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1 | import portfolio | |
2 | import unittest | |
3 | from decimal import Decimal as D | |
4 | from unittest import mock | |
5 | ||
6 | class AmountTest(unittest.TestCase): | |
7 | def test_values(self): | |
8 | amount = portfolio.Amount("BTC", "0.65") | |
9 | self.assertEqual(D("0.65"), amount.value) | |
10 | self.assertEqual("BTC", amount.currency) | |
11 | ||
12 | def test_in_currency(self): | |
13 | amount = portfolio.Amount("ETC", 10) | |
14 | ||
15 | self.assertEqual(amount, amount.in_currency("ETC", None)) | |
16 | ||
17 | ticker_mock = unittest.mock.Mock() | |
18 | with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): | |
19 | ticker_mock.return_value = None | |
20 | ||
21 | self.assertRaises(Exception, amount.in_currency, "ETH", None) | |
22 | ||
23 | with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): | |
24 | ticker_mock.return_value = { | |
25 | "bid": D("0.2"), | |
26 | "ask": D("0.4"), | |
27 | "average": D("0.3"), | |
28 | "foo": "bar", | |
29 | } | |
30 | converted_amount = amount.in_currency("ETH", None) | |
31 | ||
32 | self.assertEqual(D("3.0"), converted_amount.value) | |
33 | self.assertEqual("ETH", converted_amount.currency) | |
34 | self.assertEqual(amount, converted_amount.linked_to) | |
35 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
36 | ||
37 | converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") | |
38 | self.assertEqual(D("2"), converted_amount.value) | |
39 | ||
40 | converted_amount = amount.in_currency("ETH", None, compute_value="ask") | |
41 | self.assertEqual(D("4"), converted_amount.value) | |
42 | ||
43 | converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) | |
44 | self.assertEqual(D("0.2"), converted_amount.value) | |
45 | ||
46 | def test__abs(self): | |
47 | amount = portfolio.Amount("SC", -120) | |
48 | self.assertEqual(120, abs(amount).value) | |
49 | self.assertEqual("SC", abs(amount).currency) | |
50 | ||
51 | amount = portfolio.Amount("SC", 10) | |
52 | self.assertEqual(10, abs(amount).value) | |
53 | self.assertEqual("SC", abs(amount).currency) | |
54 | ||
55 | def test__add(self): | |
56 | amount1 = portfolio.Amount("XVG", "12.9") | |
57 | amount2 = portfolio.Amount("XVG", "13.1") | |
58 | ||
59 | self.assertEqual(26, (amount1 + amount2).value) | |
60 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
61 | ||
62 | amount3 = portfolio.Amount("ETH", "1.6") | |
63 | with self.assertRaises(Exception): | |
64 | amount1 + amount3 | |
65 | ||
66 | amount4 = portfolio.Amount("ETH", 0.0) | |
67 | self.assertEqual(amount1, amount1 + amount4) | |
68 | ||
69 | def test__radd(self): | |
70 | amount = portfolio.Amount("XVG", "12.9") | |
71 | ||
72 | self.assertEqual(amount, 0 + amount) | |
73 | with self.assertRaises(Exception): | |
74 | 4 + amount | |
75 | ||
76 | def test__sub(self): | |
77 | amount1 = portfolio.Amount("XVG", "13.3") | |
78 | amount2 = portfolio.Amount("XVG", "13.1") | |
79 | ||
80 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | |
81 | self.assertEqual("XVG", (amount1 - amount2).currency) | |
82 | ||
83 | amount3 = portfolio.Amount("ETH", "1.6") | |
84 | with self.assertRaises(Exception): | |
85 | amount1 - amount3 | |
86 | ||
87 | amount4 = portfolio.Amount("ETH", 0.0) | |
88 | self.assertEqual(amount1, amount1 - amount4) | |
89 | ||
90 | def test__mul(self): | |
91 | amount = portfolio.Amount("XEM", 11) | |
92 | ||
93 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | |
94 | self.assertEqual(D("33"), (amount * 3).value) | |
95 | ||
96 | with self.assertRaises(Exception): | |
97 | amount * amount | |
98 | ||
99 | def test__rmul(self): | |
100 | amount = portfolio.Amount("XEM", 11) | |
101 | ||
102 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | |
