4 from decimal
import Decimal
as D
5 from unittest
import mock
8 from io
import StringIO
11 limits
= ["acceptance", "unit"]
12 for test_type
in limits
:
13 if "--no{}".format(test_type
) in sys
.argv
:
14 sys
.argv
.remove("--no{}".format(test_type
))
15 limits
.remove(test_type
)
16 if "--only{}".format(test_type
) in sys
.argv
:
17 sys
.argv
.remove("--only{}".format(test_type
))
21 class WebMockTestCase(unittest
.TestCase
):
25 super(WebMockTestCase
, self
).setUp()
26 self
.wm
= requests_mock
.Mocker()
30 mock
.patch
.multiple(portfolio
.BalanceStore
,
32 mock
.patch
.multiple(portfolio
.TradeStore
,
35 mock
.patch
.multiple(portfolio
.Portfolio
, data
=None, liquidities
={}),
36 mock
.patch
.multiple(portfolio
.Computation
,
37 computations
=portfolio
.Computation
.computations
),
38 mock
.patch
.multiple(helper
,
41 ticker_cache_timestamp
=self
.time
.time()),
43 for patcher
in self
.patchers
:
47 for patcher
in self
.patchers
:
50 super(WebMockTestCase
, self
).tearDown()
52 @unittest.skipUnless("unit" in limits
, "Unit skipped")
53 class PortfolioTest(WebMockTestCase
):
55 if self
.json_response
is not None:
56 portfolio
.Portfolio
.data
= self
.json_response
59 super(PortfolioTest
, self
).setUp()
61 with open("test_portfolio.json") as example
:
62 self
.json_response
= example
.read()
64 self
.wm
.get(portfolio
.Portfolio
.URL
, text
=self
.json_response
)
66 def test_get_cryptoportfolio(self
):
67 self
.wm
.get(portfolio
.Portfolio
.URL
, [
68 {"text":'{ "foo": "bar" }
', "status_code": 200},
69 {"text": "System Error", "status_code": 500},
70 {"exc": requests.exceptions.ConnectTimeout},
72 portfolio.Portfolio.get_cryptoportfolio()
73 self.assertIn("foo", portfolio.Portfolio.data)
74 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
75 self.assertTrue(self.wm.called)
76 self.assertEqual(1, self.wm.call_count)
78 portfolio.Portfolio.get_cryptoportfolio()
79 self.assertIsNone(portfolio.Portfolio.data)
80 self.assertEqual(2, self.wm.call_count)
82 portfolio.Portfolio.data = "Foo"
83 portfolio.Portfolio.get_cryptoportfolio()
84 self.assertEqual("Foo", portfolio.Portfolio.data)
85 self.assertEqual(3, self.wm.call_count)
87 def test_parse_cryptoportfolio(self):
88 portfolio.Portfolio.parse_cryptoportfolio()
92 list(portfolio.Portfolio.liquidities.keys()))
94 liquidities = portfolio.Portfolio.liquidities
95 self.assertEqual(10, len(liquidities["medium"].keys()))
96 self.assertEqual(10, len(liquidities["high"].keys()))
99 'BTC
': (D("0.2857"), "long"),
100 'DGB
': (D("0.1015"), "long"),
101 'DOGE
': (D("0.1805"), "long"),
102 'SC
': (D("0.0623"), "long"),
103 'ZEC
': (D("0.3701"), "long"),
105 self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
108 'BTC
': (D("1.1102e-16"), "long"),
109 'ETC
': (D("0.1"), "long"),
110 'FCT
': (D("0.1"), "long"),
111 'GAS
': (D("0.1"), "long"),
112 'NAV
': (D("0.1"), "long"),
113 'OMG
': (D("0.1"), "long"),
114 'OMNI
': (D("0.1"), "long"),
115 'PPC
': (D("0.1"), "long"),
116 'RIC
': (D("0.1"), "long"),
117 'VIA
': (D("0.1"), "long"),
118 'XCP
': (D("0.1"), "long"),
120 self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
122 # It doesn't refetch the data when available
123 portfolio
.Portfolio
.parse_cryptoportfolio()
125 self
.assertEqual(1, self
.wm
.call_count
)
127 def test_repartition(self
):
129 'BTC': (D("1.1102e-16"), "long"),
130 'USDT': (D("0.1"), "long"),
131 'ETC': (D("0.1"), "long"),
132 'FCT': (D("0.1"), "long"),
133 'OMG': (D("0.1"), "long"),
134 'STEEM': (D("0.1"), "long"),
135 'STRAT': (D("0.1"), "long"),
136 'XEM': (D("0.1"), "long"),
137 'XMR': (D("0.1"), "long"),
138 'XVC': (D("0.1"), "long"),
139 'ZRX': (D("0.1"), "long"),
142 'USDT': (D("0.1226"), "long"),
143 'BTC': (D("0.1429"), "long"),
144 'ETC': (D("0.1127"), "long"),
145 'ETH': (D("0.1569"), "long"),
146 'FCT': (D("0.3341"), "long"),
147 'GAS': (D("0.1308"), "long"),
150 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition())
151 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition(liquidity
="medium"))
152 self
.assertEqual(expected_high
, portfolio
.Portfolio
.repartition(liquidity
="high"))
154 @unittest.skipUnless("unit" in limits
, "Unit skipped")
155 class AmountTest(WebMockTestCase
):
156 def test_values(self
):
157 amount
= portfolio
.Amount("BTC", "0.65")
158 self
.assertEqual(D("0.65"), amount
.value
)
159 self
.assertEqual("BTC", amount
.currency
)
161 def test_in_currency(self
):
162 amount
= portfolio
.Amount("ETC", 10)
164 self
.assertEqual(amount
, amount
.in_currency("ETC", None))
166 ticker_mock
= unittest
.mock
.Mock()
167 with mock
.patch
.object(helper
, 'get_ticker', new
=ticker_mock
):
168 ticker_mock
.return_value
= None
170 self
.assertRaises(Exception, amount
.in_currency
, "ETH", None)
172 with mock
.patch
.object(helper
, 'get_ticker', new
=ticker_mock
):
173 ticker_mock
.return_value
= {
179 converted_amount
= amount
.in_currency("ETH", None)
181 self
.assertEqual(D("3.0"), converted_amount
.value
)
182 self
.assertEqual("ETH", converted_amount
.currency
)
183 self
.assertEqual(amount
, converted_amount
.linked_to
)
184 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
186 converted_amount
= amount
.in_currency("ETH", None, action
="bid", compute_value
="default")
187 self
.assertEqual(D("2"), converted_amount
.value
)
189 converted_amount
= amount
.in_currency("ETH", None, compute_value
="ask")
190 self
.assertEqual(D("4"), converted_amount
.value
)
192 converted_amount
= amount
.in_currency("ETH", None, rate
=D("0.02"))
193 self
.assertEqual(D("0.2"), converted_amount
.value
)
195 def test__round(self
):
196 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
197 self
.assertEqual(D("1.23456789"), round(amount
).value
)
198 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
201 amount
= portfolio
.Amount("SC", -120)
202 self
.assertEqual(120, abs(amount
).value
)
203 self
.assertEqual("SC", abs(amount
).currency
)
205 amount
= portfolio
.Amount("SC", 10)
206 self
.assertEqual(10, abs(amount
).value
)
207 self
.assertEqual("SC", abs(amount
).currency
)
210 amount1
= portfolio
.Amount("XVG", "12.9")
211 amount2
= portfolio
.Amount("XVG", "13.1")
213 self
.assertEqual(26, (amount1
+ amount2
).value
)
214 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
216 amount3
= portfolio
.Amount("ETH", "1.6")
217 with self
.assertRaises(Exception):
220 amount4
= portfolio
.Amount("ETH", 0.0)
221 self
.assertEqual(amount1
, amount1
+ amount4
)
223 def test__radd(self
):
224 amount
= portfolio
.Amount("XVG", "12.9")
226 self
.assertEqual(amount
, 0 + amount
)
227 with self
.assertRaises(Exception):
231 amount1
= portfolio
.Amount("XVG", "13.3")
232 amount2
= portfolio
.Amount("XVG", "13.1")
234 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
235 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
237 amount3
= portfolio
.Amount("ETH", "1.6")
238 with self
.assertRaises(Exception):
241 amount4
= portfolio
.Amount("ETH", 0.0)
242 self
.assertEqual(amount1
, amount1
- amount4
)
245 amount
= portfolio
.Amount("XEM", 11)
247 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
248 self
.assertEqual(D("33"), (amount
* 3).value
)
250 with self
.assertRaises(Exception):
253 def test__rmul(self
):
254 amount
= portfolio
.Amount("XEM", 11)
256 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
257 self
.assertEqual(D("33"), (3 * amount
).value
)
259 def test__floordiv(self
):
260 amount
= portfolio
.Amount("XEM", 11)
262 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
263 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
265 with self
.assertRaises(Exception):
268 def test__truediv(self
):
269 amount
= portfolio
.Amount("XEM", 11)
271 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
272 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
275 amount1
= portfolio
.Amount("BTD", 11.3)
276 amount2
= portfolio
.Amount("BTD", 13.1)
278 self
.assertTrue(amount1
< amount2
)
279 self
.assertFalse(amount2
< amount1
)
280 self
.assertFalse(amount1
< amount1
)
282 amount3
= portfolio
.Amount("BTC", 1.6)
283 with self
.assertRaises(Exception):
287 amount1
= portfolio
.Amount("BTD", 11.3)
288 amount2
= portfolio
.Amount("BTD", 13.1)
290 self
.assertTrue(amount1
<= amount2
)
291 self
.assertFalse(amount2
<= amount1
)
292 self
.assertTrue(amount1
<= amount1
)
294 amount3
= portfolio
.Amount("BTC", 1.6)
295 with self
.assertRaises(Exception):
299 amount1
= portfolio
.Amount("BTD", 11.3)
300 amount2
= portfolio
.Amount("BTD", 13.1)
302 self
.assertTrue(amount2
> amount1
)
303 self
.assertFalse(amount1
> amount2
)
304 self
.assertFalse(amount1
> amount1
)
306 amount3
= portfolio
.Amount("BTC", 1.6)
307 with self
.assertRaises(Exception):
311 amount1
= portfolio
.Amount("BTD", 11.3)
312 amount2
= portfolio
.Amount("BTD", 13.1)
314 self
.assertTrue(amount2
>= amount1
)
315 self
