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1 | import portfolio | |
2 | import unittest | |
3 | from decimal import Decimal as D | |
4 | from unittest import mock | |
5 | import requests | |
6 | import requests_mock | |
7 | from io import StringIO | |
8 | import helper | |
9 | ||
10 | class WebMockTestCase(unittest.TestCase): | |
11 | import time | |
12 | ||
13 | def setUp(self): | |
14 | super(WebMockTestCase, self).setUp() | |
15 | self.wm = requests_mock.Mocker() | |
16 | self.wm.start() | |
17 | ||
18 | self.patchers = [ | |
19 | mock.patch.multiple(portfolio.BalanceStore, | |
20 | all={},), | |
21 | mock.patch.multiple(portfolio.TradeStore, | |
22 | all=[], | |
23 | debug=False), | |
24 | mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), | |
25 | mock.patch.multiple(portfolio.Computation, | |
26 | computations=portfolio.Computation.computations), | |
27 | mock.patch.multiple(helper, | |
28 | fees_cache={}, | |
29 | ticker_cache={}, | |
30 | ticker_cache_timestamp=self.time.time()), | |
31 | ] | |
32 | for patcher in self.patchers: | |
33 | patcher.start() | |
34 | ||
35 | ||
36 | def tearDown(self): | |
37 | for patcher in self.patchers: | |
38 | patcher.stop() | |
39 | self.wm.stop() | |
40 | super(WebMockTestCase, self).tearDown() | |
41 | ||
42 | class PortfolioTest(WebMockTestCase): | |
43 | def fill_data(self): | |
44 | if self.json_response is not None: | |
45 | portfolio.Portfolio.data = self.json_response | |
46 | ||
47 | def setUp(self): | |
48 | super(PortfolioTest, self).setUp() | |
49 | ||
50 | with open("test_portfolio.json") as example: | |
51 | self.json_response = example.read() | |
52 | ||
53 | self.wm.get(portfolio.Portfolio.URL, text=self.json_response) | |
54 | ||
55 | def test_get_cryptoportfolio(self): | |
56 | self.wm.get(portfolio.Portfolio.URL, [ | |
57 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
58 | {"text": "System Error", "status_code": 500}, | |
59 | {"exc": requests.exceptions.ConnectTimeout}, | |
60 | ]) | |
61 | portfolio.Portfolio.get_cryptoportfolio() | |
62 | self.assertIn("foo", portfolio.Portfolio.data) | |
63 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
64 | self.assertTrue(self.wm.called) | |
65 | self.assertEqual(1, self.wm.call_count) | |
66 | ||
67 | portfolio.Portfolio.get_cryptoportfolio() | |
68 | self.assertIsNone(portfolio.Portfolio.data) | |
69 | self.assertEqual(2, self.wm.call_count) | |
70 | ||
71 | portfolio.Portfolio.data = "Foo" | |
72 | portfolio.Portfolio.get_cryptoportfolio() | |
73 | self.assertEqual("Foo", portfolio.Portfolio.data) | |
74 | self.assertEqual(3, self.wm.call_count) | |
75 | ||
76 | def test_parse_cryptoportfolio(self): | |
77 | portfolio.Portfolio.parse_cryptoportfolio() | |
78 | ||
79 | self.assertListEqual( | |
80 | ["medium", "high"], | |
81 | list(portfolio.Portfolio.liquidities.keys())) | |
82 | ||
83 | liquidities = portfolio.Portfolio.liquidities | |
84 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
85 | self.assertEqual(10, len(liquidities["high"].keys())) | |
86 | ||
87 | expected = { | |
88 | 'BTC': (D("0.2857"), "long"), | |
89 | 'DGB': (D("0.1015"), "long"), | |
90 | 'DOGE': (D("0.1805"), "long"), | |
91 | 'SC': (D("0.0623"), "long"), | |
92 | 'ZEC': (D("0.3701"), "long"), | |
93 | } | |
94 | self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) | |
95 | ||
96 | expected = { | |
97 | 'BTC': (D("1.1102e-16"), "long"), | |
98 | 'ETC': (D("0.1"), "long"), | |
99 | 'FCT': (D("0.1"), "long"), | |
100 | 'GAS': (D("0.1"), "long"), | |
101 | 'NAV': (D("0.1"), "long"), | |
102 | 'OMG': (D("0.1"), "long"), | |
103 | 'OMNI': (D("0.1"), "long"), | |
104 | 'PPC': (D("0.1"), "long"), | |
105 | 'RIC': (D("0.1"), "long"), | |
106 | 'VIA': (D("0.1"), "long"), | |
107 | 'XCP': (D("0.1"), "long"), | |
108 | } | |
109 | self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) | |
110 | ||
111 | # It doesn't refetch the data when available | |
112 | portfolio.Portfolio.parse_cryptoportfolio() | |
113 | ||
114 | self.assertEqual(1, self.wm.call_count) | |
115 | ||
116 | def test_repartition(self): | |
117 | expected_medium = { | |
118 | 'BTC': (D("1.1102e-16"), "long"), | |
119 | 'USDT': (D("0.1"), "long"), | |
120 | 'ETC': (D("0.1"), "long"), | |
121 | 'FCT': (D("0.1"), "long"), | |
122 | 'OMG': (D("0.1"), "long"), | |
123 | 'STEEM': (D("0.1"), "long"), | |
124 | 'STRAT': (D("0.1"), "long"), | |
125 | 'XEM': (D("0.1"), "long"), | |
126 | 'XMR': (D("0.1"), "long"), | |
127 | 'XVC': (D("0.1"), "long"), | |
128 | 'ZRX': (D("0.1"), "long"), | |
129 | } | |
130 | expected_high = { | |
131 | 'USDT': (D("0.1226"), "long"), | |
132 | 'BTC': (D("0.1429"), "long"), | |
133 | 'ETC': (D("0.1127"), "long"), | |
134 | 'ETH': (D("0.1569"), "long"), | |
135 | 'FCT': (D("0.3341"), "long"), | |
136 | 'GAS': (D("0.1308"), "long"), | |
137 | } | |
138 | ||
139 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) | |
140 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) | |
141 | self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) | |
142 | ||
143 | class AmountTest(WebMockTestCase): | |
144 | def test_values(self): | |
145 | amount = portfolio.Amount("BTC", "0.65") | |
146 | self.assertEqual(D("0.65"), amount.value) | |
147 | self.assertEqual("BTC", amount.currency) | |
148 | ||
149 | def test_in_currency(self): | |
150 | amount = portfolio.Amount("ETC", 10) | |
151 | ||
152 | self.assertEqual(amount, amount.in_currency("ETC", None)) | |
153 | ||
154 | ticker_mock = unittest.mock.Mock() | |
155 | with mock.patch.object(helper, 'get_ticker', new=ticker_mock): | |
156 | ticker_mock.return_value = None | |
157 | ||
158 | self.assertRaises(Exception, amount.in_currency, "ETH", None) | |
159 | ||
160 | with mock.patch.object(helper, 'get_ticker', new=ticker_mock): | |
161 | ticker_mock.return_value = { | |
162 | "bid": D("0.2"), | |
163 | "ask": D("0.4"), | |
164 | "average": D("0.3"), | |
165 | "foo": "bar", | |
166 | } | |
