5 @unittest.skipUnless("unit" in limits
, "Unit skipped")
6 class ComputationTest(WebMockTestCase
):
7 def test_compute_value(self
):
9 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
10 compute
.assert_called_with("foo", "ask")
13 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
14 compute
.assert_called_with("foo", "bid")
17 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
18 compute
.assert_called_with("foo", "ask")
21 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
22 compute
.assert_called_with("foo", "bid")
25 portfolio
.Computation
.computations
["test"] = compute
26 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
27 compute
.assert_called_with("foo", "bid")
29 @unittest.skipUnless("unit" in limits
, "Unit skipped")
30 class TradeTest(WebMockTestCase
):
32 def test_values_assertion(self
):
33 value_from
= portfolio
.Amount("BTC", "1.0")
34 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
35 value_to
= portfolio
.Amount("BTC", "1.0")
36 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
37 self
.assertEqual("BTC", trade
.base_currency
)
38 self
.assertEqual("ETH", trade
.currency
)
39 self
.assertEqual(self
.m
, trade
.market
)
41 with self
.assertRaises(AssertionError):
42 portfolio
.Trade(value_from
, -value_to
, "ETH", self
.m
)
43 with self
.assertRaises(AssertionError):
44 portfolio
.Trade(value_from
, value_to
, "ETC", self
.m
)
45 with self
.assertRaises(AssertionError):
46 value_from
.currency
= "ETH"
47 portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
48 value_from
.currency
= "BTC"
49 with self
.assertRaises(AssertionError):
50 value_from2
= portfolio
.Amount("BTC", "1.0")
51 portfolio
.Trade(value_from2
, value_to
, "ETH", self
.m
)
53 value_from
= portfolio
.Amount("BTC", 0)
54 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
55 self
.assertEqual(0, trade
.value_from
.linked_to
)
57 def test_action(self
):
58 value_from
= portfolio
.Amount("BTC", "1.0")
59 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
60 value_to
= portfolio
.Amount("BTC", "1.0")
61 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
63 self
.assertIsNone(trade
.action
)
65 value_from
= portfolio
.Amount("BTC", "1.0")
66 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
67 value_to
= portfolio
.Amount("BTC", "2.0")
68 trade
= portfolio
.Trade(value_from
, value_to
, "BTC", self
.m
)
70 self
.assertIsNone(trade
.action
)
72 value_from
= portfolio
.Amount("BTC", "0.5")
73 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
74 value_to
= portfolio
.Amount("BTC", "1.0")
75 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
77 self
.assertEqual("acquire", trade
.action
)
79 value_from
= portfolio
.Amount("BTC", "0")
80 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
81 value_to
= portfolio
.Amount("BTC", "-1.0")
82 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
84 self
.assertEqual("acquire", trade
.action
)
86 def test_order_action(self
):
87 value_from
= portfolio
.Amount("BTC", "0.5")
88 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
89 value_to
= portfolio
.Amount("BTC", "1.0")
90 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
92 trade
.inverted
= False
93 self
.assertEqual("buy", trade
.order_action())
95 self
.assertEqual("sell", trade
.order_action())
97 value_from
= portfolio
.Amount("BTC", "0")
98 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
99 value_to
= portfolio
.Amount("BTC", "-1.0")
100 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
102 trade
.inverted
= False
103 self
.assertEqual("sell", trade
.order_action())
104 trade
.inverted
= True
105 self
.assertEqual("buy", trade
.order_action())
107 def test_trade_type(self
):
108 value_from
= portfolio
.Amount("BTC", "0.5")
109 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
110 value_to
= portfolio
.Amount("BTC", "1.0")
111 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
113 self
.assertEqual("long", trade
.trade_type
)
115 value_from
= portfolio
.Amount("BTC", "0")
116 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
117 value_to
= portfolio
.Amount("BTC", "-1.0")
