ||
2420 | trade.prepare_order() | |
2421 | ||
2422 | filled_amount.assert_not_called() | |
2423 | compute_value.assert_not_called() | |
2424 | self.assertEqual(0, len(trade.orders)) | |
2425 | Order.assert_not_called() | |
2426 | ||
2427 | self.m.get_ticker.return_value = { "inverted": False } | |
2428 | with self.subTest(desc="Already filled"): | |
2429 | filled_amount.return_value = portfolio.Amount("FOO", "100") | |
2430 | compute_value.return_value = D("0.125") | |
2431 | ||
2432 | value_from = portfolio.Amount("BTC", "10") | |
2433 | value_from.rate = D("0.1") | |
2434 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2435 | value_to = portfolio.Amount("BTC", "0") | |
2436 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2437 | ||
2438 | trade.prepare_order() | |
2439 | ||
2440 | filled_amount.assert_called_with(in_base_currency=False) | |
2441 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2442 | self.assertEqual(0, len(trade.orders)) | |
2443 | self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) | |
2444 | Order.assert_not_called() | |
2445 | ||
2446 | with self.subTest(action="dispose", inverted=False): | |
2447 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
2448 | compute_value.return_value = D("0.125") | |
2449 | ||
2450 | value_from = portfolio.Amount("BTC", "10") | |
2451 | value_from.rate = D("0.1") | |
2452 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2453 | value_to = portfolio.Amount("BTC", "1") | |
2454 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2455 | ||
2456 | trade.prepare_order() | |
2457 | ||
2458 | filled_amount.assert_called_with(in_base_currency=False) | |
2459 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2460 | self.assertEqual(1, len(trade.orders)) | |
2461 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
2462 | D("0.125"), "BTC", "long", self.m, | |
2463 | trade, close_if_possible=False) | |
2464 | ||
2465 | with self.subTest(action="dispose", inverted=False, close_if_possible=True): | |
2466 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
2467 | compute_value.return_value = D("0.125") | |
2468 | ||
2469 | value_from = portfolio.Amount("BTC", "10") | |
2470 | value_from.rate = D("0.1") | |
2471 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2472 | value_to = portfolio.Amount("BTC", "1") | |
2473 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2474 | ||
2475 | trade.prepare_order(close_if_possible=True) | |
2476 | ||
2477 | filled_amount.assert_called_with(in_base_currency=False) | |
2478 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2479 | self.assertEqual(1, len(trade.orders)) | |
2480 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
2481 | D("0.125"), "BTC", "long", self.m, | |
2482 | trade, close_if_possible=True) | |
2483 | ||
2484 | with self.subTest(action="acquire", inverted=False): | |
2485 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
2486 | compute_value.return_value = D("0.125") | |
2487 | ||
2488 | value_from = portfolio.Amount("BTC", "1") | |
2489 | value_from.rate = D("0.1") | |
2490 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
2491 | value_to = portfolio.Amount("BTC", "10") | |
2492 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2493 | ||
2494 | trade.prepare_order() | |
2495 | ||
2496 | filled_amount.assert_called_with(in_base_currency=True) | |
2497 | compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") | |
2498 | self.assertEqual(1, len(trade.orders)) | |
2499 | ||
2500 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
2501 | D("0.125"), "BTC", "long", self.m, | |
2502 | trade, close_if_possible=False) | |
2503 | ||
2504 | with self.subTest(close_if_possible=True): | |
2505 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
2506 | compute_value.return_value = D("0.125") | |
2507 | ||
2508 | value_from = portfolio.Amount("BTC", "10") | |
2509 | value_from.rate = D("0.1") | |
2510 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2511 | value_to = portfolio.Amount("BTC", "0") | |
2512 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2513 | ||
2514 | trade.prepare_order() | |
2515 | ||
2516 | filled_amount.assert_called_with(in_base_currency=False) | |
2517 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2518 | self.assertEqual(1, len(trade.orders)) | |
2519 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
2520 | D("0.125"), "BTC", "long", self.m, | |
2521 | trade, close_if_possible=True) | |
2522 | ||
2523 | self.m.get_ticker.return_value = { "inverted": True, "original": {} } | |
2524 | with self.subTest(action="dispose", inverted=True): | |
2525 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
2526 | compute_value.return_value = D("125") | |
2527 | ||
2528 | value_from = portfolio.Amount("BTC", "10") | |
2529 | value_from.rate = D("0.01") | |
2530 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
2531 | value_to = portfolio.Amount("BTC", "1") | |
2532 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2533 | ||
2534 | trade.prepare_order(compute_value="foo") | |
2535 | ||
2536 | filled_amount.assert_called_with(in_base_currency=True) | |
2537 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") | |
2538 | self.assertEqual(1, len(trade.orders)) | |
2539 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
2540 | D("125"), "FOO", "long", self.m, | |
2541 | trade, close_if_possible=False) | |
2542 | ||
2543 | with self.subTest(action="acquire", inverted=True): | |
2544 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
2545 | compute_value.return_value = D("125") | |
2546 | ||
2547 | value_from = portfolio.Amount("BTC", "1") | |
2548 | value_from.rate = D("0.01") | |
2549 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2550 | value_to = portfolio.Amount("BTC", "10") | |
2551 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2552 | ||
2553 | trade.prepare_order(compute_value="foo") | |
2554 | ||
2555 | filled_amount.assert_called_with(in_base_currency=False) | |
2556 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") | |
2557 | self.assertEqual(1, len(trade.orders)) | |
2558 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
2559 | D("125"), "FOO", "long", self.m, | |
2560 | trade, close_if_possible=False) | |
2561 | ||
2562 | ||
2563 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
2564 | def test_update_order(self, prepare_order): | |
2565 | order_mock = mock.Mock() | |
2566 | new_order_mock = mock.Mock() | |
2567 | ||
2568 | value_from = portfolio.Amount("BTC", "0.5") | |
2569 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2570 | value_to = portfolio.Amount("BTC", "1.0") | |
2571 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2572 | prepare_order.return_value = new_order_mock | |
2573 | ||
2574 | for i in [0, 1, 3, 4, 6]: | |
2575 | with self.subTest(tick=i): | |
2576 | trade.update_order(order_mock, i) | |
2577 | order_mock.cancel.assert_not_called() | |
2578 | new_order_mock.run.assert_not_called() | |
2579 | self.m.report.log_order.assert_called_once_with(order_mock, i, | |
2580 | update="waiting", compute_value=None, new_order=None) | |
2581 | ||
2582 | order_mock.reset_mock() | |
2583 | new_order_mock.reset_mock() | |
2584 | trade.orders = [] | |
2585 | self.m.report.log_order.reset_mock() | |
2586 | ||
2587 | trade.update_order(order_mock, 2) | |
2588 | order_mock.cancel.assert_called() | |
2589 | new_order_mock.run.assert_called() | |
2590 | prepare_order.assert_called() | |
2591 | self.m.report.log_order.assert_called() | |
2592 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2593 | calls = [ | |
2594 | mock.call(order_mock, 2, update="adjusting", | |
2595 | compute_value=mock.ANY, | |
2596 | new_order=new_order_mock), | |
2597 | mock.call(order_mock, 2, new_order=new_order_mock), | |
2598 | ] | |
2599 | self.m.report.log_order.assert_has_calls(calls) | |
2600 | ||
2601 | order_mock.reset_mock() | |
2602 | new_order_mock.reset_mock() | |
2603 | trade.orders = [] | |
2604 | self.m.report.log_order.reset_mock() | |
2605 | ||
2606 | trade.update_order(order_mock, 5) | |
2607 | order_mock.cancel.assert_called() | |
2608 | new_order_mock.run.assert_called() | |
2609 | prepare_order.assert_called() | |
2610 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2611 | self.m.report.log_order.assert_called() | |
2612 | calls = [ | |
2613 | mock.call(order_mock, 5, update="adjusting", | |
2614 | compute_value=mock.ANY, | |
2615 | new_order=new_order_mock), | |
2616 | mock.call(order_mock, 5, new_order=new_order_mock), | |
2617 | ] | |
2618 | self.m.report.log_order.assert_has_calls(calls) | |
2619 | ||
2620 | order_mock.reset_mock() | |
2621 | new_order_mock.reset_mock() | |
2622 | trade.orders = [] | |
2623 | self.m.report.log_order.reset_mock() | |
2624 | ||
2625 | trade.update_order(order_mock, 7) | |
2626 | order_mock.cancel.assert_called() | |
2627 | new_order_mock.run.assert_called() | |
2628 | prepare_order.assert_called_with(compute_value="default") | |
2629 | self.m.report.log_order.assert_called() | |
2630 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2631 | calls = [ | |
2632 | mock.call(order_mock, 7, update="market_fallback", | |
2633 | compute_value='default', | |
2634 | new_order=new_order_mock), | |
2635 | mock.call(order_mock, 7, new_order=new_order_mock), | |
2636 | ] | |
2637 | self.m.report.log_order.assert_has_calls(calls) | |
2638 | ||
2639 | order_mock.reset_mock() | |
2640 | new_order_mock.reset_mock() | |
2641 | trade.orders = [] | |
2642 | self.m.report.log_order.reset_mock() | |
2643 | ||
2644 | for i in [10, 13, 16]: | |
2645 | with self.subTest(tick=i): | |
2646 | trade.update_order(order_mock, i) | |
2647 | order_mock.cancel.assert_called() | |
2648 | new_order_mock.run.assert_called() | |
2649 | prepare_order.assert_called_with(compute_value="default") | |
2650 | self.m.report.log_order.assert_called() | |
2651 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2652 | calls = [ | |
2653 | mock.call(order_mock, i, update="market_adjust", | |
2654 | compute_value='default', | |
2655 | new_order=new_order_mock), | |
2656 | mock.call(order_mock, i, new_order=new_order_mock), | |
2657 | ] | |
2658 | self.m.report.log_order.assert_has_calls(calls) | |
2659 | ||
2660 | order_mock.reset_mock() | |
2661 | new_order_mock.reset_mock() | |
2662 | trade.orders = [] | |
2663 | self.m.report.log_order.reset_mock() | |
2664 | ||
2665 | for i in [8, 9, 11, 12]: | |
2666 | with self.subTest(tick=i): | |
2667 | trade.update_order(order_mock, i) | |
2668 | order_mock.cancel.assert_not_called() | |
2669 | new_order_mock.run.assert_not_called() | |