167 | converted_amount = amount.in_currency("ETH", None) | |
168 | ||
169 | self.assertEqual(D("3.0"), converted_amount.value) | |
170 | self.assertEqual("ETH", converted_amount.currency) | |
171 | self.assertEqual(amount, converted_amount.linked_to) | |
172 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
173 | ||
174 | converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") | |
175 | self.assertEqual(D("2"), converted_amount.value) | |
176 | ||
177 | converted_amount = amount.in_currency("ETH", None, compute_value="ask") | |
178 | self.assertEqual(D("4"), converted_amount.value) | |
179 | ||
180 | converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) | |
181 | self.assertEqual(D("0.2"), converted_amount.value) | |
182 | ||
183 | def test__round(self): | |
184 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
185 | self.assertEqual(D("1.23456789"), round(amount).value) | |
186 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
187 | ||
188 | def test__abs(self): | |
189 | amount = portfolio.Amount("SC", -120) | |
190 | self.assertEqual(120, abs(amount).value) | |
191 | self.assertEqual("SC", abs(amount).currency) | |
192 | ||
193 | amount = portfolio.Amount("SC", 10) | |
194 | self.assertEqual(10, abs(amount).value) | |
195 | self.assertEqual("SC", abs(amount).currency) | |
196 | ||
197 | def test__add(self): | |
198 | amount1 = portfolio.Amount("XVG", "12.9") | |
199 | amount2 = portfolio.Amount("XVG", "13.1") | |
200 | ||
201 | self.assertEqual(26, (amount1 + amount2).value) | |
202 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
203 | ||
204 | amount3 = portfolio.Amount("ETH", "1.6") | |
205 | with self.assertRaises(Exception): | |
206 | amount1 + amount3 | |
207 | ||
208 | amount4 = portfolio.Amount("ETH", 0.0) | |
209 | self.assertEqual(amount1, amount1 + amount4) | |
210 | ||
211 | def test__radd(self): | |
212 | amount = portfolio.Amount("XVG", "12.9") | |
213 | ||
214 | self.assertEqual(amount, 0 + amount) | |
215 | with self.assertRaises(Exception): | |
216 | 4 + amount | |
217 | ||
218 | def test__sub(self): | |
219 | amount1 = portfolio.Amount("XVG", "13.3") | |
220 | amount2 = portfolio.Amount("XVG", "13.1") | |
221 | ||
222 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | |
223 | self.assertEqual("XVG", (amount1 - amount2).currency) | |
224 | ||
225 | amount3 = portfolio.Amount("ETH", "1.6") | |
226 | with self.assertRaises(Exception): | |
227 | amount1 - amount3 | |
228 | ||
229 | amount4 = portfolio.Amount("ETH", 0.0) | |
230 | self.assertEqual(amount1, amount1 - amount4) | |
231 | ||
232 | def test__mul(self): | |
233 | amount = portfolio.Amount("XEM", 11) | |
234 | ||
235 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | |
236 | self.assertEqual(D("33"), (amount * 3).value) | |
237 | ||
238 | with self.assertRaises(Exception): | |
239 | amount * amount | |
240 | ||
241 | def test__rmul(self): | |
242 | amount = portfolio.Amount("XEM", 11) | |
243 | ||
244 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | |
245 | self.assertEqual(D("33"), (3 * amount).value) | |
246 | ||
247 | def test__floordiv(self): | |
248 | amount = portfolio.Amount("XEM", 11) | |
249 | ||
250 | self.assertEqual(D("5.5"), (amount / 2).value) | |
251 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
252 | ||
253 | def test__truediv(self): | |
254 | amount = portfolio.Amount("XEM", 11) | |
255 | ||
256 | self.assertEqual(D("5.5"), (amount / 2).value) | |
257 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
258 | ||
259 | def test__lt(self): | |
260 | amount1 = portfolio.Amount("BTD", 11.3) | |
261 | amount2 = portfolio.Amount("BTD", 13.1) | |
262 | ||
263 | self.assertTrue(amount1 < amount2) | |
264 | self.assertFalse(amount2 < amount1) | |
265 | self.assertFalse(amount1 < amount1) | |
266 | ||
267 | amount3 = portfolio.Amount("BTC", 1.6) | |
268 | with self.assertRaises(Exception): | |
269 | amount1 < amount3 | |
270 | ||
271 | def test__le(self): | |
272 | amount1 = portfolio.Amount("BTD", 11.3) | |
273 | amount2 = portfolio.Amount("BTD", 13.1) | |
274 | ||
275 | self.assertTrue(amount1 <= amount2) | |
276 | self.assertFalse(amount2 <= amount1) | |
277 | self.assertTrue(amount1 <= amount1) | |
278 | ||
279 | amount3 = portfolio.Amount("BTC", 1.6) | |
280 | with self.assertRaises(Exception): | |
281 | amount1 <= amount3 | |
282 | ||
283 | def test__gt(self): | |
284 | amount1 = portfolio.Amount("BTD", 11.3) | |
285 | amount2 = portfolio.Amount("BTD", 13.1) | |
286 | ||
287 | self.assertTrue(amount2 > amount1) | |
288 | self.assertFalse(amount1 > amount2) | |
289 | self.assertFalse(amount1 > amount1) | |
290 | ||
291 | amount3 = portfolio.Amount("BTC", 1.6) | |
292 | with self.assertRaises(Exception): | |
293 | amount3 > amount1 | |
294 | ||
295 | def test__ge(self): | |
296 | amount1 = portfolio.Amount("BTD", 11.3) | |
297 | amount2 = portfolio.Amount("BTD", 13.1) | |
298 | ||
299 | self.assertTrue(amount2 >= amount1) | |
300 | self.assertFalse(amount1 >= amount2) | |
301 | self.assertTrue(amount1 >= amount1) | |
302 | ||
303 | amount3 = portfolio.Amount("BTC", 1.6) | |
304 | with self.assertRaises(Exception): | |
305 | amount3 >= amount1 | |
306 | ||
307 | def test__eq(self): | |
308 | amount1 = portfolio.Amount("BTD", 11.3) | |
309 | amount2 = portfolio.Amount("BTD", 13.1) | |
310 | amount3 = portfolio.Amount("BTD", 11.3) | |
311 | ||
312 | self.assertFalse(amount1 == amount2) | |
313 | self.assertFalse(amount2 == amount1) | |
314 | self.assertTrue(amount1 == amount3) | |
315 | self.assertFalse(amount2 == 0) | |
316 | ||
317 | amount4 = portfolio.Amount("BTC", 1.6) | |
318 | with self.assertRaises(Exception): | |
319 | amount1 == amount4 | |
320 | ||
321 | amount5 = portfolio.Amount("BTD", 0) | |
322 | self.assertTrue(amount5 == 0) | |
323 | ||
324 | def test__ne(self): | |
325 | amount1 = portfolio.Amount("BTD", 11.3) | |
326 | amount2 = portfolio.Amount("BTD", 13.1) | |
327 | amount3 = portfolio.Amount("BTD", 11.3) | |
