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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 portfolio, helper, market | |
11 | ||
12 | limits = ["acceptance", "unit"] | |
13 | for test_type in limits: | |
14 | if "--no{}".format(test_type) in sys.argv: | |
15 | sys.argv.remove("--no{}".format(test_type)) | |
16 | limits.remove(test_type) | |
17 | if "--only{}".format(test_type) in sys.argv: | |
18 | sys.argv.remove("--only{}".format(test_type)) | |
19 | limits = [test_type] | |
20 | break | |
21 | ||
22 | class WebMockTestCase(unittest.TestCase): | |
23 | import time | |
24 | ||
25 | def setUp(self): | |
26 | super(WebMockTestCase, self).setUp() | |
27 | self.wm = requests_mock.Mocker() | |
28 | self.wm.start() | |
29 | ||
30 | # market | |
31 | self.m = mock.Mock(name="Market", spec=market.Market) | |
32 | self.m.debug = False | |
33 | ||
34 | self.patchers = [ | |
35 | mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}), | |
36 | mock.patch.multiple(portfolio.Computation, | |
37 | computations=portfolio.Computation.computations), | |
38 | ] | |
39 | for patcher in self.patchers: | |
40 | patcher.start() | |
41 | ||
42 | def tearDown(self): | |
43 | for patcher in self.patchers: | |
44 | patcher.stop() | |
45 | self.wm.stop() | |
46 | super(WebMockTestCase, self).tearDown() | |
47 | ||
48 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
49 | class poloniexETest(unittest.TestCase): | |
50 | def setUp(self): | |
51 | super(poloniexETest, self).setUp() | |
52 | self.wm = requests_mock.Mocker() | |
53 | self.wm.start() | |
54 | ||
55 | self.s = market.ccxt.poloniexE() | |
56 | ||
57 | def tearDown(self): | |
58 | self.wm.stop() | |
59 | super(poloniexETest, self).tearDown() | |
60 | ||
61 | def test_nanoseconds(self): | |
62 | with mock.patch.object(market.ccxt.time, "time") as time: | |
63 | time.return_value = 123456.7890123456 | |
64 | self.assertEqual(123456789012345, self.s.nanoseconds()) | |
65 | ||
66 | def test_nonce(self): | |
67 | with mock.patch.object(market.ccxt.time, "time") as time: | |
68 | time.return_value = 123456.7890123456 | |
69 | self.assertEqual(123456789012345, self.s.nonce()) | |
70 | ||
71 | def test_order_precision(self): | |
72 | self.assertEqual(8, self.s.order_precision("FOO")) | |
73 | ||
74 | def test_transfer_balance(self): | |
75 | with self.subTest(success=True),\ | |
76 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | |
77 | t.return_value = { "success": 1 } | |
78 | result = self.s.transfer_balance("FOO", 12, "exchange", "margin") | |
79 | t.assert_called_once_with({ | |
80 | "currency": "FOO", | |
81 | "amount": 12, | |
82 | "fromAccount": "exchange", | |
83 | "toAccount": "margin", | |
84 | "confirmed": 1 | |
85 | }) | |
86 | self.assertTrue(result) | |
87 | ||
88 | with self.subTest(success=False),\ | |
89 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | |
90 | t.return_value = { "success": 0 } | |
91 | self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin")) | |
92 | ||
93 | def test_close_margin_position(self): | |
94 | with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c: | |
95 | self.s.close_margin_position("FOO", "BAR") | |
96 | c.assert_called_with({"currencyPair": "BAR_FOO"}) | |
97 | ||
98 | def test_tradable_balances(self): | |
99 | with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r: | |
100 | r.return_value = { | |
101 | "FOO": { "exchange": "12.1234", "margin": "0.0123" }, | |
102 | "BAR": { "exchange": "1", "margin": "0" }, | |
103 | } | |
104 | balances = self.s.tradable_balances() | |
105 | self.assertEqual(["FOO", "BAR"], list(balances.keys())) | |
106 | self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys())) | |
107 | self.assertEqual(D("12.1234"), balances["FOO"]["exchange"]) | |
108 | self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys())) | |
109 | ||
110 | def test_margin_summary(self): | |
111 | with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r: | |
112 | r.return_value = { | |
113 | "currentMargin": "1.49680968", | |
114 | "lendingFees": "0.0000001", | |
115 | "pl": "0.00008254", | |
116 | "totalBorrowedValue": "0.00673602", | |
117 | "totalValue": "0.01000000", | |
118 | "netValue": "0.01008254", | |
119 | } | |
120 | expected = { | |
121 | 'current_margin': D('1.49680968'), | |
122 | 'gains': D('0.00008254'), | |
123 | 'lending_fees': D('0.0000001'), | |
124 | 'total': D('0.01000000'), | |
125 | 'total_borrowed': D('0.00673602') | |
126 | } | |
127 | self.assertEqual(expected, self.s.margin_summary()) | |
128 | ||
129 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
130 | class PortfolioTest(WebMockTestCase): | |
131 | def fill_data(self): | |
132 | if self.json_response is not None: | |
133 | portfolio.Portfolio.data = self.json_response | |
134 | ||
135 | def setUp(self): | |
136 | super(PortfolioTest, self).setUp() | |
137 | ||
138 | with open("test_portfolio.json") as example: | |
139 | self.json_response = example.read() | |
140 | ||
141 | self.wm.get(portfolio.Portfolio.URL, text=self.json_response) | |
142 | ||
143 | def test_get_cryptoportfolio(self): | |
144 | self.wm.get(portfolio.Portfolio.URL, [ | |
145 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
146 | {"text": "System Error", "status_code": 500}, | |
147 | {"exc": requests.exceptions.ConnectTimeout}, | |
148 | ]) | |
149 | portfolio.Portfolio.get_cryptoportfolio(self.m) | |
150 | self.assertIn("foo", portfolio.Portfolio.data) | |
151 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
152 | self.assertTrue(self.wm.called) | |
153 | self.assertEqual(1, self.wm.call_count) | |
154 | self.m.report.log_error.assert_not_called() | |
155 | self.m.report.log_http_request.assert_called_once() | |
156 | self.m.report.log_http_request.reset_mock() | |
157 | ||
158 | portfolio.Portfolio.get_cryptoportfolio(self.m) | |
159 | self.assertIsNone(portfolio.Portfolio.data) | |
160 | self.assertEqual(2, self.wm.call_count) | |
161 | self.m.report.log_error.assert_not_called() | |
162 | self.m.report.log_http_request.assert_called_once() | |
163 | self.m.report.log_http_request.reset_mock() | |
164 | ||
165 | ||
166 | portfolio.Portfolio.data = "Foo" | |
167 | portfolio.Portfolio.get_cryptoportfolio(self.m) | |
168 | self.assertEqual("Foo", portfolio.Portfolio.data) | |
169 | self.assertEqual(3, self.wm.call_count) | |
170 | self.m.report.log_error.assert_called_once_with("get_cryptoportfolio", | |
171 | exception=mock.ANY) | |
172 | self.m.report.log_http_request.assert_not_called() | |
173 | ||
174 | def test_parse_cryptoportfolio(self): | |
175 | portfolio.Portfolio.parse_cryptoportfolio(self.m) | |
176 | ||
177 | self.assertListEqual( | |
178 | ["medium", "high"], | |
179 | list(portfolio.Portfolio.liquidities.keys())) | |
180 | ||
181 | liquidities = portfolio.Portfolio.liquidities | |
182 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
183 | self.assertEqual(10, len(liquidities["high"].keys())) | |
184 | ||
185 | expected = { | |
186 | 'BTC': (D("0.2857"), "long"), | |
187 | 'DGB': (D("0.1015"), "long"), | |
188 | 'DOGE': (D("0.1805"), "long"), | |
189 | 'SC': (D("0.0623"), "long"), | |
190 | 'ZEC': (D("0.3701"), "long"), | |
191 | } | |
192 | date = portfolio.datetime(2018, 1, 8) | |
193 | self.assertDictEqual(expected, liquidities["high"][date]) | |
194 | ||
195 | expected = { | |
196 | 'BTC': (D("1.1102e-16"), "long"), | |
197 | 'ETC': (D("0.1"), "long"), | |
198 | 'FCT': (D("0.1"), "long"), | |
199 | 'GAS': (D("0.1"), "long"), | |
200 | 'NAV': (D("0.1"), "long"), | |
201 | 'OMG': (D("0.1"), "long"), | |
202 | 'OMNI': (D("0.1"), "long"), | |
203 | 'PPC': (D("0.1"), "long"), | |
204 | 'RIC': (D("0.1"), "long"), | |
205 | 'VIA': (D("0.1"), "long"), | |
206 | 'XCP': (D("0.1"), "long"), | |
207 | } | |
208 | self.assertDictEqual(expected, liquidities["medium"][date]) | |
209 | self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date) | |
210 | ||
211 | self.m.report.log_http_request.assert_called_once_with("GET", | |
212 | portfolio.Portfolio.URL, None, mock.ANY, mock.ANY) | |
213 | self.m.report.log_http_request.reset_mock() | |
214 | ||
215 | # It doesn't refetch the data when available | |
216 | portfolio.Portfolio.parse_cryptoportfolio(self.m) | |
217 | self.m.report.log_http_request.assert_not_called() | |
218 | ||
219 | self.assertEqual(1, self.wm.call_count) | |
220 | ||
221 | portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True) | |
222 | self.assertEqual(2, self.wm.call_count) | |
223 | self.m.report.log_http_request.assert_called_once() | |
224 | ||
225 | def test_repartition(self): | |
226 | expected_medium = { | |
227 | 'BTC': (D("1.1102e-16"), "long"), | |
228 | 'USDT': (D("0.1"), "long"), | |
229 | 'ETC': (D("0.1"), "long"), | |
230 | 'FCT': (D("0.1"), "long"), | |
231 | 'OMG': (D("0.1"), "long"), | |
232 | 'STEEM': (D("0.1"), "long"), | |
233 | 'STRAT': (D("0.1"), "long"), | |
234 | 'XEM': (D("0.1"), "long"), | |
235 | 'XMR': (D("0.1"), "long"), | |
236 | 'XVC': (D("0.1"), "long"), | |
237 | 'ZRX': (D("0.1"), "long"), | |
238 | } | |
239 | expected_high = { | |
240 | 'USDT': (D("0.1226"), "long"), | |
241 | 'BTC': (D("0.1429"), "long"), | |
242 | 'ETC': (D("0.1127"), "long"), | |
243 | 'ETH': (D("0.1569"), "long"), | |
244 | 'FCT': (D("0.3341"), "long"), | |
245 | 'GAS': (D("0.1308"), "long"), | |
246 | } | |
247 | ||
248 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m)) | |
249 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium")) | |
250 | self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high")) | |
251 | ||
252 | self.assertEqual(1, self.wm.call_count) | |
253 | ||
254 | portfolio.Portfolio.repartition(self.m) | |
255 | self.assertEqual(1, self.wm.call_count) | |
256 | ||
257 | portfolio.Portfolio.repartition(self.m, refetch=True) | |
258 | self.assertEqual(2, self.wm.call_count) | |
259 | self.m.report.log_http_request.assert_called() | |
260 | self.assertEqual(2, self.m.report.log_http_request.call_count) | |
261 | ||
262 | @mock.patch.object(portfolio.time, "sleep") | |
263 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
264 | def test_wait_for_recent(self, repartition, sleep): | |
265 | self.call_count = 0 | |
266 | def _repartition(market, refetch): | |
267 | self.assertEqual(self.m, market) | |
268 | self.assertTrue(refetch) | |
269 | self.call_count += 1 | |
270 | portfolio.Portfolio.last_date = portfolio.datetime.now()\ | |
271 | - portfolio.timedelta(10)\ | |
272 | + portfolio.timedelta(self.call_count) | |
273 | repartition.side_effect = _repartition | |
274 | ||
275 | portfolio.Portfolio.wait_for_recent(self.m) | |
276 | sleep.assert_called_with(30) | |
277 | self.assertEqual(6, sleep.call_count) | |
278 | self.assertEqual(7, repartition.call_count) | |
279 | self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") | |
280 | ||
281 | sleep.reset_mock() | |
282 | repartition.reset_mock() | |
283 | portfolio.Portfolio.last_date = None | |
284 | self.call_count = 0 | |
285 | portfolio.Portfolio.wait_for_recent(self.m, delta=15) | |
286 | sleep.assert_not_called() | |
287 | self.assertEqual(1, repartition.call_count) | |
288 | ||
289 | sleep.reset_mock() | |
290 | repartition.reset_mock() | |
291 | portfolio.Portfolio.last_date = None | |
292 | self.call_count = 0 | |
293 | portfolio.Portfolio.wait_for_recent(self.m, delta=1) | |
294 | sleep.assert_called_with(30) | |
295 | self.assertEqual(9, sleep.call_count) | |
296 | self.assertEqual(10, repartition.call_count) | |
297 | ||
298 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
299 | class AmountTest(WebMockTestCase): | |
300 | def test_values(self): | |
301 | amount = portfolio.Amount("BTC", "0.65") | |
302 | self.assertEqual(D("0.65"), amount.value) | |
303 | self.assertEqual("BTC", amount.currency) | |
304 | ||
305 | def test_in_currency(self): | |
306 | amount = portfolio.Amount("ETC", 10) | |
307 | ||
308 | self.assertEqual(amount, amount.in_currency("ETC", self.m)) | |
309 | ||
310 | with self.subTest(desc="no ticker for currency"): | |
311 | self.m.get_ticker.return_value = None | |
312 | ||
313 | self.assertRaises(Exception, amount.in_currency, "ETH", self.m) | |
314 | ||
315 | with self.subTest(desc="nominal case"): | |
316 | self.m.get_ticker.return_value = { | |
317 | "bid": D("0.2"), | |
318 | "ask": D("0.4"), | |
319 | "average": D("0.3"), | |
320 | "foo": "bar", | |
321 | } | |
322 | converted_amount = amount.in_currency("ETH", self.m) | |
323 | ||
324 | self.assertEqual(D("3.0"), converted_amount.value) | |
325 | self.assertEqual("ETH", converted_amount.currency) | |
326 | self.assertEqual(amount, converted_amount.linked_to) | |
327 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
328 | ||
329 | converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") | |
330 | self.assertEqual(D("2"), converted_amount.value) | |
331 | ||
332 | converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") | |
333 | self.assertEqual(D("4"), converted_amount.value) | |
334 | ||
335 | converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) | |
336 | self.assertEqual(D("0.2"), converted_amount.value) | |
337 | ||
338 | def test__round(self): | |
339 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
340 | self.assertEqual(D("1.23456789"), round(amount).value) | |
341 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
342 | ||
343 | def test__abs(self): | |
344 | amount = portfolio.Amount("SC", -120) | |
345 | self.assertEqual(120, abs(amount).value) | |
346 | self.assertEqual("SC", abs(amount).currency) | |
347 | ||
348 | amount = portfolio.Amount("SC", 10) | |
349 | self.assertEqual(10, abs(amount).value) | |
350 | self.assertEqual("SC", abs(amount).currency) | |
351 | ||
352 | def test__add(self): | |
353 | amount1 = portfolio.Amount("XVG", "12.9") | |
354 | amount2 = portfolio.Amount("XVG", "13.1") | |
355 | ||
356 | self.assertEqual(26, (amount1 + amount2).value) | |
357 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
358 | ||
359 | amount3 = portfolio.Amount("ETH", "1.6") | |
360 | with self.assertRaises(Exception): | |
361 | amount1 + amount3 | |
362 | ||
363 | amount4 = portfolio.Amount("ETH", 0.0) | |
364 | self.assertEqual(amount1, amount1 + amount4) | |
365 | ||
366 | self.assertEqual(amount1, amount1 + 0) | |
367 | ||
368 | def test__radd(self): | |
369 | amount = portfolio.Amount("XVG", "12.9") | |
370 | ||
371 | self.assertEqual(amount, 0 + amount) | |
372 | with self.assertRaises(Exception): | |
373 | 4 + amount | |
374 | ||
375 | def test__sub(self): | |
376 | amount1 = portfolio.Amount("XVG", "13.3") | |
377 | amount2 = portfolio.Amount("XVG", "13.1") | |
378 | ||
379 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | |
380 | self.assertEqual("XVG", (amount1 - amount2).currency) | |
381 | ||
382 | amount3 = portfolio.Amount("ETH", "1.6") | |
383 | with self.assertRaises(Exception): | |
384 | amount1 - amount3 | |
385 | ||
386 | amount4 = portfolio.Amount("ETH", 0.0) | |
387 | self.assertEqual(amount1, amount1 - amount4) | |
388 | ||
389 | def test__rsub(self): | |
390 | amount = portfolio.Amount("ETH", "1.6") | |
391 | with self.assertRaises(Exception): | |
392 | 3 - amount | |
393 | ||
394 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) | |
395 | ||
396 | def test__mul(self): | |
397 | amount = portfolio.Amount("XEM", 11) | |
398 | ||
399 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | |
400 | self.assertEqual(D("33"), (amount * 3).value) | |
401 | ||
402 | with self.assertRaises(Exception): | |
403 | amount * amount | |
404 | ||
405 | def test__rmul(self): | |
406 | amount = portfolio.Amount("XEM", 11) | |
407 | ||
408 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | |
409 | self.assertEqual(D("33"), (3 * amount).value) | |
410 | ||
411 | def test__floordiv(self): | |
412 | amount = portfolio.Amount("XEM", 11) | |
413 | ||
414 | self.assertEqual(D("5.5"), (amount / 2).value) | |
415 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
416 | ||
417 | with self.assertRaises(Exception): | |
418 | amount / amount | |
419 | ||
420 | def test__truediv(self): | |
421 | amount = portfolio.Amount("XEM", 11) | |
422 | ||
423 | self.assertEqual(D("5.5"), (amount / 2).value) | |
424 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
425 | ||
426 | def test__lt(self): | |
427 | amount1 = portfolio.Amount("BTD", 11.3) | |
428 | amount2 = portfolio.Amount("BTD", 13.1) | |
429 | ||
430 | self.assertTrue(amount1 < amount2) | |
431 | self.assertFalse(amount2 < amount1) | |
432 | self.assertFalse(amount1 < amount1) | |
433 | ||
434 | amount3 = portfolio.Amount("BTC", 1.6) | |
435 | with self.assertRaises(Exception): | |
436 | amount1 < amount3 | |
437 | ||
438 | def test__le(self): | |
439 | amount1 = portfolio.Amount("BTD", 11.3) | |
440 | amount2 = portfolio.Amount("BTD", 13.1) | |
441 | ||
442 | self.assertTrue(amount1 <= amount2) | |
443 | self.assertFalse(amount2 <= amount1) | |
444 | self.assertTrue(amount1 <= amount1) | |
445 | ||
446 | amount3 = portfolio.Amount("BTC", 1.6) | |
447 | with self.assertRaises(Exception): | |
448 | amount1 <= amount3 | |
449 | ||
450 | def test__gt(self): | |
451 | amount1 = portfolio.Amount("BTD", 11.3) | |
