]>
Commit | Line | Data |
---|---|---|
1 | from .helper import * | |
2 | import portfolio | |
3 | import datetime | |
4 | ||
5 | class ComputationTest(WebMockTestCase): | |
6 | def test_compute_value(self): | |
7 | compute = mock.Mock() | |
8 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
9 | compute.assert_called_with("foo", "ask") | |
10 | ||
11 | compute.reset_mock() | |
12 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
13 | compute.assert_called_with("foo", "bid") | |
14 | ||
15 | compute.reset_mock() | |
16 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
17 | compute.assert_called_with("foo", "ask") | |
18 | ||
19 | compute.reset_mock() | |
20 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
21 | compute.assert_called_with("foo", "bid") | |
22 | ||
23 | compute.reset_mock() | |
24 | portfolio.Computation.computations["test"] = compute | |
25 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
26 | compute.assert_called_with("foo", "bid") | |
27 | ||
28 | class TradeTest(WebMockTestCase): | |
29 | ||
30 | def test_values_assertion(self): | |
31 | value_from = portfolio.Amount("BTC", "1.0") | |
32 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
33 | value_to = portfolio.Amount("BTC", "1.0") | |
34 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
35 | self.assertEqual("BTC", trade.base_currency) | |
36 | self.assertEqual("ETH", trade.currency) | |
37 | self.assertEqual(self.m, trade.market) | |
38 | ||
39 | with self.assertRaises(AssertionError): | |
40 | portfolio.Trade(value_from, -value_to, "ETH", self.m) | |
41 | with self.assertRaises(AssertionError): | |
42 | portfolio.Trade(value_from, value_to, "ETC", self.m) | |
43 | with self.assertRaises(AssertionError): | |
44 | value_from.currency = "ETH" | |
45 | portfolio.Trade(value_from, value_to, "ETH", self.m) | |
46 | value_from.currency = "BTC" | |
47 | with self.assertRaises(AssertionError): | |
48 | value_from2 = portfolio.Amount("BTC", "1.0") | |
49 | portfolio.Trade(value_from2, value_to, "ETH", self.m) | |
50 | ||
51 | value_from = portfolio.Amount("BTC", 0) | |
52 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
53 | self.assertEqual(0, trade.value_from.linked_to) | |
54 | ||
55 | def test_action(self): | |
56 | value_from = portfolio.Amount("BTC", "1.0") | |
57 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
58 | value_to = portfolio.Amount("BTC", "1.0") | |
59 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
60 | ||
61 | self.assertIsNone(trade.action) | |
62 | ||
63 | value_from = portfolio.Amount("BTC", "1.0") | |
64 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
65 | value_to = portfolio.Amount("BTC", "2.0") | |
66 | trade = portfolio.Trade(value_from, value_to, "BTC", self.m) | |
67 | ||
68 | self.assertIsNone(trade.action) | |
69 | ||
70 | value_from = portfolio.Amount("BTC", "0.5") | |
71 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
72 | value_to = portfolio.Amount("BTC", "1.0") | |
73 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
74 | ||
75 | self.assertEqual("acquire", trade.action) | |
76 | ||
77 | value_from = portfolio.Amount("BTC", "0") | |
78 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
79 | value_to = portfolio.Amount("BTC", "-1.0") | |
80 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
81 | ||
82 | self.assertEqual("acquire", trade.action) | |
83 | ||
84 | def test_order_action(self): | |
85 | value_from = portfolio.Amount("BTC", "0.5") | |
86 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
87 | value_to = portfolio.Amount("BTC", "1.0") | |
88 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
89 | ||
90 | trade.inverted = False | |
91 | self.assertEqual("buy", trade.order_action()) | |
92 | trade.inverted = True | |
93 | self.assertEqual("sell", trade.order_action()) | |
94 | ||
95 | value_from = portfolio.Amount("BTC", "0") | |
96 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
97 | value_to = portfolio.Amount("BTC", "-1.0") | |
98 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
99 | ||
100 | trade.inverted = False | |
101 | self.assertEqual("sell", trade.order_action()) | |
102 | trade.inverted = True | |
103 | self.assertEqual("buy", trade.order_action()) | |
104 | ||
105 | def test_trade_type(self): | |
106 | value_from = portfolio.Amount("BTC", "0.5") | |
107 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
108 | value_to = portfolio.Amount("BTC", "1.0") | |
109 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
110 | ||
111 | self.assertEqual("long", trade.trade_type) | |
112 | ||
113 | value_from = portfolio.Amount("BTC", "0") | |
114 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
115 | value_to = portfolio.Amount("BTC", "-1.0") | |
116 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
117 | ||
118 | self.assertEqual("short", trade.trade_type) | |
119 | ||
120 | def test_is_fullfiled(self): | |
121 | with self.subTest(inverted=False): | |
122 | value_from = portfolio.Amount("BTC", "0.5") | |
123 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
124 | value_to = portfolio.Amount("BTC", "1.0") | |
125 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
126 | ||
127 | order1 = mock.Mock() | |
128 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
129 | ||
130 | order2 = mock.Mock() | |
131 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
132 | trade.orders.append(order1) | |
133 | trade.orders.append(order2) | |
134 | ||
135 | self.assertFalse(trade.is_fullfiled) | |
136 | ||
137 | order3 = mock.Mock() | |
138 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
139 | trade.orders.append(order3) | |
140 | ||
141 | self.assertTrue(trade.is_fullfiled) | |
142 | ||
143 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
144 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
145 | order3.filled_amount.assert_called_with(in_base_currency=True) | |
146 | ||
147 | with self.subTest(inverted=True): | |
148 | value_from = portfolio.Amount("BTC", "0.5") | |
149 | value_from.linked_to = portfolio.Amount("USDT", "1000.0") | |
150 | value_to = portfolio.Amount("BTC", "1.0") | |
151 | trade = portfolio.Trade(value_from, value_to, "USDT", self.m) | |
152 | trade.inverted = True | |
153 | ||
154 | order1 = mock.Mock() | |
155 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
156 | ||
157 | order2 = mock.Mock() | |
158 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
159 | trade.orders.append(order1) | |
160 | trade.orders.append(order2) | |
161 | ||
162 | self.assertFalse(trade.is_fullfiled) | |
163 | ||
164 | order3 = mock.Mock() | |
165 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
166 | trade.orders.append(order3) | |
167 | ||
168 | self.assertTrue(trade.is_fullfiled) | |
169 | ||
170 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
171 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
172 | order3.filled_amount.assert_called_with(in_base_currency=False) | |
173 | ||
174 | ||
175 | def test_filled_amount(self): | |
176 | value_from = portfolio.Amount("BTC", "0.5") | |
177 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
178 | value_to = portfolio.Amount("BTC", "1.0") | |
179 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
180 | ||
181 | order1 = mock.Mock() | |
182 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") | |
183 | ||
184 | order2 = mock.Mock() | |
185 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") | |
186 | trade.orders.append(order1) | |
187 | trade.orders.append(order2) | |
188 | ||
189 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) | |
190 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
191 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
192 | ||
193 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) | |
194 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
195 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
196 | ||
197 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
198 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
199 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
200 | ||
201 | @mock.patch.object(portfolio.Computation, "compute_value") | |
202 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
203 | @mock.patch.object(portfolio, "Order") | |
204 | def test_prepare_order(self, Order, filled_amount, compute_value): | |
205 | Order.return_value = "Order" | |
206 | ||
207 | with self.subTest(desc="Nothing to do"): | |
208 | value_from = portfolio.Amount("BTC", "10") | |
209 | value_from.rate = D("0.1") | |
210 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
211 | value_to = portfolio.Amount("BTC", "10") | |
212 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
213 | ||
214 | trade.prepare_order() | |
215 | ||
216 | filled_amount.assert_not_called() | |
217 | compute_value.assert_not_called() | |
218 | self.assertEqual(0, len(trade.orders)) | |
219 | Order.assert_not_called() | |
220 | ||
221 | self.m.get_ticker.return_value = None | |
222 | with self.subTest(desc="Unknown ticker"): | |
223 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
224 | compute_value.return_value = D("0.125") | |
225 | ||
226 | value_from = portfolio.Amount("BTC", "1") | |
227 | value_from.rate = D("0.1") | |
228 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
229 | value_to = portfolio.Amount("BTC", "10") | |
230 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
231 | ||
232 | trade.prepare_order() | |
233 | ||
234 | filled_amount.assert_not_called() | |
235 | compute_value.assert_not_called() | |
236 | self.assertEqual(0, len(trade.orders)) | |
237 | Order.assert_not_called() | |
238 | self.m.report.log_error.assert_called_once_with('prepare_order', | |
239 | message='Unknown ticker FOO/BTC') | |
240 | ||
241 | self.m.get_ticker.return_value = { "inverted": False } | |
242 | with self.subTest(desc="Already filled"): | |
243 | filled_amount.return_value = portfolio.Amount("FOO", "100") | |
244 | compute_value.return_value = D("0.125") | |
245 | ||
246 | value_from = portfolio.Amount("BTC", "10") | |
247 | value_from.rate = D("0.1") | |
248 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
249 | value_to = portfolio.Amount("BTC", "0") | |
250 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
