5 from decimal
import Decimal
as D
6 from unittest
import mock
9 from io
import StringIO
10 import portfolio
, helper
, market
12 limits
= ["acceptance", "unit"]
13 for test_type
in limits
:
14 if "--no{}".format(test_type
) in sys
.argv
:
15 sys
.argv
.remove("--no{}".format(test_type
))
16 limits
.remove(test_type
)
17 if "--only{}".format(test_type
) in sys
.argv
:
18 sys
.argv
.remove("--only{}".format(test_type
))
22 class WebMockTestCase(unittest
.TestCase
):
26 super(WebMockTestCase
, self
).setUp()
27 self
.wm
= requests_mock
.Mocker()
31 self
.m
= mock
.Mock(name
="Market", spec
=market
.Market
)
35 mock
.patch
.multiple(portfolio
.Portfolio
, last_date
=None, data
=None, liquidities
={}),
36 mock
.patch
.multiple(portfolio
.Computation
,
37 computations
=portfolio
.Computation
.computations
),
38 mock
.patch
.multiple(market
.Market
,
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(self.m)
73 self.assertIn("foo", portfolio.Portfolio.data)
74 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
75 self.assertTrue(self.wm.called)
76 self.assertEqual(1, self.wm.call_count)
77 self.m.report.log_error.assert_not_called()
78 self.m.report.log_http_request.assert_called_once()
79 self.m.report.log_http_request.reset_mock()
81 portfolio.Portfolio.get_cryptoportfolio(self.m)
82 self.assertIsNone(portfolio.Portfolio.data)
83 self.assertEqual(2, self.wm.call_count)
84 self.m.report.log_error.assert_not_called()
85 self.m.report.log_http_request.assert_called_once()
86 self.m.report.log_http_request.reset_mock()
89 portfolio.Portfolio.data = "Foo"
90 portfolio.Portfolio.get_cryptoportfolio(self.m)
91 self.assertEqual("Foo", portfolio.Portfolio.data)
92 self.assertEqual(3, self.wm.call_count)
93 self.m.report.log_error.assert_called_once_with("get_cryptoportfolio",
95 self.m.report.log_http_request.assert_not_called()
97 def test_parse_cryptoportfolio(self):
98 portfolio.Portfolio.parse_cryptoportfolio(self.m)
100 self.assertListEqual(
102 list(portfolio.Portfolio.liquidities.keys()))
104 liquidities = portfolio.Portfolio.liquidities
105 self.assertEqual(10, len(liquidities["medium"].keys()))
106 self.assertEqual(10, len(liquidities["high"].keys()))
109 'BTC
': (D("0.2857"), "long"),
110 'DGB
': (D("0.1015"), "long"),
111 'DOGE
': (D("0.1805"), "long"),
112 'SC
': (D("0.0623"), "long"),
113 'ZEC
': (D("0.3701"), "long"),
115 date = portfolio.datetime(2018, 1, 8)
116 self.assertDictEqual(expected, liquidities["high"][date])
119 'BTC
': (D("1.1102e-16"), "long"),
120 'ETC
': (D("0.1"), "long"),
121 'FCT
': (D("0.1"), "long"),
122 'GAS
': (D("0.1"), "long"),
123 'NAV
': (D("0.1"), "long"),
124 'OMG
': (D("0.1"), "long"),
125 'OMNI
': (D("0.1"), "long"),
126 'PPC
': (D("0.1"), "long"),
127 'RIC
': (D("0.1"), "long"),
128 'VIA
': (D("0.1"), "long"),
129 'XCP
': (D("0.1"), "long"),
131 self.assertDictEqual(expected, liquidities["medium"][date])
132 self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date)
134 self.m.report.log_http_request.assert_called_once_with("GET",
135 portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
136 self.m.report.log_http_request.reset_mock()
138 # It doesn't refetch the data when available
139 portfolio
.Portfolio
.parse_cryptoportfolio(self
.m
)
140 self
.m
.report
.log_http_request
.assert_not_called()
142 self
.assertEqual(1, self
.wm
.call_count
)
144 portfolio
.Portfolio
.parse_cryptoportfolio(self
.m
, refetch
=True)
145 self
.assertEqual(2, self
.wm
.call_count
)
146 self
.m
.report
.log_http_request
.assert_called_once()
148 def test_repartition(self
):
150 'BTC': (D("1.1102e-16"), "long"),
151 'USDT': (D("0.1"), "long"),
152 'ETC': (D("0.1"), "long"),
153 'FCT': (D("0.1"), "long"),
154 'OMG': (D("0.1"), "long"),
155 'STEEM': (D("0.1"), "long"),
156 'STRAT': (D("0.1"), "long"),
157 'XEM': (D("0.1"), "long"),
158 'XMR': (D("0.1"), "long"),
159 'XVC': (D("0.1"), "long"),
160 'ZRX': (D("0.1"), "long"),
163 'USDT': (D("0.1226"), "long"),
164 'BTC': (D("0.1429"), "long"),
165 'ETC': (D("0.1127"), "long"),
166 'ETH': (D("0.1569"), "long"),
167 'FCT': (D("0.3341"), "long"),
168 'GAS': (D("0.1308"), "long"),
171 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition(self
.m
))
172 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition(self
.m
, liquidity
="medium"))
173 self
.assertEqual(expected_high
, portfolio
.Portfolio
.repartition(self
.m
, liquidity
="high"))
175 self
.assertEqual(1, self
.wm
.call_count
)
177 portfolio
.Portfolio
.repartition(self
.m
)
178 self
.assertEqual(1, self
.wm
.call_count
)
180 portfolio
.Portfolio
.repartition(self
.m
, refetch
=True)
181 self
.assertEqual(2, self
.wm
.call_count
)
182 self
.m
.report
.log_http_request
.assert_called()
183 self
.assertEqual(2, self
.m
.report
.log_http_request
.call_count
)
185 @mock.patch.object(portfolio
.time
, "sleep")
186 @mock.patch.object(portfolio
.Portfolio
, "repartition")
187 def test_wait_for_recent(self
, repartition
, sleep
):
189 def _repartition(market
, refetch
):
190 self
.assertEqual(self
.m
, market
)
191 self
.assertTrue(refetch
)
193 portfolio
.Portfolio
.last_date
= portfolio
.datetime
.now()\
194 - portfolio
.timedelta(10)\
195 + portfolio
.timedelta(self
.call_count
)
196 repartition
.side_effect
= _repartition
198 portfolio
.Portfolio
.wait_for_recent(self
.m
)
199 sleep
.assert_called_with(30)
200 self
.assertEqual(6, sleep
.call_count
)
201 self
.assertEqual(7, repartition
.call_count
)
202 self
.m
.report
.print_log
.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
205 repartition
.reset_mock()
206 portfolio
.Portfolio
.last_date
= None
208 portfolio
.Portfolio
.wait_for_recent(self
.m
, delta
=15)
209 sleep
.assert_not_called()
210 self
.assertEqual(1, repartition
.call_count
)
213 repartition
.reset_mock()
214 portfolio
.Portfolio
.last_date
= None
216 portfolio
.Portfolio
.wait_for_recent(self
.m
, delta
=1)
217 sleep
.assert_called_with(30)
218 self
.assertEqual(9, sleep
.call_count
)
219 self
.assertEqual(10, repartition
.call_count
)
221 @unittest.skipUnless("unit" in limits
, "Unit skipped")
222 class AmountTest(WebMockTestCase
):
223 def test_values(self
):
224 amount
= portfolio
.Amount("BTC", "0.65")
225 self
.assertEqual(D("0.65"), amount
.value
)
226 self
.assertEqual("BTC", amount
.currency
)
228 def test_in_currency(self
):
229 amount
= portfolio
.Amount("ETC", 10)
231 self
.assertEqual(amount
, amount
.in_currency("ETC", self
.m
))
233 with self
.subTest(desc
="no ticker for currency"):
234 self
.m
.get_ticker
.return_value
= None
236 self
.assertRaises(Exception, amount
.in_currency
, "ETH", self
.m
)
238 with self
.subTest(desc
="nominal case"):
239 self
.m
.get_ticker
.return_value
= {
245 converted_amount
= amount
.in_currency("ETH", self
.m
)
247 self
.assertEqual(D("3.0"), converted_amount
.value
)
248 self
.assertEqual("ETH", converted_amount
.currency
)
249 self
.assertEqual(amount
, converted_amount
.linked_to
)
250 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
252 converted_amount
= amount
.in_currency("ETH", self
.m
, action
="bid", compute_value
="default")
253 self
.assertEqual(D("2"), converted_amount
.value
)
255 converted_amount
= amount
.in_currency("ETH", self
.m
, compute_value
="ask")
256 self
.assertEqual(D("4"), converted_amount
.value
)
258 converted_amount
= amount
.in_currency("ETH", self
.m
, rate
=D("0.02"))
259 self
.assertEqual(D("0.2"), converted_amount
.value
)
261 def test__round(self
):
262 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
263 self
.assertEqual(D("1.23456789"), round(amount
).value
)
264 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
267 amount
= portfolio
.Amount("SC", -120)
268 self
.assertEqual(120, abs(amount
).value
)
269 self
.assertEqual("SC", abs(amount
).currency
)
271 amount
= portfolio
.Amount("SC", 10)
272 self
.assertEqual(10, abs(amount
).value
)
273 self
.assertEqual("SC", abs(amount
).currency
)
276 amount1
= portfolio
.Amount("XVG", "12.9")
277 amount2
= portfolio
.Amount("XVG", "13.1")
279 self
.assertEqual(26, (amount1
+ amount2
).value
)
280 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
282 amount3
= portfolio
.Amount("ETH", "1.6")
283 with self
.assertRaises(Exception):
286 amount4
= portfolio
.Amount("ETH", 0.0)
287 self
.assertEqual(amount1
, amount1
+ amount4
)
289 self
.assertEqual(amount1
, amount1
+ 0)
291 def test__radd(self
):
292 amount
= portfolio
.Amount("XVG", "12.9")
294 self
.assertEqual(amount
, 0 + amount
)
295 with self
.assertRaises(Exception):
299 amount1
= portfolio
.Amount("XVG", "13.3")
300 amount2
= portfolio
.Amount("XVG", "13.1")
302 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
303 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
305 amount3
= portfolio
.Amount("ETH", "1.6")
306 with self
.assertRaises(Exception):
309 amount4
= portfolio
.Amount("ETH", 0.0)
310 self
.assertEqual(amount1
, amount1
- amount4
)
312 def test__rsub(self
):
313 amount
= portfolio
.Amount("ETH", "1.6")
314 with self
.assertRaises(Exception):
317 self
.assertEqual(portfolio
.Amount("ETH", "-1.6"), 0-amount
)
320 amount
= portfolio
.Amount("XEM", 11)
322 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
323 self
.assertEqual(D("33"), (amount
* 3).value
)
325 with self
.assertRaises(Exception):
328 def test__rmul(self
):
329 amount
= portfolio
.Amount("XEM", 11)
331 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
332 self
.assertEqual(D("33"), (3 * amount
).value
)
334 def test__floordiv(self
):
335 amount
= portfolio
.Amount("XEM", 11)
337 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
338 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
340 with self
.assertRaises(Exception):
343 def test__truediv(self
):
344 amount
= portfolio
.Amount("XEM", 11)
346 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
347 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
350 amount1
= portfolio
.Amount("BTD", 11.3)
351 amount2
= portfolio
.Amount("BTD", 13.1)
353 self
.assertTrue(amount1
< amount2
)
354 self
.assertFalse(amount2
< amount1
)
355 self
.assertFalse(amount1
< amount1
)
357 amount3
= portfolio
.Amount("BTC", 1.6)
358 with self
.assertRaises(Exception):
362 amount1
= portfolio
.Amount("BTD", 11.3)
363 amount2
= portfolio
.Amount("BTD", 13.1)
365 self
.assertTrue(amount1
<= amount2
)
366 self
.assertFalse(amount2
<= amount1
)
367 self
.assertTrue(amount1
<= amount1
)
369 amount3
= portfolio
.Amount("BTC", 1.6)
370 with self
.assertRaises(Exception):
374 amount1
= portfolio
.Amount("BTD", 11.3)
375 amount2
= portfolio
.Amount("BTD", 13.1)
377 self
.assertTrue(amount2
> amount1
)
378 self
.assertFalse(amount1
> amount2
)
379 self
.assertFalse(amount1
> amount1
)
381 amount3
= portfolio
.Amount("BTC", 1.6)
382 with self
.assertRaises(Exception):
386 amount1
= portfolio
.Amount("BTD", 11.3)
387 amount2
= portfolio
.Amount("BTD", 13.1)
389 self
.assertTrue(amount2
>= amount1
)
390 self
.assertFalse(amount1
>= amount2
)
391 self
.assertTrue(amount1
>= amount1
)
393 amount3
= portfolio
.Amount("BTC", 1.6)
394 with self
.assertRaises(Exception):
398 amount1
= portfolio
.Amount("BTD", 11.3)
399 amount2
= portfolio
.Amount("BTD", 13.1)
400 amount3
= portfolio
.Amount("BTD", 11.3)
402 self
.assertFalse(amount1
== amount2
)
403 self
.assertFalse(amount2
== amount1
)
404 self
.assertTrue(amount1
== amount3
)
405 self
.assertFalse(amount2
== 0)
407 amount4
= portfolio
.Amount("BTC", 1.6)
408 with self
.assertRaises(Exception):
411 amount5
= portfolio
.Amount("BTD", 0)
412 self
.assertTrue(amount5
== 0)
415 amount1
= portfolio
.Amount("BTD", 11.3)
416 amount2
= portfolio
.Amount("BTD", 13.1)
417 amount3
= portfolio
.Amount("BTD", 11.3)
419 self
.assertTrue(amount1
!= amount2
)
420 self
.assertTrue(amount2
!= amount1
)
421 self
.assertFalse(amount1
!= amount3
)
422 self
.assertTrue(amount2
!= 0)
424 amount4
= portfolio
.Amount("BTC", 1.6)
425 with self
.assertRaises(Exception):
428 amount5
= portfolio
.Amount("BTD", 0)
429 self
.assertFalse(amount5
!= 0)
432 amount1
= portfolio
.Amount("BTD", "11.3")
434 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
437 amount1
= portfolio
.Amount("BTX", 32)
438 self
.assertEqual("32.00000000 BTX", str(amount1
))
440 amount2
= portfolio
.Amount("USDT", 12000)
441 amount1
.linked_to
= amount2
442 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
444 def test__repr(self
):
445 amount1
= portfolio
.Amount("BTX", 32)
446 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
448 amount2
= portfolio
.Amount("USDT", 12000)
449 amount1
.linked_to
= amount2
450 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
452 amount3
= portfolio
.Amount("BTC", 0.1)
453 amount2
.linked_to
= amount3
454 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
456 def test_as_json(self
):
457 amount
= portfolio
.Amount("BTX", 32)
458 self
.assertEqual({"currency": "BTX", "value": D("32")}
, amount
.as_json())
460 amount
= portfolio