452 | amount2 = portfolio.Amount("BTD", 13.1) | |
453 | ||
454 | self.assertTrue(amount2 > amount1) | |
455 | self.assertFalse(amount1 > amount2) | |
456 | self.assertFalse(amount1 > amount1) | |
457 | ||
458 | amount3 = portfolio.Amount("BTC", 1.6) | |
459 | with self.assertRaises(Exception): | |
460 | amount3 > amount1 | |
461 | ||
462 | def test__ge(self): | |
463 | amount1 = portfolio.Amount("BTD", 11.3) | |
464 | amount2 = portfolio.Amount("BTD", 13.1) | |
465 | ||
466 | self.assertTrue(amount2 >= amount1) | |
467 | self.assertFalse(amount1 >= amount2) | |
468 | self.assertTrue(amount1 >= amount1) | |
469 | ||
470 | amount3 = portfolio.Amount("BTC", 1.6) | |
471 | with self.assertRaises(Exception): | |
472 | amount3 >= amount1 | |
473 | ||
474 | def test__eq(self): | |
475 | amount1 = portfolio.Amount("BTD", 11.3) | |
476 | amount2 = portfolio.Amount("BTD", 13.1) | |
477 | amount3 = portfolio.Amount("BTD", 11.3) | |
478 | ||
479 | self.assertFalse(amount1 == amount2) | |
480 | self.assertFalse(amount2 == amount1) | |
481 | self.assertTrue(amount1 == amount3) | |
482 | self.assertFalse(amount2 == 0) | |
483 | ||
484 | amount4 = portfolio.Amount("BTC", 1.6) | |
485 | with self.assertRaises(Exception): | |
486 | amount1 == amount4 | |
487 | ||
488 | amount5 = portfolio.Amount("BTD", 0) | |
489 | self.assertTrue(amount5 == 0) | |
490 | ||
491 | def test__ne(self): | |
492 | amount1 = portfolio.Amount("BTD", 11.3) | |
493 | amount2 = portfolio.Amount("BTD", 13.1) | |
494 | amount3 = portfolio.Amount("BTD", 11.3) | |
495 | ||
496 | self.assertTrue(amount1 != amount2) | |
497 | self.assertTrue(amount2 != amount1) | |
498 | self.assertFalse(amount1 != amount3) | |
499 | self.assertTrue(amount2 != 0) | |
500 | ||
501 | amount4 = portfolio.Amount("BTC", 1.6) | |
502 | with self.assertRaises(Exception): | |
503 | amount1 != amount4 | |
504 | ||
505 | amount5 = portfolio.Amount("BTD", 0) | |
506 | self.assertFalse(amount5 != 0) | |
507 | ||
508 | def test__neg(self): | |
509 | amount1 = portfolio.Amount("BTD", "11.3") | |
510 | ||
511 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
512 | ||
513 | def test__str(self): | |
514 | amount1 = portfolio.Amount("BTX", 32) | |
515 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
516 | ||
517 | amount2 = portfolio.Amount("USDT", 12000) | |
518 | amount1.linked_to = amount2 | |
519 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
520 | ||
521 | def test__repr(self): | |
522 | amount1 = portfolio.Amount("BTX", 32) | |
523 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
524 | ||
525 | amount2 = portfolio.Amount("USDT", 12000) | |
526 | amount1.linked_to = amount2 | |
527 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
528 | ||
529 | amount3 = portfolio.Amount("BTC", 0.1) | |
530 | amount2.linked_to = amount3 | |
531 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
532 | ||
533 | def test_as_json(self): | |
534 | amount = portfolio.Amount("BTX", 32) | |
535 | self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) | |
536 | ||
537 | amount = portfolio.Amount("BTX", "1E-10") | |
538 | self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) | |
539 | ||
540 | amount = portfolio.Amount("BTX", "1E-5") | |
541 | self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) | |
542 | self.assertEqual("0.00001", str(amount.as_json()["value"])) | |
543 | ||
544 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
545 | class BalanceTest(WebMockTestCase): | |
546 | def test_values(self): | |
547 | balance = portfolio.Balance("BTC", { | |
548 | "exchange_total": "0.65", | |
549 | "exchange_free": "0.35", | |
550 | "exchange_used": "0.30", | |
551 | "margin_total": "-10", | |
552 | "margin_borrowed": "10", | |
553 | "margin_available": "0", | |
554 | "margin_in_position": "0", | |
555 | "margin_position_type": "short", | |
556 | "margin_borrowed_base_currency": "USDT", | |
557 | "margin_liquidation_price": "1.20", | |
558 | "margin_pending_gain": "10", | |
559 | "margin_lending_fees": "0.4", | |
560 | "margin_borrowed_base_price": "0.15", | |
561 | }) | |
562 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
563 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
564 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
565 | self.assertEqual("BTC", balance.exchange_total.currency) | |
566 | self.assertEqual("BTC", balance.exchange_free.currency) | |
567 | self.assertEqual("BTC", balance.exchange_total.currency) | |
568 | ||
569 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
570 | self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) | |
571 | self.assertEqual(portfolio.D("0"), balance.margin_available.value) | |
572 | self.assertEqual("BTC", balance.margin_total.currency) | |
573 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
574 | self.assertEqual("BTC", balance.margin_available.currency) | |
575 | ||
576 | self.assertEqual("BTC", balance.currency) | |
577 | ||
578 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) | |
579 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
580 | ||
581 | def test__repr(self): | |
582 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
583 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
584 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
585 | "exchange_used": 1, "exchange_free": 2 }) | |
586 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
587 | ||
588 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) | |
589 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
590 | ||
591 | balance = portfolio.Balance("BTX", { "margin_total": 3, | |
592 | "margin_in_position": 1, "margin_available": 2 }) | |
593 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
594 | ||
595 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) | |
596 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | |
597 | ||
598 | balance = portfolio.Balance("BTX", { "margin_total": -3, | |
599 | "margin_borrowed_base_price": D("0.1"), | |
600 | "margin_borrowed_base_currency": "BTC", | |
601 | "margin_lending_fees": D("0.002") }) | |
602 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
603 | ||
604 | balance = portfolio.Balance("BTX", { "margin_total": 1, | |
605 | "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) | |
606 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
607 | ||
608 | def test_as_json(self): | |
609 | balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) | |
610 | as_json = balance.as_json() | |
611 | self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) | |
612 | self.assertEqual(D(0), as_json["total"]) | |
613 | self.assertEqual(D(2), as_json["exchange_total"]) | |
614 | self.assertEqual(D(2), as_json["exchange_free"]) | |
615 | self.assertEqual(D(0), as_json["exchange_used"]) | |
616 | self.assertEqual(D(0), as_json["margin_total"]) | |
617 | self.assertEqual(D(0), as_json["margin_available"]) | |
618 | self.assertEqual(D(0), as_json["margin_borrowed"]) | |
619 | ||
620 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
621 | class MarketTest(WebMockTestCase): | |
622 | def setUp(self): | |
623 | super(MarketTest, self).setUp() | |
624 | ||
625 | self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
626 | ||
627 | def test_values(self): | |
628 | m = market.Market(self.ccxt) | |
629 | ||
630 | self.assertEqual(self.ccxt, m.ccxt) | |
631 | self.assertFalse(m.debug) | |
632 | self.assertIsInstance(m.report, market.ReportStore) | |
633 | self.assertIsInstance(m.trades, market.TradeStore) | |
634 | self.assertIsInstance(m.balances, market.BalanceStore) | |
635 | self.assertEqual(m, m.report.market) | |
636 | self.assertEqual(m, m.trades.market) | |
637 | self.assertEqual(m, m.balances.market) | |
638 | self.assertEqual(m, m.ccxt._market) | |
639 | ||
640 | m = market.Market(self.ccxt, debug=True) | |
641 | self.assertTrue(m.debug) | |
642 | ||
643 | m = market.Market(self.ccxt, debug=False) | |
644 | self.assertFalse(m.debug) | |
645 | ||
646 | @mock.patch("market.ccxt") | |
647 | def test_from_config(self, ccxt): | |
648 | with mock.patch("market.ReportStore"): | |
649 | ccxt.poloniexE.return_value = self.ccxt | |
650 | self.ccxt.session.request.return_value = "response" | |
651 | ||
652 | m = market.Market.from_config({"key": "key", "secred": "secret"}) | |
653 | ||
654 | self.assertEqual(self.ccxt, m.ccxt) | |
655 | ||
656 | self.ccxt.session.request("GET", "URL", data="data", | |
657 | headers="headers") | |
658 | m.report.log_http_request.assert_called_with('GET', 'URL', 'data', | |
659 | 'headers', 'response') | |
660 | ||
661 | m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True) | |
662 | self.assertEqual(True, m.debug) | |
663 | ||
664 | def test_get_tickers(self): | |
665 | self.ccxt.fetch_tickers.side_effect = [ | |
666 | "tickers", | |
667 | market.NotSupported | |
668 | ] | |
669 | ||
670 | m = market.Market(self.ccxt) | |
671 | self.assertEqual("tickers", m.get_tickers()) | |
672 | self.assertEqual("tickers", m.get_tickers()) | |
673 | self.ccxt.fetch_tickers.assert_called_once() | |
674 | ||
675 | self.assertIsNone(m.get_tickers(refresh=self.time.time())) | |
676 | ||
677 | def test_get_ticker(self): | |
678 | with self.subTest(get_tickers=True): | |
679 | self.ccxt.fetch_tickers.return_value = { | |
680 | "ETH/ETC": { "bid": 1, "ask": 3 }, | |
681 | "XVG/ETH": { "bid": 10, "ask": 40 }, | |
682 | } | |
683 | m = market.Market(self.ccxt) | |
684 | ||
685 | ticker = m.get_ticker("ETH", "ETC") | |
686 | self.assertEqual(1, ticker["bid"]) | |
687 | self.assertEqual(3, ticker["ask"]) | |
688 | self.assertEqual(2, ticker["average"]) | |
689 | self.assertFalse(ticker["inverted"]) | |
690 | ||
691 | ticker = m.get_ticker("ETH", "XVG") | |
692 | self.assertEqual(0.0625, ticker["average"]) | |
693 | self.assertTrue(ticker["inverted"]) | |
694 | self.assertIn("original", ticker) | |
695 | self.assertEqual(10, ticker["original"]["bid"]) | |
696 | ||
697 | ticker = m.get_ticker("XVG", "XMR") | |
698 | self.assertIsNone(ticker) | |
699 | ||
700 | with self.subTest(get_tickers=False): | |
701 | self.ccxt.fetch_tickers.return_value = None | |
702 | self.ccxt.fetch_ticker.side_effect = [ | |
703 | { "bid": 1, "ask": 3 }, | |
704 | market.ExchangeError("foo"), | |
705 | { "bid": 10, "ask": 40 }, | |
706 | market.ExchangeError("foo"), | |
707 | market.ExchangeError("foo"), | |
708 | ] | |
709 | ||
710 | m = market.Market(self.ccxt) | |
711 | ||
712 | ticker = m.get_ticker("ETH", "ETC") | |
713 | self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") | |
714 | self.assertEqual(1, ticker["bid"]) | |
715 | self.assertEqual(3, ticker["ask"]) | |
716 | self.assertEqual(2, ticker["average"]) | |
717 | self.assertFalse(ticker["inverted"]) | |
718 | ||
719 | ticker = m.get_ticker("ETH", "XVG") | |
720 | self.assertEqual(0.0625, ticker["average"]) | |
721 | self.assertTrue(ticker["inverted"]) | |
722 | self.assertIn("original", ticker) | |
723 | self.assertEqual(10, ticker["original"]["bid"]) | |
724 | ||
725 | ticker = m.get_ticker("XVG", "XMR") | |
726 | self.assertIsNone(ticker) | |
727 | ||
728 | def test_fetch_fees(self): | |
729 | m = market.Market(self.ccxt) | |
730 | self.ccxt.fetch_fees.return_value = "Foo" | |
731 | self.assertEqual("Foo", m.fetch_fees()) | |
732 | self.ccxt.fetch_fees.assert_called_once() | |
733 | self.ccxt.reset_mock() | |
734 | self.assertEqual("Foo", m.fetch_fees()) | |
735 | self.ccxt.fetch_fees.assert_not_called() | |
736 | ||
737 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
738 | @mock.patch.object(market.Market, "get_ticker") | |
739 | @mock.patch.object(market.TradeStore, "compute_trades") | |
740 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
741 | repartition.return_value = { | |
742 | "XEM": (D("0.75"), "long"), | |
743 | "BTC": (D("0.25"), "long"), | |
744 | } | |
745 | def _get_ticker(c1, c2): | |
746 | if c1 == "USDT" and c2 == "BTC": | |
747 | return { "average": D("0.0001") } | |
748 | if c1 == "XVG" and c2 == "BTC": | |
749 | return { "average": D("0.000001") } | |
750 | if c1 == "XEM" and c2 == "BTC": | |
751 | return { "average": D("0.001") } | |
752 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
753 | get_ticker.side_effect = _get_ticker | |
754 | ||
755 | with mock.patch("market.ReportStore"): | |
756 | m = market.Market(self.ccxt) | |
757 | self.ccxt.fetch_all_balances.return_value = { | |
758 | "USDT": { | |
759 | "exchange_free": D("10000.0"), | |
760 | "exchange_used": D("0.0"), | |
761 | "exchange_total": D("10000.0"), | |
762 | "total": D("10000.0") | |
763 | }, | |
764 | "XVG": { | |
765 | "exchange_free": D("10000.0"), | |
766 | "exchange_used": D("0.0"), | |
767 | "exchange_total": D("10000.0"), | |
768 | "total": D("10000.0") | |
769 | }, | |
770 | } | |
771 | ||
772 | m.balances.fetch_balances(tag="tag") | |
773 | ||
774 | m.prepare_trades() | |
775 | compute_trades.assert_called() | |
776 | ||
777 | call = compute_trades.call_args | |
778 | self.assertEqual(1, call[0][0]["USDT"].value) | |
779 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
780 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
781 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
782 | m.report.log_stage.assert_called_once_with("prepare_trades") | |
783 | m.report.log_balances.assert_called_once_with(tag="tag") | |
784 | ||
785 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
786 | @mock.patch.object(market.Market, "get_ticker") | |
787 | @mock.patch.object(market.TradeStore, "compute_trades") | |
788 | def test_update_trades(self, compute_trades, get_ticker, repartition): | |
789 | repartition.return_value = { | |
790 | "XEM": (D("0.75"), "long"), | |
791 | "BTC": (D("0.25"), "long"), | |
792 | } | |
793 | def _get_ticker(c1, c2): | |
794 | if c1 == "USDT" and c2 == "BTC": | |
795 | return { "average": D("0.0001") } | |
796 | if c1 == "XVG" and c2 == "BTC": | |
797 | return { "average": D("0.000001") } | |
798 | if c1 == "XEM" and c2 == "BTC": | |
799 | return { "average": D("0.001") } | |
800 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
801 | get_ticker.side_effect = _get_ticker | |
802 | ||
803 | with mock.patch("market.ReportStore"): | |
804 | m = market.Market(self.ccxt) | |
805 | self.ccxt.fetch_all_balances.return_value = { | |
806 | "USDT": { | |
807 | "exchange_free": D("10000.0"), | |
808 | "exchange_used": D("0.0"), | |
809 | "exchange_total": D("10000.0"), | |
810 | "total": D("10000.0") | |
811 | }, | |
812 | "XVG": { | |
813 | "exchange_free": D("10000.0"), | |
814 | "exchange_used": D("0.0"), | |
815 | "exchange_total": D("10000.0"), | |
816 | "total": D("10000.0") | |
817 | }, | |
818 | } | |
819 | ||
820 | m.balances.fetch_balances(tag="tag") | |
821 | ||
822 | m.update_trades() | |
823 | compute_trades.assert_called() | |
824 | ||
825 | call = compute_trades.call_args | |
826 | self.assertEqual(1, call[0][0]["USDT"].value) | |
827 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
828 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
829 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
830 | m.report.log_stage.assert_called_once_with("update_trades") | |
831 | m.report.log_balances.assert_called_once_with(tag="tag") | |
832 | ||
833 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
834 | @mock.patch.object(market.Market, "get_ticker") | |
835 | @mock.patch.object(market.TradeStore, "compute_trades") | |
836 | def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): | |
837 | def _get_ticker(c1, c2): | |
838 | if c1 == "USDT" and c2 == "BTC": | |
839 | return { "average": D("0.0001") } | |
840 | if c1 == "XVG" and c2 == "BTC": | |
841 | return { "average": D("0.000001") } | |
842 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
843 | get_ticker.side_effect = _get_ticker | |
844 | ||
845 | with mock.patch("market.ReportStore"): | |
846 | m = market.Market(self.ccxt) | |
847 | self.ccxt.fetch_all_balances.return_value = { | |
848 | "USDT": { | |
849 | "exchange_free": D("10000.0"), | |
850 | "exchange_used": D("0.0"), | |
851 | "exchange_total": D("10000.0"), | |
852 | "total": D("10000.0") | |
853 | }, | |
854 | "XVG": { | |
855 | "exchange_free": D("10000.0"), | |
856 | "exchange_used": D("0.0"), | |
857 | "exchange_total": D("10000.0"), | |
858 | "total": D("10000.0") | |
859 | }, | |
860 | } | |
861 | ||
862 | m.balances.fetch_balances(tag="tag") | |
863 | ||
864 | m.prepare_trades_to_sell_all() | |
865 | ||
866 | repartition.assert_not_called() | |
867 | compute_trades.assert_called() | |
868 | ||
869 | call = compute_trades.call_args | |
870 | self.assertEqual(1, call[0][0]["USDT"].value) | |
871 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
872 | self.assertEqual(D("1.01"), call[0][1]["BTC"].value) | |
873 | m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all") | |
874 | m.report.log_balances.assert_called_once_with(tag="tag") | |
875 | ||
876 | @mock.patch.object(portfolio.time, "sleep") | |
877 | @mock.patch.object(market.TradeStore, "all_orders") | |
878 | def test_follow_orders(self, all_orders, time_mock): | |
879 | for debug, sleep in [ | |
880 | (False, None), (True, None), | |
881 | (False, 12), (True, 12)]: | |
882 | with self.subTest(sleep=sleep, debug=debug), \ | |