251 | ||
252 | trade.prepare_order() | |
253 | ||
254 | filled_amount.assert_called_with(in_base_currency=False) | |
255 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
256 | self.assertEqual(0, len(trade.orders)) | |
257 | self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) | |
258 | Order.assert_not_called() | |
259 | ||
260 | with self.subTest(action="dispose", inverted=False): | |
261 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
262 | compute_value.return_value = D("0.125") | |
263 | ||
264 | value_from = portfolio.Amount("BTC", "10") | |
265 | value_from.rate = D("0.1") | |
266 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
267 | value_to = portfolio.Amount("BTC", "1") | |
268 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
269 | ||
270 | trade.prepare_order() | |
271 | ||
272 | filled_amount.assert_called_with(in_base_currency=False) | |
273 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
274 | self.assertEqual(1, len(trade.orders)) | |
275 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
276 | D("0.125"), "BTC", "long", self.m, | |
277 | trade, close_if_possible=False) | |
278 | ||
279 | with self.subTest(action="dispose", inverted=False, close_if_possible=True): | |
280 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
281 | compute_value.return_value = D("0.125") | |
282 | ||
283 | value_from = portfolio.Amount("BTC", "10") | |
284 | value_from.rate = D("0.1") | |
285 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
286 | value_to = portfolio.Amount("BTC", "1") | |
287 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
288 | ||
289 | trade.prepare_order(close_if_possible=True) | |
290 | ||
291 | filled_amount.assert_called_with(in_base_currency=False) | |
292 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
293 | self.assertEqual(1, len(trade.orders)) | |
294 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
295 | D("0.125"), "BTC", "long", self.m, | |
296 | trade, close_if_possible=True) | |
297 | ||
298 | with self.subTest(action="acquire", inverted=False): | |
299 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
300 | compute_value.return_value = D("0.125") | |
301 | ||
302 | value_from = portfolio.Amount("BTC", "1") | |
303 | value_from.rate = D("0.1") | |
304 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
305 | value_to = portfolio.Amount("BTC", "10") | |
306 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
307 | ||
308 | trade.prepare_order() | |
309 | ||
310 | filled_amount.assert_called_with(in_base_currency=True) | |
311 | compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") | |
312 | self.assertEqual(1, len(trade.orders)) | |
313 | ||
314 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
315 | D("0.125"), "BTC", "long", self.m, | |
316 | trade, close_if_possible=False) | |
317 | ||
318 | with self.subTest(close_if_possible=True): | |
319 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
320 | compute_value.return_value = D("0.125") | |
321 | ||
322 | value_from = portfolio.Amount("BTC", "10") | |
323 | value_from.rate = D("0.1") | |
324 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
325 | value_to = portfolio.Amount("BTC", "0") | |
326 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
327 | ||
328 | trade.prepare_order() | |
329 | ||
330 | filled_amount.assert_called_with(in_base_currency=False) | |
331 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
332 | self.assertEqual(1, len(trade.orders)) | |
333 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
334 | D("0.125"), "BTC", "long", self.m, | |
335 | trade, close_if_possible=True) | |
336 | ||
337 | self.m.get_ticker.return_value = { "inverted": True, "original": {} } | |
338 | with self.subTest(action="dispose", inverted=True): | |
339 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
340 | compute_value.return_value = D("125") | |
341 | ||
342 | value_from = portfolio.Amount("BTC", "10") | |
343 | value_from.rate = D("0.01") | |
344 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
345 | value_to = portfolio.Amount("BTC", "1") | |
346 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
347 | ||
348 | trade.prepare_order(compute_value="foo") | |
349 | ||
350 | filled_amount.assert_called_with(in_base_currency=True) | |
351 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") | |
352 | self.assertEqual(1, len(trade.orders)) | |
353 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
354 | D("125"), "FOO", "long", self.m, | |
355 | trade, close_if_possible=False) | |
356 | ||
357 | with self.subTest(action="acquire", inverted=True): | |
358 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
359 | compute_value.return_value = D("125") | |
360 | ||
361 | value_from = portfolio.Amount("BTC", "1") | |
362 | value_from.rate = D("0.01") | |
363 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
364 | value_to = portfolio.Amount("BTC", "10") | |
365 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
366 | ||
367 | trade.prepare_order(compute_value="foo") | |
368 | ||
369 | filled_amount.assert_called_with(in_base_currency=False) | |
370 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") | |
371 | self.assertEqual(1, len(trade.orders)) | |
372 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
373 | D("125"), "FOO", "long", self.m, | |
374 | trade, close_if_possible=False) | |
375 | ||
376 | def test_tick_actions_recreate(self): | |
377 | value_from = portfolio.Amount("BTC", "0.5") | |
378 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
379 | value_to = portfolio.Amount("BTC", "1.0") | |
380 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
381 | ||
382 | self.assertEqual("average", trade.tick_actions_recreate(0)) | |
383 | self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo")) | |
384 | self.assertEqual("average", trade.tick_actions_recreate(1)) | |
385 | self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2)) | |
386 | self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3)) | |
387 | self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5)) | |
388 | self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6)) | |
389 | self.assertEqual("default", trade.tick_actions_recreate(7)) | |
390 | self.assertEqual("default", trade.tick_actions_recreate(8)) | |
391 | ||
392 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
393 | def test_update_order(self, prepare_order): | |
394 | order_mock = mock.Mock() | |
395 | new_order_mock = mock.Mock() | |
396 | ||
397 | value_from = portfolio.Amount("BTC", "0.5") | |
398 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
399 | value_to = portfolio.Amount("BTC", "1.0") | |
400 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
401 | prepare_order.return_value = new_order_mock | |
402 | ||
403 | for i in [0, 1, 3, 4, 6]: | |
404 | with self.subTest(tick=i): | |
405 | trade.update_order(order_mock, i) | |
406 | order_mock.cancel.assert_not_called() | |
407 | new_order_mock.run.assert_not_called() | |
408 | self.m.report.log_order.assert_called_once_with(order_mock, i, | |
409 | update="waiting", compute_value=None, new_order=None) | |
410 | ||
411 | order_mock.reset_mock() | |
412 | new_order_mock.reset_mock() | |
413 | trade.orders = [] | |
414 | self.m.report.log_order.reset_mock() | |
415 | ||
416 | trade.update_order(order_mock, 2) | |
417 | order_mock.cancel.assert_called() | |
418 | new_order_mock.run.assert_called() | |
419 | prepare_order.assert_called() | |
420 | self.m.report.log_order.assert_called() | |
421 | self.assertEqual(2, self.m.report.log_order.call_count) | |
422 | calls = [ | |
423 | mock.call(order_mock, 2, update="adjusting", | |
424 | compute_value=mock.ANY, | |
425 | new_order=new_order_mock), | |
426 | mock.call(order_mock, 2, new_order=new_order_mock), | |
427 | ] | |
428 | self.m.report.log_order.assert_has_calls(calls) | |
429 | ||
430 | order_mock.reset_mock() | |
431 | new_order_mock.reset_mock() | |
432 | trade.orders = [] | |
433 | self.m.report.log_order.reset_mock() | |
434 | ||
435 | trade.update_order(order_mock, 5) | |
436 | order_mock.cancel.assert_called() | |
437 | new_order_mock.run.assert_called() | |
438 | prepare_order.assert_called() | |
439 | self.assertEqual(2, self.m.report.log_order.call_count) | |
440 | self.m.report.log_order.assert_called() | |
441 | calls = [ | |
442 | mock.call(order_mock, 5, update="adjusting", | |
443 | compute_value=mock.ANY, | |
444 | new_order=new_order_mock), | |
445 | mock.call(order_mock, 5, new_order=new_order_mock), | |
446 | ] | |
447 | self.m.report.log_order.assert_has_calls(calls) | |
448 | ||
449 | order_mock.reset_mock() | |
450 | new_order_mock.reset_mock() | |
451 | trade.orders = [] | |
452 | self.m.report.log_order.reset_mock() | |
453 | ||
454 | trade.update_order(order_mock, 7) | |
455 | order_mock.cancel.assert_called() | |
456 | new_order_mock.run.assert_called() | |
457 | prepare_order.assert_called_with(compute_value="default") | |
458 | self.m.report.log_order.assert_called() | |
459 | self.assertEqual(2, self.m.report.log_order.call_count) | |
460 | calls = [ | |
461 | mock.call(order_mock, 7, update="market_fallback", | |
462 | compute_value='default', | |
463 | new_order=new_order_mock), | |
464 | mock.call(order_mock, 7, new_order=new_order_mock), | |
465 | ] | |
466 | self.m.report.log_order.assert_has_calls(calls) | |
467 | ||
468 | order_mock.reset_mock() | |
469 | new_order_mock.reset_mock() | |
470 | trade.orders = [] | |
471 | self.m.report.log_order.reset_mock() | |
472 | ||
473 | for i in [10, 13, 16]: | |
474 | with self.subTest(tick=i): | |
475 | trade.update_order(order_mock, i) | |
476 | order_mock.cancel.assert_called() | |
477 | new_order_mock.run.assert_called() | |
478 | prepare_order.assert_called_with(compute_value="default") | |
479 | self.m.report.log_order.assert_called() | |
480 | self.assertEqual(2, self.m.report.log_order.call_count) | |
481 | calls = [ | |
482 | mock.call(order_mock, i, update="market_adjust", | |
483 | compute_value='default', | |
484 | new_order=new_order_mock), | |
485 | mock.call(order_mock, i, new_order=new_order_mock), | |
486 | ] | |
