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1 | import sys | |
2 | import portfolio | |
3 | import unittest | |
4 | from decimal import Decimal as D | |
5 | from unittest import mock | |
6 | import requests | |
7 | import requests_mock | |
8 | from io import StringIO | |
9 | import helper | |
10 | ||
11 | limits = ["acceptance", "unit"] | |
12 | for test_type in limits: | |
13 | if "--no{}".format(test_type) in sys.argv: | |
14 | sys.argv.remove("--no{}".format(test_type)) | |
15 | limits.remove(test_type) | |
16 | if "--only{}".format(test_type) in sys.argv: | |
17 | sys.argv.remove("--only{}".format(test_type)) | |
18 | limits = [test_type] | |
19 | break | |
20 | ||
21 | class WebMockTestCase(unittest.TestCase): | |
22 | import time | |
23 | ||
24 | def setUp(self): | |
25 | super(WebMockTestCase, self).setUp() | |
26 | self.wm = requests_mock.Mocker() | |
27 | self.wm.start() | |
28 | ||
29 | self.patchers = [ | |
30 | mock.patch.multiple(portfolio.BalanceStore, | |
31 | all={},), | |
32 | mock.patch.multiple(portfolio.TradeStore, | |
33 | all=[], | |
34 | debug=False), | |
35 | mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), | |
36 | mock.patch.multiple(portfolio.Computation, | |
37 | computations=portfolio.Computation.computations), | |
38 | mock.patch.multiple(helper, | |
39 | fees_cache={}, | |
40 | ticker_cache={}, | |
41 | ticker_cache_timestamp=self.time.time()), | |
42 | ] | |
43 | for patcher in self.patchers: | |
44 | patcher.start() | |
45 | ||
46 | def tearDown(self): | |
47 | for patcher in self.patchers: | |
48 | patcher.stop() | |
49 | self.wm.stop() | |
50 | super(WebMockTestCase, self).tearDown() | |
51 | ||
52 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
53 | class PortfolioTest(WebMockTestCase): | |
54 | def fill_data(self): | |
55 | if self.json_response is not None: | |
56 | portfolio.Portfolio.data = self.json_response | |
57 | ||
58 | def setUp(self): | |
59 | super(PortfolioTest, self).setUp() | |
60 | ||
61 | with open("test_portfolio.json") as example: | |
62 | self.json_response = example.read() | |
63 | ||
64 | self.wm.get(portfolio.Portfolio.URL, text=self.json_response) | |
65 | ||
66 | def test_get_cryptoportfolio(self): | |
67 | self.wm.get(portfolio.Portfolio.URL, [ | |
68 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
69 | {"text": "System Error", "status_code": 500}, | |
70 | {"exc": requests.exceptions.ConnectTimeout}, | |
71 | ]) | |
72 | portfolio.Portfolio.get_cryptoportfolio() | |
73 | self.assertIn("foo", portfolio.Portfolio.data) | |
74 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
75 | self.assertTrue(self.wm.called) | |
76 | self.assertEqual(1, self.wm.call_count) | |
77 | ||
78 | portfolio.Portfolio.get_cryptoportfolio() | |
79 | self.assertIsNone(portfolio.Portfolio.data) | |
80 | self.assertEqual(2, self.wm.call_count) | |
81 | ||
82 | portfolio.Portfolio.data = "Foo" | |
83 | portfolio.Portfolio.get_cryptoportfolio() | |
84 | self.assertEqual("Foo", portfolio.Portfolio.data) | |
85 | self.assertEqual(3, self.wm.call_count) | |
86 | ||
87 | def test_parse_cryptoportfolio(self): | |
88 | portfolio.Portfolio.parse_cryptoportfolio() | |
89 | ||
90 | self.assertListEqual( | |
91 | ["medium", "high"], | |
92 | list(portfolio.Portfolio.liquidities.keys())) | |
93 | ||
94 | liquidities = portfolio.Portfolio.liquidities | |
95 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
96 | self.assertEqual(10, len(liquidities["high"].keys())) | |
97 | ||
98 | expected = { | |
99 | 'BTC': (D("0.2857"), "long"), | |
100 | 'DGB': (D("0.1015"), "long"), | |
101 | 'DOGE': (D("0.1805"), "long"), | |
102 | 'SC': (D("0.0623"), "long"), | |
103 | 'ZEC': (D("0.3701"), "long"), | |
104 | } | |
105 | self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) | |
106 | ||
107 | expected = { | |
108 | 'BTC': (D("1.1102e-16"), "long"), | |
109 | 'ETC': (D("0.1"), "long"), | |
110 | 'FCT': (D("0.1"), "long"), | |
111 | 'GAS': (D("0.1"), "long"), | |
112 | 'NAV': (D("0.1"), "long"), | |
113 | 'OMG': (D("0.1"), "long"), | |
114 | 'OMNI': (D("0.1"), "long"), | |
115 | 'PPC': (D("0.1"), "long"), | |
116 | 'RIC': (D("0.1"), "long"), | |
117 | 'VIA': (D("0.1"), "long"), | |
118 | 'XCP': (D("0.1"), "long"), | |
119 | } | |
120 | self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) | |
121 | ||
122 | # It doesn't refetch the data when available | |
123 | portfolio.Portfolio.parse_cryptoportfolio() | |
124 | ||
125 | self.assertEqual(1, self.wm.call_count) | |
126 | ||
127 | def test_repartition(self): | |
128 | expected_medium = { | |
129 | 'BTC': (D("1.1102e-16"), "long"), | |
130 | 'USDT': (D("0.1"), "long"), | |
131 | 'ETC': (D("0.1"), "long"), | |
132 | 'FCT': (D("0.1"), "long"), | |
133 | 'OMG': (D("0.1"), "long"), | |
134 | 'STEEM': (D("0.1"), "long"), | |
135 | 'STRAT': (D("0.1"), "long"), | |
136 | 'XEM': (D("0.1"), "long"), | |
137 | 'XMR': (D("0.1"), "long"), | |
138 | 'XVC': (D("0.1"), "long"), | |
139 | 'ZRX': (D("0.1"), "long"), | |
140 | } | |
141 | expected_high = { | |
142 | 'USDT': (D("0.1226"), "long"), | |
143 | 'BTC': (D("0.1429"), "long"), | |
144 | 'ETC': (D("0.1127"), "long"), | |
145 | 'ETH': (D("0.1569"), "long"), | |
146 | 'FCT': (D("0.3341"), "long"), | |
147 | 'GAS': (D("0.1308"), "long"), | |
148 | } | |
149 | ||
150 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) | |
151 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) | |
152 | self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) | |
153 | ||
154 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
155 | class AmountTest(WebMockTestCase): | |
156 | def test_values(self): | |
157 | amount = portfolio.Amount("BTC", "0.65") | |
158 | self.assertEqual(D("0.65"), amount.value) | |
159 | self.assertEqual("BTC", amount.currency) | |
160 | ||
161 | def test_in_currency(self): | |
162 | amount = portfolio.Amount("ETC", 10) | |
163 | ||
164 | self.assertEqual(amount, amount.in_currency("ETC", None)) | |
165 | ||
166 | ticker_mock = unittest.mock.Mock() | |
167 | with mock.patch.object(helper, 'get_ticker', new=ticker_mock): | |
168 | ticker_mock.return_value = None | |
169 | ||
170 | self.assertRaises(Exception, amount.in_currency, "ETH", None) | |
171 | ||
172 | with mock.patch.object(helper, 'get_ticker', new=ticker_mock): | |
173 | ticker_mock.return_value = { | |
174 | "bid": D("0.2"), | |
175 | "ask": D("0.4"), | |
176 | "average": D("0.3"), | |
177 | "foo": "bar", | |
178 | } | |
179 | converted_amount = amount.in_currency("ETH", None) | |
180 | ||
181 | self.assertEqual(D("3.0"), converted_amount.value) | |
182 | self.assertEqual("ETH", converted_amount.currency) | |
183 | self.assertEqual(amount, converted_amount.linked_to) | |
184 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
185 | ||
186 | converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") | |
187 | self.assertEqual(D("2"), converted_amount.value) | |
188 | ||
189 | converted_amount = amount.in_currency("ETH", None, compute_value="ask") | |
190 | self.assertEqual(D("4"), converted_amount.value) | |
191 | ||
192 | converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) | |
193 | self.assertEqual(D("0.2"), converted_amount.value) | |
194 | ||
195 | def test__round(self): | |
196 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
197 | self.assertEqual(D("1.23456789"), round(amount).value) | |
198 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
199 | ||
200 | def test__abs(self): | |
201 | amount = portfolio.Amount("SC", -120) | |
202 | self.assertEqual(120, abs(amount).value) | |
203 | self.assertEqual("SC", abs(amount).currency) | |
204 | ||
205 | amount = portfolio.Amount("SC", 10) | |
206 | self.assertEqual(10, abs(amount).value) | |
207 | self.assertEqual("SC", abs(amount).currency) | |
208 | ||
209 | def test__add(self): | |
210 | amount1 = portfolio.Amount("XVG", "12.9") | |
211 | amount2 = portfolio.Amount("XVG", "13.1") | |
212 | ||
213 | self.assertEqual(26, (amount1 + amount2).value) | |
214 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
215 | ||
216 | amount3 = portfolio.Amount("ETH", "1.6") | |
217 | with self.assertRaises(Exception): | |
218 | amount1 + amount3 | |
219 | ||
220 | amount4 = portfolio.Amount("ETH", 0.0) | |
221 | self.assertEqual(amount1, amount1 + amount4) | |
222 | ||
223 | def test__radd(self): | |
224 | amount = portfolio.Amount("XVG", "12.9") | |
225 | ||
226 | self.assertEqual(amount, 0 + amount) | |
227 | with self.assertRaises(Exception): | |
228 | 4 + amount | |
229 | ||
230 | def test__sub(self): | |
231 | amount1 = portfolio.Amount("XVG", "13.3") | |
232 | amount2 = portfolio.Amount("XVG", "13.1") | |
233 | ||
234 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | |
235 | self.assertEqual("XVG", (amount1 - amount2).currency) | |
236 | ||
237 | amount3 = portfolio.Amount("ETH", "1.6") | |
238 | with self.assertRaises(Exception): | |
239 | amount1 - amount3 | |
240 | ||
241 | amount4 = portfolio.Amount("ETH", 0.0) | |
242 | self.assertEqual(amount1, amount1 - amount4) | |
243 | ||
244 | def test__mul(self): | |
245 | amount = portfolio.Amount("XEM", 11) | |
246 | ||
247 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | |
248 | self.assertEqual(D("33"), (amount * 3).value) | |
249 | ||
250 | with self.assertRaises(Exception): | |
251 | amount * amount | |
252 | ||
253 | def test__rmul(self): | |
254 | amount = portfolio.Amount("XEM", 11) | |
255 | ||
256 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | |
257 | self.assertEqual(D("33"), (3 * amount).value) | |
258 | ||
259 | def test__floordiv(self): | |
260 | amount = portfolio.Amount("XEM", 11) | |
261 | ||
262 | self.assertEqual(D("5.5"), (amount / 2).value) | |
263 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
264 | ||
265 | with self.assertRaises(Exception): | |
266 | amount / amount | |
267 | ||
268 | def test__truediv(self): | |
269 | amount = portfolio.Amount("XEM", 11) | |
270 | ||
271 | self.assertEqual(D("5.5"), (amount / 2).value) | |
272 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
273 | ||
274 | def test__lt(self): | |
275 | amount1 = portfolio.Amount("BTD", 11.3) | |
276 | amount2 = portfolio.Amount("BTD", 13.1) | |
277 | ||
278 | self.assertTrue(amount1 < amount2) | |
279 | self.assertFalse(amount2 < amount1) | |
280 | self.assertFalse(amount1 < amount1) | |
281 | ||
282 | amount3 = portfolio.Amount("BTC", 1.6) | |
283 | with self.assertRaises(Exception): | |
284 | amount1 < amount3 | |
285 | ||
286 | def test__le(self): | |
287 | amount1 = portfolio.Amount("BTD", 11.3) | |