883 | mock.patch("market.ReportStore"): | |
884 | m = market.Market(self.ccxt, debug=debug) | |
885 | ||
886 | order_mock1 = mock.Mock() | |
887 | order_mock2 = mock.Mock() | |
888 | order_mock3 = mock.Mock() | |
889 | all_orders.side_effect = [ | |
890 | [order_mock1, order_mock2], | |
891 | [order_mock1, order_mock2], | |
892 | ||
893 | [order_mock1, order_mock3], | |
894 | [order_mock1, order_mock3], | |
895 | ||
896 | [order_mock1, order_mock3], | |
897 | [order_mock1, order_mock3], | |
898 | ||
899 | [] | |
900 | ] | |
901 | ||
902 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
903 | order_mock2.get_status.side_effect = ["open"] | |
904 | order_mock3.get_status.side_effect = ["open", "closed"] | |
905 | ||
906 | order_mock1.trade = mock.Mock() | |
907 | order_mock2.trade = mock.Mock() | |
908 | order_mock3.trade = mock.Mock() | |
909 | ||
910 | m.follow_orders(sleep=sleep) | |
911 | ||
912 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
913 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
914 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
915 | self.assertEqual(3, order_mock1.get_status.call_count) | |
916 | ||
917 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
918 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
919 | self.assertEqual(1, order_mock2.get_status.call_count) | |
920 | ||
921 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
922 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
923 | self.assertEqual(2, order_mock3.get_status.call_count) | |
924 | m.report.log_stage.assert_called() | |
925 | calls = [ | |
926 | mock.call("follow_orders_begin"), | |
927 | mock.call("follow_orders_tick_1"), | |
928 | mock.call("follow_orders_tick_2"), | |
929 | mock.call("follow_orders_tick_3"), | |
930 | mock.call("follow_orders_end"), | |
931 | ] | |
932 | m.report.log_stage.assert_has_calls(calls) | |
933 | m.report.log_orders.assert_called() | |
934 | self.assertEqual(3, m.report.log_orders.call_count) | |
935 | calls = [ | |
936 | mock.call([order_mock1, order_mock2], tick=1), | |
937 | mock.call([order_mock1, order_mock3], tick=2), | |
938 | mock.call([order_mock1, order_mock3], tick=3), | |
939 | ] | |
940 | m.report.log_orders.assert_has_calls(calls) | |
941 | calls = [ | |
942 | mock.call(order_mock1, 3, finished=True), | |
943 | mock.call(order_mock3, 3, finished=True), | |
944 | ] | |
945 | m.report.log_order.assert_has_calls(calls) | |
946 | ||
947 | if sleep is None: | |
948 | if debug: | |
949 | m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") | |
950 | time_mock.assert_called_with(7) | |
951 | else: | |
952 | time_mock.assert_called_with(30) | |
953 | else: | |
954 | time_mock.assert_called_with(sleep) | |
955 | ||
956 | @mock.patch.object(market.BalanceStore, "fetch_balances") | |
957 | def test_move_balance(self, fetch_balances): | |
958 | for debug in [True, False]: | |
959 | with self.subTest(debug=debug),\ | |
960 | mock.patch("market.ReportStore"): | |
961 | m = market.Market(self.ccxt, debug=debug) | |
962 | ||
963 | value_from = portfolio.Amount("BTC", "1.0") | |
964 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
965 | value_to = portfolio.Amount("BTC", "10.0") | |
966 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
967 | ||
968 | value_from = portfolio.Amount("BTC", "0.0") | |
969 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
970 | value_to = portfolio.Amount("BTC", "-3.0") | |
971 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
972 | ||
973 | value_from = portfolio.Amount("USDT", "0.0") | |
974 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
975 | value_to = portfolio.Amount("USDT", "-50.0") | |
976 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
977 | ||
978 | m.trades.all = [trade1, trade2, trade3] | |
979 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
980 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
981 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
982 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
983 | ||
984 | m.move_balances() | |
985 | ||
986 | fetch_balances.assert_called_with() | |
987 | m.report.log_move_balances.assert_called_once() | |
988 | ||
989 | if debug: | |
990 | m.report.log_debug_action.assert_called() | |
991 | self.assertEqual(3, m.report.log_debug_action.call_count) | |
992 | else: | |
993 | self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") | |
994 | self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") | |
995 | self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") | |
996 | ||
997 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
998 | class TradeStoreTest(WebMockTestCase): | |
999 | def test_compute_trades(self): | |
1000 | self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | |
1001 | ||
1002 | values_in_base = { | |
1003 | "XMR": portfolio.Amount("BTC", D("0.9")), | |
1004 | "DASH": portfolio.Amount("BTC", D("0.4")), | |
1005 | "XVG": portfolio.Amount("BTC", D("-0.5")), | |
1006 | "BTC": portfolio.Amount("BTC", D("0.5")), | |
1007 | } | |
1008 | new_repartition = { | |
1009 | "DASH": portfolio.Amount("BTC", D("0.5")), | |
1010 | "XVG": portfolio.Amount("BTC", D("0.1")), | |
1011 | "BTC": portfolio.Amount("BTC", D("0.4")), | |
1012 | "ETH": portfolio.Amount("BTC", D("0.3")), | |
1013 | } | |
1014 | side_effect = [ | |
1015 | (True, 1), | |
1016 | (False, 2), | |
1017 | (False, 3), | |
1018 | (True, 4), | |
1019 | (True, 5) | |
1020 | ] | |
1021 | ||
1022 | with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: | |
1023 | trade_store = market.TradeStore(self.m) | |
1024 | trade_if_matching.side_effect = side_effect | |
1025 | ||
1026 | trade_store.compute_trades(values_in_base, | |
1027 | new_repartition, only="only") | |
1028 | ||
1029 | self.assertEqual(5, trade_if_matching.call_count) | |
1030 | self.assertEqual(3, len(trade_store.all)) | |
1031 | self.assertEqual([1, 4, 5], trade_store.all) | |
1032 | self.m.report.log_trades.assert_called_with(side_effect, "only") | |
1033 | ||
1034 | def test_trade_if_matching(self): | |
1035 | ||
1036 | with self.subTest(only="nope"): | |
1037 | trade_store = market.TradeStore(self.m) | |
1038 | result = trade_store.trade_if_matching( | |
1039 | portfolio.Amount("BTC", D("0")), | |
1040 | portfolio.Amount("BTC", D("0.3")), | |
1041 | "ETH", only="nope") | |
1042 | self.assertEqual(False, result[0]) | |
1043 | self.assertIsInstance(result[1], portfolio.Trade) | |
1044 | ||
1045 | with self.subTest(only=None): | |
1046 | trade_store = market.TradeStore(self.m) | |
1047 | result = trade_store.trade_if_matching( | |
1048 | portfolio.Amount("BTC", D("0")), | |
1049 | portfolio.Amount("BTC", D("0.3")), | |
1050 | "ETH", only=None) | |
1051 | self.assertEqual(True, result[0]) | |
1052 | ||
1053 | with self.subTest(only="acquire"): | |
1054 | trade_store = market.TradeStore(self.m) | |
1055 | result = trade_store.trade_if_matching( | |
1056 | portfolio.Amount("BTC", D("0")), | |
1057 | portfolio.Amount("BTC", D("0.3")), | |
1058 | "ETH", only="acquire") | |
1059 | self.assertEqual(True, result[0]) | |
1060 | ||
1061 | with self.subTest(only="dispose"): | |
1062 | trade_store = market.TradeStore(self.m) | |
1063 | result = trade_store.trade_if_matching( | |
1064 | portfolio.Amount("BTC", D("0")), | |
1065 | portfolio.Amount("BTC", D("0.3")), | |
1066 | "ETH", only="dispose") | |
1067 | self.assertEqual(False, result[0]) | |
1068 | ||
1069 | def test_prepare_orders(self): | |
1070 | trade_store = market.TradeStore(self.m) | |
1071 | ||
1072 | trade_mock1 = mock.Mock() | |
1073 | trade_mock2 = mock.Mock() | |
1074 | trade_mock3 = mock.Mock() | |
1075 | ||
1076 | trade_mock1.prepare_order.return_value = 1 | |
1077 | trade_mock2.prepare_order.return_value = 2 | |
1078 | trade_mock3.prepare_order.return_value = 3 | |
1079 | ||
1080 | trade_mock1.is_fullfiled = False | |
1081 | trade_mock2.is_fullfiled = False | |
1082 | trade_mock3.is_fullfiled = True | |
1083 | ||
1084 | trade_store.all.append(trade_mock1) | |
1085 | trade_store.all.append(trade_mock2) | |
1086 | trade_store.all.append(trade_mock3) | |
1087 | ||
1088 | trade_store.prepare_orders() | |
1089 | trade_mock1.prepare_order.assert_called_with(compute_value="default") | |
1090 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
1091 | trade_mock3.prepare_order.assert_not_called() | |
1092 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") | |
1093 | ||
1094 | self.m.report.log_orders.reset_mock() | |
1095 | ||
1096 | trade_store.prepare_orders(compute_value="bla") | |
1097 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") | |
1098 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
1099 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") | |
1100 | ||
1101 | trade_mock1.prepare_order.reset_mock() | |
1102 | trade_mock2.prepare_order.reset_mock() | |
1103 | self.m.report.log_orders.reset_mock() | |
1104 | ||
1105 | trade_mock1.action = "foo" | |
1106 | trade_mock2.action = "bar" | |
1107 | trade_store.prepare_orders(only="bar") | |
1108 | trade_mock1.prepare_order.assert_not_called() | |
1109 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
1110 | self.m.report.log_orders.assert_called_once_with([2], "bar", "default") | |
1111 | ||
1112 | def test_print_all_with_order(self): | |
1113 | trade_mock1 = mock.Mock() | |
1114 | trade_mock2 = mock.Mock() | |
1115 | trade_mock3 = mock.Mock() | |
1116 | trade_store = market.TradeStore(self.m) | |
1117 | trade_store.all = [trade_mock1, trade_mock2, trade_mock3] | |
1118 | ||
1119 | trade_store.print_all_with_order() | |
1120 | ||
1121 | trade_mock1.print_with_order.assert_called() | |
1122 | trade_mock2.print_with_order.assert_called() | |
1123 | trade_mock3.print_with_order.assert_called() | |
1124 | ||
1125 | def test_run_orders(self): | |
1126 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
1127 | order_mock1 = mock.Mock() | |
1128 | order_mock2 = mock.Mock() | |
1129 | order_mock3 = mock.Mock() | |
1130 | trade_store = market.TradeStore(self.m) | |
1131 | ||
1132 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
1133 | ||
1134 | trade_store.run_orders() | |
1135 | ||
1136 | all_orders.assert_called_with(state="pending") | |
1137 | ||
1138 | order_mock1.run.assert_called() | |
1139 | order_mock2.run.assert_called() | |
1140 | order_mock3.run.assert_called() | |
1141 | ||
1142 | self.m.report.log_stage.assert_called_with("run_orders") | |
1143 | self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, | |
1144 | order_mock3]) | |
1145 | ||
1146 | def test_all_orders(self): | |
1147 | trade_mock1 = mock.Mock() | |
1148 | trade_mock2 = mock.Mock() | |
1149 | ||
1150 | order_mock1 = mock.Mock() | |
1151 | order_mock2 = mock.Mock() | |
1152 | order_mock3 = mock.Mock() | |
1153 | ||
1154 | trade_mock1.orders = [order_mock1, order_mock2] | |
1155 | trade_mock2.orders = [order_mock3] | |
1156 | ||
1157 | order_mock1.status = "pending" | |
1158 | order_mock2.status = "open" | |
1159 | order_mock3.status = "open" | |
1160 | ||
1161 | trade_store = market.TradeStore(self.m) | |
1162 | trade_store.all.append(trade_mock1) | |
1163 | trade_store.all.append(trade_mock2) | |
1164 | ||
1165 | orders = trade_store.all_orders() | |
1166 | self.assertEqual(3, len(orders)) | |
1167 | ||
1168 | open_orders = trade_store.all_orders(state="open") | |
1169 | self.assertEqual(2, len(open_orders)) | |
1170 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
1171 | ||
1172 | def test_update_all_orders_status(self): | |
1173 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
1174 | order_mock1 = mock.Mock() | |
1175 | order_mock2 = mock.Mock() | |
1176 | order_mock3 = mock.Mock() | |
1177 | ||
1178 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
1179 | ||
1180 | trade_store = market.TradeStore(self.m) | |
1181 | ||
1182 | trade_store.update_all_orders_status() | |
1183 | all_orders.assert_called_with(state="open") | |
1184 | ||
1185 | order_mock1.get_status.assert_called() | |
1186 | order_mock2.get_status.assert_called() | |
1187 | order_mock3.get_status.assert_called() | |
1188 | ||
1189 | def test_pending(self): | |
1190 | trade_mock1 = mock.Mock() | |
1191 | trade_mock1.is_fullfiled = False | |
1192 | trade_mock2 = mock.Mock() | |
1193 | trade_mock2.is_fullfiled = False | |
1194 | trade_mock3 = mock.Mock() | |
1195 | trade_mock3.is_fullfiled = True | |
1196 | ||
1197 | trade_store = market.TradeStore(self.m) | |
1198 | ||
1199 | trade_store.all.append(trade_mock1) | |
1200 | trade_store.all.append(trade_mock2) | |
1201 | trade_store.all.append(trade_mock3) | |
1202 | ||
1203 | self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) | |
1204 | ||
1205 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1206 | class BalanceStoreTest(WebMockTestCase): | |
1207 | def setUp(self): | |
1208 | super(BalanceStoreTest, self).setUp() | |
1209 | ||
1210 | self.fetch_balance = { | |
1211 | "ETC": { | |
1212 | "exchange_free": 0, | |
1213 | "exchange_used": 0, | |
1214 | "exchange_total": 0, | |
1215 | "margin_total": 0, | |
1216 | }, | |
1217 | "USDT": { | |
1218 | "exchange_free": D("6.0"), | |
1219 | "exchange_used": D("1.2"), | |
1220 | "exchange_total": D("7.2"), | |
1221 | "margin_total": 0, | |
1222 | }, | |
1223 | "XVG": { | |
1224 | "exchange_free": 16, | |
1225 | "exchange_used": 0, | |
1226 | "exchange_total": 16, | |
1227 | "margin_total": 0, | |
1228 | }, | |
1229 | "XMR": { | |
1230 | "exchange_free": 0, | |
1231 | "exchange_used": 0, | |
1232 | "exchange_total": 0, | |
1233 | "margin_total": D("-1.0"), | |
1234 | "margin_free": 0, | |
1235 | }, | |
1236 | } | |
1237 | ||
1238 | def test_in_currency(self): | |
1239 | self.m.get_ticker.return_value = { | |
1240 | "bid": D("0.09"), | |
1241 | "ask": D("0.11"), | |
1242 | "average": D("0.1"), | |
1243 | } | |
1244 | ||
1245 | balance_store = market.BalanceStore(self.m) | |
1246 | balance_store.all = { | |
1247 | "BTC": portfolio.Balance("BTC", { | |
1248 | "total": "0.65", | |
1249 | "exchange_total":"0.65", | |
1250 | "exchange_free": "0.35", | |
1251 | "exchange_used": "0.30"}), | |
1252 | "ETH": portfolio.Balance("ETH", { | |
1253 | "total": 3, | |
1254 | "exchange_total": 3, | |
1255 | "exchange_free": 3, | |
1256 | "exchange_used": 0}), | |
1257 | } | |
1258 | ||
1259 | amounts = balance_store.in_currency("BTC") | |
1260 | self.assertEqual("BTC", amounts["ETH"].currency) | |
1261 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
1262 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
1263 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
1264 | "average", "total") | |
1265 | self.m.report.log_tickers.reset_mock() | |
1266 | ||
1267 | amounts = balance_store.in_currency("BTC", compute_value="bid") | |
1268 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
1269 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
1270 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
1271 | "bid", "total") | |
1272 | self.m.report.log_tickers.reset_mock() | |
1273 | ||
1274 | amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") | |
1275 | self.assertEqual(D("0.30"), amounts["BTC"].value) | |
1276 | self.assertEqual(0, amounts["ETH"].value) | |
1277 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
1278 | "bid", "exchange_used") | |
1279 | self.m.report.log_tickers.reset_mock() | |
1280 | ||
1281 | def test_fetch_balances(self): | |
1282 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
1283 | ||
1284 | balance_store = market.BalanceStore(self.m) | |
1285 | ||
1286 | balance_store.fetch_balances() | |
1287 | self.assertNotIn("ETC", balance_store.currencies()) | |
1288 | self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) | |
1289 | ||
1290 | balance_store.all["ETC"] = portfolio.Balance("ETC", { | |
1291 | "exchange_total": "1", "exchange_free": "0", | |
1292 | "exchange_used": "1" }) | |
1293 | balance_store.fetch_balances(tag="foo") | |
1294 | self.assertEqual(0, balance_store.all["ETC"].total) | |
1295 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) | |
1296 | self.m.report.log_balances.assert_called_with(tag="foo") | |
1297 | ||
1298 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
1299 | def test_dispatch_assets(self, repartition): | |
1300 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
1301 | ||
1302 | balance_store = market.BalanceStore(self.m) | |
1303 | balance_store.fetch_balances() | |
1304 | ||
1305 | self.assertNotIn("XEM", balance_store.currencies()) | |
1306 | ||
1307 | repartition_hash = { | |
1308 | "XEM": (D("0.75"), "long"), | |
1309 | "BTC": (D("0.26"), "long"), | |
1310 | "DASH": (D("0.10"), "short"), | |
1311 | } | |
1312 | repartition.return_value = repartition_hash | |
1313 | ||
1314 | amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) | |
1315 | repartition.assert_called_with(self.m, liquidity="medium") | |
1316 | self.assertIn("XEM", balance_store.currencies()) | |
1317 | self.assertEqual(D("2.6"), amounts["BTC"].value) | |
1318 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
1319 | self.assertEqual(D("-1.0"), amounts["DASH"].value) | |
1320 | self.m.report.log_balances.assert_called_with(tag=None) | |
1321 | self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", | |