328 | ||
329 | self.assertTrue(amount1 != amount2) | |
330 | self.assertTrue(amount2 != amount1) | |
331 | self.assertFalse(amount1 != amount3) | |
332 | self.assertTrue(amount2 != 0) | |
333 | ||
334 | amount4 = portfolio.Amount("BTC", 1.6) | |
335 | with self.assertRaises(Exception): | |
336 | amount1 != amount4 | |
337 | ||
338 | amount5 = portfolio.Amount("BTD", 0) | |
339 | self.assertFalse(amount5 != 0) | |
340 | ||
341 | def test__neg(self): | |
342 | amount1 = portfolio.Amount("BTD", "11.3") | |
343 | ||
344 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
345 | ||
346 | def test__str(self): | |
347 | amount1 = portfolio.Amount("BTX", 32) | |
348 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
349 | ||
350 | amount2 = portfolio.Amount("USDT", 12000) | |
351 | amount1.linked_to = amount2 | |
352 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
353 | ||
354 | def test__repr(self): | |
355 | amount1 = portfolio.Amount("BTX", 32) | |
356 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
357 | ||
358 | amount2 = portfolio.Amount("USDT", 12000) | |
359 | amount1.linked_to = amount2 | |
360 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
361 | ||
362 | amount3 = portfolio.Amount("BTC", 0.1) | |
363 | amount2.linked_to = amount3 | |
364 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
365 | ||
366 | class BalanceTest(WebMockTestCase): | |
367 | def test_values(self): | |
368 | balance = portfolio.Balance("BTC", { | |
369 | "exchange_total": "0.65", | |
370 | "exchange_free": "0.35", | |
371 | "exchange_used": "0.30", | |
372 | "margin_total": "-10", | |
373 | "margin_borrowed": "-10", | |
374 | "margin_free": "0", | |
375 | "margin_position_type": "short", | |
376 | "margin_borrowed_base_currency": "USDT", | |
377 | "margin_liquidation_price": "1.20", | |
378 | "margin_pending_gain": "10", | |
379 | "margin_lending_fees": "0.4", | |
380 | "margin_borrowed_base_price": "0.15", | |
381 | }) | |
382 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
383 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
384 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
385 | self.assertEqual("BTC", balance.exchange_total.currency) | |
386 | self.assertEqual("BTC", balance.exchange_free.currency) | |
387 | self.assertEqual("BTC", balance.exchange_total.currency) | |
388 | ||
389 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
390 | self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value) | |
391 | self.assertEqual(portfolio.D("0"), balance.margin_free.value) | |
392 | self.assertEqual("BTC", balance.margin_total.currency) | |
393 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
394 | self.assertEqual("BTC", balance.margin_free.currency) | |
395 | ||
396 | self.assertEqual("BTC", balance.currency) | |
397 | ||
398 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) | |
399 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
400 | ||
401 | def test__repr(self): | |
402 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
403 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
404 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
405 | "exchange_used": 1, "exchange_free": 2 }) | |
406 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
407 | ||
408 | balance = portfolio.Balance("BTX", { "margin_total": 3, | |
409 | "margin_borrowed": 1, "margin_free": 2 }) | |
410 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
411 | ||
412 | balance = portfolio.Balance("BTX", { "margin_total": -3, | |
413 | "margin_borrowed_base_price": D("0.1"), | |
414 | "margin_borrowed_base_currency": "BTC", | |
415 | "margin_lending_fees": D("0.002") }) | |
416 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
417 | ||
418 | class HelperTest(WebMockTestCase): | |
419 | def test_get_ticker(self): | |
420 | market = mock.Mock() | |
421 | market.fetch_ticker.side_effect = [ | |
422 | { "bid": 1, "ask": 3 }, | |
423 | helper.ExchangeError("foo"), | |
424 | { "bid": 10, "ask": 40 }, | |
425 | helper.ExchangeError("foo"), | |
426 | helper.ExchangeError("foo"), | |
427 | ] | |
428 | ||
429 | ticker = helper.get_ticker("ETH", "ETC", market) | |
430 | market.fetch_ticker.assert_called_with("ETH/ETC") | |
431 | self.assertEqual(1, ticker["bid"]) | |
432 | self.assertEqual(3, ticker["ask"]) | |
433 | self.assertEqual(2, ticker["average"]) | |
434 | self.assertFalse(ticker["inverted"]) | |
435 | ||
436 | ticker = helper.get_ticker("ETH", "XVG", market) | |
437 | self.assertEqual(0.0625, ticker["average"]) | |
438 | self.assertTrue(ticker["inverted"]) | |
439 | self.assertIn("original", ticker) | |
440 | self.assertEqual(10, ticker["original"]["bid"]) | |
441 | ||
442 | ticker = helper.get_ticker("XVG", "XMR", market) | |
443 | self.assertIsNone(ticker) | |
444 | ||
445 | market.fetch_ticker.assert_has_calls([ | |
446 | mock.call("ETH/ETC"), | |
447 | mock.call("ETH/XVG"), | |
448 | mock.call("XVG/ETH"), | |
449 | mock.call("XVG/XMR"), | |
450 | mock.call("XMR/XVG"), | |
451 | ]) | |
452 | ||
453 | market2 = mock.Mock() | |
454 | market2.fetch_ticker.side_effect = [ | |
455 | { "bid": 1, "ask": 3 }, | |
456 | { "bid": 1.2, "ask": 3.5 }, | |
457 | ] | |
458 | ticker1 = helper.get_ticker("ETH", "ETC", market2) | |
459 | ticker2 = helper.get_ticker("ETH", "ETC", market2) | |
460 | ticker3 = helper.get_ticker("ETC", "ETH", market2) | |
461 | market2.fetch_ticker.assert_called_once_with("ETH/ETC") | |
462 | self.assertEqual(1, ticker1["bid"]) | |
463 | self.assertDictEqual(ticker1, ticker2) | |
464 | self.assertDictEqual(ticker1, ticker3["original"]) | |
465 | ||
466 | ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True) | |
467 | ticker5 = helper.get_ticker("ETH", "ETC", market2) | |
468 | self.assertEqual(1.2, ticker4["bid"]) | |
469 | self.assertDictEqual(ticker4, ticker5) | |
470 | ||
471 | market3 = mock.Mock() | |
472 | market3.fetch_ticker.side_effect = [ | |
473 | { "bid": 1, "ask": 3 }, | |