2670 | self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", | |
2671 | compute_value=None, new_order=None) | |
2672 | ||
2673 | order_mock.reset_mock() | |
2674 | new_order_mock.reset_mock() | |
2675 | trade.orders = [] | |
2676 | self.m.report.log_order.reset_mock() | |
2677 | ||
2678 | ||
2679 | def test_print_with_order(self): | |
2680 | value_from = portfolio.Amount("BTC", "0.5") | |
2681 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2682 | value_to = portfolio.Amount("BTC", "1.0") | |
2683 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2684 | ||
2685 | order_mock1 = mock.Mock() | |
2686 | order_mock1.__repr__ = mock.Mock() | |
2687 | order_mock1.__repr__.return_value = "Mock 1" | |
2688 | order_mock2 = mock.Mock() | |
2689 | order_mock2.__repr__ = mock.Mock() | |
2690 | order_mock2.__repr__.return_value = "Mock 2" | |
2691 | order_mock1.mouvements = [] | |
2692 | mouvement_mock1 = mock.Mock() | |
2693 | mouvement_mock1.__repr__ = mock.Mock() | |
2694 | mouvement_mock1.__repr__.return_value = "Mouvement 1" | |
2695 | mouvement_mock2 = mock.Mock() | |
2696 | mouvement_mock2.__repr__ = mock.Mock() | |
2697 | mouvement_mock2.__repr__.return_value = "Mouvement 2" | |
2698 | order_mock2.mouvements = [ | |
2699 | mouvement_mock1, mouvement_mock2 | |
2700 | ] | |
2701 | trade.orders.append(order_mock1) | |
2702 | trade.orders.append(order_mock2) | |
2703 | ||
2704 | with mock.patch.object(trade, "filled_amount") as filled: | |
2705 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
2706 | ||
2707 | trade.print_with_order() | |
2708 | ||
2709 | self.m.report.print_log.assert_called() | |
2710 | calls = self.m.report.print_log.mock_calls | |
2711 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) | |
2712 | self.assertEqual("\tMock 1", str(calls[1][1][0])) | |
2713 | self.assertEqual("\tMock 2", str(calls[2][1][0])) | |
2714 | self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) | |
2715 | self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) | |
2716 | ||
2717 | self.m.report.print_log.reset_mock() | |
2718 | ||
2719 | filled.return_value = portfolio.Amount("BTC", "0.5") | |
2720 | trade.print_with_order() | |
2721 | calls = self.m.report.print_log.mock_calls | |
2722 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0])) | |
2723 | ||
2724 | self.m.report.print_log.reset_mock() | |
2725 | ||
2726 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
2727 | trade.closed = True | |
2728 | trade.print_with_order() | |
2729 | calls = self.m.report.print_log.mock_calls | |
2730 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) | |
2731 | ||
2732 | def test_close(self): | |
2733 | value_from = portfolio.Amount("BTC", "0.5") | |
2734 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2735 | value_to = portfolio.Amount("BTC", "1.0") | |
2736 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2737 | order1 = mock.Mock() | |
2738 | trade.orders.append(order1) | |
2739 | ||
2740 | trade.close() | |
2741 | ||
2742 | self.assertEqual(True, trade.closed) | |
2743 | order1.cancel.assert_called_once_with() | |
2744 | ||
2745 | def test_pending(self): | |
2746 | value_from = portfolio.Amount("BTC", "0.5") | |
2747 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2748 | value_to = portfolio.Amount("BTC", "1.0") | |
2749 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2750 | ||
2751 | trade.closed = True | |
2752 | self.assertEqual(False, trade.pending) | |
2753 | ||
2754 | trade.closed = False | |
2755 | self.assertEqual(True, trade.pending) | |
2756 | ||
2757 | order1 = mock.Mock() | |
2758 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") | |
2759 | trade.orders.append(order1) | |
2760 | self.assertEqual(False, trade.pending) | |
2761 | ||
2762 | def test__repr(self): | |
2763 | value_from = portfolio.Amount("BTC", "0.5") | |
2764 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2765 | value_to = portfolio.Amount("BTC", "1.0") | |
2766 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2767 | ||
2768 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
2769 | ||
2770 | def test_as_json(self): | |
2771 | value_from = portfolio.Amount("BTC", "0.5") | |
2772 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2773 | value_to = portfolio.Amount("BTC", "1.0") | |
2774 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2775 | ||
2776 | as_json = trade.as_json() | |
2777 | self.assertEqual("acquire", as_json["action"]) | |
2778 | self.assertEqual(D("0.5"), as_json["from"]) | |
2779 | self.assertEqual(D("1.0"), as_json["to"]) | |
2780 | self.assertEqual("ETH", as_json["currency"]) | |
2781 | self.assertEqual("BTC", as_json["base_currency"]) | |
2782 | ||
2783 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2784 | class OrderTest(WebMockTestCase): | |
2785 | def test_values(self): | |
2786 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2787 | D("0.1"), "BTC", "long", "market", "trade") | |
2788 | self.assertEqual("buy", order.action) | |
2789 | self.assertEqual(10, order.amount.value) | |
2790 | self.assertEqual("ETH", order.amount.currency) | |
2791 | self.assertEqual(D("0.1"), order.rate) | |
2792 | self.assertEqual("BTC", order.base_currency) | |
2793 | self.assertEqual("market", order.market) | |
2794 | self.assertEqual("long", order.trade_type) | |
2795 | self.assertEqual("pending", order.status) | |
2796 | self.assertEqual("trade", order.trade) | |
2797 | self.assertIsNone(order.id) | |
2798 | self.assertFalse(order.close_if_possible) | |
2799 | ||
2800 | def test__repr(self): | |
2801 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2802 | D("0.1"), "BTC", "long", "market", "trade") | |
2803 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
2804 | ||
2805 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2806 | D("0.1"), "BTC", "long", "market", "trade", | |
2807 | close_if_possible=True) | |
2808 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
2809 | ||
2810 | def test_as_json(self): | |
2811 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2812 | D("0.1"), "BTC", "long", "market", "trade") | |
2813 | mouvement_mock1 = mock.Mock() | |
2814 | mouvement_mock1.as_json.return_value = 1 | |
2815 | mouvement_mock2 = mock.Mock() | |
2816 | mouvement_mock2.as_json.return_value = 2 | |
2817 | ||
2818 | order.mouvements = [mouvement_mock1, mouvement_mock2] | |
2819 | as_json = order.as_json() | |
2820 | self.assertEqual("buy", as_json["action"]) | |
2821 | self.assertEqual("long", as_json["trade_type"]) | |
2822 | self.assertEqual(10, as_json["amount"]) | |
2823 | self.assertEqual("ETH", as_json["currency"]) | |
2824 | self.assertEqual("BTC", as_json["base_currency"]) | |
2825 | self.assertEqual(D("0.1"), as_json["rate"]) | |
2826 | self.assertEqual("pending", as_json["status"]) | |
2827 | self.assertEqual(False, as_json["close_if_possible"]) | |
2828 | self.assertIsNone(as_json["id"]) | |
2829 | self.assertEqual([1, 2], as_json["mouvements"]) | |
2830 | ||
2831 | def test_account(self): | |
2832 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2833 | D("0.1"), "BTC", "long", "market", "trade") | |
2834 | self.assertEqual("exchange", order.account) | |
2835 | ||
2836 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
2837 | D("0.1"), "BTC", "short", "market", "trade") | |
2838 | self.assertEqual("margin", order.account) | |
2839 | ||
2840 | def test_pending(self): | |
2841 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2842 | D("0.1"), "BTC", "long", "market", "trade") | |
2843 | self.assertTrue(order.pending) | |
2844 | order.status = "open" | |
2845 | self.assertFalse(order.pending) | |
2846 | ||
2847 | def test_open(self): | |
2848 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2849 | D("0.1"), "BTC", "long", "market", "trade") | |
2850 | self.assertFalse(order.open) | |
2851 | order.status = "open" | |
2852 | self.assertTrue(order.open) | |
2853 | ||
2854 | def test_finished(self): | |
2855 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2856 | D("0.1"), "BTC", "long", "market", "trade") | |
2857 | self.assertFalse(order.finished) | |
2858 | order.status = "closed" | |
2859 | self.assertTrue(order.finished) | |
2860 | order.status = "canceled" | |
2861 | self.assertTrue(order.finished) | |
2862 | order.status = "error" | |
2863 | self.assertTrue(order.finished) | |
2864 | ||
2865 | @mock.patch.object(portfolio.Order, "fetch") | |
2866 | def test_cancel(self, fetch): | |
2867 | with self.subTest(debug=True): | |
2868 | self.m.debug = True | |
2869 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2870 | D("0.1"), "BTC", "long", self.m, "trade") | |
2871 | order.status = "open" | |
2872 | ||
2873 | order.cancel() | |
2874 | self.m.ccxt.cancel_order.assert_not_called() | |
2875 | self.m.report.log_debug_action.assert_called_once() | |
2876 | self.m.report.log_debug_action.reset_mock() | |
2877 | self.assertEqual("canceled", order.status) | |
2878 | ||
2879 | with self.subTest(desc="Nominal case"): | |
2880 | self.m.debug = False | |
2881 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2882 | D("0.1"), "BTC", "long", self.m, "trade") | |
2883 | order.status = "open" | |
2884 | order.id = 42 | |
2885 | ||
2886 | order.cancel() | |
2887 | self.m.ccxt.cancel_order.assert_called_with(42) | |
2888 | fetch.assert_called_once_with() | |
2889 | self.m.report.log_debug_action.assert_not_called() | |
2890 | ||
2891 | with self.subTest(exception=True): | |
2892 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
2893 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2894 | D("0.1"), "BTC", "long", self.m, "trade") | |
2895 | order.status = "open" | |
2896 | order.id = 42 | |
2897 | order.cancel() | |
2898 | self.m.ccxt.cancel_order.assert_called_with(42) | |
2899 | self.m.report.log_error.assert_called_once() | |
2900 | ||
2901 | self.m.reset_mock() | |
2902 | with self.subTest(id=None): | |
2903 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
2904 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2905 | D("0.1"), "BTC", "long", self.m, "trade") | |
2906 | order.status = "open" | |
2907 | order.cancel() | |
2908 | self.m.ccxt.cancel_order.assert_not_called() | |
2909 | ||
2910 | self.m.reset_mock() | |
2911 | with self.subTest(open=False): | |
2912 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
2913 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2914 | D("0.1"), "BTC", "long", self.m, "trade") | |
2915 | order.status = "closed" | |
2916 | order.cancel() | |
2917 | self.m.ccxt.cancel_order.assert_not_called() | |
2918 | ||
2919 | def test_dust_amount_remaining(self): | |