288 | amount2 = portfolio.Amount("BTD", 13.1) | |
289 | ||
290 | self.assertTrue(amount1 <= amount2) | |
291 | self.assertFalse(amount2 <= amount1) | |
292 | self.assertTrue(amount1 <= amount1) | |
293 | ||
294 | amount3 = portfolio.Amount("BTC", 1.6) | |
295 | with self.assertRaises(Exception): | |
296 | amount1 <= amount3 | |
297 | ||
298 | def test__gt(self): | |
299 | amount1 = portfolio.Amount("BTD", 11.3) | |
300 | amount2 = portfolio.Amount("BTD", 13.1) | |
301 | ||
302 | self.assertTrue(amount2 > amount1) | |
303 | self.assertFalse(amount1 > amount2) | |
304 | self.assertFalse(amount1 > amount1) | |
305 | ||
306 | amount3 = portfolio.Amount("BTC", 1.6) | |
307 | with self.assertRaises(Exception): | |
308 | amount3 > amount1 | |
309 | ||
310 | def test__ge(self): | |
311 | amount1 = portfolio.Amount("BTD", 11.3) | |
312 | amount2 = portfolio.Amount("BTD", 13.1) | |
313 | ||
314 | self.assertTrue(amount2 >= amount1) | |
315 | self.assertFalse(amount1 >= amount2) | |
316 | self.assertTrue(amount1 >= amount1) | |
317 | ||
318 | amount3 = portfolio.Amount("BTC", 1.6) | |
319 | with self.assertRaises(Exception): | |
320 | amount3 >= amount1 | |
321 | ||
322 | def test__eq(self): | |
323 | amount1 = portfolio.Amount("BTD", 11.3) | |
324 | amount2 = portfolio.Amount("BTD", 13.1) | |
325 | amount3 = portfolio.Amount("BTD", 11.3) | |
326 | ||
327 | self.assertFalse(amount1 == amount2) | |
328 | self.assertFalse(amount2 == amount1) | |
329 | self.assertTrue(amount1 == amount3) | |
330 | self.assertFalse(amount2 == 0) | |
331 | ||
332 | amount4 = portfolio.Amount("BTC", 1.6) | |
333 | with self.assertRaises(Exception): | |
334 | amount1 == amount4 | |
335 | ||
336 | amount5 = portfolio.Amount("BTD", 0) | |
337 | self.assertTrue(amount5 == 0) | |
338 | ||
339 | def test__ne(self): | |
340 | amount1 = portfolio.Amount("BTD", 11.3) | |
341 | amount2 = portfolio.Amount("BTD", 13.1) | |
342 | amount3 = portfolio.Amount("BTD", 11.3) | |
343 | ||
344 | self.assertTrue(amount1 != amount2) | |
345 | self.assertTrue(amount2 != amount1) | |
346 | self.assertFalse(amount1 != amount3) | |
347 | self.assertTrue(amount2 != 0) | |
348 | ||
349 | amount4 = portfolio.Amount("BTC", 1.6) | |
350 | with self.assertRaises(Exception): | |
351 | amount1 != amount4 | |
352 | ||
353 | amount5 = portfolio.Amount("BTD", 0) | |
354 | self.assertFalse(amount5 != 0) | |
355 | ||
356 | def test__neg(self): | |
357 | amount1 = portfolio.Amount("BTD", "11.3") | |
358 | ||
359 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
360 | ||
361 | def test__str(self): | |
362 | amount1 = portfolio.Amount("BTX", 32) | |
363 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
364 | ||
365 | amount2 = portfolio.Amount("USDT", 12000) | |
366 | amount1.linked_to = amount2 | |
367 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
368 | ||
369 | def test__repr(self): | |
370 | amount1 = portfolio.Amount("BTX", 32) | |
371 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
372 | ||
373 | amount2 = portfolio.Amount("USDT", 12000) | |
374 | amount1.linked_to = amount2 | |
375 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
376 | ||
377 | amount3 = portfolio.Amount("BTC", 0.1) | |
378 | amount2.linked_to = amount3 | |
379 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
380 | ||
381 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
382 | class BalanceTest(WebMockTestCase): | |
383 | def test_values(self): | |
384 | balance = portfolio.Balance("BTC", { | |
385 | "exchange_total": "0.65", | |
386 | "exchange_free": "0.35", | |
387 | "exchange_used": "0.30", | |
388 | "margin_total": "-10", | |
389 | "margin_borrowed": "-10", | |
390 | "margin_free": "0", | |
391 | "margin_position_type": "short", | |
392 | "margin_borrowed_base_currency": "USDT", | |
393 | "margin_liquidation_price": "1.20", | |
394 | "margin_pending_gain": "10", | |
395 | "margin_lending_fees": "0.4", | |
396 | "margin_borrowed_base_price": "0.15", | |
397 | }) | |
398 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
399 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
400 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
401 | self.assertEqual("BTC", balance.exchange_total.currency) | |
402 | self.assertEqual("BTC", balance.exchange_free.currency) | |
403 | self.assertEqual("BTC", balance.exchange_total.currency) | |
404 | ||
405 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
406 | self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value) | |
407 | self.assertEqual(portfolio.D("0"), balance.margin_free.value) | |
408 | self.assertEqual("BTC", balance.margin_total.currency) | |
409 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
410 | self.assertEqual("BTC", balance.margin_free.currency) | |
411 | ||
412 | self.assertEqual("BTC", balance.currency) | |
413 | ||
414 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) | |
415 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
416 | ||
417 | def test__repr(self): | |
418 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
419 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
420 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
421 | "exchange_used": 1, "exchange_free": 2 }) | |
422 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
423 | ||
424 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) | |
425 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
426 | ||
427 | balance = portfolio.Balance("BTX", { "margin_total": 3, | |
428 | "margin_borrowed": 1, "margin_free": 2 }) | |
429 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
430 | ||
431 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 2 }) | |
432 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | |
433 | ||
434 | balance = portfolio.Balance("BTX", { "margin_total": -3, | |
435 | "margin_borrowed_base_price": D("0.1"), | |
436 | "margin_borrowed_base_currency": "BTC", | |
437 | "margin_lending_fees": D("0.002") }) | |
438 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
439 | ||
440 | balance = portfolio.Balance("BTX", { "margin_total": 1, | |
441 | "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2}) | |
442 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
443 | ||
444 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
445 | class HelperTest(WebMockTestCase): | |
446 | def test_get_ticker(self): | |
447 | market = mock.Mock() | |
448 | market.fetch_ticker.side_effect = [ | |
449 | { "bid": 1, "ask": 3 }, | |
450 | helper.ExchangeError("foo"), | |
451 | { "bid": 10, "ask": 40 }, | |
452 | helper.ExchangeError("foo"), | |
453 | helper.ExchangeError("foo"), | |
454 | ] | |
455 | ||
456 | ticker = helper.get_ticker("ETH", "ETC", market) | |
457 | market.fetch_ticker.assert_called_with("ETH/ETC") | |
458 | self.assertEqual(1, ticker["bid"]) | |
459 | self.assertEqual(3, ticker["ask"]) | |
460 | self.assertEqual(2, ticker["average"]) | |
461 | self.assertFalse(ticker["inverted"]) | |
462 | ||
463 | ticker = helper.get_ticker("ETH", "XVG", market) | |
464 | self.assertEqual(0.0625, ticker["average"]) | |
465 | self.assertTrue(ticker["inverted"]) | |
466 | self.assertIn("original", ticker) | |
467 | self.assertEqual(10, ticker["original"]["bid"]) | |
468 | ||
469 | ticker = helper.get_ticker("XVG", "XMR", market) | |
470 | self.assertIsNone(ticker) | |
471 | ||
472 | market.fetch_ticker.assert_has_calls([ | |
473 | mock.call("ETH/ETC"), | |
474 | mock.call("ETH/XVG"), | |
475 | mock.call("XVG/ETH"), | |
476 | mock.call("XVG/XMR"), | |
477 | mock.call("XMR/XVG"), | |
478 | ]) | |
479 | ||
480 | market2 = mock.Mock() | |
481 | market2.fetch_ticker.side_effect = [ | |
482 | { "bid": 1, "ask": 3 }, | |
483 | { "bid": 1.2, "ask": 3.5 }, | |
484 | ] | |
485 | ticker1 = helper.get_ticker("ETH", "ETC", market2) | |
486 | ticker2 = helper.get_ticker("ETH", "ETC", market2) | |
487 | ticker3 = helper.get_ticker("ETC", "ETH", market2) | |
488 | market2.fetch_ticker.assert_called_once_with("ETH/ETC") | |
489 | self.assertEqual(1, ticker1["bid"]) | |
490 | self.assertDictEqual(ticker1, ticker2) | |
491 | self.assertDictEqual(ticker1, ticker3["original"]) | |
492 | ||
493 | ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True) | |
494 | ticker5 = helper.get_ticker("ETH", "ETC", market2) | |
495 | self.assertEqual(1.2, ticker4["bid"]) | |
496 | self.assertDictEqual(ticker4, ticker5) | |
497 | ||
498 | market3 = mock.Mock() | |
499 | market3.fetch_ticker.side_effect = [ | |
500 | { "bid": 1, "ask": 3 }, | |
501 | { "bid": 1.2, "ask": 3.5 }, | |
502 | ] | |
503 | ticker6 = helper.get_ticker("ETH", "ETC", market3) | |
504 | helper.ticker_cache_timestamp -= 4 | |
505 | ticker7 = helper.get_ticker("ETH", "ETC", market3) | |
506 | helper.ticker_cache_timestamp -= 2 | |
507 | ticker8 = helper.get_ticker("ETH", "ETC", market3) | |
508 | self.assertDictEqual(ticker6, ticker7) | |
509 | self.assertEqual(1.2, ticker8["bid"]) | |
510 | ||
511 | def test_fetch_fees(self): | |
512 | market = mock.Mock() | |
513 | market.fetch_fees.return_value = "Foo" | |
514 | self.assertEqual("Foo", helper.fetch_fees(market)) | |
515 | market.fetch_fees.assert_called_once() | |
516 | self.assertEqual("Foo", helper.fetch_fees(market)) | |
517 | market.fetch_fees.assert_called_once() | |
518 | ||
519 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
520 | @mock.patch.object(helper, "get_ticker") | |
521 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
522 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
523 | repartition.return_value = { | |
524 | "XEM": (D("0.75"), "long"), | |
525 | "BTC": (D("0.25"), "long"), | |
526 | } | |
527 | def _get_ticker(c1, c2, market): | |
528 | if c1 == "USDT" and c2 == "BTC": | |
529 | return { "average": D("0.0001") } | |
530 | if c1 == "XVG" and c2 == "BTC": | |
531 | return { "average": D("0.000001") } | |
532 | if c1 == "XEM" and c2 == "BTC": | |
533 | return { "average": D("0.001") } | |
534 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
535 | get_ticker.side_effect = _get_ticker | |
536 | ||
537 | market = mock.Mock() | |
538 | market.fetch_all_balances.return_value = { | |
539 | "USDT": { | |
540 | "exchange_free": D("10000.0"), | |
541 | "exchange_used": D("0.0"), | |
542 | "exchange_total": D("10000.0"), | |
543 | "total": D("10000.0") | |
544 | }, | |
545 | "XVG": { | |
546 | "exchange_free": D("10000.0"), | |
547 | "exchange_used": D("0.0"), | |
548 | "exchange_total": D("10000.0"), | |
549 | "total": D("10000.0") | |
550 | }, | |
551 | } | |
552 | helper.prepare_trades(market) | |
553 | compute_trades.assert_called() | |