.Amount("BTX", "1E-10")
461 self
.assertEqual({"currency": "BTX", "value": D("0")}
, amount
.as_json())
463 amount
= portfolio
.Amount("BTX", "1E-5")
464 self
.assertEqual({"currency": "BTX", "value": D("0.00001")}
, amount
.as_json())
465 self
.assertEqual("0.00001", str(amount
.as_json()["value"]))
467 @unittest.skipUnless("unit" in limits
, "Unit skipped")
468 class BalanceTest(WebMockTestCase
):
469 def test_values(self
):
470 balance
= portfolio
.Balance("BTC", {
471 "exchange_total": "0.65",
472 "exchange_free": "0.35",
473 "exchange_used": "0.30",
474 "margin_total": "-10",
475 "margin_borrowed": "-10",
477 "margin_position_type": "short",
478 "margin_borrowed_base_currency": "USDT",
479 "margin_liquidation_price": "1.20",
480 "margin_pending_gain": "10",
481 "margin_lending_fees": "0.4",
482 "margin_borrowed_base_price": "0.15",
484 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
485 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
486 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
487 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
488 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
489 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
491 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
492 self
.assertEqual(portfolio
.D("-10"), balance
.margin_borrowed
.value
)
493 self
.assertEqual(portfolio
.D("0"), balance
.margin_free
.value
)
494 self
.assertEqual("BTC", balance
.margin_total
.currency
)
495 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
496 self
.assertEqual("BTC", balance
.margin_free
.currency
)
498 self
.assertEqual("BTC", balance
.currency
)
500 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
501 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
503 def test__repr(self
):
504 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
505 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
506 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
507 "exchange_used": 1, "exchange_free": 2 })
508 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
510 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
511 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
513 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
514 "margin_borrowed": 1, "margin_free": 2 })
515 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
517 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_free": 2 }
)
518 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
520 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
521 "margin_borrowed_base_price": D("0.1"),
522 "margin_borrowed_base_currency": "BTC",
523 "margin_lending_fees": D("0.002") })
524 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
526 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
527 "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2})
528 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
530 def test_as_json(self
):
531 balance
= portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)
532 as_json
= balance
.as_json()
533 self
.assertEqual(set(portfolio
.Balance
.base_keys
), set(as_json
.keys()))
534 self
.assertEqual(D(0), as_json
["total"])
535 self
.assertEqual(D(2), as_json
["exchange_total"])
536 self
.assertEqual(D(2), as_json
["exchange_free"])
537 self
.assertEqual(D(0), as_json
["exchange_used"])
538 self
.assertEqual(D(0), as_json
["margin_total"])
539 self
.assertEqual(D(0), as_json
["margin_free"])
540 self
.assertEqual(D(0), as_json
["margin_borrowed"])
542 @unittest.skipUnless("unit" in limits
, "Unit skipped")
543 class MarketTest(WebMockTestCase
):
545 super(MarketTest
, self
).setUp()
547 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
549 def test_values(self
):
550 m
= market
.Market(self
.ccxt
)
552 self
.assertEqual(self
.ccxt
, m
.ccxt
)
553 self
.assertFalse(m
.debug
)
554 self
.assertIsInstance(m
.report
, market
.ReportStore
)
555 self
.assertIsInstance(m
.trades
, market
.TradeStore
)
556 self
.assertIsInstance(m
.balances
, market
.BalanceStore
)
557 self
.assertEqual(m
, m
.report
.market
)
558 self
.assertEqual(m
, m
.trades
.market
)
559 self
.assertEqual(m
, m
.balances
.market
)
560 self
.assertEqual(m
, m
.ccxt
._market
)
562 m
= market
.Market(self
.ccxt
, debug
=True)
563 self
.assertTrue(m
.debug
)
565 m
= market
.Market(self
.ccxt
, debug
=False)
566 self
.assertFalse(m
.debug
)
568 @mock.patch("market.ccxt")
569 def test_from_config(self
, ccxt
):
570 with mock
.patch("market.ReportStore"):
571 ccxt
.poloniexE
.return_value
= self
.ccxt
572 self
.ccxt
.session
.request
.return_value
= "response"
574 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
)
576 self
.assertEqual(self
.ccxt
, m
.ccxt
)
578 self
.ccxt
.session
.request("GET", "URL", data
="data",
580 m
.report
.log_http_request
.assert_called_with('GET', 'URL', 'data',
581 'headers', 'response')
583 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, debug
=True)
584 self
.assertEqual(True, m
.debug
)
586 def test_get_ticker(self
):
587 m
= market
.Market(self
.ccxt
)
588 self
.ccxt
.fetch_ticker
.side_effect
= [
589 { "bid": 1, "ask": 3 }
,
590 market
.ExchangeError("foo"),
591 { "bid": 10, "ask": 40 }
,
592 market
.ExchangeError("foo"),
593 market
.ExchangeError("foo"),
596 ticker
= m
.get_ticker("ETH", "ETC")
597 self
.ccxt
.fetch_ticker
.assert_called_with("ETH/ETC")
598 self
.assertEqual(1, ticker
["bid"])
599 self
.assertEqual(3, ticker
["ask"])
600 self
.assertEqual(2, ticker
["average"])
601 self
.assertFalse(ticker
["inverted"])
603 ticker
= m
.get_ticker("ETH", "XVG")
604 self
.assertEqual(0.0625, ticker
["average"])
605 self
.assertTrue(ticker
["inverted"])
606 self
.assertIn("original", ticker
)
607 self
.assertEqual(10, ticker
["original"]["bid"])
609 ticker
= m
.get_ticker("XVG", "XMR")
610 self
.assertIsNone(ticker
)
612 self
.ccxt
.fetch_ticker
.assert_has_calls([
613 mock
.call("ETH/ETC"),
614 mock
.call("ETH/XVG"),
615 mock
.call("XVG/ETH"),
616 mock
.call("XVG/XMR"),
617 mock
.call("XMR/XVG"),
620 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
621 m1b
= market
.Market(self
.ccxt
)
622 m1b
.get_ticker("ETH", "ETC")
623 self
.ccxt
.fetch_ticker
.assert_not_called()
625 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniex
)
626 m2
= market
.Market(self
.ccxt
)
627 self
.ccxt
.fetch_ticker
.side_effect
= [
628 { "bid": 1, "ask": 3 }
,
629 { "bid": 1.2, "ask": 3.5 }
,
631 ticker1
= m2
.get_ticker("ETH", "ETC")
632 ticker2
= m2
.get_ticker("ETH", "ETC")
633 ticker3
= m2
.get_ticker("ETC", "ETH")
634 self
.ccxt
.fetch_ticker
.assert_called_once_with("ETH/ETC")
635 self
.assertEqual(1, ticker1
["bid"])
636 self
.assertDictEqual(ticker1
, ticker2
)
637 self
.assertDictEqual(ticker1
, ticker3
["original"])
639 ticker4
= m2
.get_ticker("ETH", "ETC", refresh
=True)
640 ticker5
= m2
.get_ticker("ETH", "ETC")
641 self
.assertEqual(1.2, ticker4
["bid"])
642 self
.assertDictEqual(ticker4
, ticker5
)
644 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.binance
)
645 m3
= market
.Market(self
.ccxt
)
646 self
.ccxt
.fetch_ticker
.side_effect
= [
647 { "bid": 1, "ask": 3 }
,
648 { "bid": 1.2, "ask": 3.5 }
,
650 ticker6
= m3
.get_ticker("ETH", "ETC")
651 m3
.ticker_cache_timestamp
-= 4
652 ticker7
= m3
.get_ticker("ETH", "ETC")
653 m3
.ticker_cache_timestamp
-= 2
654 ticker8
= m3
.get_ticker("ETH", "ETC")
655 self
.assertDictEqual(ticker6
, ticker7
)
656 self
.assertEqual(1.2, ticker8
["bid"])
658 def test_fetch_fees(self
):
659 m
= market
.Market(self
.ccxt
)
660 self
.ccxt
.fetch_fees
.return_value
= "Foo"
661 self
.assertEqual("Foo", m
.fetch_fees())
662 self
.ccxt
.fetch_fees
.assert_called_once()
663 self
.ccxt
.reset_mock()
664 self
.assertEqual("Foo", m
.fetch_fees())
665 self
.ccxt
.fetch_fees
.assert_not_called()
667 @mock.patch.object(portfolio
.Portfolio
, "repartition")
668 @mock.patch.object(market
.Market
, "get_ticker")
669 @mock.patch.object(market
.TradeStore
, "compute_trades")
670 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
671 repartition
.return_value
= {
672 "XEM": (D("0.75"), "long"),
673 "BTC": (D("0.25"), "long"),
675 def _get_ticker(c1
, c2
):
676 if c1
== "USDT" and c2
== "BTC":
677 return { "average": D("0.0001") }
678 if c1
== "XVG" and c2
== "BTC":
679 return { "average": D("0.000001") }
680 if c1
== "XEM" and c2
== "BTC":
681 return { "average": D("0.001") }
682 self
.fail("Should be called with {}, {}".format(c1
, c2
))
683 get_ticker
.side_effect
= _get_ticker
685 with mock
.patch("market.ReportStore"):
686 m
= market
.Market(self
.ccxt
)
687 self
.ccxt
.fetch_all_balances
.return_value
= {
689 "exchange_free": D("10000.0"),
690 "exchange_used": D("0.0"),
691 "exchange_total": D("10000.0"),
692 "total": D("10000.0")
695 "exchange_free": D("10000.0"),
696 "exchange_used": D("0.0"),
697 "exchange_total": D("10000.0"),
698 "total": D("10000.0")
702 m
.balances
.fetch_balances(tag
="tag")
705 compute_trades
.assert_called()
707 call
= compute_trades
.call_args
708 self
.assertEqual(1, call
[0][0]["USDT"].value
)
709 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
710 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
711 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
712 m
.report
.log_stage
.assert_called_once_with("prepare_trades")
713 m
.report
.log_balances
.assert_called_once_with(tag
="tag")
715 @mock.patch.object(portfolio
.Portfolio
, "repartition")
716 @mock.patch.object(market
.Market
, "get_ticker")
717 @mock.patch.object(market
.TradeStore
, "compute_trades")
718 def test_update_trades(self
, compute_trades
, get_ticker
, repartition
):
719 repartition
.return_value
= {
720 "XEM": (D("0.75"), "long"),
721 "BTC": (D("0.25"), "long"),
723 def _get_ticker(c1
, c2
):
724 if c1
== "USDT" and c2
== "BTC":
725 return { "average": D("0.0001") }
726 if c1
== "XVG" and c2
== "BTC":
727 return { "average": D("0.000001") }
728 if c1
== "XEM" and c2
== "BTC":
729 return { "average": D("0.001") }
730 self
.fail("Should be called with {}, {}".format(c1
, c2
))
731 get_ticker
.side_effect
= _get_ticker
733 with mock
.patch("market.ReportStore"):
734 m
= market
.Market(self
.ccxt
)
735 self
.ccxt
.fetch_all_balances
.return_value
= {
737 "exchange_free": D("10000.0"),
738 "exchange_used": D("0.0"),
739 "exchange_total": D("10000.0"),
740 "total": D("10000.0")
743 "exchange_free": D("10000.0"),
744 "exchange_used": D("0.0"),
745 "exchange_total": D("10000.0"),
746 "total": D("10000.0")
750 m
.balances
.fetch_balances(tag
="tag")
753 compute_trades
.assert_called()
755 call
= compute_trades
.call_args
756 self
.assertEqual(1, call
[0][0]["USDT"].value
)
757 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
758 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
759 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
760 m
.report
.log_stage
.assert_called_once_with("update_trades")
761 m
.report
.log_balances
.assert_called_once_with(tag
="tag")
763 @mock.patch.object(portfolio
.Portfolio
, "repartition")
764 @mock.patch.object(market
.Market
, "get_ticker")
765 @mock.patch.object(market
.TradeStore
, "compute_trades")
766 def test_prepare_trades_to_sell_all(self
, compute_trades
, get_ticker
, repartition
):
767 def _get_ticker(c1
, c2
):
768 if c1
== "USDT" and c2
== "BTC":
769 return { "average": D("0.0001") }
770 if c1
== "XVG" and c2
== "BTC":
771 return { "average": D("0.000001") }
772 self
.fail("Should be called with {}, {}".format(c1
, c2
))
773 get_ticker
.side_effect
= _get_ticker
775 with mock
.patch("market.ReportStore"):
776 m
= market
.Market(self
.ccxt
)
777 self
.ccxt
.fetch_all_balances
.return_value
= {
779 "exchange_free": D("10000.0"),
780 "exchange_used": D("0.0"),
781 "exchange_total": D("10000.0"),
782 "total": D("10000.0")
785 "exchange_free": D("10000.0"),
786 "exchange_used": D("0.0"),
787 "exchange_total": D("10000.0"),
788 "total": D("10000.0")
792 m
.balances
.fetch_balances(tag
="tag")
794 m
.prepare_trades_to_sell_all()
796 repartition
.assert_not_called()
797 compute_trades
.assert_called()
799 call
= compute_trades
.call_args
800 self
.assertEqual(1, call
[0][0]["USDT"].value
)
801 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
802 self
.assertEqual(D("1.01"), call
[0][1]["BTC"].value
)
803 m
.report
.log_stage
.assert_called_once_with("prepare_trades_to_sell_all")
804 m
.report
.log_balances
.assert_called_once_with(tag
="tag")
806 @mock.patch.object(portfolio
.time
, "sleep")
807 @mock.patch.object(market
.TradeStore
, "all_orders")
808 def test_follow_orders(self
, all_orders
, time_mock
):
809 for debug
, sleep
in [
810 (False, None), (True, None),
811 (False, 12), (True, 12)]:
812 with self
.subTest(sleep
=sleep
, debug
=debug
), \
813 mock
.patch("market.ReportStore"):
814 m
= market
.Market(self
.ccxt
, debug
=debug
)
816 order_mock1
= mock
.Mock()
817 order_mock2
= mock
.Mock()
818 order_mock3
= mock
.Mock()
819 all_orders
.side_effect
= [
820 [order_mock1