103 | self.assertEqual(D("33"), (3 * amount).value) | |
104 | ||
105 | def test__floordiv(self): | |
106 | amount = portfolio.Amount("XEM", 11) | |
107 | ||
108 | self.assertEqual(D("5.5"), (amount / 2).value) | |
109 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
110 | ||
111 | def test__div(self): | |
112 | amount = portfolio.Amount("XEM", 11) | |
113 | ||
114 | self.assertEqual(D("5.5"), (amount / 2).value) | |
115 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
116 | ||
117 | def test__lt(self): | |
118 | amount1 = portfolio.Amount("BTD", 11.3) | |
119 | amount2 = portfolio.Amount("BTD", 13.1) | |
120 | ||
121 | self.assertTrue(amount1 < amount2) | |
122 | self.assertFalse(amount2 < amount1) | |
123 | self.assertFalse(amount1 < amount1) | |
124 | ||
125 | amount3 = portfolio.Amount("BTC", 1.6) | |
126 | with self.assertRaises(Exception): | |
127 | amount1 < amount3 | |
128 | ||
129 | def test__eq(self): | |
130 | amount1 = portfolio.Amount("BTD", 11.3) | |
131 | amount2 = portfolio.Amount("BTD", 13.1) | |
132 | amount3 = portfolio.Amount("BTD", 11.3) | |
133 | ||
134 | self.assertFalse(amount1 == amount2) | |
135 | self.assertFalse(amount2 == amount1) | |
136 | self.assertTrue(amount1 == amount3) | |
137 | self.assertFalse(amount2 == 0) | |
138 | ||
139 | amount4 = portfolio.Amount("BTC", 1.6) | |
140 | with self.assertRaises(Exception): | |
141 | amount1 == amount4 | |
142 | ||
143 | amount5 = portfolio.Amount("BTD", 0) | |
144 | self.assertTrue(amount5 == 0) | |
145 | ||
146 | def test__str(self): | |
147 | amount1 = portfolio.Amount("BTX", 32) | |
148 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
149 | ||
150 | amount2 = portfolio.Amount("USDT", 12000) | |
151 | amount1.linked_to = amount2 | |
152 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
153 | ||
154 | def test__repr(self): | |
155 | amount1 = portfolio.Amount("BTX", 32) | |
156 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
157 | ||
158 | amount2 = portfolio.Amount("USDT", 12000) | |
159 | amount1.linked_to = amount2 | |
160 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
161 | ||
162 | amount3 = portfolio.Amount("BTC", 0.1) | |
163 | amount2.linked_to = amount3 | |
164 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
165 | ||
166 | class PortfolioTest(unittest.TestCase): | |
167 | import urllib3 | |
168 | def fill_data(self): | |
169 | if self.json_response is not None: | |
170 | portfolio.Portfolio.data = self.json_response | |
171 | ||
172 | def setUp(self): | |
173 | super(PortfolioTest, self).setUp() | |
174 | ||
175 | with open("test_portfolio.json") as example: | |
176 | import json | |
177 | self.json_response = json.load(example) | |
178 | ||
179 | self.patcher = mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}) | |
180 | self.patcher.start() | |
181 | ||
182 | @mock.patch.object(urllib3, "disable_warnings") | |
183 | @mock.patch.object(urllib3.poolmanager.PoolManager, "request") | |
184 | @mock.patch.object(portfolio.Portfolio, "URL", new="foo://bar") | |
185 | def test_get_cryptoportfolio(self, request, disable_warnings): | |
186 | request.side_effect = [ | |
187 | type('', (), { "data": '{ "foo": "bar" }' }), | |
188 | type('', (), { "data": 'System Error' }), | |
189 | Exception("Connection error"), | |
190 | ] | |
191 | ||
192 | portfolio.Portfolio.get_cryptoportfolio() | |
193 | self.assertIn("foo", portfolio.Portfolio.data) | |
194 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
195 | request.assert_called_with("GET", "foo://bar") | |
196 | ||
197 | request.reset_mock() | |
198 | portfolio.Portfolio.get_cryptoportfolio() | |
199 | self.assertIsNone(portfolio.Portfolio.data) | |
200 | request.assert_called_with("GET", "foo://bar") | |