554 | ||
555 | call = compute_trades.call_args | |
556 | self.assertEqual(market, call[1]["market"]) | |
557 | self.assertEqual(1, call[0][0]["USDT"].value) | |
558 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
559 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
560 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
561 | ||
562 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
563 | @mock.patch.object(helper, "get_ticker") | |
564 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
565 | def test_update_trades(self, compute_trades, get_ticker, repartition): | |
566 | repartition.return_value = { | |
567 | "XEM": (D("0.75"), "long"), | |
568 | "BTC": (D("0.25"), "long"), | |
569 | } | |
570 | def _get_ticker(c1, c2, market): | |
571 | if c1 == "USDT" and c2 == "BTC": | |
572 | return { "average": D("0.0001") } | |
573 | if c1 == "XVG" and c2 == "BTC": | |
574 | return { "average": D("0.000001") } | |
575 | if c1 == "XEM" and c2 == "BTC": | |
576 | return { "average": D("0.001") } | |
577 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
578 | get_ticker.side_effect = _get_ticker | |
579 | ||
580 | market = mock.Mock() | |
581 | market.fetch_all_balances.return_value = { | |
582 | "USDT": { | |
583 | "exchange_free": D("10000.0"), | |
584 | "exchange_used": D("0.0"), | |
585 | "exchange_total": D("10000.0"), | |
586 | "total": D("10000.0") | |
587 | }, | |
588 | "XVG": { | |
589 | "exchange_free": D("10000.0"), | |
590 | "exchange_used": D("0.0"), | |
591 | "exchange_total": D("10000.0"), | |
592 | "total": D("10000.0") | |
593 | }, | |
594 | } | |
595 | helper.update_trades(market) | |
596 | compute_trades.assert_called() | |
597 | ||
598 | call = compute_trades.call_args | |
599 | self.assertEqual(market, call[1]["market"]) | |
600 | self.assertEqual(1, call[0][0]["USDT"].value) | |
601 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
602 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
603 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
604 | ||
605 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
606 | @mock.patch.object(helper, "get_ticker") | |
607 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
608 | def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): | |
609 | def _get_ticker(c1, c2, market): | |
610 | if c1 == "USDT" and c2 == "BTC": | |
611 | return { "average": D("0.0001") } | |
612 | if c1 == "XVG" and c2 == "BTC": | |
613 | return { "average": D("0.000001") } | |
614 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
615 | get_ticker.side_effect = _get_ticker | |
616 | ||
617 | market = mock.Mock() | |
618 | market.fetch_all_balances.return_value = { | |
619 | "USDT": { | |
620 | "exchange_free": D("10000.0"), | |
621 | "exchange_used": D("0.0"), | |
622 | "exchange_total": D("10000.0"), | |
623 | "total": D("10000.0") | |
624 | }, | |
625 | "XVG": { | |
626 | "exchange_free": D("10000.0"), | |
627 | "exchange_used": D("0.0"), | |
628 | "exchange_total": D("10000.0"), | |
629 | "total": D("10000.0") | |
630 | }, | |
631 | } | |
632 | helper.prepare_trades_to_sell_all(market) | |
633 | repartition.assert_not_called() | |
634 | compute_trades.assert_called() | |
635 | ||
636 | call = compute_trades.call_args | |
637 | self.assertEqual(market, call[1]["market"]) | |
638 | self.assertEqual(1, call[0][0]["USDT"].value) | |
639 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
640 | self.assertEqual(D("1.01"), call[0][1]["BTC"].value) | |
641 | ||
642 | @mock.patch.object(portfolio.time, "sleep") | |
643 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
644 | def test_follow_orders(self, all_orders, time_mock): | |
645 | for verbose, debug, sleep in [ | |
646 | (True, False, None), (False, False, None), | |
647 | (True, True, None), (True, False, 12), | |
648 | (True, True, 12)]: | |
649 | with self.subTest(sleep=sleep, debug=debug, verbose=verbose), \ | |
650 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
651 | portfolio.TradeStore.debug = debug | |
652 | order_mock1 = mock.Mock() | |
653 | order_mock2 = mock.Mock() | |
654 | order_mock3 = mock.Mock() | |
655 | all_orders.side_effect = [ | |
656 | [order_mock1, order_mock2], | |
657 | [order_mock1, order_mock2], | |
658 | ||
659 | [order_mock1, order_mock3], | |
660 | [order_mock1, order_mock3], | |
661 | ||
662 | [order_mock1, order_mock3], | |
663 | [order_mock1, order_mock3], | |
664 | ||
665 | [] | |
666 | ] | |
667 | ||
668 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
669 | order_mock2.get_status.side_effect = ["open"] | |
670 | order_mock3.get_status.side_effect = ["open", "closed"] | |
671 | ||
672 | order_mock1.trade = mock.Mock() | |
673 | order_mock2.trade = mock.Mock() | |
674 | order_mock3.trade = mock.Mock() | |
675 | ||
676 | helper.follow_orders(verbose=verbose, sleep=sleep) | |
677 | ||
678 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
679 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
680 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
681 | self.assertEqual(3, order_mock1.get_status.call_count) | |
682 | ||
683 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
684 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
685 | self.assertEqual(1, order_mock2.get_status.call_count) | |
686 | ||
687 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
688 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
689 | self.assertEqual(2, order_mock3.get_status.call_count) | |
690 | ||
691 | if sleep is None: | |
692 | if debug: | |
693 | time_mock.assert_called_with(7) | |
694 | else: | |
695 | time_mock.assert_called_with(30) | |
696 | else: | |
697 | time_mock.assert_called_with(sleep) | |
698 | ||
699 | if verbose: | |
700 | self.assertNotEqual("", stdout_mock.getvalue()) | |
701 | else: | |
702 | self.assertEqual("", stdout_mock.getvalue()) | |
703 | ||
704 | @mock.patch.object(portfolio.BalanceStore, "fetch_balances") | |
705 | def test_move_balance(self, fetch_balances): | |
706 | for debug in [True, False]: | |
707 | with self.subTest(debug=debug),\ | |
708 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
709 | value_from = portfolio.Amount("BTC", "1.0") | |
710 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
711 | value_to = portfolio.Amount("BTC", "10.0") | |
712 | trade1 = portfolio.Trade(value_from, value_to, "ETH") | |
713 | ||
714 | value_from = portfolio.Amount("BTC", "0.0") | |
715 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
716 | value_to = portfolio.Amount("BTC", "-3.0") | |
717 | trade2 = portfolio.Trade(value_from, value_to, "ETH") | |
718 | ||
719 | value_from = portfolio.Amount("USDT", "0.0") | |
720 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
721 | value_to = portfolio.Amount("USDT", "-50.0") | |
722 | trade3 = portfolio.Trade(value_from, value_to, "XVG") | |
723 | ||
724 | portfolio.TradeStore.all = [trade1, trade2, trade3] | |
725 | balance1 = portfolio.Balance("BTC", { "margin_free": "0" }) | |
726 | balance2 = portfolio.Balance("USDT", { "margin_free": "100" }) | |
727 | portfolio.BalanceStore.all = {"BTC": balance1, "USDT": balance2} | |
728 | ||
729 | market = mock.Mock() | |
730 | ||
731 | helper.move_balances(market, debug=debug) | |
732 | ||
733 | fetch_balances.assert_called_with(market) | |
734 | if debug: | |
735 | self.assertRegex(stdout_mock.getvalue(), "market.transfer_balance") | |
736 | else: | |
737 | market.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") | |
738 | market.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange") | |
739 | ||
740 | @mock.patch.object(helper, "prepare_trades") | |
741 | @mock.patch.object(portfolio.TradeStore, "prepare_orders") | |
742 | @mock.patch.object(portfolio.TradeStore, "print_all_with_order") | |
743 | @mock.patch('sys.stdout', new_callable=StringIO) | |
744 | def test_print_orders(self, stdout_mock, print_all_with_order, prepare_orders, prepare_trades): | |
745 | market = mock.Mock() | |
746 | portfolio.BalanceStore.all = { | |
747 | "BTC": portfolio.Balance("BTC", { | |
748 | "total": "0.65", | |
749 | "exchange_total":"0.65", | |
750 | "exchange_free": "0.35", | |
751 | "exchange_used": "0.30"}), | |
752 | "ETH": portfolio.Balance("ETH", { | |
753 | "total": 3, | |
754 | "exchange_total": 3, | |
755 | "exchange_free": 3, | |
756 | "exchange_used": 0}), | |
757 | } | |
758 | helper.print_orders(market) | |
759 | prepare_trades.assert_called_with(market, base_currency="BTC", | |
760 | compute_value="average") | |
761 | prepare_orders.assert_called_with(compute_value="average") | |
762 | print_all_with_order.assert_called() | |
763 | self.assertRegex(stdout_mock.getvalue(), "Balance") | |
764 | ||
765 | ||
766 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
767 | class TradeStoreTest(WebMockTestCase): | |
768 | @mock.patch.object(portfolio.BalanceStore, "currencies") | |
769 | @mock.patch.object(portfolio.TradeStore, "add_trade_if_matching") | |
770 | def test_compute_trades(self, add_trade_if_matching, currencies): | |
771 | currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | |
772 | ||
773 | values_in_base = { | |
774 | "XMR": portfolio.Amount("BTC", D("0.9")), | |
775 | "DASH": portfolio.Amount("BTC", D("0.4")), | |
776 | "XVG": portfolio.Amount("BTC", D("-0.5")), | |
777 | "BTC": portfolio.Amount("BTC", D("0.5")), | |
778 | } | |
779 | new_repartition = { | |
780 | "DASH": portfolio.Amount("BTC", D("0.5")), | |
781 | "XVG": portfolio.Amount("BTC", D("0.1")), | |
782 | "BTC": portfolio.Amount("BTC", D("0.4")), | |
783 | "ETH": portfolio.Amount("BTC", D("0.3")), | |
784 | } | |
785 | ||
786 | portfolio.TradeStore.compute_trades(values_in_base, | |
787 | new_repartition, only="only", market="market") | |
788 | ||
789 | self.assertEqual(5, add_trade_if_matching.call_count) | |
790 | add_trade_if_matching.assert_any_call( | |
791 | portfolio.Amount("BTC", D("0.9")), | |
792 | portfolio.Amount("BTC", 0), | |
793 | "XMR", only="only", market="market" | |
794 | ) | |
795 | add_trade_if_matching.assert_any_call( | |
796 | portfolio.Amount("BTC", D("0.4")), | |
797 | portfolio.Amount("BTC", D("0.5")), | |
798 | "DASH", only="only", market="market" | |
799 | ) | |
800 | add_trade_if_matching.assert_any_call( | |
801 | portfolio.Amount("BTC", D("-0.5")), | |
802 | portfolio.Amount("BTC", D("0")), | |
803 | "XVG", only="only", market="market" | |
804 | ) | |
805 | add_trade_if_matching.assert_any_call( | |
806 | portfolio.Amount("BTC", D("0")), | |
807 | portfolio.Amount("BTC", D("0.1")), | |
808 | "XVG", only="only", market="market" | |