.assertFalse(amount1
>= amount2
)
316 self
.assertTrue(amount1
>= amount1
)
318 amount3
= portfolio
.Amount("BTC", 1.6)
319 with self
.assertRaises(Exception):
323 amount1
= portfolio
.Amount("BTD", 11.3)
324 amount2
= portfolio
.Amount("BTD", 13.1)
325 amount3
= portfolio
.Amount("BTD", 11.3)
327 self
.assertFalse(amount1
== amount2
)
328 self
.assertFalse(amount2
== amount1
)
329 self
.assertTrue(amount1
== amount3
)
330 self
.assertFalse(amount2
== 0)
332 amount4
= portfolio
.Amount("BTC", 1.6)
333 with self
.assertRaises(Exception):
336 amount5
= portfolio
.Amount("BTD", 0)
337 self
.assertTrue(amount5
== 0)
340 amount1
= portfolio
.Amount("BTD", 11.3)
341 amount2
= portfolio
.Amount("BTD", 13.1)
342 amount3
= portfolio
.Amount("BTD", 11.3)
344 self
.assertTrue(amount1
!= amount2
)
345 self
.assertTrue(amount2
!= amount1
)
346 self
.assertFalse(amount1
!= amount3
)
347 self
.assertTrue(amount2
!= 0)
349 amount4
= portfolio
.Amount("BTC", 1.6)
350 with self
.assertRaises(Exception):
353 amount5
= portfolio
.Amount("BTD", 0)
354 self
.assertFalse(amount5
!= 0)
357 amount1
= portfolio
.Amount("BTD", "11.3")
359 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
362 amount1
= portfolio
.Amount("BTX", 32)
363 self
.assertEqual("32.00000000 BTX", str(amount1
))
365 amount2
= portfolio
.Amount("USDT", 12000)
366 amount1
.linked_to
= amount2
367 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
369 def test__repr(self
):
370 amount1
= portfolio
.Amount("BTX", 32)
371 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
373 amount2
= portfolio
.Amount("USDT", 12000)
374 amount1
.linked_to
= amount2
375 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
377 amount3
= portfolio
.Amount("BTC", 0.1)
378 amount2
.linked_to
= amount3
379 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
381 @unittest.skipUnless("unit" in limits
, "Unit skipped")
382 class BalanceTest(WebMockTestCase
):
383 def test_values(self
):
384 balance
= portfolio
.Balance("BTC", {
385 "exchange_total": "0.65",
386 "exchange_free": "0.35",
387 "exchange_used": "0.30",
388 "margin_total": "-10",
389 "margin_borrowed": "-10",
391 "margin_position_type": "short",
392 "margin_borrowed_base_currency": "USDT",
393 "margin_liquidation_price": "1.20",
394 "margin_pending_gain": "10",
395 "margin_lending_fees": "0.4",
396 "margin_borrowed_base_price": "0.15",
398 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
399 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
400 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
401 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
402 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
403 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
405 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
406 self
.assertEqual(portfolio
.D("-10"), balance
.margin_borrowed
.value
)
407 self
.assertEqual(portfolio
.D("0"), balance
.margin_free
.value
)
408 self
.assertEqual("BTC", balance
.margin_total
.currency
)
409 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
410 self
.assertEqual("BTC", balance
.margin_free
.currency
)
412 self
.assertEqual("BTC", balance
.currency
)
414 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
415 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
417 def test__repr(self
):
418 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
419 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
420 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
421 "exchange_used": 1, "exchange_free": 2 })
422 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
424 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
425 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
427 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
428 "margin_borrowed": 1, "margin_free": 2 })
429 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
431 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_free": 2 }
)
432 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
434 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
435 "margin_borrowed_base_price": D("0.1"),
436 "margin_borrowed_base_currency": "BTC",
437 "margin_lending_fees": D("0.002") })
438 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
440 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
441 "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2})
442 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
444 @unittest.skipUnless("unit" in limits
, "Unit skipped")
445 class HelperTest(WebMockTestCase
):
446 def test_get_ticker(self
):
448 market
.fetch_ticker
.side_effect
= [
449 { "bid": 1, "ask": 3 }
,
450 helper
.ExchangeError("foo"),
451 { "bid": 10, "ask": 40 }
,
452 helper
.ExchangeError("foo"),
453 helper
.ExchangeError("foo"),
456 ticker
= helper
.get_ticker("ETH", "ETC", market
)
457 market
.fetch_ticker
.assert_called_with("ETH/ETC")
458 self
.assertEqual(1, ticker
["bid"])
459 self
.assertEqual(3, ticker
["ask"])
460 self
.assertEqual(2, ticker
["average"])
461 self
.assertFalse(ticker
["inverted"])
463 ticker
= helper
.get_ticker("ETH", "XVG", market
)
464 self
.assertEqual(0.0625, ticker
["average"])
465 self
.assertTrue(ticker
["inverted"])
466 self
.assertIn("original", ticker
)
467 self
.assertEqual(10, ticker
["original"]["bid"])
469 ticker
= helper
.get_ticker("XVG", "XMR", market
)
470 self
.assertIsNone(ticker
)
472 market
.fetch_ticker
.assert_has_calls([
473 mock
.call("ETH/ETC"),
474 mock
.call("ETH/XVG"),
475 mock
.call("XVG/ETH"),
476 mock
.call("XVG/XMR"),
477 mock
.call("XMR/XVG"),
480 market2
= mock
.Mock()
481 market2
.fetch_ticker
.side_effect
= [
482 { "bid": 1, "ask": 3 }
,
483 { "bid": 1.2, "ask": 3.5 }
,
485 ticker1
= helper
.get_ticker("ETH", "ETC", market2
)
486 ticker2
= helper
.get_ticker("ETH", "ETC", market2
)
487 ticker3
= helper
.get_ticker("ETC", "ETH", market2
)
488 market2
.fetch_ticker
.assert_called_once_with("ETH/ETC")
489 self
.assertEqual(1, ticker1
["bid"])
490 self
.assertDictEqual(ticker1
, ticker2
)
491 self
.assertDictEqual(ticker1
, ticker3
["original"])
493 ticker4
= helper
.get_ticker("ETH", "ETC", market2
, refresh
=True)
494 ticker5
= helper
.get_ticker("ETH", "ETC", market2
)
495 self
.assertEqual(1.2, ticker4
["bid"])
496 self
.assertDictEqual(ticker4
, ticker5
)
498 market3
= mock
.Mock()
499 market3
.fetch_ticker
.side_effect
= [
500 { "bid": 1, "ask": 3 }
,
501 { "bid": 1.2, "ask": 3.5 }
,
503 ticker6
= helper
.get_ticker("ETH", "ETC", market3
)
504 helper
.ticker_cache_timestamp
-= 4
505 ticker7
= helper
.get_ticker("ETH", "ETC", market3
)
506 helper
.ticker_cache_timestamp
-= 2
507 ticker8
= helper
.get_ticker("ETH", "ETC", market3
)
508 self
.assertDictEqual(ticker6
, ticker7
)
509 self
.assertEqual(1.2, ticker8
["bid"])
511 def test_fetch_fees(self
):
513 market
.fetch_fees
.return_value
= "Foo"
514 self
.assertEqual("Foo", helper
.fetch_fees(market
))
515 market
.fetch_fees
.assert_called_once()
516 self
.assertEqual("Foo", helper
.fetch_fees(market
))
517 market
.fetch_fees
.assert_called_once()
519 @mock.patch.object(portfolio
.Portfolio
, "repartition")
520 @mock.patch.object(helper
, "get_ticker")
521 @mock.patch.object(portfolio
.TradeStore
, "compute_trades")
522 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
523 repartition
.return_value
= {
524 "XEM": (D("0.75"), "long"),
525 "BTC": (D("0.25"), "long"),
527 def _get_ticker(c1
, c2
, market
):
528 if c1
== "USDT" and c2
== "BTC":
529 return { "average": D("0.0001") }
530 if c1
== "XVG" and c2
== "BTC":
531 return { "average": D("0.000001") }
532 if c1
== "XEM" and c2
== "BTC":
533 return { "average": D("0.001") }
534 self
.fail("Should be called with {}, {}".format(c1
, c2
))
535 get_ticker
.side_effect
= _get_ticker
538 market
.fetch_all_balances
.return_value
= {
540 "exchange_free": D("10000.0"),
541 "exchange_used": D("0.0"),
542 "exchange_total": D("10000.0"),
543 "total": D("10000.0")
546 "exchange_free": D("10000.0"),
547 "exchange_used": D("0.0"),
548 "exchange_total": D("10000.0"),
549 "total": D("10000.0")
552 helper
.prepare_trades(market
)
553 compute_trades
.assert_called()
555 call
= compute_trades
.call_args
556 self
.assertEqual(market
, call
[1]["market"])
557 self
.assertEqual(1, call
[0][0]["USDT"].value
)
558 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
559 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
560 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
562 @mock.patch.object(portfolio
.Portfolio
, "repartition")
563 @mock.patch.object(helper
, "get_ticker")
564 @mock.patch.object(portfolio
.TradeStore
, "compute_trades")
565 def test_update_trades(self
, compute_trades
, get_ticker
, repartition
):
566 repartition
.return_value
= {
567 "XEM": (D("0.75"), "long"),
568 "BTC": (D("0.25"), "long"),
570 def _get_ticker(c1
, c2
, market
):
571 if c1
