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1 | from .helper import * | |
2 | ||
3 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") | |
4 | class AcceptanceTest(WebMockTestCase): | |
5 | @unittest.expectedFailure | |
6 | def test_success_sell_only_necessary(self): | |
7 | # FIXME: catch stdout | |
8 | self.m.report.verbose_print = False | |
9 | fetch_balance = { | |
10 | "ETH": { | |
11 | "exchange_free": D("1.0"), | |
12 | "exchange_used": D("0.0"), | |
13 | "exchange_total": D("1.0"), | |
14 | "total": D("1.0"), | |
15 | }, | |
16 | "ETC": { | |
17 | "exchange_free": D("4.0"), | |
18 | "exchange_used": D("0.0"), | |
19 | "exchange_total": D("4.0"), | |
20 | "total": D("4.0"), | |
21 | }, | |
22 | "XVG": { | |
23 | "exchange_free": D("1000.0"), | |
24 | "exchange_used": D("0.0"), | |
25 | "exchange_total": D("1000.0"), | |
26 | "total": D("1000.0"), | |
27 | }, | |
28 | } | |
29 | repartition = { | |
30 | "ETH": (D("0.25"), "long"), | |
31 | "ETC": (D("0.25"), "long"), | |
32 | "BTC": (D("0.4"), "long"), | |
33 | "BTD": (D("0.01"), "short"), | |
34 | "B2X": (D("0.04"), "long"), | |
35 | "USDT": (D("0.05"), "long"), | |
36 | } | |
37 | ||
38 | def fetch_ticker(symbol): | |
39 | if symbol == "ETH/BTC": | |
40 | return { | |
41 | "symbol": "ETH/BTC", | |
42 | "bid": D("0.14"), | |
43 | "ask": D("0.16") | |
44 | } | |
45 | if symbol == "ETC/BTC": | |
46 | return { | |
47 | "symbol": "ETC/BTC", | |
48 | "bid": D("0.002"), | |
49 | "ask": D("0.003") | |
50 | } | |
51 | if symbol == "XVG/BTC": | |
52 | return { | |
53 | "symbol": "XVG/BTC", | |
54 | "bid": D("0.00003"), | |
55 | "ask": D("0.00005") | |
56 | } | |
57 | if symbol == "BTD/BTC": | |
58 | return { | |
59 | "symbol": "BTD/BTC", | |
60 | "bid": D("0.0008"), | |
61 | "ask": D("0.0012") | |
62 | } | |
63 | if symbol == "B2X/BTC": | |
64 | return { | |
65 | "symbol": "B2X/BTC", | |
66 | "bid": D("0.0008"), | |
67 | "ask": D("0.0012") | |
68 | } | |
69 | if symbol == "USDT/BTC": | |
70 | raise helper.ExchangeError | |
71 | if symbol == "BTC/USDT": | |
72 | return { | |
73 | "symbol": "BTC/USDT", | |
74 | "bid": D("14000"), | |
75 | "ask": D("16000") | |
76 | } | |
77 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
78 | ||
79 | market = mock.Mock() | |
80 | market.fetch_all_balances.return_value = fetch_balance | |
81 | market.fetch_ticker.side_effect = fetch_ticker | |
82 | with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): | |
83 | # Action 1 | |
84 | helper.prepare_trades(market) | |
85 | ||
86 | balances = portfolio.BalanceStore.all | |
87 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) | |
88 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
89 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
90 | ||
91 | ||
92 | trades = portfolio.TradeStore.all | |
93 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
94 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
95 | self.assertEqual("dispose", trades[0].action) | |
96 | ||
97 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
98 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
99 | self.assertEqual("acquire", trades[1].action) | |
100 | ||
101 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
102 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
103 | self.assertEqual("dispose", trades[2].action) | |
104 | ||
105 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
106 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
107 | self.assertEqual("acquire", trades[3].action) | |
108 | ||
109 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
110 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
111 | self.assertEqual("acquire", trades[4].action) | |
112 | ||
113 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
114 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
115 | self.assertEqual("acquire", trades[5].action) | |
116 | ||
117 | # Action 2 | |
118 | portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) | |
119 | ||
120 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
121 | self.assertEqual(2, len(all_orders)) | |
122 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
123 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
124 | self.assertEqual(1000, all_orders[1].amount.value) | |
125 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
126 | ||
127 | ||
128 | def create_order(symbol, type, action, amount, price=None, account="exchange"): | |
129 | self.assertEqual("limit", type) | |
130 | if symbol == "ETH/BTC": | |
131 | self.assertEqual("sell", action) | |
132 | self.assertEqual(D('0.66666666'), amount) | |
133 | self.assertEqual(D("0.14014"), price) | |
134 | elif symbol == "XVG/BTC": | |
135 | self.assertEqual("sell", action) | |
136 | self.assertEqual(1000, amount) | |
137 | self.assertEqual(D("0.00003003"), price) | |
138 | else: | |
139 | self.fail("I shouldn't have been called") | |
140 | ||
141 | return { | |
142 | "id": symbol, | |
143 | } | |
144 | market.create_order.side_effect = create_order | |
145 | market.order_precision.return_value = 8 | |