809 | ) | |
810 | add_trade_if_matching.assert_any_call( | |
811 | portfolio.Amount("BTC", D("0")), | |
812 | portfolio.Amount("BTC", D("0.3")), | |
813 | "ETH", only="only", market="market" | |
814 | ) | |
815 | ||
816 | def test_add_trade_if_matching(self): | |
817 | result = portfolio.TradeStore.add_trade_if_matching( | |
818 | portfolio.Amount("BTC", D("0")), | |
819 | portfolio.Amount("BTC", D("0.3")), | |
820 | "ETH", only="nope", market="market" | |
821 | ) | |
822 | self.assertEqual(0, len(portfolio.TradeStore.all)) | |
823 | self.assertEqual(False, result) | |
824 | ||
825 | portfolio.TradeStore.all = [] | |
826 | result = portfolio.TradeStore.add_trade_if_matching( | |
827 | portfolio.Amount("BTC", D("0")), | |
828 | portfolio.Amount("BTC", D("0.3")), | |
829 | "ETH", only=None, market="market" | |
830 | ) | |
831 | self.assertEqual(1, len(portfolio.TradeStore.all)) | |
832 | self.assertEqual(True, result) | |
833 | ||
834 | portfolio.TradeStore.all = [] | |
835 | result = portfolio.TradeStore.add_trade_if_matching( | |
836 | portfolio.Amount("BTC", D("0")), | |
837 | portfolio.Amount("BTC", D("0.3")), | |
838 | "ETH", only="acquire", market="market" | |
839 | ) | |
840 | self.assertEqual(1, len(portfolio.TradeStore.all)) | |
841 | self.assertEqual(True, result) | |
842 | ||
843 | portfolio.TradeStore.all = [] | |
844 | result = portfolio.TradeStore.add_trade_if_matching( | |
845 | portfolio.Amount("BTC", D("0")), | |
846 | portfolio.Amount("BTC", D("0.3")), | |
847 | "ETH", only="dispose", market="market" | |
848 | ) | |
849 | self.assertEqual(0, len(portfolio.TradeStore.all)) | |
850 | self.assertEqual(False, result) | |
851 | ||
852 | def test_prepare_orders(self): | |
853 | trade_mock1 = mock.Mock() | |
854 | trade_mock2 = mock.Mock() | |
855 | ||
856 | portfolio.TradeStore.all.append(trade_mock1) | |
857 | portfolio.TradeStore.all.append(trade_mock2) | |
858 | ||
859 | portfolio.TradeStore.prepare_orders() | |
860 | trade_mock1.prepare_order.assert_called_with(compute_value="default") | |
861 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
862 | ||
863 | portfolio.TradeStore.prepare_orders(compute_value="bla") | |
864 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") | |
865 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
866 | ||
867 | trade_mock1.prepare_order.reset_mock() | |
868 | trade_mock2.prepare_order.reset_mock() | |
869 | ||
870 | trade_mock1.action = "foo" | |
871 | trade_mock2.action = "bar" | |
872 | portfolio.TradeStore.prepare_orders(only="bar") | |
873 | trade_mock1.prepare_order.assert_not_called() | |
874 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
875 | ||
876 | def test_print_all_with_order(self): | |
877 | trade_mock1 = mock.Mock() | |
878 | trade_mock2 = mock.Mock() | |
879 | trade_mock3 = mock.Mock() | |
880 | portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3] | |
881 | ||
882 | portfolio.TradeStore.print_all_with_order() | |
883 | ||
884 | trade_mock1.print_with_order.assert_called() | |
885 | trade_mock2.print_with_order.assert_called() | |
886 | trade_mock3.print_with_order.assert_called() | |
887 | ||
888 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
889 | def test_run_orders(self, all_orders): | |
890 | order_mock1 = mock.Mock() | |
891 | order_mock2 = mock.Mock() | |
892 | order_mock3 = mock.Mock() | |
893 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
894 | portfolio.TradeStore.run_orders() | |
895 | all_orders.assert_called_with(state="pending") | |
896 | ||
897 | order_mock1.run.assert_called() | |
898 | order_mock2.run.assert_called() | |
899 | order_mock3.run.assert_called() | |
900 | ||
901 | def test_all_orders(self): | |
902 | trade_mock1 = mock.Mock() | |
903 | trade_mock2 = mock.Mock() | |
904 | ||
905 | order_mock1 = mock.Mock() | |
906 | order_mock2 = mock.Mock() | |
907 | order_mock3 = mock.Mock() | |
908 | ||
909 | trade_mock1.orders = [order_mock1, order_mock2] | |
910 | trade_mock2.orders = [order_mock3] | |
911 | ||
912 | order_mock1.status = "pending" | |
913 | order_mock2.status = "open" | |
914 | order_mock3.status = "open" | |
915 | ||
916 | portfolio.TradeStore.all.append(trade_mock1) | |
917 | portfolio.TradeStore.all.append(trade_mock2) | |
918 | ||
919 | orders = portfolio.TradeStore.all_orders() | |
920 | self.assertEqual(3, len(orders)) | |
921 | ||
922 | open_orders = portfolio.TradeStore.all_orders(state="open") | |
923 | self.assertEqual(2, len(open_orders)) | |
924 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
925 | ||
926 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
927 | def test_update_all_orders_status(self, all_orders): | |
928 | order_mock1 = mock.Mock() | |
929 | order_mock2 = mock.Mock() | |
930 | order_mock3 = mock.Mock() | |
931 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
932 | portfolio.TradeStore.update_all_orders_status() | |
933 | all_orders.assert_called_with(state="open") | |
934 | ||
935 | order_mock1.get_status.assert_called() | |
936 | order_mock2.get_status.assert_called() | |
937 | order_mock3.get_status.assert_called() | |
938 | ||
939 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
940 | class BalanceStoreTest(WebMockTestCase): | |
941 | def setUp(self): | |
942 | super(BalanceStoreTest, self).setUp() | |
943 | ||
944 | self.fetch_balance = { | |
945 | "ETC": { | |
946 | "exchange_free": 0, | |
947 | "exchange_used": 0, | |
948 | "exchange_total": 0, | |
949 | "margin_total": 0, | |
950 | }, | |
951 | "USDT": { | |
952 | "exchange_free": D("6.0"), | |
953 | "exchange_used": D("1.2"), | |
954 | "exchange_total": D("7.2"), | |
955 | "margin_total": 0, | |
956 | }, | |
957 | "XVG": { | |
958 | "exchange_free": 16, | |
959 | "exchange_used": 0, | |
960 | "exchange_total": 16, | |
961 | "margin_total": 0, | |
962 | }, | |
963 | "XMR": { | |
964 | "exchange_free": 0, | |
965 | "exchange_used": 0, | |
966 | "exchange_total": 0, | |
967 | "margin_total": D("-1.0"), | |
968 | "margin_free": 0, | |
969 | }, | |
970 | } | |
971 | ||
972 | @mock.patch.object(helper, "get_ticker") | |
973 | def test_in_currency(self, get_ticker): | |
974 | portfolio.BalanceStore.all = { | |
975 | "BTC": portfolio.Balance("BTC", { | |
976 | "total": "0.65", | |
977 | "exchange_total":"0.65", | |
978 | "exchange_free": "0.35", | |
979 | "exchange_used": "0.30"}), | |
980 | "ETH": portfolio.Balance("ETH", { | |
981 | "total": 3, | |
982 | "exchange_total": 3, | |
983 | "exchange_free": 3, | |
984 | "exchange_used": 0}), | |
985 | } | |
986 | market = mock.Mock() | |
987 | get_ticker.return_value = { | |
988 | "bid": D("0.09"), | |
989 | "ask": D("0.11"), | |
990 | "average": D("0.1"), | |
991 | } | |
992 | ||
993 | amounts = portfolio.BalanceStore.in_currency("BTC", market) | |
994 | self.assertEqual("BTC", amounts["ETH"].currency) | |
995 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
996 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
997 | ||
998 | amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid") | |
999 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
1000 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
1001 | ||
1002 | amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used") | |
1003 | self.assertEqual(D("0.30"), amounts["BTC"].value) | |
1004 | self.assertEqual(0, amounts["ETH"].value) | |
1005 | ||
1006 | def test_fetch_balances(self): | |
1007 | market = mock.Mock() | |
1008 | market.fetch_all_balances.return_value = self.fetch_balance | |
1009 | ||
1010 | portfolio.BalanceStore.fetch_balances(market) | |
1011 | self.assertNotIn("ETC", portfolio.BalanceStore.currencies()) | |
1012 | self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies())) | |
1013 | ||
1014 | portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { | |
1015 | "exchange_total": "1", "exchange_free": "0", | |
1016 | "exchange_used": "1" }) | |
1017 | portfolio.BalanceStore.fetch_balances(market) | |
1018 | self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) | |
1019 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) | |
1020 | ||
1021 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
1022 | def test_dispatch_assets(self, repartition): | |
1023 | market = mock.Mock() | |
1024 | market.fetch_all_balances.return_value = self.fetch_balance | |
1025 | portfolio.BalanceStore.fetch_balances(market) | |
1026 | ||
1027 | self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) | |
1028 | ||
1029 | repartition.return_value = { | |
1030 | "XEM": (D("0.75"), "long"), | |
1031 | "BTC": (D("0.26"), "long"), | |
1032 | "DASH": (D("0.10"), "short"), | |
1033 | } | |
1034 | ||
1035 | amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1")) | |
1036 | self.assertIn("XEM", portfolio.BalanceStore.currencies()) | |
1037 | self.assertEqual(D("2.6"), amounts["BTC"].value) | |
1038 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
1039 | self.assertEqual(D("-1.0"), amounts["DASH"].value) | |
1040 | ||
1041 | def test_currencies(self): | |
1042 | portfolio.BalanceStore.all = { | |
1043 | "BTC": portfolio.Balance("BTC", { | |
1044 | "total": "0.65", | |
1045 | "exchange_total":"0.65", | |
1046 | "exchange_free": "0.35", | |
1047 | "exchange_used": "0.30"}), | |
1048 | "ETH": portfolio.Balance("ETH", { | |
1049 | "total": 3, | |
1050 | "exchange_total": 3, | |
1051 | "exchange_free": 3, | |
1052 | "exchange_used": 0}), | |
1053 | } | |
1054 | self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies())) | |
1055 | ||
1056 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1057 | class ComputationTest(WebMockTestCase): | |
1058 | def test_compute_value(self): | |
1059 | compute = mock.Mock() | |
1060 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
1061 | compute.assert_called_with("foo", "ask") | |
1062 | ||
1063 | compute.reset_mock() | |
1064 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
1065 | compute.assert_called_with("foo", "bid") | |
1066 | ||
1067 | compute.reset_mock() | |
1068 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
1069 | compute.assert_called_with("foo", "ask") | |
1070 | ||
1071 | compute.reset_mock() | |
1072 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
1073 | compute.assert_called_with("foo", "bid") | |
1074 | ||
1075 | compute.reset_mock() | |
1076 | portfolio.Computation.computations["test"] = compute | |
1077 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
1078 | compute.assert_called_with("foo", "bid") | |
1079 | ||
1080 | ||
1081 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1082 | class TradeTest(WebMockTestCase): | |