118 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
120 self
.assertEqual("short", trade
.trade_type
)
122 def test_is_fullfiled(self
):
123 with self
.subTest(inverted
=False):
124 value_from
= portfolio
.Amount("BTC", "0.5")
125 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
126 value_to
= portfolio
.Amount("BTC", "1.0")
127 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
130 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
133 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
134 trade
.orders
.append(order1
)
135 trade
.orders
.append(order2
)
137 self
.assertFalse(trade
.is_fullfiled
)
140 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
141 trade
.orders
.append(order3
)
143 self
.assertTrue(trade
.is_fullfiled
)
145 order1
.filled_amount
.assert_called_with(in_base_currency
=True, refetch
=True)
146 order2
.filled_amount
.assert_called_with(in_base_currency
=True, refetch
=True)
147 order3
.filled_amount
.assert_called_with(in_base_currency
=True, refetch
=True)
149 with self
.subTest(inverted
=True):
150 value_from
= portfolio
.Amount("BTC", "0.5")
151 value_from
.linked_to
= portfolio
.Amount("USDT", "1000.0")
152 value_to
= portfolio
.Amount("BTC", "1.0")
153 trade
= portfolio
.Trade(value_from
, value_to
, "USDT", self
.m
)
154 trade
.inverted
= True
157 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
160 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
161 trade
.orders
.append(order1
)
162 trade
.orders
.append(order2
)
164 self
.assertFalse(trade
.is_fullfiled
)
167 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
168 trade
.orders
.append(order3
)
170 self
.assertTrue(trade
.is_fullfiled
)
172 order1
.filled_amount
.assert_called_with(in_base_currency
=False, refetch
=True)
173 order2
.filled_amount
.assert_called_with(in_base_currency
=False, refetch
=True)
174 order3
.filled_amount
.assert_called_with(in_base_currency
=False, refetch
=True)
177 def test_filled_amount(self
):
178 value_from
= portfolio
.Amount("BTC", "0.5")
179 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
180 value_to
= portfolio
.Amount("BTC", "1.0")
181 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
184 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
187 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
188 trade
.orders
.append(order1
)
189 trade
.orders
.append(order2
)
191 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
192 order1
.filled_amount
.assert_called_with(in_base_currency
=False, refetch
=False)
193 order2
.filled_amount
.assert_called_with(in_base_currency
=False, refetch
=False)
195 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
196 order1
.filled_amount
.assert_called_with(in_base_currency
=False, refetch
=False)
197 order2
.filled_amount
.assert_called_with(in_base_currency
=False, refetch
=False)
199 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
200 order1
.filled_amount
.assert_called_with(in_base_currency
=True, refetch
=False)
201 order2
.filled_amount
.assert_called_with(in_base_currency
=True, refetch
=False)
203 @mock.patch.object(portfolio
.Computation
, "compute_value")
204 @mock.patch.object(portfolio
.Trade
, "filled_amount")
205 @mock.patch.object(portfolio
, "Order")
206 def test_prepare_order(self
, Order
, filled_amount
, compute_value
):
207 Order
.return_value
= "Order"
209 with self
.subTest(desc
="Nothing to do"):
210 value_from
= portfolio
.Amount("BTC", "10")
211 value_from
.rate
= D("0.1")
212 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
213 value_to
= portfolio
.Amount("BTC", "10")
214 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
216 trade
.prepare_order()
218 filled_amount
.assert_not_called()
219 compute_value
.assert_not_called()
220 self
.assertEqual(0, len(trade
.orders
))
221 Order
.assert_not_called()
223 self
.m
.get_ticker
.return_value
= None
224 with self
.subTest(desc
="Unknown ticker"):
225 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
226 compute_value
.return_value
= D("0.125")
228 value_from
= portfolio
.Amount("BTC", "1")
229 value_from
.rate
= D("0.1")
230 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