1322 | "11.1"), amounts, "medium", repartition_hash) | |
1323 | ||
1324 | def test_currencies(self): | |
1325 | balance_store = market.BalanceStore(self.m) | |
1326 | ||
1327 | balance_store.all = { | |
1328 | "BTC": portfolio.Balance("BTC", { | |
1329 | "total": "0.65", | |
1330 | "exchange_total":"0.65", | |
1331 | "exchange_free": "0.35", | |
1332 | "exchange_used": "0.30"}), | |
1333 | "ETH": portfolio.Balance("ETH", { | |
1334 | "total": 3, | |
1335 | "exchange_total": 3, | |
1336 | "exchange_free": 3, | |
1337 | "exchange_used": 0}), | |
1338 | } | |
1339 | self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) | |
1340 | ||
1341 | def test_as_json(self): | |
1342 | balance_mock1 = mock.Mock() | |
1343 | balance_mock1.as_json.return_value = 1 | |
1344 | ||
1345 | balance_mock2 = mock.Mock() | |
1346 | balance_mock2.as_json.return_value = 2 | |
1347 | ||
1348 | balance_store = market.BalanceStore(self.m) | |
1349 | balance_store.all = { | |
1350 | "BTC": balance_mock1, | |
1351 | "ETH": balance_mock2, | |
1352 | } | |
1353 | ||
1354 | as_json = balance_store.as_json() | |
1355 | self.assertEqual(1, as_json["BTC"]) | |
1356 | self.assertEqual(2, as_json["ETH"]) | |
1357 | ||
1358 | ||
1359 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1360 | class ComputationTest(WebMockTestCase): | |
1361 | def test_compute_value(self): | |
1362 | compute = mock.Mock() | |
1363 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
1364 | compute.assert_called_with("foo", "ask") | |
1365 | ||
1366 | compute.reset_mock() | |
1367 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
1368 | compute.assert_called_with("foo", "bid") | |
1369 | ||
1370 | compute.reset_mock() | |
1371 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
1372 | compute.assert_called_with("foo", "ask") | |
1373 | ||
1374 | compute.reset_mock() | |
1375 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
1376 | compute.assert_called_with("foo", "bid") | |
1377 | ||
1378 | compute.reset_mock() | |
1379 | portfolio.Computation.computations["test"] = compute | |
1380 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
1381 | compute.assert_called_with("foo", "bid") | |
1382 | ||
1383 | ||
1384 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1385 | class TradeTest(WebMockTestCase): | |
1386 | ||
1387 | def test_values_assertion(self): | |
1388 | value_from = portfolio.Amount("BTC", "1.0") | |
1389 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1390 | value_to = portfolio.Amount("BTC", "1.0") | |
1391 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1392 | self.assertEqual("BTC", trade.base_currency) | |
1393 | self.assertEqual("ETH", trade.currency) | |
1394 | self.assertEqual(self.m, trade.market) | |
1395 | ||
1396 | with self.assertRaises(AssertionError): | |
1397 | portfolio.Trade(value_from, -value_to, "ETH", self.m) | |
1398 | with self.assertRaises(AssertionError): | |
1399 | portfolio.Trade(value_from, value_to, "ETC", self.m) | |
1400 | with self.assertRaises(AssertionError): | |
1401 | value_from.currency = "ETH" | |
1402 | portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1403 | value_from.currency = "BTC" | |
1404 | with self.assertRaises(AssertionError): | |
1405 | value_from2 = portfolio.Amount("BTC", "1.0") | |
1406 | portfolio.Trade(value_from2, value_to, "ETH", self.m) | |
1407 | ||
1408 | value_from = portfolio.Amount("BTC", 0) | |
1409 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1410 | self.assertEqual(0, trade.value_from.linked_to) | |
1411 | ||
1412 | def test_action(self): | |
1413 | value_from = portfolio.Amount("BTC", "1.0") | |
1414 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1415 | value_to = portfolio.Amount("BTC", "1.0") | |
1416 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1417 | ||
1418 | self.assertIsNone(trade.action) | |
1419 | ||
1420 | value_from = portfolio.Amount("BTC", "1.0") | |
1421 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
1422 | value_to = portfolio.Amount("BTC", "2.0") | |
1423 | trade = portfolio.Trade(value_from, value_to, "BTC", self.m) | |
1424 | ||
1425 | self.assertIsNone(trade.action) | |
1426 | ||
1427 | value_from = portfolio.Amount("BTC", "0.5") | |
1428 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1429 | value_to = portfolio.Amount("BTC", "1.0") | |
1430 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1431 | ||
1432 | self.assertEqual("acquire", trade.action) | |
1433 | ||
1434 | value_from = portfolio.Amount("BTC", "0") | |
1435 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1436 | value_to = portfolio.Amount("BTC", "-1.0") | |
1437 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1438 | ||
1439 | self.assertEqual("acquire", trade.action) | |
1440 | ||
1441 | def test_order_action(self): | |
1442 | value_from = portfolio.Amount("BTC", "0.5") | |
1443 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1444 | value_to = portfolio.Amount("BTC", "1.0") | |
1445 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1446 | ||
1447 | self.assertEqual("buy", trade.order_action(False)) | |
1448 | self.assertEqual("sell", trade.order_action(True)) | |
1449 | ||
1450 | value_from = portfolio.Amount("BTC", "0") | |
1451 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1452 | value_to = portfolio.Amount("BTC", "-1.0") | |
1453 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1454 | ||
1455 | self.assertEqual("sell", trade.order_action(False)) | |
1456 | self.assertEqual("buy", trade.order_action(True)) | |
1457 | ||
1458 | def test_trade_type(self): | |
1459 | value_from = portfolio.Amount("BTC", "0.5") | |
1460 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1461 | value_to = portfolio.Amount("BTC", "1.0") | |
1462 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1463 | ||
1464 | self.assertEqual("long", trade.trade_type) | |
1465 | ||
1466 | value_from = portfolio.Amount("BTC", "0") | |
1467 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1468 | value_to = portfolio.Amount("BTC", "-1.0") | |
1469 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1470 | ||
1471 | self.assertEqual("short", trade.trade_type) | |
1472 | ||
1473 | def test_is_fullfiled(self): | |
1474 | value_from = portfolio.Amount("BTC", "0.5") | |
1475 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1476 | value_to = portfolio.Amount("BTC", "1.0") | |
1477 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1478 | ||
1479 | order1 = mock.Mock() | |
1480 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
1481 | ||
1482 | order2 = mock.Mock() | |
1483 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
1484 | trade.orders.append(order1) | |
1485 | trade.orders.append(order2) | |
1486 | ||
1487 | self.assertFalse(trade.is_fullfiled) | |
1488 | ||
1489 | order3 = mock.Mock() | |
1490 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
1491 | trade.orders.append(order3) | |
1492 | ||
1493 | self.assertTrue(trade.is_fullfiled) | |
1494 | ||
1495 | def test_filled_amount(self): | |
1496 | value_from = portfolio.Amount("BTC", "0.5") | |
1497 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1498 | value_to = portfolio.Amount("BTC", "1.0") | |
1499 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1500 | ||
1501 | order1 = mock.Mock() | |
1502 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") | |
1503 | ||
1504 | order2 = mock.Mock() | |
1505 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") | |
1506 | trade.orders.append(order1) | |
1507 | trade.orders.append(order2) | |
1508 | ||
1509 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) | |
1510 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1511 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
1512 | ||
1513 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) | |
1514 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1515 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
1516 | ||
1517 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
1518 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
1519 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
1520 | ||
1521 | @mock.patch.object(portfolio.Computation, "compute_value") | |
1522 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
1523 | @mock.patch.object(portfolio, "Order") | |
1524 | def test_prepare_order(self, Order, filled_amount, compute_value): | |
1525 | Order.return_value = "Order" | |
1526 | ||
1527 | with self.subTest(desc="Nothing to do"): | |
1528 | value_from = portfolio.Amount("BTC", "10") | |
1529 | value_from.rate = D("0.1") | |
1530 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1531 | value_to = portfolio.Amount("BTC", "10") | |
1532 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
1533 | ||
1534 | trade.prepare_order() | |
1535 | ||
1536 | filled_amount.assert_not_called() | |
1537 | compute_value.assert_not_called() | |
1538 | self.assertEqual(0, len(trade.orders)) | |
1539 | Order.assert_not_called() | |
1540 | ||
1541 | self.m.get_ticker.return_value = { "inverted": False } | |
1542 | with self.subTest(desc="Already filled"): | |
1543 | filled_amount.return_value = portfolio.Amount("FOO", "100") | |
1544 | compute_value.return_value = D("0.125") | |
1545 | ||
1546 | value_from = portfolio.Amount("BTC", "10") | |
1547 | value_from.rate = D("0.1") | |
1548 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1549 | value_to = portfolio.Amount("BTC", "0") | |
1550 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
1551 | ||
1552 | trade.prepare_order() | |
1553 | ||
1554 | filled_amount.assert_called_with(in_base_currency=False) | |
1555 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
1556 | self.assertEqual(0, len(trade.orders)) | |
1557 | self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) | |
1558 | Order.assert_not_called() | |
1559 | ||
1560 | with self.subTest(action="dispose", inverted=False): | |
1561 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
1562 | compute_value.return_value = D("0.125") | |
1563 | ||
1564 | value_from = portfolio.Amount("BTC", "10") | |
1565 | value_from.rate = D("0.1") | |
1566 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1567 | value_to = portfolio.Amount("BTC", "1") | |
1568 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
1569 | ||
1570 | trade.prepare_order() | |
1571 | ||
1572 | filled_amount.assert_called_with(in_base_currency=False) | |
1573 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
1574 | self.assertEqual(1, len(trade.orders)) | |
1575 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
1576 | D("0.125"), "BTC", "long", self.m, | |
1577 | trade, close_if_possible=False) | |
1578 | ||
1579 | with self.subTest(action="dispose", inverted=False, close_if_possible=True): | |
1580 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
1581 | compute_value.return_value = D("0.125") | |
1582 | ||
1583 | value_from = portfolio.Amount("BTC", "10") | |
1584 | value_from.rate = D("0.1") | |
1585 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1586 | value_to = portfolio.Amount("BTC", "1") | |
1587 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
1588 | ||
1589 | trade.prepare_order(close_if_possible=True) | |
1590 | ||
1591 | filled_amount.assert_called_with(in_base_currency=False) | |
1592 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
1593 | self.assertEqual(1, len(trade.orders)) | |
1594 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
1595 | D("0.125"), "BTC", "long", self.m, | |
1596 | trade, close_if_possible=True) | |
1597 | ||
1598 | with self.subTest(action="acquire", inverted=False): | |
1599 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
1600 | compute_value.return_value = D("0.125") | |
1601 | ||
1602 | value_from = portfolio.Amount("BTC", "1") | |
1603 | value_from.rate = D("0.1") | |
1604 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
1605 | value_to = portfolio.Amount("BTC", "10") | |
1606 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
1607 | ||
1608 | trade.prepare_order() | |
1609 | ||
1610 | filled_amount.assert_called_with(in_base_currency=True) | |
1611 | compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") | |
1612 | self.assertEqual(1, len(trade.orders)) | |
1613 | ||
1614 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
1615 | D("0.125"), "BTC", "long", self.m, | |
1616 | trade, close_if_possible=False) | |
1617 | ||
1618 | with self.subTest(close_if_possible=True): | |
1619 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
1620 | compute_value.return_value = D("0.125") | |
1621 | ||
1622 | value_from = portfolio.Amount("BTC", "10") | |
1623 | value_from.rate = D("0.1") | |
1624 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1625 | value_to = portfolio.Amount("BTC", "0") | |
1626 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
1627 | ||
1628 | trade.prepare_order() | |
1629 | ||
1630 | filled_amount.assert_called_with(in_base_currency=False) | |
1631 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
1632 | self.assertEqual(1, len(trade.orders)) | |
1633 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
1634 | D("0.125"), "BTC", "long", self.m, | |
1635 | trade, close_if_possible=True) | |
1636 | ||
1637 | self.m.get_ticker.return_value = { "inverted": True, "original": {} } | |
1638 | with self.subTest(action="dispose", inverted=True): | |
1639 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
1640 | compute_value.return_value = D("125") | |
1641 | ||
1642 | value_from = portfolio.Amount("BTC", "10") | |
1643 | value_from.rate = D("0.01") | |
1644 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
1645 | value_to = portfolio.Amount("BTC", "1") | |
1646 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
1647 | ||
1648 | trade.prepare_order(compute_value="foo") | |
1649 | ||
1650 | filled_amount.assert_called_with(in_base_currency=True) | |
1651 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") | |
1652 | self.assertEqual(1, len(trade.orders)) | |
1653 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
1654 | D("125"), "FOO", "long", self.m, | |
1655 | trade, close_if_possible=False) | |
1656 | ||
1657 | with self.subTest(action="acquire", inverted=True): | |
1658 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
1659 | compute_value.return_value = D("125") | |
1660 | ||
1661 | value_from = portfolio.Amount("BTC", "1") | |
1662 | value_from.rate = D("0.01") | |
1663 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1664 | value_to = portfolio.Amount("BTC", "10") | |
1665 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
1666 | ||
1667 | trade.prepare_order(compute_value="foo") | |
1668 | ||
1669 | filled_amount.assert_called_with(in_base_currency=False) | |
1670 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") | |
1671 | self.assertEqual(1, len(trade.orders)) | |
1672 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
1673 | D("125"), "FOO", "long", self.m, | |
1674 | trade, close_if_possible=False) | |
1675 | ||
1676 | ||
1677 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
1678 | def test_update_order(self, prepare_order): | |
1679 | order_mock = mock.Mock() | |
1680 | new_order_mock = mock.Mock() | |
1681 | ||
1682 | value_from = portfolio.Amount("BTC", "0.5") | |
1683 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1684 | value_to = portfolio.Amount("BTC", "1.0") | |
1685 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1686 | prepare_order.return_value = new_order_mock | |
1687 | ||
1688 | for i in [0, 1, 3, 4, 6]: | |
1689 | with self.subTest(tick=i): | |
1690 | trade.update_order(order_mock, i) | |
1691 | order_mock.cancel.assert_not_called() | |
1692 | new_order_mock.run.assert_not_called() | |
1693 | self.m.report.log_order.assert_called_once_with(order_mock, i, | |
1694 | update="waiting", compute_value=None, new_order=None) | |
1695 | ||
1696 | order_mock.reset_mock() | |
1697 | new_order_mock.reset_mock() | |
1698 | trade.orders = [] | |
1699 | self.m.report.log_order.reset_mock() | |
1700 | ||
1701 | trade.update_order(order_mock, 2) | |
1702 | order_mock.cancel.assert_called() | |
1703 | new_order_mock.run.assert_called() | |
1704 | prepare_order.assert_called() | |
1705 | self.m.report.log_order.assert_called() | |
1706 | self.assertEqual(2, self.m.report.log_order.call_count) | |
1707 | calls = [ | |
1708 | mock.call(order_mock, 2, update="adjusting", | |
1709 | compute_value=mock.ANY, | |
1710 | new_order=new_order_mock), | |
1711 | mock.call(order_mock, 2, new_order=new_order_mock), | |
1712 | ] | |
1713 | self.m.report.log_order.assert_has_calls(calls) | |
1714 | ||
1715 | order_mock.reset_mock() | |
1716 | new_order_mock.reset_mock() | |
1717 | trade.orders = [] | |
1718 | self.m.report.log_order.reset_mock() | |
1719 | ||
1720 | trade.update_order(order_mock, 5) | |
1721 | order_mock.cancel.assert_called() | |
1722 | new_order_mock.run.assert_called() | |
1723 | prepare_order.assert_called() | |
1724 | self.assertEqual(2, self.m.report.log_order.call_count) | |
1725 | self.m.report.log_order.assert_called() | |
1726 | calls = [ | |
1727 | mock.call(order_mock, 5, update="adjusting", | |
1728 | compute_value=mock.ANY, | |