, order_mock2
],
821 [order_mock1
, order_mock2
],
823 [order_mock1
, order_mock3
],
824 [order_mock1
, order_mock3
],
826 [order_mock1
, order_mock3
],
827 [order_mock1
, order_mock3
],
832 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
833 order_mock2
.get_status
.side_effect
= ["open"]
834 order_mock3
.get_status
.side_effect
= ["open", "closed"]
836 order_mock1
.trade
= mock
.Mock()
837 order_mock2
.trade
= mock
.Mock()
838 order_mock3
.trade
= mock
.Mock()
840 m
.follow_orders(sleep
=sleep
)
842 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
843 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
844 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
845 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
847 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
848 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
849 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
851 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
852 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
853 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
854 m
.report
.log_stage
.assert_called()
856 mock
.call("follow_orders_begin"),
857 mock
.call("follow_orders_tick_1"),
858 mock
.call("follow_orders_tick_2"),
859 mock
.call("follow_orders_tick_3"),
860 mock
.call("follow_orders_end"),
862 m
.report
.log_stage
.assert_has_calls(calls
)
863 m
.report
.log_orders
.assert_called()
864 self
.assertEqual(3, m
.report
.log_orders
.call_count
)
866 mock
.call([order_mock1
, order_mock2
], tick
=1),
867 mock
.call([order_mock1
, order_mock3
], tick
=2),
868 mock
.call([order_mock1
, order_mock3
], tick
=3),
870 m
.report
.log_orders
.assert_has_calls(calls
)
872 mock
.call(order_mock1
, 3, finished
=True),
873 mock
.call(order_mock3
, 3, finished
=True),
875 m
.report
.log_order
.assert_has_calls(calls
)
879 m
.report
.log_debug_action
.assert_called_with("Set follow_orders tick to 7s")
880 time_mock
.assert_called_with(7)
882 time_mock
.assert_called_with(30)
884 time_mock
.assert_called_with(sleep
)
886 @mock.patch.object(market
.BalanceStore
, "fetch_balances")
887 def test_move_balance(self
, fetch_balances
):
888 for debug
in [True, False]:
889 with self
.subTest(debug
=debug
),\
890 mock
.patch("market.ReportStore"):
891 m
= market
.Market(self
.ccxt
, debug
=debug
)
893 value_from
= portfolio
.Amount("BTC", "1.0")
894 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
895 value_to
= portfolio
.Amount("BTC", "10.0")
896 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
898 value_from
= portfolio
.Amount("BTC", "0.0")
899 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
900 value_to
= portfolio
.Amount("BTC", "-3.0")
901 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
903 value_from
= portfolio
.Amount("USDT", "0.0")
904 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
905 value_to
= portfolio
.Amount("USDT", "-50.0")
906 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
908 m
.trades
.all
= [trade1
, trade2
, trade3
]
909 balance1
= portfolio
.Balance("BTC", { "margin_free": "0" }
)
910 balance2
= portfolio
.Balance("USDT", { "margin_free": "100" }
)
911 balance3
= portfolio
.Balance("ETC", { "margin_free": "10" }
)
912 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
916 fetch_balances
.assert_called_with()
917 m
.report
.log_move_balances
.assert_called_once()
920 m
.report
.log_debug_action
.assert_called()
921 self
.assertEqual(3, m
.report
.log_debug_action
.call_count
)
923 self
.ccxt
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
924 self
.ccxt
.transfer_balance
.assert_any_call("USDT", 50, "margin", "exchange")
925 self
.ccxt
.transfer_balance
.assert_any_call("ETC", 10, "margin", "exchange")
927 @unittest.skipUnless("unit" in limits
, "Unit skipped")
928 class TradeStoreTest(WebMockTestCase
):
929 def test_compute_trades(self
):
930 self
.m
.balances
.currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
933 "XMR": portfolio
.Amount("BTC", D("0.9")),
934 "DASH": portfolio
.Amount("BTC", D("0.4")),
935 "XVG": portfolio
.Amount("BTC", D("-0.5")),
936 "BTC": portfolio
.Amount("BTC", D("0.5")),
939 "DASH": portfolio
.Amount("BTC", D("0.5")),
940 "XVG": portfolio
.Amount("BTC", D("0.1")),
941 "BTC": portfolio
.Amount("BTC", D("0.4")),
942 "ETH": portfolio
.Amount("BTC", D("0.3")),
952 with mock
.patch
.object(market
.TradeStore
, "trade_if_matching") as trade_if_matching
:
953 trade_store
= market
.TradeStore(self
.m
)
954 trade_if_matching
.side_effect
= side_effect
956 trade_store
.compute_trades(values_in_base
,
957 new_repartition
, only
="only")
959 self
.assertEqual(5, trade_if_matching
.call_count
)
960 self
.assertEqual(3, len(trade_store
.all
))
961 self
.assertEqual([1, 4, 5], trade_store
.all
)
962 self
.m
.report
.log_trades
.assert_called_with(side_effect
, "only")
964 def test_trade_if_matching(self
):
966 with self
.subTest(only
="nope"):
967 trade_store
= market
.TradeStore(self
.m
)
968 result
= trade_store
.trade_if_matching(
969 portfolio
.Amount("BTC", D("0")),
970 portfolio
.Amount("BTC", D("0.3")),
972 self
.assertEqual(False, result
[0])
973 self
.assertIsInstance(result
[1], portfolio
.Trade
)
975 with self
.subTest(only
=None):
976 trade_store
= market
.TradeStore(self
.m
)
977 result
= trade_store
.trade_if_matching(
978 portfolio
.Amount("BTC", D("0")),
979 portfolio
.Amount("BTC", D("0.3")),
981 self
.assertEqual(True, result
[0])
983 with self
.subTest(only
="acquire"):
984 trade_store
= market
.TradeStore(self
.m
)
985 result
= trade_store
.trade_if_matching(
986 portfolio
.Amount("BTC", D("0")),
987 portfolio
.Amount("BTC", D("0.3")),
988 "ETH", only
="acquire")
989 self
.assertEqual(True, result
[0])
991 with self
.subTest(only
="dispose"):
992 trade_store
= market
.TradeStore(self
.m
)
993 result
= trade_store
.trade_if_matching(
994 portfolio
.Amount("BTC", D("0")),
995 portfolio
.Amount("BTC", D("0.3")),
996 "ETH", only
="dispose")
997 self
.assertEqual(False, result
[0])
999 def test_prepare_orders(self
):
1000 trade_store
= market
.TradeStore(self
.m
)
1002 trade_mock1
= mock
.Mock()
1003 trade_mock2
= mock
.Mock()
1005 trade_mock1
.prepare_order
.return_value
= 1
1006 trade_mock2
.prepare_order
.return_value
= 2
1008 trade_store
.all
.append(trade_mock1
)
1009 trade_store
.all
.append(trade_mock2
)
1011 trade_store
.prepare_orders()
1012 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
1013 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1014 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "default")
1016 self
.m
.report
.log_orders
.reset_mock()
1018 trade_store
.prepare_orders(compute_value
="bla")
1019 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
1020 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
1021 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "bla")
1023 trade_mock1
.prepare_order
.reset_mock()
1024 trade_mock2
.prepare_order
.reset_mock()
1025 self
.m
.report
.log_orders
.reset_mock()
1027 trade_mock1
.action
= "foo"
1028 trade_mock2
.action
= "bar"
1029 trade_store
.prepare_orders(only
="bar")
1030 trade_mock1
.prepare_order
.assert_not_called()
1031 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1032 self
.m
.report
.log_orders
.assert_called_once_with([2], "bar", "default")
1034 def test_print_all_with_order(self
):
1035 trade_mock1
= mock
.Mock()
1036 trade_mock2
= mock
.Mock()
1037 trade_mock3
= mock
.Mock()
1038 trade_store
= market
.TradeStore(self
.m
)
1039 trade_store
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
1041 trade_store
.print_all_with_order()
1043 trade_mock1
.print_with_order
.assert_called()
1044 trade_mock2
.print_with_order
.assert_called()
1045 trade_mock3
.print_with_order
.assert_called()
1047 def test_run_orders(self
):
1048 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1049 order_mock1
= mock
.Mock()
1050 order_mock2
= mock
.Mock()
1051 order_mock3
= mock
.Mock()
1052 trade_store
= market
.TradeStore(self
.m
)
1054 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1056 trade_store
.run_orders()
1058 all_orders
.assert_called_with(state
="pending")
1060 order_mock1
.run
.assert_called()
1061 order_mock2
.run
.assert_called()
1062 order_mock3
.run
.assert_called()
1064 self
.m
.report
.log_stage
.assert_called_with("run_orders")
1065 self
.m
.report
.log_orders
.assert_called_with([order_mock1
, order_mock2
,
1068 def test_all_orders(self
):
1069 trade_mock1
= mock
.Mock()
1070 trade_mock2
= mock
.Mock()
1072 order_mock1
= mock
.Mock()
1073 order_mock2
= mock
.Mock()
1074 order_mock3
= mock
.Mock()
1076 trade_mock1
.orders
= [order_mock1
, order_mock2
]
1077 trade_mock2
.orders
= [order_mock3
]
1079 order_mock1
.status
= "pending"
1080 order_mock2
.status
= "open"
1081 order_mock3
.status
= "open"
1083 trade_store
= market
.TradeStore(self
.m
)
1084 trade_store
.all
.append(trade_mock1
)
1085 trade_store
.all
.append(trade_mock2
)
1087 orders
= trade_store
.all_orders()
1088 self
.assertEqual(3, len(orders
))
1090 open_orders
= trade_store
.all_orders(state
="open")
1091 self
.assertEqual(2, len(open_orders
))
1092 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
1094 def test_update_all_orders_status(self
):
1095 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1096 order_mock1
= mock
.Mock()
1097 order_mock2
= mock
.Mock()
1098 order_mock3
= mock
.Mock()
1100 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1102 trade_store
= market
.TradeStore(self
.m
)
1104 trade_store
.update_all_orders_status()
1105 all_orders
.assert_called_with(state
="open")
1107 order_mock1
.get_status
.assert_called()
1108 order_mock2
.get_status
.assert_called()
1109 order_mock3
.get_status
.assert_called()
1112 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1113 class BalanceStoreTest(WebMockTestCase
):
1115 super(BalanceStoreTest
, self
).setUp()
1117 self
.fetch_balance
= {
1121 "exchange_total": 0,
1125 "exchange_free": D("6.0"),
1126 "exchange_used": D("1.2"),
1127 "exchange_total": D("7.2"),
1131 "exchange_free": 16,
1133 "exchange_total": 16,
1139 "exchange_total": 0,
1140 "margin_total": D("-1.0"),
1145 def test_in_currency(self
):
1146 self
.m
.get_ticker
.return_value
= {
1149 "average": D("0.1"),
1152 balance_store
= market
.BalanceStore(self
.m
)
1153 balance_store
.all
= {
1154 "BTC": portfolio
.Balance("BTC", {
1156 "exchange_total":"0.65",
1157 "exchange_free": "0.35",
1158 "exchange_used": "0.30"}),
1159 "ETH": portfolio
.Balance("ETH", {
1161 "exchange_total": 3,
1163 "exchange_used": 0}),
1166 amounts
= balance_store
.in_currency("BTC")
1167 self
.assertEqual("BTC", amounts
["ETH"].currency
)
1168 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1169 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
1170 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1172 self
.m
.report
.log_tickers
.reset_mock()
1174 amounts
= balance_store
.in_currency("BTC", compute_value
="bid")
1175 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1176 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
1177 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1179 self
.m
.report
.log_tickers
.reset_mock()
1181 amounts
= balance_store
.in_currency("BTC", compute_value
="bid", type="exchange_used")
1182 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
1183 self
.assertEqual(0, amounts
["ETH"].value
)
1184 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1185 "bid", "exchange_used")
1186 self
.m
.report
.log_tickers
.reset_mock()
1188 def test_fetch_balances(self
):
1189 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
1191 balance_store
= market
.BalanceStore(self
.m
)
1193 balance_store
.fetch_balances()
1194 self
.assertNotIn("ETC", balance_store
.currencies())
1195 self
.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store
.currencies()))
1197 balance_store
.all
["ETC"] = portfolio
.Balance("ETC", {
1198 "exchange_total": "1", "exchange_free": "0",
1199 "exchange_used": "1" })
1200 balance_store
.fetch_balances(tag
="foo")
1201 self
.assertEqual(0, balance_store
.all
["ETC"].total
)
1202 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store
.currencies()))
1203 self
.m
.report
.log_balances
.assert_called_with(tag
="foo")
1205 @mock.patch.object(portfolio
.Portfolio
, "repartition")
1206 def test_dispatch_assets(self
, repartition
):
1207 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
1209 balance_store
= market
.BalanceStore(self
.m
)
1210 balance_store
.fetch_balances()
1212 self
.assertNotIn("XEM", balance_store
.currencies())
1214 repartition_hash
= {
1215 "XEM": (D("0.75"), "long"),
1216 "BTC": (D("0.26"), "long"),
1217 "DASH": (D("0.10"), "short"),
1219 repartition
.return_value
= repartition_hash
1221 amounts
= balance_store
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
1222 repartition
.assert_called_with(self
.m
, liquidity
="medium")
1223 self
.assertIn("XEM", balance_store