201 | ||
202 | request.reset_mock() | |
203 | portfolio.Portfolio.data = "foo" | |
204 | portfolio.Portfolio.get_cryptoportfolio() | |
205 | request.assert_called_with("GET", "foo://bar") | |
206 | self.assertEqual("foo", portfolio.Portfolio.data) | |
207 | disable_warnings.assert_called_with() | |
208 | ||
209 | @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") | |
210 | def test_parse_cryptoportfolio(self, mock_get): | |
211 | mock_get.side_effect = self.fill_data | |
212 | ||
213 | portfolio.Portfolio.parse_cryptoportfolio() | |
214 | ||
215 | self.assertListEqual( | |
216 | ["medium", "high"], | |
217 | list(portfolio.Portfolio.liquidities.keys())) | |
218 | ||
219 | liquidities = portfolio.Portfolio.liquidities | |
220 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
221 | self.assertEqual(10, len(liquidities["high"].keys())) | |
222 | ||
223 | expected = {'BTC': 2857, 'DGB': 1015, 'DOGE': 1805, 'SC': 623, 'ZEC': 3701} | |
224 | self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) | |
225 | ||
226 | expected = {'ETC': 1000, 'FCT': 1000, 'GAS': 1000, 'NAV': 1000, 'OMG': 1000, 'OMNI': 1000, 'PPC': 1000, 'RIC': 1000, 'VIA': 1000, 'XCP': 1000} | |
227 | self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) | |
228 | ||
229 | # It doesn't refetch the data when available | |
230 | portfolio.Portfolio.parse_cryptoportfolio() | |
231 | mock_get.assert_called_once_with() | |
232 | ||
233 | portfolio.Portfolio.data["portfolio_1"]["holding"]["direction"][3] = "short" | |
234 | self.assertRaises(AssertionError, portfolio.Portfolio.parse_cryptoportfolio) | |
235 | ||
236 | @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") | |
237 | def test_repartition_pertenthousand(self, mock_get): | |
238 | mock_get.side_effect = self.fill_data | |
239 | ||
240 | expected_medium = {'USDT': 1000, 'ETC': 1000, 'FCT': 1000, 'OMG': 1000, 'STEEM': 1000, 'STRAT': 1000, 'XEM': 1000, 'XMR': 1000, 'XVC': 1000, 'ZRX': 1000} | |
241 | expected_high = {'USDT': 1226, 'BTC': 1429, 'ETC': 1127, 'ETH': 1569, 'FCT': 3341, 'GAS': 1308} | |
242 | ||
243 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand()) | |
244 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand(liquidity="medium")) | |
245 | self.assertEqual(expected_high, portfolio.Portfolio.repartition_pertenthousand(liquidity="high")) | |
246 | ||
247 | def tearDown(self): | |
248 | self.patcher.stop() | |
249 | ||
250 | class BalanceTest(unittest.TestCase): | |
251 | def setUp(self): | |
252 | super(BalanceTest, self).setUp() | |
253 | ||
254 | self.fetch_balance = { | |
255 | "free": "foo", | |
256 | "info": "bar", | |
257 | "used": "baz", | |
258 | "total": "bazz", | |
259 | "ETC": { | |
260 | "free": 0.0, | |
261 | "used": 0.0, | |
262 | "total": 0.0 | |
263 | }, | |
264 | "USDT": { | |
265 | "free": 6.0, | |
266 | "used": 1.2, | |
267 | "total": 7.2 | |
268 | }, | |
269 | "XVG": { | |
270 | "free": 16, | |
271 | "used": 0.0, | |
272 | "total": 16 | |
273 | }, | |
274 | "XMR": { | |
275 | "free": 0.0, | |
276 | "used": 0.0, | |
277 | "total": 0.0 | |
278 | }, | |
279 | } | |
280 | self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}) | |
281 | self.patcher.start() | |
282 | ||
283 | def test_values(self): | |
284 | balance = portfolio.Balance("BTC", 0.65, 0.35, 0.30) | |
285 | self.assertEqual(0.65, balance.total.value) | |
286 | self.assertEqual(0.35, balance.free.value) | |
287 | self.assertEqual(0.30, balance.used.value) | |
288 | self.assertEqual("BTC", balance.currency) | |
289 | ||
290 | balance = portfolio.Balance.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30}) | |
291 | self.assertEqual(0.65, balance.total.value) | |
292 | self.assertEqual(0.35, balance.free.value) | |