1729 | new_order=new_order_mock), | |
1730 | mock.call(order_mock, 5, new_order=new_order_mock), | |
1731 | ] | |
1732 | self.m.report.log_order.assert_has_calls(calls) | |
1733 | ||
1734 | order_mock.reset_mock() | |
1735 | new_order_mock.reset_mock() | |
1736 | trade.orders = [] | |
1737 | self.m.report.log_order.reset_mock() | |
1738 | ||
1739 | trade.update_order(order_mock, 7) | |
1740 | order_mock.cancel.assert_called() | |
1741 | new_order_mock.run.assert_called() | |
1742 | prepare_order.assert_called_with(compute_value="default") | |
1743 | self.m.report.log_order.assert_called() | |
1744 | self.assertEqual(2, self.m.report.log_order.call_count) | |
1745 | calls = [ | |
1746 | mock.call(order_mock, 7, update="market_fallback", | |
1747 | compute_value='default', | |
1748 | new_order=new_order_mock), | |
1749 | mock.call(order_mock, 7, new_order=new_order_mock), | |
1750 | ] | |
1751 | self.m.report.log_order.assert_has_calls(calls) | |
1752 | ||
1753 | order_mock.reset_mock() | |
1754 | new_order_mock.reset_mock() | |
1755 | trade.orders = [] | |
1756 | self.m.report.log_order.reset_mock() | |
1757 | ||
1758 | for i in [10, 13, 16]: | |
1759 | with self.subTest(tick=i): | |
1760 | trade.update_order(order_mock, i) | |
1761 | order_mock.cancel.assert_called() | |
1762 | new_order_mock.run.assert_called() | |
1763 | prepare_order.assert_called_with(compute_value="default") | |
1764 | self.m.report.log_order.assert_called() | |
1765 | self.assertEqual(2, self.m.report.log_order.call_count) | |
1766 | calls = [ | |
1767 | mock.call(order_mock, i, update="market_adjust", | |
1768 | compute_value='default', | |
1769 | new_order=new_order_mock), | |
1770 | mock.call(order_mock, i, new_order=new_order_mock), | |
1771 | ] | |
1772 | self.m.report.log_order.assert_has_calls(calls) | |
1773 | ||
1774 | order_mock.reset_mock() | |
1775 | new_order_mock.reset_mock() | |
1776 | trade.orders = [] | |
1777 | self.m.report.log_order.reset_mock() | |
1778 | ||
1779 | for i in [8, 9, 11, 12]: | |
1780 | with self.subTest(tick=i): | |
1781 | trade.update_order(order_mock, i) | |
1782 | order_mock.cancel.assert_not_called() | |
1783 | new_order_mock.run.assert_not_called() | |
1784 | self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", | |
1785 | compute_value=None, new_order=None) | |
1786 | ||
1787 | order_mock.reset_mock() | |
1788 | new_order_mock.reset_mock() | |
1789 | trade.orders = [] | |
1790 | self.m.report.log_order.reset_mock() | |
1791 | ||
1792 | ||
1793 | def test_print_with_order(self): | |
1794 | value_from = portfolio.Amount("BTC", "0.5") | |
1795 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1796 | value_to = portfolio.Amount("BTC", "1.0") | |
1797 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1798 | ||
1799 | order_mock1 = mock.Mock() | |
1800 | order_mock1.__repr__ = mock.Mock() | |
1801 | order_mock1.__repr__.return_value = "Mock 1" | |
1802 | order_mock2 = mock.Mock() | |
1803 | order_mock2.__repr__ = mock.Mock() | |
1804 | order_mock2.__repr__.return_value = "Mock 2" | |
1805 | order_mock1.mouvements = [] | |
1806 | mouvement_mock1 = mock.Mock() | |
1807 | mouvement_mock1.__repr__ = mock.Mock() | |
1808 | mouvement_mock1.__repr__.return_value = "Mouvement 1" | |
1809 | mouvement_mock2 = mock.Mock() | |
1810 | mouvement_mock2.__repr__ = mock.Mock() | |
1811 | mouvement_mock2.__repr__.return_value = "Mouvement 2" | |
1812 | order_mock2.mouvements = [ | |
1813 | mouvement_mock1, mouvement_mock2 | |
1814 | ] | |
1815 | trade.orders.append(order_mock1) | |
1816 | trade.orders.append(order_mock2) | |
1817 | ||
1818 | trade.print_with_order() | |
1819 | ||
1820 | self.m.report.print_log.assert_called() | |
1821 | calls = self.m.report.print_log.mock_calls | |
1822 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) | |
1823 | self.assertEqual("\tMock 1", str(calls[1][1][0])) | |
1824 | self.assertEqual("\tMock 2", str(calls[2][1][0])) | |
1825 | self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) | |
1826 | self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) | |
1827 | ||
1828 | def test__repr(self): | |
1829 | value_from = portfolio.Amount("BTC", "0.5") | |
1830 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1831 | value_to = portfolio.Amount("BTC", "1.0") | |
1832 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1833 | ||
1834 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
1835 | ||
1836 | def test_as_json(self): | |
1837 | value_from = portfolio.Amount("BTC", "0.5") | |
1838 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1839 | value_to = portfolio.Amount("BTC", "1.0") | |
1840 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1841 | ||
1842 | as_json = trade.as_json() | |
1843 | self.assertEqual("acquire", as_json["action"]) | |
1844 | self.assertEqual(D("0.5"), as_json["from"]) | |
1845 | self.assertEqual(D("1.0"), as_json["to"]) | |
1846 | self.assertEqual("ETH", as_json["currency"]) | |
1847 | self.assertEqual("BTC", as_json["base_currency"]) | |
1848 | ||
1849 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1850 | class OrderTest(WebMockTestCase): | |
1851 | def test_values(self): | |
1852 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1853 | D("0.1"), "BTC", "long", "market", "trade") | |
1854 | self.assertEqual("buy", order.action) | |
1855 | self.assertEqual(10, order.amount.value) | |
1856 | self.assertEqual("ETH", order.amount.currency) | |
1857 | self.assertEqual(D("0.1"), order.rate) | |
1858 | self.assertEqual("BTC", order.base_currency) | |
1859 | self.assertEqual("market", order.market) | |
1860 | self.assertEqual("long", order.trade_type) | |
1861 | self.assertEqual("pending", order.status) | |
1862 | self.assertEqual("trade", order.trade) | |
1863 | self.assertIsNone(order.id) | |
1864 | self.assertFalse(order.close_if_possible) | |
1865 | ||
1866 | def test__repr(self): | |
1867 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1868 | D("0.1"), "BTC", "long", "market", "trade") | |
1869 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
1870 | ||
1871 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1872 | D("0.1"), "BTC", "long", "market", "trade", | |
1873 | close_if_possible=True) | |
1874 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
1875 | ||
1876 | def test_as_json(self): | |
1877 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1878 | D("0.1"), "BTC", "long", "market", "trade") | |
1879 | mouvement_mock1 = mock.Mock() | |
1880 | mouvement_mock1.as_json.return_value = 1 | |
1881 | mouvement_mock2 = mock.Mock() | |
1882 | mouvement_mock2.as_json.return_value = 2 | |
1883 | ||
1884 | order.mouvements = [mouvement_mock1, mouvement_mock2] | |
1885 | as_json = order.as_json() | |
1886 | self.assertEqual("buy", as_json["action"]) | |
1887 | self.assertEqual("long", as_json["trade_type"]) | |
1888 | self.assertEqual(10, as_json["amount"]) | |
1889 | self.assertEqual("ETH", as_json["currency"]) | |
1890 | self.assertEqual("BTC", as_json["base_currency"]) | |
1891 | self.assertEqual(D("0.1"), as_json["rate"]) | |
1892 | self.assertEqual("pending", as_json["status"]) | |
1893 | self.assertEqual(False, as_json["close_if_possible"]) | |
1894 | self.assertIsNone(as_json["id"]) | |
1895 | self.assertEqual([1, 2], as_json["mouvements"]) | |
1896 | ||
1897 | def test_account(self): | |
1898 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1899 | D("0.1"), "BTC", "long", "market", "trade") | |
1900 | self.assertEqual("exchange", order.account) | |
1901 | ||
1902 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
1903 | D("0.1"), "BTC", "short", "market", "trade") | |
1904 | self.assertEqual("margin", order.account) | |
1905 | ||
1906 | def test_pending(self): | |
1907 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1908 | D("0.1"), "BTC", "long", "market", "trade") | |
1909 | self.assertTrue(order.pending) | |
1910 | order.status = "open" | |
1911 | self.assertFalse(order.pending) | |
1912 | ||
1913 | def test_open(self): | |
1914 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1915 | D("0.1"), "BTC", "long", "market", "trade") | |
1916 | self.assertFalse(order.open) | |
1917 | order.status = "open" | |
1918 | self.assertTrue(order.open) | |
1919 | ||
1920 | def test_finished(self): | |
1921 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1922 | D("0.1"), "BTC", "long", "market", "trade") | |
1923 | self.assertFalse(order.finished) | |
1924 | order.status = "closed" | |
1925 | self.assertTrue(order.finished) | |
1926 | order.status = "canceled" | |
1927 | self.assertTrue(order.finished) | |
1928 | order.status = "error" | |
1929 | self.assertTrue(order.finished) | |
1930 | ||
1931 | @mock.patch.object(portfolio.Order, "fetch") | |
1932 | def test_cancel(self, fetch): | |
1933 | self.m.debug = True | |
1934 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1935 | D("0.1"), "BTC", "long", self.m, "trade") | |
1936 | order.status = "open" | |
1937 | ||
1938 | order.cancel() | |
1939 | self.m.ccxt.cancel_order.assert_not_called() | |
1940 | self.m.report.log_debug_action.assert_called_once() | |
1941 | self.m.report.log_debug_action.reset_mock() | |
1942 | self.assertEqual("canceled", order.status) | |
1943 | ||
1944 | self.m.debug = False | |
1945 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1946 | D("0.1"), "BTC", "long", self.m, "trade") | |
1947 | order.status = "open" | |
1948 | order.id = 42 | |
1949 | ||
1950 | order.cancel() | |
1951 | self.m.ccxt.cancel_order.assert_called_with(42) | |
1952 | fetch.assert_called_once_with() | |
1953 | self.m.report.log_debug_action.assert_not_called() | |
1954 | ||
1955 | def test_dust_amount_remaining(self): | |
1956 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1957 | D("0.1"), "BTC", "long", self.m, "trade") | |
1958 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) | |
1959 | self.assertFalse(order.dust_amount_remaining()) | |
1960 | ||
1961 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | |
1962 | self.assertTrue(order.dust_amount_remaining()) | |
1963 | ||
1964 | @mock.patch.object(portfolio.Order, "fetch") | |
1965 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
1966 | def test_remaining_amount(self, filled_amount, fetch): | |
1967 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1968 | D("0.1"), "BTC", "long", self.m, "trade") | |
1969 | ||
1970 | self.assertEqual(9, order.remaining_amount().value) | |
1971 | ||
1972 | order.status = "open" | |
1973 | self.assertEqual(9, order.remaining_amount().value) | |
1974 | ||
1975 | @mock.patch.object(portfolio.Order, "fetch") | |
1976 | def test_filled_amount(self, fetch): | |
1977 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1978 | D("0.1"), "BTC", "long", self.m, "trade") | |
1979 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
1980 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1981 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1982 | "amount": "3", "total": "0.3" | |
1983 | })) | |
1984 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
1985 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
1986 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
1987 | "amount": "2", "total": "0.4" | |
1988 | })) | |
1989 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
1990 | fetch.assert_not_called() | |
1991 | order.status = "open" | |
1992 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
1993 | fetch.assert_called_once() | |
1994 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
1995 | ||
1996 | def test_fetch_mouvements(self): | |
1997 | self.m.ccxt.privatePostReturnOrderTrades.return_value = [ | |
1998 | { | |
1999 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2000 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2001 | "amount": "3", "total": "0.3" | |
2002 | }, | |
2003 | { | |
2004 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
2005 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
2006 | "amount": "2", "total": "0.4" | |
2007 | } | |
2008 | ] | |
2009 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2010 | D("0.1"), "BTC", "long", self.m, "trade") | |
2011 | order.id = 12 | |
2012 | order.mouvements = ["Foo", "Bar", "Baz"] | |
2013 | ||
2014 | order.fetch_mouvements() | |
2015 | ||
2016 | self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) | |
2017 | self.assertEqual(2, len(order.mouvements)) | |
2018 | self.assertEqual(42, order.mouvements[0].id) | |
2019 | self.assertEqual(43, order.mouvements[1].id) | |
2020 | ||
2021 | self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError | |
2022 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2023 | D("0.1"), "BTC", "long", self.m, "trade") | |
2024 | order.fetch_mouvements() | |
2025 | self.assertEqual(0, len(order.mouvements)) | |
2026 | ||
2027 | def test_mark_finished_order(self): | |
2028 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2029 | D("0.1"), "BTC", "short", self.m, "trade", | |
2030 | close_if_possible=True) | |
2031 | order.status = "closed" | |
2032 | self.m.debug = False | |
2033 | ||
2034 | order.mark_finished_order() | |
2035 | self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") | |
2036 | self.m.ccxt.close_margin_position.reset_mock() | |
2037 | ||
2038 | order.status = "open" | |
2039 | order.mark_finished_order() | |
2040 | self.m.ccxt.close_margin_position.assert_not_called() | |
2041 | ||
2042 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2043 | D("0.1"), "BTC", "short", self.m, "trade", | |
2044 | close_if_possible=False) | |
2045 | order.status = "closed" | |
2046 | order.mark_finished_order() | |
2047 | self.m.ccxt.close_margin_position.assert_not_called() | |
2048 | ||
2049 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
2050 | D("0.1"), "BTC", "short", self.m, "trade", | |
2051 | close_if_possible=True) | |
2052 | order.status = "closed" | |
2053 | order.mark_finished_order() | |
2054 | self.m.ccxt.close_margin_position.assert_not_called() | |
2055 | ||
2056 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2057 | D("0.1"), "BTC", "long", self.m, "trade", | |
2058 | close_if_possible=True) | |
2059 | order.status = "closed" | |
2060 | order.mark_finished_order() | |
2061 | self.m.ccxt.close_margin_position.assert_not_called() | |
2062 | ||
2063 | self.m.debug = True | |
2064 | ||
2065 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2066 | D("0.1"), "BTC", "short", self.m, "trade", | |
2067 | close_if_possible=True) | |
2068 | order.status = "closed" | |
2069 | ||
2070 | order.mark_finished_order() | |
2071 | self.m.ccxt.close_margin_position.assert_not_called() | |
2072 | self.m.report.log_debug_action.assert_called_once() | |
2073 | ||
2074 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
2075 | def test_fetch(self, fetch_mouvements): | |
2076 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2077 | D("0.1"), "BTC", "long", self.m, "trade") | |
2078 | order.id = 45 | |
2079 | with self.subTest(debug=True): | |
2080 | self.m.debug = True | |
2081 | order.fetch() | |
2082 | self.m.report.log_debug_action.assert_called_once() | |
2083 | self.m.report.log_debug_action.reset_mock() | |
2084 | self.m.ccxt.fetch_order.assert_not_called() | |
2085 | fetch_mouvements.assert_not_called() | |
2086 | ||
2087 | with self.subTest(debug=False): | |
2088 | self.m.debug = False | |
2089 | self.m.ccxt.fetch_order.return_value = { | |
2090 | "status": "foo", | |
2091 | "datetime": "timestamp" | |
2092 | } | |
2093 | order.fetch() | |
2094 | ||
2095 | self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH") | |
2096 | fetch_mouvements.assert_called_once() | |
2097 | self.assertEqual("foo", order.status) | |
2098 | self.assertEqual("timestamp", order.timestamp) | |
2099 | self.assertEqual(1, len(order.results)) | |
2100 | self.m.report.log_debug_action.assert_not_called() | |
2101 | ||
2102 | with self.subTest(missing_order=True): | |
2103 | self.m.ccxt.fetch_order.side_effect = [ | |
2104 | portfolio.OrderNotCached, | |
2105 | ] | |
2106 | order.fetch() | |
2107 | self.assertEqual("closed_unknown", order.status) | |
2108 | ||
2109 | @mock.patch.object(portfolio.Order, "fetch") | |
2110 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
2111 | def test_get_status(self, mark_finished_order, fetch): | |
2112 | with self.subTest(debug=True): | |
2113 | self.m.debug = True | |
2114 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2115 | D("0.1"), "BTC", "long", self.m, "trade") | |
2116 | self.assertEqual("pending", order.get_status()) | |
2117 | fetch.assert_not_called() | |
2118 | self.m.report.log_debug_action.assert_called_once() | |
2119 | ||
2120 | with self.subTest(debug=False, finished=False): | |
2121 | self.m.debug = False | |
2122 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2123 | D("0.1"), "BTC", "long", self.m, "trade") | |
2124 | def _fetch(order): | |
2125 | def update_status(): | |
2126 | order.status = "open" | |
2127 | return update_status | |
2128 | fetch.side_effect = _fetch(order) | |
2129 | self.assertEqual("open", order.get_status()) | |
2130 | mark_finished_order.assert_not_called() | |
2131 | fetch.assert_called_once() | |
2132 | ||
2133 | mark_finished_order.reset_mock() | |