231 value_to
= portfolio
.Amount("BTC", "10")
232 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
234 trade
.prepare_order()
236 filled_amount
.assert_not_called()
237 compute_value
.assert_not_called()
238 self
.assertEqual(0, len(trade
.orders
))
239 Order
.assert_not_called()
240 self
.m
.report
.log_error
.assert_called_once_with('prepare_order',
241 message
='Unknown ticker FOO/BTC')
243 self
.m
.get_ticker
.return_value
= { "inverted": False }
244 with self
.subTest(desc
="Already filled"):
245 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
246 compute_value
.return_value
= D("0.125")
248 value_from
= portfolio
.Amount("BTC", "10")
249 value_from
.rate
= D("0.1")
250 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
251 value_to
= portfolio
.Amount("BTC", "0")
252 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
254 trade
.prepare_order()
256 filled_amount
.assert_called_with(in_base_currency
=False)
257 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
258 self
.assertEqual(0, len(trade
.orders
))
259 self
.m
.report
.log_error
.assert_called_with("prepare_order", message
=mock
.ANY
)
260 Order
.assert_not_called()
262 with self
.subTest(action
="dispose", inverted
=False):
263 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
264 compute_value
.return_value
= D("0.125")
266 value_from
= portfolio
.Amount("BTC", "10")
267 value_from
.rate
= D("0.1")
268 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
269 value_to
= portfolio
.Amount("BTC", "1")
270 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
272 trade
.prepare_order()
274 filled_amount
.assert_called_with(in_base_currency
=False)
275 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
276 self
.assertEqual(1, len(trade
.orders
))
277 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
278 D("0.125"), "BTC", "long", self
.m
,
279 trade
, close_if_possible
=False)
281 with self
.subTest(action
="dispose", inverted
=False, close_if_possible
=True):
282 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
283 compute_value
.return_value
= D("0.125")
285 value_from
= portfolio
.Amount("BTC", "10")
286 value_from
.rate
= D("0.1")
287 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
288 value_to
= portfolio
.Amount("BTC", "1")
289 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
291 trade
.prepare_order(close_if_possible
=True)
293 filled_amount
.assert_called_with(in_base_currency
=False)
294 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
295 self
.assertEqual(1, len(trade
.orders
))
296 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
297 D("0.125"), "BTC", "long", self
.m
,
298 trade
, close_if_possible
=True)
300 with self
.subTest(action
="acquire", inverted
=False):
301 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
302 compute_value
.return_value
= D("0.125")
304 value_from
= portfolio
.Amount("BTC", "1")
305 value_from
.rate
= D("0.1")
306 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
307 value_to
= portfolio
.Amount("BTC", "10")
308 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
310 trade
.prepare_order()
312 filled_amount
.assert_called_with(in_base_currency
=True)
313 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "buy", compute_value
="default")
314 self
.assertEqual(1, len(trade
.orders
))
316 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
317 D("0.125"), "BTC", "long", self
.m
,
318 trade
, close_if_possible
=False)
320 with self
.subTest(close_if_possible
=True):
321 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
322 compute_value
.return_value
= D("0.125")
324 value_from
= portfolio
.Amount("BTC", "10")
325 value_from
.rate
= D("0.1")
326 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
327 value_to
= portfolio
.Amount("BTC", "0")
328 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
330 trade
.prepare_order()
332 filled_amount
.assert_called_with(in_base_currency
=False)
333 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
334 self
.assertEqual(1, len(trade
.orders
))
335 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
