4 from decimal
import Decimal
as D
5 from unittest
import mock
8 from io
import StringIO
11 limits
= ["acceptance", "unit"]
12 for test_type
in limits
:
13 if "--no{}".format(test_type
) in sys
.argv
:
14 sys
.argv
.remove("--no{}".format(test_type
))
15 limits
.remove(test_type
)
16 if "--only{}".format(test_type
) in sys
.argv
:
17 sys
.argv
.remove("--only{}".format(test_type
))
21 class WebMockTestCase(unittest
.TestCase
):
25 super(WebMockTestCase
, self
).setUp()
26 self
.wm
= requests_mock
.Mocker()
30 mock
.patch
.multiple(portfolio
.BalanceStore
,
32 mock
.patch
.multiple(portfolio
.TradeStore
,
35 mock
.patch
.multiple(portfolio
.Portfolio
, data
=None, liquidities
={}),
36 mock
.patch
.multiple(portfolio
.Computation
,
37 computations
=portfolio
.Computation
.computations
),
38 mock
.patch
.multiple(helper
,
41 ticker_cache_timestamp
=self
.time
.time()),
43 for patcher
in self
.patchers
:
47 for patcher
in self
.patchers
:
50 super(WebMockTestCase
, self
).tearDown()
52 @unittest.skipUnless("unit" in limits
, "Unit skipped")
53 class PortfolioTest(WebMockTestCase
):
55 if self
.json_response
is not None:
56 portfolio
.Portfolio
.data
= self
.json_response
59 super(PortfolioTest
, self
).setUp()
61 with open("test_portfolio.json") as example
:
62 self
.json_response
= example
.read()
64 self
.wm
.get(portfolio
.Portfolio
.URL
, text
=self
.json_response
)
66 def test_get_cryptoportfolio(self
):
67 self
.wm
.get(portfolio
.Portfolio
.URL
, [
68 {"text":'{ "foo": "bar" }
', "status_code": 200},
69 {"text": "System Error", "status_code": 500},
70 {"exc": requests.exceptions.ConnectTimeout},
72 portfolio.Portfolio.get_cryptoportfolio()
73 self.assertIn("foo", portfolio.Portfolio.data)
74 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
75 self.assertTrue(self.wm.called)
76 self.assertEqual(1, self.wm.call_count)
78 portfolio.Portfolio.get_cryptoportfolio()
79 self.assertIsNone(portfolio.Portfolio.data)
80 self.assertEqual(2, self.wm.call_count)
82 portfolio.Portfolio.data = "Foo"
83 portfolio.Portfolio.get_cryptoportfolio()
84 self.assertEqual("Foo", portfolio.Portfolio.data)
85 self.assertEqual(3, self.wm.call_count)
87 def test_parse_cryptoportfolio(self):
88 portfolio.Portfolio.parse_cryptoportfolio()
92 list(portfolio.Portfolio.liquidities.keys()))
94 liquidities = portfolio.Portfolio.liquidities
95 self.assertEqual(10, len(liquidities["medium"].keys()))
96 self.assertEqual(10, len(liquidities["high"].keys()))
99 'BTC
': (D("0.2857"), "long"),
100 'DGB
': (D("0.1015"), "long"),
101 'DOGE
': (D("0.1805"), "long"),
102 'SC
': (D("0.0623"), "long"),
103 'ZEC
': (D("0.3701"), "long"),
105 self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
108 'BTC
': (D("1.1102e-16"), "long"),
109 'ETC
': (D("0.1"), "long"),
110 'FCT
': (D("0.1"), "long"),
111 'GAS
': (D("0.1"), "long"),
112 'NAV
': (D("0.1"), "long"),
113 'OMG
': (D("0.1"), "long"),
114 'OMNI
': (D("0.1"), "long"),
115 'PPC
': (D("0.1"), "long"),
116 'RIC
': (D("0.1"), "long"),
117 'VIA
': (D("0.1"), "long"),
118 'XCP
': (D("0.1"), "long"),
120 self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
122 # It doesn't refetch the data when available
123 portfolio
.Portfolio
.parse_cryptoportfolio()
125 self
.assertEqual(1, self
.wm
.call_count
)
127 def test_repartition(self
):
129 'BTC': (D("1.1102e-16"), "long"),
130 'USDT': (D("0.1"), "long"),
131 'ETC': (D("0.1"), "long"),
132 'FCT': (D("0.1"), "long"),
133 'OMG': (D("0.1"), "long"),
134 'STEEM': (D("0.1"), "long"),
135 'STRAT': (D("0.1"), "long"),
136 'XEM': (D("0.1"), "long"),
137 'XMR': (D("0.1"), "long"),
138 'XVC': (D("0.1"), "long"),
139 'ZRX': (D("0.1"), "long"),
142 'USDT': (D("0.1226"), "long"),
143 'BTC': (D("0.1429"), "long"),
144 'ETC': (D("0.1127"), "long"),
145 'ETH': (D("0.1569"), "long"),
146 'FCT': (D("0.3341"), "long"),
147 'GAS': (D("0.1308"), "long"),
150 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition())
151 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition(liquidity
="medium"))
152 self
.assertEqual(expected_high
, portfolio
.Portfolio
.repartition(liquidity
="high"))
154 @unittest.skipUnless("unit" in limits
, "Unit skipped")
155 class AmountTest(WebMockTestCase
):
156 def test_values(self
):
157 amount
= portfolio
.Amount("BTC", "0.65")
158 self
.assertEqual(D("0.65"), amount
.value
)
159 self
.assertEqual("BTC", amount
.currency
)
161 def test_in_currency(self
):
162 amount
= portfolio
.Amount("ETC", 10)
164 self
.assertEqual(amount
, amount
.in_currency("ETC", None))
166 ticker_mock
= unittest
.mock
.Mock()
167 with mock
.patch
.object(helper
, 'get_ticker', new
=ticker_mock
):
168 ticker_mock
.return_value
= None
170 self
.assertRaises(Exception, amount
.in_currency
, "ETH", None)
172 with mock
.patch
.object(helper
, 'get_ticker', new
=ticker_mock
):
173 ticker_mock
.return_value
= {
179 converted_amount
= amount
.in_currency("ETH", None)
181 self
.assertEqual(D("3.0"), converted_amount
.value
)
182 self
.assertEqual("ETH", converted_amount
.currency
)
183 self
.assertEqual(amount
, converted_amount
.linked_to
)
184 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
186 converted_amount
= amount
.in_currency("ETH", None, action
="bid", compute_value
="default")
187 self
.assertEqual(D("2"), converted_amount
.value
)
189 converted_amount
= amount
.in_currency("ETH", None, compute_value
="ask")
190 self
.assertEqual(D("4"), converted_amount
.value
)
192 converted_amount
= amount
.in_currency("ETH", None, rate
=D("0.02"))
193 self
.assertEqual(D("0.2"), converted_amount
.value
)
195 def test__round(self
):
196 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
197 self
.assertEqual(D("1.23456789"), round(amount
).value
)
198 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
201 amount
= portfolio
.Amount("SC", -120)
202 self
.assertEqual(120, abs(amount
).value
)
203 self
.assertEqual("SC", abs(amount
).currency
)
205 amount
= portfolio
.Amount("SC", 10)
206 self
.assertEqual(10, abs(amount
).value
)
207 self
.assertEqual("SC", abs(amount
).currency
)
210 amount1
= portfolio
.Amount("XVG", "12.9")
211 amount2
= portfolio
.Amount("XVG", "13.1")
213 self
.assertEqual(26, (amount1
+ amount2
).value
)
214 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
216 amount3
= portfolio
.Amount("ETH", "1.6")
217 with self
.assertRaises(Exception):
220 amount4
= portfolio
.Amount("ETH", 0.0)
221 self
.assertEqual(amount1
, amount1
+ amount4
)
223 def test__radd(self
):
224 amount
= portfolio
.Amount("XVG", "12.9")
226 self
.assertEqual(amount
, 0 + amount
)
227 with self
.assertRaises(Exception):
231 amount1
= portfolio
.Amount("XVG", "13.3")
232 amount2
= portfolio
.Amount("XVG", "13.1")
234 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
235 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
237 amount3
= portfolio
.Amount("ETH", "1.6")
238 with self
.assertRaises(Exception):
241 amount4
= portfolio
.Amount("ETH", 0.0)
242 self
.assertEqual(amount1
, amount1
- amount4
)
245 amount
= portfolio
.Amount("XEM", 11)
247 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
248 self
.assertEqual(D("33"), (amount
* 3).value
)
250 with self
.assertRaises(Exception):
253 def test__rmul(self
):
254 amount
= portfolio
.Amount("XEM", 11)
256 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
257 self
.assertEqual(D("33"), (3 * amount
).value
)
259 def test__floordiv(self
):
260 amount
= portfolio
.Amount("XEM", 11)
262 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
263 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
265 with self
.assertRaises(Exception):
268 def test__truediv(self
):
269 amount
= portfolio
.Amount("XEM", 11)
271 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
272 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
275 amount1
= portfolio
.Amount("BTD", 11.3)
276 amount2
= portfolio
.Amount("BTD", 13.1)
278 self
.assertTrue(amount1
< amount2
)
279 self
.assertFalse(amount2
< amount1
)
280 self
.assertFalse(amount1
< amount1
)
282 amount3
= portfolio
.Amount("BTC", 1.6)
283 with self
.assertRaises(Exception):
287 amount1
= portfolio
.Amount("BTD", 11.3)
288 amount2
= portfolio
.Amount("BTD", 13.1)
290 self
.assertTrue(amount1
<= amount2
)
291 self
.assertFalse(amount2
<= amount1
)
292 self
.assertTrue(amount1
<= amount1
)
294 amount3
= portfolio
.Amount("BTC", 1.6)
295 with self
.assertRaises(Exception):
299 amount1
= portfolio
.Amount("BTD", 11.3)
300 amount2
= portfolio
.Amount("BTD", 13.1)
302 self
.assertTrue(amount2
> amount1
)
303 self
.assertFalse(amount1
> amount2
)
304 self
.assertFalse(amount1
> amount1
)
306 amount3
= portfolio
.Amount("BTC", 1.6)
307 with self
.assertRaises(Exception):
311 amount1
= portfolio
.Amount("BTD", 11.3)
312 amount2
= portfolio
.Amount("BTD", 13.1)
314 self
.assertTrue(amount2
>= amount1
)
315 self
.assertFalse(amount1
>= amount2
)
316 self
.assertTrue(amount1
>= amount1
)
318 amount3
= portfolio
.Amount("BTC", 1.6)
319 with self
.assertRaises(Exception):
323 amount1
= portfolio
.Amount("BTD", 11.3)
324 amount2
= portfolio
.Amount("BTD", 13.1)
325 amount3
= portfolio
.Amount("BTD", 11.3)
327 self
.assertFalse(amount1
== amount2
)
328 self
.assertFalse(amount2
== amount1
)
329 self
.assertTrue(amount1
== amount3
)
330 self
.assertFalse(amount2
== 0)
332 amount4
= portfolio
.Amount("BTC", 1.6)
333 with self
.assertRaises(Exception):
336 amount5
= portfolio
.Amount("BTD", 0)
337 self
.assertTrue(amount5