293 | self.assertEqual(0.30, balance.used.value) | |
294 | self.assertEqual("BTC", balance.currency) | |
295 | ||
296 | @mock.patch.object(portfolio.Trade, "get_ticker") | |
297 | def test_in_currency(self, get_ticker): | |
298 | portfolio.Balance.known_balances = { | |
299 | "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), | |
300 | "ETH": portfolio.Balance("ETH", 3, 3, 0), | |
301 | } | |
302 | market = mock.Mock() | |
303 | get_ticker.return_value = { | |
304 | "bid": D("0.09"), | |
305 | "ask": D("0.11"), | |
306 | "average": D("0.1"), | |
307 | } | |
308 | ||
309 | amounts = portfolio.Balance.in_currency("BTC", market) | |
310 | self.assertEqual("BTC", amounts["ETH"].currency) | |
311 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
312 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
313 | ||
314 | amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid") | |
315 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
316 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
317 | ||
318 | amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="used") | |
319 | self.assertEqual(D("0.30"), amounts["BTC"].value) | |
320 | self.assertEqual(0, amounts["ETH"].value) | |
321 | ||
322 | def test_currencies(self): | |
323 | portfolio.Balance.known_balances = { | |
324 | "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), | |
325 | "ETH": portfolio.Balance("ETH", 3, 3, 0), | |
326 | } | |
327 | self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies())) | |
328 | ||
329 | @mock.patch.object(portfolio.market, "fetch_balance") | |
330 | def test_fetch_balances(self, fetch_balance): | |
331 | fetch_balance.return_value = self.fetch_balance | |
332 | ||
333 | portfolio.Balance.fetch_balances(portfolio.market) | |
334 | self.assertNotIn("XMR", portfolio.Balance.currencies()) | |
335 | self.assertListEqual(["USDT", "XVG"], list(portfolio.Balance.currencies())) | |
336 | ||
337 | portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", "1", "0", "1") | |
338 | portfolio.Balance.fetch_balances(portfolio.market) | |
339 | self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total) | |
340 | self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies())) | |
341 | ||
342 | @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand") | |
343 | @mock.patch.object(portfolio.market, "fetch_balance") | |
344 | def test_dispatch_assets(self, fetch_balance, repartition): | |
345 | fetch_balance.return_value = self.fetch_balance | |
346 | portfolio.Balance.fetch_balances(portfolio.market) | |
347 | ||
348 | self.assertNotIn("XEM", portfolio.Balance.currencies()) | |
349 | ||
350 | repartition.return_value = { | |
351 | "XEM": 7500, | |
352 | "BTC": 2600, | |
353 | } | |
354 | ||
355 | amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1")) | |
356 | self.assertIn("XEM", portfolio.Balance.currencies()) | |
357 | self.assertEqual(D("2.6"), amounts["BTC"].value) | |
358 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
359 | ||
360 | @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand") | |
361 | @mock.patch.object(portfolio.Trade, "get_ticker") | |
362 | @mock.patch.object(portfolio.Trade, "compute_trades") | |
363 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
364 | repartition.return_value = { | |
365 | "XEM": 7500, | |
366 | "BTC": 2500, | |
367 | } | |
368 | def _get_ticker(c1, c2, market): | |
369 | if c1 == "USDT" and c2 == "BTC": | |
370 | return { "average": D("0.0001") } | |
371 | if c1 == "XVG" and c2 == "BTC": | |
372 | return { "average": D("0.000001") } | |
373 | if c1 == "XEM" and c2 == "BTC": | |
374 | return { "average": D("0.001") } | |
375 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
376 | get_ticker.side_effect = _get_ticker | |