== "USDT" and c2
== "BTC":
572 return { "average": D("0.0001") }
573 if c1
== "XVG" and c2
== "BTC":
574 return { "average": D("0.000001") }
575 if c1
== "XEM" and c2
== "BTC":
576 return { "average": D("0.001") }
577 self
.fail("Should be called with {}, {}".format(c1
, c2
))
578 get_ticker
.side_effect
= _get_ticker
581 market
.fetch_all_balances
.return_value
= {
583 "exchange_free": D("10000.0"),
584 "exchange_used": D("0.0"),
585 "exchange_total": D("10000.0"),
586 "total": D("10000.0")
589 "exchange_free": D("10000.0"),
590 "exchange_used": D("0.0"),
591 "exchange_total": D("10000.0"),
592 "total": D("10000.0")
595 helper
.update_trades(market
)
596 compute_trades
.assert_called()
598 call
= compute_trades
.call_args
599 self
.assertEqual(market
, call
[1]["market"])
600 self
.assertEqual(1, call
[0][0]["USDT"].value
)
601 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
602 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
603 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
605 @mock.patch.object(portfolio
.Portfolio
, "repartition")
606 @mock.patch.object(helper
, "get_ticker")
607 @mock.patch.object(portfolio
.TradeStore
, "compute_trades")
608 def test_prepare_trades_to_sell_all(self
, compute_trades
, get_ticker
, repartition
):
609 def _get_ticker(c1
, c2
, market
):
610 if c1
== "USDT" and c2
== "BTC":
611 return { "average": D("0.0001") }
612 if c1
== "XVG" and c2
== "BTC":
613 return { "average": D("0.000001") }
614 self
.fail("Should be called with {}, {}".format(c1
, c2
))
615 get_ticker
.side_effect
= _get_ticker
618 market
.fetch_all_balances
.return_value
= {
620 "exchange_free": D("10000.0"),
621 "exchange_used": D("0.0"),
622 "exchange_total": D("10000.0"),
623 "total": D("10000.0")
626 "exchange_free": D("10000.0"),
627 "exchange_used": D("0.0"),
628 "exchange_total": D("10000.0"),
629 "total": D("10000.0")
632 helper
.prepare_trades_to_sell_all(market
)
633 repartition
.assert_not_called()
634 compute_trades
.assert_called()
636 call
= compute_trades
.call_args
637 self
.assertEqual(market
, call
[1]["market"])
638 self
.assertEqual(1, call
[0][0]["USDT"].value
)
639 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
640 self
.assertEqual(D("1.01"), call
[0][1]["BTC"].value
)
642 @mock.patch.object(portfolio
.time
, "sleep")
643 @mock.patch.object(portfolio
.TradeStore
, "all_orders")
644 def test_follow_orders(self
, all_orders
, time_mock
):
645 for verbose
, debug
, sleep
in [
646 (True, False, None), (False, False, None),
647 (True, True, None), (True, False, 12),
649 with self
.subTest(sleep
=sleep
, debug
=debug
, verbose
=verbose
), \
650 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
651 portfolio
.TradeStore
.debug
= debug
652 order_mock1
= mock
.Mock()
653 order_mock2
= mock
.Mock()
654 order_mock3
= mock
.Mock()
655 all_orders
.side_effect
= [
656 [order_mock1
, order_mock2
],
657 [order_mock1
, order_mock2
],
659 [order_mock1
, order_mock3
],
660 [order_mock1
, order_mock3
],
662 [order_mock1
, order_mock3
],
663 [order_mock1
, order_mock3
],
668 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
669 order_mock2
.get_status
.side_effect
= ["open"]
670 order_mock3
.get_status
.side_effect
= ["open", "closed"]
672 order_mock1
.trade
= mock
.Mock()
673 order_mock2
.trade
= mock
.Mock()
674 order_mock3
.trade
= mock
.Mock()
676 helper
.follow_orders(verbose
=verbose
, sleep
=sleep
)
678 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
679 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
680 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
681 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
683 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
684 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
685 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
687 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
688 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
689 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
693 time_mock
.assert_called_with(7)
695 time_mock
.assert_called_with(30)
697 time_mock
.assert_called_with(sleep
)
700 self
.assertNotEqual("", stdout_mock
.getvalue())
702 self
.assertEqual("", stdout_mock
.getvalue())
704 @mock.patch.object(portfolio
.BalanceStore
, "fetch_balances")
705 def test_move_balance(self
, fetch_balances
):
706 for debug
in [True, False]:
707 with self
.subTest(debug
=debug
),\
708 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
709 value_from
= portfolio
.Amount("BTC", "1.0")
710 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
711 value_to
= portfolio
.Amount("BTC", "10.0")
712 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH")
714 value_from
= portfolio
.Amount("BTC", "0.0")
715 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
716 value_to
= portfolio
.Amount("BTC", "-3.0")
717 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH")
719 value_from
= portfolio
.Amount("USDT", "0.0")
720 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
721 value_to
= portfolio
.Amount("USDT", "-50.0")
722 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG")
724 portfolio
.TradeStore
.all
= [trade1
, trade2
, trade3
]
725 balance1
= portfolio
.Balance("BTC", { "margin_free": "0" }
)
726 balance2
= portfolio
.Balance("USDT", { "margin_free": "100" }
)
727 portfolio
.BalanceStore
.all
= {"BTC": balance1, "USDT": balance2}
731 helper
.move_balances(market
, debug
=debug
)
733 fetch_balances
.assert_called_with(market
)
735 self
.assertRegex(stdout_mock
.getvalue(), "market.transfer_balance")
737 market
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
738 market
.transfer_balance
.assert_any_call("USDT", 50, "margin", "exchange")
740 @mock.patch.object(helper
, "prepare_trades")
741 @mock.patch.object(portfolio
.TradeStore
, "prepare_orders")
742 @mock.patch.object(portfolio
.TradeStore
, "print_all_with_order")
743 @mock.patch('sys.stdout', new_callable
=StringIO
)
744 def test_print_orders(self
, stdout_mock
, print_all_with_order
, prepare_orders
, prepare_trades
):
746 portfolio
.BalanceStore
.all
= {
747 "BTC": portfolio
.Balance("BTC", {
749 "exchange_total":"0.65",
750 "exchange_free": "0.35",
751 "exchange_used": "0.30"}),
752 "ETH": portfolio
.Balance("ETH", {
756 "exchange_used": 0}),
758 helper
.print_orders(market
)
759 prepare_trades
.assert_called_with(market
, base_currency
="BTC",
760 compute_value
="average")
761 prepare_orders
.assert_called_with(compute_value
="average")
762 print_all_with_order
.assert_called()
763 self
.assertRegex(stdout_mock
.getvalue(), "Balance")
766 @unittest.skipUnless("unit" in limits
, "Unit skipped")
767 class TradeStoreTest(WebMockTestCase
):
768 @mock.patch.object(portfolio
.BalanceStore
, "currencies")
769 @mock.patch.object(portfolio
.TradeStore
, "add_trade_if_matching")
770 def test_compute_trades(self
, add_trade_if_matching
, currencies
):
771 currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
774 "XMR": portfolio
.Amount("BTC", D("0.9")),
775 "DASH": portfolio
.Amount("BTC", D("0.4")),
776 "XVG": portfolio
.Amount("BTC", D("-0.5")),
777 "BTC": portfolio
.Amount("BTC", D("0.5")),
780 "DASH": portfolio
.Amount("BTC", D("0.5")),
781 "XVG": portfolio
.Amount("BTC", D("0.1")),
782 "BTC": portfolio
.Amount("BTC", D("0.4")),
783 "ETH": portfolio
.Amount("BTC", D("0.3")),
786 portfolio
.TradeStore
.compute_trades(values_in_base
,
787 new_repartition
, only
="only", market
="market")
789 self
.assertEqual(5, add_trade_if_matching
.call_count
)
790 add_trade_if_matching
.assert_any_call(
791 portfolio
.Amount("BTC", D("0.9")),
792 portfolio
.Amount("BTC", 0),
793 "XMR", only
="only", market
="market"
795 add_trade_if_matching
.assert_any_call(
796 portfolio
.Amount("BTC", D("0.4")),
797 portfolio
.Amount("BTC", D("0.5")),
798 "DASH", only
="only", market
="market"
800 add_trade_if_matching
.assert_any_call(
801 portfolio
.Amount("BTC", D("-0.5")),
802 portfolio
.Amount("BTC", D("0")),
803 "XVG", only
="only", market
="market"
805 add_trade_if_matching
.assert_any_call(
806 portfolio
.Amount("BTC", D("0")),
807 portfolio
.Amount("BTC", D("0.1")),
808 "XVG", only
="only", market
="market"
810 add_trade_if_matching
.assert_any_call(
811 portfolio
.Amount("BTC", D("0")),
812 portfolio
.Amount("BTC", D("0.3")),
813 "ETH", only
="only", market
="market"
816 def test_add_trade_if_matching(self
):
817 result
= portfolio
.TradeStore
.add_trade_if_matching(
818 portfolio
.Amount("BTC", D("0")),
819 portfolio
.Amount("BTC", D("0.3")),
820 "ETH", only
="nope", market
="market"
822 self
.assertEqual(0, len(portfolio
.TradeStore
.all
))
823 self
.assertEqual(False, result
)
825 portfolio
.TradeStore
.all
= []
826 result
= portfolio
.TradeStore
.add_trade_if_matching(
827 portfolio
.Amount("BTC", D("0")),
828 portfolio
.Amount("BTC", D("0.3")),
829 "ETH", only