== 0)
340 amount1
= portfolio
.Amount("BTD", 11.3)
341 amount2
= portfolio
.Amount("BTD", 13.1)
342 amount3
= portfolio
.Amount("BTD", 11.3)
344 self
.assertTrue(amount1
!= amount2
)
345 self
.assertTrue(amount2
!= amount1
)
346 self
.assertFalse(amount1
!= amount3
)
347 self
.assertTrue(amount2
!= 0)
349 amount4
= portfolio
.Amount("BTC", 1.6)
350 with self
.assertRaises(Exception):
353 amount5
= portfolio
.Amount("BTD", 0)
354 self
.assertFalse(amount5
!= 0)
357 amount1
= portfolio
.Amount("BTD", "11.3")
359 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
362 amount1
= portfolio
.Amount("BTX", 32)
363 self
.assertEqual("32.00000000 BTX", str(amount1
))
365 amount2
= portfolio
.Amount("USDT", 12000)
366 amount1
.linked_to
= amount2
367 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
369 def test__repr(self
):
370 amount1
= portfolio
.Amount("BTX", 32)
371 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
373 amount2
= portfolio
.Amount("USDT", 12000)
374 amount1
.linked_to
= amount2
375 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
377 amount3
= portfolio
.Amount("BTC", 0.1)
378 amount2
.linked_to
= amount3
379 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
381 @unittest.skipUnless("unit" in limits
, "Unit skipped")
382 class BalanceTest(WebMockTestCase
):
383 def test_values(self
):
384 balance
= portfolio
.Balance("BTC", {
385 "exchange_total": "0.65",
386 "exchange_free": "0.35",
387 "exchange_used": "0.30",
388 "margin_total": "-10",
389 "margin_borrowed": "-10",
391 "margin_position_type": "short",
392 "margin_borrowed_base_currency": "USDT",
393 "margin_liquidation_price": "1.20",
394 "margin_pending_gain": "10",
395 "margin_lending_fees": "0.4",
396 "margin_borrowed_base_price": "0.15",
398 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
399 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
400 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
401 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
402 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
403 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
405 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
406 self
.assertEqual(portfolio
.D("-10"), balance
.margin_borrowed
.value
)
407 self
.assertEqual(portfolio
.D("0"), balance
.margin_free
.value
)
408 self
.assertEqual("BTC", balance
.margin_total
.currency
)
409 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
410 self
.assertEqual("BTC", balance
.margin_free
.currency
)
412 self
.assertEqual("BTC", balance
.currency
)
414 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
415 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
417 def test__repr(self
):
418 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
419 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
420 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
421 "exchange_used": 1, "exchange_free": 2 })
422 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
424 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
425 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
427 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
428 "margin_borrowed": 1, "margin_free": 2 })
429 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
431 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_free": 2 }
)
432 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
434 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
435 "margin_borrowed_base_price": D("0.1"),
436 "margin_borrowed_base_currency": "BTC",
437 "margin_lending_fees": D("0.002") })
438 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
440 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
441 "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2})
442 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
444 @unittest.skipUnless("unit" in limits
, "Unit skipped")
445 class HelperTest(WebMockTestCase
):
446 def test_get_ticker(self
):
448 market
.fetch_ticker
.side_effect
= [
449 { "bid": 1, "ask": 3 }
,
450 helper
.ExchangeError("foo"),
451 { "bid": 10, "ask": 40 }
,
452 helper
.ExchangeError("foo"),
453 helper
.ExchangeError("foo"),
456 ticker
= helper
.get_ticker("ETH", "ETC", market
)
457 market
.fetch_ticker
.assert_called_with("ETH/ETC")
458 self
.assertEqual(1, ticker
["bid"])
459 self
.assertEqual(3, ticker
["ask"])
460 self
.assertEqual(2, ticker
["average"])
461 self
.assertFalse(ticker
["inverted"])
463 ticker
= helper
.get_ticker("ETH", "XVG", market
)
464 self
.assertEqual(0.0625, ticker
["average"])
465 self
.assertTrue(ticker
["inverted"])
466 self
.assertIn("original", ticker
)
467 self
.assertEqual(10, ticker
["original"]["bid"])
469 ticker
= helper
.get_ticker("XVG", "XMR", market
)
470 self
.assertIsNone(ticker
)
472 market
.fetch_ticker
.assert_has_calls([
473 mock
.call("ETH/ETC"),
474 mock
.call("ETH/XVG"),
475 mock
.call("XVG/ETH"),
476 mock
.call("XVG/XMR"),
477 mock
.call("XMR/XVG"),
480 market2
= mock
.Mock()
481 market2
.fetch_ticker
.side_effect
= [
482 { "bid": 1, "ask": 3 }
,
483 { "bid": 1.2, "ask": 3.5 }
,
485 ticker1
= helper
.get_ticker("ETH", "ETC", market2
)
486 ticker2
= helper
.get_ticker("ETH", "ETC", market2
)
487 ticker3
= helper
.get_ticker("ETC", "ETH", market2
)
488 market2
.fetch_ticker
.assert_called_once_with("ETH/ETC")
489 self
.assertEqual(1, ticker1
["bid"])
490 self
.assertDictEqual(ticker1
, ticker2
)
491 self
.assertDictEqual(ticker1
, ticker3
["original"])
493 ticker4
= helper
.get_ticker("ETH", "ETC", market2
, refresh
=True)
494 ticker5
= helper
.get_ticker("ETH", "ETC", market2
)
495 self
.assertEqual(1.2, ticker4
["bid"])
496 self
.assertDictEqual(ticker4
, ticker5
)
498 market3
= mock
.Mock()
499 market3
.fetch_ticker
.side_effect
= [
500 { "bid": 1, "ask": 3 }
,
501 { "bid": 1.2, "ask": 3.5 }
,
503 ticker6
= helper
.get_ticker("ETH", "ETC", market3
)
504 helper
.ticker_cache_timestamp
-= 4
505 ticker7
= helper
.get_ticker("ETH", "ETC", market3
)
506 helper
.ticker_cache_timestamp
-= 2
507 ticker8
= helper
.get_ticker("ETH", "ETC", market3
)
508 self
.assertDictEqual(ticker6
, ticker7
)
509 self
.assertEqual(1.2, ticker8
["bid"])
511 def test_fetch_fees(self
):
513 market
.fetch_fees
.return_value
= "Foo"
514 self
.assertEqual("Foo", helper
.fetch_fees(market
))
515 market
.fetch_fees
.assert_called_once()
516 self
.assertEqual("Foo", helper
.fetch_fees(market
))
517 market
.fetch_fees
.assert_called_once()
519 @mock.patch.object(portfolio
.Portfolio
, "repartition")
520 @mock.patch.object(helper
, "get_ticker")
521 @mock.patch.object(portfolio
.TradeStore
, "compute_trades")
522 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
523 repartition
.return_value
= {
524 "XEM": (D("0.75"), "long"),
525 "BTC": (D("0.25"), "long"),
527 def _get_ticker(c1
, c2
, market
):
528 if c1
== "USDT" and c2
== "BTC":
529 return { "average": D("0.0001") }
530 if c1
== "XVG" and c2
== "BTC":
531 return { "average": D("0.000001") }
532 if c1
== "XEM" and c2
== "BTC":
533 return { "average": D("0.001") }
534 self
.fail("Should be called with {}, {}".format(c1
, c2
))
535 get_ticker
.side_effect
= _get_ticker
538 market
.fetch_all_balances
.return_value
= {
540 "exchange_free": D("10000.0"),
541 "exchange_used": D("0.0"),
542 "exchange_total": D("10000.0"),
543 "total": D("10000.0")
546 "exchange_free": D("10000.0"),
547 "exchange_used": D("0.0"),
548 "exchange_total": D("10000.0"),
549 "total": D("10000.0")
552 helper
.prepare_trades(market
)
553 compute_trades
.assert_called()
555 call
= compute_trades
.call_args
556 self
.assertEqual(market
, call
[1]["market"])
557 self
.assertEqual(1, call
[0][0]["USDT"].value
)
558 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
559 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
560 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
562 @mock.patch.object(portfolio
.Portfolio
, "repartition")
563 @mock.patch.object(helper
, "get_ticker")
564 @mock.patch.object(portfolio
.TradeStore
, "compute_trades")
565 def test_update_trades(self
, compute_trades
, get_ticker
, repartition
):
566 repartition
.return_value
= {
567 "XEM": (D("0.75"), "long"),
568 "BTC": (D("0.25"), "long"),
570 def _get_ticker(c1
, c2
, market
):
571 if c1
== "USDT" and c2
== "BTC":
572 return { "average": D("0.0001") }
573 if c1
== "XVG" and c2
== "BTC":
574 return { "average": D("0.000001") }
575 if c1
== "XEM" and c2
== "BTC":
576 return { "average": D("0.001") }
577 self
.fail("Should be called with {}, {}".format(c1
, c2
))
578 get_ticker
.side_effect
= _get_ticker
581 market
.fetch_all_balances
.return_value
= {
583 "exchange_free": D("10000.0"),
584 "exchange_used": D("0.0"),
585 "exchange_total": D("10000.0"),
586 "total": D("10000.0")
589 "exchange_free": D("10000.0"),
590 "exchange_used": D("0.0"),
591 "exchange_total": D("10000.0"),
592 "total": D("10000.0")
595 helper
.update_trades(market
)
596 compute_trades
.assert_called()
598 call
= compute_trades
.call_args
599 self
.assertEqual(market
, call
[1]["market"])
600 self
.assertEqual(1, call
[0][0]["USDT"].value
)
601 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
602 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
603 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
605 @mock.patch.object(portfolio
.Portfolio
, "repartition")
606 @mock.patch.object(helper
, "get_ticker")
607 @mock.patch.object(portfolio
.TradeStore
, "compute_trades")
608 def test_prepare_trades_to_sell_all(self