146 | ||
147 | # Action 3 | |
148 | portfolio.TradeStore.run_orders() | |
149 | ||
150 | self.assertEqual("open", all_orders[0].status) | |
151 | self.assertEqual("open", all_orders[1].status) | |
152 | ||
153 | market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } | |
154 | market.privatePostReturnOrderTrades.return_value = [ | |
155 | { | |
156 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
157 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
158 | "amount": "10", "total": "1" | |
159 | } | |
160 | ] | |
161 | with mock.patch.object(market.time, "sleep") as sleep: | |
162 | # Action 4 | |
163 | helper.follow_orders(verbose=False) | |
164 | ||
165 | sleep.assert_called_with(30) | |
166 | ||
167 | for order in all_orders: | |
168 | self.assertEqual("closed", order.status) | |
169 | ||
170 | fetch_balance = { | |
171 | "ETH": { | |
172 | "exchange_free": D("1.0") / 3, | |
173 | "exchange_used": D("0.0"), | |
174 | "exchange_total": D("1.0") / 3, | |
175 | "margin_total": 0, | |
176 | "total": D("1.0") / 3, | |
177 | }, | |
178 | "BTC": { | |
179 | "exchange_free": D("0.134"), | |
180 | "exchange_used": D("0.0"), | |
181 | "exchange_total": D("0.134"), | |
182 | "margin_total": 0, | |
183 | "total": D("0.134"), | |
184 | }, | |
185 | "ETC": { | |
186 | "exchange_free": D("4.0"), | |
187 | "exchange_used": D("0.0"), | |
188 | "exchange_total": D("4.0"), | |
189 | "margin_total": 0, | |
190 | "total": D("4.0"), | |
191 | }, | |
192 | "XVG": { | |
193 | "exchange_free": D("0.0"), | |
194 | "exchange_used": D("0.0"), | |
195 | "exchange_total": D("0.0"), | |
196 | "margin_total": 0, | |
197 | "total": D("0.0"), | |
198 | }, | |
199 | } | |
200 | market.fetch_all_balances.return_value = fetch_balance | |
201 | ||
202 | with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): | |
203 | # Action 5 | |
204 | helper.prepare_trades(market, only="acquire", compute_value="average") | |
205 | ||
206 | balances = portfolio.BalanceStore.all | |
207 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) | |
208 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
209 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
210 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
211 | ||
212 | ||
213 | trades = portfolio.TradeStore.all | |
214 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
215 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
216 | self.assertEqual("dispose", trades[0].action) | |
217 | ||
218 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
219 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
220 | self.assertEqual("acquire", trades[1].action) | |
221 | ||
222 | self.assertNotIn("BTC", trades) | |
223 | ||
224 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
225 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
226 | self.assertEqual("dispose", trades[2].action) | |
227 | ||
228 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
229 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
230 | self.assertEqual("acquire", trades[3].action) | |
231 | ||
232 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
233 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
234 | self.assertEqual("acquire", trades[4].action) | |
235 | ||
236 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
237 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
238 | self.assertEqual("acquire", trades[5].action) | |
239 | ||
240 | # Action 6 | |
241 | portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) | |
242 | ||
243 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
244 | self.assertEqual(4, len(all_orders)) | |
245 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
246 | self.assertEqual(D("0.003"), all_orders[0].rate) | |
247 | self.assertEqual("buy", all_orders[0].action) | |
248 | self.assertEqual("long", all_orders[0].trade_type) | |
249 | ||
250 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) | |
251 | self.assertEqual(D("0.0012"), all_orders[1].rate) | |
252 | self.assertEqual("sell", all_orders[1].action) | |
253 | self.assertEqual("short", all_orders[1].trade_type) | |
254 | ||
255 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
256 | self.assertAlmostEqual(0, diff.value) | |
257 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
258 | self.assertEqual("buy", all_orders[2].action) | |
259 | self.assertEqual("long", all_orders[2].trade_type) | |
260 | ||
261 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
262 | self.assertEqual(D("16000"), all_orders[3].rate) | |
263 | self.assertEqual("sell", all_orders[3].action) | |
264 | self.assertEqual("long", all_orders[3].trade_type) | |
265 | ||
266 | # Action 6b | |
267 | # TODO: | |
268 | # Move balances to margin | |
269 | ||
270 | # Action 7 | |
271 | # TODO | |
272 | # portfolio.TradeStore.run_orders() | |
273 | ||
274 | with mock.patch.object(market.time, "sleep") as sleep: | |
275 | # Action 8 | |
276 | helper.follow_orders(verbose=False) | |
277 | ||
278 | sleep.assert_called_with(30) | |
279 | ||
280 |