474 | { "bid": 1.2, "ask": 3.5 }, | |
475 | ] | |
476 | ticker6 = helper.get_ticker("ETH", "ETC", market3) | |
477 | helper.ticker_cache_timestamp -= 4 | |
478 | ticker7 = helper.get_ticker("ETH", "ETC", market3) | |
479 | helper.ticker_cache_timestamp -= 2 | |
480 | ticker8 = helper.get_ticker("ETH", "ETC", market3) | |
481 | self.assertDictEqual(ticker6, ticker7) | |
482 | self.assertEqual(1.2, ticker8["bid"]) | |
483 | ||
484 | def test_fetch_fees(self): | |
485 | market = mock.Mock() | |
486 | market.fetch_fees.return_value = "Foo" | |
487 | self.assertEqual("Foo", helper.fetch_fees(market)) | |
488 | market.fetch_fees.assert_called_once() | |
489 | self.assertEqual("Foo", helper.fetch_fees(market)) | |
490 | market.fetch_fees.assert_called_once() | |
491 | ||
492 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
493 | @mock.patch.object(helper, "get_ticker") | |
494 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
495 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
496 | repartition.return_value = { | |
497 | "XEM": (D("0.75"), "long"), | |
498 | "BTC": (D("0.25"), "long"), | |
499 | } | |
500 | def _get_ticker(c1, c2, market): | |
501 | if c1 == "USDT" and c2 == "BTC": | |
502 | return { "average": D("0.0001") } | |
503 | if c1 == "XVG" and c2 == "BTC": | |
504 | return { "average": D("0.000001") } | |
505 | if c1 == "XEM" and c2 == "BTC": | |
506 | return { "average": D("0.001") } | |
507 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
508 | get_ticker.side_effect = _get_ticker | |
509 | ||
510 | market = mock.Mock() | |
511 | market.fetch_all_balances.return_value = { | |
512 | "USDT": { | |
513 | "exchange_free": D("10000.0"), | |
514 | "exchange_used": D("0.0"), | |
515 | "exchange_total": D("10000.0"), | |
516 | "total": D("10000.0") | |
517 | }, | |
518 | "XVG": { | |
519 | "exchange_free": D("10000.0"), | |
520 | "exchange_used": D("0.0"), | |
521 | "exchange_total": D("10000.0"), | |
522 | "total": D("10000.0") | |
523 | }, | |
524 | } | |
525 | helper.prepare_trades(market) | |
526 | compute_trades.assert_called() | |
527 | ||
528 | call = compute_trades.call_args | |
529 | self.assertEqual(market, call[1]["market"]) | |
530 | self.assertEqual(1, call[0][0]["USDT"].value) | |
531 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
532 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
533 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
534 | ||
535 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
536 | @mock.patch.object(helper, "get_ticker") | |
537 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
538 | def test_update_trades(self, compute_trades, get_ticker, repartition): | |
539 | repartition.return_value = { | |
540 | "XEM": (D("0.75"), "long"), | |
541 | "BTC": (D("0.25"), "long"), | |
542 | } | |
543 | def _get_ticker(c1, c2, market): | |
544 | if c1 == "USDT" and c2 == "BTC": | |
545 | return { "average": D("0.0001") } | |
546 | if c1 == "XVG" and c2 == "BTC": | |
547 | return { "average": D("0.000001") } | |
548 | if c1 == "XEM" and c2 == "BTC": | |
549 | return { "average": D("0.001") } | |
550 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
551 | get_ticker.side_effect = _get_ticker | |
552 | ||
553 | market = mock.Mock() | |
554 | market.fetch_all_balances.return_value = { | |
555 | "USDT": { | |
556 | "exchange_free": D("10000.0"), | |
557 | "exchange_used": D("0.0"), | |
558 | "exchange_total": D("10000.0"), | |
559 | "total": D("10000.0") | |
560 | }, | |
561 | "XVG": { | |
562 | "exchange_free": D("10000.0"), | |
563 | "exchange_used": D("0.0"), | |
564 | "exchange_total": D("10000.0"), | |
565 | "total": D("10000.0") | |
566 | }, | |
567 | } | |
568 | helper.update_trades(market) | |
569 | compute_trades.assert_called() | |
570 | ||
571 | call = compute_trades.call_args | |
572 | self.assertEqual(market, call[1]["market"]) | |
573 | self.assertEqual(1, call[0][0]["USDT"].value) | |
574 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
575 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
576 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
577 | ||
578 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
579 | @mock.patch.object(helper, "get_ticker") | |
580 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
581 | def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): | |
582 | def _get_ticker(c1, c2, market): | |
583 | if c1 == "USDT" and c2 == "BTC": | |
584 | return { "average": D("0.0001") } | |
585 | if c1 == "XVG" and c2 == "BTC": | |
586 | return { "average": D("0.000001") } | |
587 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
588 | get_ticker.side_effect = _get_ticker | |
589 | ||
590 | market = mock.Mock() | |
591 | market.fetch_all_balances.return_value = { | |
592 | "USDT": { | |
593 | "exchange_free": D("10000.0"), | |
594 | "exchange_used": D("0.0"), | |
595 | "exchange_total": D("10000.0"), | |
596 | "total": D("10000.0") | |
597 | }, | |
598 | "XVG": { | |
599 | "exchange_free": D("10000.0"), | |
600 | "exchange_used": D("0.0"), | |
601 | "exchange_total": D("10000.0"), | |
602 | "total": D("10000.0") | |
603 | }, | |
604 | } | |
605 | helper.prepare_trades_to_sell_all(market) | |
606 | repartition.assert_not_called() | |
607 | compute_trades.assert_called() | |
608 | ||
609 | call = compute_trades.call_args | |
610 | self.assertEqual(market, call[1]["market"]) | |
611 | self.assertEqual(1, call[0][0]["USDT"].value) | |
612 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
613 | self.assertEqual(D("1.01"), call[0][1]["BTC"].value) | |
614 | ||
615 | @unittest.skip("TODO") | |
616 | def test_follow_orders(self): | |
617 | pass | |
618 | ||
619 | ||
620 | class TradeStoreTest(WebMockTestCase): | |
621 | @unittest.skip("TODO") | |
622 | def test_compute_trades(self): | |
623 | pass | |
624 | ||
625 | def test_prepare_orders(self): | |
626 | trade_mock1 = mock.Mock() | |
627 | trade_mock2 = mock.Mock() | |
628 | ||