2920 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2921 | D("0.1"), "BTC", "long", self.m, "trade") | |
2922 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) | |
2923 | self.assertFalse(order.dust_amount_remaining()) | |
2924 | ||
2925 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | |
2926 | self.assertTrue(order.dust_amount_remaining()) | |
2927 | ||
2928 | @mock.patch.object(portfolio.Order, "fetch") | |
2929 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
2930 | def test_remaining_amount(self, filled_amount, fetch): | |
2931 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2932 | D("0.1"), "BTC", "long", self.m, "trade") | |
2933 | ||
2934 | self.assertEqual(9, order.remaining_amount().value) | |
2935 | ||
2936 | order.status = "open" | |
2937 | self.assertEqual(9, order.remaining_amount().value) | |
2938 | ||
2939 | @mock.patch.object(portfolio.Order, "fetch") | |
2940 | def test_filled_amount(self, fetch): | |
2941 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2942 | D("0.1"), "BTC", "long", self.m, "trade") | |
2943 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
2944 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2945 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2946 | "amount": "3", "total": "0.3" | |
2947 | })) | |
2948 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
2949 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
2950 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
2951 | "amount": "2", "total": "0.4" | |
2952 | })) | |
2953 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
2954 | fetch.assert_not_called() | |
2955 | order.status = "open" | |
2956 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
2957 | fetch.assert_called_once() | |
2958 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
2959 | ||
2960 | def test_fetch_mouvements(self): | |
2961 | self.m.ccxt.privatePostReturnOrderTrades.return_value = [ | |
2962 | { | |
2963 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2964 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2965 | "amount": "3", "total": "0.3" | |
2966 | }, | |
2967 | { | |
2968 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
2969 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
2970 | "amount": "2", "total": "0.4" | |
2971 | } | |
2972 | ] | |
2973 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2974 | D("0.1"), "BTC", "long", self.m, "trade") | |
2975 | order.id = 12 | |
2976 | order.mouvements = ["Foo", "Bar", "Baz"] | |
2977 | ||
2978 | order.fetch_mouvements() | |
2979 | ||
2980 | self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) | |
2981 | self.assertEqual(2, len(order.mouvements)) | |
2982 | self.assertEqual(42, order.mouvements[0].id) | |
2983 | self.assertEqual(43, order.mouvements[1].id) | |
2984 | ||
2985 | self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError | |
2986 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2987 | D("0.1"), "BTC", "long", self.m, "trade") | |
2988 | order.fetch_mouvements() | |
2989 | self.assertEqual(0, len(order.mouvements)) | |
2990 | ||
2991 | def test_mark_finished_order(self): | |
2992 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2993 | D("0.1"), "BTC", "short", self.m, "trade", | |
2994 | close_if_possible=True) | |
2995 | order.status = "closed" | |
2996 | self.m.debug = False | |
2997 | ||
2998 | order.mark_finished_order() | |
2999 | self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") | |
3000 | self.m.ccxt.close_margin_position.reset_mock() | |
3001 | ||
3002 | order.status = "open" | |
3003 | order.mark_finished_order() | |
3004 | self.m.ccxt.close_margin_position.assert_not_called() | |
3005 | ||
3006 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3007 | D("0.1"), "BTC", "short", self.m, "trade", | |
3008 | close_if_possible=False) | |
3009 | order.status = "closed" | |
3010 | order.mark_finished_order() | |
3011 | self.m.ccxt.close_margin_position.assert_not_called() | |
3012 | ||
3013 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
3014 | D("0.1"), "BTC", "short", self.m, "trade", | |
3015 | close_if_possible=True) | |
3016 | order.status = "closed" | |
3017 | order.mark_finished_order() | |
3018 | self.m.ccxt.close_margin_position.assert_not_called() | |
3019 | ||
3020 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3021 | D("0.1"), "BTC", "long", self.m, "trade", | |
3022 | close_if_possible=True) | |
3023 | order.status = "closed" | |
3024 | order.mark_finished_order() | |
3025 | self.m.ccxt.close_margin_position.assert_not_called() | |
3026 | ||
3027 | self.m.debug = True | |
3028 | ||
3029 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3030 | D("0.1"), "BTC", "short", self.m, "trade", | |
3031 | close_if_possible=True) | |
3032 | order.status = "closed" | |
3033 | ||
3034 | order.mark_finished_order() | |
3035 | self.m.ccxt.close_margin_position.assert_not_called() | |
3036 | self.m.report.log_debug_action.assert_called_once() | |
3037 | ||
3038 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
3039 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
3040 | def test_fetch(self, mark_finished_order, fetch_mouvements): | |
3041 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3042 | D("0.1"), "BTC", "long", self.m, "trade") | |
3043 | order.id = 45 | |
3044 | with self.subTest(debug=True): | |
3045 | self.m.debug = True | |
3046 | order.fetch() | |
3047 | self.m.report.log_debug_action.assert_called_once() | |
3048 | self.m.report.log_debug_action.reset_mock() | |
3049 | self.m.ccxt.fetch_order.assert_not_called() | |
3050 | mark_finished_order.assert_not_called() | |
3051 | fetch_mouvements.assert_not_called() | |
3052 | ||
3053 | with self.subTest(debug=False): | |
3054 | self.m.debug = False | |
3055 | self.m.ccxt.fetch_order.return_value = { | |
3056 | "status": "foo", | |
3057 | "datetime": "timestamp" | |
3058 | } | |
3059 | order.fetch() | |
3060 | ||
3061 | self.m.ccxt.fetch_order.assert_called_once_with(45) | |
3062 | fetch_mouvements.assert_called_once() | |
3063 | self.assertEqual("foo", order.status) | |
3064 | self.assertEqual("timestamp", order.timestamp) | |
3065 | self.assertEqual(1, len(order.results)) | |
3066 | self.m.report.log_debug_action.assert_not_called() | |
3067 | mark_finished_order.assert_called_once() | |
3068 | ||
3069 | mark_finished_order.reset_mock() | |
3070 | with self.subTest(missing_order=True): | |
3071 | self.m.ccxt.fetch_order.side_effect = [ | |
3072 | portfolio.OrderNotCached, | |
3073 | ] | |
3074 | order.fetch() | |
3075 | self.assertEqual("closed_unknown", order.status) | |
3076 | mark_finished_order.assert_called_once() | |
3077 | ||
3078 | @mock.patch.object(portfolio.Order, "fetch") | |
3079 | def test_get_status(self, fetch): | |
3080 | with self.subTest(debug=True): | |
3081 | self.m.debug = True | |
3082 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3083 | D("0.1"), "BTC", "long", self.m, "trade") | |
3084 | self.assertEqual("pending", order.get_status()) | |
3085 | fetch.assert_not_called() | |
3086 | self.m.report.log_debug_action.assert_called_once() | |
3087 | ||
3088 | with self.subTest(debug=False, finished=False): | |
3089 | self.m.debug = False | |
3090 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3091 | D("0.1"), "BTC", "long", self.m, "trade") | |
3092 | def _fetch(order): | |
3093 | def update_status(): | |
3094 | order.status = "open" | |
3095 | return update_status | |
3096 | fetch.side_effect = _fetch(order) | |
3097 | self.assertEqual("open", order.get_status()) | |
3098 | fetch.assert_called_once() | |
3099 | ||
3100 | fetch.reset_mock() | |
3101 | with self.subTest(debug=False, finished=True): | |
3102 | self.m.debug = False | |
3103 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3104 | D("0.1"), "BTC", "long", self.m, "trade") | |
3105 | def _fetch(order): | |
3106 | def update_status(): | |
3107 | order.status = "closed" | |
3108 | return update_status | |
3109 | fetch.side_effect = _fetch(order) | |
3110 | self.assertEqual("closed", order.get_status()) | |
3111 | fetch.assert_called_once() | |
3112 | ||
3113 | def test_run(self): | |
3114 | self.m.ccxt.order_precision.return_value = 4 | |
3115 | with self.subTest(debug=True): | |
3116 | self.m.debug = True | |
3117 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3118 | D("0.1"), "BTC", "long", self.m, "trade") | |
3119 | order.run() | |
3120 | self.m.ccxt.create_order.assert_not_called() | |
3121 | self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") | |
3122 | self.assertEqual("open", order.status) | |
3123 | self.assertEqual(1, len(order.results)) | |
3124 | self.assertEqual(-1, order.id) | |
3125 | ||
3126 | self.m.ccxt.create_order.reset_mock() | |
3127 | with self.subTest(debug=False): | |
3128 | self.m.debug = False | |
3129 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3130 | D("0.1"), "BTC", "long", self.m, "trade") | |
3131 | self.m.ccxt.create_order.return_value = { "id": 123 } | |
3132 | order.run() | |
3133 | self.m.ccxt.create_order.assert_called_once() | |
3134 | self.assertEqual(1, len(order.results)) | |
3135 | self.assertEqual("open", order.status) | |
3136 | ||
3137 | self.m.ccxt.create_order.reset_mock() | |
3138 | with self.subTest(exception=True): | |
3139 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3140 | D("0.1"), "BTC", "long", self.m, "trade") | |
3141 | self.m.ccxt.create_order.side_effect = Exception("bouh") | |
3142 | order.run() | |
3143 | self.m.ccxt.create_order.assert_called_once() | |
3144 | self.assertEqual(0, len(order.results)) | |
3145 | self.assertEqual("error", order.status) | |
3146 | self.m.report.log_error.assert_called_once() | |
3147 | ||
3148 | self.m.ccxt.create_order.reset_mock() | |
3149 | with self.subTest(dust_amount_exception=True),\ | |
3150 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
3151 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
3152 | D("0.1"), "BTC", "long", self.m, "trade") | |
3153 | self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder | |
3154 | order.run() | |
3155 | self.m.ccxt.create_order.assert_called_once() | |
3156 | self.assertEqual(0, len(order.results)) | |
3157 | self.assertEqual("closed", order.status) | |
3158 | mark_finished_order.assert_called_once() | |
3159 | ||
3160 | self.m.ccxt.order_precision.return_value = 8 | |
3161 | self.m.ccxt.create_order.reset_mock() | |
3162 | with self.subTest(insufficient_funds=True),\ | |
3163 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
3164 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3165 | D("0.1"), "BTC", "long", self.m, "trade") | |