=None, market
="market"
831 self
.assertEqual(1, len(portfolio
.TradeStore
.all
))
832 self
.assertEqual(True, result
)
834 portfolio
.TradeStore
.all
= []
835 result
= portfolio
.TradeStore
.add_trade_if_matching(
836 portfolio
.Amount("BTC", D("0")),
837 portfolio
.Amount("BTC", D("0.3")),
838 "ETH", only
="acquire", market
="market"
840 self
.assertEqual(1, len(portfolio
.TradeStore
.all
))
841 self
.assertEqual(True, result
)
843 portfolio
.TradeStore
.all
= []
844 result
= portfolio
.TradeStore
.add_trade_if_matching(
845 portfolio
.Amount("BTC", D("0")),
846 portfolio
.Amount("BTC", D("0.3")),
847 "ETH", only
="dispose", market
="market"
849 self
.assertEqual(0, len(portfolio
.TradeStore
.all
))
850 self
.assertEqual(False, result
)
852 def test_prepare_orders(self
):
853 trade_mock1
= mock
.Mock()
854 trade_mock2
= mock
.Mock()
856 portfolio
.TradeStore
.all
.append(trade_mock1
)
857 portfolio
.TradeStore
.all
.append(trade_mock2
)
859 portfolio
.TradeStore
.prepare_orders()
860 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
861 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
863 portfolio
.TradeStore
.prepare_orders(compute_value
="bla")
864 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
865 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
867 trade_mock1
.prepare_order
.reset_mock()
868 trade_mock2
.prepare_order
.reset_mock()
870 trade_mock1
.action
= "foo"
871 trade_mock2
.action
= "bar"
872 portfolio
.TradeStore
.prepare_orders(only
="bar")
873 trade_mock1
.prepare_order
.assert_not_called()
874 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
876 def test_print_all_with_order(self
):
877 trade_mock1
= mock
.Mock()
878 trade_mock2
= mock
.Mock()
879 trade_mock3
= mock
.Mock()
880 portfolio
.TradeStore
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
882 portfolio
.TradeStore
.print_all_with_order()
884 trade_mock1
.print_with_order
.assert_called()
885 trade_mock2
.print_with_order
.assert_called()
886 trade_mock3
.print_with_order
.assert_called()
888 @mock.patch.object(portfolio
.TradeStore
, "all_orders")
889 def test_run_orders(self
, all_orders
):
890 order_mock1
= mock
.Mock()
891 order_mock2
= mock
.Mock()
892 order_mock3
= mock
.Mock()
893 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
894 portfolio
.TradeStore
.run_orders()
895 all_orders
.assert_called_with(state
="pending")
897 order_mock1
.run
.assert_called()
898 order_mock2
.run
.assert_called()
899 order_mock3
.run
.assert_called()
901 def test_all_orders(self
):
902 trade_mock1
= mock
.Mock()
903 trade_mock2
= mock
.Mock()
905 order_mock1
= mock
.Mock()
906 order_mock2
= mock
.Mock()
907 order_mock3
= mock
.Mock()
909 trade_mock1
.orders
= [order_mock1
, order_mock2
]
910 trade_mock2
.orders
= [order_mock3
]
912 order_mock1
.status
= "pending"
913 order_mock2
.status
= "open"
914 order_mock3
.status
= "open"
916 portfolio
.TradeStore
.all
.append(trade_mock1
)
917 portfolio
.TradeStore
.all
.append(trade_mock2
)
919 orders
= portfolio
.TradeStore
.all_orders()
920 self
.assertEqual(3, len(orders
))
922 open_orders
= portfolio
.TradeStore
.all_orders(state
="open")
923 self
.assertEqual(2, len(open_orders
))
924 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
926 @mock.patch.object(portfolio
.TradeStore
, "all_orders")
927 def test_update_all_orders_status(self
, all_orders
):
928 order_mock1
= mock
.Mock()
929 order_mock2
= mock
.Mock()
930 order_mock3
= mock
.Mock()
931 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
932 portfolio
.TradeStore
.update_all_orders_status()
933 all_orders
.assert_called_with(state
="open")
935 order_mock1
.get_status
.assert_called()
936 order_mock2
.get_status
.assert_called()
937 order_mock3
.get_status
.assert_called()
939 @unittest.skipUnless("unit" in limits
, "Unit skipped")
940 class BalanceStoreTest(WebMockTestCase
):
942 super(BalanceStoreTest
, self
).setUp()
944 self
.fetch_balance
= {
952 "exchange_free": D("6.0"),
953 "exchange_used": D("1.2"),
954 "exchange_total": D("7.2"),
960 "exchange_total": 16,
967 "margin_total": D("-1.0"),
972 @mock.patch.object(helper
, "get_ticker")
973 def test_in_currency(self
, get_ticker
):
974 portfolio
.BalanceStore
.all
= {
975 "BTC": portfolio
.Balance("BTC", {
977 "exchange_total":"0.65",
978 "exchange_free": "0.35",
979 "exchange_used": "0.30"}),
980 "ETH": portfolio
.Balance("ETH", {
984 "exchange_used": 0}),
987 get_ticker
.return_value
= {
993 amounts
= portfolio
.BalanceStore
.in_currency("BTC", market
)
994 self
.assertEqual("BTC", amounts
["ETH"].currency
)
995 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
996 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
998 amounts
= portfolio
.BalanceStore
.in_currency("BTC", market
, compute_value
="bid")
999 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1000 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
1002 amounts
= portfolio
.BalanceStore
.in_currency("BTC", market
, compute_value
="bid", type="exchange_used")
1003 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
1004 self
.assertEqual(0, amounts
["ETH"].value
)
1006 def test_fetch_balances(self
):
1007 market
= mock
.Mock()
1008 market
.fetch_all_balances
.return_value
= self
.fetch_balance
1010 portfolio
.BalanceStore
.fetch_balances(market
)
1011 self
.assertNotIn("ETC", portfolio
.BalanceStore
.currencies())
1012 self
.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio
.BalanceStore
.currencies()))
1014 portfolio
.BalanceStore
.all
["ETC"] = portfolio
.Balance("ETC", {
1015 "exchange_total": "1", "exchange_free": "0",
1016 "exchange_used": "1" })
1017 portfolio
.BalanceStore
.fetch_balances(market
)
1018 self
.assertEqual(0, portfolio
.BalanceStore
.all
["ETC"].total
)
1019 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio
.BalanceStore
.currencies()))
1021 @mock.patch.object(portfolio
.Portfolio
, "repartition")
1022 def test_dispatch_assets(self
, repartition
):
1023 market
= mock
.Mock()
1024 market
.fetch_all_balances
.return_value
= self
.fetch_balance
1025 portfolio
.BalanceStore
.fetch_balances(market
)
1027 self
.assertNotIn("XEM", portfolio
.BalanceStore
.currencies())
1029 repartition
.return_value
= {
1030 "XEM": (D("0.75"), "long"),
1031 "BTC": (D("0.26"), "long"),
1032 "DASH": (D("0.10"), "short"),
1035 amounts
= portfolio
.BalanceStore
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
1036 self
.assertIn("XEM", portfolio
.BalanceStore
.currencies())
1037 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
1038 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
1039 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
1041 def test_currencies(self
):
1042 portfolio
.BalanceStore
.all
= {
1043 "BTC": portfolio
.Balance("BTC", {
1045 "exchange_total":"0.65",
1046 "exchange_free": "0.35",
1047 "exchange_used": "0.30"}),
1048 "ETH": portfolio
.Balance("ETH", {
1050 "exchange_total": 3,
1052 "exchange_used": 0}),
1054 self
.assertListEqual(["BTC", "ETH"], list(portfolio
.BalanceStore
.currencies()))
1056 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1057 class ComputationTest(WebMockTestCase
):
1058 def test_compute_value(self
):
1059 compute
= mock
.Mock()
1060 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
1061 compute
.assert_called_with("foo", "ask")
1063 compute
.reset_mock()
1064 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
1065 compute
.assert_called_with("foo", "bid")
1067 compute
.reset_mock()
1068 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
1069 compute
.assert_called_with("foo", "ask")
1071 compute
.reset_mock()
1072 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
1073 compute
.assert_called_with("foo", "bid")
1075 compute
.reset_mock()
1076 portfolio
.Computation
.computations
["test"] = compute
1077 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
1078 compute
.assert_called_with("foo", "bid")
1081 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1082 class TradeTest(WebMockTestCase
):
1084 def test_values_assertion(self
):
1085 value_from
= portfolio
.Amount("BTC", "1.0")
1086 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1087 value_to
= portfolio
.Amount("BTC", "1.0")
1088 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1089 self
.assertEqual("BTC", trade
.base_currency
)
1090 self
.assertEqual("ETH", trade
.currency
)
1092 with self
.assertRaises(AssertionError):
1093 portfolio
.Trade(value_from
, value_to
, "ETC")
1094 with self
.assertRaises(AssertionError):
1095 value_from
.linked_to
= None
1096 portfolio
.Trade(value_from
, value_to
, "ETH")
1097 with self
.assertRaises(AssertionError):
1098 value_from
.currency
= "ETH"
1099 portfolio
.Trade(value_from
, value_to
, "ETH")
1101 value_from
= portfolio
.Amount("BTC", 0)
1102 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1103 self