487 | self.m.report.log_order.assert_has_calls(calls) | |
488 | ||
489 | order_mock.reset_mock() | |
490 | new_order_mock.reset_mock() | |
491 | trade.orders = [] | |
492 | self.m.report.log_order.reset_mock() | |
493 | ||
494 | for i in [8, 9, 11, 12]: | |
495 | with self.subTest(tick=i): | |
496 | trade.update_order(order_mock, i) | |
497 | order_mock.cancel.assert_not_called() | |
498 | new_order_mock.run.assert_not_called() | |
499 | self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", | |
500 | compute_value=None, new_order=None) | |
501 | ||
502 | order_mock.reset_mock() | |
503 | new_order_mock.reset_mock() | |
504 | trade.orders = [] | |
505 | self.m.report.log_order.reset_mock() | |
506 | ||
507 | ||
508 | def test_print_with_order(self): | |
509 | value_from = portfolio.Amount("BTC", "0.5") | |
510 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
511 | value_to = portfolio.Amount("BTC", "1.0") | |
512 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
513 | ||
514 | order_mock1 = mock.Mock() | |
515 | order_mock1.__repr__ = mock.Mock() | |
516 | order_mock1.__repr__.return_value = "Mock 1" | |
517 | order_mock2 = mock.Mock() | |
518 | order_mock2.__repr__ = mock.Mock() | |
519 | order_mock2.__repr__.return_value = "Mock 2" | |
520 | order_mock1.mouvements = [] | |
521 | mouvement_mock1 = mock.Mock() | |
522 | mouvement_mock1.__repr__ = mock.Mock() | |
523 | mouvement_mock1.__repr__.return_value = "Mouvement 1" | |
524 | mouvement_mock2 = mock.Mock() | |
525 | mouvement_mock2.__repr__ = mock.Mock() | |
526 | mouvement_mock2.__repr__.return_value = "Mouvement 2" | |
527 | order_mock2.mouvements = [ | |
528 | mouvement_mock1, mouvement_mock2 | |
529 | ] | |
530 | trade.orders.append(order_mock1) | |
531 | trade.orders.append(order_mock2) | |
532 | ||
533 | with mock.patch.object(trade, "filled_amount") as filled: | |
534 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
535 | ||
536 | trade.print_with_order() | |
537 | ||
538 | self.m.report.print_log.assert_called() | |
539 | calls = self.m.report.print_log.mock_calls | |
540 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) | |
541 | self.assertEqual("\tMock 1", str(calls[1][1][0])) | |
542 | self.assertEqual("\tMock 2", str(calls[2][1][0])) | |
543 | self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) | |
544 | self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) | |
545 | ||
546 | self.m.report.print_log.reset_mock() | |
547 | ||
548 | filled.return_value = portfolio.Amount("BTC", "0.5") | |
549 | trade.print_with_order() | |
550 | calls = self.m.report.print_log.mock_calls | |
551 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0])) | |
552 | ||
553 | self.m.report.print_log.reset_mock() | |
554 | ||
555 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
556 | trade.closed = True | |
557 | trade.print_with_order() | |
558 | calls = self.m.report.print_log.mock_calls | |
559 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) | |
560 | ||
561 | def test_close(self): | |
562 | value_from = portfolio.Amount("BTC", "0.5") | |
563 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
564 | value_to = portfolio.Amount("BTC", "1.0") | |
565 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
566 | order1 = mock.Mock() | |
567 | trade.orders.append(order1) | |
568 | ||
569 | trade.close() | |
570 | ||
571 | self.assertEqual(True, trade.closed) | |
572 | order1.cancel.assert_called_once_with() | |
573 | ||
574 | def test_pending(self): | |
575 | value_from = portfolio.Amount("BTC", "0.5") | |
576 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
577 | value_to = portfolio.Amount("BTC", "1.0") | |
578 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
579 | ||
580 | trade.closed = True | |
581 | self.assertEqual(False, trade.pending) | |
582 | ||
583 | trade.closed = False | |
584 | self.assertEqual(True, trade.pending) | |
585 | ||
586 | order1 = mock.Mock() | |
587 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") | |
588 | trade.orders.append(order1) | |
589 | self.assertEqual(False, trade.pending) | |
590 | ||
591 | def test__repr(self): | |
592 | value_from = portfolio.Amount("BTC", "0.5") | |
593 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
594 | value_to = portfolio.Amount("BTC", "1.0") | |
595 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
596 | ||
597 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
598 | ||
599 | def test_as_json(self): | |
600 | value_from = portfolio.Amount("BTC", "0.5") | |
601 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
602 | value_to = portfolio.Amount("BTC", "1.0") | |
603 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
604 | ||
605 | as_json = trade.as_json() | |
606 | self.assertEqual("acquire", as_json["action"]) | |
607 | self.assertEqual(D("0.5"), as_json["from"]) | |
608 | self.assertEqual(D("1.0"), as_json["to"]) | |
609 | self.assertEqual("ETH", as_json["currency"]) | |
610 | self.assertEqual("BTC", as_json["base_currency"]) | |
611 | ||
612 | class BalanceTest(WebMockTestCase): | |
613 | def test_values(self): | |
614 | balance = portfolio.Balance("BTC", { | |
615 | "exchange_total": "0.65", | |
616 | "exchange_free": "0.35", | |
617 | "exchange_used": "0.30", | |
618 | "margin_total": "-10", | |
619 | "margin_borrowed": "10", | |
620 | "margin_available": "0", | |
621 | "margin_in_position": "0", | |
622 | "margin_position_type": "short", | |
623 | "margin_borrowed_base_currency": "USDT", | |
624 | "margin_liquidation_price": "1.20", | |
625 | "margin_pending_gain": "10", | |
626 | "margin_lending_fees": "0.4", | |
627 | "margin_borrowed_base_price": "0.15", | |
628 | }) | |
629 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
630 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
631 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
632 | self.assertEqual("BTC", balance.exchange_total.currency) | |
633 | self.assertEqual("BTC", balance.exchange_free.currency) | |
634 | self.assertEqual("BTC", balance.exchange_total.currency) | |
635 | ||
636 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
637 | self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) | |
638 | self.assertEqual(portfolio.D("0"), balance.margin_available.value) | |
639 | self.assertEqual("BTC", balance.margin_total.currency) | |
640 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
641 | self.assertEqual("BTC", balance.margin_available.currency) | |
642 | ||
643 | self.assertEqual("BTC", balance.currency) | |
644 | ||
645 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) | |
646 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
647 | ||
648 | def test__repr(self): | |
649 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
650 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
651 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
652 | "exchange_used": 1, "exchange_free": 2 }) | |
653 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
654 | ||
655 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) | |
656 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
657 | ||
658 | balance = portfolio.Balance("BTX", { "margin_total": 3, | |
659 | "margin_in_position": 1, "margin_available": 2 }) | |
660 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
661 | ||
662 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) | |
663 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | |
664 | ||
665 | balance = portfolio.Balance("BTX", { "margin_total": -3, | |
666 | "margin_borrowed_base_price": D("0.1"), | |
667 | "margin_borrowed_base_currency": "BTC", | |
668 | "margin_lending_fees": D("0.002") }) | |
669 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
670 | ||
671 | balance = portfolio.Balance("BTX", { "margin_total": 1, | |
672 | "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) | |
673 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
674 | ||
675 | def test_as_json(self): | |
676 | balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) | |
677 | as_json = balance.as_json() | |
678 | self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) | |
679 | self.assertEqual(D(0), as_json["total"]) | |
680 | self.assertEqual(D(2), as_json["exchange_total"]) | |
681 | self.assertEqual(D(2), as_json["exchange_free"]) | |
682 | self.assertEqual(D(0), as_json["exchange_used"]) | |
683 | self.assertEqual(D(0), as_json["margin_total"]) | |
684 | self.assertEqual(D(0), as_json["margin_available"]) | |
685 | self.assertEqual(D(0), as_json["margin_borrowed"]) | |
686 | ||
687 | class OrderTest(WebMockTestCase): | |
688 | def test_values(self): | |
689 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
690 | D("0.1"), "BTC", "long", "market", "trade") | |
691 | self.assertEqual("buy", order.action) | |
692 | self.assertEqual(10, order.amount.value) | |
693 | self.assertEqual("ETH", order.amount.currency) | |
694 | self.assertEqual(D("0.1"), order.rate) | |
695 | self.assertEqual("BTC", order.base_currency) | |
696 | self.assertEqual("market", order.market) | |
697 | self.assertEqual("long", order.trade_type) | |
698 | self.assertEqual("pending", order.status) | |
699 | self.assertEqual("trade", order.trade) | |
700 | self.assertIsNone(order.id) | |
701 | self.assertFalse(order.close_if_possible) | |
702 | ||
703 | def test__repr(self): | |
704 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
705 | D("0.1"), "BTC", "long", "market", "trade") | |
706 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
707 | ||
708 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
709 | D("0.1"), "BTC", "long", "market", "trade", | |
710 | close_if_possible=True) | |
711 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
712 | ||
713 | def test_as_json(self): | |
714 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
715 | D("0.1"), "BTC", "long", "market", "trade") | |
716 | mouvement_mock1 = mock.Mock() | |
717 | mouvement_mock1.as_json.return_value = 1 | |
718 | mouvement_mock2 = mock.Mock() | |
719 | mouvement_mock2.as_json.return_value = 2 | |
720 | ||
721 | order.mouvements = [mouvement_mock1, mouvement_mock2] | |
722 | as_json = order.as_json() | |
723 | self.assertEqual("buy", as_json["action"]) | |