3166 | self.m.ccxt.create_order.side_effect = [ | |
3167 | portfolio.InsufficientFunds, | |
3168 | portfolio.InsufficientFunds, | |
3169 | portfolio.InsufficientFunds, | |
3170 | { "id": 123 }, | |
3171 | ] | |
3172 | order.run() | |
3173 | self.m.ccxt.create_order.assert_has_calls([ | |
3174 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3175 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
3176 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
3177 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
3178 | ]) | |
3179 | self.assertEqual(4, self.m.ccxt.create_order.call_count) | |
3180 | self.assertEqual(1, len(order.results)) | |
3181 | self.assertEqual("open", order.status) | |
3182 | self.assertEqual(4, order.tries) | |
3183 | self.m.report.log_error.assert_called() | |
3184 | self.assertEqual(4, self.m.report.log_error.call_count) | |
3185 | ||
3186 | self.m.ccxt.order_precision.return_value = 8 | |
3187 | self.m.ccxt.create_order.reset_mock() | |
3188 | self.m.report.log_error.reset_mock() | |
3189 | with self.subTest(insufficient_funds=True),\ | |
3190 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
3191 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3192 | D("0.1"), "BTC", "long", self.m, "trade") | |
3193 | self.m.ccxt.create_order.side_effect = [ | |
3194 | portfolio.InsufficientFunds, | |
3195 | portfolio.InsufficientFunds, | |
3196 | portfolio.InsufficientFunds, | |
3197 | portfolio.InsufficientFunds, | |
3198 | portfolio.InsufficientFunds, | |
3199 | ] | |
3200 | order.run() | |
3201 | self.m.ccxt.create_order.assert_has_calls([ | |
3202 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3203 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
3204 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
3205 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
3206 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), | |
3207 | ]) | |
3208 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
3209 | self.assertEqual(0, len(order.results)) | |
3210 | self.assertEqual("error", order.status) | |
3211 | self.assertEqual(5, order.tries) | |
3212 | self.m.report.log_error.assert_called() | |
3213 | self.assertEqual(5, self.m.report.log_error.call_count) | |
3214 | 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) | |
3215 | ||
3216 | ||
3217 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
3218 | class MouvementTest(WebMockTestCase): | |
3219 | def test_values(self): | |
3220 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
3221 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
3222 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
3223 | "amount": "10", "total": "1" | |
3224 | }) | |
3225 | self.assertEqual("ETH", mouvement.currency) | |
3226 | self.assertEqual("BTC", mouvement.base_currency) | |
3227 | self.assertEqual(42, mouvement.id) | |
3228 | self.assertEqual("buy", mouvement.action) | |
3229 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
3230 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | |
3231 | self.assertEqual(D("0.1"), mouvement.rate) | |
3232 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
3233 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
3234 | ||
3235 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) | |
3236 | self.assertIsNone(mouvement.date) | |
3237 | self.assertIsNone(mouvement.id) | |
3238 | self.assertIsNone(mouvement.action) | |
3239 | self.assertEqual(-1, mouvement.fee_rate) | |
3240 | self.assertEqual(0, mouvement.rate) | |
3241 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
3242 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
3243 | ||
3244 | def test__repr(self): | |
3245 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
3246 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
3247 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
3248 | "amount": "10", "total": "1" | |
3249 | }) | |
3250 | self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) | |
3251 | ||
3252 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
3253 | "tradeID": 42, "type": "buy", | |
3254 | "date": "garbage", "rate": "0.1", | |
3255 | "amount": "10", "total": "1" | |
3256 | }) | |
3257 | self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) | |
3258 | ||
3259 | def test_as_json(self): | |
3260 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
3261 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
3262 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
3263 | "amount": "10", "total": "1" | |
3264 | }) | |
3265 | as_json = mouvement.as_json() | |
3266 | ||
3267 | self.assertEqual(D("0.0015"), as_json["fee_rate"]) | |
3268 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) | |
3269 | self.assertEqual("buy", as_json["action"]) | |
3270 | self.assertEqual(D("10"), as_json["total"]) | |
3271 | self.assertEqual(D("1"), as_json["total_in_base"]) | |
3272 | self.assertEqual("BTC", as_json["base_currency"]) | |
3273 | self.assertEqual("ETH", as_json["currency"]) | |
3274 | ||
3275 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
3276 | class ReportStoreTest(WebMockTestCase): | |
3277 | def test_add_log(self): | |
3278 | report_store = market.ReportStore(self.m) | |
3279 | report_store.add_log({"foo": "bar"}) | |
3280 | ||
3281 | self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) | |
3282 | ||
3283 | def test_set_verbose(self): | |
3284 | report_store = market.ReportStore(self.m) | |
3285 | with self.subTest(verbose=True): | |
3286 | report_store.set_verbose(True) | |
3287 | self.assertTrue(report_store.verbose_print) | |
3288 | ||
3289 | with self.subTest(verbose=False): | |
3290 | report_store.set_verbose(False) | |
3291 | self.assertFalse(report_store.verbose_print) | |
3292 | ||
3293 | def test_merge(self): | |
3294 | report_store1 = market.ReportStore(self.m, verbose_print=False) | |
3295 | report_store2 = market.ReportStore(None, verbose_print=False) | |
3296 | ||
3297 | report_store2.log_stage("1") | |
3298 | report_store1.log_stage("2") | |
3299 | report_store2.log_stage("3") | |
3300 | ||
3301 | report_store1.merge(report_store2) | |
3302 | ||
3303 | self.assertEqual(3, len(report_store1.logs)) | |
3304 | self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs))) | |
3305 | self.assertEqual(6, len(report_store1.print_logs)) | |
3306 | ||
3307 | def test_print_log(self): | |
3308 | report_store = market.ReportStore(self.m) | |
3309 | with self.subTest(verbose=True),\ | |
3310 | mock.patch.object(store, "datetime") as time_mock,\ | |
3311 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
3312 | time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10) | |
3313 | report_store.set_verbose(True) | |
3314 | report_store.print_log("Coucou") | |
3315 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
3316 | self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n") | |
3317 | ||
3318 | with self.subTest(verbose=False),\ | |
3319 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
3320 | report_store.set_verbose(False) | |
3321 | report_store.print_log("Coucou") | |
3322 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
3323 | self.assertEqual(stdout_mock.getvalue(), "") | |
3324 | ||
3325 | def test_default_json_serial(self): | |
3326 | report_store = market.ReportStore(self.m) | |
3327 | ||
3328 | self.assertEqual("2018-02-24T00:00:00", | |
3329 | report_store.default_json_serial(portfolio.datetime(2018, 2, 24))) | |
3330 | self.assertEqual("1.00000000 BTC", | |
3331 | report_store.default_json_serial(portfolio.Amount("BTC", 1))) | |
3332 | ||
3333 | def test_to_json(self): | |
3334 | report_store = market.ReportStore(self.m) | |
3335 | report_store.logs.append({"foo": "bar"}) | |
3336 | self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json()) | |
3337 | report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) | |
3338 | self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json()) | |
3339 | report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) | |
3340 | self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json()) | |
3341 | ||
3342 | def test_to_json_array(self): | |
3343 | report_store = market.ReportStore(self.m) | |
3344 | report_store.logs.append({ | |
3345 | "date": "date1", "type": "type1", "foo": "bar", "bla": "bla" | |
3346 | }) | |
3347 | report_store.logs.append({ | |
3348 | "date": "date2", "type": "type2", "foo": "bar", "bla": "bla" | |
3349 | }) | |
3350 | logs = list(report_store.to_json_array()) | |
3351 | ||
3352 | self.assertEqual(2, len(logs)) | |
3353 | self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0]) | |
3354 | self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1]) | |
3355 | ||
3356 | @mock.patch.object(market.ReportStore, "print_log") | |
3357 | @mock.patch.object(market.ReportStore, "add_log") | |
3358 | def test_log_stage(self, add_log, print_log): | |
3359 | report_store = market.ReportStore(self.m) | |
3360 | c = lambda x: x | |
3361 | report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1)) | |
3362 | print_log.assert_has_calls([ | |
3363 | mock.call("-----------"), | |
3364 | mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"), | |
3365 | ]) | |
3366 | add_log.assert_called_once_with({ | |
3367 | 'type': 'stage', | |
3368 | 'stage': 'foo', | |
3369 | 'args': { | |
3370 | 'bar': 'baz', | |
3371 | 'c': 'c = lambda x: x', | |
3372 | 'd': { | |
3373 | 'currency': 'BTC', | |
3374 | 'value': D('1') | |
3375 | } | |
3376 | } | |
3377 | }) | |
3378 | ||
3379 | @mock.patch.object(market.ReportStore, "print_log") | |
3380 | @mock.patch.object(market.ReportStore, "add_log") | |
3381 | def test_log_balances(self, add_log, print_log): | |
3382 | report_store = market.ReportStore(self.m) | |
3383 | self.m.balances.as_json.return_value = "json" | |
3384 | self.m.balances.all = { "FOO": "bar", "BAR": "baz" } | |
3385 | ||
3386 | report_store.log_balances(tag="tag") | |
3387 | print_log.assert_has_calls([ | |
3388 | mock.call("[Balance]"), | |
3389 | mock.call("\tbar"), | |
3390 | mock.call("\tbaz"), | |
3391 | ]) | |
3392 | add_log.assert_called_once_with({ | |
3393 | 'type': 'balance', | |
3394 | 'balances': 'json', | |
3395 | 'tag': 'tag' | |
3396 | }) | |
3397 | ||
3398 | @mock.patch.object(market.ReportStore, "print_log") | |
3399 | @mock.patch.object(market.ReportStore, "add_log") | |
3400 | def test_log_tickers(self, add_log, print_log): | |
3401 | report_store = market.ReportStore(self.m) | |
3402 | amounts = { | |
3403 | "BTC": portfolio.Amount("BTC", 10), | |
3404 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