.assertEqual(0, trade
.value_from
.linked_to
)
1105 def test_action(self
):
1106 value_from
= portfolio
.Amount("BTC", "1.0")
1107 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1108 value_to
= portfolio
.Amount("BTC", "1.0")
1109 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1111 self
.assertIsNone(trade
.action
)
1113 value_from
= portfolio
.Amount("BTC", "1.0")
1114 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
1115 value_to
= portfolio
.Amount("BTC", "2.0")
1116 trade
= portfolio
.Trade(value_from
, value_to
, "BTC")
1118 self
.assertIsNone(trade
.action
)
1120 value_from
= portfolio
.Amount("BTC", "0.5")
1121 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1122 value_to
= portfolio
.Amount("BTC", "1.0")
1123 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1125 self
.assertEqual("acquire", trade
.action
)
1127 value_from
= portfolio
.Amount("BTC", "0")
1128 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1129 value_to
= portfolio
.Amount("BTC", "-1.0")
1130 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1132 self
.assertEqual("acquire", trade
.action
)
1134 def test_order_action(self
):
1135 value_from
= portfolio
.Amount("BTC", "0.5")
1136 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1137 value_to
= portfolio
.Amount("BTC", "1.0")
1138 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1140 self
.assertEqual("buy", trade
.order_action(False))
1141 self
.assertEqual("sell", trade
.order_action(True))
1143 value_from
= portfolio
.Amount("BTC", "0")
1144 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1145 value_to
= portfolio
.Amount("BTC", "-1.0")
1146 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1148 self
.assertEqual("sell", trade
.order_action(False))
1149 self
.assertEqual("buy", trade
.order_action(True))
1151 def test_trade_type(self
):
1152 value_from
= portfolio
.Amount("BTC", "0.5")
1153 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1154 value_to
= portfolio
.Amount("BTC", "1.0")
1155 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1157 self
.assertEqual("long", trade
.trade_type
)
1159 value_from
= portfolio
.Amount("BTC", "0")
1160 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1161 value_to
= portfolio
.Amount("BTC", "-1.0")
1162 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1164 self
.assertEqual("short", trade
.trade_type
)
1166 def test_filled_amount(self
):
1167 value_from
= portfolio
.Amount("BTC", "0.5")
1168 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1169 value_to
= portfolio
.Amount("BTC", "1.0")
1170 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1172 order1
= mock
.Mock()
1173 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
1175 order2
= mock
.Mock()
1176 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
1177 trade
.orders
.append(order1
)
1178 trade
.orders
.append(order2
)
1180 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
1181 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
1182 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
1184 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
1185 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
1186 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
1188 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
1189 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
1190 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
1192 @mock.patch.object(helper
, "get_ticker")
1193 @mock.patch.object(portfolio
.Computation
, "compute_value")
1194 @mock.patch.object(portfolio
.Trade
, "filled_amount")
1195 @mock.patch.object(portfolio
, "Order")
1196 def test_prepare_order(self
, Order
, filled_amount
, compute_value
, get_ticker
):
1197 Order
.return_value
= "Order"
1199 with self
.subTest(desc
="Nothing to do"):
1200 value_from
= portfolio
.Amount("BTC", "10")
1201 value_from
.rate
= D("0.1")
1202 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1203 value_to
= portfolio
.Amount("BTC", "10")
1204 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1206 trade
.prepare_order()
1208 filled_amount
.assert_not_called()
1209 compute_value
.assert_not_called()
1210 self
.assertEqual(0, len(trade
.orders
))
1211 Order
.assert_not_called()
1213 get_ticker
.return_value
= { "inverted": False }
1214 with self
.subTest(desc
="Already filled"), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1215 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
1216 compute_value
.return_value
= D("0.125")
1218 value_from
= portfolio
.Amount("BTC", "10")
1219 value_from
.rate
= D("0.1")
1220 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1221 value_to
= portfolio
.Amount("BTC", "0")
1222 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1224 trade
.prepare_order()
1226 filled_amount
.assert_called_with(in_base_currency
=False)
1227 compute_value
.assert_called_with(get_ticker
.return_value
, "sell", compute_value
="default")
1228 self
.assertEqual(0, len(trade
.orders
))
1229 self
.assertRegex(stdout_mock
.getvalue(), "Less to do than already filled: ")
1230 Order
.assert_not_called()
1232 with self
.subTest(action
="dispose", inverted
=False):
1233 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
1234 compute_value
.return_value
= D("0.125")
1236 value_from
= portfolio
.Amount("BTC", "10")
1237 value_from
.rate
= D("0.1")
1238 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1239 value_to
= portfolio
.Amount("BTC", "1")
1240 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1242 trade
.prepare_order()
1244 filled_amount
.assert_called_with(in_base_currency
=False)
1245 compute_value
.assert_called_with(get_ticker
.return_value
, "sell", compute_value
="default")
1246 self
.assertEqual(1, len(trade
.orders
))
1247 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
1248 D("0.125"), "BTC", "long", "market",
1249 trade
, close_if_possible
=False)
1251 with self
.subTest(action
="acquire", inverted
=False):
1252 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
1253 compute_value
.return_value
= D("0.125")
1255 value_from
= portfolio
.Amount("BTC", "1")
1256 value_from
.rate
= D("0.1")
1257 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
1258 value_to
= portfolio
.Amount("BTC", "10")
1259 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1261 trade
.prepare_order()
1263 filled_amount
.assert_called_with(in_base_currency
=True)
1264 compute_value
.assert_called_with(get_ticker
.return_value
, "buy", compute_value
="default")
1265 self
.assertEqual(1, len(trade
.orders
))
1267 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
1268 D("0.125"), "BTC", "long", "market",
1269 trade
, close_if_possible
=False)
1271 with self
.subTest(close_if_possible
=True):
1272 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
1273 compute_value
.return_value
= D("0.125")
1275 value_from
= portfolio
.Amount("BTC", "10")
1276 value_from
.rate
= D("0.1")
1277 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1278 value_to
= portfolio
.Amount("BTC", "0")
1279 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1281 trade
.prepare_order()
1283 filled_amount
.assert_called_with(in_base_currency
=False)
1284 compute_value
.assert_called_with(get_ticker
.return_value
, "sell", compute_value
="default")
1285 self
.assertEqual(1, len(trade
.orders
))
1286 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
1287 D("0.125"), "BTC", "long", "market",
1288 trade
, close_if_possible
=True)
1290 get_ticker
.return_value
= { "inverted": True, "original": {}
}
1291 with self
.subTest(action
="dispose", inverted
=True):
1292 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
1293 compute_value
.return_value
= D("125")
1295 value_from
= portfolio
.Amount("BTC", "10")
1296 value_from
.rate
= D("0.01")
1297 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
1298 value_to
= portfolio
.Amount("BTC", "1")
1299 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1301 trade
.prepare_order(compute_value
="foo")
1303 filled_amount
.assert_called_with(in_base_currency
=True)
1304 compute_value
.assert_called_with(get_ticker
.return_value
["original"], "buy", compute_value
="foo")
1305 self
.assertEqual(1, len(trade
.orders
))
1306 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
1307 D("125"), "FOO", "long", "market",
1308 trade
, close_if_possible
=False)
1310 with self
.subTest(action
="acquire", inverted
=True):
1311 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
1312 compute_value
.return_value
= D("125")
1314 value_from
= portfolio
.Amount("BTC", "1")
1315 value_from
.rate
= D("0.01")
1316 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1317 value_to
= portfolio
.Amount("BTC", "10")
1318 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1320 trade
.prepare_order(compute_value
="foo")
1322 filled_amount
.assert_called_with(in_base_currency