724 | self.assertEqual("long", as_json["trade_type"]) | |
725 | self.assertEqual(10, as_json["amount"]) | |
726 | self.assertEqual("ETH", as_json["currency"]) | |
727 | self.assertEqual("BTC", as_json["base_currency"]) | |
728 | self.assertEqual(D("0.1"), as_json["rate"]) | |
729 | self.assertEqual("pending", as_json["status"]) | |
730 | self.assertEqual(False, as_json["close_if_possible"]) | |
731 | self.assertIsNone(as_json["id"]) | |
732 | self.assertEqual([1, 2], as_json["mouvements"]) | |
733 | ||
734 | def test_account(self): | |
735 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
736 | D("0.1"), "BTC", "long", "market", "trade") | |
737 | self.assertEqual("exchange", order.account) | |
738 | ||
739 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
740 | D("0.1"), "BTC", "short", "market", "trade") | |
741 | self.assertEqual("margin", order.account) | |
742 | ||
743 | def test_pending(self): | |
744 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
745 | D("0.1"), "BTC", "long", "market", "trade") | |
746 | self.assertTrue(order.pending) | |
747 | order.status = "open" | |
748 | self.assertFalse(order.pending) | |
749 | ||
750 | def test_open(self): | |
751 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
752 | D("0.1"), "BTC", "long", "market", "trade") | |
753 | self.assertFalse(order.open) | |
754 | order.status = "open" | |
755 | self.assertTrue(order.open) | |
756 | ||
757 | def test_finished(self): | |
758 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
759 | D("0.1"), "BTC", "long", "market", "trade") | |
760 | self.assertFalse(order.finished) | |
761 | order.status = "closed" | |
762 | self.assertTrue(order.finished) | |
763 | order.status = "canceled" | |
764 | self.assertTrue(order.finished) | |
765 | order.status = "error" | |
766 | self.assertTrue(order.finished) | |
767 | ||
768 | @mock.patch.object(portfolio.Order, "fetch") | |
769 | def test_cancel(self, fetch): | |
770 | with self.subTest(debug=True): | |
771 | self.m.debug = True | |
772 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
773 | D("0.1"), "BTC", "long", self.m, "trade") | |
774 | order.status = "open" | |
775 | ||
776 | order.cancel() | |
777 | self.m.ccxt.cancel_order.assert_not_called() | |
778 | self.m.report.log_debug_action.assert_called_once() | |
779 | self.m.report.log_debug_action.reset_mock() | |
780 | self.assertEqual("canceled", order.status) | |
781 | ||
782 | with self.subTest(desc="Nominal case"): | |
783 | self.m.debug = False | |
784 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
785 | D("0.1"), "BTC", "long", self.m, "trade") | |
786 | order.status = "open" | |
787 | order.id = 42 | |
788 | ||
789 | order.cancel() | |
790 | self.m.ccxt.cancel_order.assert_called_with(42) | |
791 | fetch.assert_called_once_with() | |
792 | self.m.report.log_debug_action.assert_not_called() | |
793 | ||
794 | with self.subTest(exception=True): | |
795 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
796 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
797 | D("0.1"), "BTC", "long", self.m, "trade") | |
798 | order.status = "open" | |
799 | order.id = 42 | |
800 | order.cancel() | |
801 | self.m.ccxt.cancel_order.assert_called_with(42) | |
802 | self.m.report.log_error.assert_called_once() | |
803 | ||
804 | self.m.reset_mock() | |
805 | with self.subTest(id=None): | |
806 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
807 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
808 | D("0.1"), "BTC", "long", self.m, "trade") | |
809 | order.status = "open" | |
810 | order.cancel() | |
811 | self.m.ccxt.cancel_order.assert_not_called() | |
812 | ||
813 | self.m.reset_mock() | |
814 | with self.subTest(open=False): | |
815 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
816 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
817 | D("0.1"), "BTC", "long", self.m, "trade") | |
818 | order.status = "closed" | |
819 | order.cancel() | |
820 | self.m.ccxt.cancel_order.assert_not_called() | |
821 | ||
822 | def test_dust_amount_remaining(self): | |
823 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
824 | D("0.1"), "BTC", "long", self.m, "trade") | |
825 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) | |
826 | self.assertFalse(order.dust_amount_remaining()) | |
827 | ||
828 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | |
829 | self.assertTrue(order.dust_amount_remaining()) | |
830 | ||
831 | @mock.patch.object(portfolio.Order, "fetch") | |
832 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
833 | def test_remaining_amount(self, filled_amount, fetch): | |
834 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
835 | D("0.1"), "BTC", "long", self.m, "trade") | |
836 | ||
837 | self.assertEqual(9, order.remaining_amount().value) | |
838 | ||
839 | order.status = "open" | |
840 | self.assertEqual(9, order.remaining_amount().value) | |
841 | ||
842 | @mock.patch.object(portfolio.Order, "fetch") | |
843 | def test_filled_amount(self, fetch): | |
844 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
845 | D("0.1"), "BTC", "long", self.m, "trade") | |
846 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
847 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
848 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
849 | "amount": "3", "total": "0.3" | |
850 | })) | |
851 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
852 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
853 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
854 | "amount": "2", "total": "0.4" | |
855 | })) | |
856 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
857 | fetch.assert_not_called() | |
858 | order.status = "open" | |
859 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
860 | fetch.assert_called_once() | |
861 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
862 | ||
863 | def test_fetch_mouvements(self): | |
864 | self.m.ccxt.privatePostReturnOrderTrades.return_value = [ | |
865 | { | |
866 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
867 | "date": "2017-12-30 13:00:12", "rate": "0.1", | |
868 | "amount": "3", "total": "0.3" | |
869 | }, | |
870 | { | |
871 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
872 | "date": "2017-12-30 12:00:12", "rate": "0.2", | |
873 | "amount": "2", "total": "0.4" | |
874 | } | |
875 | ] | |
876 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
877 | D("0.1"), "BTC", "long", self.m, "trade") | |
878 | order.id = 12 | |
879 | order.mouvements = ["Foo", "Bar", "Baz"] | |
880 | ||
881 | order.fetch_mouvements() | |
882 | ||
883 | self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) | |
884 | self.assertEqual(2, len(order.mouvements)) | |
885 | self.assertEqual(43, order.mouvements[0].id) | |
886 | self.assertEqual(42, order.mouvements[1].id) | |
887 | ||
888 | self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError | |
889 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
890 | D("0.1"), "BTC", "long", self.m, "trade") | |
891 | order.fetch_mouvements() | |
892 | self.assertEqual(0, len(order.mouvements)) | |
893 | ||
894 | def test_mark_finished_order(self): | |
895 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
896 | D("0.1"), "BTC", "short", self.m, "trade", | |
897 | close_if_possible=True) | |
898 | order.status = "closed" | |
899 | self.m.debug = False | |
900 | ||
901 | order.mark_finished_order() | |
902 | self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") | |
903 | self.m.ccxt.close_margin_position.reset_mock() | |
904 | ||
905 | order.status = "open" | |
906 | order.mark_finished_order() | |
907 | self.m.ccxt.close_margin_position.assert_not_called() | |
908 | ||
909 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
910 | D("0.1"), "BTC", "short", self.m, "trade", | |
911 | close_if_possible=False) | |
912 | order.status = "closed" | |
913 | order.mark_finished_order() | |
914 | self.m.ccxt.close_margin_position.assert_not_called() | |
915 | ||
916 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
917 | D("0.1"), "BTC", "short", self.m, "trade", | |
918 | close_if_possible=True) | |
919 | order.status = "closed" | |
920 | order.mark_finished_order() | |
921 | self.m.ccxt.close_margin_position.assert_not_called() | |
922 | ||
923 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
924 | D("0.1"), "BTC", "long", self.m, "trade", | |
925 | close_if_possible=True) | |
926 | order.status = "closed" | |
927 | order.mark_finished_order() | |
928 | self.m.ccxt.close_margin_position.assert_not_called() | |
929 | ||
930 | self.m.debug = True | |
931 | ||
932 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
933 | D("0.1"), "BTC", "short", self.m, "trade", | |
934 | close_if_possible=True) | |
935 | order.status = "closed" | |
936 | ||
937 | order.mark_finished_order() | |
938 | self.m.ccxt.close_margin_position.assert_not_called() | |
939 | self.m.report.log_debug_action.assert_called_once() | |
940 | ||
941 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
942 | @mock.patch.object(portfolio.Order, "mark_disappeared_order") | |
943 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
944 | def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements): | |
945 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
946 | D("0.1"), "BTC", "long", self.m, "trade") | |
947 | order.id = 45 | |
948 | with self.subTest(debug=True): | |
949 | self.m.debug = True | |
950 | order.fetch() | |
951 | self.m.report.log_debug_action.assert_called_once() | |
952 | self.m.report.log_debug_action.reset_mock() | |
953 | self.m.ccxt.fetch_order.assert_not_called() | |
954 | mark_finished_order.assert_not_called() | |
955 | mark_disappeared_order.assert_not_called() | |
956 | fetch_mouvements.assert_not_called() | |
957 | ||
958 | with self.subTest(debug=False): | |
959 | self.m.debug = False | |
960 | self.m.ccxt.fetch_order.return_value = { | |
961 | "status": "foo", | |
962 | "datetime": "timestamp" | |
963 | } | |
964 | order.fetch() | |
965 | ||
966 | self.m.ccxt.fetch_order.assert_called_once_with(45) | |
967 | fetch_mouvements.assert_called_once() | |
968 | self.assertEqual("foo", order.status) | |
969 | self.assertEqual("timestamp", order.timestamp) | |