629 | portfolio.TradeStore.all.append(trade_mock1) | |
630 | portfolio.TradeStore.all.append(trade_mock2) | |
631 | ||
632 | portfolio.TradeStore.prepare_orders() | |
633 | trade_mock1.prepare_order.assert_called_with(compute_value="default") | |
634 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
635 | ||
636 | portfolio.TradeStore.prepare_orders(compute_value="bla") | |
637 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") | |
638 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
639 | ||
640 | trade_mock1.prepare_order.reset_mock() | |
641 | trade_mock2.prepare_order.reset_mock() | |
642 | ||
643 | trade_mock1.action = "foo" | |
644 | trade_mock2.action = "bar" | |
645 | portfolio.TradeStore.prepare_orders(only="bar") | |
646 | trade_mock1.prepare_order.assert_not_called() | |
647 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
648 | ||
649 | def test_print_all_with_order(self): | |
650 | trade_mock1 = mock.Mock() | |
651 | trade_mock2 = mock.Mock() | |
652 | trade_mock3 = mock.Mock() | |
653 | portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3] | |
654 | ||
655 | portfolio.TradeStore.print_all_with_order() | |
656 | ||
657 | trade_mock1.print_with_order.assert_called() | |
658 | trade_mock2.print_with_order.assert_called() | |
659 | trade_mock3.print_with_order.assert_called() | |
660 | ||
661 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
662 | def test_run_orders(self, all_orders): | |
663 | order_mock1 = mock.Mock() | |
664 | order_mock2 = mock.Mock() | |
665 | order_mock3 = mock.Mock() | |
666 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
667 | portfolio.TradeStore.run_orders() | |
668 | all_orders.assert_called_with(state="pending") | |
669 | ||
670 | order_mock1.run.assert_called() | |
671 | order_mock2.run.assert_called() | |
672 | order_mock3.run.assert_called() | |
673 | ||
674 | def test_all_orders(self): | |
675 | trade_mock1 = mock.Mock() | |
676 | trade_mock2 = mock.Mock() | |
677 | ||
678 | order_mock1 = mock.Mock() | |
679 | order_mock2 = mock.Mock() | |
680 | order_mock3 = mock.Mock() | |
681 | ||
682 | trade_mock1.orders = [order_mock1, order_mock2] | |
683 | trade_mock2.orders = [order_mock3] | |
684 | ||
685 | order_mock1.status = "pending" | |
686 | order_mock2.status = "open" | |
687 | order_mock3.status = "open" | |
688 | ||
689 | portfolio.TradeStore.all.append(trade_mock1) | |
690 | portfolio.TradeStore.all.append(trade_mock2) | |
691 | ||
692 | orders = portfolio.TradeStore.all_orders() | |
693 | self.assertEqual(3, len(orders)) | |
694 | ||
695 | open_orders = portfolio.TradeStore.all_orders(state="open") | |
696 | self.assertEqual(2, len(open_orders)) | |
697 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
698 | ||
699 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
700 | def test_update_all_orders_status(self, all_orders): | |
701 | order_mock1 = mock.Mock() | |
702 | order_mock2 = mock.Mock() | |
703 | order_mock3 = mock.Mock() | |
704 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
705 | portfolio.TradeStore.update_all_orders_status() | |
706 | all_orders.assert_called_with(state="open") | |
707 | ||
708 | order_mock1.get_status.assert_called() | |
709 | order_mock2.get_status.assert_called() | |
710 | order_mock3.get_status.assert_called() | |
711 | ||
712 | ||
713 | class BalanceStoreTest(WebMockTestCase): | |
714 | def setUp(self): | |
715 | super(BalanceStoreTest, self).setUp() | |
716 | ||
717 | self.fetch_balance = { | |
718 | "ETC": { | |
719 | "exchange_free": 0, | |
720 | "exchange_used": 0, | |
721 | "exchange_total": 0, | |
722 | "margin_total": 0, | |
723 | }, | |
724 | "USDT": { | |
725 | "exchange_free": D("6.0"), | |
726 | "exchange_used": D("1.2"), | |
727 | "exchange_total": D("7.2"), | |
728 | "margin_total": 0, | |
729 | }, | |
730 | "XVG": { | |
731 | "exchange_free": 16, | |
732 | "exchange_used": 0, | |
733 | "exchange_total": 16, | |
734 | "margin_total": 0, | |
735 | }, | |
736 | "XMR": { | |
737 | "exchange_free": 0, | |
738 | "exchange_used": 0, | |
739 | "exchange_total": 0, | |
740 | "margin_total": D("-1.0"), | |
741 | "margin_free": 0, | |
742 | }, | |
743 | } | |
744 | ||
745 | @mock.patch.object(helper, "get_ticker") | |
746 | def test_in_currency(self, get_ticker): | |
747 | portfolio.BalanceStore.all = { | |
748 | "BTC": portfolio.Balance("BTC", { | |
749 | "total": "0.65", | |
750 | "exchange_total":"0.65", | |
751 | "exchange_free": "0.35", | |
752 | "exchange_used": "0.30"}), | |
753 | "ETH": portfolio.Balance("ETH", { | |
754 | "total": 3, | |
755 | "exchange_total": 3, | |
756 | "exchange_free": 3, | |
757 | "exchange_used": 0}), | |
758 | } | |
759 | market = mock.Mock() | |
760 | get_ticker.return_value = { | |
761 | "bid": D("0.09"), | |
762 | "ask": D("0.11"), | |
763 | "average": D("0.1"), | |
764 | } | |
765 | ||
766 | amounts = portfolio.BalanceStore.in_currency("BTC", market) | |
767 | self.assertEqual("BTC", amounts["ETH"].currency) | |
768 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
769 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
770 | ||
771 | amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid") | |
772 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
773 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
774 | ||
775 | amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used") | |
776 | self.assertEqual(D("0.30"), amounts["BTC"].value) | |
777 | self.assertEqual(0, amounts["ETH"].value) | |
778 | ||
779 | def test_fetch_balances(self): | |
780 | market = mock.Mock() | |
781 | market.fetch_all_balances.return_value = self.fetch_balance | |
782 | ||
783 | portfolio.BalanceStore.fetch_balances(market) | |
784 | self.assertNotIn("ETC", portfolio.BalanceStore.currencies()) | |
785 | self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies())) | |
786 | ||
787 | portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { | |
788 | "exchange_total": "1", "exchange_free": "0", | |