, compute_trades
, get_ticker
, repartition
):
609 def _get_ticker(c1
, c2
, market
):
610 if c1
== "USDT" and c2
== "BTC":
611 return { "average": D("0.0001") }
612 if c1
== "XVG" and c2
== "BTC":
613 return { "average": D("0.000001") }
614 self
.fail("Should be called with {}, {}".format(c1
, c2
))
615 get_ticker
.side_effect
= _get_ticker
618 market
.fetch_all_balances
.return_value
= {
620 "exchange_free": D("10000.0"),
621 "exchange_used": D("0.0"),
622 "exchange_total": D("10000.0"),
623 "total": D("10000.0")
626 "exchange_free": D("10000.0"),
627 "exchange_used": D("0.0"),
628 "exchange_total": D("10000.0"),
629 "total": D("10000.0")
632 helper
.prepare_trades_to_sell_all(market
)
633 repartition
.assert_not_called()
634 compute_trades
.assert_called()
636 call
= compute_trades
.call_args
637 self
.assertEqual(market
, call
[1]["market"])
638 self
.assertEqual(1, call
[0][0]["USDT"].value
)
639 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
640 self
.assertEqual(D("1.01"), call
[0][1]["BTC"].value
)
642 @mock.patch.object(portfolio
.time
, "sleep")
643 @mock.patch.object(portfolio
.TradeStore
, "all_orders")
644 def test_follow_orders(self
, all_orders
, time_mock
):
645 for verbose
, debug
, sleep
in [
646 (True, False, None), (False, False, None),
647 (True, True, None), (True, False, 12),
649 with self
.subTest(sleep
=sleep
, debug
=debug
, verbose
=verbose
), \
650 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
651 portfolio
.TradeStore
.debug
= debug
652 order_mock1
= mock
.Mock()
653 order_mock2
= mock
.Mock()
654 order_mock3
= mock
.Mock()
655 all_orders
.side_effect
= [
656 [order_mock1
, order_mock2
],
657 [order_mock1
, order_mock2
],
659 [order_mock1
, order_mock3
],
660 [order_mock1
, order_mock3
],
662 [order_mock1
, order_mock3
],
663 [order_mock1
, order_mock3
],
668 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
669 order_mock2
.get_status
.side_effect
= ["open"]
670 order_mock3
.get_status
.side_effect
= ["open", "closed"]
672 order_mock1
.trade
= mock
.Mock()
673 order_mock2
.trade
= mock
.Mock()
674 order_mock3
.trade
= mock
.Mock()
676 helper
.follow_orders(verbose
=verbose
, sleep
=sleep
)
678 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
679 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
680 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
681 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
683 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
684 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
685 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
687 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
688 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
689 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
693 time_mock
.assert_called_with(7)
695 time_mock
.assert_called_with(30)
697 time_mock
.assert_called_with(sleep
)
700 self
.assertNotEqual("", stdout_mock
.getvalue())
702 self
.assertEqual("", stdout_mock
.getvalue())
704 @mock.patch.object(portfolio
.BalanceStore
, "fetch_balances")
705 def test_move_balance(self
, fetch_balances
):
706 for debug
in [True, False]:
707 with self
.subTest(debug
=debug
),\
708 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
709 value_from
= portfolio
.Amount("BTC", "1.0")
710 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
711 value_to
= portfolio
.Amount("BTC", "10.0")
712 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH")
714 value_from
= portfolio
.Amount("BTC", "0.0")
715 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
716 value_to
= portfolio
.Amount("BTC", "-3.0")
717 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH")
719 value_from
= portfolio
.Amount("USDT", "0.0")
720 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
721 value_to
= portfolio
.Amount("USDT", "-50.0")
722 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG")
724 portfolio
.TradeStore
.all
= [trade1
, trade2
, trade3
]
725 balance1
= portfolio
.Balance("BTC", { "margin_free": "0" }
)
726 balance2
= portfolio
.Balance("USDT", { "margin_free": "100" }
)
727 portfolio
.BalanceStore
.all
= {"BTC": balance1, "USDT": balance2}
731 helper
.move_balances(market
, debug
=debug
)
733 fetch_balances
.assert_called_with(market
)
735 self
.assertRegex(stdout_mock
.getvalue(), "market.transfer_balance")
737 market
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
738 market
.transfer_balance
.assert_any_call("USDT", 50, "margin", "exchange")
740 @mock.patch.object(helper
, "prepare_trades")
741 @mock.patch.object(portfolio
.TradeStore
, "prepare_orders")
742 @mock.patch.object(portfolio
.TradeStore
, "print_all_with_order")
743 @mock.patch('sys.stdout', new_callable
=StringIO
)
744 def test_print_orders(self
, stdout_mock
, print_all_with_order
, prepare_orders
, prepare_trades
):
746 portfolio
.BalanceStore
.all
= {
747 "BTC": portfolio
.Balance("BTC", {
749 "exchange_total":"0.65",
750 "exchange_free": "0.35",
751 "exchange_used": "0.30"}),
752 "ETH": portfolio
.Balance("ETH", {
756 "exchange_used": 0}),
758 helper
.print_orders(market
)
759 prepare_trades
.assert_called_with(market
, base_currency
="BTC",
760 compute_value
="average", debug
=True)
761 prepare_orders
.assert_called_with(compute_value
="average")
762 print_all_with_order
.assert_called()
763 self
.assertRegex(stdout_mock
.getvalue(), "Balance")
765 @mock.patch.object(helper
, "prepare_trades")
766 @mock.patch.object(helper
, "follow_orders")
767 @mock.patch.object(portfolio
.TradeStore
, "prepare_orders")
768 @mock.patch.object(portfolio
.TradeStore
, "print_all_with_order")
769 @mock.patch.object(portfolio
.TradeStore
, "run_orders")
770 @mock.patch('sys.stdout', new_callable
=StringIO
)
771 def test_process_sell_needed__1_sell(self
, stdout_mock
, run_orders
,
772 print_all_with_order
, prepare_orders
, follow_orders
,
775 portfolio
.BalanceStore
.all
= {
776 "BTC": portfolio
.Balance("BTC", {
778 "exchange_total":"0.65",
779 "exchange_free": "0.35",
780 "exchange_used": "0.30"}),
781 "ETH": portfolio
.Balance("ETH", {
785 "exchange_used": 0}),
787 helper
.process_sell_needed__1_sell(market
)
788 prepare_trades
.assert_called_with(market
, base_currency
="BTC",
790 prepare_orders
.assert_called_with(compute_value
="average",
792 print_all_with_order
.assert_called()
793 run_orders
.assert_called()
794 follow_orders
.assert_called()
795 self
.assertRegex(stdout_mock
.getvalue(), "Balance")
797 @mock.patch.object(helper
, "update_trades")
798 @mock.patch.object(helper
, "follow_orders")
799 @mock.patch.object(helper
, "move_balances")
800 @mock.patch.object(portfolio
.TradeStore
, "prepare_orders")
801 @mock.patch.object(portfolio
.TradeStore
, "print_all_with_order")
802 @mock.patch.object(portfolio
.TradeStore
, "run_orders")
803 @mock.patch('sys.stdout', new_callable
=StringIO
)
804 def test_process_sell_needed__2_buy(self
, stdout_mock
, run_orders
,
805 print_all_with_order
, prepare_orders
, move_balances
,
806 follow_orders
, update_trades
):
808 portfolio
.BalanceStore
.all
= {
809 "BTC": portfolio
.Balance("BTC", {
811 "exchange_total":"0.65",
812 "exchange_free": "0.35",
813 "exchange_used": "0.30"}),
814 "ETH": portfolio
.Balance("ETH", {
818 "exchange_used": 0}),
820 helper
.process_sell_needed__2_buy(market
)
821 update_trades
.assert_called_with(market
, base_currency
="BTC",
822 debug
=False, only
="acquire")
823 prepare_orders
.assert_called_with(compute_value
="average",
825 print_all_with_order
.assert_called()
826 move_balances
.assert_called_with(market
, debug
=False)
827 run_orders
.assert_called()
828 follow_orders
.assert_called()
829 self
.assertRegex(stdout_mock
.getvalue(), "Balance")
831 @mock.patch.object(helper
, "prepare_trades_to_sell_all")
832 @mock.patch.object(helper
, "follow_orders")
833 @mock.patch.object(portfolio
.TradeStore
, "prepare_orders")
834 @mock.patch.object(portfolio
.TradeStore
, "print_all_with_order")
835 @mock.patch.object(portfolio
.TradeStore
, "run_orders")
836 @mock.patch('sys.stdout', new_callable
=StringIO
)
837 def test_process_sell_all__1_sell(self
, stdout_mock
, run_orders
,
838 print_all_with_order
, prepare_orders
, follow_orders
,
839 prepare_trades_to_sell_all
):
841 portfolio
.BalanceStore
.all
= {
842 "BTC": portfolio
.Balance("BTC", {
844 "exchange_total":"0.65",
845 "exchange_free": "0.35",
846 "exchange_used": "0.30"}),
847 "ETH": portfolio
.Balance("ETH", {
851 "exchange_used": 0}),
853 helper
.process_sell_all__1_all_sell(market
)
854 prepare_trades_to_sell_all
.assert_called_with(market
, base_currency
="BTC",
856 prepare_orders
.assert_called_with(compute_value
="average")
857 print_all_with_order
.assert_called()
858 run_orders
.assert_called()
859 follow_orders
.assert_called()
860 self
.assertRegex(stdout_mock
.getvalue(), "Balance")
862 @mock.patch.object(helper
, "prepare_trades")
863 @mock.patch.object(helper
, "follow_orders")
864 @mock.patch.object(helper
, "move_balances")
865 @mock.patch.object(portfolio
.TradeStore
, "prepare_orders")
866 @mock.patch.object(portfolio
.TradeStore
, "print_all_with_order")
867 @mock.patch.object(portfolio
.TradeStore
, "run_orders")
868 @mock.patch('sys.stdout', new_callable
=StringIO
)
869 def test_process_sell_all__2_all_buy(self
, stdout_mock
, run_orders
,
870 print_all_with_order
, prepare_orders
, move_balances
,
871 follow_orders
, prepare_trades
):
873 portfolio
.BalanceStore
.all
= {
874 "BTC": portfolio
