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