970 | self.assertEqual(1, len(order.results)) | |
971 | self.m.report.log_debug_action.assert_not_called() | |
972 | mark_finished_order.assert_called_once() | |
973 | mark_disappeared_order.assert_called_once() | |
974 | ||
975 | mark_finished_order.reset_mock() | |
976 | with self.subTest(missing_order=True): | |
977 | self.m.ccxt.fetch_order.side_effect = [ | |
978 | portfolio.OrderNotCached, | |
979 | ] | |
980 | order.fetch() | |
981 | self.assertEqual("closed_unknown", order.status) | |
982 | mark_finished_order.assert_called_once() | |
983 | ||
984 | def test_mark_disappeared_order(self): | |
985 | with self.subTest("Open order"): | |
986 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
987 | D("0.1"), "BTC", "long", self.m, "trade") | |
988 | order.id = 45 | |
989 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
990 | "tradeID":21336541, | |
991 | "currencyPair":"BTC_XRP", | |
992 | "type":"sell", | |
993 | "rate":"0.00007013", | |
994 | "amount":"0.00000222", | |
995 | "total":"0.00000000", | |
996 | "fee":"0.00150000", | |
997 | "date":"2018-04-02 00:09:13" | |
998 | })) | |
999 | order.mark_disappeared_order() | |
1000 | self.assertEqual("pending", order.status) | |
1001 | ||
1002 | with self.subTest("Non-zero amount"): | |
1003 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1004 | D("0.1"), "BTC", "long", self.m, "trade") | |
1005 | order.id = 45 | |
1006 | order.status = "closed" | |
1007 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
1008 | "tradeID":21336541, | |
1009 | "currencyPair":"BTC_XRP", | |
1010 | "type":"sell", | |
1011 | "rate":"0.00007013", | |
1012 | "amount":"0.00000222", | |
1013 | "total":"0.00000010", | |
1014 | "fee":"0.00150000", | |
1015 | "date":"2018-04-02 00:09:13" | |
1016 | })) | |
1017 | order.mark_disappeared_order() | |
1018 | self.assertEqual("closed", order.status) | |
1019 | ||
1020 | with self.subTest("Other mouvements"): | |
1021 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1022 | D("0.1"), "BTC", "long", self.m, "trade") | |
1023 | order.id = 45 | |
1024 | order.status = "closed" | |
1025 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
1026 | "tradeID":21336541, | |
1027 | "currencyPair":"BTC_XRP", | |
1028 | "type":"sell", | |
1029 | "rate":"0.00007013", | |
1030 | "amount":"0.00000222", | |
1031 | "total":"0.00000001", | |
1032 | "fee":"0.00150000", | |
1033 | "date":"2018-04-02 00:09:13" | |
1034 | })) | |
1035 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
1036 | "tradeID":21336541, | |
1037 | "currencyPair":"BTC_XRP", | |
1038 | "type":"sell", | |
1039 | "rate":"0.00007013", | |
1040 | "amount":"0.00000222", | |
1041 | "total":"0.00000000", | |
1042 | "fee":"0.00150000", | |
1043 | "date":"2018-04-02 00:09:13" | |
1044 | })) | |
1045 | order.mark_disappeared_order() | |
1046 | self.assertEqual("error_disappeared", order.status) | |
1047 | ||
1048 | with self.subTest("Order disappeared"): | |
1049 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1050 | D("0.1"), "BTC", "long", self.m, "trade") | |
1051 | order.id = 45 | |
1052 | order.status = "closed" | |
1053 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
1054 | "tradeID":21336541, | |
1055 | "currencyPair":"BTC_XRP", | |
1056 | "type":"sell", | |
1057 | "rate":"0.00007013", | |
1058 | "amount":"0.00000222", | |
1059 | "total":"0.00000000", | |
1060 | "fee":"0.00150000", | |
1061 | "date":"2018-04-02 00:09:13" | |
1062 | })) | |
1063 | order.mark_disappeared_order() | |
1064 | self.assertEqual("error_disappeared", order.status) | |
1065 | ||
1066 | @mock.patch.object(portfolio.Order, "fetch") | |
1067 | def test_get_status(self, fetch): | |
1068 | with self.subTest(debug=True): | |
1069 | self.m.debug = True | |
1070 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1071 | D("0.1"), "BTC", "long", self.m, "trade") | |
1072 | self.assertEqual("pending", order.get_status()) | |
1073 | fetch.assert_not_called() | |
1074 | self.m.report.log_debug_action.assert_called_once() | |
1075 | ||
1076 | with self.subTest(debug=False, finished=False): | |
1077 | self.m.debug = False | |
1078 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1079 | D("0.1"), "BTC", "long", self.m, "trade") | |
1080 | def _fetch(order): | |
1081 | def update_status(): | |
1082 | order.status = "open" | |
1083 | return update_status | |
1084 | fetch.side_effect = _fetch(order) | |
1085 | self.assertEqual("open", order.get_status()) | |
1086 | fetch.assert_called_once() | |
1087 | ||
1088 | fetch.reset_mock() | |
1089 | with self.subTest(debug=False, finished=True): | |
1090 | self.m.debug = False | |
1091 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1092 | D("0.1"), "BTC", "long", self.m, "trade") | |
1093 | def _fetch(order): | |
1094 | def update_status(): | |
1095 | order.status = "closed" | |
1096 | return update_status | |
1097 | fetch.side_effect = _fetch(order) | |
1098 | self.assertEqual("closed", order.get_status()) | |
1099 | fetch.assert_called_once() | |
1100 | ||
1101 | def test_run(self): | |
1102 | self.m.ccxt.order_precision.return_value = 4 | |
1103 | with self.subTest(debug=True): | |
1104 | self.m.debug = True | |
1105 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1106 | D("0.1"), "BTC", "long", self.m, "trade") | |
1107 | order.run() | |
1108 | self.m.ccxt.create_order.assert_not_called() | |
1109 | self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") | |
1110 | self.assertEqual("open", order.status) | |
1111 | self.assertEqual(1, len(order.results)) | |
1112 | self.assertEqual(-1, order.id) | |
1113 | ||
1114 | self.m.ccxt.create_order.reset_mock() | |
1115 | with self.subTest(debug=False): | |
1116 | self.m.debug = False | |
1117 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1118 | D("0.1"), "BTC", "long", self.m, "trade") | |
1119 | self.m.ccxt.create_order.return_value = { "id": 123 } | |
1120 | order.run() | |
1121 | self.m.ccxt.create_order.assert_called_once() | |
1122 | self.assertEqual(1, len(order.results)) | |
1123 | self.assertEqual("open", order.status) | |
1124 | ||
1125 | self.m.ccxt.create_order.reset_mock() | |
1126 | with self.subTest(exception=True): | |
1127 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1128 | D("0.1"), "BTC", "long", self.m, "trade") | |
1129 | self.m.ccxt.create_order.side_effect = Exception("bouh") | |
1130 | order.run() | |
1131 | self.m.ccxt.create_order.assert_called_once() | |
1132 | self.assertEqual(0, len(order.results)) | |
1133 | self.assertEqual("error", order.status) | |
1134 | self.m.report.log_error.assert_called_once() | |
1135 | ||
1136 | self.m.ccxt.create_order.reset_mock() | |
1137 | with self.subTest(dust_amount_exception=True),\ | |
1138 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
1139 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
1140 | D("0.1"), "BTC", "long", self.m, "trade") | |
1141 | self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder | |
1142 | order.run() | |
1143 | self.m.ccxt.create_order.assert_called_once() | |
1144 | self.assertEqual(0, len(order.results)) | |
1145 | self.assertEqual("closed", order.status) | |
1146 | mark_finished_order.assert_called_once() | |
1147 | ||
1148 | self.m.ccxt.order_precision.return_value = 8 | |
1149 | self.m.ccxt.create_order.reset_mock() | |
1150 | with self.subTest(insufficient_funds=True),\ | |
1151 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
1152 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1153 | D("0.1"), "BTC", "long", self.m, "trade") | |
1154 | self.m.ccxt.create_order.side_effect = [ | |
1155 | portfolio.InsufficientFunds, | |
1156 | portfolio.InsufficientFunds, | |
1157 | portfolio.InsufficientFunds, | |
1158 | { "id": 123 }, | |
1159 | ] | |
1160 | order.run() | |
1161 | self.m.ccxt.create_order.assert_has_calls([ | |
1162 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1163 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
1164 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
1165 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
1166 | ]) | |
1167 | self.assertEqual(4, self.m.ccxt.create_order.call_count) | |
1168 | self.assertEqual(1, len(order.results)) | |
1169 | self.assertEqual("open", order.status) | |
1170 | self.assertEqual(4, order.tries) | |
1171 | self.m.report.log_error.assert_called() | |
1172 | self.assertEqual(4, self.m.report.log_error.call_count) | |
1173 | ||
1174 | self.m.ccxt.order_precision.return_value = 8 | |
1175 | self.m.ccxt.create_order.reset_mock() | |
1176 | self.m.report.log_error.reset_mock() | |
1177 | with self.subTest(insufficient_funds=True),\ | |
1178 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
1179 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1180 | D("0.1"), "BTC", "long", self.m, "trade") | |
1181 | self.m.ccxt.create_order.side_effect = [ | |
1182 | portfolio.InsufficientFunds, | |
1183 | portfolio.InsufficientFunds, | |
1184 | portfolio.InsufficientFunds, | |
1185 | portfolio.InsufficientFunds, | |
1186 | portfolio.InsufficientFunds, | |
1187 | ] | |
1188 | order.run() | |
1189 | self.m.ccxt.create_order.assert_has_calls([ | |
1190 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1191 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
1192 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
1193 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
1194 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), | |
1195 | ]) | |
1196 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
1197 | self.assertEqual(0, len(order.results)) | |
1198 | self.assertEqual("error", order.status) | |
1199 | self.assertEqual(5, order.tries) | |
1200 | self.m.report.log_error.assert_called() | |
1201 | self.assertEqual(5, self.m.report.log_error.call_count) | |
1202 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY) | |
1203 | ||
1204 | self.m.reset_mock() | |
1205 | with self.subTest(invalid_nonce=True): | |
1206 | with self.subTest(retry_success=True): | |
1207 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1208 | D("0.1"), "BTC", "long", self.m, "trade") | |
1209 | self.m.ccxt.create_order.side_effect = [ | |
1210 | portfolio.InvalidNonce, | |
1211 | portfolio.InvalidNonce, | |
1212 | { "id": 123 }, | |