=False)
1323 compute_value
.assert_called_with(get_ticker
.return_value
["original"], "sell", compute_value
="foo")
1324 self
.assertEqual(1, len(trade
.orders
))
1325 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
1326 D("125"), "FOO", "long", "market",
1327 trade
, close_if_possible
=False)
1330 @mock.patch.object(portfolio
.Trade
, "prepare_order")
1331 def test_update_order(self
, prepare_order
):
1332 order_mock
= mock
.Mock()
1333 new_order_mock
= mock
.Mock()
1335 value_from
= portfolio
.Amount("BTC", "0.5")
1336 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1337 value_to
= portfolio
.Amount("BTC", "1.0")
1338 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1339 prepare_order
.return_value
= new_order_mock
1341 for i
in [0, 1, 3, 4, 6]:
1342 with self
.subTest(tick
=i
), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1343 trade
.update_order(order_mock
, i
)
1344 order_mock
.cancel
.assert_not_called()
1345 new_order_mock
.run
.assert_not_called()
1346 self
.assertRegex(stdout_mock
.getvalue(), "tick {}, waiting".format(i
))
1348 order_mock
.reset_mock()
1349 new_order_mock
.reset_mock()
1352 with mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1353 trade
.update_order(order_mock
, 2)
1354 order_mock
.cancel
.assert_called()
1355 new_order_mock
.run
.assert_called()
1356 prepare_order
.assert_called()
1357 self
.assertRegex(stdout_mock
.getvalue(), "tick 2, cancelling and adjusting")
1359 order_mock
.reset_mock()
1360 new_order_mock
.reset_mock()
1363 with mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1364 trade
.update_order(order_mock
, 5)
1365 order_mock
.cancel
.assert_called()
1366 new_order_mock
.run
.assert_called()
1367 prepare_order
.assert_called()
1368 self
.assertRegex(stdout_mock
.getvalue(), "tick 5, cancelling and adjusting")
1370 order_mock
.reset_mock()
1371 new_order_mock
.reset_mock()
1374 with mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1375 trade
.update_order(order_mock
, 7)
1376 order_mock
.cancel
.assert_called()
1377 new_order_mock
.run
.assert_called()
1378 prepare_order
.assert_called_with(compute_value
="default")
1379 self
.assertRegex(stdout_mock
.getvalue(), "tick 7, fallbacking to market value")
1380 self
.assertRegex(stdout_mock
.getvalue(), "tick 7, market value, cancelling and adjusting to")
1382 order_mock
.reset_mock()
1383 new_order_mock
.reset_mock()
1386 for i
in [10, 13, 16]:
1387 with self
.subTest(tick
=i
), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1388 trade
.update_order(order_mock
, i
)
1389 order_mock
.cancel
.assert_called()
1390 new_order_mock
.run
.assert_called()
1391 prepare_order
.assert_called_with(compute_value
="default")
1392 self
.assertNotRegex(stdout_mock
.getvalue(), "tick {}, fallbacking to market value".format(i
))
1393 self
.assertRegex(stdout_mock
.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i
))
1395 order_mock
.reset_mock()
1396 new_order_mock
.reset_mock()
1399 for i
in [8, 9, 11, 12]:
1400 with self
.subTest(tick
=i
), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1401 trade
.update_order(order_mock
, i
)
1402 order_mock
.cancel
.assert_not_called()
1403 new_order_mock
.run
.assert_not_called()
1404 self
.assertEqual("", stdout_mock
.getvalue())
1406 order_mock
.reset_mock()
1407 new_order_mock
.reset_mock()
1411 @mock.patch('sys.stdout', new_callable
=StringIO
)
1412 def test_print_with_order(self
, mock_stdout
):
1413 value_from
= portfolio
.Amount("BTC", "0.5")
1414 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1415 value_to
= portfolio
.Amount("BTC", "1.0")
1416 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1418 order_mock1
= mock
.Mock()
1419 order_mock1
.__repr__
= mock
.Mock()
1420 order_mock1
.__repr__
.return_value
= "Mock 1"
1421 order_mock2
= mock
.Mock()
1422 order_mock2
.__repr__
= mock
.Mock()
1423 order_mock2
.__repr__
.return_value
= "Mock 2"
1424 trade
.orders
.append(order_mock1
)
1425 trade
.orders
.append(order_mock2
)
1427 trade
.print_with_order()
1429 out
= mock_stdout
.getvalue().split("\n")
1430 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out
[0])
1431 self
.assertEqual("\tMock 1", out
[1])
1432 self
.assertEqual("\tMock 2", out
[2])
1434 def test__repr(self
):
1435 value_from
= portfolio
.Amount("BTC", "0.5")
1436 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1437 value_to
= portfolio
.Amount("BTC", "1.0")
1438 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1440 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
1442 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1443 class OrderTest(WebMockTestCase
):
1444 def test_values(self
):
1445 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1446 D("0.1"), "BTC", "long", "market", "trade")
1447 self
.assertEqual("buy", order
.action
)
1448 self
.assertEqual(10, order
.amount
.value
)
1449 self
.assertEqual("ETH", order
.amount
.currency
)
1450 self
.assertEqual(D("0.1"), order
.rate
)
1451 self
.assertEqual("BTC", order
.base_currency
)
1452 self
.assertEqual("market", order
.market
)
1453 self
.assertEqual("long", order
.trade_type
)
1454 self
.assertEqual("pending", order
.status
)
1455 self
.assertEqual("trade", order
.trade
)
1456 self
.assertIsNone(order
.id)
1457 self
.assertFalse(order
.close_if_possible
)
1459 def test__repr(self
):
1460 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1461 D("0.1"), "BTC", "long", "market", "trade")
1462 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
1464 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1465 D("0.1"), "BTC", "long", "market", "trade",
1466 close_if_possible
=True)
1467 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
1469 def test_account(self
):
1470 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1471 D("0.1"), "BTC", "long", "market", "trade")
1472 self
.assertEqual("exchange", order
.account
)
1474 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
1475 D("0.1"), "BTC", "short", "market", "trade")
1476 self
.assertEqual("margin", order
.account
)
1478 def test_pending(self
):
1479 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1480 D("0.1"), "BTC", "long", "market", "trade")
1481 self
.assertTrue(order
.pending
)
1482 order
.status
= "open"
1483 self
.assertFalse(order
.pending
)
1485 def test_open(self
):
1486 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1487 D("0.1"), "BTC", "long", "market", "trade")
1488 self
.assertFalse(order
.open)
1489 order
.status
= "open"
1490 self
.assertTrue(order
.open)
1492 def test_finished(self
):
1493 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1494 D("0.1"), "BTC", "long", "market", "trade")
1495 self
.assertFalse(order
.finished
)
1496 order
.status
= "closed"
1497 self
.assertTrue(order
.finished
)
1498 order
.status
= "canceled"
1499 self
.assertTrue(order
.finished
)
1500 order
.status
= "error"
1501 self
.assertTrue(order
.finished
)
1503 @mock.patch.object(portfolio
.Order
, "fetch")
1504 def test_cancel(self
, fetch
):
1505 market
= mock
.Mock()
1506 portfolio
.TradeStore
.debug
= True
1507 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1508 D("0.1"), "BTC", "long", market
, "trade")
1509 order
.status
= "open"
1512 market
.cancel_order
.assert_not_called()
1513 self
.assertEqual("canceled", order
.status
)
1515 portfolio
.TradeStore
.debug
= False
1516 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1517 D("0.1"), "BTC", "long", market
, "trade")
1518 order
.status
= "open"
1522 market
.cancel_order
.assert_called_with(42)
1523 fetch
.assert_called_once()
1525 def test_dust_amount_remaining(self
):
1526 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1527 D("0.1"), "BTC", "long", "market", "trade")
1528 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", 1))
1529 self
.assertFalse(order
.dust_amount_remaining())
1531 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", D("0.0001")))
1532 self
.assertTrue(order
.dust_amount_remaining())
1534 @mock.patch.object(portfolio
.Order
, "fetch")
1535 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
1536 def test_remaining_amount(self
, filled_amount
, fetch
):
1537 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1538 D("0.1"), "BTC", "long", "market", "trade")
1540 self
.assertEqual(9, order
.remaining_amount().value
)
1541 order
.fetch
.assert_not_called()
1543 order
.status
= "open"
1544 self
.assertEqual(9, order
.remaining_amount().value
)
1545 fetch
.assert_called_once()
1547 @mock.patch.object(portfolio
.Order
, "fetch")
1548 def test_filled_amount(self
, fetch
):
1549 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1550 D("0.1"), "BTC", "long", "market", "trade")
1551 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
1552 "tradeID": 42, "type": "buy", "fee": "0.0015",
1553 "date": "2017-12-30 12:00:12", "rate": "0.1",