3405 | } | |
3406 | amounts["ETH"].rate = D("0.1") | |
3407 | ||
3408 | report_store.log_tickers(amounts, "BTC", "default", "total") | |
3409 | print_log.assert_not_called() | |
3410 | add_log.assert_called_once_with({ | |
3411 | 'type': 'tickers', | |
3412 | 'compute_value': 'default', | |
3413 | 'balance_type': 'total', | |
3414 | 'currency': 'BTC', | |
3415 | 'balances': { | |
3416 | 'BTC': D('10'), | |
3417 | 'ETH': D('0.3') | |
3418 | }, | |
3419 | 'rates': { | |
3420 | 'BTC': None, | |
3421 | 'ETH': D('0.1') | |
3422 | }, | |
3423 | 'total': D('10.3') | |
3424 | }) | |
3425 | ||
3426 | add_log.reset_mock() | |
3427 | compute_value = lambda x: x["bid"] | |
3428 | report_store.log_tickers(amounts, "BTC", compute_value, "total") | |
3429 | add_log.assert_called_once_with({ | |
3430 | 'type': 'tickers', | |
3431 | 'compute_value': 'compute_value = lambda x: x["bid"]', | |
3432 | 'balance_type': 'total', | |
3433 | 'currency': 'BTC', | |
3434 | 'balances': { | |
3435 | 'BTC': D('10'), | |
3436 | 'ETH': D('0.3') | |
3437 | }, | |
3438 | 'rates': { | |
3439 | 'BTC': None, | |
3440 | 'ETH': D('0.1') | |
3441 | }, | |
3442 | 'total': D('10.3') | |
3443 | }) | |
3444 | ||
3445 | @mock.patch.object(market.ReportStore, "print_log") | |
3446 | @mock.patch.object(market.ReportStore, "add_log") | |
3447 | def test_log_dispatch(self, add_log, print_log): | |
3448 | report_store = market.ReportStore(self.m) | |
3449 | amount = portfolio.Amount("BTC", "10.3") | |
3450 | amounts = { | |
3451 | "BTC": portfolio.Amount("BTC", 10), | |
3452 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
3453 | } | |
3454 | report_store.log_dispatch(amount, amounts, "medium", "repartition") | |
3455 | print_log.assert_not_called() | |
3456 | add_log.assert_called_once_with({ | |
3457 | 'type': 'dispatch', | |
3458 | 'liquidity': 'medium', | |
3459 | 'repartition_ratio': 'repartition', | |
3460 | 'total_amount': { | |
3461 | 'currency': 'BTC', | |
3462 | 'value': D('10.3') | |
3463 | }, | |
3464 | 'repartition': { | |
3465 | 'BTC': D('10'), | |
3466 | 'ETH': D('0.3') | |
3467 | } | |
3468 | }) | |
3469 | ||
3470 | @mock.patch.object(market.ReportStore, "print_log") | |
3471 | @mock.patch.object(market.ReportStore, "add_log") | |
3472 | def test_log_trades(self, add_log, print_log): | |
3473 | report_store = market.ReportStore(self.m) | |
3474 | trade_mock1 = mock.Mock() | |
3475 | trade_mock2 = mock.Mock() | |
3476 | trade_mock1.as_json.return_value = { "trade": "1" } | |
3477 | trade_mock2.as_json.return_value = { "trade": "2" } | |
3478 | ||
3479 | matching_and_trades = [ | |
3480 | (True, trade_mock1), | |
3481 | (False, trade_mock2), | |
3482 | ] | |
3483 | report_store.log_trades(matching_and_trades, "only") | |
3484 | ||
3485 | print_log.assert_not_called() | |
3486 | add_log.assert_called_with({ | |
3487 | 'type': 'trades', | |
3488 | 'only': 'only', | |
3489 | 'debug': False, | |
3490 | 'trades': [ | |
3491 | {'trade': '1', 'skipped': False}, | |
3492 | {'trade': '2', 'skipped': True} | |
3493 | ] | |
3494 | }) | |
3495 | ||
3496 | @mock.patch.object(market.ReportStore, "print_log") | |
3497 | @mock.patch.object(market.ReportStore, "add_log") | |
3498 | def test_log_orders(self, add_log, print_log): | |
3499 | report_store = market.ReportStore(self.m) | |
3500 | ||
3501 | order_mock1 = mock.Mock() | |
3502 | order_mock2 = mock.Mock() | |
3503 | ||
3504 | order_mock1.as_json.return_value = "order1" | |
3505 | order_mock2.as_json.return_value = "order2" | |
3506 | ||
3507 | orders = [order_mock1, order_mock2] | |
3508 | ||
3509 | report_store.log_orders(orders, tick="tick", | |
3510 | only="only", compute_value="compute_value") | |
3511 | ||
3512 | print_log.assert_called_once_with("[Orders]") | |
3513 | self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") | |
3514 | ||
3515 | add_log.assert_called_with({ | |
3516 | 'type': 'orders', | |
3517 | 'only': 'only', | |
3518 | 'compute_value': 'compute_value', | |
3519 | 'tick': 'tick', | |
3520 | 'orders': ['order1', 'order2'] | |
3521 | }) | |
3522 | ||
3523 | add_log.reset_mock() | |
3524 | def compute_value(x, y): | |
3525 | return x[y] | |
3526 | report_store.log_orders(orders, tick="tick", | |
3527 | only="only", compute_value=compute_value) | |
3528 | add_log.assert_called_with({ | |
3529 | 'type': 'orders', | |
3530 | 'only': 'only', | |
3531 | 'compute_value': 'def compute_value(x, y):\n return x[y]', | |
3532 | 'tick': 'tick', | |
3533 | 'orders': ['order1', 'order2'] | |
3534 | }) | |
3535 | ||
3536 | ||
3537 | @mock.patch.object(market.ReportStore, "print_log") | |
3538 | @mock.patch.object(market.ReportStore, "add_log") | |
3539 | def test_log_order(self, add_log, print_log): | |
3540 | report_store = market.ReportStore(self.m) | |
3541 | order_mock = mock.Mock() | |
3542 | order_mock.as_json.return_value = "order" | |
3543 | new_order_mock = mock.Mock() | |
3544 | new_order_mock.as_json.return_value = "new_order" | |
3545 | order_mock.__repr__ = mock.Mock() | |
3546 | order_mock.__repr__.return_value = "Order Mock" | |
3547 | new_order_mock.__repr__ = mock.Mock() | |
3548 | new_order_mock.__repr__.return_value = "New order Mock" | |
3549 | ||
3550 | with self.subTest(finished=True): | |
3551 | report_store.log_order(order_mock, 1, finished=True) | |
3552 | print_log.assert_called_once_with("[Order] Finished Order Mock") | |
3553 | add_log.assert_called_once_with({ | |
3554 | 'type': 'order', | |
3555 | 'tick': 1, | |
3556 | 'update': None, | |
3557 | 'order': 'order', | |
3558 | 'compute_value': None, | |
3559 | 'new_order': None | |
3560 | }) | |
3561 | ||
3562 | add_log.reset_mock() | |
3563 | print_log.reset_mock() | |
3564 | ||
3565 | with self.subTest(update="waiting"): | |
3566 | report_store.log_order(order_mock, 1, update="waiting") | |
3567 | print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") | |
3568 | add_log.assert_called_once_with({ | |
3569 | 'type': 'order', | |
3570 | 'tick': 1, | |
3571 | 'update': 'waiting', | |
3572 | 'order': 'order', | |
3573 | 'compute_value': None, | |
3574 | 'new_order': None | |
3575 | }) | |
3576 | ||
3577 | add_log.reset_mock() | |
3578 | print_log.reset_mock() | |
3579 | with self.subTest(update="adjusting"): | |
3580 | compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 | |
3581 | report_store.log_order(order_mock, 3, | |
3582 | update="adjusting", new_order=new_order_mock, | |
3583 | compute_value=compute_value) | |
3584 | print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") | |
3585 | add_log.assert_called_once_with({ | |
3586 | 'type': 'order', | |
3587 | 'tick': 3, | |
3588 | 'update': 'adjusting', | |
3589 | 'order': 'order', | |
3590 | 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', | |
3591 | 'new_order': 'new_order' | |
3592 | }) | |
3593 | ||
3594 | add_log.reset_mock() | |
3595 | print_log.reset_mock() | |
3596 | with self.subTest(update="market_fallback"): | |
3597 | report_store.log_order(order_mock, 7, | |
3598 | update="market_fallback", new_order=new_order_mock) | |
3599 | print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") | |
3600 | add_log.assert_called_once_with({ | |
3601 | 'type': 'order', | |
3602 | 'tick': 7, | |
3603 | 'update': 'market_fallback', | |
3604 | 'order': 'order', | |
3605 | 'compute_value': None, | |
3606 | 'new_order': 'new_order' | |
3607 | }) | |
3608 | ||
3609 | add_log.reset_mock() | |
3610 | print_log.reset_mock() | |
3611 | with self.subTest(update="market_adjusting"): | |
3612 | report_store.log_order(order_mock, 17, | |
3613 | update="market_adjust", new_order=new_order_mock) | |
3614 | print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") | |
3615 | add_log.assert_called_once_with({ | |
3616 | 'type': 'order', | |
3617 | 'tick': 17, | |
3618 | 'update': 'market_adjust', | |
3619 | 'order': 'order', | |
3620 | 'compute_value': None, | |
3621 | 'new_order': 'new_order' | |
3622 | }) | |
3623 | ||
3624 | @mock.patch.object(market.ReportStore, "print_log") | |
3625 | @mock.patch.object(market.ReportStore, "add_log") | |
3626 | def test_log_move_balances(self, add_log, print_log): | |
3627 | report_store = market.ReportStore(self.m) | |
3628 | needed = { | |
3629 | "BTC": portfolio.Amount("BTC", 10), | |
3630 | "USDT": 1 | |
3631 | } | |
3632 | moving = { | |
3633 | "BTC": portfolio.Amount("BTC", 3), | |
3634 | "USDT": -2 | |
3635 | } | |
3636 | report_store.log_move_balances(needed, moving) | |
3637 | print_log.assert_not_called() | |
3638 | add_log.assert_called_once_with({ | |
3639 | 'type': 'move_balances', | |
3640 | 'debug': False, | |
3641 | 'needed': { | |
3642 | 'BTC': D('10'), | |
3643 | 'USDT': 1 | |
3644 | }, | |
3645 | 'moving': { | |
3646 | 'BTC': D('3'), | |
3647 | 'USDT': -2 | |
3648 | } | |
3649 | }) | |
3650 | ||
3651 | @mock.patch.object(market.ReportStore, "print_log") | |
3652 | @mock.patch.object(market.ReportStore, "add_log") | |
3653 | def test_log_http_request(self, add_log, print_log): | |
3654 | report_store = market.ReportStore(self.m) | |
3655 | response = mock.Mock() | |
3656 | response.status_code = 200 | |
3657 | response.text = "Hey" | |
3658 | ||
3659 | report_store.log_http_request("method", "url", "body", | |
3660 | "headers", response) | |
3661 | print_log.assert_not_called() | |
3662 | add_log.assert_called_once_with({ | |
3663 | 'type': 'http_request', | |
3664 | 'method': 'method', | |
3665 | 'url': 'url', | |
3666 | 'body': 'body', | |
3667 | 'headers': 'headers', | |
3668 | 'status': 200, | |
3669 | 'response': 'Hey' | |
3670 | }) | |
3671 | ||
3672 | @mock.patch.object(market.ReportStore, "print_log") | |
3673 | @mock.patch.object(market.ReportStore, "add_log") | |
3674 | def test_log_error(self, add_log, print_log): | |
3675 | report_store = market.ReportStore(self.m) | |
3676 | with self.subTest(message=None, exception=None): | |
3677 | report_store.log_error("action") | |
3678 | print_log.assert_called_once_with("[Error] action") | |
3679 | add_log.assert_called_once_with({ | |
3680 | 'type': 'error', | |
3681 | 'action': 'action', | |
3682 | 'exception_class': None, | |
3683 | 'exception_message': None, | |
3684 | 'message': None | |
3685 | }) | |
3686 | ||
3687 | print_log.reset_mock() | |
3688 | add_log.reset_mock() | |
3689 | with self.subTest(message="Hey", exception=None): | |
3690 | report_store.log_error("action", message="Hey") | |
3691 | print_log.assert_has_calls([ | |
3692 | mock.call("[Error] action"), | |
3693 | mock.call("\tHey") | |
3694 | ]) | |
3695 | add_log.assert_called_once_with({ | |
3696 | 'type': 'error', | |