2134 | fetch.reset_mock() | |
2135 | with self.subTest(debug=False, finished=True): | |
2136 | self.m.debug = False | |
2137 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2138 | D("0.1"), "BTC", "long", self.m, "trade") | |
2139 | def _fetch(order): | |
2140 | def update_status(): | |
2141 | order.status = "closed" | |
2142 | return update_status | |
2143 | fetch.side_effect = _fetch(order) | |
2144 | self.assertEqual("closed", order.get_status()) | |
2145 | mark_finished_order.assert_called_once() | |
2146 | fetch.assert_called_once() | |
2147 | ||
2148 | def test_run(self): | |
2149 | self.m.ccxt.order_precision.return_value = 4 | |
2150 | with self.subTest(debug=True): | |
2151 | self.m.debug = True | |
2152 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2153 | D("0.1"), "BTC", "long", self.m, "trade") | |
2154 | order.run() | |
2155 | self.m.ccxt.create_order.assert_not_called() | |
2156 | self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") | |
2157 | self.assertEqual("open", order.status) | |
2158 | self.assertEqual(1, len(order.results)) | |
2159 | self.assertEqual(-1, order.id) | |
2160 | ||
2161 | self.m.ccxt.create_order.reset_mock() | |
2162 | with self.subTest(debug=False): | |
2163 | self.m.debug = False | |
2164 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2165 | D("0.1"), "BTC", "long", self.m, "trade") | |
2166 | self.m.ccxt.create_order.return_value = { "id": 123 } | |
2167 | order.run() | |
2168 | self.m.ccxt.create_order.assert_called_once() | |
2169 | self.assertEqual(1, len(order.results)) | |
2170 | self.assertEqual("open", order.status) | |
2171 | ||
2172 | self.m.ccxt.create_order.reset_mock() | |
2173 | with self.subTest(exception=True): | |
2174 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2175 | D("0.1"), "BTC", "long", self.m, "trade") | |
2176 | self.m.ccxt.create_order.side_effect = Exception("bouh") | |
2177 | order.run() | |
2178 | self.m.ccxt.create_order.assert_called_once() | |
2179 | self.assertEqual(0, len(order.results)) | |
2180 | self.assertEqual("error", order.status) | |
2181 | self.m.report.log_error.assert_called_once() | |
2182 | ||
2183 | self.m.ccxt.create_order.reset_mock() | |
2184 | with self.subTest(dust_amount_exception=True),\ | |
2185 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
2186 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
2187 | D("0.1"), "BTC", "long", self.m, "trade") | |
2188 | self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder | |
2189 | order.run() | |
2190 | self.m.ccxt.create_order.assert_called_once() | |
2191 | self.assertEqual(0, len(order.results)) | |
2192 | self.assertEqual("closed", order.status) | |
2193 | mark_finished_order.assert_called_once() | |
2194 | ||
2195 | self.m.ccxt.order_precision.return_value = 8 | |
2196 | self.m.ccxt.create_order.reset_mock() | |
2197 | with self.subTest(insufficient_funds=True),\ | |
2198 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
2199 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
2200 | D("0.1"), "BTC", "long", self.m, "trade") | |
2201 | self.m.ccxt.create_order.side_effect = [ | |
2202 | portfolio.InsufficientFunds, | |
2203 | portfolio.InsufficientFunds, | |
2204 | portfolio.InsufficientFunds, | |
2205 | { "id": 123 }, | |
2206 | ] | |
2207 | order.run() | |
2208 | self.m.ccxt.create_order.assert_has_calls([ | |
2209 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
2210 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
2211 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
2212 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
2213 | ]) | |
2214 | self.assertEqual(4, self.m.ccxt.create_order.call_count) | |
2215 | self.assertEqual(1, len(order.results)) | |
2216 | self.assertEqual("open", order.status) | |
2217 | self.assertEqual(4, order.tries) | |
2218 | self.m.report.log_error.assert_called() | |
2219 | self.assertEqual(4, self.m.report.log_error.call_count) | |
2220 | ||
2221 | self.m.ccxt.order_precision.return_value = 8 | |
2222 | self.m.ccxt.create_order.reset_mock() | |
2223 | self.m.report.log_error.reset_mock() | |
2224 | with self.subTest(insufficient_funds=True),\ | |
2225 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
2226 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
2227 | D("0.1"), "BTC", "long", self.m, "trade") | |
2228 | self.m.ccxt.create_order.side_effect = [ | |
2229 | portfolio.InsufficientFunds, | |
2230 | portfolio.InsufficientFunds, | |
2231 | portfolio.InsufficientFunds, | |
2232 | portfolio.InsufficientFunds, | |
2233 | portfolio.InsufficientFunds, | |
2234 | ] | |
2235 | order.run() | |
2236 | self.m.ccxt.create_order.assert_has_calls([ | |
2237 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
2238 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
2239 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
2240 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
2241 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), | |
2242 | ]) | |
2243 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
2244 | self.assertEqual(0, len(order.results)) | |
2245 | self.assertEqual("error", order.status) | |
2246 | self.assertEqual(5, order.tries) | |
2247 | self.m.report.log_error.assert_called() | |
2248 | self.assertEqual(5, self.m.report.log_error.call_count) | |
2249 | 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) | |
2250 | ||
2251 | ||
2252 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2253 | class MouvementTest(WebMockTestCase): | |
2254 | def test_values(self): | |
2255 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
2256 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2257 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2258 | "amount": "10", "total": "1" | |
2259 | }) | |
2260 | self.assertEqual("ETH", mouvement.currency) | |
2261 | self.assertEqual("BTC", mouvement.base_currency) | |
2262 | self.assertEqual(42, mouvement.id) | |
2263 | self.assertEqual("buy", mouvement.action) | |
2264 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
2265 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | |
2266 | self.assertEqual(D("0.1"), mouvement.rate) | |
2267 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
2268 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
2269 | ||
2270 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) | |
2271 | self.assertIsNone(mouvement.date) | |
2272 | self.assertIsNone(mouvement.id) | |
2273 | self.assertIsNone(mouvement.action) | |
2274 | self.assertEqual(-1, mouvement.fee_rate) | |
2275 | self.assertEqual(0, mouvement.rate) | |
2276 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
2277 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
2278 | ||
2279 | def test__repr(self): | |
2280 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
2281 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2282 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2283 | "amount": "10", "total": "1" | |
2284 | }) | |
2285 | self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) | |
2286 | ||
2287 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
2288 | "tradeID": 42, "type": "buy", | |
2289 | "date": "garbage", "rate": "0.1", | |
2290 | "amount": "10", "total": "1" | |
2291 | }) | |
2292 | self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) | |
2293 | ||
2294 | def test_as_json(self): | |
2295 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
2296 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2297 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2298 | "amount": "10", "total": "1" | |
2299 | }) | |
2300 | as_json = mouvement.as_json() | |
2301 | ||
2302 | self.assertEqual(D("0.0015"), as_json["fee_rate"]) | |
2303 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) | |
2304 | self.assertEqual("buy", as_json["action"]) | |
2305 | self.assertEqual(D("10"), as_json["total"]) | |
2306 | self.assertEqual(D("1"), as_json["total_in_base"]) | |
2307 | self.assertEqual("BTC", as_json["base_currency"]) | |
2308 | self.assertEqual("ETH", as_json["currency"]) | |
2309 | ||
2310 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2311 | class ReportStoreTest(WebMockTestCase): | |
2312 | def test_add_log(self): | |
2313 | report_store = market.ReportStore(self.m) | |
2314 | report_store.add_log({"foo": "bar"}) | |
2315 | ||
2316 | self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) | |
2317 | ||
2318 | def test_set_verbose(self): | |
2319 | report_store = market.ReportStore(self.m) | |
2320 | with self.subTest(verbose=True): | |
2321 | report_store.set_verbose(True) | |
2322 | self.assertTrue(report_store.verbose_print) | |
2323 | ||
2324 | with self.subTest(verbose=False): | |
2325 | report_store.set_verbose(False) | |
2326 | self.assertFalse(report_store.verbose_print) | |
2327 | ||
2328 | def test_print_log(self): | |
2329 | report_store = market.ReportStore(self.m) | |
2330 | with self.subTest(verbose=True),\ | |
2331 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
2332 | report_store.set_verbose(True) | |
2333 | report_store.print_log("Coucou") | |
2334 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
2335 | self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n") | |
2336 | ||
2337 | with self.subTest(verbose=False),\ | |
2338 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
2339 | report_store.set_verbose(False) | |
2340 | report_store.print_log("Coucou") | |
2341 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
2342 | self.assertEqual(stdout_mock.getvalue(), "") | |
2343 | ||
2344 | def test_to_json(self): | |
2345 | report_store = market.ReportStore(self.m) | |
2346 | report_store.logs.append({"foo": "bar"}) | |
2347 | self.assertEqual('[{"foo": "bar"}]', report_store.to_json()) | |
2348 | report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) | |
2349 | self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json()) | |
2350 | report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) | |
2351 | self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json()) | |
2352 | ||
2353 | @mock.patch.object(market.ReportStore, "print_log") | |
2354 | @mock.patch.object(market.ReportStore, "add_log") | |
2355 | def test_log_stage(self, add_log, print_log): | |
2356 | report_store = market.ReportStore(self.m) | |
2357 | report_store.log_stage("foo") | |
2358 | print_log.assert_has_calls([ | |
2359 | mock.call("-----------"), | |
2360 | mock.call("[Stage] foo"), | |
2361 | ]) | |
2362 | add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'}) | |
2363 | ||
2364 | @mock.patch.object(market.ReportStore, "print_log") | |
2365 | @mock.patch.object(market.ReportStore, "add_log") | |
2366 | def test_log_balances(self, add_log, print_log): | |
2367 | report_store = market.ReportStore(self.m) | |
2368 | self.m.balances.as_json.return_value = "json" | |
2369 | self.m.balances.all = { "FOO": "bar", "BAR": "baz" } | |
2370 | ||
2371 | report_store.log_balances(tag="tag") | |
2372 | print_log.assert_has_calls([ | |
2373 | mock.call("[Balance]"), | |
2374 | mock.call("\tbar"), | |
2375 | mock.call("\tbaz"), | |
2376 | ]) | |
2377 | add_log.assert_called_once_with({ | |
2378 | 'type': 'balance', | |
2379 | 'balances': 'json', | |
2380 | 'tag': 'tag' | |
2381 | }) | |
2382 | ||
2383 | @mock.patch.object(market.ReportStore, "print_log") | |
2384 | @mock.patch.object(market.ReportStore, "add_log") | |
2385 | def test_log_tickers(self, add_log, print_log): | |
2386 | report_store = market.ReportStore(self.m) | |
2387 | amounts = { | |
2388 | "BTC": portfolio.Amount("BTC", 10), | |
2389 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
2390 | } | |
2391 | amounts["ETH"].rate = D("0.1") | |
2392 | ||
2393 | report_store.log_tickers(amounts, "BTC", "default", "total") | |
2394 | print_log.assert_not_called() | |
2395 | add_log.assert_called_once_with({ | |
2396 | 'type': 'tickers', | |
2397 | 'compute_value': 'default', | |
2398 | 'balance_type': 'total', | |
2399 | 'currency': 'BTC', | |
2400 | 'balances': { | |
2401 | 'BTC': D('10'), | |
2402 | 'ETH': D('0.3') | |
2403 | }, | |
2404 | 'rates': { | |
2405 | 'BTC': None, | |
2406 | 'ETH': D('0.1') | |
2407 | }, | |
2408 | 'total': D('10.3') | |
2409 | }) | |
2410 | ||
2411 | add_log.reset_mock() | |
2412 | compute_value = lambda x: x["bid"] | |
2413 | report_store.log_tickers(amounts, "BTC", compute_value, "total") | |
2414 | add_log.assert_called_once_with({ | |
2415 | 'type': 'tickers', | |
2416 | 'compute_value': 'compute_value = lambda x: x["bid"]', | |
2417 | 'balance_type': 'total', | |
2418 | 'currency': 'BTC', | |
2419 | 'balances': { | |
2420 | 'BTC': D('10'), | |
2421 | 'ETH': D('0.3') | |
2422 | }, | |
2423 | 'rates': { | |
2424 | 'BTC': None, | |
2425 | 'ETH': D('0.1') | |
2426 | }, | |
2427 | 'total': D('10.3') | |
2428 | }) | |
2429 | ||
2430 | @mock.patch.object(market.ReportStore, "print_log") | |
2431 | @mock.patch.object(market.ReportStore, "add_log") | |
2432 | def test_log_dispatch(self, add_log, print_log): | |
2433 | report_store = market.ReportStore(self.m) | |
2434 | amount = portfolio.Amount("BTC", "10.3") | |
2435 | amounts = { | |
2436 | "BTC": portfolio.Amount("BTC", 10), | |
2437 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
2438 | } | |
2439 | report_store.log_dispatch(amount, amounts, "medium", "repartition") | |
2440 | print_log.assert_not_called() | |
2441 | add_log.assert_called_once_with({ | |
2442 | 'type': 'dispatch', | |
2443 | 'liquidity': 'medium', | |
2444 | 'repartition_ratio': 'repartition', | |
2445 | 'total_amount': { | |
2446 | 'currency': 'BTC', | |
2447 | 'value': D('10.3') | |
2448 | }, | |
2449 | 'repartition': { | |
2450 | 'BTC': D('10'), | |
2451 | 'ETH': D('0.3') | |
2452 | } | |
2453 | }) | |
2454 | ||
2455 | @mock.patch.object(market.ReportStore, "print_log") | |
2456 | @mock.patch.object(market.ReportStore, "add_log") | |
2457 | def test_log_trades(self, add_log, print_log): | |
2458 | report_store = market.ReportStore(self.m) | |
2459 | trade_mock1 = mock.Mock() | |
2460 | trade_mock2 = mock.Mock() | |
2461 | trade_mock1.as_json.return_value = { "trade": "1" } | |
2462 | trade_mock2.as_json.return_value = { "trade": "2" } | |
2463 | ||
2464 | matching_and_trades = [ | |
2465 | (True, trade_mock1), | |
2466 | (False, trade_mock2), | |
2467 | ] | |
2468 | report_store.log_trades(matching_and_trades, "only") | |
2469 | ||
2470 | print_log.assert_not_called() | |
2471 | add_log.assert_called_with({ | |
2472 | 'type': 'trades', | |
2473 | 'only': 'only', | |
2474 | 'debug': False, | |
2475 | 'trades': [ | |
2476 | {'trade': '1', 'skipped': False}, | |
2477 | {'trade': '2', 'skipped': True} | |
2478 | ] | |
2479 | }) | |
2480 | ||
2481 | @mock.patch.object(market.ReportStore, "print_log") | |
2482 | @mock.patch.object(market.ReportStore, "add_log") | |
2483 | def test_log_orders(self, add_log, print_log): | |
2484 | report_store = market.ReportStore(self.m) | |
2485 | ||
2486 | order_mock1 = mock.Mock() | |
2487 | order_mock2 = mock.Mock() | |
2488 | ||
2489 | order_mock1.as_json.return_value = "order1" | |
2490 | order_mock2.as_json.return_value = "order2" | |
2491 | ||
2492 | orders = [order_mock1, order_mock2] | |
2493 | ||
2494 | report_store.log_orders(orders, tick="tick", | |
2495 | only="only", compute_value="compute_value") | |
2496 | ||
2497 | print_log.assert_called_once_with("[Orders]") | |
2498 | self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") | |
2499 | ||
2500 | add_log.assert_called_with({ | |
2501 | 'type': 'orders', | |
2502 | 'only': 'only', | |
2503 | 'compute_value': 'compute_value', | |
2504 | 'tick': 'tick', | |
2505 | 'orders': ['order1', 'order2'] | |
2506 | }) | |
2507 | ||
2508 | add_log.reset_mock() | |
2509 | def compute_value(x, y): | |
2510 | return x[y] | |
2511 | report_store.log_orders(orders, tick="tick", | |
2512 | only="only", compute_value=compute_value) | |
2513 | add_log.assert_called_with({ | |
2514 | 'type': 'orders', | |
2515 | 'only': 'only', | |
2516 | 'compute_value': 'def compute_value(x, y):\n return x[y]', | |
2517 | 'tick': 'tick', | |
2518 | 'orders': ['order1', 'order2'] | |
2519 | }) | |
2520 | ||
2521 | ||
2522 | @mock.patch.object(market.ReportStore, "print_log") | |
2523 | @mock.patch.object(market.ReportStore, "add_log") | |
2524 | def test_log_order(self, add_log, print_log): | |
2525 | report_store = market.ReportStore(self.m) | |
2526 | order_mock = mock.Mock() | |
2527 | order_mock.as_json.return_value = "order" | |
2528 | new_order_mock = mock.Mock() | |
2529 | new_order_mock.as_json.return_value = "new_order" | |
2530 | order_mock.__repr__ = mock.Mock() | |
2531 | order_mock.__repr__.return_value = "Order Mock" | |
2532 | new_order_mock.__repr__ = mock.Mock() | |
2533 | new_order_mock.__repr__.return_value = "New order Mock" | |
2534 | ||
2535 | with self.subTest(finished=True): | |
2536 | report_store.log_order(order_mock, 1, finished=True) | |
2537 | print_log.assert_called_once_with("[Order] Finished Order Mock") | |
2538 | add_log.assert_called_once_with({ | |
2539 | 'type': 'order', | |
2540 | 'tick': 1, | |
2541 | 'update': None, | |
2542 | 'order': 'order', | |
2543 | 'compute_value': None, | |