.Balance("BTC", {
876 "exchange_total":"0.65",
877 "exchange_free": "0.35",
878 "exchange_used": "0.30"}),
879 "ETH": portfolio
.Balance("ETH", {
883 "exchange_used": 0}),
885 helper
.process_sell_all__2_all_buy(market
)
886 prepare_trades
.assert_called_with(market
, base_currency
="BTC",
888 prepare_orders
.assert_called_with()
889 print_all_with_order
.assert_called()
890 move_balances
.assert_called_with(market
, debug
=False)
891 run_orders
.assert_called()
892 follow_orders
.assert_called()
893 self
.assertRegex(stdout_mock
.getvalue(), "Balance")
896 @unittest.skipUnless("unit" in limits
, "Unit skipped")
897 class TradeStoreTest(WebMockTestCase
):
898 @mock.patch.object(portfolio
.BalanceStore
, "currencies")
899 @mock.patch.object(portfolio
.TradeStore
, "add_trade_if_matching")
900 def test_compute_trades(self
, add_trade_if_matching
, currencies
):
901 currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
904 "XMR": portfolio
.Amount("BTC", D("0.9")),
905 "DASH": portfolio
.Amount("BTC", D("0.4")),
906 "XVG": portfolio
.Amount("BTC", D("-0.5")),
907 "BTC": portfolio
.Amount("BTC", D("0.5")),
910 "DASH": portfolio
.Amount("BTC", D("0.5")),
911 "XVG": portfolio
.Amount("BTC", D("0.1")),
912 "BTC": portfolio
.Amount("BTC", D("0.4")),
913 "ETH": portfolio
.Amount("BTC", D("0.3")),
916 portfolio
.TradeStore
.compute_trades(values_in_base
,
917 new_repartition
, only
="only", market
="market")
919 self
.assertEqual(5, add_trade_if_matching
.call_count
)
920 add_trade_if_matching
.assert_any_call(
921 portfolio
.Amount("BTC", D("0.9")),
922 portfolio
.Amount("BTC", 0),
923 "XMR", only
="only", market
="market"
925 add_trade_if_matching
.assert_any_call(
926 portfolio
.Amount("BTC", D("0.4")),
927 portfolio
.Amount("BTC", D("0.5")),
928 "DASH", only
="only", market
="market"
930 add_trade_if_matching
.assert_any_call(
931 portfolio
.Amount("BTC", D("-0.5")),
932 portfolio
.Amount("BTC", D("0")),
933 "XVG", only
="only", market
="market"
935 add_trade_if_matching
.assert_any_call(
936 portfolio
.Amount("BTC", D("0")),
937 portfolio
.Amount("BTC", D("0.1")),
938 "XVG", only
="only", market
="market"
940 add_trade_if_matching
.assert_any_call(
941 portfolio
.Amount("BTC", D("0")),
942 portfolio
.Amount("BTC", D("0.3")),
943 "ETH", only
="only", market
="market"
946 def test_add_trade_if_matching(self
):
947 result
= portfolio
.TradeStore
.add_trade_if_matching(
948 portfolio
.Amount("BTC", D("0")),
949 portfolio
.Amount("BTC", D("0.3")),
950 "ETH", only
="nope", market
="market"
952 self
.assertEqual(0, len(portfolio
.TradeStore
.all
))
953 self
.assertEqual(False, result
)
955 portfolio
.TradeStore
.all
= []
956 result
= portfolio
.TradeStore
.add_trade_if_matching(
957 portfolio
.Amount("BTC", D("0")),
958 portfolio
.Amount("BTC", D("0.3")),
959 "ETH", only
=None, market
="market"
961 self
.assertEqual(1, len(portfolio
.TradeStore
.all
))
962 self
.assertEqual(True, result
)
964 portfolio
.TradeStore
.all
= []
965 result
= portfolio
.TradeStore
.add_trade_if_matching(
966 portfolio
.Amount("BTC", D("0")),
967 portfolio
.Amount("BTC", D("0.3")),
968 "ETH", only
="acquire", market
="market"
970 self
.assertEqual(1, len(portfolio
.TradeStore
.all
))
971 self
.assertEqual(True, result
)
973 portfolio
.TradeStore
.all
= []
974 result
= portfolio
.TradeStore
.add_trade_if_matching(
975 portfolio
.Amount("BTC", D("0")),
976 portfolio
.Amount("BTC", D("0.3")),
977 "ETH", only
="dispose", market
="market"
979 self
.assertEqual(0, len(portfolio
.TradeStore
.all
))
980 self
.assertEqual(False, result
)
982 def test_prepare_orders(self
):
983 trade_mock1
= mock
.Mock()
984 trade_mock2
= mock
.Mock()
986 portfolio
.TradeStore
.all
.append(trade_mock1
)
987 portfolio
.TradeStore
.all
.append(trade_mock2
)
989 portfolio
.TradeStore
.prepare_orders()
990 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
991 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
993 portfolio
.TradeStore
.prepare_orders(compute_value
="bla")
994 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
995 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
997 trade_mock1
.prepare_order
.reset_mock()
998 trade_mock2
.prepare_order
.reset_mock()
1000 trade_mock1
.action
= "foo"
1001 trade_mock2
.action
= "bar"
1002 portfolio
.TradeStore
.prepare_orders(only
="bar")
1003 trade_mock1
.prepare_order
.assert_not_called()
1004 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1006 def test_print_all_with_order(self
):
1007 trade_mock1
= mock
.Mock()
1008 trade_mock2
= mock
.Mock()
1009 trade_mock3
= mock
.Mock()
1010 portfolio
.TradeStore
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
1012 portfolio
.TradeStore
.print_all_with_order()
1014 trade_mock1
.print_with_order
.assert_called()
1015 trade_mock2
.print_with_order
.assert_called()
1016 trade_mock3
.print_with_order
.assert_called()
1018 @mock.patch.object(portfolio
.TradeStore
, "all_orders")
1019 def test_run_orders(self
, all_orders
):
1020 order_mock1
= mock
.Mock()
1021 order_mock2
= mock
.Mock()
1022 order_mock3
= mock
.Mock()
1023 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1024 portfolio
.TradeStore
.run_orders()
1025 all_orders
.assert_called_with(state
="pending")
1027 order_mock1
.run
.assert_called()
1028 order_mock2
.run
.assert_called()
1029 order_mock3
.run
.assert_called()
1031 def test_all_orders(self
):
1032 trade_mock1
= mock
.Mock()
1033 trade_mock2
= mock
.Mock()
1035 order_mock1
= mock
.Mock()
1036 order_mock2
= mock
.Mock()
1037 order_mock3
= mock
.Mock()
1039 trade_mock1
.orders
= [order_mock1
, order_mock2
]
1040 trade_mock2
.orders
= [order_mock3
]
1042 order_mock1
.status
= "pending"
1043 order_mock2
.status
= "open"
1044 order_mock3
.status
= "open"
1046 portfolio
.TradeStore
.all
.append(trade_mock1
)
1047 portfolio
.TradeStore
.all
.append(trade_mock2
)
1049 orders
= portfolio
.TradeStore
.all_orders()
1050 self
.assertEqual(3, len(orders
))
1052 open_orders
= portfolio
.TradeStore
.all_orders(state
="open")
1053 self
.assertEqual(2, len(open_orders
))
1054 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
1056 @mock.patch.object(portfolio
.TradeStore
, "all_orders")
1057 def test_update_all_orders_status(self
, all_orders
):
1058 order_mock1
= mock
.Mock()
1059 order_mock2
= mock
.Mock()
1060 order_mock3
= mock
.Mock()
1061 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1062 portfolio
.TradeStore
.update_all_orders_status()
1063 all_orders
.assert_called_with(state
="open")
1065 order_mock1
.get_status
.assert_called()
1066 order_mock2
.get_status
.assert_called()
1067 order_mock3
.get_status
.assert_called()
1069 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1070 class BalanceStoreTest(WebMockTestCase
):
1072 super(BalanceStoreTest
, self
).setUp()
1074 self
.fetch_balance
= {
1078 "exchange_total": 0,
1082 "exchange_free": D("6.0"),
1083 "exchange_used": D("1.2"),
1084 "exchange_total": D("7.2"),
1088 "exchange_free": 16,
1090 "exchange_total": 16,
1096 "exchange_total": 0,
1097 "margin_total": D("-1.0"),
1102 @mock.patch.object(helper
, "get_ticker")
1103 def test_in_currency(self
, get_ticker
):
1104 portfolio
.BalanceStore
.all
= {
1105 "BTC": portfolio
.Balance("BTC", {
1107 "exchange_total":"0.65",
1108 "exchange_free": "0.35",
1109 "exchange_used": "0.30"}),
1110 "ETH": portfolio
.Balance("ETH", {
1112 "exchange_total": 3,
1114 "exchange_used": 0}),
1116 market
= mock
.Mock()
1117 get_ticker
.return_value
= {
1120 "average": D("0.1"),
1123 amounts
= portfolio
.BalanceStore
.in_currency("BTC", market
)
1124 self
.assertEqual("BTC", amounts
["ETH"].currency
)
1125 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1126 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
1128 amounts
= portfolio
.BalanceStore
.in_currency("BTC", market
, compute_value
="bid")
1129 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1130 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
1132 amounts
= portfolio
.BalanceStore
.in_currency("BTC", market
, compute_value
="bid", type="exchange_used")
1133 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
1134 self
.assertEqual(0, amounts
["ETH"].value
)
1136 def test_fetch_balances(self
):
1137 market
= mock
.Mock()
1138 market
.fetch_all_balances
.return_value
= self
.fetch_balance
1140 portfolio
.BalanceStore
.fetch_balances(market
)
1141 self
.assertNotIn("ETC", portfolio
.BalanceStore
.currencies())
1142 self
.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio
.BalanceStore
.currencies()))
1144 portfolio
.BalanceStore
.all
["ETC"] = portfolio
.Balance("ETC", {
1145 "exchange_total": "1", "exchange_free": "0",
1146 "exchange_used": "1" })
1147 portfolio
.BalanceStore
.fetch_balances(market
)
1148 self
.assertEqual(0, portfolio
.BalanceStore
.all
["ETC"].total
)
1149 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio
.BalanceStore
.currencies()))
1151 @mock.patch.object(portfolio
.Portfolio
, "repartition")
1152 def test_dispatch_assets(self
, repartition
):
1153 market
= mock
.Mock()
1154 market
.fetch_all_balances
.return_value
= self
.fetch_balance
1155 portfolio
.BalanceStore
.fetch_balances(market
)
1157 self
.assertNotIn("XEM", portfolio
.BalanceStore
.currencies())
1159 repartition
.return_value
= {
1160 "XEM": (D("0.75"), "long"),
1161 "BTC": (D("0.26"), "long"),
1162 "DASH": (D("0.10"), "short"),
1165 amounts
= portfolio
.BalanceStore
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