336 D("0.125"), "BTC", "long", self
.m
,
337 trade
, close_if_possible
=True)
339 self
.m
.get_ticker
.return_value
= { "inverted": True, "original": {}
}
340 with self
.subTest(action
="dispose", inverted
=True):
341 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
342 compute_value
.return_value
= D("125")
344 value_from
= portfolio
.Amount("BTC", "10")
345 value_from
.rate
= D("0.01")
346 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
347 value_to
= portfolio
.Amount("BTC", "1")
348 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
350 trade
.prepare_order(compute_value
="foo")
352 filled_amount
.assert_called_with(in_base_currency
=True)
353 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "buy", compute_value
="foo")
354 self
.assertEqual(1, len(trade
.orders
))
355 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
356 D("125"), "FOO", "long", self
.m
,
357 trade
, close_if_possible
=False)
359 with self
.subTest(action
="acquire", inverted
=True):
360 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
361 compute_value
.return_value
= D("125")
363 value_from
= portfolio
.Amount("BTC", "1")
364 value_from
.rate
= D("0.01")
365 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
366 value_to
= portfolio
.Amount("BTC", "10")
367 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
369 trade
.prepare_order(compute_value
="foo")
371 filled_amount
.assert_called_with(in_base_currency
=False)
372 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "sell", compute_value
="foo")
373 self
.assertEqual(1, len(trade
.orders
))
374 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
375 D("125"), "FOO", "long", self
.m
,
376 trade
, close_if_possible
=False)
378 def test_tick_actions_recreate(self
):
379 value_from
= portfolio
.Amount("BTC", "0.5")
380 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
381 value_to
= portfolio
.Amount("BTC", "1.0")
382 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
384 self
.assertEqual("average", trade
.tick_actions_recreate(0))
385 self
.assertEqual("foo", trade
.tick_actions_recreate(0, default
="foo"))
386 self
.assertEqual("average", trade
.tick_actions_recreate(1))
387 self
.assertEqual(trade
.tick_actions
[2][1], trade
.tick_actions_recreate(2))
388 self
.assertEqual(trade
.tick_actions
[2][1], trade
.tick_actions_recreate(3))
389 self
.assertEqual(trade
.tick_actions
[5][1], trade
.tick_actions_recreate(5))
390 self
.assertEqual(trade
.tick_actions
[5][1], trade
.tick_actions_recreate(6))
391 self
.assertEqual("default", trade
.tick_actions_recreate(7))
392 self
.assertEqual("default", trade
.tick_actions_recreate(8))
394 @mock.patch.object(portfolio
.Trade
, "prepare_order")
395 def test_update_order(self
, prepare_order
):
396 order_mock
= mock
.Mock()
397 new_order_mock
= mock
.Mock()
399 value_from
= portfolio
.Amount("BTC", "0.5")
400 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
401 value_to
= portfolio
.Amount("BTC", "1.0")
402 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
403 prepare_order
.return_value
= new_order_mock
405 for i
in [0, 1, 3, 4, 6]:
406 with self
.subTest(tick
=i
):
407 trade
.update_order(order_mock
, i
)
408 order_mock
.cancel
.assert_not_called()
409 new_order_mock
.run
.assert_not_called()
410 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
,
411 update
="waiting", compute_value
=None, new_order
=None)
413 order_mock
.reset_mock()
414 new_order_mock
.reset_mock()
416 self
.m
.report
.log_order
.reset_mock()
418 trade
.update_order(order_mock
, 2)
419 order_mock
.cancel
.assert_called()
420 new_order_mock
.run
.assert_called()
421 prepare_order
.assert_called()
422 self
.m
.report
.log_order
.assert_called()
423 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
425 mock
.call(order_mock
, 2, update
="adjusting",
426 compute_value
=mock
.ANY
,
427 new_order
=new_order_mock
),
428 mock
.call(order_mock
, 2, new_order
=new_order_mock
),
430 self
.m
.report
.log_order
.assert_has_calls(calls
)
432 order_mock
.reset_mock()
433 new_order_mock
.reset_mock()
435 self
.m
.report
.log_order
.reset_mock()