2544 | 'new_order': None | |
2545 | }) | |
2546 | ||
2547 | add_log.reset_mock() | |
2548 | print_log.reset_mock() | |
2549 | ||
2550 | with self.subTest(update="waiting"): | |
2551 | report_store.log_order(order_mock, 1, update="waiting") | |
2552 | print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") | |
2553 | add_log.assert_called_once_with({ | |
2554 | 'type': 'order', | |
2555 | 'tick': 1, | |
2556 | 'update': 'waiting', | |
2557 | 'order': 'order', | |
2558 | 'compute_value': None, | |
2559 | 'new_order': None | |
2560 | }) | |
2561 | ||
2562 | add_log.reset_mock() | |
2563 | print_log.reset_mock() | |
2564 | with self.subTest(update="adjusting"): | |
2565 | compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 | |
2566 | report_store.log_order(order_mock, 3, | |
2567 | update="adjusting", new_order=new_order_mock, | |
2568 | compute_value=compute_value) | |
2569 | print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") | |
2570 | add_log.assert_called_once_with({ | |
2571 | 'type': 'order', | |
2572 | 'tick': 3, | |
2573 | 'update': 'adjusting', | |
2574 | 'order': 'order', | |
2575 | 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', | |
2576 | 'new_order': 'new_order' | |
2577 | }) | |
2578 | ||
2579 | add_log.reset_mock() | |
2580 | print_log.reset_mock() | |
2581 | with self.subTest(update="market_fallback"): | |
2582 | report_store.log_order(order_mock, 7, | |
2583 | update="market_fallback", new_order=new_order_mock) | |
2584 | print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") | |
2585 | add_log.assert_called_once_with({ | |
2586 | 'type': 'order', | |
2587 | 'tick': 7, | |
2588 | 'update': 'market_fallback', | |
2589 | 'order': 'order', | |
2590 | 'compute_value': None, | |
2591 | 'new_order': 'new_order' | |
2592 | }) | |
2593 | ||
2594 | add_log.reset_mock() | |
2595 | print_log.reset_mock() | |
2596 | with self.subTest(update="market_adjusting"): | |
2597 | report_store.log_order(order_mock, 17, | |
2598 | update="market_adjust", new_order=new_order_mock) | |
2599 | print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") | |
2600 | add_log.assert_called_once_with({ | |
2601 | 'type': 'order', | |
2602 | 'tick': 17, | |
2603 | 'update': 'market_adjust', | |
2604 | 'order': 'order', | |
2605 | 'compute_value': None, | |
2606 | 'new_order': 'new_order' | |
2607 | }) | |
2608 | ||
2609 | @mock.patch.object(market.ReportStore, "print_log") | |
2610 | @mock.patch.object(market.ReportStore, "add_log") | |
2611 | def test_log_move_balances(self, add_log, print_log): | |
2612 | report_store = market.ReportStore(self.m) | |
2613 | needed = { | |
2614 | "BTC": portfolio.Amount("BTC", 10), | |
2615 | "USDT": 1 | |
2616 | } | |
2617 | moving = { | |
2618 | "BTC": portfolio.Amount("BTC", 3), | |
2619 | "USDT": -2 | |
2620 | } | |
2621 | report_store.log_move_balances(needed, moving) | |
2622 | print_log.assert_not_called() | |
2623 | add_log.assert_called_once_with({ | |
2624 | 'type': 'move_balances', | |
2625 | 'debug': False, | |
2626 | 'needed': { | |
2627 | 'BTC': D('10'), | |
2628 | 'USDT': 1 | |
2629 | }, | |
2630 | 'moving': { | |
2631 | 'BTC': D('3'), | |
2632 | 'USDT': -2 | |
2633 | } | |
2634 | }) | |
2635 | ||
2636 | @mock.patch.object(market.ReportStore, "print_log") | |
2637 | @mock.patch.object(market.ReportStore, "add_log") | |
2638 | def test_log_http_request(self, add_log, print_log): | |
2639 | report_store = market.ReportStore(self.m) | |
2640 | response = mock.Mock() | |
2641 | response.status_code = 200 | |
2642 | response.text = "Hey" | |
2643 | ||
2644 | report_store.log_http_request("method", "url", "body", | |
2645 | "headers", response) | |
2646 | print_log.assert_not_called() | |
2647 | add_log.assert_called_once_with({ | |
2648 | 'type': 'http_request', | |
2649 | 'method': 'method', | |
2650 | 'url': 'url', | |
2651 | 'body': 'body', | |
2652 | 'headers': 'headers', | |
2653 | 'status': 200, | |
2654 | 'response': 'Hey' | |
2655 | }) | |
2656 | ||
2657 | @mock.patch.object(market.ReportStore, "print_log") | |
2658 | @mock.patch.object(market.ReportStore, "add_log") | |
2659 | def test_log_error(self, add_log, print_log): | |
2660 | report_store = market.ReportStore(self.m) | |
2661 | with self.subTest(message=None, exception=None): | |
2662 | report_store.log_error("action") | |
2663 | print_log.assert_called_once_with("[Error] action") | |
2664 | add_log.assert_called_once_with({ | |
2665 | 'type': 'error', | |
2666 | 'action': 'action', | |
2667 | 'exception_class': None, | |
2668 | 'exception_message': None, | |
2669 | 'message': None | |
2670 | }) | |
2671 | ||
2672 | print_log.reset_mock() | |
2673 | add_log.reset_mock() | |
2674 | with self.subTest(message="Hey", exception=None): | |
2675 | report_store.log_error("action", message="Hey") | |
2676 | print_log.assert_has_calls([ | |
2677 | mock.call("[Error] action"), | |
2678 | mock.call("\tHey") | |
2679 | ]) | |
2680 | add_log.assert_called_once_with({ | |
2681 | 'type': 'error', | |
2682 | 'action': 'action', | |
2683 | 'exception_class': None, | |
2684 | 'exception_message': None, | |
2685 | 'message': "Hey" | |
2686 | }) | |
2687 | ||
2688 | print_log.reset_mock() | |
2689 | add_log.reset_mock() | |
2690 | with self.subTest(message=None, exception=Exception("bouh")): | |
2691 | report_store.log_error("action", exception=Exception("bouh")) | |
2692 | print_log.assert_has_calls([ | |
2693 | mock.call("[Error] action"), | |
2694 | mock.call("\tException: bouh") | |
2695 | ]) | |
2696 | add_log.assert_called_once_with({ | |
2697 | 'type': 'error', | |
2698 | 'action': 'action', | |
2699 | 'exception_class': "Exception", | |
2700 | 'exception_message': "bouh", | |
2701 | 'message': None | |
2702 | }) | |
2703 | ||
2704 | print_log.reset_mock() | |
2705 | add_log.reset_mock() | |
2706 | with self.subTest(message="Hey", exception=Exception("bouh")): | |
2707 | report_store.log_error("action", message="Hey", exception=Exception("bouh")) | |
2708 | print_log.assert_has_calls([ | |
2709 | mock.call("[Error] action"), | |
2710 | mock.call("\tException: bouh"), | |
2711 | mock.call("\tHey") | |
2712 | ]) | |
2713 | add_log.assert_called_once_with({ | |
2714 | 'type': 'error', | |
2715 | 'action': 'action', | |
2716 | 'exception_class': "Exception", | |
2717 | 'exception_message': "bouh", | |
2718 | 'message': "Hey" | |
2719 | }) | |
2720 | ||
2721 | @mock.patch.object(market.ReportStore, "print_log") | |
2722 | @mock.patch.object(market.ReportStore, "add_log") | |
2723 | def test_log_debug_action(self, add_log, print_log): | |
2724 | report_store = market.ReportStore(self.m) | |
2725 | report_store.log_debug_action("Hey") | |
2726 | ||
2727 | print_log.assert_called_once_with("[Debug] Hey") | |
2728 | add_log.assert_called_once_with({ | |
2729 | 'type': 'debug_action', | |
2730 | 'action': 'Hey' | |
2731 | }) | |
2732 | ||
2733 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2734 | class HelperTest(WebMockTestCase): | |
2735 | def test_make_order(self): | |
2736 | self.m.get_ticker.return_value = { | |
2737 | "inverted": False, | |
2738 | "average": D("0.1"), | |
2739 | "bid": D("0.09"), | |
2740 | "ask": D("0.11"), | |
2741 | } | |
2742 | ||
2743 | with self.subTest(description="nominal case"): | |
2744 | helper.make_order(self.m, 10, "ETH") | |
2745 | ||
2746 | self.m.report.log_stage.assert_has_calls([ | |
2747 | mock.call("make_order_begin"), | |
2748 | mock.call("make_order_end"), | |
2749 | ]) | |
2750 | self.m.balances.fetch_balances.assert_has_calls([ | |
2751 | mock.call(tag="make_order_begin"), | |
2752 | mock.call(tag="make_order_end"), | |
2753 | ]) | |
2754 | self.m.trades.all.append.assert_called_once() | |
2755 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2756 | self.assertEqual(False, trade.orders[0].close_if_possible) | |
2757 | self.assertEqual(0, trade.value_from) | |
2758 | self.assertEqual("ETH", trade.currency) | |
2759 | self.assertEqual("BTC", trade.base_currency) | |
2760 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
2761 | self.m.trades.run_orders.assert_called_once_with() | |
2762 | self.m.follow_orders.assert_called_once_with() | |
2763 | ||
2764 | order = trade.orders[0] | |
2765 | self.assertEqual(D("0.10"), order.rate) | |
2766 | ||
2767 | self.m.reset_mock() | |
2768 | with self.subTest(compute_value="default"): | |
2769 | helper.make_order(self.m, 10, "ETH", action="dispose", | |
2770 | compute_value="ask") | |
2771 | ||
2772 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2773 | order = trade.orders[0] | |
2774 | self.assertEqual(D("0.11"), order.rate) | |
2775 | ||
2776 | self.m.reset_mock() | |
2777 | with self.subTest(follow=False): | |
2778 | result = helper.make_order(self.m, 10, "ETH", follow=False) | |
2779 | ||
2780 | self.m.report.log_stage.assert_has_calls([ | |
2781 | mock.call("make_order_begin"), | |
2782 | mock.call("make_order_end_not_followed"), | |
2783 | ]) | |
2784 | self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") | |
2785 | ||
2786 | self.m.trades.all.append.assert_called_once() | |
2787 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2788 | self.assertEqual(0, trade.value_from) | |
2789 | self.assertEqual("ETH", trade.currency) | |
2790 | self.assertEqual("BTC", trade.base_currency) | |
2791 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
2792 | self.m.trades.run_orders.assert_called_once_with() | |
2793 | self.m.follow_orders.assert_not_called() | |
2794 | self.assertEqual(trade.orders[0], result) | |
2795 | ||
2796 | self.m.reset_mock() | |
2797 | with self.subTest(base_currency="USDT"): | |
2798 | helper.make_order(self.m, 1, "BTC", base_currency="USDT") | |
2799 | ||
2800 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2801 | self.assertEqual("BTC", trade.currency) | |
2802 | self.assertEqual("USDT", trade.base_currency) | |
2803 | ||
2804 | self.m.reset_mock() | |
2805 | with self.subTest(close_if_possible=True): | |
2806 | helper.make_order(self.m, 10, "ETH", close_if_possible=True) | |
2807 | ||
2808 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2809 | self.assertEqual(True, trade.orders[0].close_if_possible) | |
2810 | ||
2811 | self.m.reset_mock() | |
2812 | with self.subTest(action="dispose"): | |
2813 | helper.make_order(self.m, 10, "ETH", action="dispose") | |
2814 | ||
2815 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2816 | self.assertEqual(0, trade.value_to) | |
2817 | self.assertEqual(1, trade.value_from.value) | |
2818 | self.assertEqual("ETH", trade.currency) | |
2819 | self.assertEqual("BTC", trade.base_currency) | |
2820 | ||
2821 | self.m.reset_mock() | |
2822 | with self.subTest(compute_value="default"): | |
2823 | helper.make_order(self.m, 10, "ETH", action="dispose", | |
2824 | compute_value="bid") | |
2825 | ||
2826 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
2827 | self.assertEqual(D("0.9"), trade.value_from.value) | |
2828 | ||
2829 | def test_user_market(self): | |
2830 | with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\ | |
2831 | mock.patch("helper.main_parse_config") as main_parse_config: | |
2832 | with self.subTest(debug=False): | |
2833 | main_parse_config.return_value = ["pg_config", "report_path"] | |
2834 | main_fetch_markets.return_value = [({"key": "market_config"},)] | |
2835 | m = helper.get_user_market("config_path.ini", 1) | |
2836 | ||
2837 | self.assertIsInstance(m, market.Market) | |
2838 | self.assertFalse(m.debug) | |
2839 | ||
2840 | with self.subTest(debug=True): | |
2841 | main_parse_config.return_value = ["pg_config", "report_path"] | |
2842 | main_fetch_markets.return_value = [({"key": "market_config"},)] | |
2843 | m = helper.get_user_market("config_path.ini", 1, debug=True) | |
2844 | ||
2845 | self.assertIsInstance(m, market.Market) | |
2846 | self.assertTrue(m.debug) | |
2847 | ||
2848 | def test_main_store_report(self): | |
2849 | file_open = mock.mock_open() | |
2850 | with self.subTest(file=None), mock.patch("__main__.open", file_open): | |
2851 | helper.main_store_report(None, 1, self.m) | |
2852 | file_open.assert_not_called() | |
2853 | ||
2854 | file_open = mock.mock_open() | |
2855 | with self.subTest(file="present"), mock.patch("helper.open", file_open),\ | |
2856 | mock.patch.object(helper, "datetime") as time_mock: | |
2857 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
2858 | self.m.report.to_json.return_value = "json_content" | |
2859 | ||
2860 | helper.main_store_report("present", 1, self.m) | |
2861 | ||
2862 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") | |
2863 | file_open().write.assert_called_once_with("json_content") | |
2864 | self.m.report.to_json.assert_called_once_with() | |
2865 | ||
2866 | with self.subTest(file="error"),\ | |
2867 | mock.patch("helper.open") as file_open,\ | |
2868 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
2869 | file_open.side_effect = FileNotFoundError | |
2870 | ||
2871 | helper.main_store_report("error", 1, self.m) | |
2872 | ||
2873 | self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") | |
2874 | ||
2875 | @mock.patch("helper.process_sell_all__1_all_sell") | |
2876 | @mock.patch("helper.process_sell_all__2_all_buy") | |
2877 | @mock.patch("portfolio.Portfolio.wait_for_recent") | |
2878 | def test_main_process_market(self, wait, buy, sell): | |
2879 | with self.subTest(before=False, after=False): | |
2880 | helper.main_process_market("user", None) | |
2881 | ||
2882 | wait.assert_not_called() | |
2883 | buy.assert_not_called() | |
2884 | sell.assert_not_called() | |
2885 | ||
2886 | buy.reset_mock() | |
2887 | wait.reset_mock() | |
2888 | sell.reset_mock() | |
2889 | with self.subTest(before=True, after=False): | |
2890 | helper.main_process_market("user", None, before=True) | |
2891 | ||
2892 | wait.assert_not_called() | |
2893 | buy.assert_not_called() | |
2894 | sell.assert_called_once_with("user") | |
2895 | ||
2896 | buy.reset_mock() | |
2897 | wait.reset_mock() | |
2898 | sell.reset_mock() | |
2899 | with self.subTest(before=False, after=True): | |
2900 | helper.main_process_market("user", None, after=True) | |
2901 | ||
2902 | wait.assert_called_once_with("user") | |
2903 | buy.assert_called_once_with("user") | |
2904 | sell.assert_not_called() | |
2905 | ||
2906 | buy.reset_mock() | |
2907 | wait.reset_mock() | |
2908 | sell.reset_mock() | |
2909 | with self.subTest(before=True, after=True): | |
2910 | helper.main_process_market("user", None, before=True, after=True) | |
2911 | ||
2912 | wait.assert_called_once_with("user") | |
2913 | buy.assert_called_once_with("user") | |
2914 | sell.assert_called_once_with("user") | |
2915 | ||
2916 | buy.reset_mock() | |
2917 | wait.reset_mock() | |
2918 | sell.reset_mock() | |
2919 | with self.subTest(action="print_balances"),\ | |
2920 | mock.patch("helper.print_balances") as print_balances: | |
2921 | helper.main_process_market("user", "print_balances") | |
2922 | ||
2923 | buy.assert_not_called() | |
2924 | wait.assert_not_called() | |
2925 | sell.assert_not_called() | |
2926 | print_balances.assert_called_once_with("user") | |
2927 | ||
2928 | with self.subTest(action="print_orders"),\ | |
2929 | mock.patch("helper.print_orders") as print_orders: | |
2930 | helper.main_process_market("user", "print_orders") | |
2931 | ||
2932 | buy.assert_not_called() | |
2933 | wait.assert_not_called() | |
2934 | sell.assert_not_called() | |
2935 | print_orders.assert_called_once_with("user") | |
2936 | ||
2937 | with self.subTest(action="unknown"),\ | |
2938 | self.assertRaises(NotImplementedError): | |
2939 | helper.main_process_market("user", "unknown") | |
2940 | ||
2941 | @mock.patch.object(helper, "psycopg2") | |
2942 | def test_fetch_markets(self, psycopg2): | |
2943 | connect_mock = mock.Mock() | |
2944 | cursor_mock = mock.MagicMock() | |
2945 | cursor_mock.__iter__.return_value = ["row_1", "row_2"] | |
2946 | ||
2947 | connect_mock.cursor.return_value = cursor_mock | |
2948 | psycopg2.connect.return_value = connect_mock | |
2949 | ||
2950 | with self.subTest(user=None): | |
2951 | rows = list(helper.main_fetch_markets({"foo": "bar"}, None)) | |
2952 | ||
2953 | psycopg2.connect.assert_called_once_with(foo="bar") | |
2954 | cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") | |
2955 | ||
2956 | self.assertEqual(["row_1", "row_2"], rows) | |
2957 | ||
2958 | psycopg2.connect.reset_mock() | |
2959 | cursor_mock.execute.reset_mock() | |
2960 | with self.subTest(user=1): | |
2961 | rows = list(helper.main_fetch_markets({"foo": "bar"}, 1)) | |
2962 | ||
2963 | psycopg2.connect.assert_called_once_with(foo="bar") | |
2964 | cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) | |
2965 | ||
2966 | self.assertEqual(["row_1", "row_2"], rows) | |
2967 | ||
2968 | @mock.patch.object(helper.sys, "exit") | |
2969 | def test_main_parse_args(self, exit): | |
2970 | with self.subTest(config="config.ini"): | |
2971 | args = helper.main_parse_args([]) | |
2972 | self.assertEqual("config.ini", args.config) | |
2973 | self.assertFalse(args.before) | |
2974 | self.assertFalse(args.after) | |
2975 | self.assertFalse(args.debug) | |
2976 | ||
2977 | args = helper.main_parse_args(["--before", "--after", "--debug"]) | |