1166 self
.assertIn("XEM", portfolio
.BalanceStore
.currencies())
1167 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
1168 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
1169 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
1171 def test_currencies(self
):
1172 portfolio
.BalanceStore
.all
= {
1173 "BTC": portfolio
.Balance("BTC", {
1175 "exchange_total":"0.65",
1176 "exchange_free": "0.35",
1177 "exchange_used": "0.30"}),
1178 "ETH": portfolio
.Balance("ETH", {
1180 "exchange_total": 3,
1182 "exchange_used": 0}),
1184 self
.assertListEqual(["BTC", "ETH"], list(portfolio
.BalanceStore
.currencies()))
1186 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1187 class ComputationTest(WebMockTestCase
):
1188 def test_compute_value(self
):
1189 compute
= mock
.Mock()
1190 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
1191 compute
.assert_called_with("foo", "ask")
1193 compute
.reset_mock()
1194 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
1195 compute
.assert_called_with("foo", "bid")
1197 compute
.reset_mock()
1198 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
1199 compute
.assert_called_with("foo", "ask")
1201 compute
.reset_mock()
1202 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
1203 compute
.assert_called_with("foo", "bid")
1205 compute
.reset_mock()
1206 portfolio
.Computation
.computations
["test"] = compute
1207 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
1208 compute
.assert_called_with("foo", "bid")
1211 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1212 class TradeTest(WebMockTestCase
):
1214 def test_values_assertion(self
):
1215 value_from
= portfolio
.Amount("BTC", "1.0")
1216 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1217 value_to
= portfolio
.Amount("BTC", "1.0")
1218 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1219 self
.assertEqual("BTC", trade
.base_currency
)
1220 self
.assertEqual("ETH", trade
.currency
)
1222 with self
.assertRaises(AssertionError):
1223 portfolio
.Trade(value_from
, value_to
, "ETC")
1224 with self
.assertRaises(AssertionError):
1225 value_from
.linked_to
= None
1226 portfolio
.Trade(value_from
, value_to
, "ETH")
1227 with self
.assertRaises(AssertionError):
1228 value_from
.currency
= "ETH"
1229 portfolio
.Trade(value_from
, value_to
, "ETH")
1231 value_from
= portfolio
.Amount("BTC", 0)
1232 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1233 self
.assertEqual(0, trade
.value_from
.linked_to
)
1235 def test_action(self
):
1236 value_from
= portfolio
.Amount("BTC", "1.0")
1237 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1238 value_to
= portfolio
.Amount("BTC", "1.0")
1239 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1241 self
.assertIsNone(trade
.action
)
1243 value_from
= portfolio
.Amount("BTC", "1.0")
1244 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
1245 value_to
= portfolio
.Amount("BTC", "2.0")
1246 trade
= portfolio
.Trade(value_from
, value_to
, "BTC")
1248 self
.assertIsNone(trade
.action
)
1250 value_from
= portfolio
.Amount("BTC", "0.5")
1251 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1252 value_to
= portfolio
.Amount("BTC", "1.0")
1253 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1255 self
.assertEqual("acquire", trade
.action
)
1257 value_from
= portfolio
.Amount("BTC", "0")
1258 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1259 value_to
= portfolio
.Amount("BTC", "-1.0")
1260 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1262 self
.assertEqual("acquire", trade
.action
)
1264 def test_order_action(self
):
1265 value_from
= portfolio
.Amount("BTC", "0.5")
1266 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1267 value_to
= portfolio
.Amount("BTC", "1.0")
1268 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1270 self
.assertEqual("buy", trade
.order_action(False))
1271 self
.assertEqual("sell", trade
.order_action(True))
1273 value_from
= portfolio
.Amount("BTC", "0")
1274 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1275 value_to
= portfolio
.Amount("BTC", "-1.0")
1276 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1278 self
.assertEqual("sell", trade
.order_action(False))
1279 self
.assertEqual("buy", trade
.order_action(True))
1281 def test_trade_type(self
):
1282 value_from
= portfolio
.Amount("BTC", "0.5")
1283 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1284 value_to
= portfolio
.Amount("BTC", "1.0")
1285 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1287 self
.assertEqual("long", trade
.trade_type
)
1289 value_from
= portfolio
.Amount("BTC", "0")
1290 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1291 value_to
= portfolio
.Amount("BTC", "-1.0")
1292 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1294 self
.assertEqual("short", trade
.trade_type
)
1296 def test_filled_amount(self
):
1297 value_from
= portfolio
.Amount("BTC", "0.5")
1298 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1299 value_to
= portfolio
.Amount("BTC", "1.0")
1300 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1302 order1
= mock
.Mock()
1303 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
1305 order2
= mock
.Mock()
1306 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
1307 trade
.orders
.append(order1
)
1308 trade
.orders
.append(order2
)
1310 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
1311 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
1312 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
1314 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
1315 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
1316 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
1318 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
1319 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
1320 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
1322 @mock.patch.object(helper
, "get_ticker")
1323 @mock.patch.object(portfolio
.Computation
, "compute_value")
1324 @mock.patch.object(portfolio
.Trade
, "filled_amount")
1325 @mock.patch.object(portfolio
, "Order")
1326 def test_prepare_order(self
, Order
, filled_amount
, compute_value
, get_ticker
):
1327 Order
.return_value
= "Order"
1329 with self
.subTest(desc
="Nothing to do"):
1330 value_from
= portfolio
.Amount("BTC", "10")
1331 value_from
.rate
= D("0.1")
1332 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1333 value_to
= portfolio
.Amount("BTC", "10")
1334 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1336 trade
.prepare_order()
1338 filled_amount
.assert_not_called()
1339 compute_value
.assert_not_called()
1340 self
.assertEqual(0, len(trade
.orders
))
1341 Order
.assert_not_called()
1343 get_ticker
.return_value
= { "inverted": False }
1344 with self
.subTest(desc
="Already filled"), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1345 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
1346 compute_value
.return_value
= D("0.125")
1348 value_from
= portfolio
.Amount("BTC", "10")
1349 value_from
.rate
= D("0.1")
1350 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1351 value_to
= portfolio
.Amount("BTC", "0")
1352 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1354 trade
.prepare_order()
1356 filled_amount
.assert_called_with(in_base_currency
=False)
1357 compute_value
.assert_called_with(get_ticker
.return_value
, "sell", compute_value
="default")
1358 self
.assertEqual(0, len(trade
.orders
))
1359 self
.assertRegex(stdout_mock
.getvalue(), "Less to do than already filled: ")
1360 Order
.assert_not_called()
1362 with self
.subTest(action
="dispose", inverted
=False):
1363 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
1364 compute_value
.return_value
= D("0.125")
1366 value_from
= portfolio
.Amount("BTC", "10")
1367 value_from
.rate
= D("0.1")
1368 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1369 value_to
= portfolio
.Amount("BTC", "1")
1370 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1372 trade
.prepare_order()
1374 filled_amount
.assert_called_with(in_base_currency
=False)
1375 compute_value
.assert_called_with(get_ticker
.return_value
, "sell", compute_value
="default")
1376 self
.assertEqual(1, len(trade
.orders
))
1377 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
1378 D("0.125"), "BTC", "long", "market",
1379 trade
, close_if_possible
=False)
1381 with self
.subTest(action
="acquire", inverted
=False):
1382 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
1383 compute_value
.return_value
= D("0.125")
1385 value_from
= portfolio
.Amount("BTC", "1")
1386 value_from
.rate
= D("0.1")
1387 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
1388 value_to
= portfolio
.Amount("BTC", "10")
1389 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1391 trade
.prepare_order()
1393 filled_amount
.assert_called_with(in_base_currency
=True)
1394 compute_value
.assert_called_with(get_ticker
.return_value
, "buy", compute_value
="default")
1395 self
.assertEqual(1, len(trade
.orders
))
1397 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
1398 D("0.125"), "BTC", "long", "market",
1399 trade
, close_if_possible
=False)
1401 with self
.subTest(close_if_possible
=True):
1402 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
1403 compute_value
.return_value
= D("0.125")
1405 value_from
= portfolio
.Amount("BTC", "10")
1406 value_from
.rate
= D("0.1")
1407 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1408 value_to
= portfolio
.Amount("BTC", "0")