377 | ||
378 | market = mock.Mock() | |
379 | market.fetch_balance.return_value = { | |
380 | "USDT": { | |
381 | "free": D("10000.0"), | |
382 | "used": D("0.0"), | |
383 | "total": D("10000.0") | |
384 | }, | |
385 | "XVG": { | |
386 | "free": D("10000.0"), | |
387 | "used": D("0.0"), | |
388 | "total": D("10000.0") | |
389 | }, | |
390 | } | |
391 | portfolio.Balance.prepare_trades(market) | |
392 | compute_trades.assert_called() | |
393 | ||
394 | call = compute_trades.call_args | |
395 | self.assertEqual(market, call[1]["market"]) | |
396 | self.assertEqual(1, call[0][0]["USDT"].value) | |
397 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
398 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
399 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
400 | ||
401 | @unittest.skip("TODO") | |
402 | def test_update_trades(self): | |
403 | pass | |
404 | ||
405 | def test__repr(self): | |
406 | balance = portfolio.Balance("BTX", 3, 1, 2) | |
407 | self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance)) | |
408 | ||
409 | def tearDown(self): | |
410 | self.patcher.stop() | |
411 | ||
412 | class TradeTest(unittest.TestCase): | |
413 | import time | |
414 | ||
415 | def setUp(self): | |
416 | super(TradeTest, self).setUp() | |
417 | ||
418 | self.patcher = mock.patch.multiple(portfolio.Trade, | |
419 | ticker_cache={}, | |
420 | ticker_cache_timestamp=self.time.time(), | |
421 | fees_cache={}, | |
422 | trades={}) | |
423 | self.patcher.start() | |
424 | ||
425 | def test_get_ticker(self): | |
426 | market = mock.Mock() | |
427 | market.fetch_ticker.side_effect = [ | |
428 | { "bid": 1, "ask": 3 }, | |
429 | portfolio.ExchangeError("foo"), | |
430 | { "bid": 10, "ask": 40 }, | |
431 | portfolio.ExchangeError("foo"), | |
432 | portfolio.ExchangeError("foo"), | |
433 | ] | |
434 | ||
435 | ticker = portfolio.Trade.get_ticker("ETH", "ETC", market) | |
436 | market.fetch_ticker.assert_called_with("ETH/ETC") | |
437 | self.assertEqual(1, ticker["bid"]) | |
438 | self.assertEqual(3, ticker["ask"]) | |
439 | self.assertEqual(2, ticker["average"]) | |
440 | self.assertFalse(ticker["inverted"]) | |
441 | ||
442 | ticker = portfolio.Trade.get_ticker("ETH", "XVG", market) | |
443 | self.assertEqual(0.0625, ticker["average"]) | |
444 | self.assertTrue(ticker["inverted"]) | |
445 | self.assertIn("original", ticker) | |
446 | self.assertEqual(10, ticker["original"]["bid"]) | |
447 | ||
448 | ticker = portfolio.Trade.get_ticker("XVG", "XMR", market) | |
449 | self.assertIsNone(ticker) | |
450 | ||
451 | market.fetch_ticker.assert_has_calls([ | |
452 | mock.call("ETH/ETC"), | |
453 | mock.call("ETH/XVG"), | |
454 | mock.call("XVG/ETH"), | |
455 | mock.call("XVG/XMR"), | |
456 | mock.call("XMR/XVG"), | |
457 | ]) | |
458 | ||
459 | market2 = mock.Mock() | |
460 | market2.fetch_ticker.side_effect = [ | |
461 | { "bid": 1, "ask": 3 }, | |
462 | { "bid": 1.2, "ask": 3.5 }, | |
463 | ] | |
464 | ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2) | |
465 | ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2) | |
466 | ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2) | |
467 | market2.fetch_ticker.assert_called_once_with("ETH/ETC") | |
468 | self.assertEqual(1, ticker1["bid"]) | |
469 | self.assertDictEqual(ticker1, ticker2) | |
470 | self.assertDictEqual(ticker1, ticker3["original"]) | |
471 | ||
472 | ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True) | |
473 | ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2) | |
474 | self.assertEqual(1.2, ticker4["bid"]) | |
475 | self.assertDictEqual(ticker4, ticker5) | |
476 | ||
477 | market3 = mock.Mock() | |
478 | market3.fetch_ticker.side_effect = [ | |
479 | { "bid": 1, "ask": 3 }, | |
480 | { "bid": 1.2, "ask": 3.5 }, | |