1083 | ||
1084 | def test_values_assertion(self): | |
1085 | value_from = portfolio.Amount("BTC", "1.0") | |
1086 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1087 | value_to = portfolio.Amount("BTC", "1.0") | |
1088 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1089 | self.assertEqual("BTC", trade.base_currency) | |
1090 | self.assertEqual("ETH", trade.currency) | |
1091 | ||
1092 | with self.assertRaises(AssertionError): | |
1093 | portfolio.Trade(value_from, value_to, "ETC") | |
1094 | with self.assertRaises(AssertionError): | |
1095 | value_from.linked_to = None | |
1096 | portfolio.Trade(value_from, value_to, "ETH") | |
1097 | with self.assertRaises(AssertionError): | |
1098 | value_from.currency = "ETH" | |
1099 | portfolio.Trade(value_from, value_to, "ETH") | |
1100 | ||
1101 | value_from = portfolio.Amount("BTC", 0) | |
1102 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1103 | self.assertEqual(0, trade.value_from.linked_to) | |
1104 | ||
1105 | def test_action(self): | |
1106 | value_from = portfolio.Amount("BTC", "1.0") | |
1107 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1108 | value_to = portfolio.Amount("BTC", "1.0") | |
1109 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1110 | ||
1111 | self.assertIsNone(trade.action) | |
1112 | ||
1113 | value_from = portfolio.Amount("BTC", "1.0") | |
1114 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
1115 | value_to = portfolio.Amount("BTC", "2.0") | |
1116 | trade = portfolio.Trade(value_from, value_to, "BTC") | |
1117 | ||
1118 | self.assertIsNone(trade.action) | |
1119 | ||
1120 | value_from = portfolio.Amount("BTC", "0.5") | |
1121 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1122 | value_to = portfolio.Amount("BTC", "1.0") | |
1123 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1124 | ||
1125 | self.assertEqual("acquire", trade.action) | |
1126 | ||
1127 | value_from = portfolio.Amount("BTC", "0") | |
1128 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1129 | value_to = portfolio.Amount("BTC", "-1.0") | |
1130 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1131 | ||
1132 | self.assertEqual("acquire", trade.action) | |
1133 | ||
1134 | def test_order_action(self): | |
1135 | value_from = portfolio.Amount("BTC", "0.5") | |
1136 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1137 | value_to = portfolio.Amount("BTC", "1.0") | |
1138 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1139 | ||
1140 | self.assertEqual("buy", trade.order_action(False)) | |
1141 | self.assertEqual("sell", trade.order_action(True)) | |
1142 | ||
1143 | value_from = portfolio.Amount("BTC", "0") | |
1144 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1145 | value_to = portfolio.Amount("BTC", "-1.0") | |
1146 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1147 | ||
1148 | self.assertEqual("sell", trade.order_action(False)) | |
1149 | self.assertEqual("buy", trade.order_action(True)) | |
1150 | ||
1151 | def test_trade_type(self): | |
1152 | value_from = portfolio.Amount("BTC", "0.5") | |
1153 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1154 | value_to = portfolio.Amount("BTC", "1.0") | |
1155 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1156 | ||
1157 | self.assertEqual("long", trade.trade_type) | |
1158 | ||
1159 | value_from = portfolio.Amount("BTC", "0") | |
1160 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1161 | value_to = portfolio.Amount("BTC", "-1.0") | |
1162 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1163 | ||
1164 | self.assertEqual("short", trade.trade_type) | |
1165 | ||
1166 | def test_filled_amount(self): | |
1167 | value_from = portfolio.Amount("BTC", "0.5") | |
1168 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1169 | value_to = portfolio.Amount("BTC", "1.0") | |
1170 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1171 | ||
1172 | order1 = mock.Mock() | |
1173 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") | |
1174 | ||
1175 | order2 = mock.Mock() | |
1176 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") | |
1177 | trade.orders.append(order1) | |
1178 | trade.orders.append(order2) | |
1179 | ||
1180 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) | |
1181 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1182 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
1183 | ||
1184 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) | |
1185 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1186 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
1187 | ||
1188 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
1189 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
1190 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
1191 | ||
1192 | @mock.patch.object(helper, "get_ticker") | |
1193 | @mock.patch.object(portfolio.Computation, "compute_value") | |
1194 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
1195 | @mock.patch.object(portfolio, "Order") | |
1196 | def test_prepare_order(self, Order, filled_amount, compute_value, get_ticker): | |
1197 | Order.return_value = "Order" | |
1198 | ||
1199 | with self.subTest(desc="Nothing to do"): | |
1200 | value_from = portfolio.Amount("BTC", "10") | |
1201 | value_from.rate = D("0.1") | |
1202 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1203 | value_to = portfolio.Amount("BTC", "10") | |
1204 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1205 | ||
1206 | trade.prepare_order() | |
1207 | ||
1208 | filled_amount.assert_not_called() | |
1209 | compute_value.assert_not_called() | |
1210 | self.assertEqual(0, len(trade.orders)) | |
1211 | Order.assert_not_called() | |
1212 | ||
1213 | get_ticker.return_value = { "inverted": False } | |
1214 | with self.subTest(desc="Already filled"), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1215 | filled_amount.return_value = portfolio.Amount("FOO", "100") | |
1216 | compute_value.return_value = D("0.125") | |
1217 | ||
1218 | value_from = portfolio.Amount("BTC", "10") | |
1219 | value_from.rate = D("0.1") | |
1220 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1221 | value_to = portfolio.Amount("BTC", "0") | |
1222 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1223 | ||
1224 | trade.prepare_order() | |
1225 | ||
1226 | filled_amount.assert_called_with(in_base_currency=False) | |
1227 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1228 | self.assertEqual(0, len(trade.orders)) | |
1229 | self.assertRegex(stdout_mock.getvalue(), "Less to do than already filled: ") | |
1230 | Order.assert_not_called() | |
1231 | ||
1232 | with self.subTest(action="dispose", inverted=False): | |
1233 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
1234 | compute_value.return_value = D("0.125") | |
1235 | ||
1236 | value_from = portfolio.Amount("BTC", "10") | |
1237 | value_from.rate = D("0.1") | |
1238 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1239 | value_to = portfolio.Amount("BTC", "1") | |
1240 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1241 | ||
1242 | trade.prepare_order() | |
1243 | ||
1244 | filled_amount.assert_called_with(in_base_currency=False) | |
1245 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1246 | self.assertEqual(1, len(trade.orders)) | |
1247 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
1248 | D("0.125"), "BTC", "long", "market", | |
1249 | trade, close_if_possible=False) | |
1250 | ||
1251 | with self.subTest(action="acquire", inverted=False): | |
1252 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
1253 | compute_value.return_value = D("0.125") | |
1254 | ||
1255 | value_from = portfolio.Amount("BTC", "1") | |
1256 | value_from.rate = D("0.1") | |
1257 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
1258 | value_to = portfolio.Amount("BTC", "10") | |
1259 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1260 | ||
1261 | trade.prepare_order() | |
1262 | ||
1263 | filled_amount.assert_called_with(in_base_currency=True) | |
1264 | compute_value.assert_called_with(get_ticker.return_value, "buy", compute_value="default") | |
1265 | self.assertEqual(1, len(trade.orders)) | |
1266 | ||
1267 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
1268 | D("0.125"), "BTC", "long", "market", | |
1269 | trade, close_if_possible=False) | |
1270 | ||
1271 | with self.subTest(close_if_possible=True): | |
1272 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
1273 | compute_value.return_value = D("0.125") | |
1274 | ||
1275 | value_from = portfolio.Amount("BTC", "10") | |
1276 | value_from.rate = D("0.1") | |
1277 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1278 | value_to = portfolio.Amount("BTC", "0") | |
1279 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1280 | ||
1281 | trade.prepare_order() | |
1282 | ||
1283 | filled_amount.assert_called_with(in_base_currency=False) | |
1284 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1285 | self.assertEqual(1, len(trade.orders)) | |
1286 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
1287 | D("0.125"), "BTC", "long", "market", | |
1288 | trade, close_if_possible=True) | |
1289 | ||
1290 | get_ticker.return_value = { "inverted": True, "original": {} } | |
1291 | with self.subTest(action="dispose", inverted=True): | |
1292 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
1293 | compute_value.return_value = D("125") | |
1294 | ||
1295 | value_from = portfolio.Amount("BTC", "10") | |
1296 | value_from.rate = D("0.01") | |
1297 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
1298 | value_to = portfolio.Amount("BTC", "1") | |
1299 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1300 | ||
1301 | trade.prepare_order(compute_value="foo") | |
1302 | ||
1303 | filled_amount.assert_called_with(in_base_currency=True) | |
1304 | compute_value.assert_called_with(get_ticker.return_value["original"], "buy", compute_value="foo") | |
1305 | self.assertEqual(1, len(trade.orders)) | |
1306 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
1307 | D("125"), "FOO", "long", "market", | |
1308 | trade, close_if_possible=False) | |
1309 | ||
1310 | with self.subTest(action="acquire", inverted=True): | |
1311 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
1312 | compute_value.return_value = D("125") | |
1313 | ||
1314 | value_from = portfolio.Amount("BTC", "1") | |
1315 | value_from.rate = D("0.01") | |
1316 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1317 | value_to = portfolio.Amount("BTC", "10") | |
1318 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1319 | ||