1409 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1411 trade
.prepare_order()
1413 filled_amount
.assert_called_with(in_base_currency
=False)
1414 compute_value
.assert_called_with(get_ticker
.return_value
, "sell", compute_value
="default")
1415 self
.assertEqual(1, len(trade
.orders
))
1416 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
1417 D("0.125"), "BTC", "long", "market",
1418 trade
, close_if_possible
=True)
1420 get_ticker
.return_value
= { "inverted": True, "original": {}
}
1421 with self
.subTest(action
="dispose", inverted
=True):
1422 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
1423 compute_value
.return_value
= D("125")
1425 value_from
= portfolio
.Amount("BTC", "10")
1426 value_from
.rate
= D("0.01")
1427 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
1428 value_to
= portfolio
.Amount("BTC", "1")
1429 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1431 trade
.prepare_order(compute_value
="foo")
1433 filled_amount
.assert_called_with(in_base_currency
=True)
1434 compute_value
.assert_called_with(get_ticker
.return_value
["original"], "buy", compute_value
="foo")
1435 self
.assertEqual(1, len(trade
.orders
))
1436 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
1437 D("125"), "FOO", "long", "market",
1438 trade
, close_if_possible
=False)
1440 with self
.subTest(action
="acquire", inverted
=True):
1441 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
1442 compute_value
.return_value
= D("125")
1444 value_from
= portfolio
.Amount("BTC", "1")
1445 value_from
.rate
= D("0.01")
1446 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1447 value_to
= portfolio
.Amount("BTC", "10")
1448 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1450 trade
.prepare_order(compute_value
="foo")
1452 filled_amount
.assert_called_with(in_base_currency
=False)
1453 compute_value
.assert_called_with(get_ticker
.return_value
["original"], "sell", compute_value
="foo")
1454 self
.assertEqual(1, len(trade
.orders
))
1455 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
1456 D("125"), "FOO", "long", "market",
1457 trade
, close_if_possible
=False)
1460 @mock.patch.object(portfolio
.Trade
, "prepare_order")
1461 def test_update_order(self
, prepare_order
):
1462 order_mock
= mock
.Mock()
1463 new_order_mock
= mock
.Mock()
1465 value_from
= portfolio
.Amount("BTC", "0.5")
1466 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1467 value_to
= portfolio
.Amount("BTC", "1.0")
1468 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1469 prepare_order
.return_value
= new_order_mock
1471 for i
in [0, 1, 3, 4, 6]:
1472 with self
.subTest(tick
=i
), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1473 trade
.update_order(order_mock
, i
)
1474 order_mock
.cancel
.assert_not_called()
1475 new_order_mock
.run
.assert_not_called()
1476 self
.assertRegex(stdout_mock
.getvalue(), "tick {}, waiting".format(i
))
1478 order_mock
.reset_mock()
1479 new_order_mock
.reset_mock()
1482 with mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1483 trade
.update_order(order_mock
, 2)
1484 order_mock
.cancel
.assert_called()
1485 new_order_mock
.run
.assert_called()
1486 prepare_order
.assert_called()
1487 self
.assertRegex(stdout_mock
.getvalue(), "tick 2, cancelling and adjusting")
1489 order_mock
.reset_mock()
1490 new_order_mock
.reset_mock()
1493 with mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1494 trade
.update_order(order_mock
, 5)
1495 order_mock
.cancel
.assert_called()
1496 new_order_mock
.run
.assert_called()
1497 prepare_order
.assert_called()
1498 self
.assertRegex(stdout_mock
.getvalue(), "tick 5, cancelling and adjusting")
1500 order_mock
.reset_mock()
1501 new_order_mock
.reset_mock()
1504 with mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1505 trade
.update_order(order_mock
, 7)
1506 order_mock
.cancel
.assert_called()
1507 new_order_mock
.run
.assert_called()
1508 prepare_order
.assert_called_with(compute_value
="default")
1509 self
.assertRegex(stdout_mock
.getvalue(), "tick 7, fallbacking to market value")
1510 self
.assertRegex(stdout_mock
.getvalue(), "tick 7, market value, cancelling and adjusting to")
1512 order_mock
.reset_mock()
1513 new_order_mock
.reset_mock()
1516 for i
in [10, 13, 16]:
1517 with self
.subTest(tick
=i
), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1518 trade
.update_order(order_mock
, i
)
1519 order_mock
.cancel
.assert_called()
1520 new_order_mock
.run
.assert_called()
1521 prepare_order
.assert_called_with(compute_value
="default")
1522 self
.assertNotRegex(stdout_mock
.getvalue(), "tick {}, fallbacking to market value".format(i
))
1523 self
.assertRegex(stdout_mock
.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i
))
1525 order_mock
.reset_mock()
1526 new_order_mock
.reset_mock()
1529 for i
in [8, 9, 11, 12]:
1530 with self
.subTest(tick
=i
), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1531 trade
.update_order(order_mock
, i
)
1532 order_mock
.cancel
.assert_not_called()
1533 new_order_mock
.run
.assert_not_called()
1534 self
.assertEqual("", stdout_mock
.getvalue())
1536 order_mock
.reset_mock()
1537 new_order_mock
.reset_mock()
1541 @mock.patch('sys.stdout', new_callable
=StringIO
)
1542 def test_print_with_order(self
, mock_stdout
):
1543 value_from
= portfolio
.Amount("BTC", "0.5")
1544 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1545 value_to
= portfolio
.Amount("BTC", "1.0")
1546 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1548 order_mock1
= mock
.Mock()
1549 order_mock1
.__repr__
= mock
.Mock()
1550 order_mock1
.__repr__
.return_value
= "Mock 1"
1551 order_mock2
= mock
.Mock()
1552 order_mock2
.__repr__
= mock
.Mock()
1553 order_mock2
.__repr__
.return_value
= "Mock 2"
1554 trade
.orders
.append(order_mock1
)
1555 trade
.orders
.append(order_mock2
)
1557 trade
.print_with_order()
1559 out
= mock_stdout
.getvalue().split("\n")
1560 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out
[0])
1561 self
.assertEqual("\tMock 1", out
[1])
1562 self
.assertEqual("\tMock 2", out
[2])
1564 def test__repr(self
):
1565 value_from
= portfolio
.Amount("BTC", "0.5")
1566 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1567 value_to
= portfolio
.Amount("BTC", "1.0")
1568 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1570 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
1572 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1573 class OrderTest(WebMockTestCase
):
1574 def test_values(self
):
1575 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1576 D("0.1"), "BTC", "long", "market", "trade")
1577 self
.assertEqual("buy", order
.action
)
1578 self
.assertEqual(10, order
.amount
.value
)
1579 self
.assertEqual("ETH", order
.amount
.currency
)
1580 self
.assertEqual(D("0.1"), order
.rate
)
1581 self
.assertEqual("BTC", order
.base_currency
)
1582 self
.assertEqual("market", order
.market
)
1583 self
.assertEqual("long", order
.trade_type
)
1584 self
.assertEqual("pending", order
.status
)
1585 self
.assertEqual("trade", order
.trade
)
1586 self
.assertIsNone(order
.id)
1587 self
.assertFalse(order
.close_if_possible
)
1589 def test__repr(self
):
1590 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1591 D("0.1"), "BTC", "long", "market", "trade")
1592 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
1594 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1595 D("0.1"), "BTC", "long", "market", "trade",
1596 close_if_possible
=True)
1597 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
1599 def test_account(self
):
1600 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1601 D("0.1"), "BTC", "long", "market", "trade")
1602 self
.assertEqual("exchange", order
.account
)
1604 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
1605 D("0.1"), "BTC", "short", "market", "trade")
1606 self
.assertEqual("margin", order
.account
)
1608 def test_pending(self
):
1609 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1610 D("0.1"), "BTC", "long", "market", "trade")
1611 self
.assertTrue(order
.pending
)
1612 order
.status
= "open"
1613 self
.assertFalse(order
.pending
)
1615 def test_open(self
):
1616 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1617 D("0.1"), "BTC", "long", "market", "trade")
1618 self
.assertFalse(order
.open)
1619 order
.status
= "open"
1620 self
.assertTrue(order
.open)
1622 def test_finished(self
):
1623 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1624 D("0.1"), "BTC", "long", "market", "trade")
1625 self
.assertFalse(order
.finished
)
1626 order
.status
= "closed"
1627 self
.assertTrue(order
.finished
)
1628 order
.status
= "canceled"
1629 self
.assertTrue(order
.finished
)
1630 order
.status
= "error"
1631 self
.assertTrue(order
.finished
)
1633 @mock.patch.object(portfolio
.Order
, "fetch")
1634 def test_cancel(self
, fetch
):
1635 market
= mock
.Mock()
1636 portfolio
.TradeStore
.debug
= True
1637 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1638 D("0.1"), "BTC", "long", market
, "trade")
1639 order
.status
= "open"
1642 market
.cancel_order
.assert_not_called()
1643 self
.assertEqual("canceled", order
.status
)
1645 portfolio
.TradeStore
.debug
= False
1646 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1647 D("0.1"), "BTC", "long", market
, "trade")
1648 order
.status
= "open"
1652 market
.cancel_order
.assert_called_with(42)
1653 fetch
.assert_called_once()
1655 def test_dust_amount_remaining(self
):