789 | "exchange_used": "1" }) | |
790 | portfolio.BalanceStore.fetch_balances(market) | |
791 | self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) | |
792 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) | |
793 | ||
794 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
795 | def test_dispatch_assets(self, repartition): | |
796 | market = mock.Mock() | |
797 | market.fetch_all_balances.return_value = self.fetch_balance | |
798 | portfolio.BalanceStore.fetch_balances(market) | |
799 | ||
800 | self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) | |
801 | ||
802 | repartition.return_value = { | |
803 | "XEM": (D("0.75"), "long"), | |
804 | "BTC": (D("0.26"), "long"), | |
805 | } | |
806 | ||
807 | amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "10.1")) | |
808 | self.assertIn("XEM", portfolio.BalanceStore.currencies()) | |
809 | self.assertEqual(D("2.6"), amounts["BTC"].value) | |
810 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
811 | ||
812 | def test_currencies(self): | |
813 | portfolio.BalanceStore.all = { | |
814 | "BTC": portfolio.Balance("BTC", { | |
815 | "total": "0.65", | |
816 | "exchange_total":"0.65", | |
817 | "exchange_free": "0.35", | |
818 | "exchange_used": "0.30"}), | |
819 | "ETH": portfolio.Balance("ETH", { | |
820 | "total": 3, | |
821 | "exchange_total": 3, | |
822 | "exchange_free": 3, | |
823 | "exchange_used": 0}), | |
824 | } | |
825 | self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies())) | |
826 | ||
827 | class ComputationTest(WebMockTestCase): | |
828 | def test_compute_value(self): | |
829 | compute = mock.Mock() | |
830 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
831 | compute.assert_called_with("foo", "ask") | |
832 | ||
833 | compute.reset_mock() | |
834 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
835 | compute.assert_called_with("foo", "bid") | |
836 | ||
837 | compute.reset_mock() | |
838 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
839 | compute.assert_called_with("foo", "ask") | |
840 | ||
841 | compute.reset_mock() | |
842 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
843 | compute.assert_called_with("foo", "bid") | |
844 | ||
845 | compute.reset_mock() | |
846 | portfolio.Computation.computations["test"] = compute | |
847 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
848 | compute.assert_called_with("foo", "bid") | |
849 | ||
850 | ||
851 | class TradeTest(WebMockTestCase): | |
852 | ||
853 | def test_values_assertion(self): | |
854 | value_from = portfolio.Amount("BTC", "1.0") | |
855 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
856 | value_to = portfolio.Amount("BTC", "1.0") | |
857 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
858 | self.assertEqual("BTC", trade.base_currency) | |
859 | self.assertEqual("ETH", trade.currency) | |
860 | ||
861 | with self.assertRaises(AssertionError): | |
862 | portfolio.Trade(value_from, value_to, "ETC") | |
863 | with self.assertRaises(AssertionError): | |
864 | value_from.linked_to = None | |
865 | portfolio.Trade(value_from, value_to, "ETH") | |
866 | with self.assertRaises(AssertionError): | |
867 | value_from.currency = "ETH" | |
868 | portfolio.Trade(value_from, value_to, "ETH") | |
869 | ||
870 | value_from = portfolio.Amount("BTC", 0) | |
871 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
872 | self.assertEqual(0, trade.value_from.linked_to) | |
873 | ||
874 | def test_action(self): | |
875 | value_from = portfolio.Amount("BTC", "1.0") | |
876 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
877 | value_to = portfolio.Amount("BTC", "1.0") | |
878 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
879 | ||
880 | self.assertIsNone(trade.action) | |
881 | ||
882 | value_from = portfolio.Amount("BTC", "1.0") | |
883 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
884 | value_to = portfolio.Amount("BTC", "1.0") | |
885 | trade = portfolio.Trade(value_from, value_to, "BTC") | |
886 | ||
887 | self.assertIsNone(trade.action) | |
888 | ||
889 | value_from = portfolio.Amount("BTC", "0.5") | |
890 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
891 | value_to = portfolio.Amount("BTC", "1.0") | |
892 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
893 | ||
894 | self.assertEqual("acquire", trade.action) | |
895 | ||
896 | value_from = portfolio.Amount("BTC", "0") | |
897 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
898 | value_to = portfolio.Amount("BTC", "-1.0") | |
899 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
900 | ||
901 | self.assertEqual("dispose", trade.action) | |
902 | ||
903 | def test_order_action(self): | |
904 | value_from = portfolio.Amount("BTC", "0.5") | |
905 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
906 | value_to = portfolio.Amount("BTC", "1.0") | |
907 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
908 | ||
909 | self.assertEqual("buy", trade.order_action(False)) | |
910 | self.assertEqual("sell", trade.order_action(True)) | |
911 | ||
912 | value_from = portfolio.Amount("BTC", "0") | |
913 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
914 | value_to = portfolio.Amount("BTC", "-1.0") | |
915 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
916 | ||
917 | self.assertEqual("sell", trade.order_action(False)) | |
918 | self.assertEqual("buy", trade.order_action(True)) | |
919 | ||
920 | def test_trade_type(self): | |
921 | value_from = portfolio.Amount("BTC", "0.5") | |
922 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
923 | value_to = portfolio.Amount("BTC", "1.0") | |
924 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
925 | ||
926 | self.assertEqual("long", trade.trade_type) | |
927 | ||
928 | value_from = portfolio.Amount("BTC", "0") | |
929 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
930 | value_to = portfolio.Amount("BTC", "-1.0") | |
931 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
932 | ||