.currencies())
1224 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
1225 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
1226 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
1227 self
.m
.report
.log_balances
.assert_called_with(tag
=None)
1228 self
.m
.report
.log_dispatch
.assert_called_once_with(portfolio
.Amount("BTC",
1229 "11.1"), amounts
, "medium", repartition_hash
)
1231 def test_currencies(self
):
1232 balance_store
= market
.BalanceStore(self
.m
)
1234 balance_store
.all
= {
1235 "BTC": portfolio
.Balance("BTC", {
1237 "exchange_total":"0.65",
1238 "exchange_free": "0.35",
1239 "exchange_used": "0.30"}),
1240 "ETH": portfolio
.Balance("ETH", {
1242 "exchange_total": 3,
1244 "exchange_used": 0}),
1246 self
.assertListEqual(["BTC", "ETH"], list(balance_store
.currencies()))
1248 def test_as_json(self
):
1249 balance_mock1
= mock
.Mock()
1250 balance_mock1
.as_json
.return_value
= 1
1252 balance_mock2
= mock
.Mock()
1253 balance_mock2
.as_json
.return_value
= 2
1255 balance_store
= market
.BalanceStore(self
.m
)
1256 balance_store
.all
= {
1257 "BTC": balance_mock1
,
1258 "ETH": balance_mock2
,
1261 as_json
= balance_store
.as_json()
1262 self
.assertEqual(1, as_json
["BTC"])
1263 self
.assertEqual(2, as_json
["ETH"])
1266 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1267 class ComputationTest(WebMockTestCase
):
1268 def test_compute_value(self
):
1269 compute
= mock
.Mock()
1270 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
1271 compute
.assert_called_with("foo", "ask")
1273 compute
.reset_mock()
1274 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
1275 compute
.assert_called_with("foo", "bid")
1277 compute
.reset_mock()
1278 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
1279 compute
.assert_called_with("foo", "ask")
1281 compute
.reset_mock()
1282 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
1283 compute
.assert_called_with("foo", "bid")
1285 compute
.reset_mock()
1286 portfolio
.Computation
.computations
["test"] = compute
1287 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
1288 compute
.assert_called_with("foo", "bid")
1291 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1292 class TradeTest(WebMockTestCase
):
1294 def test_values_assertion(self
):
1295 value_from
= portfolio
.Amount("BTC", "1.0")
1296 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1297 value_to
= portfolio
.Amount("BTC", "1.0")
1298 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1299 self
.assertEqual("BTC", trade
.base_currency
)
1300 self
.assertEqual("ETH", trade
.currency
)
1301 self
.assertEqual(self
.m
, trade
.market
)
1303 with self
.assertRaises(AssertionError):
1304 portfolio
.Trade(value_from
, value_to
, "ETC", self
.m
)
1305 with self
.assertRaises(AssertionError):
1306 value_from
.linked_to
= None
1307 portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1308 with self
.assertRaises(AssertionError):
1309 value_from
.currency
= "ETH"
1310 portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1312 value_from
= portfolio
.Amount("BTC", 0)
1313 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1314 self
.assertEqual(0, trade
.value_from
.linked_to
)
1316 def test_action(self
):
1317 value_from
= portfolio
.Amount("BTC", "1.0")
1318 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1319 value_to
= portfolio
.Amount("BTC", "1.0")
1320 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1322 self
.assertIsNone(trade
.action
)
1324 value_from
= portfolio
.Amount("BTC", "1.0")
1325 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
1326 value_to
= portfolio
.Amount("BTC", "2.0")
1327 trade
= portfolio
.Trade(value_from
, value_to
, "BTC", self
.m
)
1329 self
.assertIsNone(trade
.action
)
1331 value_from
= portfolio
.Amount("BTC", "0.5")
1332 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1333 value_to
= portfolio
.Amount("BTC", "1.0")
1334 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1336 self
.assertEqual("acquire", trade
.action
)
1338 value_from
= portfolio
.Amount("BTC", "0")
1339 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1340 value_to
= portfolio
.Amount("BTC", "-1.0")
1341 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1343 self
.assertEqual("acquire", trade
.action
)
1345 def test_order_action(self
):
1346 value_from
= portfolio
.Amount("BTC", "0.5")
1347 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1348 value_to
= portfolio
.Amount("BTC", "1.0")
1349 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1351 self
.assertEqual("buy", trade
.order_action(False))
1352 self
.assertEqual("sell", trade
.order_action(True))
1354 value_from
= portfolio
.Amount("BTC", "0")
1355 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1356 value_to
= portfolio
.Amount("BTC", "-1.0")
1357 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1359 self
.assertEqual("sell", trade
.order_action(False))
1360 self
.assertEqual("buy", trade
.order_action(True))
1362 def test_trade_type(self
):
1363 value_from
= portfolio
.Amount("BTC", "0.5")
1364 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1365 value_to
= portfolio
.Amount("BTC", "1.0")
1366 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1368 self
.assertEqual("long", trade
.trade_type
)
1370 value_from
= portfolio
.Amount("BTC", "0")
1371 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1372 value_to
= portfolio
.Amount("BTC", "-1.0")
1373 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1375 self
.assertEqual("short", trade
.trade_type
)
1377 def test_filled_amount(self
):
1378 value_from
= portfolio
.Amount("BTC", "0.5")
1379 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1380 value_to
= portfolio
.Amount("BTC", "1.0")
1381 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1383 order1
= mock
.Mock()
1384 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
1386 order2
= mock
.Mock()
1387 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
1388 trade
.orders
.append(order1
)
1389 trade
.orders
.append(order2
)
1391 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
1392 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
1393 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
1395 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
1396 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
1397 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
1399 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
1400 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
1401 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
1403 @mock.patch.object(portfolio
.Computation
, "compute_value")
1404 @mock.patch.object(portfolio
.Trade
, "filled_amount")
1405 @mock.patch.object(portfolio
, "Order")
1406 def test_prepare_order(self
, Order
, filled_amount
, compute_value
):
1407 Order
.return_value
= "Order"
1409 with self
.subTest(desc
="Nothing to do"):
1410 value_from
= portfolio
.Amount("BTC", "10")
1411 value_from
.rate
= D("0.1")
1412 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1413 value_to
= portfolio
.Amount("BTC", "10")
1414 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
1416 trade
.prepare_order()
1418 filled_amount
.assert_not_called()
1419 compute_value
.assert_not_called()
1420 self
.assertEqual(0, len(trade
.orders
))
1421 Order
.assert_not_called()
1423 self
.m
.get_ticker
.return_value
= { "inverted": False }
1424 with self
.subTest(desc
="Already filled"):
1425 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
1426 compute_value
.return_value
= D("0.125")
1428 value_from
= portfolio
.Amount("BTC", "10")
1429 value_from
.rate
= D("0.1")
1430 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1431 value_to
= portfolio
.Amount("BTC", "0")
1432 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
1434 trade
.prepare_order()
1436 filled_amount
.assert_called_with(in_base_currency
=False)
1437 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
1438 self
.assertEqual(0, len(trade
.orders
))
1439 self
.m
.report
.log_error
.assert_called_with("prepare_order", message
=mock
.ANY
)
1440 Order
.assert_not_called()
1442 with self
.subTest(action
="dispose", inverted
=False):
1443 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
1444 compute_value
.return_value
= D("0.125")
1446 value_from
= portfolio
.Amount("BTC", "10")
1447 value_from
.rate
= D("0.1")
1448 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1449 value_to
= portfolio
.Amount("BTC", "1")
1450 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
1452 trade
.prepare_order()
1454 filled_amount
.assert_called_with(in_base_currency
=False)
1455 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
1456 self
.assertEqual(1, len(trade
.orders
))
1457 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
1458 D("0.125"), "BTC", "long", self
.m
,
1459 trade
, close_if_possible
=False)
1461 with self
.subTest(action
="acquire", inverted
=False):
1462 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
1463 compute_value
.return_value
= D("0.125")
1465 value_from
= portfolio
.Amount("BTC", "1")
1466 value_from
.rate
= D("0.1")
1467 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
1468 value_to
= portfolio
.Amount("BTC", "10")
1469 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
1471 trade
.prepare_order()
1473 filled_amount
.assert_called_with(in_base_currency
=True)
1474 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "buy", compute_value
="default")
1475 self
.assertEqual(1, len(trade
.orders
))
1477 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
1478 D("0.125"), "BTC", "long", self
.m
,
1479 trade
, close_if_possible
=False)
1481 with self
.subTest(close_if_possible
=True):
1482 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
1483 compute_value
.return_value
= D("0.125")
1485 value_from
= portfolio
.Amount("BTC", "10")
1486 value_from
.rate
= D("0.1")
1487 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1488 value_to
= portfolio
.Amount("BTC", "0")
1489 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
1491 trade
.prepare_order()
1493 filled_amount
.assert_called_with(in_base_currency
=False)
1494 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
1495 self
.assertEqual(1, len(trade
.orders
))
1496 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
1497 D("0.125"), "BTC", "long", self
.m
,
1498 trade
, close_if_possible
=True)
1500 self
.m
.get_ticker
.return_value
= { "inverted": True, "original": {}
}
1501 with self
.subTest(action
="dispose", inverted
=True):
1502 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
1503 compute_value
.return_value
= D("125")
1505 value_from
= portfolio
.Amount("BTC", "10")
1506 value_from
.rate
= D("0.01")
1507 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
1508 value_to
= portfolio
.Amount("BTC", "1")
1509 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
1511 trade
.prepare_order(compute_value
="foo")
1513 filled_amount
.assert_called_with(in_base_currency
=True)
1514 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "buy", compute_value
="foo")
1515 self
.assertEqual(1, len(trade
.orders
))
1516 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
1517 D("125"), "FOO", "long", self
.m
,
1518 trade
, close_if_possible
=False)
1520 with self
.subTest(action
="acquire", inverted
=True):
1521 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
1522 compute_value
.return_value
= D("125")
1524 value_from
= portfolio
.Amount("BTC", "1")
1525 value_from
.rate
= D("0.01")
1526 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1527 value_to
= portfolio
.Amount("BTC", "10")
1528 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
1530 trade
.prepare_order(compute_value
="foo")
1532 filled_amount
.assert_called_with(in_base_currency
=False)
1533 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "sell", compute_value
="foo")
1534 self
.assertEqual(1, len(trade
.orders
))
1535 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
1536 D("125"), "FOO", "long", self
.m
,
1537 trade
, close_if_possible
=False)
1540 @mock.patch.object(portfolio
.Trade
, "prepare_order")
1541 def test_update_order(self
, prepare_order
):
1542 order_mock
= mock
.Mock()
1543 new_order_mock
= mock
.Mock()
1545 value_from
= portfolio
.Amount("BTC", "0.5")
1546 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1547 value_to
= portfolio
.Amount("BTC", "1.0")
1548 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1549 prepare_order
.return_value
= new_order_mock
1551 for i
in [0, 1, 3, 4, 6]:
1552 with self
.subTest(tick
=i
):
1553 trade
.update_order(order_mock
, i
)
1554 order_mock
.cancel
.assert_not_called()
1555 new_order_mock
.run
.assert_not_called()
1556 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
,
1557 update
="waiting", compute_value
=None, new_order
=None)
1559 order_mock
.reset_mock()
1560 new_order_mock
.reset_mock()
1562 self
.m
.report