3697 | 'action': 'action', | |
3698 | 'exception_class': None, | |
3699 | 'exception_message': None, | |
3700 | 'message': "Hey" | |
3701 | }) | |
3702 | ||
3703 | print_log.reset_mock() | |
3704 | add_log.reset_mock() | |
3705 | with self.subTest(message=None, exception=Exception("bouh")): | |
3706 | report_store.log_error("action", exception=Exception("bouh")) | |
3707 | print_log.assert_has_calls([ | |
3708 | mock.call("[Error] action"), | |
3709 | mock.call("\tException: bouh") | |
3710 | ]) | |
3711 | add_log.assert_called_once_with({ | |
3712 | 'type': 'error', | |
3713 | 'action': 'action', | |
3714 | 'exception_class': "Exception", | |
3715 | 'exception_message': "bouh", | |
3716 | 'message': None | |
3717 | }) | |
3718 | ||
3719 | print_log.reset_mock() | |
3720 | add_log.reset_mock() | |
3721 | with self.subTest(message="Hey", exception=Exception("bouh")): | |
3722 | report_store.log_error("action", message="Hey", exception=Exception("bouh")) | |
3723 | print_log.assert_has_calls([ | |
3724 | mock.call("[Error] action"), | |
3725 | mock.call("\tException: bouh"), | |
3726 | mock.call("\tHey") | |
3727 | ]) | |
3728 | add_log.assert_called_once_with({ | |
3729 | 'type': 'error', | |
3730 | 'action': 'action', | |
3731 | 'exception_class': "Exception", | |
3732 | 'exception_message': "bouh", | |
3733 | 'message': "Hey" | |
3734 | }) | |
3735 | ||
3736 | @mock.patch.object(market.ReportStore, "print_log") | |
3737 | @mock.patch.object(market.ReportStore, "add_log") | |
3738 | def test_log_debug_action(self, add_log, print_log): | |
3739 | report_store = market.ReportStore(self.m) | |
3740 | report_store.log_debug_action("Hey") | |
3741 | ||
3742 | print_log.assert_called_once_with("[Debug] Hey") | |
3743 | add_log.assert_called_once_with({ | |
3744 | 'type': 'debug_action', | |
3745 | 'action': 'Hey' | |
3746 | }) | |
3747 | ||
3748 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
3749 | class MainTest(WebMockTestCase): | |
3750 | def test_make_order(self): | |
3751 | self.m.get_ticker.return_value = { | |
3752 | "inverted": False, | |
3753 | "average": D("0.1"), | |
3754 | "bid": D("0.09"), | |
3755 | "ask": D("0.11"), | |
3756 | } | |
3757 | ||
3758 | with self.subTest(description="nominal case"): | |
3759 | main.make_order(self.m, 10, "ETH") | |
3760 | ||
3761 | self.m.report.log_stage.assert_has_calls([ | |
3762 | mock.call("make_order_begin"), | |
3763 | mock.call("make_order_end"), | |
3764 | ]) | |
3765 | self.m.balances.fetch_balances.assert_has_calls([ | |
3766 | mock.call(tag="make_order_begin"), | |
3767 | mock.call(tag="make_order_end"), | |
3768 | ]) | |
3769 | self.m.trades.all.append.assert_called_once() | |
3770 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3771 | self.assertEqual(False, trade.orders[0].close_if_possible) | |
3772 | self.assertEqual(0, trade.value_from) | |
3773 | self.assertEqual("ETH", trade.currency) | |
3774 | self.assertEqual("BTC", trade.base_currency) | |
3775 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
3776 | self.m.trades.run_orders.assert_called_once_with() | |
3777 | self.m.follow_orders.assert_called_once_with() | |
3778 | ||
3779 | order = trade.orders[0] | |
3780 | self.assertEqual(D("0.10"), order.rate) | |
3781 | ||
3782 | self.m.reset_mock() | |
3783 | with self.subTest(compute_value="default"): | |
3784 | main.make_order(self.m, 10, "ETH", action="dispose", | |
3785 | compute_value="ask") | |
3786 | ||
3787 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3788 | order = trade.orders[0] | |
3789 | self.assertEqual(D("0.11"), order.rate) | |
3790 | ||
3791 | self.m.reset_mock() | |
3792 | with self.subTest(follow=False): | |
3793 | result = main.make_order(self.m, 10, "ETH", follow=False) | |
3794 | ||
3795 | self.m.report.log_stage.assert_has_calls([ | |
3796 | mock.call("make_order_begin"), | |
3797 | mock.call("make_order_end_not_followed"), | |
3798 | ]) | |
3799 | self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") | |
3800 | ||
3801 | self.m.trades.all.append.assert_called_once() | |
3802 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3803 | self.assertEqual(0, trade.value_from) | |
3804 | self.assertEqual("ETH", trade.currency) | |
3805 | self.assertEqual("BTC", trade.base_currency) | |
3806 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
3807 | self.m.trades.run_orders.assert_called_once_with() | |
3808 | self.m.follow_orders.assert_not_called() | |
3809 | self.assertEqual(trade.orders[0], result) | |
3810 | ||
3811 | self.m.reset_mock() | |
3812 | with self.subTest(base_currency="USDT"): | |
3813 | main.make_order(self.m, 1, "BTC", base_currency="USDT") | |
3814 | ||
3815 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3816 | self.assertEqual("BTC", trade.currency) | |
3817 | self.assertEqual("USDT", trade.base_currency) | |
3818 | ||
3819 | self.m.reset_mock() | |
3820 | with self.subTest(close_if_possible=True): | |
3821 | main.make_order(self.m, 10, "ETH", close_if_possible=True) | |
3822 | ||
3823 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3824 | self.assertEqual(True, trade.orders[0].close_if_possible) | |
3825 | ||
3826 | self.m.reset_mock() | |
3827 | with self.subTest(action="dispose"): | |
3828 | main.make_order(self.m, 10, "ETH", action="dispose") | |
3829 | ||
3830 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3831 | self.assertEqual(0, trade.value_to) | |
3832 | self.assertEqual(1, trade.value_from.value) | |
3833 | self.assertEqual("ETH", trade.currency) | |
3834 | self.assertEqual("BTC", trade.base_currency) | |
3835 | ||
3836 | self.m.reset_mock() | |
3837 | with self.subTest(compute_value="default"): | |
3838 | main.make_order(self.m, 10, "ETH", action="dispose", | |
3839 | compute_value="bid") | |
3840 | ||
3841 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3842 | self.assertEqual(D("0.9"), trade.value_from.value) | |
3843 | ||
3844 | def test_get_user_market(self): | |
3845 | with mock.patch("main.fetch_markets") as main_fetch_markets,\ | |
3846 | mock.patch("main.parse_config") as main_parse_config: | |
3847 | with self.subTest(debug=False): | |
3848 | main_parse_config.return_value = ["pg_config", "report_path"] | |
3849 | main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] | |
3850 | m = main.get_user_market("config_path.ini", 1) | |
3851 | ||
3852 | self.assertIsInstance(m, market.Market) | |
3853 | self.assertFalse(m.debug) | |
3854 | ||
3855 | with self.subTest(debug=True): | |
3856 | main_parse_config.return_value = ["pg_config", "report_path"] | |
3857 | main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] | |
3858 | m = main.get_user_market("config_path.ini", 1, debug=True) | |
3859 | ||
3860 | self.assertIsInstance(m, market.Market) | |
3861 | self.assertTrue(m.debug) | |
3862 | ||
3863 | def test_process(self): | |
3864 | with mock.patch("market.Market") as market_mock,\ | |
3865 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
3866 | ||
3867 | args_mock = mock.Mock() | |
3868 | args_mock.action = "action" | |
3869 | args_mock.config = "config" | |
3870 | args_mock.user = "user" | |
3871 | args_mock.debug = "debug" | |
3872 | args_mock.before = "before" | |
3873 | args_mock.after = "after" | |
3874 | self.assertEqual("", stdout_mock.getvalue()) | |
3875 | ||
3876 | main.process("config", 3, 1, args_mock, "report_path", "pg_config") | |
3877 | ||
3878 | market_mock.from_config.assert_has_calls([ | |
3879 | mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1, report_path="report_path"), | |
3880 | mock.call().process("action", before="before", after="after"), | |
3881 | ]) | |
3882 | ||
3883 | with self.subTest(exception=True): | |
3884 | market_mock.from_config.side_effect = Exception("boo") | |
3885 | main.process(3, "config", 1, "report_path", args_mock, "pg_config") | |
3886 | self.assertEqual("Exception: boo\n", stdout_mock.getvalue()) | |
3887 | ||
3888 | def test_main(self): | |
3889 | with self.subTest(parallel=False): | |
3890 | with mock.patch("main.parse_args") as parse_args,\ | |
3891 | mock.patch("main.parse_config") as parse_config,\ | |
3892 | mock.patch("main.fetch_markets") as fetch_markets,\ | |
3893 | mock.patch("main.process") as process: | |
3894 | ||
3895 | args_mock = mock.Mock() | |
3896 | args_mock.parallel = False | |
3897 | args_mock.config = "config" | |
3898 | args_mock.user = "user" | |
3899 | parse_args.return_value = args_mock | |
3900 | ||
3901 | parse_config.return_value = ["pg_config", "report_path"] | |
3902 | ||
3903 | fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] | |
3904 | ||
3905 | main.main(["Foo", "Bar"]) | |
3906 | ||
3907 | parse_args.assert_called_with(["Foo", "Bar"]) | |
3908 | parse_config.assert_called_with("config") | |
3909 | fetch_markets.assert_called_with("pg_config", "user") | |
3910 | ||
3911 | self.assertEqual(2, process.call_count) | |
3912 | process.assert_has_calls([ | |
3913 | mock.call("config1", 3, 1, args_mock, "report_path", "pg_config"), | |
3914 | mock.call("config2", 1, 2, args_mock, "report_path", "pg_config"), | |
3915 | ]) | |
3916 | with self.subTest(parallel=True): | |
3917 | with mock.patch("main.parse_args") as parse_args,\ | |
3918 | mock.patch("main.parse_config") as parse_config,\ | |
3919 | mock.patch("main.fetch_markets") as fetch_markets,\ | |
3920 | mock.patch("main.process") as process,\ | |
3921 | mock.patch("store.Portfolio.start_worker") as start: | |
3922 | ||
3923 | args_mock = mock.Mock() | |
3924 | args_mock.parallel = True | |
3925 | args_mock.config = "config" | |
3926 | args_mock.user = "user" | |
3927 | parse_args.return_value = args_mock | |
3928 | ||
3929 | parse_config.return_value = ["pg_config", "report_path"] | |
3930 | ||
3931 | fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] | |
3932 | ||
3933 | main.main(["Foo", "Bar"]) | |
3934 | ||
3935 | parse_args.assert_called_with(["Foo", "Bar"]) | |
3936 | parse_config.assert_called_with("config") | |
3937 | fetch_markets.assert_called_with("pg_config", "user") | |
3938 | ||
3939 | start.assert_called_once_with() | |
3940 | self.assertEqual(2, process.call_count) | |
3941 | process.assert_has_calls([ | |
3942 | mock.call.__bool__(), | |
3943 | mock.call("config1", 3, 1, args_mock, "report_path", "pg_config"), | |
3944 | mock.call.__bool__(), | |
3945 | mock.call("config2", 1, 2, args_mock, "report_path", "pg_config"), | |
3946 | ]) | |
3947 | ||
3948 | @mock.patch.object(main.sys, "exit") | |
3949 | @mock.patch("main.configparser") | |
3950 | @mock.patch("main.os") | |
3951 | def test_parse_config(self, os, configparser, exit): | |