1554 "amount": "3", "total": "0.3"
1556 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
1557 "tradeID": 43, "type": "buy", "fee": "0.0015",
1558 "date": "2017-12-30 13:00:12", "rate": "0.2",
1559 "amount": "2", "total": "0.4"
1561 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
1562 fetch
.assert_not_called()
1563 order
.status
= "open"
1564 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
1565 fetch
.assert_called_once()
1566 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
1568 def test_fetch_mouvements(self
):
1569 market
= mock
.Mock()
1570 market
.privatePostReturnOrderTrades
.return_value
= [
1572 "tradeID": 42, "type": "buy", "fee": "0.0015",
1573 "date": "2017-12-30 12:00:12", "rate": "0.1",
1574 "amount": "3", "total": "0.3"
1577 "tradeID": 43, "type": "buy", "fee": "0.0015",
1578 "date": "2017-12-30 13:00:12", "rate": "0.2",
1579 "amount": "2", "total": "0.4"
1582 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1583 D("0.1"), "BTC", "long", market
, "trade")
1585 order
.mouvements
= ["Foo", "Bar", "Baz"]
1587 order
.fetch_mouvements()
1589 market
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
1590 self
.assertEqual(2, len(order
.mouvements
))
1591 self
.assertEqual(42, order
.mouvements
[0].id)
1592 self
.assertEqual(43, order
.mouvements
[1].id)
1594 market
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
1595 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1596 D("0.1"), "BTC", "long", market
, "trade")
1597 order
.fetch_mouvements()
1598 self
.assertEqual(0, len(order
.mouvements
))
1600 def test_mark_finished_order(self
):
1601 market
= mock
.Mock()
1602 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1603 D("0.1"), "BTC", "short", market
, "trade",
1604 close_if_possible
=True)
1605 order
.status
= "closed"
1606 portfolio
.TradeStore
.debug
= False
1608 order
.mark_finished_order()
1609 market
.close_margin_position
.assert_called_with("ETH", "BTC")
1610 market
.close_margin_position
.reset_mock()
1612 order
.status
= "open"
1613 order
.mark_finished_order()
1614 market
.close_margin_position
.assert_not_called()
1616 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1617 D("0.1"), "BTC", "short", market
, "trade",
1618 close_if_possible
=False)
1619 order
.status
= "closed"
1620 order
.mark_finished_order()
1621 market
.close_margin_position
.assert_not_called()
1623 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
1624 D("0.1"), "BTC", "short", market
, "trade",
1625 close_if_possible
=True)
1626 order
.status
= "closed"
1627 order
.mark_finished_order()
1628 market
.close_margin_position
.assert_not_called()
1630 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1631 D("0.1"), "BTC", "long", market
, "trade",
1632 close_if_possible
=True)
1633 order
.status
= "closed"
1634 order
.mark_finished_order()
1635 market
.close_margin_position
.assert_not_called()
1637 portfolio
.TradeStore
.debug
= True
1639 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1640 D("0.1"), "BTC", "short", market
, "trade",
1641 close_if_possible
=True)
1642 order
.status
= "closed"
1644 order
.mark_finished_order()
1645 market
.close_margin_position
.assert_not_called()
1647 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
1648 def test_fetch(self
, fetch_mouvements
):
1649 time
= self
.time
.time()
1650 with mock
.patch
.object(portfolio
.time
, "time") as time_mock
:
1651 market
= mock
.Mock()
1652 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1653 D("0.1"), "BTC", "long", market
, "trade")
1655 with self
.subTest(debug
=True):
1656 portfolio
.TradeStore
.debug
= True
1658 time_mock
.assert_not_called()
1659 order
.fetch(force
=True)
1660 time_mock
.assert_not_called()
1661 market
.fetch_order
.assert_not_called()
1662 fetch_mouvements
.assert_not_called()
1663 self
.assertIsNone(order
.fetch_cache_timestamp
)
1665 with self
.subTest(debug
=False):
1666 portfolio
.TradeStore
.debug
= False
1667 time_mock
.return_value
= time
1668 market
.fetch_order
.return_value
= {
1670 "datetime": "timestamp"
1674 market
.fetch_order
.assert_called_once()
1675 fetch_mouvements
.assert_called_once()
1676 self
.assertEqual("foo", order
.status
)
1677 self
.assertEqual("timestamp", order
.timestamp
)
1678 self
.assertEqual(time
, order
.fetch_cache_timestamp
)
1679 self
.assertEqual(1, len(order
.results
))
1681 market
.fetch_order
.reset_mock()
1682 fetch_mouvements
.reset_mock()
1684 time_mock
.return_value
= time
+ 8
1686 market
.fetch_order
.assert_not_called()
1687 fetch_mouvements
.assert_not_called()
1689 order
.fetch(force
=True)
1690 market
.fetch_order
.assert_called_once()
1691 fetch_mouvements
.assert_called_once()
1693 market
.fetch_order
.reset_mock()
1694 fetch_mouvements
.reset_mock()
1696 time_mock
.return_value
= time
+ 19
1698 market
.fetch_order
.assert_called_once()
1699 fetch_mouvements
.assert_called_once()
1701 @mock.patch.object(portfolio
.Order
, "fetch")
1702 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
1703 def test_get_status(self
, mark_finished_order
, fetch
):
1704 with self
.subTest(debug
=True):
1705 portfolio
.TradeStore
.debug
= True
1706 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1707 D("0.1"), "BTC", "long", "market", "trade")
1708 self
.assertEqual("pending", order
.get_status())
1709 fetch
.assert_not_called()
1711 with self
.subTest(debug
=False, finished
=False):
1712 portfolio
.TradeStore
.debug
= False
1713 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1714 D("0.1"), "BTC", "long", "market", "trade")
1716 def update_status():
1717 order
.status
= "open"
1718 return update_status
1719 fetch
.side_effect
= _fetch(order
)
1720 self
.assertEqual("open", order
.get_status())
1721 mark_finished_order
.assert_not_called()
1722 fetch
.assert_called_once()
1724 mark_finished_order
.reset_mock()
1726 with self
.subTest(debug
=False, finished
=True):
1727 portfolio
.TradeStore
.debug
= False
1728 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1729 D("0.1"), "BTC", "long", "market", "trade")
1731 def update_status():
1732 order
.status
= "closed"
1733 return update_status
1734 fetch
.side_effect
= _fetch(order
)
1735 self
.assertEqual("closed", order
.get_status())
1736 mark_finished_order
.assert_called_once()
1737 fetch
.assert_called_once()
1740 market
= mock
.Mock()
1742 market
.order_precision
.return_value
= 4
1743 with self
.subTest(debug
=True),\
1744 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1745 portfolio
.TradeStore
.debug
= True
1746 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1747 D("0.1"), "BTC", "long", market
, "trade")
1749 market
.create_order
.assert_not_called()
1750 self
.assertEqual("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)\n", stdout_mock
.getvalue())
1751 self
.assertEqual("open", order
.status
)
1752 self
.assertEqual(1, len(order
.results
))
1753 self
.assertEqual(-1, order
.id)
1755 market
.create_order
.reset_mock()
1756 with self
.subTest(debug
=False):
1757 portfolio
.TradeStore
.debug
= False
1758 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1759 D("0.1"), "BTC", "long", market
, "trade")
1760 market
.create_order
.return_value
= { "id": 123 }
1762 market
.create_order
.assert_called_once()
1763 self
.assertEqual(1, len(order
.results
))
1764 self
.assertEqual("open", order
.status
)
1766 market
.create_order
.reset_mock()
1767 with self
.subTest(exception
=True),\
1768 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1769 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1770 D("0.1"), "BTC", "long", market
, "trade")
1771 market
.create_order
.side_effect
= Exception("bouh")
1773 market
.create_order
.assert_called_once()
1774 self
.assertEqual(0, len(order
.results
))
1775 self
.assertEqual("error", order
.status
)
1776 self
.assertRegex(stdout_mock
.getvalue(), "error when running market.create_order")
1777 self
.assertRegex(stdout_mock
.getvalue(), "Exception: bouh")
1779 market
.create_order
.reset_mock()
1780 with self
.subTest(dust_amount_exception
=True),\
1781 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
1782 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
1783 D("0.1"), "BTC", "long", market
, "trade")
1784 market
.create_order
.side_effect
= portfolio
.ExchangeNotAvailable
1786 market
.create_order
.assert_called_once()
1787 self
.assertEqual(0, len(order
.results
))
1788 self
.assertEqual("closed", order
.status
)
1789 mark_finished_order
.assert_called_once()
1792 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1793 class MouvementTest(WebMockTestCase
):
1794 def test_values(self
):
1795 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
1796 "tradeID": 42, "type": "buy", "fee": "0.0015",
1797 "date": "2017-12-30 12:00:12", "rate": "0.1",
1798 "amount": "10", "total": "1"
1800 self
.assertEqual("ETH", mouvement
.currency
)