1213 | ] | |
1214 | order.run() | |
1215 | self.m.ccxt.create_order.assert_has_calls([ | |
1216 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1217 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1218 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1219 | ]) | |
1220 | self.assertEqual(3, self.m.ccxt.create_order.call_count) | |
1221 | self.assertEqual(3, order.tries) | |
1222 | self.m.report.log_error.assert_called() | |
1223 | self.assertEqual(2, self.m.report.log_error.call_count) | |
1224 | self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY) | |
1225 | self.assertEqual(123, order.id) | |
1226 | ||
1227 | self.m.reset_mock() | |
1228 | with self.subTest(retry_success=False): | |
1229 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1230 | D("0.1"), "BTC", "long", self.m, "trade") | |
1231 | self.m.ccxt.create_order.side_effect = [ | |
1232 | portfolio.InvalidNonce, | |
1233 | portfolio.InvalidNonce, | |
1234 | portfolio.InvalidNonce, | |
1235 | portfolio.InvalidNonce, | |
1236 | portfolio.InvalidNonce, | |
1237 | ] | |
1238 | order.run() | |
1239 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
1240 | self.assertEqual(5, order.tries) | |
1241 | self.m.report.log_error.assert_called() | |
1242 | self.assertEqual(5, self.m.report.log_error.call_count) | |
1243 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY) | |
1244 | self.assertEqual("error", order.status) | |
1245 | ||
1246 | self.m.reset_mock() | |
1247 | with self.subTest(request_timeout=True): | |
1248 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1249 | D("0.1"), "BTC", "long", self.m, "trade") | |
1250 | with self.subTest(retrieved=False), \ | |
1251 | mock.patch.object(order, "retrieve_order") as retrieve: | |
1252 | self.m.ccxt.create_order.side_effect = [ | |
1253 | portfolio.RequestTimeout, | |
1254 | portfolio.RequestTimeout, | |
1255 | { "id": 123 }, | |
1256 | ] | |
1257 | retrieve.return_value = False | |
1258 | order.run() | |
1259 | self.m.ccxt.create_order.assert_has_calls([ | |
1260 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1261 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1262 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1263 | ]) | |
1264 | self.assertEqual(3, self.m.ccxt.create_order.call_count) | |
1265 | self.assertEqual(3, order.tries) | |
1266 | self.m.report.log_error.assert_called() | |
1267 | self.assertEqual(2, self.m.report.log_error.call_count) | |
1268 | self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY) | |
1269 | self.assertEqual(123, order.id) | |
1270 | ||
1271 | self.m.reset_mock() | |
1272 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1273 | D("0.1"), "BTC", "long", self.m, "trade") | |
1274 | with self.subTest(retrieved=True), \ | |
1275 | mock.patch.object(order, "retrieve_order") as retrieve: | |
1276 | self.m.ccxt.create_order.side_effect = [ | |
1277 | portfolio.RequestTimeout, | |
1278 | ] | |
1279 | def _retrieve(): | |
1280 | order.results.append({"id": 123}) | |
1281 | return True | |
1282 | retrieve.side_effect = _retrieve | |
1283 | order.run() | |
1284 | self.m.ccxt.create_order.assert_has_calls([ | |
1285 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1286 | ]) | |
1287 | self.assertEqual(1, self.m.ccxt.create_order.call_count) | |
1288 | self.assertEqual(1, order.tries) | |
1289 | self.m.report.log_error.assert_called() | |
1290 | self.assertEqual(1, self.m.report.log_error.call_count) | |
1291 | self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order") | |
1292 | self.assertEqual(123, order.id) | |
1293 | ||
1294 | self.m.reset_mock() | |
1295 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1296 | D("0.1"), "BTC", "long", self.m, "trade") | |
1297 | with self.subTest(retrieved=False), \ | |
1298 | mock.patch.object(order, "retrieve_order") as retrieve: | |
1299 | self.m.ccxt.create_order.side_effect = [ | |
1300 | portfolio.RequestTimeout, | |
1301 | portfolio.RequestTimeout, | |
1302 | portfolio.RequestTimeout, | |
1303 | portfolio.RequestTimeout, | |
1304 | portfolio.RequestTimeout, | |
1305 | ] | |
1306 | retrieve.return_value = False | |
1307 | order.run() | |
1308 | self.m.ccxt.create_order.assert_has_calls([ | |
1309 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1310 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1311 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1312 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1313 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
1314 | ]) | |
1315 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
1316 | self.assertEqual(5, order.tries) | |
1317 | self.m.report.log_error.assert_called() | |
1318 | self.assertEqual(5, self.m.report.log_error.call_count) | |
1319 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY) | |
1320 | self.assertEqual("error", order.status) | |
1321 | ||
1322 | def test_retrieve_order(self): | |
1323 | with self.subTest(similar_open_order=True): | |
1324 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1325 | D("0.1"), "BTC", "long", self.m, "trade") | |
1326 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | |
1327 | ||
1328 | self.m.ccxt.order_precision.return_value = 8 | |
1329 | self.m.ccxt.fetch_orders.return_value = [ | |
1330 | { # Wrong amount | |
1331 | 'amount': 0.002, 'cost': 0.1, | |
1332 | 'datetime': '2018-03-25T15:15:51.000Z', | |
1333 | 'fee': None, 'filled': 0.0, | |
1334 | 'id': '1', | |
1335 | 'info': { | |
1336 | 'amount': '0.002', | |
1337 | 'date': '2018-03-25 15:15:51', | |
1338 | 'margin': 0, 'orderNumber': '1', | |
1339 | 'price': '0.1', 'rate': '0.1', | |
1340 | 'side': 'buy', 'startingAmount': '0.002', | |
1341 | 'status': 'open', 'total': '0.0002', | |
1342 | 'type': 'limit' | |
1343 | }, | |
1344 | 'price': 0.1, 'remaining': 0.002, 'side': 'buy', | |
1345 | 'status': 'open', 'symbol': 'ETH/BTC', | |
1346 | 'timestamp': 1521990951000, 'trades': None, | |
1347 | 'type': 'limit' | |
1348 | }, | |
1349 | { # Margin | |
1350 | 'amount': 0.001, 'cost': 0.1, | |
1351 | 'datetime': '2018-03-25T15:15:51.000Z', | |
1352 | 'fee': None, 'filled': 0.0, | |
1353 | 'id': '2', | |
1354 | 'info': { | |
1355 | 'amount': '0.001', | |
1356 | 'date': '2018-03-25 15:15:51', | |
1357 | 'margin': 1, 'orderNumber': '2', | |
1358 | 'price': '0.1', 'rate': '0.1', | |
1359 | 'side': 'buy', 'startingAmount': '0.001', | |
1360 | 'status': 'open', 'total': '0.0001', | |
1361 | 'type': 'limit' | |
1362 | }, | |
1363 | 'price': 0.1, 'remaining': 0.001, 'side': 'buy', | |
1364 | 'status': 'open', 'symbol': 'ETH/BTC', | |
1365 | 'timestamp': 1521990951000, 'trades': None, | |
1366 | 'type': 'limit' | |
1367 | }, | |
1368 | { # selling | |
1369 | 'amount': 0.001, 'cost': 0.1, | |
1370 | 'datetime': '2018-03-25T15:15:51.000Z', | |
1371 | 'fee': None, 'filled': 0.0, | |
1372 | 'id': '3', | |
1373 | 'info': { | |
1374 | 'amount': '0.001', | |
1375 | 'date': '2018-03-25 15:15:51', | |
1376 | 'margin': 0, 'orderNumber': '3', | |
1377 | 'price': '0.1', 'rate': '0.1', | |
1378 | 'side': 'sell', 'startingAmount': '0.001', | |
1379 | 'status': 'open', 'total': '0.0001', | |
1380 | 'type': 'limit' | |
1381 | }, | |
1382 | 'price': 0.1, 'remaining': 0.001, 'side': 'sell', | |
1383 | 'status': 'open', 'symbol': 'ETH/BTC', | |
1384 | 'timestamp': 1521990951000, 'trades': None, | |
1385 | 'type': 'limit' | |
1386 | }, | |
1387 | { # Wrong rate | |
1388 | 'amount': 0.001, 'cost': 0.15, | |
1389 | 'datetime': '2018-03-25T15:15:51.000Z', | |
1390 | 'fee': None, 'filled': 0.0, | |
1391 | 'id': '4', | |
1392 | 'info': { | |
1393 | 'amount': '0.001', | |
1394 | 'date': '2018-03-25 15:15:51', | |
1395 | 'margin': 0, 'orderNumber': '4', | |
1396 | 'price': '0.15', 'rate': '0.15', | |
1397 | 'side': 'buy', 'startingAmount': '0.001', | |
1398 | 'status': 'open', 'total': '0.0001', | |
1399 | 'type': 'limit' | |
1400 | }, | |
1401 | 'price': 0.15, 'remaining': 0.001, 'side': 'buy', | |
1402 | 'status': 'open', 'symbol': 'ETH/BTC', | |
1403 | 'timestamp': 1521990951000, 'trades': None, | |
1404 | 'type': 'limit' | |
1405 | }, | |
1406 | { # All good | |
1407 | 'amount': 0.001, 'cost': 0.1, | |
1408 | 'datetime': '2018-03-25T15:15:51.000Z', | |
1409 | 'fee': None, 'filled': 0.0, | |
1410 | 'id': '5', | |
1411 | 'info': { | |
1412 | 'amount': '0.001', | |
1413 | 'date': '2018-03-25 15:15:51', | |
1414 | 'margin': 0, 'orderNumber': '1', | |
1415 | 'price': '0.1', 'rate': '0.1', | |
1416 | 'side': 'buy', 'startingAmount': '0.001', | |
1417 | 'status': 'open', 'total': '0.0001', | |
1418 | 'type': 'limit' | |
1419 | }, | |
1420 | 'price': 0.1, 'remaining': 0.001, 'side': 'buy', | |
1421 | 'status': 'open', 'symbol': 'ETH/BTC', | |
1422 | 'timestamp': 1521990951000, 'trades': None, | |
1423 | 'type': 'limit' | |
1424 | } | |
1425 | ] | |
1426 | result = order.retrieve_order() | |
1427 | self.assertTrue(result) | |
1428 | self.assertEqual('5', order.results[0]["id"]) | |
1429 | self.m.ccxt.fetch_my_trades.assert_not_called() | |
1430 | self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) | |
1431 | ||
1432 | self.m.reset_mock() | |
1433 | with self.subTest(similar_open_order=False, past_trades=True): | |
1434 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1435 | D("0.1"), "BTC", "long", self.m, "trade") | |
1436 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | |
1437 | ||
1438 | self.m.ccxt.order_precision.return_value = 8 | |
1439 | self.m.ccxt.fetch_orders.return_value = [] | |
1440 | self.m.ccxt.fetch_my_trades.return_value = [ | |
1441 | { # Wrong timestamp 1 | |
1442 | 'amount': 0.0006, | |
1443 | 'cost': 0.00006, | |
1444 | 'datetime': '2018-03-25T15:15:14.000Z', | |
1445 | 'id': '1-1', | |
1446 | 'info': { | |
1447 | 'amount': '0.0006', | |
1448 | 'category': 'exchange', | |
1449 | 'date': '2018-03-25 15:15:14', | |
1450 | 'fee': '0.00150000', | |
1451 | 'globalTradeID': 1, | |
1452 | 'orderNumber': '1', | |
1453 | 'rate': '0.1', | |
1454 | 'total': '0.00006', | |
1455 | 'tradeID': '1-1', | |
1456 | 'type': 'buy' | |
1457 | }, | |
1458 | 'order': '1', | |
1459 | 'price': 0.1, | |
1460 | 'side': 'buy', | |
1461 | 'symbol': 'ETH/BTC', | |
1462 | 'timestamp': 1521983714, | |
1463 | 'type': 'limit' | |
1464 | }, | |