437 trade
.update_order(order_mock
, 5)
438 order_mock
.cancel
.assert_called()
439 new_order_mock
.run
.assert_called()
440 prepare_order
.assert_called()
441 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
442 self
.m
.report
.log_order
.assert_called()
444 mock
.call(order_mock
, 5, update
="adjusting",
445 compute_value
=mock
.ANY
,
446 new_order
=new_order_mock
),
447 mock
.call(order_mock
, 5, new_order
=new_order_mock
),
449 self
.m
.report
.log_order
.assert_has_calls(calls
)
451 order_mock
.reset_mock()
452 new_order_mock
.reset_mock()
454 self
.m
.report
.log_order
.reset_mock()
456 trade
.update_order(order_mock
, 7)
457 order_mock
.cancel
.assert_called()
458 new_order_mock
.run
.assert_called()
459 prepare_order
.assert_called_with(compute_value
="default")
460 self
.m
.report
.log_order
.assert_called()
461 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
463 mock
.call(order_mock
, 7, update
="market_fallback",
464 compute_value
='default',
465 new_order
=new_order_mock
),
466 mock
.call(order_mock
, 7, new_order
=new_order_mock
),
468 self
.m
.report
.log_order
.assert_has_calls(calls
)
470 order_mock
.reset_mock()
471 new_order_mock
.reset_mock()
473 self
.m
.report
.log_order
.reset_mock()
475 for i
in [10, 13, 16]:
476 with self
.subTest(tick
=i
):
477 trade
.update_order(order_mock
, i
)
478 order_mock
.cancel
.assert_called()
479 new_order_mock
.run
.assert_called()
480 prepare_order
.assert_called_with(compute_value
="default")
481 self
.m
.report
.log_order
.assert_called()
482 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
484 mock
.call(order_mock
, i
, update
="market_adjust",
485 compute_value
='default',
486 new_order
=new_order_mock
),
487 mock
.call(order_mock
, i
, new_order
=new_order_mock
),
489 self
.m
.report
.log_order
.assert_has_calls(calls
)
491 order_mock
.reset_mock()
492 new_order_mock
.reset_mock()
494 self
.m
.report
.log_order
.reset_mock()
496 for i
in [8, 9, 11, 12]:
497 with self
.subTest(tick
=i
):
498 trade
.update_order(order_mock
, i
)
499 order_mock
.cancel
.assert_not_called()
500 new_order_mock
.run
.assert_not_called()
501 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
, update
="waiting",
502 compute_value
=None, new_order
=None)
504 order_mock
.reset_mock()
505 new_order_mock
.reset_mock()
507 self
.m
.report
.log_order
.reset_mock()
510 def test_print_with_order(self
):
511 value_from
= portfolio
.Amount("BTC", "0.5")
512 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
513 value_to
= portfolio
.Amount("BTC", "1.0")
514 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
516 order_mock1
= mock
.Mock()
517 order_mock1
.__repr__
= mock
.Mock()
518 order_mock1
.__repr__
.return_value
= "Mock 1"
519 order_mock2
= mock
.Mock()
520 order_mock2
.__repr__
= mock
.Mock()
521 order_mock2
.__repr__
.return_value
= "Mock 2"
522 order_mock1
.mouvements
= []
523 mouvement_mock1
= mock
.Mock()
524 mouvement_mock1
.__repr__
= mock
.Mock()
525 mouvement_mock1
.__repr__
.return_value
= "Mouvement 1"
526 mouvement_mock2
= mock
.Mock()
527 mouvement_mock2
.__repr__
= mock
.Mock()
528 mouvement_mock2
.__repr__
.return_value
= "Mouvement 2"
529 order_mock2
.mouvements
= [
530 mouvement_mock1
, mouvement_mock2
532 trade
.orders
.append(order_mock1
)
533 trade
.orders
.append(order_mock2
)
535 with mock
.patch
.object(trade
, "filled_amount") as filled
:
536 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
538 trade
.print_with_order()
540 self
.m
.report
.print_log
.assert_called()
541 calls
= self
.m
.report
.print_log
.mock_calls
542 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls
[0][1][0]))
543 self
.assertEqual("\tMock 1", str(calls
[1][1][0]))
544 self
.assertEqual("\tMock 2", str(calls
[2][1][0]))
545 self
.assertEqual("\t\tMouvement 1", str(calls
[3][1][0]))
546 self
.assertEqual("\t\tMouvement 2", str(calls
[4][1][0]))
548 self
.m
.report
.print_log
.reset_mock()
550 filled
.return_value
= portfolio
.Amount("BTC", "0.5")
551 trade
.print_with_order()
552 calls
= self
.m
.report
.print_log
.mock_calls
553 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls
[0][1][0]))
555 self
.m
.report
.print_log
.reset_mock()
557 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
559 trade
.print_with_order()
560 calls
= self
.m
.report
.print_log
.mock_calls
561 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls
[0][1][0]))
563 def test_close(self
):
564 value_from
= portfolio
.Amount("BTC", "0.5")
565 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
566 value_to
= portfolio
.Amount("BTC", "1.0")
567 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
569 trade
.orders
.append(order1
)
573 self
.assertEqual(True, trade
.closed
)
574 order1
.cancel
.assert_called_once_with()
576 def test_pending(self
):
577 value_from
= portfolio
.Amount("BTC", "0.5")
578 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
579 value_to
= portfolio
.Amount("BTC", "1.0")
580 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
583 self
.assertEqual(False, trade
.pending
)
586 self
.assertEqual(True, trade
.pending
)
589 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.5")
590 trade
.orders
.append(order1
)
591 self
.assertEqual(False, trade
.pending
)
593 def test__repr(self
):
594 value_from
= portfolio
.Amount("BTC", "0.5")
595 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
596 value_to
= portfolio
.Amount("BTC", "1.0")
597 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
599 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
601 def test_as_json(self
):
602 value_from
= portfolio
.Amount("BTC", "0.5")
603 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
604 value_to
= portfolio
.Amount("BTC", "1.0")
605 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
607 as_json
= trade
.as_json()
608 self
.assertEqual("acquire", as_json
["action"])
609 self
.assertEqual(D("0.5"), as_json
["from"])
610 self
.assertEqual(D("1.0"), as_json
["to"])
611 self
.assertEqual("ETH", as_json
["currency"])
612 self
.assertEqual("BTC", as_json
["base_currency"])
614 @unittest.skipUnless("unit" in limits
, "Unit skipped")
615 class BalanceTest(WebMockTestCase
):
616 def test_values(self
):
617 balance
= portfolio
.Balance("BTC", {
618 "exchange_total": "0.65",
619 "exchange_free": "0.35",
620 "exchange_used": "0.30",
621 "margin_total": "-10",
622 "margin_borrowed": "10",
623 "margin_available": "0",
624 "margin_in_position": "0",
625 "margin_position_type": "short",
626 "margin_borrowed_base_currency": "USDT",
627 "margin_liquidation_price": "1.20",
628 "margin_pending_gain": "10",
629 "margin_lending_fees": "0.4",
630 "margin_borrowed_base_price": "0.15",
632 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
633 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
634 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
635 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
636 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
637 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
639 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
640 self
.assertEqual(portfolio
.D("10"), balance
.margin_borrowed
.value
)
641 self
.assertEqual(portfolio
.D("0"), balance
.margin_available
.value
)
642 self
.assertEqual("BTC", balance
.margin_total
.currency
)
643 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
644 self
.assertEqual("BTC", balance
.margin_available
.currency
)
646 self
.assertEqual("BTC", balance
.currency
)
648 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
649 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
651 def test__repr(self
):
652 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
653 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
654 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
655 "exchange_used": 1, "exchange_free": 2 })
656 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
658 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
659 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
661 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
662 "margin_in_position": 1, "margin_available": 2 })
663 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
665 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_available": 2 }