1320 | trade.prepare_order(compute_value="foo") | |
1321 | ||
1322 | filled_amount.assert_called_with(in_base_currency=False) | |
1323 | compute_value.assert_called_with(get_ticker.return_value["original"], "sell", compute_value="foo") | |
1324 | self.assertEqual(1, len(trade.orders)) | |
1325 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
1326 | D("125"), "FOO", "long", "market", | |
1327 | trade, close_if_possible=False) | |
1328 | ||
1329 | ||
1330 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
1331 | def test_update_order(self, prepare_order): | |
1332 | order_mock = mock.Mock() | |
1333 | new_order_mock = mock.Mock() | |
1334 | ||
1335 | value_from = portfolio.Amount("BTC", "0.5") | |
1336 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1337 | value_to = portfolio.Amount("BTC", "1.0") | |
1338 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1339 | prepare_order.return_value = new_order_mock | |
1340 | ||
1341 | for i in [0, 1, 3, 4, 6]: | |
1342 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1343 | trade.update_order(order_mock, i) | |
1344 | order_mock.cancel.assert_not_called() | |
1345 | new_order_mock.run.assert_not_called() | |
1346 | self.assertRegex(stdout_mock.getvalue(), "tick {}, waiting".format(i)) | |
1347 | ||
1348 | order_mock.reset_mock() | |
1349 | new_order_mock.reset_mock() | |
1350 | trade.orders = [] | |
1351 | ||
1352 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1353 | trade.update_order(order_mock, 2) | |
1354 | order_mock.cancel.assert_called() | |
1355 | new_order_mock.run.assert_called() | |
1356 | prepare_order.assert_called() | |
1357 | self.assertRegex(stdout_mock.getvalue(), "tick 2, cancelling and adjusting") | |
1358 | ||
1359 | order_mock.reset_mock() | |
1360 | new_order_mock.reset_mock() | |
1361 | trade.orders = [] | |
1362 | ||
1363 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1364 | trade.update_order(order_mock, 5) | |
1365 | order_mock.cancel.assert_called() | |
1366 | new_order_mock.run.assert_called() | |
1367 | prepare_order.assert_called() | |
1368 | self.assertRegex(stdout_mock.getvalue(), "tick 5, cancelling and adjusting") | |
1369 | ||
1370 | order_mock.reset_mock() | |
1371 | new_order_mock.reset_mock() | |
1372 | trade.orders = [] | |
1373 | ||
1374 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1375 | trade.update_order(order_mock, 7) | |
1376 | order_mock.cancel.assert_called() | |
1377 | new_order_mock.run.assert_called() | |
1378 | prepare_order.assert_called_with(compute_value="default") | |
1379 | self.assertRegex(stdout_mock.getvalue(), "tick 7, fallbacking to market value") | |
1380 | self.assertRegex(stdout_mock.getvalue(), "tick 7, market value, cancelling and adjusting to") | |
1381 | ||
1382 | order_mock.reset_mock() | |
1383 | new_order_mock.reset_mock() | |
1384 | trade.orders = [] | |
1385 | ||
1386 | for i in [10, 13, 16]: | |
1387 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1388 | trade.update_order(order_mock, i) | |
1389 | order_mock.cancel.assert_called() | |
1390 | new_order_mock.run.assert_called() | |
1391 | prepare_order.assert_called_with(compute_value="default") | |
1392 | self.assertNotRegex(stdout_mock.getvalue(), "tick {}, fallbacking to market value".format(i)) | |
1393 | self.assertRegex(stdout_mock.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i)) | |
1394 | ||
1395 | order_mock.reset_mock() | |
1396 | new_order_mock.reset_mock() | |
1397 | trade.orders = [] | |
1398 | ||
1399 | for i in [8, 9, 11, 12]: | |
1400 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1401 | trade.update_order(order_mock, i) | |
1402 | order_mock.cancel.assert_not_called() | |
1403 | new_order_mock.run.assert_not_called() | |
1404 | self.assertEqual("", stdout_mock.getvalue()) | |
1405 | ||
1406 | order_mock.reset_mock() | |
1407 | new_order_mock.reset_mock() | |
1408 | trade.orders = [] | |
1409 | ||
1410 | ||
1411 | @mock.patch('sys.stdout', new_callable=StringIO) | |
1412 | def test_print_with_order(self, mock_stdout): | |
1413 | value_from = portfolio.Amount("BTC", "0.5") | |
1414 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1415 | value_to = portfolio.Amount("BTC", "1.0") | |
1416 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1417 | ||
1418 | order_mock1 = mock.Mock() | |
1419 | order_mock1.__repr__ = mock.Mock() | |
1420 | order_mock1.__repr__.return_value = "Mock 1" | |
1421 | order_mock2 = mock.Mock() | |
1422 | order_mock2.__repr__ = mock.Mock() | |
1423 | order_mock2.__repr__.return_value = "Mock 2" | |
1424 | trade.orders.append(order_mock1) | |
1425 | trade.orders.append(order_mock2) | |
1426 | ||
1427 | trade.print_with_order() | |
1428 | ||
1429 | out = mock_stdout.getvalue().split("\n") | |
1430 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0]) | |
1431 | self.assertEqual("\tMock 1", out[1]) | |
1432 | self.assertEqual("\tMock 2", out[2]) | |
1433 | ||
1434 | def test__repr(self): | |
1435 | value_from = portfolio.Amount("BTC", "0.5") | |
1436 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1437 | value_to = portfolio.Amount("BTC", "1.0") | |
1438 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1439 | ||
1440 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
1441 | ||
1442 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1443 | class OrderTest(WebMockTestCase): | |
1444 | def test_values(self): | |
1445 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1446 | D("0.1"), "BTC", "long", "market", "trade") | |
1447 | self.assertEqual("buy", order.action) | |
1448 | self.assertEqual(10, order.amount.value) | |
1449 | self.assertEqual("ETH", order.amount.currency) | |
1450 | self.assertEqual(D("0.1"), order.rate) | |
1451 | self.assertEqual("BTC", order.base_currency) | |
1452 | self.assertEqual("market", order.market) | |
1453 | self.assertEqual("long", order.trade_type) | |
1454 | self.assertEqual("pending", order.status) | |
1455 | self.assertEqual("trade", order.trade) | |
1456 | self.assertIsNone(order.id) | |
1457 | self.assertFalse(order.close_if_possible) | |
1458 | ||
1459 | def test__repr(self): | |
1460 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1461 | D("0.1"), "BTC", "long", "market", "trade") | |
1462 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
1463 | ||
1464 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1465 | D("0.1"), "BTC", "long", "market", "trade", | |
1466 | close_if_possible=True) | |
1467 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
1468 | ||
1469 | def test_account(self): | |
1470 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1471 | D("0.1"), "BTC", "long", "market", "trade") | |
1472 | self.assertEqual("exchange", order.account) | |
1473 | ||
1474 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
1475 | D("0.1"), "BTC", "short", "market", "trade") | |
1476 | self.assertEqual("margin", order.account) | |
1477 | ||
1478 | def test_pending(self): | |
1479 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1480 | D("0.1"), "BTC", "long", "market", "trade") | |
1481 | self.assertTrue(order.pending) | |
1482 | order.status = "open" | |
1483 | self.assertFalse(order.pending) | |
1484 | ||
1485 | def test_open(self): | |
1486 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1487 | D("0.1"), "BTC", "long", "market", "trade") | |
1488 | self.assertFalse(order.open) | |
1489 | order.status = "open" | |
1490 | self.assertTrue(order.open) | |
1491 | ||
1492 | def test_finished(self): | |
1493 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1494 | D("0.1"), "BTC", "long", "market", "trade") | |
1495 | self.assertFalse(order.finished) | |
1496 | order.status = "closed" | |
1497 | self.assertTrue(order.finished) | |
1498 | order.status = "canceled" | |
1499 | self.assertTrue(order.finished) | |
1500 | order.status = "error" | |
1501 | self.assertTrue(order.finished) | |
1502 | ||
1503 | @mock.patch.object(portfolio.Order, "fetch") | |
1504 | def test_cancel(self, fetch): | |
1505 | market = mock.Mock() | |
1506 | portfolio.TradeStore.debug = True | |
1507 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1508 | D("0.1"), "BTC", "long", market, "trade") | |
1509 | order.status = "open" | |
1510 | ||
1511 | order.cancel() | |
1512 | market.cancel_order.assert_not_called() | |
1513 | self.assertEqual("canceled", order.status) | |
1514 | ||
1515 | portfolio.TradeStore.debug = False | |
1516 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1517 | D("0.1"), "BTC", "long", market, "trade") | |
1518 | order.status = "open" | |
1519 | order.id = 42 | |
1520 | ||
1521 | order.cancel() | |
1522 | market.cancel_order.assert_called_with(42) | |
1523 | fetch.assert_called_once() | |
1524 | ||
1525 | def test_dust_amount_remaining(self): | |
1526 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1527 | D("0.1"), "BTC", "long", "market", "trade") | |
1528 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) | |
1529 | self.assertFalse(order.dust_amount_remaining()) | |
1530 | ||
1531 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | |
1532 | self.assertTrue(order.dust_amount_remaining()) | |
1533 | ||
1534 | @mock.patch.object(portfolio.Order, "fetch") | |
1535 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
1536 | def test_remaining_amount(self, filled_amount, fetch): | |
1537 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1538 | D("0.1"), "BTC", "long", "market", "trade") | |
1539 | ||
1540 | self.assertEqual(9, order.remaining_amount().value) | |
1541 | order.fetch.assert_not_called() | |
1542 | ||
1543 | order.status = "open" | |
1544 | self.assertEqual(9, order.remaining_amount().value) | |
1545 | fetch.assert_called_once() | |
1546 | ||
1547 | @mock.patch.object(portfolio.Order, "fetch") | |
1548 | def test_filled_amount(self, fetch): | |
1549 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1550 | D("0.1"), "BTC", "long", "market", "trade") | |
1551 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
1552 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1553 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1554 | "amount": "3", "total": "0.3" | |
1555 | })) | |
1556 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
1557 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
1558 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
1559 | "amount": "2", "total": "0.4" | |
1560 | })) | |
1561 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
1562 | fetch.assert_not_called() | |
1563 | order.status = "open" | |
1564 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
1565 | fetch.assert_called_once() | |