933 | self.assertEqual("short", trade.trade_type) | |
934 | ||
935 | def test_filled_amount(self): | |
936 | value_from = portfolio.Amount("BTC", "0.5") | |
937 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
938 | value_to = portfolio.Amount("BTC", "1.0") | |
939 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
940 | ||
941 | order1 = mock.Mock() | |
942 | order1.filled_amount = portfolio.Amount("ETH", "0.3") | |
943 | ||
944 | order2 = mock.Mock() | |
945 | order2.filled_amount = portfolio.Amount("ETH", "0.01") | |
946 | trade.orders.append(order1) | |
947 | trade.orders.append(order2) | |
948 | ||
949 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount) | |
950 | ||
951 | @unittest.skip("TODO") | |
952 | def test_prepare_order(self): | |
953 | pass | |
954 | ||
955 | @unittest.skip("TODO") | |
956 | def test_update_order(self): | |
957 | pass | |
958 | ||
959 | @mock.patch('sys.stdout', new_callable=StringIO) | |
960 | def test_print_with_order(self, mock_stdout): | |
961 | value_from = portfolio.Amount("BTC", "0.5") | |
962 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
963 | value_to = portfolio.Amount("BTC", "1.0") | |
964 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
965 | ||
966 | order_mock1 = mock.Mock() | |
967 | order_mock1.__repr__ = mock.Mock() | |
968 | order_mock1.__repr__.return_value = "Mock 1" | |
969 | order_mock2 = mock.Mock() | |
970 | order_mock2.__repr__ = mock.Mock() | |
971 | order_mock2.__repr__.return_value = "Mock 2" | |
972 | trade.orders.append(order_mock1) | |
973 | trade.orders.append(order_mock2) | |
974 | ||
975 | trade.print_with_order() | |
976 | ||
977 | out = mock_stdout.getvalue().split("\n") | |
978 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0]) | |
979 | self.assertEqual("\tMock 1", out[1]) | |
980 | self.assertEqual("\tMock 2", out[2]) | |
981 | ||
982 | def test__repr(self): | |
983 | value_from = portfolio.Amount("BTC", "0.5") | |
984 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
985 | value_to = portfolio.Amount("BTC", "1.0") | |
986 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
987 | ||
988 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
989 | ||
990 | class AcceptanceTest(WebMockTestCase): | |
991 | @unittest.expectedFailure | |
992 | def test_success_sell_only_necessary(self): | |
993 | fetch_balance = { | |
994 | "ETH": { | |
995 | "exchange_free": D("1.0"), | |
996 | "exchange_used": D("0.0"), | |
997 | "exchange_total": D("1.0"), | |
998 | "total": D("1.0"), | |
999 | }, | |
1000 | "ETC": { | |
1001 | "exchange_free": D("4.0"), | |
1002 | "exchange_used": D("0.0"), | |
1003 | "exchange_total": D("4.0"), | |
1004 | "total": D("4.0"), | |
1005 | }, | |
1006 | "XVG": { | |
1007 | "exchange_free": D("1000.0"), | |
1008 | "exchange_used": D("0.0"), | |
1009 | "exchange_total": D("1000.0"), | |
1010 | "total": D("1000.0"), | |
1011 | }, | |
1012 | } | |
1013 | repartition = { | |
1014 | "ETH": (D("0.25"), "long"), | |
1015 | "ETC": (D("0.25"), "long"), | |
1016 | "BTC": (D("0.4"), "long"), | |
1017 | "BTD": (D("0.01"), "short"), | |
1018 | "B2X": (D("0.04"), "long"), | |
1019 | "USDT": (D("0.05"), "long"), | |
1020 | } | |
1021 | ||
1022 | def fetch_ticker(symbol): | |
1023 | if symbol == "ETH/BTC": | |
1024 | return { | |
1025 | "symbol": "ETH/BTC", | |
1026 | "bid": D("0.14"), | |
1027 | "ask": D("0.16") | |
1028 | } | |
1029 | if symbol == "ETC/BTC": | |
1030 | return { | |
1031 | "symbol": "ETC/BTC", | |
1032 | "bid": D("0.002"), | |
1033 | "ask": D("0.003") | |
1034 | } | |
1035 | if symbol == "XVG/BTC": | |
1036 | return { | |
1037 | "symbol": "XVG/BTC", | |
1038 | "bid": D("0.00003"), | |
1039 | "ask": D("0.00005") | |
1040 | } | |
1041 | if symbol == "BTD/BTC": | |
1042 | return { | |
1043 | "symbol": "BTD/BTC", | |
1044 | "bid": D("0.0008"), | |
1045 | "ask": D("0.0012") | |
1046 | } | |
1047 | if symbol == "B2X/BTC": | |
1048 | return { | |
1049 | "symbol": "B2X/BTC", | |
1050 | "bid": D("0.0008"), | |
1051 | "ask": D("0.0012") | |
1052 | } | |
1053 | if symbol == "USDT/BTC": | |
1054 | raise helper.ExchangeError | |
1055 | if symbol == "BTC/USDT": | |
1056 | return { | |
1057 | "symbol": "BTC/USDT", | |
1058 | "bid": D("14000"), | |
1059 | "ask": D("16000") | |
1060 | } | |
1061 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
1062 | ||
1063 | market = mock.Mock() | |
1064 | market.fetch_all_balances.return_value = fetch_balance | |
1065 | market.fetch_ticker.side_effect = fetch_ticker | |
1066 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): | |
1067 | # Action 1 | |
1068 | helper.prepare_trades(market) | |
1069 | ||
1070 | balances = portfolio.BalanceStore.all | |
1071 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) | |
1072 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
1073 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
1074 | ||
1075 | ||
1076 | trades = TradeStore.all | |
1077 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
1078 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
1079 | self.assertEqual("dispose", trades[0].action) | |
1080 | ||
1081 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
1082 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
1083 | self.assertEqual("acquire", trades[1].action) | |
1084 | ||
1085 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
1086 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
1087 | self.assertEqual("dispose", trades[2].action) | |
1088 | ||
1089 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
1090 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
1091 | self.assertEqual("dispose", trades[3].action) | |
1092 | ||
1093 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
1094 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
1095 | self.assertEqual("acquire", trades[4].action) | |
1096 | ||
1097 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
1098 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