)
666 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
668 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
669 "margin_borrowed_base_price": D("0.1"),
670 "margin_borrowed_base_currency": "BTC",
671 "margin_lending_fees": D("0.002") })
672 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
674 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
675 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
676 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
678 def test_as_json(self
):
679 balance
= portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)
680 as_json
= balance
.as_json()
681 self
.assertEqual(set(portfolio
.Balance
.base_keys
), set(as_json
.keys()))
682 self
.assertEqual(D(0), as_json
["total"])
683 self
.assertEqual(D(2), as_json
["exchange_total"])
684 self
.assertEqual(D(2), as_json
["exchange_free"])
685 self
.assertEqual(D(0), as_json
["exchange_used"])
686 self
.assertEqual(D(0), as_json
["margin_total"])
687 self
.assertEqual(D(0), as_json
["margin_available"])
688 self
.assertEqual(D(0), as_json
["margin_borrowed"])
690 @unittest.skipUnless("unit" in limits
, "Unit skipped")
691 class OrderTest(WebMockTestCase
):
692 def test_values(self
):
693 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
694 D("0.1"), "BTC", "long", "market", "trade")
695 self
.assertEqual("buy", order
.action
)
696 self
.assertEqual(10, order
.amount
.value
)
697 self
.assertEqual("ETH", order
.amount
.currency
)
698 self
.assertEqual(D("0.1"), order
.rate
)
699 self
.assertEqual("BTC", order
.base_currency
)
700 self
.assertEqual("market", order
.market
)
701 self
.assertEqual("long", order
.trade_type
)
702 self
.assertEqual("pending", order
.status
)
703 self
.assertEqual("trade", order
.trade
)
704 self
.assertIsNone(order
.id)
705 self
.assertFalse(order
.close_if_possible
)
707 def test__repr(self
):
708 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
709 D("0.1"), "BTC", "long", "market", "trade")
710 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
712 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
713 D("0.1"), "BTC", "long", "market", "trade",
714 close_if_possible
=True)
715 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
717 def test_as_json(self
):
718 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
719 D("0.1"), "BTC", "long", "market", "trade")
720 mouvement_mock1
= mock
.Mock()
721 mouvement_mock1
.as_json
.return_value
= 1
722 mouvement_mock2
= mock
.Mock()
723 mouvement_mock2
.as_json
.return_value
= 2
725 order
.mouvements
= [mouvement_mock1
, mouvement_mock2
]
726 as_json
= order
.as_json()
727 self
.assertEqual("buy", as_json
["action"])
728 self
.assertEqual("long", as_json
["trade_type"])
729 self
.assertEqual(10, as_json
["amount"])
730 self
.assertEqual("ETH", as_json
["currency"])
731 self
.assertEqual("BTC", as_json
["base_currency"])
732 self
.assertEqual(D("0.1"), as_json
["rate"])
733 self
.assertEqual("pending", as_json
["status"])
734 self
.assertEqual(False, as_json
["close_if_possible"])
735 self
.assertIsNone(as_json
["id"])
736 self
.assertEqual([1, 2], as_json
["mouvements"])
738 def test_account(self
):
739 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
740 D("0.1"), "BTC", "long", "market", "trade")
741 self
.assertEqual("exchange", order
.account
)
743 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
744 D("0.1"), "BTC", "short", "market", "trade")
745 self
.assertEqual("margin", order
.account
)
747 def test_pending(self
):
748 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
749 D("0.1"), "BTC", "long", "market", "trade")
750 self
.assertTrue(order
.pending
)
751 order
.status
= "open"
752 self
.assertFalse(order
.pending
)
755 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
756 D("0.1"), "BTC", "long", "market", "trade")
757 self
.assertFalse(order
.open)
758 order
.status
= "open"
759 self
.assertTrue(order
.open)
761 def test_finished(self
):
762 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
763 D("0.1"), "BTC", "long", "market", "trade")
764 self
.assertFalse(order
.finished
)
765 order
.status