1566 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
1567 | ||
1568 | def test_fetch_mouvements(self): | |
1569 | market = mock.Mock() | |
1570 | market.privatePostReturnOrderTrades.return_value = [ | |
1571 | { | |
1572 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1573 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1574 | "amount": "3", "total": "0.3" | |
1575 | }, | |
1576 | { | |
1577 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
1578 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
1579 | "amount": "2", "total": "0.4" | |
1580 | } | |
1581 | ] | |
1582 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1583 | D("0.1"), "BTC", "long", market, "trade") | |
1584 | order.id = 12 | |
1585 | order.mouvements = ["Foo", "Bar", "Baz"] | |
1586 | ||
1587 | order.fetch_mouvements() | |
1588 | ||
1589 | market.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) | |
1590 | self.assertEqual(2, len(order.mouvements)) | |
1591 | self.assertEqual(42, order.mouvements[0].id) | |
1592 | self.assertEqual(43, order.mouvements[1].id) | |
1593 | ||
1594 | market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError | |
1595 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1596 | D("0.1"), "BTC", "long", market, "trade") | |
1597 | order.fetch_mouvements() | |
1598 | self.assertEqual(0, len(order.mouvements)) | |
1599 | ||
1600 | def test_mark_finished_order(self): | |
1601 | market = mock.Mock() | |
1602 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1603 | D("0.1"), "BTC", "short", market, "trade", | |
1604 | close_if_possible=True) | |
1605 | order.status = "closed" | |
1606 | portfolio.TradeStore.debug = False | |
1607 | ||
1608 | order.mark_finished_order() | |
1609 | market.close_margin_position.assert_called_with("ETH", "BTC") | |
1610 | market.close_margin_position.reset_mock() | |
1611 | ||
1612 | order.status = "open" | |
1613 | order.mark_finished_order() | |
1614 | market.close_margin_position.assert_not_called() | |
1615 | ||
1616 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1617 | D("0.1"), "BTC", "short", market, "trade", | |
1618 | close_if_possible=False) | |
1619 | order.status = "closed" | |
1620 | order.mark_finished_order() | |
1621 | market.close_margin_position.assert_not_called() | |
1622 | ||
1623 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
1624 | D("0.1"), "BTC", "short", market, "trade", | |
1625 | close_if_possible=True) | |
1626 | order.status = "closed" | |
1627 | order.mark_finished_order() | |
1628 | market.close_margin_position.assert_not_called() | |
1629 | ||
1630 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1631 | D("0.1"), "BTC", "long", market, "trade", | |
1632 | close_if_possible=True) | |
1633 | order.status = "closed" | |
1634 | order.mark_finished_order() | |
1635 | market.close_margin_position.assert_not_called() | |
1636 | ||
1637 | portfolio.TradeStore.debug = True | |
1638 | ||
1639 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1640 | D("0.1"), "BTC", "short", market, "trade", | |
1641 | close_if_possible=True) | |
1642 | order.status = "closed" | |
1643 | ||
1644 | order.mark_finished_order() | |
1645 | market.close_margin_position.assert_not_called() | |
1646 | ||
1647 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
1648 | def test_fetch(self, fetch_mouvements): | |
1649 | time = self.time.time() | |
1650 | with mock.patch.object(portfolio.time, "time") as time_mock: | |
1651 | market = mock.Mock() | |
1652 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1653 | D("0.1"), "BTC", "long", market, "trade") | |
1654 | order.id = 45 | |
1655 | with self.subTest(debug=True): | |
1656 | portfolio.TradeStore.debug = True | |
1657 | order.fetch() | |
1658 | time_mock.assert_not_called() | |
1659 | order.fetch(force=True) | |
1660 | time_mock.assert_not_called() | |
1661 | market.fetch_order.assert_not_called() | |
1662 | fetch_mouvements.assert_not_called() | |
1663 | self.assertIsNone(order.fetch_cache_timestamp) | |
1664 | ||
1665 | with self.subTest(debug=False): | |
1666 | portfolio.TradeStore.debug = False | |
1667 | time_mock.return_value = time | |
1668 | market.fetch_order.return_value = { | |
1669 | "status": "foo", | |
1670 | "datetime": "timestamp" | |
1671 | } | |
1672 | order.fetch() | |
1673 | ||
1674 | market.fetch_order.assert_called_once() | |
1675 | fetch_mouvements.assert_called_once() | |
1676 | self.assertEqual("foo", order.status) | |
1677 | self.assertEqual("timestamp", order.timestamp) | |
1678 | self.assertEqual(time, order.fetch_cache_timestamp) | |
1679 | self.assertEqual(1, len(order.results)) | |
1680 | ||
1681 | market.fetch_order.reset_mock() | |
1682 | fetch_mouvements.reset_mock() | |
1683 | ||
1684 | time_mock.return_value = time + 8 | |
1685 | order.fetch() | |
1686 | market.fetch_order.assert_not_called() | |
1687 | fetch_mouvements.assert_not_called() | |
1688 | ||
1689 | order.fetch(force=True) | |
1690 | market.fetch_order.assert_called_once() | |
1691 | fetch_mouvements.assert_called_once() | |
1692 | ||
1693 | market.fetch_order.reset_mock() | |
1694 | fetch_mouvements.reset_mock() | |
1695 | ||
1696 | time_mock.return_value = time + 19 | |
1697 | order.fetch() | |
1698 | market.fetch_order.assert_called_once() | |
1699 | fetch_mouvements.assert_called_once() | |
1700 | ||
1701 | @mock.patch.object(portfolio.Order, "fetch") | |
1702 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
1703 | def test_get_status(self, mark_finished_order, fetch): | |
1704 | with self.subTest(debug=True): | |
1705 | portfolio.TradeStore.debug = True | |
1706 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1707 | D("0.1"), "BTC", "long", "market", "trade") | |
1708 | self.assertEqual("pending", order.get_status()) | |
1709 | fetch.assert_not_called() | |
1710 | ||
1711 | with self.subTest(debug=False, finished=False): | |
1712 | portfolio.TradeStore.debug = False | |
1713 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1714 | D("0.1"), "BTC", "long", "market", "trade") | |
1715 | def _fetch(order): | |
1716 | def update_status(): | |
1717 | order.status = "open" | |
1718 | return update_status | |
1719 | fetch.side_effect = _fetch(order) | |
1720 | self.assertEqual("open", order.get_status()) | |
1721 | mark_finished_order.assert_not_called() | |
1722 | fetch.assert_called_once() | |
1723 | ||
1724 | mark_finished_order.reset_mock() | |
1725 | fetch.reset_mock() | |
1726 | with self.subTest(debug=False, finished=True): | |
1727 | portfolio.TradeStore.debug = False | |
1728 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1729 | D("0.1"), "BTC", "long", "market", "trade") | |
1730 | def _fetch(order): | |
1731 | def update_status(): | |
1732 | order.status = "closed" | |
1733 | return update_status | |
1734 | fetch.side_effect = _fetch(order) | |
1735 | self.assertEqual("closed", order.get_status()) | |
1736 | mark_finished_order.assert_called_once() | |
1737 | fetch.assert_called_once() | |
1738 | ||
1739 | def test_run(self): | |
1740 | market = mock.Mock() | |
1741 | ||
1742 | market.order_precision.return_value = 4 | |
1743 | with self.subTest(debug=True),\ | |
1744 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1745 | portfolio.TradeStore.debug = True | |
1746 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1747 | D("0.1"), "BTC", "long", market, "trade") | |
1748 | order.run() | |
1749 | market.create_order.assert_not_called() | |
1750 | self.assertEqual("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)\n", stdout_mock.getvalue()) | |
1751 | self.assertEqual("open", order.status) | |
1752 | self.assertEqual(1, len(order.results)) | |
1753 | self.assertEqual(-1, order.id) | |
1754 | ||
1755 | market.create_order.reset_mock() | |
1756 | with self.subTest(debug=False): | |
1757 | portfolio.TradeStore.debug = False | |
1758 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1759 | D("0.1"), "BTC", "long", market, "trade") | |
1760 | market.create_order.return_value = { "id": 123 } | |
1761 | order.run() | |
1762 | market.create_order.assert_called_once() | |
1763 | self.assertEqual(1, len(order.results)) | |
1764 | self.assertEqual("open", order.status) | |
1765 | ||
1766 | market.create_order.reset_mock() | |
1767 | with self.subTest(exception=True),\ | |
1768 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1769 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1770 | D("0.1"), "BTC", "long", market, "trade") | |
1771 | market.create_order.side_effect = Exception("bouh") | |
1772 | order.run() | |
1773 | market.create_order.assert_called_once() | |
1774 | self.assertEqual(0, len(order.results)) | |
1775 | self.assertEqual("error", order.status) | |
1776 | self.assertRegex(stdout_mock.getvalue(), "error when running market.create_order") | |
1777 | self.assertRegex(stdout_mock.getvalue(), "Exception: bouh") | |
1778 | ||
1779 | market.create_order.reset_mock() | |
1780 | with self.subTest(dust_amount_exception=True),\ | |
1781 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
1782 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
1783 | D("0.1"), "BTC", "long", market, "trade") | |
1784 | market.create_order.side_effect = portfolio.ExchangeNotAvailable | |
1785 | order.run() | |
1786 | market.create_order.assert_called_once() | |
1787 | self.assertEqual(0, len(order.results)) | |
1788 | self.assertEqual("closed", order.status) | |
1789 | mark_finished_order.assert_called_once() | |
1790 | ||
1791 | ||
1792 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1793 | class MouvementTest(WebMockTestCase): | |
1794 | def test_values(self): | |
1795 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
1796 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1797 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1798 | "amount": "10", "total": "1" | |
1799 | }) | |
1800 | self.assertEqual("ETH", mouvement.currency) | |
1801 | self.assertEqual("BTC", mouvement.base_currency) | |
1802 | self.assertEqual(42, mouvement.id) | |
1803 | self.assertEqual("buy", mouvement.action) | |
1804 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
1805 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | |
1806 | self.assertEqual(D("0.1"), mouvement.rate) | |
1807 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
1808 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
1809 | ||
1810 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) | |
1811 | self.assertIsNone(mouvement.date) | |
1812 | self.assertIsNone(mouvement.id) | |
1813 | self.assertIsNone(mouvement.action) | |