.log_order
.reset_mock()
1564 trade
.update_order(order_mock
, 2)
1565 order_mock
.cancel
.assert_called()
1566 new_order_mock
.run
.assert_called()
1567 prepare_order
.assert_called()
1568 self
.m
.report
.log_order
.assert_called()
1569 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
1571 mock
.call(order_mock
, 2, update
="adjusting",
1572 compute_value
='lambda x, y: (x[y] + x["average"]) / 2',
1573 new_order
=new_order_mock
),
1574 mock
.call(order_mock
, 2, new_order
=new_order_mock
),
1576 self
.m
.report
.log_order
.assert_has_calls(calls
)
1578 order_mock
.reset_mock()
1579 new_order_mock
.reset_mock()
1581 self
.m
.report
.log_order
.reset_mock()
1583 trade
.update_order(order_mock
, 5)
1584 order_mock
.cancel
.assert_called()
1585 new_order_mock
.run
.assert_called()
1586 prepare_order
.assert_called()
1587 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
1588 self
.m
.report
.log_order
.assert_called()
1590 mock
.call(order_mock
, 5, update
="adjusting",
1591 compute_value
='lambda x, y: (x[y]*2 + x["average"]) / 3',
1592 new_order
=new_order_mock
),
1593 mock
.call(order_mock
, 5, new_order
=new_order_mock
),
1595 self
.m
.report
.log_order
.assert_has_calls(calls
)
1597 order_mock
.reset_mock()
1598 new_order_mock
.reset_mock()
1600 self
.m
.report
.log_order
.reset_mock()
1602 trade
.update_order(order_mock
, 7)
1603 order_mock
.cancel
.assert_called()
1604 new_order_mock
.run
.assert_called()
1605 prepare_order
.assert_called_with(compute_value
="default")
1606 self
.m
.report
.log_order
.assert_called()
1607 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
1609 mock
.call(order_mock
, 7, update
="market_fallback",
1610 compute_value
='default',
1611 new_order
=new_order_mock
),
1612 mock
.call(order_mock
, 7, new_order
=new_order_mock
),
1614 self
.m
.report
.log_order
.assert_has_calls(calls
)
1616 order_mock
.reset_mock()
1617 new_order_mock
.reset_mock()
1619 self
.m
.report
.log_order
.reset_mock()
1621 for i
in [10, 13, 16]:
1622 with self
.subTest(tick
=i
):
1623 trade
.update_order(order_mock
, i
)
1624 order_mock
.cancel
.assert_called()
1625 new_order_mock
.run
.assert_called()
1626 prepare_order
.assert_called_with(compute_value
="default")
1627 self
.m
.report
.log_order
.assert_called()
1628 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
1630 mock
.call(order_mock
, i
, update
="market_adjust",
1631 compute_value
='default',
1632 new_order
=new_order_mock
),
1633 mock
.call(order_mock
, i
, new_order
=new_order_mock
),
1635 self
.m
.report
.log_order
.assert_has_calls(calls
)
1637 order_mock
.reset_mock()
1638 new_order_mock
.reset_mock()
1640 self
.m
.report
.log_order
.reset_mock()
1642 for i
in [8, 9, 11, 12]:
1643 with self
.subTest(tick
=i
):
1644 trade
.update_order(order_mock
, i
)
1645 order_mock
.cancel
.assert_not_called()
1646 new_order_mock
.run
.assert_not_called()
1647 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
, update
="waiting",
1648 compute_value
=None, new_order
=None)
1650 order_mock
.reset_mock()
1651 new_order_mock
.reset_mock()
1653 self
.m
.report
.log_order
.reset_mock()
1656 def test_print_with_order(self
):
1657 value_from
= portfolio
.Amount("BTC", "0.5")
1658 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1659 value_to
= portfolio
.Amount("BTC", "1.0")
1660 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1662 order_mock1
= mock
.Mock()
1663 order_mock1
.__repr__
= mock
.Mock()
1664 order_mock1
.__repr__
.return_value
= "Mock 1"
1665 order_mock2
= mock
.Mock()
1666 order_mock2
.__repr__
= mock
.Mock()
1667 order_mock2
.__repr__
.return_value
= "Mock 2"
1668 order_mock1
.mouvements
= []
1669 mouvement_mock1
= mock
.Mock()
1670 mouvement_mock1
.__repr__
= mock
.Mock()
1671 mouvement_mock1
.__repr__
.return_value
= "Mouvement 1"
1672 mouvement_mock2
= mock
.Mock()
1673 mouvement_mock2
.__repr__
= mock
.Mock()
1674 mouvement_mock2
.__repr__
.return_value
= "Mouvement 2"
1675 order_mock2
.mouvements
= [
1676 mouvement_mock1
, mouvement_mock2
1678 trade
.orders
.append(order_mock1
)
1679 trade
.orders
.append(order_mock2
)
1681 trade
.print_with_order()
1683 self
.m
.report
.print_log
.assert_called()
1684 calls
= self
.m
.report
.print_log
.mock_calls
1685 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls
[0][1][0]))
1686 self
.assertEqual("\tMock 1", str(calls
[1][1][0]))
1687 self
.assertEqual("\tMock 2", str(calls
[2][1][0]))
1688 self
.assertEqual("\t\tMouvement 1", str(calls
[3][1][0]))
1689 self
.assertEqual("\t\tMouvement 2", str(calls
[4][1][0]))
1691 def test__repr(self
):
1692 value_from
= portfolio
.Amount("BTC", "0.5")
1693 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1694 value_to
= portfolio
.Amount("BTC", "1.0")
1695 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1697 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
1699 def test_as_json(self
):
1700 value_from
= portfolio
.Amount("BTC", "0.5")
1701 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1702 value_to
= portfolio
.Amount("BTC", "1.0")
1703 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1705 as_json
= trade
.as_json()
1706 self
.assertEqual("acquire", as_json
["action"])
1707 self
.assertEqual(D("0.5"), as_json
["from"])
1708 self
.assertEqual(D("1.0"), as_json
["to"])
1709 self
.assertEqual("ETH", as_json
["currency"])
1710 self
.assertEqual("BTC", as_json
["base_currency"])
1712 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1713 class OrderTest(WebMockTestCase
):
1714 def test_values(self
):
1715 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1716 D("0.1"), "BTC", "long", "market", "trade")
1717 self
.assertEqual("buy", order
.action
)
1718 self
.assertEqual(10, order
.amount
.value
)
1719 self
.assertEqual("ETH", order
.amount
.currency
)
1720 self
.assertEqual(D("0.1"), order
.rate
)
1721 self
.assertEqual("BTC", order
.base_currency
)
1722 self
.assertEqual("market", order
.market
)
1723 self
.assertEqual("long", order
.trade_type
)
1724 self
.assertEqual("pending", order
.status
)
1725 self
.assertEqual("trade", order
.trade
)
1726 self
.assertIsNone(order
.id)
1727 self
.assertFalse(order
.close_if_possible
)
1729 def test__repr(self
):
1730 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1731 D("0.1"), "BTC", "long", "market", "trade")
1732 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
1734 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1735 D("0.1"), "BTC", "long", "market", "trade",
1736 close_if_possible
=True)
1737 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
1739 def test_as_json(self
):
1740 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1741 D("0.1"), "BTC", "long", "market", "trade")
1742 mouvement_mock1
= mock
.Mock()
1743 mouvement_mock1
.as_json
.return_value
= 1
1744 mouvement_mock2
= mock
.Mock()
1745 mouvement_mock2
.as_json
.return_value
= 2
1747 order
.mouvements
= [mouvement_mock1
, mouvement_mock2
]
1748 as_json
= order
.as_json()
1749 self
.assertEqual("buy", as_json
["action"])
1750 self
.assertEqual("long", as_json
["trade_type"])
1751 self
.assertEqual(10, as_json
["amount"])
1752 self
.assertEqual("ETH", as_json
["currency"])
1753 self
.assertEqual("BTC", as_json
["base_currency"])
1754 self
.assertEqual(D("0.1"), as_json
["rate"])
1755 self
.assertEqual("pending", as_json
["status"])
1756 self
.assertEqual(False, as_json
["close_if_possible"])
1757 self
.assertIsNone(as_json
["id"])
1758 self
.assertEqual([1, 2], as_json
["mouvements"])
1760 def test_account(self
):
1761 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1762 D("0.1"), "BTC", "long", "market", "trade")
1763 self
.assertEqual("exchange", order
.account
)
1765 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
1766 D("0.1"), "BTC", "short", "market", "trade")
1767 self
.assertEqual("margin", order
.account
)
1769 def test_pending(self
):
1770 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1771 D("0.1"), "BTC", "long", "market", "trade")
1772 self
.assertTrue(order
.pending
)
1773 order
.status
= "open"
1774 self
.assertFalse(order
.pending
)
1776 def test_open(self
):
1777 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1778 D("0.1"), "BTC", "long", "market", "trade")
1779 self
.assertFalse(order
.open)
1780 order
.status
= "open"
1781 self
.assertTrue(order
.open)
1783 def test_finished(self
):
1784 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1785 D("0.1"), "BTC", "long", "market", "trade")
1786 self
.assertFalse(order
.finished
)
1787 order
.status
= "closed"
1788 self
.assertTrue(order
.finished
)
1789 order
.status
= "canceled"
1790 self
.assertTrue(order
.finished
)
1791 order
.status
= "error"
1792 self
.assertTrue(order
.finished
)
1794 @mock.patch.object(portfolio
.Order
, "fetch")
1795 def test_cancel(self
, fetch
):
1797 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1798 D("0.1"), "BTC", "long", self
.m
, "trade")
1799 order
.status
= "open"
1802 self
.m
.ccxt
.cancel_order
.assert_not_called()
1803 self
.m
.report
.log_debug_action
.assert_called_once()
1804 self
.m
.report
.log_debug_action
.reset_mock()
1805 self
.assertEqual("canceled", order
.status
)
1807 self
.m
.debug
= False
1808 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1809 D("0.1"), "BTC", "long", self
.m
, "trade")
1810 order
.status
= "open"
1814 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
1815 fetch
.assert_called_once()
1816 self
.m
.report
.log_debug_action
.assert_not_called()
1818 def test_dust_amount_remaining(self
):
1819 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1820 D("0.1"), "BTC", "long", self
.m
, "trade")
1821 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", 1))
1822 self
.assertFalse(order
.dust_amount_remaining())
1824 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", D("0.0001")))
1825 self
.assertTrue(order
.dust_amount_remaining())
1827 @mock.patch.object(portfolio
.Order
, "fetch")
1828 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
1829 def test_remaining_amount(self
, filled_amount
, fetch
):
1830 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1831 D("0.1"), "BTC", "long", self
.m
, "trade")
1833 self
.assertEqual(9, order
.remaining_amount().value
)
1834 order
.fetch
.assert_not_called()
1836 order
.status
= "open"
1837 self
.assertEqual(9, order
.remaining_amount().value
)
1838 fetch
.assert_called_once()
1840 @mock.patch.object(portfolio
.Order
, "fetch")
1841 def test_filled_amount(self
, fetch
):
1842 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1843 D("0.1"), "BTC", "long", self
.m
, "trade")
1844 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
1845 "tradeID": 42, "type": "buy", "fee": "0.0015",
1846 "date": "2017-12-30 12:00:12", "rate": "0.1",
1847 "amount": "3", "total": "0.3"
1849 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
1850 "tradeID": 43, "type": "buy", "fee": "0.0015",
1851 "date": "2017-12-30 13:00:12", "rate": "0.2",
1852 "amount": "2", "total": "0.4"
1854 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
1855 fetch
.assert_not_called()
1856 order
.status
= "open"
1857 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
1858 fetch
.assert_called_once()
1859 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
1861 def test_fetch_mouvements(self
):
1862 self
.m
.ccxt
.privatePostReturnOrderTrades
.return_value
= [
1864 "tradeID": 42, "type": "buy", "fee": "0.0015",
1865 "date": "2017-12-30 12:00:12", "rate": "0.1",
1866 "amount": "3", "total": "0.3"
1869 "tradeID": 43, "type": "buy", "fee": "0.0015",
1870 "date": "2017-12-30 13:00:12", "rate": "0.2",
1871 "amount": "2", "total": "0.4"
1874 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1875 D("0.1"), "BTC", "long", self
.m
, "trade")
1877 order
.mouvements
= ["Foo", "Bar", "Baz"]
1879 order
.fetch_mouvements()
1881 self
.m
.ccxt
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
1882 self
.assertEqual(2, len(order
.mouvements
))
1883 self
.assertEqual(42, order
.mouvements
[0].id)
1884 self
.assertEqual(43, order
.mouvements
[1].id)
1886 self
.m
.ccxt
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
1887 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1888 D("0.1"), "BTC", "long", self
.m
, "trade")
1889 order
.fetch_mouvements()
1890 self
.assertEqual(0, len(order
.mouvements
))
1892 def test_mark_finished_order(self
):
1893 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1894 D("0.1"), "BTC", "short", self
.m
, "trade",
1895 close_if_possible
=True)
1896 order
.status
= "closed"
1897 self
.m
.debug
= False
1899 order
.mark_finished_order()
1900 self
.m
.ccxt
.close_margin_position
.assert_called_with("ETH", "BTC")
1901 self
.m
.ccxt
.close_margin_position
.reset_mock()
1903 order
.status
= "open"
1904 order
.mark_finished_order()
1905 self
.m
.ccxt
.close_margin_position
.assert_not_called()
1907 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1908 D("0.1"), "BTC", "short", self