481 | ] | |
482 | ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3) | |
483 | portfolio.Trade.ticker_cache_timestamp -= 4 | |
484 | ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3) | |
485 | portfolio.Trade.ticker_cache_timestamp -= 2 | |
486 | ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3) | |
487 | self.assertDictEqual(ticker6, ticker7) | |
488 | self.assertEqual(1.2, ticker8["bid"]) | |
489 | ||
490 | @unittest.skip("TODO") | |
491 | def test_values_assertion(self): | |
492 | value_from = Amount("BTC", "1.0") | |
493 | value_from.linked_to = Amount("ETH", "10.0") | |
494 | value_to = Amount("BTC", "1.0") | |
495 | trade = portfolioTrade(value_from, value_to, "ETH") | |
496 | self.assertEqual("BTC", trade.base_currency) | |
497 | self.assertEqual("ETH", trade.currency) | |
498 | ||
499 | with self.assertRaises(AssertionError): | |
500 | portfolio.Trade(value_from, value_to, "ETC") | |
501 | with self.assertRaises(AssertionError): | |
502 | value_from.linked_to = None | |
503 | portfolio.Trade(value_from, value_to, "ETH") | |
504 | with self.assertRaises(AssertionError): | |
505 | value_from.currency = "ETH" | |
506 | portfolio.Trade(value_from, value_to, "ETH") | |
507 | ||
508 | @unittest.skip("TODO") | |
509 | def test_fetch_fees(self): | |
510 | pass | |
511 | ||
512 | @unittest.skip("TODO") | |
513 | def test_compute_trades(self): | |
514 | pass | |
515 | ||
516 | @unittest.skip("TODO") | |
517 | def test_action(self): | |
518 | pass | |
519 | ||
520 | @unittest.skip("TODO") | |
521 | def test_action(self): | |
522 | pass | |
523 | ||
524 | @unittest.skip("TODO") | |
525 | def test_order_action(self): | |
526 | pass | |
527 | ||
528 | @unittest.skip("TODO") | |
529 | def test_prepare_order(self): | |
530 | pass | |
531 | ||
532 | @unittest.skip("TODO") | |
533 | def test_all_orders(self): | |
534 | pass | |
535 | ||
536 | @unittest.skip("TODO") | |
537 | def test_follow_orders(self): | |
538 | pass | |
539 | ||
540 | @unittest.skip("TODO") | |
541 | def test_compute_value(self): | |
542 | pass | |
543 | ||
544 | @unittest.skip("TODO") | |
545 | def test__repr(self): | |
546 | pass | |
547 | ||
548 | def tearDown(self): | |
549 | self.patcher.stop() | |
550 | ||
551 | class AcceptanceTest(unittest.TestCase): | |
552 | import time | |
553 | ||
554 | def setUp(self): | |
555 | super(AcceptanceTest, self).setUp() | |
556 | ||
557 | self.patchers = [ | |
558 | mock.patch.multiple(portfolio.Balance, known_balances={}), | |
559 | mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), | |
560 | mock.patch.multiple(portfolio.Trade, | |
561 | ticker_cache={}, | |
562 | ticker_cache_timestamp=self.time.time(), | |
563 | fees_cache={}, | |
564 | trades={}), | |
565 | mock.patch.multiple(portfolio.Computation, | |
566 | computations=portfolio.Computation.computations) | |
567 | ] | |
568 | for patcher in self.patchers: | |
569 | patcher.start() | |
570 | ||
571 | def test_success_sell_only_necessary(self): | |
572 | fetch_balance = { | |
573 | "ETH": { | |
574 | "free": D("1.0"), | |
575 | "used": D("0.0"), | |
576 | "total": D("1.0"), | |
577 | }, | |
578 | "ETC": { | |
579 | "free": D("4.0"), | |
580 | "used": D("0.0"), | |
581 | "total": D("4.0"), | |
582 | }, | |
583 | "XVG": { | |
584 | "free": D("1000.0"), | |
585 | "used": D("0.0"), | |
586 | "total": D("1000.0"), | |
587 | }, | |
588 | } | |
589 | repartition = { | |
590 | "ETH": 2500, | |
591 | "ETC": 2500, | |
592 | "BTC": 4000, | |
593 | "BTD": 500, | |
594 | "USDT": 500, | |
595 | } | |
596 | ||
597 | def fetch_ticker(symbol): | |
598 | if symbol == "ETH/BTC": | |
599 | return { | |
600 | "symbol": "ETH/BTC", | |
601 | "bid": D("0.14"), | |
602 | "ask": D("0.16") | |
603 | } | |