1814 | self.assertEqual(-1, mouvement.fee_rate) | |
1815 | self.assertEqual(0, mouvement.rate) | |
1816 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
1817 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
1818 | ||
1819 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") | |
1820 | class AcceptanceTest(WebMockTestCase): | |
1821 | @unittest.expectedFailure | |
1822 | def test_success_sell_only_necessary(self): | |
1823 | fetch_balance = { | |
1824 | "ETH": { | |
1825 | "exchange_free": D("1.0"), | |
1826 | "exchange_used": D("0.0"), | |
1827 | "exchange_total": D("1.0"), | |
1828 | "total": D("1.0"), | |
1829 | }, | |
1830 | "ETC": { | |
1831 | "exchange_free": D("4.0"), | |
1832 | "exchange_used": D("0.0"), | |
1833 | "exchange_total": D("4.0"), | |
1834 | "total": D("4.0"), | |
1835 | }, | |
1836 | "XVG": { | |
1837 | "exchange_free": D("1000.0"), | |
1838 | "exchange_used": D("0.0"), | |
1839 | "exchange_total": D("1000.0"), | |
1840 | "total": D("1000.0"), | |
1841 | }, | |
1842 | } | |
1843 | repartition = { | |
1844 | "ETH": (D("0.25"), "long"), | |
1845 | "ETC": (D("0.25"), "long"), | |
1846 | "BTC": (D("0.4"), "long"), | |
1847 | "BTD": (D("0.01"), "short"), | |
1848 | "B2X": (D("0.04"), "long"), | |
1849 | "USDT": (D("0.05"), "long"), | |
1850 | } | |
1851 | ||
1852 | def fetch_ticker(symbol): | |
1853 | if symbol == "ETH/BTC": | |
1854 | return { | |
1855 | "symbol": "ETH/BTC", | |
1856 | "bid": D("0.14"), | |
1857 | "ask": D("0.16") | |
1858 | } | |
1859 | if symbol == "ETC/BTC": | |
1860 | return { | |
1861 | "symbol": "ETC/BTC", | |
1862 | "bid": D("0.002"), | |
1863 | "ask": D("0.003") | |
1864 | } | |
1865 | if symbol == "XVG/BTC": | |
1866 | return { | |
1867 | "symbol": "XVG/BTC", | |
1868 | "bid": D("0.00003"), | |
1869 | "ask": D("0.00005") | |
1870 | } | |
1871 | if symbol == "BTD/BTC": | |
1872 | return { | |
1873 | "symbol": "BTD/BTC", | |
1874 | "bid": D("0.0008"), | |
1875 | "ask": D("0.0012") | |
1876 | } | |
1877 | if symbol == "B2X/BTC": | |
1878 | return { | |
1879 | "symbol": "B2X/BTC", | |
1880 | "bid": D("0.0008"), | |
1881 | "ask": D("0.0012") | |
1882 | } | |
1883 | if symbol == "USDT/BTC": | |
1884 | raise helper.ExchangeError | |
1885 | if symbol == "BTC/USDT": | |
1886 | return { | |
1887 | "symbol": "BTC/USDT", | |
1888 | "bid": D("14000"), | |
1889 | "ask": D("16000") | |
1890 | } | |
1891 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
1892 | ||
1893 | market = mock.Mock() | |
1894 | market.fetch_all_balances.return_value = fetch_balance | |
1895 | market.fetch_ticker.side_effect = fetch_ticker | |
1896 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): | |
1897 | # Action 1 | |
1898 | helper.prepare_trades(market) | |
1899 | ||
1900 | balances = portfolio.BalanceStore.all | |
1901 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) | |
1902 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
1903 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
1904 | ||
1905 | ||
1906 | trades = portfolio.TradeStore.all | |
1907 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
1908 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
1909 | self.assertEqual("dispose", trades[0].action) | |
1910 | ||
1911 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
1912 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
1913 | self.assertEqual("acquire", trades[1].action) | |
1914 | ||
1915 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
1916 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
1917 | self.assertEqual("dispose", trades[2].action) | |
1918 | ||
1919 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
1920 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
1921 | self.assertEqual("acquire", trades[3].action) | |
1922 | ||
1923 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
1924 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
1925 | self.assertEqual("acquire", trades[4].action) | |
1926 | ||
1927 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
1928 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
1929 | self.assertEqual("acquire", trades[5].action) | |
1930 | ||
1931 | # Action 2 | |
1932 | portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) | |
1933 | ||
1934 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
1935 | self.assertEqual(2, len(all_orders)) | |
1936 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
1937 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
1938 | self.assertEqual(1000, all_orders[1].amount.value) | |
1939 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
1940 | ||
1941 | ||
1942 | def create_order(symbol, type, action, amount, price=None, account="exchange"): | |
1943 | self.assertEqual("limit", type) | |
1944 | if symbol == "ETH/BTC": | |
1945 | self.assertEqual("sell", action) | |
1946 | self.assertEqual(D('0.66666666'), amount) | |
1947 | self.assertEqual(D("0.14014"), price) | |
1948 | elif symbol == "XVG/BTC": | |
1949 | self.assertEqual("sell", action) | |
1950 | self.assertEqual(1000, amount) | |
1951 | self.assertEqual(D("0.00003003"), price) | |
1952 | else: | |
1953 | self.fail("I shouldn't have been called") | |
1954 | ||
1955 | return { | |
1956 | "id": symbol, | |
1957 | } | |
1958 | market.create_order.side_effect = create_order | |
1959 | market.order_precision.return_value = 8 | |
1960 | ||
1961 | # Action 3 | |
1962 | portfolio.TradeStore.run_orders() | |
1963 | ||
1964 | self.assertEqual("open", all_orders[0].status) | |
1965 | self.assertEqual("open", all_orders[1].status) | |
1966 | ||
1967 | market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } | |
1968 | market.privatePostReturnOrderTrades.return_value = [ | |
1969 | { | |
1970 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1971 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1972 | "amount": "10", "total": "1" | |
1973 | } | |
1974 | ] | |
1975 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
1976 | # Action 4 | |
1977 | helper.follow_orders(verbose=False) | |
1978 | ||
1979 | sleep.assert_called_with(30) | |
1980 | ||
1981 | for order in all_orders: | |
1982 | self.assertEqual("closed", order.status) | |
1983 | ||
1984 | fetch_balance = { | |
1985 | "ETH": { | |
1986 | "exchange_free": D("1.0") / 3, | |
1987 | "exchange_used": D("0.0"), | |
1988 | "exchange_total": D("1.0") / 3, | |
1989 | "margin_total": 0, | |
1990 | "total": D("1.0") / 3, | |
1991 | }, | |
1992 | "BTC": { | |
1993 | "exchange_free": D("0.134"), | |
1994 | "exchange_used": D("0.0"), | |
1995 | "exchange_total": D("0.134"), | |
1996 | "margin_total": 0, | |
1997 | "total": D("0.134"), | |
1998 | }, | |
1999 | "ETC": { | |
2000 | "exchange_free": D("4.0"), | |
2001 | "exchange_used": D("0.0"), | |
2002 | "exchange_total": D("4.0"), | |
2003 | "margin_total": 0, | |
2004 | "total": D("4.0"), | |
2005 | }, | |
2006 | "XVG": { | |
2007 | "exchange_free": D("0.0"), | |
2008 | "exchange_used": D("0.0"), | |
2009 | "exchange_total": D("0.0"), | |
2010 | "margin_total": 0, | |
2011 | "total": D("0.0"), | |
2012 | }, | |
2013 | } | |
2014 | market.fetch_all_balances.return_value = fetch_balance | |
2015 | ||
2016 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): | |
2017 | # Action 5 | |
2018 | helper.update_trades(market, only="acquire", compute_value="average") | |
2019 | ||
2020 | balances = portfolio.BalanceStore.all | |
2021 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) | |
2022 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
2023 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
2024 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
2025 | ||
2026 | ||
2027 | trades = portfolio.TradeStore.all | |
2028 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
2029 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
2030 | self.assertEqual("dispose", trades[0].action) | |
2031 | ||
2032 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
2033 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
2034 | self.assertEqual("acquire", trades[1].action) | |
2035 | ||
2036 | self.assertNotIn("BTC", trades) | |
2037 | ||
2038 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
2039 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
2040 | self.assertEqual("dispose", trades[2].action) | |
2041 | ||
2042 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
2043 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
2044 | self.assertEqual("acquire", trades[3].action) | |
2045 | ||
2046 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
2047 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
2048 | self.assertEqual("acquire", trades[4].action) | |
2049 | ||
2050 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
2051 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
2052 | self.assertEqual("acquire", trades[5].action) | |
2053 | ||
2054 | # Action 6 | |
2055 | portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) | |
2056 | ||
2057 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
2058 | self.assertEqual(4, len(all_orders)) | |
2059 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
2060 | self.assertEqual(D("0.003"), all_orders[0].rate) | |
2061 | self.assertEqual("buy", all_orders[0].action) | |
2062 | self.assertEqual("long", all_orders[0].trade_type) | |
2063 | ||
2064 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) | |
2065 | self.assertEqual(D("0.0012"), all_orders[1].rate) | |
2066 | self.assertEqual("sell", all_orders[1].action) | |
2067 | self.assertEqual("short", all_orders[1].trade_type) | |
2068 | ||
2069 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
2070 | self.assertAlmostEqual(0, diff.value) | |
2071 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
2072 | self.assertEqual("buy", all_orders[2].action) | |
2073 | self.assertEqual("long", all_orders[2].trade_type) | |
2074 | ||
2075 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
2076 | self.assertEqual(D("16000"), all_orders[3].rate) | |
2077 | self.assertEqual("sell", all_orders[3].action) | |
2078 | self.assertEqual("long", all_orders[3].trade_type) | |
2079 | ||
2080 | # Action 6b | |
2081 | # TODO: | |
2082 | # Move balances to margin | |
2083 | ||
2084 | # Action 7 | |
2085 | # TODO | |
2086 | # portfolio.TradeStore.run_orders() | |
2087 | ||
2088 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
2089 | # Action 8 | |
2090 | helper.follow_orders(verbose=False) | |
2091 | ||
2092 | sleep.assert_called_with(30) | |
2093 | ||
2094 | if __name__ == '__main__': | |
2095 | unittest.main() |