.m
, "trade",
1909 close_if_possible
=False)
1910 order
.status
= "closed"
1911 order
.mark_finished_order()
1912 self
.m
.ccxt
.close_margin_position
.assert_not_called()
1914 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
1915 D("0.1"), "BTC", "short", self
.m
, "trade",
1916 close_if_possible
=True)
1917 order
.status
= "closed"
1918 order
.mark_finished_order()
1919 self
.m
.ccxt
.close_margin_position
.assert_not_called()
1921 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1922 D("0.1"), "BTC", "long", self
.m
, "trade",
1923 close_if_possible
=True)
1924 order
.status
= "closed"
1925 order
.mark_finished_order()
1926 self
.m
.ccxt
.close_margin_position
.assert_not_called()
1930 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1931 D("0.1"), "BTC", "short", self
.m
, "trade",
1932 close_if_possible
=True)
1933 order
.status
= "closed"
1935 order
.mark_finished_order()
1936 self
.m
.ccxt
.close_margin_position
.assert_not_called()
1937 self
.m
.report
.log_debug_action
.assert_called_once()
1939 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
1940 def test_fetch(self
, fetch_mouvements
):
1941 time
= self
.time
.time()
1942 with mock
.patch
.object(portfolio
.time
, "time") as time_mock
:
1943 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1944 D("0.1"), "BTC", "long", self
.m
, "trade")
1946 with self
.subTest(debug
=True):
1949 time_mock
.assert_not_called()
1950 self
.m
.report
.log_debug_action
.assert_called_once()
1951 self
.m
.report
.log_debug_action
.reset_mock()
1952 order
.fetch(force
=True)
1953 time_mock
.assert_not_called()
1954 self
.m
.ccxt
.fetch_order
.assert_not_called()
1955 fetch_mouvements
.assert_not_called()
1956 self
.m
.report
.log_debug_action
.assert_called_once()
1957 self
.m
.report
.log_debug_action
.reset_mock()
1958 self
.assertIsNone(order
.fetch_cache_timestamp
)
1960 with self
.subTest(debug
=False):
1961 self
.m
.debug
= False
1962 time_mock
.return_value
= time
1963 self
.m
.ccxt
.fetch_order
.return_value
= {
1965 "datetime": "timestamp"
1969 self
.m
.ccxt
.fetch_order
.assert_called_once()
1970 fetch_mouvements
.assert_called_once()
1971 self
.assertEqual("foo", order
.status
)
1972 self
.assertEqual("timestamp", order
.timestamp
)
1973 self
.assertEqual(time
, order
.fetch_cache_timestamp
)
1974 self
.assertEqual(1, len(order
.results
))
1976 self
.m
.ccxt
.fetch_order
.reset_mock()
1977 fetch_mouvements
.reset_mock()
1979 time_mock
.return_value
= time
+ 8
1981 self
.m
.ccxt
.fetch_order
.assert_not_called()
1982 fetch_mouvements
.assert_not_called()
1984 order
.fetch(force
=True)
1985 self
.m
.ccxt
.fetch_order
.assert_called_once()
1986 fetch_mouvements
.assert_called_once()
1988 self
.m
.ccxt
.fetch_order
.reset_mock()
1989 fetch_mouvements
.reset_mock()
1991 time_mock
.return_value
= time
+ 19
1993 self
.m
.ccxt
.fetch_order
.assert_called_once()
1994 fetch_mouvements
.assert_called_once()
1995 self
.m
.report
.log_debug_action
.assert_not_called()
1997 @mock.patch.object(portfolio
.Order
, "fetch")
1998 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
1999 def test_get_status(self
, mark_finished_order
, fetch
):
2000 with self
.subTest(debug
=True):
2002 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2003 D("0.1"), "BTC", "long", self
.m
, "trade")
2004 self
.assertEqual("pending", order
.get_status())
2005 fetch
.assert_not_called()
2006 self
.m
.report
.log_debug_action
.assert_called_once()
2008 with self
.subTest(debug
=False, finished
=False):
2009 self
.m
.debug
= False
2010 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2011 D("0.1"), "BTC", "long", self
.m
, "trade")
2013 def update_status():
2014 order
.status
= "open"
2015 return update_status
2016 fetch
.side_effect
= _fetch(order
)
2017 self
.assertEqual("open", order
.get_status())
2018 mark_finished_order
.assert_not_called()
2019 fetch
.assert_called_once()
2021 mark_finished_order
.reset_mock()
2023 with self
.subTest(debug
=False, finished
=True):
2024 self
.m
.debug
= False
2025 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2026 D("0.1"), "BTC", "long", self
.m
, "trade")
2028 def update_status():
2029 order
.status
= "closed"
2030 return update_status
2031 fetch
.side_effect
= _fetch(order
)
2032 self
.assertEqual("closed", order
.get_status())
2033 mark_finished_order
.assert_called_once()
2034 fetch
.assert_called_once()
2037 self
.m
.ccxt
.order_precision
.return_value
= 4
2038 with self
.subTest(debug
=True):
2040 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2041 D("0.1"), "BTC", "long", self
.m
, "trade")
2043 self
.m
.ccxt
.create_order
.assert_not_called()
2044 self
.m
.report
.log_debug_action
.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
2045 self
.assertEqual("open", order
.status
)
2046 self
.assertEqual(1, len(order
.results
))
2047 self
.assertEqual(-1, order
.id)
2049 self
.m
.ccxt
.create_order
.reset_mock()
2050 with self
.subTest(debug
=False):
2051 self
.m
.debug
= False
2052 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2053 D("0.1"), "BTC", "long", self
.m
, "trade")
2054 self
.m
.ccxt
.create_order
.return_value
= { "id": 123 }
2056 self
.m
.ccxt
.create_order
.assert_called_once()
2057 self
.assertEqual(1, len(order
.results
))
2058 self
.assertEqual("open", order
.status
)
2060 self
.m
.ccxt
.create_order
.reset_mock()
2061 with self
.subTest(exception
=True):
2062 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2063 D("0.1"), "BTC", "long", self
.m
, "trade")
2064 self
.m
.ccxt
.create_order
.side_effect
= Exception("bouh")
2066 self
.m
.ccxt
.create_order
.assert_called_once()
2067 self
.assertEqual(0, len(order
.results
))
2068 self
.assertEqual("error", order
.status
)
2069 self
.m
.report
.log_error
.assert_called_once()
2071 self
.m
.ccxt
.create_order
.reset_mock()
2072 with self
.subTest(dust_amount_exception
=True),\
2073 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
2074 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
2075 D("0.1"), "BTC", "long", self
.m
, "trade")
2076 self
.m
.ccxt
.create_order
.side_effect
= portfolio
.ExchangeNotAvailable
2078 self
.m
.ccxt
.create_order
.assert_called_once()
2079 self
.assertEqual(0, len(order
.results
))
2080 self
.assertEqual("closed", order
.status
)
2081 mark_finished_order
.assert_called_once()
2083 self
.m
.ccxt
.create_order
.reset_mock()
2084 with self
.subTest(dust_amount_exception
=True),\
2085 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
2086 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
2087 D("0.1"), "BTC", "long", self
.m
, "trade")
2088 self
.m
.ccxt
.create_order
.side_effect
= portfolio
.InvalidOrder
2090 self
.m
.ccxt
.create_order
.assert_called_once()
2091 self
.assertEqual(0, len(order
.results
))
2092 self
.assertEqual("closed", order
.status
)
2093 mark_finished_order
.assert_called_once()
2096 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2097 class MouvementTest(WebMockTestCase
):
2098 def test_values(self
):
2099 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2100 "tradeID": 42, "type": "buy", "fee": "0.0015",
2101 "date": "2017-12-30 12:00:12", "rate": "0.1",
2102 "amount": "10", "total": "1"
2104 self
.assertEqual("ETH", mouvement
.currency
)
2105 self
.assertEqual("BTC", mouvement
.base_currency
)
2106 self
.assertEqual(42, mouvement
.id)
2107 self
.assertEqual("buy", mouvement
.action
)
2108 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
2109 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
2110 self
.assertEqual(D("0.1"), mouvement
.rate
)
2111 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
2112 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
2114 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
2115 self
.assertIsNone(mouvement
.date
)
2116 self
.assertIsNone(mouvement
.id)
2117 self
.assertIsNone(mouvement
.action
)
2118 self
.assertEqual(-1, mouvement
.fee_rate
)
2119 self
.assertEqual(0, mouvement
.rate
)
2120 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
2121 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
2123 def test__repr(self
):
2124 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2125 "tradeID": 42, "type": "buy", "fee": "0.0015",
2126 "date": "2017-12-30 12:00:12", "rate": "0.1",
2127 "amount": "10", "total": "1"
2129 self
.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement
))
2131 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2132 "tradeID": 42, "type": "buy",
2133 "date": "garbage", "rate": "0.1",
2134 "amount": "10", "total": "1"
2136 self
.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement
))
2138 def test_as_json(self
):
2139 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2140 "tradeID": 42, "type": "buy", "fee": "0.0015",
2141 "date": "2017-12-30 12:00:12", "rate": "0.1",
2142 "amount": "10", "total": "1"
2144 as_json
= mouvement
.as_json()
2146 self
.assertEqual(D("0.0015"), as_json
["fee_rate"])
2147 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), as_json
["date"])
2148 self
.assertEqual("buy", as_json
["action"])
2149 self
.assertEqual(D("10"), as_json
["total"])
2150 self
.assertEqual(D("1"), as_json
["total_in_base"])
2151 self
.assertEqual("BTC", as_json
["base_currency"])
2152 self
.assertEqual("ETH", as_json
["currency"])
2154 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2155 class ReportStoreTest(WebMockTestCase
):
2156 def test_add_log(self
):
2157 report_store
= market
.ReportStore(self
.m
)
2158 report_store
.add_log({"foo": "bar"}
)
2160 self
.assertEqual({"foo": "bar", "date": mock.ANY}
, report_store
.logs
[0])
2162 def test_set_verbose(self
):
2163 report_store
= market
.ReportStore(self
.m
)
2164 with self
.subTest(verbose
=True):
2165 report_store
.set_verbose(True)
2166 self
.assertTrue(report_store
.verbose_print
)
2168 with self
.subTest(verbose
=False):
2169 report_store
.set_verbose(False)
2170 self
.assertFalse(report_store
.verbose_print
)
2172 def test_print_log(self
):
2173 report_store
= market
.ReportStore(self
.m
)
2174 with self
.subTest(verbose
=True),\
2175 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
2176 report_store
.set_verbose(True)
2177 report_store
.print_log("Coucou")
2178 report_store
.print_log(portfolio
.Amount("BTC", 1))
2179 self
.assertEqual(stdout_mock
.getvalue(), "Coucou\n1.00000000 BTC\n")
2181 with self
.subTest(verbose
=False),\
2182 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
2183 report_store
.set_verbose(False)
2184 report_store
.print_log("Coucou")
2185 report_store
.print_log(portfolio
.Amount("BTC", 1))
2186 self
.assertEqual(stdout_mock
.getvalue(), "")
2188 def test_to_json(self
):
2189 report_store
= market
.ReportStore(self
.m
)
2190 report_store
.logs
.append({"foo": "bar"}
)
2191 self
.assertEqual('[{"foo": "bar"}]', report_store
.to_json())
2192 report_store
.logs
.append({"date": portfolio.datetime(2018, 2, 24)}
)
2193 self
.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store
.to_json())
2194 report_store
.logs
.append({"amount": portfolio.Amount("BTC", 1)}
)
2195 self
.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store
.to_json())
2197 @mock.patch.object(market
.ReportStore
, "print_log")
2198 @mock.patch.object(market
.ReportStore
, "add_log")
2199 def test_log_stage(self
, add_log
, print_log
):
2200 report_store
= market
.ReportStore(self
.m
)
2201 report_store
.log_stage("foo")
2202 print_log
.assert_has_calls([
2203 mock
.call("-----------"),
2204 mock
.call("[Stage] foo"),
2206 add_log
.assert_called_once_with({'type': 'stage', 'stage': 'foo'}
)
2208 @mock.patch.object(market
.ReportStore
, "print_log")
2209 @mock.patch.object(market
.ReportStore
, "add_log")
2210 def test_log_balances(self
, add_log
, print_log
):
2211 report_store
= market
.ReportStore(self
.m
)
2212 self
.m
.balances
.as_json
.return_value
= "json"
2213 self
.m
.balances
.all
= { "FOO": "bar", "BAR": "baz" }
2215 report_store
.log_balances(tag
="tag")
2216 print_log
.assert_has_calls([
2217 mock
.call("[Balance]"),
2221 add_log
.assert_called_once_with({
2227 @mock.patch.object(market
.ReportStore
, "print_log")
2228 @mock.patch.object(market
.ReportStore
, "add_log")
2229 def test_log_tickers(self
, add_log
, print_log
):
2230 report_store
= market
.ReportStore(self
.m
)
2232 "BTC": portfolio
.Amount("BTC", 10),
2233 "ETH": portfolio
.Amount("BTC", D("0.3"))
2235 amounts
["ETH"].rate
= D("0.1")
2237 report_store
.log_tickers(amounts
, "BTC", "default", "total")
2238 print_log
.assert_not_called()
2239 add_log
.assert_called_once_with({
2241 'compute_value': 'default',
2242 'balance_type': 'total',
2255 @mock.patch.object(market
.ReportStore
, "print_log")
2256 @mock.patch.object(market
.ReportStore
, "add_log")
2257 def test_log_dispatch(self
, add_log
, print_log
):
2258 report_store
= market
.ReportStore(self
.m
)
2259 amount
= portfolio
.Amount("BTC", "10.3")
2261 "BTC": portfolio
.Amount("BTC", 10),