604 | if symbol == "ETC/BTC": | |
605 | return { | |
606 | "symbol": "ETC/BTC", | |
607 | "bid": D("0.002"), | |
608 | "ask": D("0.003") | |
609 | } | |
610 | if symbol == "XVG/BTC": | |
611 | return { | |
612 | "symbol": "XVG/BTC", | |
613 | "bid": D("0.00003"), | |
614 | "ask": D("0.00005") | |
615 | } | |
616 | if symbol == "BTD/BTC": | |
617 | return { | |
618 | "symbol": "BTD/BTC", | |
619 | "bid": D("0.0008"), | |
620 | "ask": D("0.0012") | |
621 | } | |
622 | if symbol == "USDT/BTC": | |
623 | raise portfolio.ExchangeError | |
624 | if symbol == "BTC/USDT": | |
625 | return { | |
626 | "symbol": "BTC/USDT", | |
627 | "bid": D("14000"), | |
628 | "ask": D("16000") | |
629 | } | |
630 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
631 | ||
632 | market = mock.Mock() | |
633 | market.fetch_balance.return_value = fetch_balance | |
634 | market.fetch_ticker.side_effect = fetch_ticker | |
635 | with mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand", return_value=repartition): | |
636 | # Action 1 | |
637 | portfolio.Balance.prepare_trades(market) | |
638 | ||
639 | balances = portfolio.Balance.known_balances | |
640 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) | |
641 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
642 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
643 | ||
644 | ||
645 | trades = portfolio.Trade.trades | |
646 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) | |
647 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) | |
648 | self.assertEqual("sell", trades["ETH"].action) | |
649 | ||
650 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) | |
651 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETC"].value_to) | |
652 | self.assertEqual("buy", trades["ETC"].action) | |
653 | ||
654 | self.assertNotIn("BTC", trades) | |
655 | ||
656 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) | |
657 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["BTD"].value_to) | |
658 | self.assertEqual("buy", trades["BTD"].action) | |
659 | ||
660 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) | |
661 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["USDT"].value_to) | |
662 | self.assertEqual("buy", trades["USDT"].action) | |
663 | ||
664 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) | |
665 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) | |
666 | self.assertEqual("sell", trades["XVG"].action) | |
667 | ||
668 | # Action 2 | |
669 | portfolio.Trade.prepare_orders(only="sell", compute_value=lambda x, y: x["bid"] * D("1.001")) | |
670 | ||
671 | all_orders = portfolio.Trade.all_orders() | |
672 | self.assertEqual(2, len(all_orders)) | |
673 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
674 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
675 | self.assertEqual(1000, all_orders[1].amount.value) | |
676 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
677 | ||
678 | ||
679 | def create_order(symbol, type, action, amount, price=None): | |
680 | self.assertEqual("limit", type) | |
681 | if symbol == "ETH/BTC": | |
682 | self.assertEqual("sell", action) | |
683 | self.assertEqual(2, 3*amount) | |
684 | self.assertEqual(D("0.14014"), price) | |
685 | elif symbol == "XVG/BTC": | |
686 | self.assertEqual("sell", action) | |
687 | self.assertEqual(1000, amount) | |
688 | self.assertEqual(D("0.00003003"), price) | |
689 | else: | |
690 | self.fail("I shouldn't have been called") | |
691 | ||
692 | return { | |
693 | "id": symbol, | |
694 | } | |
695 | market.create_order.side_effect = create_order | |
696 | ||
697 | # Action 3 | |
698 | portfolio.Trade.run_orders() | |
699 | ||
700 | self.assertEqual("open", all_orders[0].status) | |
701 | self.assertEqual("open", all_orders[1].status) | |
702 | ||