3952 | with self.subTest(pg_config=True, report_path=None): | |
3953 | config_mock = mock.MagicMock() | |
3954 | configparser.ConfigParser.return_value = config_mock | |
3955 | def config(element): | |
3956 | return element == "postgresql" | |
3957 | ||
3958 | config_mock.__contains__.side_effect = config | |
3959 | config_mock.__getitem__.return_value = "pg_config" | |
3960 | ||
3961 | result = main.parse_config("configfile") | |
3962 | ||
3963 | config_mock.read.assert_called_with("configfile") | |
3964 | ||
3965 | self.assertEqual(["pg_config", None], result) | |
3966 | ||
3967 | with self.subTest(pg_config=True, report_path="present"): | |
3968 | config_mock = mock.MagicMock() | |
3969 | configparser.ConfigParser.return_value = config_mock | |
3970 | ||
3971 | config_mock.__contains__.return_value = True | |
3972 | config_mock.__getitem__.side_effect = [ | |
3973 | {"report_path": "report_path"}, | |
3974 | {"report_path": "report_path"}, | |
3975 | "pg_config", | |
3976 | ] | |
3977 | ||
3978 | os.path.exists.return_value = False | |
3979 | result = main.parse_config("configfile") | |
3980 | ||
3981 | config_mock.read.assert_called_with("configfile") | |
3982 | self.assertEqual(["pg_config", "report_path"], result) | |
3983 | os.path.exists.assert_called_once_with("report_path") | |
3984 | os.makedirs.assert_called_once_with("report_path") | |
3985 | ||
3986 | with self.subTest(pg_config=False),\ | |
3987 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
3988 | config_mock = mock.MagicMock() | |
3989 | configparser.ConfigParser.return_value = config_mock | |
3990 | result = main.parse_config("configfile") | |
3991 | ||
3992 | config_mock.read.assert_called_with("configfile") | |
3993 | exit.assert_called_once_with(1) | |
3994 | self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) | |
3995 | ||
3996 | @mock.patch.object(main.sys, "exit") | |
3997 | def test_parse_args(self, exit): | |
3998 | with self.subTest(config="config.ini"): | |
3999 | args = main.parse_args([]) | |
4000 | self.assertEqual("config.ini", args.config) | |
4001 | self.assertFalse(args.before) | |
4002 | self.assertFalse(args.after) | |
4003 | self.assertFalse(args.debug) | |
4004 | ||
4005 | args = main.parse_args(["--before", "--after", "--debug"]) | |
4006 | self.assertTrue(args.before) | |
4007 | self.assertTrue(args.after) | |
4008 | self.assertTrue(args.debug) | |
4009 | ||
4010 | exit.assert_not_called() | |
4011 | ||
4012 | with self.subTest(config="inexistant"),\ | |
4013 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
4014 | args = main.parse_args(["--config", "foo.bar"]) | |
4015 | exit.assert_called_once_with(1) | |
4016 | self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) | |
4017 | ||
4018 | @mock.patch.object(main, "psycopg2") | |
4019 | def test_fetch_markets(self, psycopg2): | |
4020 | connect_mock = mock.Mock() | |
4021 | cursor_mock = mock.MagicMock() | |
4022 | cursor_mock.__iter__.return_value = ["row_1", "row_2"] | |
4023 | ||
4024 | connect_mock.cursor.return_value = cursor_mock | |
4025 | psycopg2.connect.return_value = connect_mock | |
4026 | ||
4027 | with self.subTest(user=None): | |
4028 | rows = list(main.fetch_markets({"foo": "bar"}, None)) | |
4029 | ||
4030 | psycopg2.connect.assert_called_once_with(foo="bar") | |
4031 | cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs") | |
4032 | ||
4033 | self.assertEqual(["row_1", "row_2"], rows) | |
4034 | ||
4035 | psycopg2.connect.reset_mock() | |
4036 | cursor_mock.execute.reset_mock() | |
4037 | with self.subTest(user=1): | |
4038 | rows = list(main.fetch_markets({"foo": "bar"}, 1)) | |
4039 | ||
4040 | psycopg2.connect.assert_called_once_with(foo="bar") | |
4041 | cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1) | |
4042 | ||
4043 | self.assertEqual(["row_1", "row_2"], rows) | |
4044 | ||
4045 | ||
4046 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
4047 | class ProcessorTest(WebMockTestCase): | |
4048 | def test_values(self): | |
4049 | processor = market.Processor(self.m) | |
4050 | ||
4051 | self.assertEqual(self.m, processor.market) | |
4052 | ||
4053 | def test_run_action(self): | |
4054 | processor = market.Processor(self.m) | |
4055 | ||
4056 | with mock.patch.object(processor, "parse_args") as parse_args: | |
4057 | method_mock = mock.Mock() | |
4058 | parse_args.return_value = [method_mock, { "foo": "bar" }] | |
4059 | ||
4060 | processor.run_action("foo", "bar", "baz") | |
4061 | ||
4062 | parse_args.assert_called_with("foo", "bar", "baz") | |
4063 | ||
4064 | method_mock.assert_called_with(foo="bar") | |
4065 | ||
4066 | processor.run_action("wait_for_recent", "bar", "baz") | |
4067 | ||
4068 | method_mock.assert_called_with(foo="bar") | |
4069 | ||
4070 | def test_select_step(self): | |
4071 | processor = market.Processor(self.m) | |
4072 | ||
4073 | scenario = processor.scenarios["sell_all"] | |
4074 | ||
4075 | self.assertEqual(scenario, processor.select_steps(scenario, "all")) | |
4076 | self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) | |
4077 | self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) | |
4078 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) | |
4079 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) | |
4080 | ||
4081 | with self.assertRaises(TypeError): | |
4082 | processor.select_steps(scenario, ["wait"]) | |
4083 | ||
4084 | @mock.patch("market.Processor.process_step") | |
4085 | def test_process(self, process_step): | |
4086 | processor = market.Processor(self.m) | |
4087 | ||
4088 | processor.process("sell_all", foo="bar") | |
4089 | self.assertEqual(3, process_step.call_count) | |
4090 | ||
4091 | steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) | |
4092 | scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) | |
4093 | kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) | |
4094 | self.assertEqual(["all_sell", "wait", "all_buy"], steps) | |
4095 | self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) | |
4096 | self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) | |
4097 | ||
4098 | process_step.reset_mock() | |
4099 | ||
4100 | processor.process("sell_needed", steps=["before", "after"]) | |
4101 | self.assertEqual(3, process_step.call_count) | |
4102 | ||
4103 | def test_method_arguments(self): | |
4104 | ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
4105 | m = market.Market(ccxt, self.market_args()) | |
4106 | ||
4107 | processor = market.Processor(m) | |
4108 | ||
4109 | method, arguments = processor.method_arguments("wait_for_recent") | |
4110 | self.assertEqual(market.Portfolio.wait_for_recent, method) | |
4111 | self.assertEqual(["delta", "poll"], arguments) | |
4112 | ||
4113 | method, arguments = processor.method_arguments("prepare_trades") | |
4114 | self.assertEqual(m.prepare_trades, method) | |
4115 | self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) | |
4116 | ||
4117 | method, arguments = processor.method_arguments("prepare_orders") | |
4118 | self.assertEqual(m.trades.prepare_orders, method) | |
4119 | ||
4120 | method, arguments = processor.method_arguments("move_balances") | |
4121 | self.assertEqual(m.move_balances, method) | |
4122 | ||
4123 | method, arguments = processor.method_arguments("run_orders") | |
4124 | self.assertEqual(m.trades.run_orders, method) | |
4125 | ||
4126 | method, arguments = processor.method_arguments("follow_orders") | |
4127 | self.assertEqual(m.follow_orders, method) | |
4128 | ||
4129 | method, arguments = processor.method_arguments("close_trades") | |
4130 | self.assertEqual(m.trades.close_trades, method) | |
4131 | ||
4132 | def test_process_step(self): | |
4133 | processor = market.Processor(self.m) | |
4134 | ||
4135 | with mock.patch.object(processor, "run_action") as run_action: | |
4136 | step = processor.scenarios["sell_needed"][1] | |
4137 | ||
4138 | processor.process_step("foo", step, {"foo":"bar"}) | |
4139 | ||
4140 | self.m.report.log_stage.assert_has_calls([ | |
4141 | mock.call("process_foo__1_sell_begin"), | |
4142 | mock.call("process_foo__1_sell_end"), | |
4143 | ]) | |
4144 | self.m.balances.fetch_balances.assert_has_calls([ | |
4145 | mock.call(tag="process_foo__1_sell_begin"), | |
4146 | mock.call(tag="process_foo__1_sell_end"), | |
4147 | ]) | |
4148 | ||
4149 | self.assertEqual(5, run_action.call_count) | |
4150 | ||
4151 | run_action.assert_has_calls([ | |
4152 | mock.call('prepare_trades', {}, {'foo': 'bar'}), | |
4153 | mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), | |
4154 | mock.call('run_orders', {}, {'foo': 'bar'}), | |
4155 | mock.call('follow_orders', {}, {'foo': 'bar'}), | |
4156 | mock.call('close_trades', {}, {'foo': 'bar'}), | |
4157 | ]) | |
4158 | ||
4159 | self.m.reset_mock() | |
4160 | with mock.patch.object(processor, "run_action") as run_action: | |
4161 | step = processor.scenarios["sell_needed"][0] | |
4162 | ||
4163 | processor.process_step("foo", step, {"foo":"bar"}) | |
4164 | self.m.balances.fetch_balances.assert_not_called() | |
4165 | ||
4166 | def test_parse_args(self): | |
4167 | processor = market.Processor(self.m) | |
4168 | ||
4169 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
4170 | method_mock = mock.Mock() | |
4171 | method_arguments.return_value = [ | |
4172 | method_mock, | |
4173 | ["foo2", "foo"] | |
4174 | ] | |
4175 | method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) | |
4176 | ||
4177 | self.assertEqual(method_mock, method) | |
4178 | self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) | |
4179 | ||
4180 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
4181 | method_mock = mock.Mock() | |
4182 | method_arguments.return_value = [ | |
4183 | method_mock, | |
4184 | ["repartition"] | |
4185 | ] | |
4186 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) | |
4187 | ||
4188 | self.assertEqual(1, len(args["repartition"])) | |
4189 | self.assertIn("BTC", args["repartition"]) | |
4190 | ||
4191 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
4192 | method_mock = mock.Mock() | |
4193 | method_arguments.return_value = [ | |
4194 | method_mock, | |
4195 | ["repartition", "base_currency"] | |
4196 | ] | |
4197 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) | |
4198 | ||
4199 | self.assertEqual(1, len(args["repartition"])) | |
4200 | self.assertIn("USDT", args["repartition"]) | |
4201 | ||
4202 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
4203 | method_mock = mock.Mock() | |
4204 | method_arguments.return_value = [ | |
4205 | method_mock, | |
4206 | ["repartition", "base_currency"] | |
4207 | ] | |
4208 | method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) | |