1801 self
.assertEqual("BTC", mouvement
.base_currency
)
1802 self
.assertEqual(42, mouvement
.id)
1803 self
.assertEqual("buy", mouvement
.action
)
1804 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
1805 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
1806 self
.assertEqual(D("0.1"), mouvement
.rate
)
1807 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
1808 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
1810 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
1811 self
.assertIsNone(mouvement
.date
)
1812 self
.assertIsNone(mouvement
.id)
1813 self
.assertIsNone(mouvement
.action
)
1814 self
.assertEqual(-1, mouvement
.fee_rate
)
1815 self
.assertEqual(0, mouvement
.rate
)
1816 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
1817 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
1819 @unittest.skipUnless("acceptance" in limits
, "Acceptance skipped")
1820 class AcceptanceTest(WebMockTestCase
):
1821 @unittest.expectedFailure
1822 def test_success_sell_only_necessary(self
):
1825 "exchange_free": D("1.0"),
1826 "exchange_used": D("0.0"),
1827 "exchange_total": D("1.0"),
1831 "exchange_free": D("4.0"),
1832 "exchange_used": D("0.0"),
1833 "exchange_total": D("4.0"),
1837 "exchange_free": D("1000.0"),
1838 "exchange_used": D("0.0"),
1839 "exchange_total": D("1000.0"),
1840 "total": D("1000.0"),
1844 "ETH": (D("0.25"), "long"),
1845 "ETC": (D("0.25"), "long"),
1846 "BTC": (D("0.4"), "long"),
1847 "BTD": (D("0.01"), "short"),
1848 "B2X": (D("0.04"), "long"),
1849 "USDT": (D("0.05"), "long"),
1852 def fetch_ticker(symbol
):
1853 if symbol
== "ETH/BTC":
1855 "symbol": "ETH/BTC",
1859 if symbol
== "ETC/BTC":
1861 "symbol": "ETC/BTC",
1865 if symbol
== "XVG/BTC":
1867 "symbol": "XVG/BTC",
1868 "bid": D("0.00003"),
1871 if symbol
== "BTD/BTC":
1873 "symbol": "BTD/BTC",
1877 if symbol
== "B2X/BTC":
1879 "symbol": "B2X/BTC",
1883 if symbol
== "USDT/BTC":
1884 raise helper
.ExchangeError
1885 if symbol
== "BTC/USDT":
1887 "symbol": "BTC/USDT",
1891 self
.fail("Shouldn't have been called with {}".format(symbol
))
1893 market
= mock
.Mock()
1894 market
.fetch_all_balances
.return_value
= fetch_balance
1895 market
.fetch_ticker
.side_effect
= fetch_ticker
1896 with mock
.patch
.object(portfolio
.Portfolio
, "repartition", return_value
=repartition
):
1898 helper
.prepare_trades(market
)
1900 balances
= portfolio
.BalanceStore
.all
1901 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
1902 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
1903 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
1906 trades
= portfolio
.TradeStore
.all
1907 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
1908 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
1909 self
.assertEqual("dispose", trades
[0].action
)
1911 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
1912 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
1913 self
.assertEqual("acquire", trades
[1].action
)
1915 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
1916 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
1917 self
.assertEqual("dispose", trades
[2].action
)
1919 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
1920 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
1921 self
.assertEqual("acquire", trades
[3].action
)
1923 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
1924 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
1925 self
.assertEqual("acquire", trades
[4].action
)
1927 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
1928 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
1929 self
.assertEqual("acquire", trades
[5].action
)
1932 portfolio
.TradeStore
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
1934 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
1935 self
.assertEqual(2, len(all_orders
))
1936 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
1937 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
1938 self
.assertEqual(1000, all_orders
[1].amount
.value
)
1939 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
1942 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
1943 self
.assertEqual("limit", type)
1944 if symbol
== "ETH/BTC":
1945 self
.assertEqual("sell", action
)
1946 self
.assertEqual(D('0.66666666'), amount
)
1947 self
.assertEqual(D("0.14014"), price
)
1948 elif symbol
== "XVG/BTC":
1949 self
.assertEqual("sell", action
)
1950 self
.assertEqual(1000, amount
)
1951 self
.assertEqual(D("0.00003003"), price
)
1953 self
.fail("I shouldn't have been called")
1958 market
.create_order
.side_effect
= create_order
1959 market
.order_precision
.return_value
= 8
1962 portfolio
.TradeStore
.run_orders()
1964 self
.assertEqual("open", all_orders
[0].status
)
1965 self
.assertEqual("open", all_orders
[1].status
)
1967 market
.fetch_order
.return_value
= { "status": "closed", "datetime": "2018-01-20 13:40:00" }
1968 market
.privatePostReturnOrderTrades
.return_value
= [
1970 "tradeID": 42, "type": "buy", "fee": "0.0015",
1971 "date": "2017-12-30 12:00:12", "rate": "0.1",
1972 "amount": "10", "total": "1"
1975 with mock
.patch
.object(portfolio
.time
, "sleep") as sleep
:
1977 helper
.follow_orders(verbose
=False)
1979 sleep
.assert_called_with(30)
1981 for order
in all_orders
:
1982 self
.assertEqual("closed", order
.status
)
1986 "exchange_free": D("1.0") / 3,
1987 "exchange_used": D("0.0"),
1988 "exchange_total": D("1.0") / 3,
1990 "total": D("1.0") / 3,
1993 "exchange_free": D("0.134"),
1994 "exchange_used": D("0.0"),
1995 "exchange_total": D("0.134"),
1997 "total": D("0.134"),
2000 "exchange_free": D("4.0"),
2001 "exchange_used": D("0.0"),
2002 "exchange_total": D("4.0"),
2007 "exchange_free": D("0.0"),
2008 "exchange_used": D("0.0"),
2009 "exchange_total": D("0.0"),
2014 market
.fetch_all_balances
.return_value
= fetch_balance
2016 with mock
.patch
.object(portfolio
.Portfolio
, "repartition", return_value
=repartition
):
2018 helper
.update_trades(market
, only
="acquire", compute_value
="average")
2020 balances
= portfolio
.BalanceStore
.all
2021 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
2022 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
2023 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
2024 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
2027 trades
= portfolio
.TradeStore
.all
2028 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
2029 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
2030 self
.assertEqual("dispose", trades
[0].action
)
2032 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
2033 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
2034 self
.assertEqual("acquire", trades
[1].action
)
2036 self
.assertNotIn("BTC", trades
)
2038 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
2039 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
2040 self
.assertEqual("dispose", trades
[2].action
)
2042 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
2043 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
2044 self
.assertEqual("acquire", trades
[3].action
)
2046 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
2047 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
2048 self
.assertEqual("acquire", trades
[4].action
)
2050 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
2051 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
2052 self
.assertEqual("acquire", trades
[5].action
)
2055 portfolio
.TradeStore
.prepare_orders(only
="acquire", compute_value
=lambda x
, y
: x
["ask"])
2057 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
2058 self
.assertEqual(4, len(all_orders
))
2059 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
2060 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
2061 self
.assertEqual("buy", all_orders
[0].action
)
2062 self
.assertEqual("long", all_orders
[0].trade_type
)
2064 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
2065 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
2066 self
.assertEqual("sell", all_orders
[1].action
)
2067 self
.assertEqual("short", all_orders
[1].trade_type
)
2069 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
2070 self
.assertAlmostEqual(0, diff
.value
)
2071 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
2072 self
.assertEqual("buy", all_orders
[2].action
)
2073 self
.assertEqual("long", all_orders
[2].trade_type
)
2075 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
2076 self
.assertEqual(D("16000"), all_orders
[3].rate
)
2077 self
.assertEqual("sell", all_orders
[3].action
)
2078 self
.assertEqual("long", all_orders
[3].trade_type
)
2082 # Move balances to margin
2086 # portfolio.TradeStore.run_orders()
2088 with mock
.patch
.object(portfolio
.time
, "sleep") as sleep
:
2090 helper
.follow_orders(verbose
=False)
2092 sleep
.assert_called_with(30)
2094 if __name__
== '__main__':