703 | market.fetch_order.return_value = { "status": "closed" } | |
704 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
705 | # Action 4 | |
706 | portfolio.Trade.follow_orders(verbose=False) | |
707 | ||
708 | sleep.assert_called_with(30) | |
709 | ||
710 | for order in all_orders: | |
711 | self.assertEqual("closed", order.status) | |
712 | ||
713 | fetch_balance = { | |
714 | "ETH": { | |
715 | "free": D("1.0") / 3, | |
716 | "used": D("0.0"), | |
717 | "total": D("1.0") / 3, | |
718 | }, | |
719 | "BTC": { | |
720 | "free": D("0.134"), | |
721 | "used": D("0.0"), | |
722 | "total": D("0.134"), | |
723 | }, | |
724 | "ETC": { | |
725 | "free": D("4.0"), | |
726 | "used": D("0.0"), | |
727 | "total": D("4.0"), | |
728 | }, | |
729 | "XVG": { | |
730 | "free": D("0.0"), | |
731 | "used": D("0.0"), | |
732 | "total": D("0.0"), | |
733 | }, | |
734 | } | |
735 | market.fetch_balance.return_value = fetch_balance | |
736 | ||
737 | with mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand", return_value=repartition): | |
738 | # Action 5 | |
739 | portfolio.Balance.update_trades(market, only="buy", compute_value="average") | |
740 | ||
741 | balances = portfolio.Balance.known_balances | |
742 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) | |
743 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
744 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
745 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
746 | ||
747 | ||
748 | trades = portfolio.Trade.trades | |
749 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) | |
750 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) | |
751 | self.assertEqual("sell", trades["ETH"].action) | |
752 | ||
753 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) | |
754 | self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to) | |
755 | self.assertEqual("buy", trades["ETC"].action) | |
756 | ||
757 | self.assertNotIn("BTC", trades) | |
758 | ||
759 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) | |
760 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["BTD"].value_to) | |
761 | self.assertEqual("buy", trades["BTD"].action) | |
762 | ||
763 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) | |
764 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to) | |
765 | self.assertEqual("buy", trades["USDT"].action) | |
766 | ||
767 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) | |
768 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) | |
769 | self.assertEqual("sell", trades["XVG"].action) | |
770 | ||
771 | # Action 6 | |
772 | portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"]) | |
773 | ||
774 | ||
775 | all_orders = portfolio.Trade.all_orders(state="pending") | |
776 | self.assertEqual(3, len(all_orders)) | |
777 | self.assertEqual(portfolio.Amount("ETC", D("38.5")/3), all_orders[0].amount) | |
778 | self.assertEqual(D("0.003"), all_orders[0].rate) | |
779 | self.assertEqual("buy", all_orders[0].action) | |
780 | ||
781 | self.assertEqual(portfolio.Amount("BTD", D("24.25")/3), all_orders[1].amount) | |
782 | self.assertEqual(D("0.0012"), all_orders[1].rate) | |
783 | self.assertEqual("buy", all_orders[1].action) | |
784 | ||
785 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[2].amount) | |
786 | self.assertEqual(D("16000"), all_orders[2].rate) | |
787 | self.assertEqual("sell", all_orders[2].action) | |
788 | ||
789 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
790 | # Action 7 | |
791 | portfolio.Trade.follow_orders(verbose=False) | |
792 | ||
793 | sleep.assert_called_with(30) | |
794 | ||
795 | def tearDown(self): | |
796 | for patcher in self.patchers: | |
797 | patcher.stop() | |
798 | ||
799 | if __name__ == '__main__': | |
800 | unittest.main() |