2978 | self.assertTrue(args.before) | |
2979 | self.assertTrue(args.after) | |
2980 | self.assertTrue(args.debug) | |
2981 | ||
2982 | exit.assert_not_called() | |
2983 | ||
2984 | with self.subTest(config="inexistant"),\ | |
2985 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
2986 | args = helper.main_parse_args(["--config", "foo.bar"]) | |
2987 | exit.assert_called_once_with(1) | |
2988 | self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) | |
2989 | ||
2990 | @mock.patch.object(helper.sys, "exit") | |
2991 | @mock.patch("helper.configparser") | |
2992 | @mock.patch("helper.os") | |
2993 | def test_main_parse_config(self, os, configparser, exit): | |
2994 | with self.subTest(pg_config=True, report_path=None): | |
2995 | config_mock = mock.MagicMock() | |
2996 | configparser.ConfigParser.return_value = config_mock | |
2997 | def config(element): | |
2998 | return element == "postgresql" | |
2999 | ||
3000 | config_mock.__contains__.side_effect = config | |
3001 | config_mock.__getitem__.return_value = "pg_config" | |
3002 | ||
3003 | result = helper.main_parse_config("configfile") | |
3004 | ||
3005 | config_mock.read.assert_called_with("configfile") | |
3006 | ||
3007 | self.assertEqual(["pg_config", None], result) | |
3008 | ||
3009 | with self.subTest(pg_config=True, report_path="present"): | |
3010 | config_mock = mock.MagicMock() | |
3011 | configparser.ConfigParser.return_value = config_mock | |
3012 | ||
3013 | config_mock.__contains__.return_value = True | |
3014 | config_mock.__getitem__.side_effect = [ | |
3015 | {"report_path": "report_path"}, | |
3016 | {"report_path": "report_path"}, | |
3017 | "pg_config", | |
3018 | ] | |
3019 | ||
3020 | os.path.exists.return_value = False | |
3021 | result = helper.main_parse_config("configfile") | |
3022 | ||
3023 | config_mock.read.assert_called_with("configfile") | |
3024 | self.assertEqual(["pg_config", "report_path"], result) | |
3025 | os.path.exists.assert_called_once_with("report_path") | |
3026 | os.makedirs.assert_called_once_with("report_path") | |
3027 | ||
3028 | with self.subTest(pg_config=False),\ | |
3029 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
3030 | config_mock = mock.MagicMock() | |
3031 | configparser.ConfigParser.return_value = config_mock | |
3032 | result = helper.main_parse_config("configfile") | |
3033 | ||
3034 | config_mock.read.assert_called_with("configfile") | |
3035 | exit.assert_called_once_with(1) | |
3036 | self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) | |
3037 | ||
3038 | ||
3039 | def test_print_orders(self): | |
3040 | helper.print_orders(self.m) | |
3041 | ||
3042 | self.m.report.log_stage.assert_called_with("print_orders") | |
3043 | self.m.balances.fetch_balances.assert_called_with(tag="print_orders") | |
3044 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | |
3045 | compute_value="average") | |
3046 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | |
3047 | ||
3048 | def test_print_balances(self): | |
3049 | self.m.balances.in_currency.return_value = { | |
3050 | "BTC": portfolio.Amount("BTC", "0.65"), | |
3051 | "ETH": portfolio.Amount("BTC", "0.3"), | |
3052 | } | |
3053 | ||
3054 | helper.print_balances(self.m) | |
3055 | ||
3056 | self.m.report.log_stage.assert_called_once_with("print_balances") | |
3057 | self.m.balances.fetch_balances.assert_called_with() | |
3058 | self.m.report.print_log.assert_has_calls([ | |
3059 | mock.call("total:"), | |
3060 | mock.call(portfolio.Amount("BTC", "0.95")), | |
3061 | ]) | |
3062 | ||
3063 | def test_process_sell_needed__1_sell(self): | |
3064 | helper.process_sell_needed__1_sell(self.m) | |
3065 | ||
3066 | self.m.balances.fetch_balances.assert_has_calls([ | |
3067 | mock.call(tag="process_sell_needed__1_sell_begin"), | |
3068 | mock.call(tag="process_sell_needed__1_sell_end"), | |
3069 | ]) | |
3070 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | |
3071 | liquidity="medium") | |
3072 | self.m.trades.prepare_orders.assert_called_with(compute_value="average", | |
3073 | only="dispose") | |
3074 | self.m.trades.run_orders.assert_called() | |
3075 | self.m.follow_orders.assert_called() | |
3076 | self.m.report.log_stage.assert_has_calls([ | |
3077 | mock.call("process_sell_needed__1_sell_begin"), | |
3078 | mock.call("process_sell_needed__1_sell_end") | |
3079 | ]) | |
3080 | ||
3081 | def test_process_sell_needed__2_buy(self): | |
3082 | helper.process_sell_needed__2_buy(self.m) | |
3083 | ||
3084 | self.m.balances.fetch_balances.assert_has_calls([ | |
3085 | mock.call(tag="process_sell_needed__2_buy_begin"), | |
3086 | mock.call(tag="process_sell_needed__2_buy_end"), | |
3087 | ]) | |
3088 | self.m.update_trades.assert_called_with(base_currency="BTC", | |
3089 | liquidity="medium", only="acquire") | |
3090 | self.m.trades.prepare_orders.assert_called_with(compute_value="average", | |
3091 | only="acquire") | |
3092 | self.m.move_balances.assert_called_with() | |
3093 | self.m.trades.run_orders.assert_called() | |
3094 | self.m.follow_orders.assert_called() | |
3095 | self.m.report.log_stage.assert_has_calls([ | |
3096 | mock.call("process_sell_needed__2_buy_begin"), | |
3097 | mock.call("process_sell_needed__2_buy_end") | |
3098 | ]) | |
3099 | ||
3100 | def test_process_sell_all__1_sell(self): | |
3101 | helper.process_sell_all__1_all_sell(self.m) | |
3102 | ||
3103 | self.m.balances.fetch_balances.assert_has_calls([ | |
3104 | mock.call(tag="process_sell_all__1_all_sell_begin"), | |
3105 | mock.call(tag="process_sell_all__1_all_sell_end"), | |
3106 | ]) | |
3107 | self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC") | |
3108 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | |
3109 | self.m.trades.run_orders.assert_called() | |
3110 | self.m.follow_orders.assert_called() | |
3111 | self.m.report.log_stage.assert_has_calls([ | |
3112 | mock.call("process_sell_all__1_all_sell_begin"), | |
3113 | mock.call("process_sell_all__1_all_sell_end") | |
3114 | ]) | |
3115 | ||
3116 | def test_process_sell_all__2_all_buy(self): | |
3117 | helper.process_sell_all__2_all_buy(self.m) | |
3118 | ||
3119 | self.m.balances.fetch_balances.assert_has_calls([ | |
3120 | mock.call(tag="process_sell_all__2_all_buy_begin"), | |
3121 | mock.call(tag="process_sell_all__2_all_buy_end"), | |
3122 | ]) | |
3123 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | |
3124 | liquidity="medium") | |
3125 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | |
3126 | self.m.move_balances.assert_called_with() | |
3127 | self.m.trades.run_orders.assert_called() | |
3128 | self.m.follow_orders.assert_called() | |
3129 | self.m.report.log_stage.assert_has_calls([ | |
3130 | mock.call("process_sell_all__2_all_buy_begin"), | |
3131 | mock.call("process_sell_all__2_all_buy_end") | |
3132 | ]) | |
3133 | ||
3134 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") | |
3135 | class AcceptanceTest(WebMockTestCase): | |
3136 | @unittest.expectedFailure | |
3137 | def test_success_sell_only_necessary(self): | |
3138 | # FIXME: catch stdout | |
3139 | self.m.report.verbose_print = False | |
3140 | fetch_balance = { | |
3141 | "ETH": { | |
3142 | "exchange_free": D("1.0"), | |
3143 | "exchange_used": D("0.0"), | |
3144 | "exchange_total": D("1.0"), | |
3145 | "total": D("1.0"), | |
3146 | }, | |
3147 | "ETC": { | |
3148 | "exchange_free": D("4.0"), | |
3149 | "exchange_used": D("0.0"), | |
3150 | "exchange_total": D("4.0"), | |
3151 | "total": D("4.0"), | |
3152 | }, | |
3153 | "XVG": { | |
3154 | "exchange_free": D("1000.0"), | |
3155 | "exchange_used": D("0.0"), | |
3156 | "exchange_total": D("1000.0"), | |
3157 | "total": D("1000.0"), | |
3158 | }, | |
3159 | } | |
3160 | repartition = { | |
3161 | "ETH": (D("0.25"), "long"), | |
3162 | "ETC": (D("0.25"), "long"), | |
3163 | "BTC": (D("0.4"), "long"), | |
3164 | "BTD": (D("0.01"), "short"), | |
3165 | "B2X": (D("0.04"), "long"), | |
3166 | "USDT": (D("0.05"), "long"), | |
3167 | } | |
3168 | ||
3169 | def fetch_ticker(symbol): | |
3170 | if symbol == "ETH/BTC": | |
3171 | return { | |
3172 | "symbol": "ETH/BTC", | |
3173 | "bid": D("0.14"), | |
3174 | "ask": D("0.16") | |
3175 | } | |
3176 | if symbol == "ETC/BTC": | |
3177 | return { | |
3178 | "symbol": "ETC/BTC", | |
3179 | "bid": D("0.002"), | |
3180 | "ask": D("0.003") | |
3181 | } | |
3182 | if symbol == "XVG/BTC": | |
3183 | return { | |
3184 | "symbol": "XVG/BTC", | |
3185 | "bid": D("0.00003"), | |
3186 | "ask": D("0.00005") | |
3187 | } | |
3188 | if symbol == "BTD/BTC": | |
3189 | return { | |
3190 | "symbol": "BTD/BTC", | |
3191 | "bid": D("0.0008"), | |
3192 | "ask": D("0.0012") | |
3193 | } | |
3194 | if symbol == "B2X/BTC": | |
3195 | return { | |
3196 | "symbol": "B2X/BTC", | |
3197 | "bid": D("0.0008"), | |
3198 | "ask": D("0.0012") | |
3199 | } | |
3200 | if symbol == "USDT/BTC": | |
3201 | raise helper.ExchangeError | |
3202 | if symbol == "BTC/USDT": | |
3203 | return { | |
3204 | "symbol": "BTC/USDT", | |
3205 | "bid": D("14000"), | |
3206 | "ask": D("16000") | |
3207 | } | |
3208 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
3209 | ||
3210 | market = mock.Mock() | |
3211 | market.fetch_all_balances.return_value = fetch_balance | |
3212 | market.fetch_ticker.side_effect = fetch_ticker | |
3213 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): | |
3214 | # Action 1 | |
3215 | helper.prepare_trades(market) | |
3216 | ||
3217 | balances = portfolio.BalanceStore.all | |
3218 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) | |
3219 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
3220 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
3221 | ||
3222 | ||
3223 | trades = portfolio.TradeStore.all | |
3224 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
3225 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
3226 | self.assertEqual("dispose", trades[0].action) | |
3227 | ||
3228 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
3229 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
3230 | self.assertEqual("acquire", trades[1].action) | |
3231 | ||
3232 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
3233 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
3234 | self.assertEqual("dispose", trades[2].action) | |
3235 | ||
3236 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
3237 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
3238 | self.assertEqual("acquire", trades[3].action) | |
3239 | ||
3240 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
3241 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
3242 | self.assertEqual("acquire", trades[4].action) | |
3243 | ||
3244 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
3245 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
3246 | self.assertEqual("acquire", trades[5].action) | |
3247 | ||
3248 | # Action 2 | |
3249 | portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) | |
3250 | ||
3251 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
3252 | self.assertEqual(2, len(all_orders)) | |
3253 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
3254 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
3255 | self.assertEqual(1000, all_orders[1].amount.value) | |
3256 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
3257 | ||
3258 | ||
3259 | def create_order(symbol, type, action, amount, price=None, account="exchange"): | |
3260 | self.assertEqual("limit", type) | |
3261 | if symbol == "ETH/BTC": | |
3262 | self.assertEqual("sell", action) | |
3263 | self.assertEqual(D('0.66666666'), amount) | |
3264 | self.assertEqual(D("0.14014"), price) | |
3265 | elif symbol == "XVG/BTC": | |
3266 | self.assertEqual("sell", action) | |
3267 | self.assertEqual(1000, amount) | |
3268 | self.assertEqual(D("0.00003003"), price) | |
3269 | else: | |
3270 | self.fail("I shouldn't have been called") | |
3271 | ||
3272 | return { | |
3273 | "id": symbol, | |
3274 | } | |
3275 | market.create_order.side_effect = create_order | |
3276 | market.order_precision.return_value = 8 | |
3277 | ||
3278 | # Action 3 | |
3279 | portfolio.TradeStore.run_orders() | |
3280 | ||
3281 | self.assertEqual("open", all_orders[0].status) | |
3282 | self.assertEqual("open", all_orders[1].status) | |
3283 | ||
3284 | market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } | |
3285 | market.privatePostReturnOrderTrades.return_value = [ | |
3286 | { | |
3287 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
3288 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
3289 | "amount": "10", "total": "1" | |
3290 | } | |
3291 | ] | |
3292 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
3293 | # Action 4 | |
3294 | helper.follow_orders(verbose=False) | |
3295 | ||
3296 | sleep.assert_called_with(30) | |
3297 | ||
3298 | for order in all_orders: | |
3299 | self.assertEqual("closed", order.status) | |
3300 | ||
3301 | fetch_balance = { | |
3302 | "ETH": { | |
3303 | "exchange_free": D("1.0") / 3, | |
3304 | "exchange_used": D("0.0"), | |
3305 | "exchange_total": D("1.0") / 3, | |
3306 | "margin_total": 0, | |
3307 | "total": D("1.0") / 3, | |
3308 | }, | |
3309 | "BTC": { | |
3310 | "exchange_free": D("0.134"), | |
3311 | "exchange_used": D("0.0"), | |
3312 | "exchange_total": D("0.134"), | |
3313 | "margin_total": 0, | |
3314 | "total": D("0.134"), | |
3315 | }, | |
3316 | "ETC": { | |
3317 | "exchange_free": D("4.0"), | |
3318 | "exchange_used": D("0.0"), | |
3319 | "exchange_total": D("4.0"), | |
3320 | "margin_total": 0, | |
3321 | "total": D("4.0"), | |
3322 | }, | |
3323 | "XVG": { | |
3324 | "exchange_free": D("0.0"), | |
3325 | "exchange_used": D("0.0"), | |
3326 | "exchange_total": D("0.0"), | |
3327 | "margin_total": 0, | |
3328 | "total": D("0.0"), | |
3329 | }, | |
3330 | } | |
3331 | market.fetch_all_balances.return_value = fetch_balance | |
3332 | ||
3333 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): | |
3334 | # Action 5 | |
3335 | helper.update_trades(market, only="acquire", compute_value="average") | |
3336 | ||
3337 | balances = portfolio.BalanceStore.all | |
3338 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) | |
3339 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
3340 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
3341 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
3342 | ||
3343 | ||
3344 | trades = portfolio.TradeStore.all | |
3345 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
3346 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
3347 | self.assertEqual("dispose", trades[0].action) | |
3348 | ||
3349 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
3350 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
3351 | self.assertEqual("acquire", trades[1].action) | |
3352 | ||
3353 | self.assertNotIn("BTC", trades) | |
3354 | ||
3355 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
3356 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
3357 | self.assertEqual("dispose", trades[2].action) | |
3358 | ||
3359 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
3360 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
3361 | self.assertEqual("acquire", trades[3].action) | |
3362 | ||
3363 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
3364 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
3365 | self.assertEqual("acquire", trades[4].action) | |
3366 | ||
3367 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
3368 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
3369 | self.assertEqual("acquire", trades[5].action) | |
3370 | ||
3371 | # Action 6 | |
3372 | portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) | |
3373 | ||
3374 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
3375 | self.assertEqual(4, len(all_orders)) | |
3376 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
3377 | self.assertEqual(D("0.003"), all_orders[0].rate) | |
3378 | self.assertEqual("buy", all_orders[0].action) | |
3379 | self.assertEqual("long", all_orders[0].trade_type) | |
3380 | ||
3381 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) | |
3382 | self.assertEqual(D("0.0012"), all_orders[1].rate) | |
3383 | self.assertEqual("sell", all_orders[1].action) | |
3384 | self.assertEqual("short", all_orders[1].trade_type) | |
3385 | ||
3386 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
3387 | self.assertAlmostEqual(0, diff.value) | |
3388 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
3389 | self.assertEqual("buy", all_orders[2].action) | |
3390 | self.assertEqual("long", all_orders[2].trade_type) | |
3391 | ||
3392 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
3393 | self.assertEqual(D("16000"), all_orders[3].rate) | |
3394 | self.assertEqual("sell", all_orders[3].action) | |
3395 | self.assertEqual("long", all_orders[3].trade_type) | |
3396 | ||
3397 | # Action 6b | |
3398 | # TODO: | |
3399 | # Move balances to margin | |
3400 | ||
3401 | # Action 7 | |
3402 | # TODO | |
3403 | # portfolio.TradeStore.run_orders() | |
3404 | ||
3405 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
3406 | # Action 8 | |
3407 | helper.follow_orders(verbose=False) | |
3408 | ||
3409 | sleep.assert_called_with(30) | |
3410 | ||
3411 | if __name__ == '__main__': | |
3412 | unittest.main() |