1465 | { # Wrong timestamp 2 | |
1466 | 'amount': 0.0004, | |
1467 | 'cost': 0.00004, | |
1468 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1469 | 'id': '1-2', | |
1470 | 'info': { | |
1471 | 'amount': '0.0004', | |
1472 | 'category': 'exchange', | |
1473 | 'date': '2018-03-25 15:16:54', | |
1474 | 'fee': '0.00150000', | |
1475 | 'globalTradeID': 2, | |
1476 | 'orderNumber': '1', | |
1477 | 'rate': '0.1', | |
1478 | 'total': '0.00004', | |
1479 | 'tradeID': '1-2', | |
1480 | 'type': 'buy' | |
1481 | }, | |
1482 | 'order': '1', | |
1483 | 'price': 0.1, | |
1484 | 'side': 'buy', | |
1485 | 'symbol': 'ETH/BTC', | |
1486 | 'timestamp': 1521983814, | |
1487 | 'type': 'limit' | |
1488 | }, | |
1489 | { # Wrong side 1 | |
1490 | 'amount': 0.0006, | |
1491 | 'cost': 0.00006, | |
1492 | 'datetime': '2018-03-25T15:15:54.000Z', | |
1493 | 'id': '2-1', | |
1494 | 'info': { | |
1495 | 'amount': '0.0006', | |
1496 | 'category': 'exchange', | |
1497 | 'date': '2018-03-25 15:15:54', | |
1498 | 'fee': '0.00150000', | |
1499 | 'globalTradeID': 1, | |
1500 | 'orderNumber': '2', | |
1501 | 'rate': '0.1', | |
1502 | 'total': '0.00006', | |
1503 | 'tradeID': '2-1', | |
1504 | 'type': 'sell' | |
1505 | }, | |
1506 | 'order': '2', | |
1507 | 'price': 0.1, | |
1508 | 'side': 'sell', | |
1509 | 'symbol': 'ETH/BTC', | |
1510 | 'timestamp': 1521983754, | |
1511 | 'type': 'limit' | |
1512 | }, | |
1513 | { # Wrong side 2 | |
1514 | 'amount': 0.0004, | |
1515 | 'cost': 0.00004, | |
1516 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1517 | 'id': '2-2', | |
1518 | 'info': { | |
1519 | 'amount': '0.0004', | |
1520 | 'category': 'exchange', | |
1521 | 'date': '2018-03-25 15:16:54', | |
1522 | 'fee': '0.00150000', | |
1523 | 'globalTradeID': 2, | |
1524 | 'orderNumber': '2', | |
1525 | 'rate': '0.1', | |
1526 | 'total': '0.00004', | |
1527 | 'tradeID': '2-2', | |
1528 | 'type': 'buy' | |
1529 | }, | |
1530 | 'order': '2', | |
1531 | 'price': 0.1, | |
1532 | 'side': 'buy', | |
1533 | 'symbol': 'ETH/BTC', | |
1534 | 'timestamp': 1521983814, | |
1535 | 'type': 'limit' | |
1536 | }, | |
1537 | { # Margin trade 1 | |
1538 | 'amount': 0.0006, | |
1539 | 'cost': 0.00006, | |
1540 | 'datetime': '2018-03-25T15:15:54.000Z', | |
1541 | 'id': '3-1', | |
1542 | 'info': { | |
1543 | 'amount': '0.0006', | |
1544 | 'category': 'marginTrade', | |
1545 | 'date': '2018-03-25 15:15:54', | |
1546 | 'fee': '0.00150000', | |
1547 | 'globalTradeID': 1, | |
1548 | 'orderNumber': '3', | |
1549 | 'rate': '0.1', | |
1550 | 'total': '0.00006', | |
1551 | 'tradeID': '3-1', | |
1552 | 'type': 'buy' | |
1553 | }, | |
1554 | 'order': '3', | |
1555 | 'price': 0.1, | |
1556 | 'side': 'buy', | |
1557 | 'symbol': 'ETH/BTC', | |
1558 | 'timestamp': 1521983754, | |
1559 | 'type': 'limit' | |
1560 | }, | |
1561 | { # Margin trade 2 | |
1562 | 'amount': 0.0004, | |
1563 | 'cost': 0.00004, | |
1564 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1565 | 'id': '3-2', | |
1566 | 'info': { | |
1567 | 'amount': '0.0004', | |
1568 | 'category': 'marginTrade', | |
1569 | 'date': '2018-03-25 15:16:54', | |
1570 | 'fee': '0.00150000', | |
1571 | 'globalTradeID': 2, | |
1572 | 'orderNumber': '3', | |
1573 | 'rate': '0.1', | |
1574 | 'total': '0.00004', | |
1575 | 'tradeID': '3-2', | |
1576 | 'type': 'buy' | |
1577 | }, | |
1578 | 'order': '3', | |
1579 | 'price': 0.1, | |
1580 | 'side': 'buy', | |
1581 | 'symbol': 'ETH/BTC', | |
1582 | 'timestamp': 1521983814, | |
1583 | 'type': 'limit' | |
1584 | }, | |
1585 | { # Wrong amount 1 | |
1586 | 'amount': 0.0005, | |
1587 | 'cost': 0.00005, | |
1588 | 'datetime': '2018-03-25T15:15:54.000Z', | |
1589 | 'id': '4-1', | |
1590 | 'info': { | |
1591 | 'amount': '0.0005', | |
1592 | 'category': 'exchange', | |
1593 | 'date': '2018-03-25 15:15:54', | |
1594 | 'fee': '0.00150000', | |
1595 | 'globalTradeID': 1, | |
1596 | 'orderNumber': '4', | |
1597 | 'rate': '0.1', | |
1598 | 'total': '0.00005', | |
1599 | 'tradeID': '4-1', | |
1600 | 'type': 'buy' | |
1601 | }, | |
1602 | 'order': '4', | |
1603 | 'price': 0.1, | |
1604 | 'side': 'buy', | |
1605 | 'symbol': 'ETH/BTC', | |
1606 | 'timestamp': 1521983754, | |
1607 | 'type': 'limit' | |
1608 | }, | |
1609 | { # Wrong amount 2 | |
1610 | 'amount': 0.0004, | |
1611 | 'cost': 0.00004, | |
1612 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1613 | 'id': '4-2', | |
1614 | 'info': { | |
1615 | 'amount': '0.0004', | |
1616 | 'category': 'exchange', | |
1617 | 'date': '2018-03-25 15:16:54', | |
1618 | 'fee': '0.00150000', | |
1619 | 'globalTradeID': 2, | |
1620 | 'orderNumber': '4', | |
1621 | 'rate': '0.1', | |
1622 | 'total': '0.00004', | |
1623 | 'tradeID': '4-2', | |
1624 | 'type': 'buy' | |
1625 | }, | |
1626 | 'order': '4', | |
1627 | 'price': 0.1, | |
1628 | 'side': 'buy', | |
1629 | 'symbol': 'ETH/BTC', | |
1630 | 'timestamp': 1521983814, | |
1631 | 'type': 'limit' | |
1632 | }, | |
1633 | { # Wrong price 1 | |
1634 | 'amount': 0.0006, | |
1635 | 'cost': 0.000066, | |
1636 | 'datetime': '2018-03-25T15:15:54.000Z', | |
1637 | 'id': '5-1', | |
1638 | 'info': { | |
1639 | 'amount': '0.0006', | |
1640 | 'category': 'exchange', | |
1641 | 'date': '2018-03-25 15:15:54', | |
1642 | 'fee': '0.00150000', | |
1643 | 'globalTradeID': 1, | |
1644 | 'orderNumber': '5', | |
1645 | 'rate': '0.11', | |
1646 | 'total': '0.000066', | |
1647 | 'tradeID': '5-1', | |
1648 | 'type': 'buy' | |
1649 | }, | |
1650 | 'order': '5', | |
1651 | 'price': 0.11, | |
1652 | 'side': 'buy', | |
1653 | 'symbol': 'ETH/BTC', | |
1654 | 'timestamp': 1521983754, | |
1655 | 'type': 'limit' | |
1656 | }, | |
1657 | { # Wrong price 2 | |
1658 | 'amount': 0.0004, | |
1659 | 'cost': 0.00004, | |
1660 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1661 | 'id': '5-2', | |
1662 | 'info': { | |
1663 | 'amount': '0.0004', | |
1664 | 'category': 'exchange', | |
1665 | 'date': '2018-03-25 15:16:54', | |
1666 | 'fee': '0.00150000', | |
1667 | 'globalTradeID': 2, | |
1668 | 'orderNumber': '5', | |
1669 | 'rate': '0.1', | |
1670 | 'total': '0.00004', | |
1671 | 'tradeID': '5-2', | |
1672 | 'type': 'buy' | |
1673 | }, | |
1674 | 'order': '5', | |
1675 | 'price': 0.1, | |
1676 | 'side': 'buy', | |
1677 | 'symbol': 'ETH/BTC', | |
1678 | 'timestamp': 1521983814, | |
1679 | 'type': 'limit' | |
1680 | }, | |
1681 | { # All good 1 | |
1682 | 'amount': 0.0006, | |
1683 | 'cost': 0.00006, | |
1684 | 'datetime': '2018-03-25T15:15:54.000Z', | |
1685 | 'id': '7-1', | |
1686 | 'info': { | |
1687 | 'amount': '0.0006', | |
1688 | 'category': 'exchange', | |
1689 | 'date': '2018-03-25 15:15:54', | |
1690 | 'fee': '0.00150000', | |
1691 | 'globalTradeID': 1, | |
1692 | 'orderNumber': '7', | |
1693 | 'rate': '0.1', | |
1694 | 'total': '0.00006', | |
1695 | 'tradeID': '7-1', | |
1696 | 'type': 'buy' | |
1697 | }, | |
1698 | 'order': '7', | |
1699 | 'price': 0.1, | |
1700 | 'side': 'buy', | |
1701 | 'symbol': 'ETH/BTC', | |
1702 | 'timestamp': 1521983754, | |
1703 | 'type': 'limit' | |
1704 | }, | |
1705 | { # All good 2 | |
1706 | 'amount': 0.0004, | |
1707 | 'cost': 0.000036, | |
1708 | 'datetime': '2018-03-25T15:16:54.000Z', | |
1709 | 'id': '7-2', | |
1710 | 'info': { | |
1711 | 'amount': '0.0004', | |
1712 | 'category': 'exchange', | |
1713 | 'date': '2018-03-25 15:16:54', | |
1714 | 'fee': '0.00150000', | |
1715 | 'globalTradeID': 2, | |
1716 | 'orderNumber': '7', | |
1717 | 'rate': '0.09', | |
1718 | 'total': '0.000036', | |
1719 | 'tradeID': '7-2', | |
1720 | 'type': 'buy' | |
1721 | }, | |
1722 | 'order': '7', | |
1723 | 'price': 0.09, | |
1724 | 'side': 'buy', | |
1725 | 'symbol': 'ETH/BTC', | |
1726 | 'timestamp': 1521983814, | |
1727 | 'type': 'limit' | |
1728 | }, | |
1729 | ] | |
1730 | ||
1731 | result = order.retrieve_order() | |
1732 | self.assertTrue(result) | |
1733 | self.assertEqual('7', order.results[0]["id"]) | |
1734 | self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) | |
1735 | ||
1736 | self.m.reset_mock() | |
1737 | with self.subTest(similar_open_order=False, past_trades=False): | |
1738 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
1739 | D("0.1"), "BTC", "long", self.m, "trade") | |
1740 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | |
1741 | ||
1742 | self.m.ccxt.order_precision.return_value = 8 | |
1743 | self.m.ccxt.fetch_orders.return_value = [] | |
1744 | self.m.ccxt.fetch_my_trades.return_value = [] | |
1745 | result = order.retrieve_order() | |
1746 | self.assertFalse(result) | |
1747 | ||
1748 | class MouvementTest(WebMockTestCase): | |
1749 | def test_values(self): | |
1750 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
1751 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1752 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1753 | "amount": "10", "total": "1" | |
1754 | }) | |
1755 | self.assertEqual("ETH", mouvement.currency) | |
1756 | self.assertEqual("BTC", mouvement.base_currency) | |
1757 | self.assertEqual(42, mouvement.id) | |
1758 | self.assertEqual("buy", mouvement.action) | |
1759 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
1760 | self.assertEqual(portfolio.datetime.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | |
1761 | self.assertEqual(D("0.1"), mouvement.rate) | |
1762 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
1763 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
1764 | ||
1765 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) | |
1766 | self.assertIsNone(mouvement.date) | |
1767 | self.assertIsNone(mouvement.id) | |
1768 | self.assertIsNone(mouvement.action) | |
1769 | self.assertEqual(-1, mouvement.fee_rate) | |
1770 | self.assertEqual(0, mouvement.rate) | |
1771 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
1772 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
1773 | ||
1774 | def test__repr(self): | |
1775 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
1776 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1777 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1778 | "amount": "10", "total": "1" | |
1779 | }) | |
1780 | self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) | |
1781 | ||
1782 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
1783 | "tradeID": 42, "type": "buy", | |