1656 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1657 D("0.1"), "BTC", "long", "market", "trade")
1658 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", 1))
1659 self
.assertFalse(order
.dust_amount_remaining())
1661 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", D("0.0001")))
1662 self
.assertTrue(order
.dust_amount_remaining())
1664 @mock.patch.object(portfolio
.Order
, "fetch")
1665 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
1666 def test_remaining_amount(self
, filled_amount
, fetch
):
1667 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1668 D("0.1"), "BTC", "long", "market", "trade")
1670 self
.assertEqual(9, order
.remaining_amount().value
)
1671 order
.fetch
.assert_not_called()
1673 order
.status
= "open"
1674 self
.assertEqual(9, order
.remaining_amount().value
)
1675 fetch
.assert_called_once()
1677 @mock.patch.object(portfolio
.Order
, "fetch")
1678 def test_filled_amount(self
, fetch
):
1679 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1680 D("0.1"), "BTC", "long", "market", "trade")
1681 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
1682 "tradeID": 42, "type": "buy", "fee": "0.0015",
1683 "date": "2017-12-30 12:00:12", "rate": "0.1",
1684 "amount": "3", "total": "0.3"
1686 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
1687 "tradeID": 43, "type": "buy", "fee": "0.0015",
1688 "date": "2017-12-30 13:00:12", "rate": "0.2",
1689 "amount": "2", "total": "0.4"
1691 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
1692 fetch
.assert_not_called()
1693 order
.status
= "open"
1694 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
1695 fetch
.assert_called_once()
1696 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
1698 def test_fetch_mouvements(self
):
1699 market
= mock
.Mock()
1700 market
.privatePostReturnOrderTrades
.return_value
= [
1702 "tradeID": 42, "type": "buy", "fee": "0.0015",
1703 "date": "2017-12-30 12:00:12", "rate": "0.1",
1704 "amount": "3", "total": "0.3"
1707 "tradeID": 43, "type": "buy", "fee": "0.0015",
1708 "date": "2017-12-30 13:00:12", "rate": "0.2",
1709 "amount": "2", "total": "0.4"
1712 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1713 D("0.1"), "BTC", "long", market
, "trade")
1715 order
.mouvements
= ["Foo", "Bar", "Baz"]
1717 order
.fetch_mouvements()
1719 market
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
1720 self
.assertEqual(2, len(order
.mouvements
))
1721 self
.assertEqual(42, order
.mouvements
[0].id)
1722 self
.assertEqual(43, order
.mouvements
[1].id)
1724 market
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
1725 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1726 D("0.1"), "BTC", "long", market
, "trade")
1727 order
.fetch_mouvements()
1728 self
.assertEqual(0, len(order
.mouvements
))
1730 def test_mark_finished_order(self
):
1731 market
= mock
.Mock()
1732 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1733 D("0.1"), "BTC", "short", market
, "trade",
1734 close_if_possible
=True)
1735 order
.status
= "closed"
1736 portfolio
.TradeStore
.debug
= False
1738 order
.mark_finished_order()
1739 market
.close_margin_position
.assert_called_with("ETH", "BTC")
1740 market
.close_margin_position
.reset_mock()
1742 order
.status
= "open"
1743 order
.mark_finished_order()
1744 market
.close_margin_position
.assert_not_called()
1746 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1747 D("0.1"), "BTC", "short", market
, "trade",
1748 close_if_possible
=False)
1749 order
.status
= "closed"
1750 order
.mark_finished_order()
1751 market
.close_margin_position
.assert_not_called()
1753 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
1754 D("0.1"), "BTC", "short", market
, "trade",
1755 close_if_possible
=True)
1756 order
.status
= "closed"
1757 order
.mark_finished_order()
1758 market
.close_margin_position
.assert_not_called()
1760 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1761 D("0.1"), "BTC", "long", market
, "trade",
1762 close_if_possible
=True)
1763 order
.status
= "closed"
1764 order
.mark_finished_order()
1765 market
.close_margin_position
.assert_not_called()
1767 portfolio
.TradeStore
.debug
= True
1769 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1770 D("0.1"), "BTC", "short", market
, "trade",
1771 close_if_possible
=True)
1772 order
.status
= "closed"
1774 order
.mark_finished_order()
1775 market
.close_margin_position
.assert_not_called()
1777 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
1778 def test_fetch(self
, fetch_mouvements
):
1779 time
= self
.time
.time()
1780 with mock
.patch
.object(portfolio
.time
, "time") as time_mock
:
1781 market
= mock
.Mock()
1782 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1783 D("0.1"), "BTC", "long", market
, "trade")
1785 with self
.subTest(debug
=True):
1786 portfolio
.TradeStore
.debug
= True
1788 time_mock
.assert_not_called()
1789 order
.fetch(force
=True)
1790 time_mock
.assert_not_called()
1791 market
.fetch_order
.assert_not_called()
1792 fetch_mouvements
.assert_not_called()
1793 self
.assertIsNone(order
.fetch_cache_timestamp
)
1795 with self
.subTest(debug
=False):
1796 portfolio
.TradeStore
.debug
= False
1797 time_mock
.return_value
= time
1798 market
.fetch_order
.return_value
= {
1800 "datetime": "timestamp"
1804 market
.fetch_order
.assert_called_once()
1805 fetch_mouvements
.assert_called_once()
1806 self
.assertEqual("foo", order
.status
)
1807 self
.assertEqual("timestamp", order
.timestamp
)
1808 self
.assertEqual(time
, order
.fetch_cache_timestamp
)
1809 self
.assertEqual(1, len(order
.results
))
1811 market
.fetch_order
.reset_mock()
1812 fetch_mouvements
.reset_mock()
1814 time_mock
.return_value
= time
+ 8
1816 market
.fetch_order
.assert_not_called()
1817 fetch_mouvements
.assert_not_called()
1819 order
.fetch(force
=True)
1820 market
.fetch_order
.assert_called_once()
1821 fetch_mouvements
.assert_called_once()
1823 market
.fetch_order
.reset_mock()
1824 fetch_mouvements
.reset_mock()
1826 time_mock
.return_value
= time
+ 19
1828 market
.fetch_order
.assert_called_once()
1829 fetch_mouvements
.assert_called_once()
1831 @mock.patch.object(portfolio
.Order
, "fetch")
1832 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
1833 def test_get_status(self
, mark_finished_order
, fetch
):
1834 with self
.subTest(debug
=True):
1835 portfolio
.TradeStore
.debug
= True
1836 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1837 D("0.1"), "BTC", "long", "market", "trade")
1838 self
.assertEqual("pending", order
.get_status())
1839 fetch
.assert_not_called()
1841 with self
.subTest(debug
=False, finished
=False):
1842 portfolio
.TradeStore
.debug
= False
1843 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1844 D("0.1"), "BTC", "long", "market", "trade")
1846 def update_status():
1847 order
.status
= "open"
1848 return update_status
1849 fetch
.side_effect
= _fetch(order
)
1850 self
.assertEqual("open", order
.get_status())
1851 mark_finished_order
.assert_not_called()
1852 fetch
.assert_called_once()
1854 mark_finished_order
.reset_mock()
1856 with self
.subTest(debug
=False, finished
=True):
1857 portfolio
.TradeStore
.debug
= False
1858 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1859 D("0.1"), "BTC", "long", "market", "trade")
1861 def update_status():
1862 order
.status
= "closed"
1863 return update_status
1864 fetch
.side_effect
= _fetch(order
)
1865 self
.assertEqual("closed", order
.get_status())
1866 mark_finished_order
.assert_called_once()
1867 fetch
.assert_called_once()
1870 market
= mock
.Mock()
1872 market
.order_precision
.return_value
= 4
1873 with self
.subTest(debug
=True),\
1874 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1875 portfolio
.TradeStore
.debug
= True
1876 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1877 D("0.1"), "BTC", "long", market
, "trade")
1879 market
.create_order
.assert_not_called()
1880 self
.assertEqual("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)\n", stdout_mock
.getvalue())
1881 self
.assertEqual("open", order
.status
)
1882 self
.assertEqual(1, len(order
.results
))
1883 self
.assertEqual(-1, order
.id)
1885 market
.create_order
.reset_mock()
1886 with self
.subTest(debug
=False):
1887 portfolio
.TradeStore
.debug
= False
1888 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1889 D("0.1"), "BTC", "long", market
, "trade")
1890 market
.create_order
.return_value
= { "id": 123 }
1892 market
.create_order
.assert_called_once()
1893 self
.assertEqual(1, len(order
.results
))
1894 self
.assertEqual("open", order
.status
)
1896 market
.create_order
.reset_mock()
1897 with self
.subTest(exception
=True),\
1898 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1899 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1900 D("0.1"), "BTC", "long", market
, "trade")
1901 market
.create_order
.side_effect
= Exception("bouh")
1903 market
.create_order
.assert_called_once()
1904 self
.assertEqual(0, len(order
.results
))
1905 self
.assertEqual("error", order
.status
)
1906 self
.assertRegex(stdout_mock
.getvalue(), "error when running market.create_order")
1907 self
.assertRegex(stdout_mock
.getvalue(), "Exception: bouh")
1909 market
.create_order
.reset_mock()
1910 with self
.subTest(dust_amount_exception
=True),\
1911 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
1912 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
1913 D("0.1"), "BTC", "long", market
, "trade")
1914 market
.create_order
.side_effect