4209 | ||
4210 | self.assertEqual(1, len(args["repartition"])) | |
4211 | self.assertIn("ETH", args["repartition"]) | |
4212 | ||
4213 | ||
4214 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") | |
4215 | class AcceptanceTest(WebMockTestCase): | |
4216 | @unittest.expectedFailure | |
4217 | def test_success_sell_only_necessary(self): | |
4218 | # FIXME: catch stdout | |
4219 | self.m.report.verbose_print = False | |
4220 | fetch_balance = { | |
4221 | "ETH": { | |
4222 | "exchange_free": D("1.0"), | |
4223 | "exchange_used": D("0.0"), | |
4224 | "exchange_total": D("1.0"), | |
4225 | "total": D("1.0"), | |
4226 | }, | |
4227 | "ETC": { | |
4228 | "exchange_free": D("4.0"), | |
4229 | "exchange_used": D("0.0"), | |
4230 | "exchange_total": D("4.0"), | |
4231 | "total": D("4.0"), | |
4232 | }, | |
4233 | "XVG": { | |
4234 | "exchange_free": D("1000.0"), | |
4235 | "exchange_used": D("0.0"), | |
4236 | "exchange_total": D("1000.0"), | |
4237 | "total": D("1000.0"), | |
4238 | }, | |
4239 | } | |
4240 | repartition = { | |
4241 | "ETH": (D("0.25"), "long"), | |
4242 | "ETC": (D("0.25"), "long"), | |
4243 | "BTC": (D("0.4"), "long"), | |
4244 | "BTD": (D("0.01"), "short"), | |
4245 | "B2X": (D("0.04"), "long"), | |
4246 | "USDT": (D("0.05"), "long"), | |
4247 | } | |
4248 | ||
4249 | def fetch_ticker(symbol): | |
4250 | if symbol == "ETH/BTC": | |
4251 | return { | |
4252 | "symbol": "ETH/BTC", | |
4253 | "bid": D("0.14"), | |
4254 | "ask": D("0.16") | |
4255 | } | |
4256 | if symbol == "ETC/BTC": | |
4257 | return { | |
4258 | "symbol": "ETC/BTC", | |
4259 | "bid": D("0.002"), | |
4260 | "ask": D("0.003") | |
4261 | } | |
4262 | if symbol == "XVG/BTC": | |
4263 | return { | |
4264 | "symbol": "XVG/BTC", | |
4265 | "bid": D("0.00003"), | |
4266 | "ask": D("0.00005") | |
4267 | } | |
4268 | if symbol == "BTD/BTC": | |
4269 | return { | |
4270 | "symbol": "BTD/BTC", | |
4271 | "bid": D("0.0008"), | |
4272 | "ask": D("0.0012") | |
4273 | } | |
4274 | if symbol == "B2X/BTC": | |
4275 | return { | |
4276 | "symbol": "B2X/BTC", | |
4277 | "bid": D("0.0008"), | |
4278 | "ask": D("0.0012") | |
4279 | } | |
4280 | if symbol == "USDT/BTC": | |
4281 | raise helper.ExchangeError | |
4282 | if symbol == "BTC/USDT": | |
4283 | return { | |
4284 | "symbol": "BTC/USDT", | |
4285 | "bid": D("14000"), | |
4286 | "ask": D("16000") | |
4287 | } | |
4288 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
4289 | ||
4290 | market = mock.Mock() | |
4291 | market.fetch_all_balances.return_value = fetch_balance | |
4292 | market.fetch_ticker.side_effect = fetch_ticker | |
4293 | with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): | |
4294 | # Action 1 | |
4295 | helper.prepare_trades(market) | |
4296 | ||
4297 | balances = portfolio.BalanceStore.all | |
4298 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) | |
4299 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
4300 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
4301 | ||
4302 | ||
4303 | trades = portfolio.TradeStore.all | |
4304 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
4305 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
4306 | self.assertEqual("dispose", trades[0].action) | |
4307 | ||
4308 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
4309 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
4310 | self.assertEqual("acquire", trades[1].action) | |
4311 | ||
4312 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
4313 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
4314 | self.assertEqual("dispose", trades[2].action) | |
4315 | ||
4316 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
4317 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
4318 | self.assertEqual("acquire", trades[3].action) | |
4319 | ||
4320 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
4321 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
4322 | self.assertEqual("acquire", trades[4].action) | |
4323 | ||
4324 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
4325 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
4326 | self.assertEqual("acquire", trades[5].action) | |
4327 | ||
4328 | # Action 2 | |
4329 | portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) | |
4330 | ||
4331 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
4332 | self.assertEqual(2, len(all_orders)) | |
4333 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
4334 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
4335 | self.assertEqual(1000, all_orders[1].amount.value) | |
4336 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
4337 | ||
4338 | ||
4339 | def create_order(symbol, type, action, amount, price=None, account="exchange"): | |
4340 | self.assertEqual("limit", type) | |
4341 | if symbol == "ETH/BTC": | |
4342 | self.assertEqual("sell", action) | |
4343 | self.assertEqual(D('0.66666666'), amount) | |
4344 | self.assertEqual(D("0.14014"), price) | |
4345 | elif symbol == "XVG/BTC": | |
4346 | self.assertEqual("sell", action) | |
4347 | self.assertEqual(1000, amount) | |
4348 | self.assertEqual(D("0.00003003"), price) | |
4349 | else: | |
4350 | self.fail("I shouldn't have been called") | |
4351 | ||
4352 | return { | |
4353 | "id": symbol, | |
4354 | } | |
4355 | market.create_order.side_effect = create_order | |
4356 | market.order_precision.return_value = 8 | |
4357 | ||
4358 | # Action 3 | |
4359 | portfolio.TradeStore.run_orders() | |
4360 | ||
4361 | self.assertEqual("open", all_orders[0].status) | |
4362 | self.assertEqual("open", all_orders[1].status) | |
4363 | ||
4364 | market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } | |
4365 | market.privatePostReturnOrderTrades.return_value = [ | |
4366 | { | |
4367 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
4368 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
4369 | "amount": "10", "total": "1" | |
4370 | } | |
4371 | ] | |
4372 | with mock.patch.object(market.time, "sleep") as sleep: | |
4373 | # Action 4 | |
4374 | helper.follow_orders(verbose=False) | |
4375 | ||
4376 | sleep.assert_called_with(30) | |
4377 | ||
4378 | for order in all_orders: | |
4379 | self.assertEqual("closed", order.status) | |
4380 | ||
4381 | fetch_balance = { | |
4382 | "ETH": { | |
4383 | "exchange_free": D("1.0") / 3, | |
4384 | "exchange_used": D("0.0"), | |
4385 | "exchange_total": D("1.0") / 3, | |
4386 | "margin_total": 0, | |
4387 | "total": D("1.0") / 3, | |
4388 | }, | |
4389 | "BTC": { | |
4390 | "exchange_free": D("0.134"), | |
4391 | "exchange_used": D("0.0"), | |
4392 | "exchange_total": D("0.134"), | |
4393 | "margin_total": 0, | |
4394 | "total": D("0.134"), | |
4395 | }, | |
4396 | "ETC": { | |
4397 | "exchange_free": D("4.0"), | |
4398 | "exchange_used": D("0.0"), | |
4399 | "exchange_total": D("4.0"), | |
4400 | "margin_total": 0, | |
4401 | "total": D("4.0"), | |
4402 | }, | |
4403 | "XVG": { | |
4404 | "exchange_free": D("0.0"), | |
4405 | "exchange_used": D("0.0"), | |
4406 | "exchange_total": D("0.0"), | |
4407 | "margin_total": 0, | |
4408 | "total": D("0.0"), | |
4409 | }, | |
4410 | } | |
4411 | market.fetch_all_balances.return_value = fetch_balance | |
4412 | ||
4413 | with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): | |
4414 | # Action 5 | |
4415 | helper.prepare_trades(market, only="acquire", compute_value="average") | |
4416 | ||
4417 | balances = portfolio.BalanceStore.all | |
4418 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) | |
4419 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
4420 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
4421 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
4422 | ||
4423 | ||
4424 | trades = portfolio.TradeStore.all | |
4425 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
4426 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
4427 | self.assertEqual("dispose", trades[0].action) | |
4428 | ||
4429 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
4430 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
4431 | self.assertEqual("acquire", trades[1].action) | |
4432 | ||
4433 | self.assertNotIn("BTC", trades) | |
4434 | ||
4435 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
4436 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
4437 | self.assertEqual("dispose", trades[2].action) | |
4438 | ||
4439 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
4440 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
4441 | self.assertEqual("acquire", trades[3].action) | |
4442 | ||
4443 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
4444 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
4445 | self.assertEqual("acquire", trades[4].action) | |
4446 | ||
4447 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
4448 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
4449 | self.assertEqual("acquire", trades[5].action) | |
4450 | ||
4451 | # Action 6 | |
4452 | portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) | |
4453 | ||
4454 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
4455 | self.assertEqual(4, len(all_orders)) | |
4456 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
4457 | self.assertEqual(D("0.003"), all_orders[0].rate) | |
4458 | self.assertEqual("buy", all_orders[0].action) | |
4459 | self.assertEqual("long", all_orders[0].trade_type) | |
4460 | ||
4461 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) | |
4462 | self.assertEqual(D("0.0012"), all_orders[1].rate) | |
4463 | self.assertEqual("sell", all_orders[1].action) | |
4464 | self.assertEqual("short", all_orders[1].trade_type) | |
4465 | ||
4466 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
4467 | self.assertAlmostEqual(0, diff.value) | |
4468 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
4469 | self.assertEqual("buy", all_orders[2].action) | |
4470 | self.assertEqual("long", all_orders[2].trade_type) | |
4471 | ||
4472 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
4473 | self.assertEqual(D("16000"), all_orders[3].rate) | |
4474 | self.assertEqual("sell", all_orders[3].action) | |
4475 | self.assertEqual("long", all_orders[3].trade_type) | |
4476 | ||
4477 | # Action 6b | |
4478 | # TODO: | |
4479 | # Move balances to margin | |
4480 | ||
4481 | # Action 7 | |
4482 | # TODO | |
4483 | # portfolio.TradeStore.run_orders() | |
4484 | ||
4485 | with mock.patch.object(market.time, "sleep") as sleep: | |
4486 | # Action 8 | |
4487 | helper.follow_orders(verbose=False) | |
4488 | ||
4489 | sleep.assert_called_with(30) | |
4490 | ||
4491 | if __name__ == '__main__': | |
4492 | unittest.main() |