1099 | self.assertEqual("acquire", trades[5].action) | |
1100 | ||
1101 | # Action 2 | |
1102 | portfolio.Trade.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) | |
1103 | ||
1104 | all_orders = portfolio.Trade.all_orders() | |
1105 | self.assertEqual(2, len(all_orders)) | |
1106 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
1107 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
1108 | self.assertEqual(1000, all_orders[1].amount.value) | |
1109 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
1110 | ||
1111 | ||
1112 | def create_order(symbol, type, action, amount, price=None, account="exchange"): | |
1113 | self.assertEqual("limit", type) | |
1114 | if symbol == "ETH/BTC": | |
1115 | self.assertEqual("sell", action) | |
1116 | self.assertEqual(D('0.66666666'), amount) | |
1117 | self.assertEqual(D("0.14014"), price) | |
1118 | elif symbol == "XVG/BTC": | |
1119 | self.assertEqual("sell", action) | |
1120 | self.assertEqual(1000, amount) | |
1121 | self.assertEqual(D("0.00003003"), price) | |
1122 | else: | |
1123 | self.fail("I shouldn't have been called") | |
1124 | ||
1125 | return { | |
1126 | "id": symbol, | |
1127 | } | |
1128 | market.create_order.side_effect = create_order | |
1129 | market.order_precision.return_value = 8 | |
1130 | ||
1131 | # Action 3 | |
1132 | portfolio.TradeStore.run_orders() | |
1133 | ||
1134 | self.assertEqual("open", all_orders[0].status) | |
1135 | self.assertEqual("open", all_orders[1].status) | |
1136 | ||
1137 | market.fetch_order.return_value = { "status": "closed" } | |
1138 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
1139 | # Action 4 | |
1140 | helper.follow_orders(verbose=False) | |
1141 | ||
1142 | sleep.assert_called_with(30) | |
1143 | ||
1144 | for order in all_orders: | |
1145 | self.assertEqual("closed", order.status) | |
1146 | ||
1147 | fetch_balance = { | |
1148 | "ETH": { | |
1149 | "free": D("1.0") / 3, | |
1150 | "used": D("0.0"), | |
1151 | "total": D("1.0") / 3, | |
1152 | }, | |
1153 | "BTC": { | |
1154 | "free": D("0.134"), | |
1155 | "used": D("0.0"), | |
1156 | "total": D("0.134"), | |
1157 | }, | |
1158 | "ETC": { | |
1159 | "free": D("4.0"), | |
1160 | "used": D("0.0"), | |
1161 | "total": D("4.0"), | |
1162 | }, | |
1163 | "XVG": { | |
1164 | "free": D("0.0"), | |
1165 | "used": D("0.0"), | |
1166 | "total": D("0.0"), | |
1167 | }, | |
1168 | } | |
1169 | market.fetch_balance.return_value = fetch_balance | |
1170 | ||
1171 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): | |
1172 | # Action 5 | |
1173 | helper.update_trades(market, only="buy", compute_value="average") | |
1174 | ||
1175 | balances = portfolio.BalanceStore.all | |
1176 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) | |
1177 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
1178 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
1179 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
1180 | ||
1181 | ||
1182 | trades = TradeStore.all | |
1183 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) | |
1184 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) | |
1185 | self.assertEqual("sell", trades["ETH"].action) | |
1186 | ||
1187 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) | |
1188 | self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to) | |
1189 | self.assertEqual("buy", trades["ETC"].action) | |
1190 | ||
1191 | self.assertNotIn("BTC", trades) | |
1192 | ||
1193 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) | |
1194 | self.assertEqual(portfolio.Amount("BTC", D("0.00194")), trades["BTD"].value_to) | |
1195 | self.assertEqual("buy", trades["BTD"].action) | |
1196 | ||
1197 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) | |
1198 | self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to) | |
1199 | self.assertEqual("buy", trades["B2X"].action) | |
1200 | ||
1201 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) | |
1202 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to) | |
1203 | self.assertEqual("buy", trades["USDT"].action) | |
1204 | ||
1205 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) | |
1206 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) | |
1207 | self.assertEqual("sell", trades["XVG"].action) | |
1208 | ||
1209 | # Action 6 | |
1210 | portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"]) | |
1211 | ||
1212 | all_orders = portfolio.Trade.all_orders(state="pending") | |
1213 | self.assertEqual(4, len(all_orders)) | |
1214 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
1215 | self.assertEqual(D("0.003"), all_orders[0].rate) | |
1216 | self.assertEqual("buy", all_orders[0].action) | |
1217 | self.assertEqual("long", all_orders[0].trade_type) | |
1218 | ||
1219 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) | |
1220 | self.assertEqual(D("0.0012"), all_orders[1].rate) | |
1221 | self.assertEqual("sell", all_orders[1].action) | |
1222 | self.assertEqual("short", all_orders[1].trade_type) | |
1223 | ||
1224 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
1225 | self.assertAlmostEqual(0, diff.value) | |
1226 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
1227 | self.assertEqual("buy", all_orders[2].action) | |
1228 | self.assertEqual("long", all_orders[2].trade_type) | |
1229 | ||
1230 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
1231 | self.assertEqual(D("16000"), all_orders[3].rate) | |
1232 | self.assertEqual("sell", all_orders[3].action) | |
1233 | self.assertEqual("long", all_orders[3].trade_type) | |
1234 | ||
1235 | # Action 6b | |
1236 | # TODO: | |
1237 | # Move balances to margin | |
1238 | ||
1239 | # Action 7 | |
1240 | # TODO | |
1241 | # portfolio.TradeStore.run_orders() | |
1242 | ||
1243 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
1244 | # Action 8 | |
1245 | helper.follow_orders(verbose=False) | |
1246 | ||
1247 | sleep.assert_called_with(30) | |
1248 | ||
1249 | if __name__ == '__main__': | |
1250 | unittest.main() |