= portfolio
.ExchangeNotAvailable
1916 market
.create_order
.assert_called_once()
1917 self
.assertEqual(0, len(order
.results
))
1918 self
.assertEqual("closed", order
.status
)
1919 mark_finished_order
.assert_called_once()
1922 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1923 class MouvementTest(WebMockTestCase
):
1924 def test_values(self
):
1925 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
1926 "tradeID": 42, "type": "buy", "fee": "0.0015",
1927 "date": "2017-12-30 12:00:12", "rate": "0.1",
1928 "amount": "10", "total": "1"
1930 self
.assertEqual("ETH", mouvement
.currency
)
1931 self
.assertEqual("BTC", mouvement
.base_currency
)
1932 self
.assertEqual(42, mouvement
.id)
1933 self
.assertEqual("buy", mouvement
.action
)
1934 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
1935 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
1936 self
.assertEqual(D("0.1"), mouvement
.rate
)
1937 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
1938 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
1940 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
1941 self
.assertIsNone(mouvement
.date
)
1942 self
.assertIsNone(mouvement
.id)
1943 self
.assertIsNone(mouvement
.action
)
1944 self
.assertEqual(-1, mouvement
.fee_rate
)
1945 self
.assertEqual(0, mouvement
.rate
)
1946 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
1947 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
1949 @unittest.skipUnless("acceptance" in limits
, "Acceptance skipped")
1950 class AcceptanceTest(WebMockTestCase
):
1951 @unittest.expectedFailure
1952 def test_success_sell_only_necessary(self
):
1955 "exchange_free": D("1.0"),
1956 "exchange_used": D("0.0"),
1957 "exchange_total": D("1.0"),
1961 "exchange_free": D("4.0"),
1962 "exchange_used": D("0.0"),
1963 "exchange_total": D("4.0"),
1967 "exchange_free": D("1000.0"),
1968 "exchange_used": D("0.0"),
1969 "exchange_total": D("1000.0"),
1970 "total": D("1000.0"),
1974 "ETH": (D("0.25"), "long"),
1975 "ETC": (D("0.25"), "long"),
1976 "BTC": (D("0.4"), "long"),
1977 "BTD": (D("0.01"), "short"),
1978 "B2X": (D("0.04"), "long"),
1979 "USDT": (D("0.05"), "long"),
1982 def fetch_ticker(symbol
):
1983 if symbol
== "ETH/BTC":
1985 "symbol": "ETH/BTC",
1989 if symbol
== "ETC/BTC":
1991 "symbol": "ETC/BTC",
1995 if symbol
== "XVG/BTC":
1997 "symbol": "XVG/BTC",
1998 "bid": D("0.00003"),
2001 if symbol
== "BTD/BTC":
2003 "symbol": "BTD/BTC",
2007 if symbol
== "B2X/BTC":
2009 "symbol": "B2X/BTC",
2013 if symbol
== "USDT/BTC":
2014 raise helper
.ExchangeError
2015 if symbol
== "BTC/USDT":
2017 "symbol": "BTC/USDT",
2021 self
.fail("Shouldn't have been called with {}".format(symbol
))
2023 market
= mock
.Mock()
2024 market
.fetch_all_balances
.return_value
= fetch_balance
2025 market
.fetch_ticker
.side_effect
= fetch_ticker
2026 with mock
.patch
.object(portfolio
.Portfolio
, "repartition", return_value
=repartition
):
2028 helper
.prepare_trades(market
)
2030 balances
= portfolio
.BalanceStore
.all
2031 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
2032 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
2033 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
2036 trades
= portfolio
.TradeStore
.all
2037 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
2038 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
2039 self
.assertEqual("dispose", trades
[0].action
)
2041 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
2042 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
2043 self
.assertEqual("acquire", trades
[1].action
)
2045 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
2046 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
2047 self
.assertEqual("dispose", trades
[2].action
)
2049 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
2050 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
2051 self
.assertEqual("acquire", trades
[3].action
)
2053 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
2054 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
2055 self
.assertEqual("acquire", trades
[4].action
)
2057 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
2058 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
2059 self
.assertEqual("acquire", trades
[5].action
)
2062 portfolio
.TradeStore
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
2064 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
2065 self
.assertEqual(2, len(all_orders
))
2066 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
2067 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
2068 self
.assertEqual(1000, all_orders
[1].amount
.value
)
2069 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
2072 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
2073 self
.assertEqual("limit", type)
2074 if symbol
== "ETH/BTC":
2075 self
.assertEqual("sell", action
)
2076 self
.assertEqual(D('0.66666666'), amount
)
2077 self
.assertEqual(D("0.14014"), price
)
2078 elif symbol
== "XVG/BTC":
2079 self
.assertEqual("sell", action
)
2080 self
.assertEqual(1000, amount
)
2081 self
.assertEqual(D("0.00003003"), price
)
2083 self
.fail("I shouldn't have been called")
2088 market
.create_order
.side_effect
= create_order
2089 market
.order_precision
.return_value
= 8
2092 portfolio
.TradeStore
.run_orders()
2094 self
.assertEqual("open", all_orders
[0].status
)
2095 self
.assertEqual("open", all_orders
[1].status
)
2097 market
.fetch_order
.return_value
= { "status": "closed", "datetime": "2018-01-20 13:40:00" }
2098 market
.privatePostReturnOrderTrades
.return_value
= [
2100 "tradeID": 42, "type": "buy", "fee": "0.0015",
2101 "date": "2017-12-30 12:00:12", "rate": "0.1",
2102 "amount": "10", "total": "1"
2105 with mock
.patch
.object(portfolio
.time
, "sleep") as sleep
:
2107 helper
.follow_orders(verbose
=False)
2109 sleep
.assert_called_with(30)
2111 for order
in all_orders
:
2112 self
.assertEqual("closed", order
.status
)
2116 "exchange_free": D("1.0") / 3,
2117 "exchange_used": D("0.0"),
2118 "exchange_total": D("1.0") / 3,
2120 "total": D("1.0") / 3,
2123 "exchange_free": D("0.134"),
2124 "exchange_used": D("0.0"),
2125 "exchange_total": D("0.134"),
2127 "total": D("0.134"),
2130 "exchange_free": D("4.0"),
2131 "exchange_used": D("0.0"),
2132 "exchange_total": D("4.0"),
2137 "exchange_free": D("0.0"),
2138 "exchange_used": D("0.0"),
2139 "exchange_total": D("0.0"),
2144 market
.fetch_all_balances
.return_value
= fetch_balance
2146 with mock
.patch
.object(portfolio
.Portfolio
, "repartition", return_value
=repartition
):
2148 helper
.update_trades(market
, only
="acquire", compute_value
="average")
2150 balances
= portfolio
.BalanceStore
.all
2151 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
2152 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
2153 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
2154 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
2157 trades
= portfolio
.TradeStore
.all
2158 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
2159 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
2160 self
.assertEqual("dispose", trades
[0].action
)
2162 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
2163 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
2164 self
.assertEqual("acquire", trades
[1].action
)
2166 self
.assertNotIn("BTC", trades
)
2168 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
2169 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
2170 self
.assertEqual("dispose", trades
[2].action
)
2172 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
2173 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
2174 self
.assertEqual("acquire", trades
[3].action
)
2176 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
2177 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
2178 self
.assertEqual("acquire", trades
[4].action
)
2180 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
2181 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
2182 self
.assertEqual("acquire", trades
[5].action
)
2185 portfolio
.TradeStore
.prepare_orders(only
="acquire", compute_value
=lambda x
, y
: x
["ask"])
2187 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
2188 self
.assertEqual(4, len(all_orders
))
2189 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
2190 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
2191 self
.assertEqual("buy", all_orders
[0].action
)
2192 self
.assertEqual("long", all_orders
[0].trade_type
)
2194 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
2195 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
2196 self
.assertEqual("sell", all_orders
[1].action
)
2197 self
.assertEqual("short", all_orders
[1].trade_type
)
2199 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
2200 self
.assertAlmostEqual(0, diff
.value
)
2201 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
2202 self
.assertEqual("buy", all_orders
[2].action
)
2203 self
.assertEqual("long", all_orders
[2].trade_type
)
2205 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
2206 self
.assertEqual(D("16000"), all_orders
[3].rate
)
2207 self
.assertEqual("sell", all_orders
[3].action
)
2208 self
.assertEqual("long", all_orders
[3].trade_type
)
2212 # Move balances to margin
2216 # portfolio.TradeStore.run_orders()
2218 with mock
.patch
.object(portfolio
.time
, "sleep") as sleep
:
2220 helper
.follow_orders(verbose
=False)
2222 sleep
.assert_called_with(30)
2224 if __name__
== '__main__':