2262 "ETH": portfolio
.Amount("BTC", D("0.3"))
2264 report_store
.log_dispatch(amount
, amounts
, "medium", "repartition")
2265 print_log
.assert_not_called()
2266 add_log
.assert_called_once_with({
2268 'liquidity': 'medium',
2269 'repartition_ratio': 'repartition',
2280 @mock.patch.object(market
.ReportStore
, "print_log")
2281 @mock.patch.object(market
.ReportStore
, "add_log")
2282 def test_log_trades(self
, add_log
, print_log
):
2283 report_store
= market
.ReportStore(self
.m
)
2284 trade_mock1
= mock
.Mock()
2285 trade_mock2
= mock
.Mock()
2286 trade_mock1
.as_json
.return_value
= { "trade": "1" }
2287 trade_mock2
.as_json
.return_value
= { "trade": "2" }
2289 matching_and_trades
= [
2290 (True, trade_mock1
),
2291 (False, trade_mock2
),
2293 report_store
.log_trades(matching_and_trades
, "only")
2295 print_log
.assert_not_called()
2296 add_log
.assert_called_with({
2301 {'trade': '1', 'skipped': False}
,
2302 {'trade': '2', 'skipped': True}
2306 @mock.patch.object(market
.ReportStore
, "print_log")
2307 @mock.patch.object(market
.ReportStore
, "add_log")
2308 def test_log_orders(self
, add_log
, print_log
):
2309 report_store
= market
.ReportStore(self
.m
)
2311 order_mock1
= mock
.Mock()
2312 order_mock2
= mock
.Mock()
2314 order_mock1
.as_json
.return_value
= "order1"
2315 order_mock2
.as_json
.return_value
= "order2"
2317 orders
= [order_mock1
, order_mock2
]
2319 report_store
.log_orders(orders
, tick
="tick",
2320 only
="only", compute_value
="compute_value")
2322 print_log
.assert_called_once_with("[Orders]")
2323 self
.m
.trades
.print_all_with_order
.assert_called_once_with(ind
="\t")
2325 add_log
.assert_called_with({
2328 'compute_value': 'compute_value',
2330 'orders': ['order1', 'order2']
2333 @mock.patch.object(market
.ReportStore
, "print_log")
2334 @mock.patch.object(market
.ReportStore
, "add_log")
2335 def test_log_order(self
, add_log
, print_log
):
2336 report_store
= market
.ReportStore(self
.m
)
2337 order_mock
= mock
.Mock()
2338 order_mock
.as_json
.return_value
= "order"
2339 new_order_mock
= mock
.Mock()
2340 new_order_mock
.as_json
.return_value
= "new_order"
2341 order_mock
.__repr
__ = mock
.Mock()
2342 order_mock
.__repr
__.return_value
= "Order Mock"
2343 new_order_mock
.__repr
__ = mock
.Mock()
2344 new_order_mock
.__repr
__.return_value
= "New order Mock"
2346 with self
.subTest(finished
=True):
2347 report_store
.log_order(order_mock
, 1, finished
=True)
2348 print_log
.assert_called_once_with("[Order] Finished Order Mock")
2349 add_log
.assert_called_once_with({
2354 'compute_value': None,
2358 add_log
.reset_mock()
2359 print_log
.reset_mock()
2361 with self
.subTest(update
="waiting"):
2362 report_store
.log_order(order_mock
, 1, update
="waiting")
2363 print_log
.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
2364 add_log
.assert_called_once_with({
2367 'update': 'waiting',
2369 'compute_value': None,
2373 add_log
.reset_mock()
2374 print_log
.reset_mock()
2375 with self
.subTest(update
="adjusting"):
2376 report_store
.log_order(order_mock
, 3,
2377 update
="adjusting", new_order
=new_order_mock
,
2378 compute_value
="default")
2379 print_log
.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
2380 add_log
.assert_called_once_with({
2383 'update': 'adjusting',
2385 'compute_value': "default",
2386 'new_order': 'new_order'
2389 add_log
.reset_mock()
2390 print_log
.reset_mock()
2391 with self
.subTest(update
="market_fallback"):
2392 report_store
.log_order(order_mock
, 7,
2393 update
="market_fallback", new_order
=new_order_mock
)
2394 print_log
.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
2395 add_log
.assert_called_once_with({
2398 'update': 'market_fallback',
2400 'compute_value': None,
2401 'new_order': 'new_order'
2404 add_log
.reset_mock()
2405 print_log
.reset_mock()
2406 with self
.subTest(update
="market_adjusting"):
2407 report_store
.log_order(order_mock
, 17,
2408 update
="market_adjust", new_order
=new_order_mock
)
2409 print_log
.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
2410 add_log
.assert_called_once_with({
2413 'update': 'market_adjust',
2415 'compute_value': None,
2416 'new_order': 'new_order'
2419 @mock.patch.object(market
.ReportStore
, "print_log")
2420 @mock.patch.object(market
.ReportStore
, "add_log")
2421 def test_log_move_balances(self
, add_log
, print_log
):
2422 report_store
= market
.ReportStore(self
.m
)
2424 "BTC": portfolio
.Amount("BTC", 10),
2428 "BTC": portfolio
.Amount("BTC", 3),
2431 report_store
.log_move_balances(needed
, moving
)
2432 print_log
.assert_not_called()
2433 add_log
.assert_called_once_with({
2434 'type': 'move_balances',
2446 @mock.patch.object(market
.ReportStore
, "print_log")
2447 @mock.patch.object(market
.ReportStore
, "add_log")
2448 def test_log_http_request(self
, add_log
, print_log
):
2449 report_store
= market
.ReportStore(self
.m
)
2450 response
= mock
.Mock()
2451 response
.status_code
= 200
2452 response
.text
= "Hey"
2454 report_store
.log_http_request("method", "url", "body",
2455 "headers", response
)
2456 print_log
.assert_not_called()
2457 add_log
.assert_called_once_with({
2458 'type': 'http_request',
2462 'headers': 'headers',
2467 @mock.patch.object(market
.ReportStore
, "print_log")
2468 @mock.patch.object(market
.ReportStore
, "add_log")
2469 def test_log_error(self
, add_log
, print_log
):
2470 report_store
= market
.ReportStore(self
.m
)
2471 with self
.subTest(message
=None, exception
=None):
2472 report_store
.log_error("action")
2473 print_log
.assert_called_once_with("[Error] action")
2474 add_log
.assert_called_once_with({
2477 'exception_class': None,
2478 'exception_message': None,
2482 print_log
.reset_mock()
2483 add_log
.reset_mock()
2484 with self
.subTest(message
="Hey", exception
=None):
2485 report_store
.log_error("action", message
="Hey")
2486 print_log
.assert_has_calls([
2487 mock
.call("[Error] action"),
2490 add_log
.assert_called_once_with({
2493 'exception_class': None,
2494 'exception_message': None,
2498 print_log
.reset_mock()
2499 add_log
.reset_mock()
2500 with self
.subTest(message
=None, exception
=Exception("bouh")):
2501 report_store
.log_error("action", exception
=Exception("bouh"))
2502 print_log
.assert_has_calls([
2503 mock
.call("[Error] action"),
2504 mock
.call("\tException: bouh")
2506 add_log
.assert_called_once_with({
2509 'exception_class': "Exception",
2510 'exception_message': "bouh",
2514 print_log
.reset_mock()
2515 add_log
.reset_mock()
2516 with self
.subTest(message
="Hey", exception
=Exception("bouh")):
2517 report_store
.log_error("action", message
="Hey", exception
=Exception("bouh"))
2518 print_log
.assert_has_calls([
2519 mock
.call("[Error] action"),
2520 mock
.call("\tException: bouh"),
2523 add_log
.assert_called_once_with({
2526 'exception_class': "Exception",
2527 'exception_message': "bouh",
2531 @mock.patch.object(market
.ReportStore
, "print_log")
2532 @mock.patch.object(market
.ReportStore
, "add_log")
2533 def test_log_debug_action(self
, add_log
, print_log
):
2534 report_store
= market
.ReportStore(self
.m
)
2535 report_store
.log_debug_action("Hey")
2537 print_log
.assert_called_once_with("[Debug] Hey")
2538 add_log
.assert_called_once_with({
2539 'type': 'debug_action',
2543 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2544 class HelperTest(WebMockTestCase
):
2545 def test_main_store_report(self
):
2546 file_open
= mock
.mock_open()
2547 with self
.subTest(file=None), mock
.patch("__main__.open", file_open
):
2548 helper
.main_store_report(None, 1, self
.m
)
2549 file_open
.assert_not_called()
2551 file_open
= mock
.mock_open()
2552 with self
.subTest(file="present"), mock
.patch("helper.open", file_open
),\
2553 mock
.patch
.object(helper
, "datetime") as time_mock
:
2554 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
2555 self
.m
.report
.to_json
.return_value
= "json_content"
2557 helper
.main_store_report("present", 1, self
.m
)
2559 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
2560 file_open().write
.assert_called_once_with("json_content")
2561 self
.m
.report
.to_json
.assert_called_once_with()
2563 with self
.subTest(file="error"),\
2564 mock
.patch("helper.open") as file_open
,\
2565 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
2566 file_open
.side_effect
= FileNotFoundError
2568 helper
.main_store_report("error", 1, self
.m
)
2570 self
.assertRegex(stdout_mock
.getvalue(), "impossible to store report file: FileNotFoundError;")
2572 @mock.patch("helper.process_sell_all__1_all_sell")
2573 @mock.patch("helper.process_sell_all__2_all_buy")
2574 @mock.patch("portfolio.Portfolio.wait_for_recent")
2575 def test_main_process_market(self
, wait
, buy
, sell
):
2576 with self
.subTest(before
=False, after
=False):
2577 helper
.main_process_market("user", None)
2579 wait
.assert_not_called()
2580 buy
.assert_not_called()
2581 sell
.assert_not_called()
2586 with self
.subTest(before
=True, after
=False):
2587 helper
.main_process_market("user", None, before
=True)
2589 wait
.assert_not_called()
2590 buy
.assert_not_called()
2591 sell
.assert_called_once_with("user")
2596 with self
.subTest(before
=False, after
=True):
2597 helper
.main_process_market("user", None, after
=True)
2599 wait
.assert_called_once_with("user")
2600 buy
.assert_called_once_with("user")
2601 sell
.assert_not_called()
2606 with self
.subTest(before
=True, after
=True):
2607 helper
.main_process_market("user", None, before
=True, after
=True)
2609 wait
.assert_called_once_with("user")
2610 buy
.assert_called_once_with("user")
2611 sell
.assert_called_once_with("user")
2616 with self
.subTest(action
="print_balances"),\
2617 mock
.patch("helper.print_balances") as print_balances
:
2618 helper
.main_process_market("user", "print_balances")
2620 buy
.assert_not_called()
2621 wait
.assert_not_called()
2622 sell
.assert_not_called()
2623 print_balances
.assert_called_once_with("user")
2625 with self
.subTest(action
="print_orders"),\
2626 mock
.patch("helper.print_orders") as print_orders
:
2627 helper
.main_process_market("user", "print_orders")
2629 buy
.assert_not_called()
2630 wait
.assert_not_called()
2631 sell
.assert_not_called()
2632 print_orders
.assert_called_once_with("user")
2634 with self
.subTest(action
="unknown"),\
2635 self
.assertRaises(NotImplementedError):
2636 helper
.main_process_market("user", "unknown")
2638 @mock.patch.object(helper
, "psycopg2")
2639 def test_fetch_markets(self
, psycopg2
):
2640 connect_mock
= mock
.Mock()
2641 cursor_mock
= mock
.MagicMock()
2642 cursor_mock
.__iter
__.return_value
= ["row_1", "row_2"]
2644 connect_mock
.cursor
.return_value
= cursor_mock
2645 psycopg2
.connect
.return_value
= connect_mock
2647 with self
.subTest(user
=None):
2648 rows
= list(helper
.main_fetch_markets({"foo": "bar"}
, None))
2650 psycopg2
.connect
.assert_called_once_with(foo
="bar")
2651 cursor_mock
.execute
.assert_called_once_with("SELECT config,user_id FROM market_configs")
2653 self
.assertEqual(["row_1", "row_2"], rows
)
2655 psycopg2
.connect
.reset_mock()
2656 cursor_mock
.execute
.reset_mock()
2657 with self
.subTest(user
=1):
2658 rows
= list(helper
.main_fetch_markets({"foo": "bar"}
, 1))
2660 psycopg2
.connect
.assert_called_once_with(foo
="bar")
2661 cursor_mock
.execute
.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
2663 self
.assertEqual(["row_1", "row_2"], rows
)
2665 @mock.patch.object(helper
.sys
, "exit")
2666 def test_main_parse_args(self
, exit
):
2667 with self
.subTest(config
="config.ini"):
2668 args
= helper
.main_parse_args([])
2669 self
.assertEqual("config.ini", args
.config
)
2670 self
.assertFalse(args
.before
)
2671 self
.assertFalse(args
.after
)
2672 self
.assertFalse(args
.debug
)
2674 args
= helper
.main_parse_args(["--before", "--after", "--debug"])
2675 self
.assertTrue(args
.before
)
2676 self
.assertTrue(args
.after
)
2677 self
.assertTrue(args
.debug
)
2679 exit
.assert_not_called()
2681 with self
.subTest(config
="inexistant"),\
2682 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
2683 args
= helper
.main_parse_args(["--config", "foo.bar"])
2684 exit
.assert_called_once_with(1)
2685 self
.assertEqual("no config file found, exiting\n", stdout_mock
.getvalue())
2687 @mock.patch.object(helper
.sys
, "exit")
2688 @mock.patch("helper.configparser")
2689 @mock.patch("helper.os")
2690 def test_main_parse_config(self
, os
, configparser
, exit
):
2691 with self
.subTest(pg_config
=True, report_path
=None):
2692 config_mock
= mock
.MagicMock()
2693 configparser
.ConfigParser
.return_value
= config_mock
2694 def config(element
):
2695 return element
== "postgresql"
2697 config_mock
.__contains
__.side_effect
= config
2698 config_mock
.__getitem
__.return_value
= "pg_config"
2700 result
= helper
.main_parse_config("configfile")
2702 config_mock
.read
.assert_called_with("configfile")
2704 self
.assertEqual(["pg_config", None], result