1784 | "date": "garbage", "rate": "0.1", | |
1785 | "amount": "10", "total": "1" | |
1786 | }) | |
1787 | self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) | |
1788 | ||
1789 | def test_as_json(self): | |
1790 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
1791 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1792 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1793 | "amount": "10", "total": "1" | |
1794 | }) | |
1795 | as_json = mouvement.as_json() | |
1796 | ||
1797 | self.assertEqual(D("0.0015"), as_json["fee_rate"]) | |
1798 | self.assertEqual(portfolio.datetime.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) | |
1799 | self.assertEqual("buy", as_json["action"]) | |
1800 | self.assertEqual(D("10"), as_json["total"]) | |
1801 | self.assertEqual(D("1"), as_json["total_in_base"]) | |
1802 | self.assertEqual("BTC", as_json["base_currency"]) | |
1803 | self.assertEqual("ETH", as_json["currency"]) | |
1804 | ||
1805 | class AmountTest(WebMockTestCase): | |
1806 | def test_values(self): | |
1807 | amount = portfolio.Amount("BTC", "0.65") | |
1808 | self.assertEqual(D("0.65"), amount.value) | |
1809 | self.assertEqual("BTC", amount.currency) | |
1810 | ||
1811 | def test_in_currency(self): | |
1812 | amount = portfolio.Amount("ETC", 10) | |
1813 | ||
1814 | self.assertEqual(amount, amount.in_currency("ETC", self.m)) | |
1815 | ||
1816 | with self.subTest(desc="no ticker for currency"): | |
1817 | self.m.get_ticker.return_value = None | |
1818 | ||
1819 | self.assertRaises(Exception, amount.in_currency, "ETH", self.m) | |
1820 | ||
1821 | with self.subTest(desc="nominal case"): | |
1822 | self.m.get_ticker.return_value = { | |
1823 | "bid": D("0.2"), | |
1824 | "ask": D("0.4"), | |
1825 | "average": D("0.3"), | |
1826 | "foo": "bar", | |
1827 | } | |
1828 | converted_amount = amount.in_currency("ETH", self.m) | |
1829 | ||
1830 | self.assertEqual(D("3.0"), converted_amount.value) | |
1831 | self.assertEqual("ETH", converted_amount.currency) | |
1832 | self.assertEqual(amount, converted_amount.linked_to) | |
1833 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
1834 | ||
1835 | converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") | |
1836 | self.assertEqual(D("2"), converted_amount.value) | |
1837 | ||
1838 | converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") | |
1839 | self.assertEqual(D("4"), converted_amount.value) | |
1840 | ||
1841 | converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) | |
1842 | self.assertEqual(D("0.2"), converted_amount.value) | |
1843 | ||
1844 | def test__round(self): | |
1845 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
1846 | self.assertEqual(D("1.23456789"), round(amount).value) | |
1847 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
1848 | ||
1849 | def test__abs(self): | |
1850 | amount = portfolio.Amount("SC", -120) | |
1851 | self.assertEqual(120, abs(amount).value) | |
1852 | self.assertEqual("SC", abs(amount).currency) | |
1853 | ||
1854 | amount = portfolio.Amount("SC", 10) | |
1855 | self.assertEqual(10, abs(amount).value) | |
1856 | self.assertEqual("SC", abs(amount).currency) | |
1857 | ||
1858 | def test__add(self): | |
1859 | amount1 = portfolio.Amount("XVG", "12.9") | |
1860 | amount2 = portfolio.Amount("XVG", "13.1") | |
1861 | ||
1862 | self.assertEqual(26, (amount1 + amount2).value) | |
1863 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
1864 | ||
1865 | amount3 = portfolio.Amount("ETH", "1.6") | |
1866 | with self.assertRaises(Exception): | |
1867 | amount1 + amount3 | |
1868 | ||
1869 | amount4 = portfolio.Amount("ETH", 0.0) | |
1870 | self.assertEqual(amount1, amount1 + amount4) | |
1871 | ||
1872 | self.assertEqual(amount1, amount1 + 0) | |
1873 | ||
1874 | def test__radd(self): | |
1875 | amount = portfolio.Amount("XVG", "12.9") | |
1876 | ||
1877 | self.assertEqual(amount, 0 + amount) | |
1878 | with self.assertRaises(Exception): | |
1879 | 4 + amount | |
1880 | ||
1881 | def test__sub(self): | |
1882 | amount1 = portfolio.Amount("XVG", "13.3") | |
1883 | amount2 = portfolio.Amount("XVG", "13.1") | |
1884 | ||
1885 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | |
1886 | self.assertEqual("XVG", (amount1 - amount2).currency) | |
1887 | ||
1888 | amount3 = portfolio.Amount("ETH", "1.6") | |
1889 | with self.assertRaises(Exception): | |
1890 | amount1 - amount3 | |
1891 | ||
1892 | amount4 = portfolio.Amount("ETH", 0.0) | |
1893 | self.assertEqual(amount1, amount1 - amount4) | |
1894 | ||
1895 | def test__rsub(self): | |
1896 | amount = portfolio.Amount("ETH", "1.6") | |
1897 | with self.assertRaises(Exception): | |
1898 | 3 - amount | |
1899 | ||
1900 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) | |
1901 | ||
1902 | def test__mul(self): | |
1903 | amount = portfolio.Amount("XEM", 11) | |
1904 | ||
1905 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | |
1906 | self.assertEqual(D("33"), (amount * 3).value) | |
1907 | ||
1908 | with self.assertRaises(Exception): | |
1909 | amount * amount | |
1910 | ||
1911 | def test__rmul(self): | |
1912 | amount = portfolio.Amount("XEM", 11) | |
1913 | ||
1914 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | |
1915 | self.assertEqual(D("33"), (3 * amount).value) | |
1916 | ||
1917 | def test__floordiv(self): | |
1918 | amount = portfolio.Amount("XEM", 11) | |
1919 | ||
1920 | self.assertEqual(D("5.5"), (amount / 2).value) | |
1921 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
1922 | ||
1923 | with self.assertRaises(Exception): | |
1924 | amount / amount | |
1925 | ||
1926 | def test__truediv(self): | |
1927 | amount = portfolio.Amount("XEM", 11) | |
1928 | ||
1929 | self.assertEqual(D("5.5"), (amount / 2).value) | |
1930 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
1931 | ||
1932 | def test__lt(self): | |
1933 | amount1 = portfolio.Amount("BTD", 11.3) | |
1934 | amount2 = portfolio.Amount("BTD", 13.1) | |
1935 | ||
1936 | self.assertTrue(amount1 < amount2) | |
1937 | self.assertFalse(amount2 < amount1) | |
1938 | self.assertFalse(amount1 < amount1) | |
1939 | ||
1940 | amount3 = portfolio.Amount("BTC", 1.6) | |
1941 | with self.assertRaises(Exception): | |
1942 | amount1 < amount3 | |
1943 | ||
1944 | def test__le(self): | |
1945 | amount1 = portfolio.Amount("BTD", 11.3) | |
1946 | amount2 = portfolio.Amount("BTD", 13.1) | |
1947 | ||
1948 | self.assertTrue(amount1 <= amount2) | |
1949 | self.assertFalse(amount2 <= amount1) | |
1950 | self.assertTrue(amount1 <= amount1) | |
1951 | ||
1952 | amount3 = portfolio.Amount("BTC", 1.6) | |
1953 | with self.assertRaises(Exception): | |
1954 | amount1 <= amount3 | |
1955 | ||
1956 | def test__gt(self): | |
1957 | amount1 = portfolio.Amount("BTD", 11.3) | |
1958 | amount2 = portfolio.Amount("BTD", 13.1) | |
1959 | ||
1960 | self.assertTrue(amount2 > amount1) | |
1961 | self.assertFalse(amount1 > amount2) | |
1962 | self.assertFalse(amount1 > amount1) | |
1963 | ||
1964 | amount3 = portfolio.Amount("BTC", 1.6) | |
1965 | with self.assertRaises(Exception): | |
1966 | amount3 > amount1 | |
1967 | ||
1968 | def test__ge(self): | |
1969 | amount1 = portfolio.Amount("BTD", 11.3) | |
1970 | amount2 = portfolio.Amount("BTD", 13.1) | |
1971 | ||
1972 | self.assertTrue(amount2 >= amount1) | |
1973 | self.assertFalse(amount1 >= amount2) | |
1974 | self.assertTrue(amount1 >= amount1) | |
1975 | ||
1976 | amount3 = portfolio.Amount("BTC", 1.6) | |
1977 | with self.assertRaises(Exception): | |
1978 | amount3 >= amount1 | |
1979 | ||
1980 | def test__eq(self): | |
1981 | amount1 = portfolio.Amount("BTD", 11.3) | |
1982 | amount2 = portfolio.Amount("BTD", 13.1) | |
1983 | amount3 = portfolio.Amount("BTD", 11.3) | |
1984 | ||
1985 | self.assertFalse(amount1 == amount2) | |
1986 | self.assertFalse(amount2 == amount1) | |
1987 | self.assertTrue(amount1 == amount3) | |
1988 | self.assertFalse(amount2 == 0) | |
1989 | ||
1990 | amount4 = portfolio.Amount("BTC", 1.6) | |
1991 | with self.assertRaises(Exception): | |
1992 | amount1 == amount4 | |
1993 | ||
1994 | amount5 = portfolio.Amount("BTD", 0) | |
1995 | self.assertTrue(amount5 == 0) | |
1996 | ||
1997 | def test__ne(self): | |
1998 | amount1 = portfolio.Amount("BTD", 11.3) | |
1999 | amount2 = portfolio.Amount("BTD", 13.1) | |
2000 | amount3 = portfolio.Amount("BTD", 11.3) | |
2001 | ||
2002 | self.assertTrue(amount1 != amount2) | |
2003 | self.assertTrue(amount2 != amount1) | |
2004 | self.assertFalse(amount1 != amount3) | |
2005 | self.assertTrue(amount2 != 0) | |
2006 | ||
2007 | amount4 = portfolio.Amount("BTC", 1.6) | |
2008 | with self.assertRaises(Exception): | |
2009 | amount1 != amount4 | |
2010 | ||
2011 | amount5 = portfolio.Amount("BTD", 0) | |
2012 | self.assertFalse(amount5 != 0) | |
2013 | ||
2014 | def test__neg(self): | |
2015 | amount1 = portfolio.Amount("BTD", "11.3") | |
2016 | ||
2017 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
2018 | ||
2019 | def test__str(self): | |
2020 | amount1 = portfolio.Amount("BTX", 32) | |
2021 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
2022 | ||
2023 | amount2 = portfolio.Amount("USDT", 12000) | |
2024 | amount1.linked_to = amount2 | |
2025 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
2026 | ||
2027 | def test__repr(self): | |
2028 | amount1 = portfolio.Amount("BTX", 32) | |
2029 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
2030 | ||
2031 | amount2 = portfolio.Amount("USDT", 12000) | |
2032 | amount1.linked_to = amount2 | |
2033 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
2034 | ||
2035 | amount3 = portfolio.Amount("BTC", 0.1) | |
2036 | amount2.linked_to = amount3 | |
2037 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
2038 | ||
2039 | def test_as_json(self): | |
2040 | amount = portfolio.Amount("BTX", 32) | |
2041 | self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) | |
2042 | ||
2043 | amount = portfolio.Amount("BTX", "1E-10") | |
2044 | self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) | |
2045 | ||
2046 | amount = portfolio.Amount("BTX", "1E-5") | |
2047 | self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) | |
2048 | self.assertEqual("0.00001", str(amount.as_json()["value"])) | |
2049 | ||
2050 |