)
2706 with self
.subTest(pg_config
=True, report_path
="present"):
2707 config_mock
= mock
.MagicMock()
2708 configparser
.ConfigParser
.return_value
= config_mock
2710 config_mock
.__contains
__.return_value
= True
2711 config_mock
.__getitem
__.side_effect
= [
2712 {"report_path": "report_path"}
,
2713 {"report_path": "report_path"}
,
2717 os
.path
.exists
.return_value
= False
2718 result
= helper
.main_parse_config("configfile")
2720 config_mock
.read
.assert_called_with("configfile")
2721 self
.assertEqual(["pg_config", "report_path"], result
)
2722 os
.path
.exists
.assert_called_once_with("report_path")
2723 os
.makedirs
.assert_called_once_with("report_path")
2725 with self
.subTest(pg_config
=False),\
2726 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
2727 config_mock
= mock
.MagicMock()
2728 configparser
.ConfigParser
.return_value
= config_mock
2729 result
= helper
.main_parse_config("configfile")
2731 config_mock
.read
.assert_called_with("configfile")
2732 exit
.assert_called_once_with(1)
2733 self
.assertEqual("no configuration for postgresql in config file\n", stdout_mock
.getvalue())
2736 def test_print_orders(self
):
2737 helper
.print_orders(self
.m
)
2739 self
.m
.report
.log_stage
.assert_called_with("print_orders")
2740 self
.m
.balances
.fetch_balances
.assert_called_with(tag
="print_orders")
2741 self
.m
.prepare_trades
.assert_called_with(base_currency
="BTC",
2742 compute_value
="average")
2743 self
.m
.trades
.prepare_orders
.assert_called_with(compute_value
="average")
2745 def test_print_balances(self
):
2746 self
.m
.balances
.in_currency
.return_value
= {
2747 "BTC": portfolio
.Amount("BTC", "0.65"),
2748 "ETH": portfolio
.Amount("BTC", "0.3"),
2751 helper
.print_balances(self
.m
)
2753 self
.m
.balances
.fetch_balances
.assert_called_with()
2754 self
.m
.report
.print_log
.assert_has_calls([
2755 mock
.call("total:"),
2756 mock
.call(portfolio
.Amount("BTC", "0.95")),
2759 def test_process_sell_needed__1_sell(self
):
2760 helper
.process_sell_needed__1_sell(self
.m
)
2762 self
.m
.balances
.fetch_balances
.assert_has_calls([
2763 mock
.call(tag
="process_sell_needed__1_sell_begin"),
2764 mock
.call(tag
="process_sell_needed__1_sell_end"),
2766 self
.m
.prepare_trades
.assert_called_with(base_currency
="BTC",
2768 self
.m
.trades
.prepare_orders
.assert_called_with(compute_value
="average",
2770 self
.m
.trades
.run_orders
.assert_called()
2771 self
.m
.follow_orders
.assert_called()
2772 self
.m
.report
.log_stage
.assert_has_calls([
2773 mock
.call("process_sell_needed__1_sell_begin"),
2774 mock
.call("process_sell_needed__1_sell_end")
2777 def test_process_sell_needed__2_buy(self
):
2778 helper
.process_sell_needed__2_buy(self
.m
)
2780 self
.m
.balances
.fetch_balances
.assert_has_calls([
2781 mock
.call(tag
="process_sell_needed__2_buy_begin"),
2782 mock
.call(tag
="process_sell_needed__2_buy_end"),
2784 self
.m
.update_trades
.assert_called_with(base_currency
="BTC",
2785 liquidity
="medium", only
="acquire")
2786 self
.m
.trades
.prepare_orders
.assert_called_with(compute_value
="average",
2788 self
.m
.move_balances
.assert_called_with()
2789 self
.m
.trades
.run_orders
.assert_called()
2790 self
.m
.follow_orders
.assert_called()
2791 self
.m
.report
.log_stage
.assert_has_calls([
2792 mock
.call("process_sell_needed__2_buy_begin"),
2793 mock
.call("process_sell_needed__2_buy_end")
2796 def test_process_sell_all__1_sell(self
):
2797 helper
.process_sell_all__1_all_sell(self
.m
)
2799 self
.m
.balances
.fetch_balances
.assert_has_calls([
2800 mock
.call(tag
="process_sell_all__1_all_sell_begin"),
2801 mock
.call(tag
="process_sell_all__1_all_sell_end"),
2803 self
.m
.prepare_trades_to_sell_all
.assert_called_with(base_currency
="BTC")
2804 self
.m
.trades
.prepare_orders
.assert_called_with(compute_value
="average")
2805 self
.m
.trades
.run_orders
.assert_called()
2806 self
.m
.follow_orders
.assert_called()
2807 self
.m
.report
.log_stage
.assert_has_calls([
2808 mock
.call("process_sell_all__1_all_sell_begin"),
2809 mock
.call("process_sell_all__1_all_sell_end")
2812 def test_process_sell_all__2_all_buy(self
):
2813 helper
.process_sell_all__2_all_buy(self
.m
)
2815 self
.m
.balances
.fetch_balances
.assert_has_calls([
2816 mock
.call(tag
="process_sell_all__2_all_buy_begin"),
2817 mock
.call(tag
="process_sell_all__2_all_buy_end"),
2819 self
.m
.prepare_trades
.assert_called_with(base_currency
="BTC",
2821 self
.m
.trades
.prepare_orders
.assert_called_with(compute_value
="average")
2822 self
.m
.move_balances
.assert_called_with()
2823 self
.m
.trades
.run_orders
.assert_called()
2824 self
.m
.follow_orders
.assert_called()
2825 self
.m
.report
.log_stage
.assert_has_calls([
2826 mock
.call("process_sell_all__2_all_buy_begin"),
2827 mock
.call("process_sell_all__2_all_buy_end")
2830 @unittest.skipUnless("acceptance" in limits
, "Acceptance skipped")
2831 class AcceptanceTest(WebMockTestCase
):
2832 @unittest.expectedFailure
2833 def test_success_sell_only_necessary(self
):
2834 # FIXME: catch stdout
2835 self
.m
.report
.verbose_print
= False
2838 "exchange_free": D("1.0"),
2839 "exchange_used": D("0.0"),
2840 "exchange_total": D("1.0"),
2844 "exchange_free": D("4.0"),
2845 "exchange_used": D("0.0"),
2846 "exchange_total": D("4.0"),
2850 "exchange_free": D("1000.0"),
2851 "exchange_used": D("0.0"),
2852 "exchange_total": D("1000.0"),
2853 "total": D("1000.0"),
2857 "ETH": (D("0.25"), "long"),
2858 "ETC": (D("0.25"), "long"),
2859 "BTC": (D("0.4"), "long"),
2860 "BTD": (D("0.01"), "short"),
2861 "B2X": (D("0.04"), "long"),
2862 "USDT": (D("0.05"), "long"),
2865 def fetch_ticker(symbol
):
2866 if symbol
== "ETH/BTC":
2868 "symbol": "ETH/BTC",
2872 if symbol
== "ETC/BTC":
2874 "symbol": "ETC/BTC",
2878 if symbol
== "XVG/BTC":
2880 "symbol": "XVG/BTC",
2881 "bid": D("0.00003"),
2884 if symbol
== "BTD/BTC":
2886 "symbol": "BTD/BTC",
2890 if symbol
== "B2X/BTC":
2892 "symbol": "B2X/BTC",
2896 if symbol
== "USDT/BTC":
2897 raise helper
.ExchangeError
2898 if symbol
== "BTC/USDT":
2900 "symbol": "BTC/USDT",
2904 self
.fail("Shouldn't have been called with {}".format(symbol
))
2906 market
= mock
.Mock()
2907 market
.fetch_all_balances
.return_value
= fetch_balance
2908 market
.fetch_ticker
.side_effect
= fetch_ticker
2909 with mock
.patch
.object(portfolio
.Portfolio
, "repartition", return_value
=repartition
):
2911 helper
.prepare_trades(market
)
2913 balances
= portfolio
.BalanceStore
.all
2914 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
2915 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
2916 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
2919 trades
= portfolio
.TradeStore
.all
2920 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
2921 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
2922 self
.assertEqual("dispose", trades
[0].action
)
2924 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
2925 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
2926 self
.assertEqual("acquire", trades
[1].action
)
2928 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
2929 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
2930 self
.assertEqual("dispose", trades
[2].action
)
2932 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
2933 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
2934 self
.assertEqual("acquire", trades
[3].action
)
2936 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
2937 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
2938 self
.assertEqual("acquire", trades
[4].action
)
2940 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
2941 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
2942 self
.assertEqual("acquire", trades
[5].action
)
2945 portfolio
.TradeStore
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
2947 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
2948 self
.assertEqual(2, len(all_orders
))
2949 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
2950 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
2951 self
.assertEqual(1000, all_orders
[1].amount
.value
)
2952 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
2955 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
2956 self
.assertEqual("limit", type)
2957 if symbol
== "ETH/BTC":
2958 self
.assertEqual("sell", action
)
2959 self
.assertEqual(D('0.66666666'), amount
)
2960 self
.assertEqual(D("0.14014"), price
)
2961 elif symbol
== "XVG/BTC":
2962 self
.assertEqual("sell", action
)
2963 self
.assertEqual(1000, amount
)
2964 self
.assertEqual(D("0.00003003"), price
)
2966 self
.fail("I shouldn't have been called")
2971 market
.create_order
.side_effect
= create_order
2972 market
.order_precision
.return_value
= 8
2975 portfolio
.TradeStore
.run_orders()
2977 self
.assertEqual("open", all_orders
[0].status
)
2978 self
.assertEqual("open", all_orders
[1].status
)
2980 market
.fetch_order
.return_value
= { "status": "closed", "datetime": "2018-01-20 13:40:00" }
2981 market
.privatePostReturnOrderTrades
.return_value
= [
2983 "tradeID": 42, "type": "buy", "fee": "0.0015",
2984 "date": "2017-12-30 12:00:12", "rate": "0.1",
2985 "amount": "10", "total": "1"
2988 with mock
.patch
.object(portfolio
.time
, "sleep") as sleep
:
2990 helper
.follow_orders(verbose
=False)
2992 sleep
.assert_called_with(30)
2994 for order
in all_orders
:
2995 self
.assertEqual("closed", order
.status
)
2999 "exchange_free": D("1.0") / 3,
3000 "exchange_used": D("0.0"),
3001 "exchange_total": D("1.0") / 3,
3003 "total": D("1.0") / 3,
3006 "exchange_free": D("0.134"),
3007 "exchange_used": D("0.0"),
3008 "exchange_total": D("0.134"),
3010 "total": D("0.134"),
3013 "exchange_free": D("4.0"),
3014 "exchange_used": D("0.0"),
3015 "exchange_total": D("4.0"),
3020 "exchange_free": D("0.0"),
3021 "exchange_used": D("0.0"),
3022 "exchange_total": D("0.0"),
3027 market
.fetch_all_balances
.return_value
= fetch_balance
3029 with mock
.patch
.object(portfolio
.Portfolio
, "repartition", return_value
=repartition
):
3031 helper
.update_trades(market
, only
="acquire", compute_value
="average")
3033 balances
= portfolio
.BalanceStore
.all
3034 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
3035 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
3036 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
3037 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
3040 trades
= portfolio
.TradeStore
.all
3041 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
3042 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
3043 self
.assertEqual("dispose", trades
[0].action
)
3045 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
3046 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
3047 self
.assertEqual("acquire", trades
[1].action
)
3049 self
.assertNotIn("BTC", trades
)
3051 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
3052 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
3053 self
.assertEqual("dispose", trades
[2].action
)
3055 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
3056 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
3057 self
.assertEqual("acquire", trades
[3].action
)
3059 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
3060 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
3061 self
.assertEqual("acquire", trades
[4].action
)
3063 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
3064 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
3065 self
.assertEqual("acquire", trades
[5].action
)
3068 portfolio
.TradeStore
.prepare_orders(only
="acquire", compute_value
=lambda x
, y
: x
["ask"])
3070 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
3071 self
.assertEqual(4, len(all_orders
))
3072 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
3073 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
3074 self
.assertEqual("buy", all_orders
[0].action
)
3075 self
.assertEqual("long", all_orders
[0].trade_type
)
3077 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
3078 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
3079 self
.assertEqual("sell", all_orders
[1].action
)
3080 self
.assertEqual("short", all_orders
[1].trade_type
)
3082 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
3083 self
.assertAlmostEqual(0, diff
.value
)
3084 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
3085 self
.assertEqual("buy", all_orders
[2].action
)
3086 self
.assertEqual("long", all_orders
[2].trade_type
)
3088 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
3089 self
.assertEqual(D("16000"), all_orders
[3].rate
)
3090 self
.assertEqual("sell", all_orders
[3].action
)
3091 self
.assertEqual("long", all_orders
[3].trade_type
)
3095 # Move balances to margin
3099 # portfolio.TradeStore.run_orders()
3101 with mock
.patch
.object(portfolio
.time
, "sleep") as sleep
:
3103 helper
.follow_orders(verbose
=False)
3105 sleep
.assert_called_with(30)
3107 if __name__
== '__main__':