= "closed"
766 self
.assertTrue(order
.finished
)
767 order
.status
= "canceled"
768 self
.assertTrue(order
.finished
)
769 order
.status
= "error"
770 self
.assertTrue(order
.finished
)
772 @mock.patch.object(portfolio
.Order
, "fetch")
773 def test_cancel(self
, fetch
):
774 with self
.subTest(debug
=True):
776 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
777 D("0.1"), "BTC", "long", self
.m
, "trade")
778 order
.status
= "open"
781 self
.m
.ccxt
.cancel_order
.assert_not_called()
782 self
.m
.report
.log_debug_action
.assert_called_once()
783 self
.m
.report
.log_debug_action
.reset_mock()
784 self
.assertEqual("canceled", order
.status
)
786 with self
.subTest(desc
="Nominal case"):
788 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
789 D("0.1"), "BTC", "long", self
.m
, "trade")
790 order
.status
= "open"
794 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
795 fetch
.assert_called_once_with()
796 self
.m
.report
.log_debug_action
.assert_not_called()
798 with self
.subTest(exception
=True):
799 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
800 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
801 D("0.1"), "BTC", "long", self
.m
, "trade")
802 order
.status
= "open"
805 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
806 self
.m
.report
.log_error
.assert_called_once()
809 with self
.subTest(id=None):
810 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
811 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
812 D("0.1"), "BTC", "long", self
.m
, "trade")
813 order
.status
= "open"
815 self
.m
.ccxt
.cancel_order
.assert_not_called()
818 with self
.subTest(open=False):
819 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
820 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
821 D("0.1"), "BTC", "long", self
.m
, "trade")
822 order
.status
= "closed"
824 self
.m
.ccxt
.cancel_order
.assert_not_called()
826 def test_mark_dust_amount_remaining(self
):
827 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
828 D("0.1"), "BTC", "long", self
.m
, "trade")
829 self
.m
.ccxt
.is_dust_trade
.return_value
= False
830 order
.mark_dust_amount_remaining_order()
831 self
.assertEqual("pending", order
.status
)
833 self
.m
.ccxt
.is_dust_trade
.return_value
= True
834 order
.mark_dust_amount_remaining_order()
835 self
.assertEqual("closed_dust_remaining", order
.status
)
837 @mock.patch.object(portfolio
.Order
, "fetch")
838 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
839 def test_remaining_amount(self
, filled_amount
, fetch
):
840 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
841 D("0.1"), "BTC", "long", self
.m
, "trade")
843 self
.assertEqual(9, order
.remaining_amount().value
)
845 order
.status
= "open"
846 self
.assertEqual(9, order
.remaining_amount().value
)
848 @mock.patch.object(portfolio
.Order
, "fetch")
849 def test_filled_amount(self
, fetch
):
850 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
851 D("0.1"), "BTC", "long", self
.m
, "trade")
852 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
853 "tradeID": 42, "type": "buy", "fee": "0.0015",
854 "date": "2017-12-30 12:00:12", "rate": "0.1",
855 "amount": "3", "total": "0.3"
857 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
858 "tradeID": 43, "type": "buy", "fee": "0.0015",
859 "date": "2017-12-30 13:00:12", "rate": "0.2",
860 "amount": "2", "total": "0.4"
862 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
863 fetch
.assert_not_called()
864 order
.status
= "open"
865 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
866 fetch
.assert_not_called()
867 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False, refetch
=True))
868 fetch
.assert_called_once()
869 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
871 def test_fetch_mouvements(self
):
872 self
.m
.ccxt
.privatePostReturnOrderTrades
.return_value
= [
874 "tradeID": 42, "type": "buy", "fee": "0.0015",
875 "date": "2017-12-30 13:00:12", "rate": "0.1",
876 "amount": "3", "total": "0.3"
879 "tradeID": 43, "type": "buy", "fee": "0.0015",
880 "date": "2017-12-30 12:00:12", "rate": "0.2",
881 "amount": "2", "total": "0.4"
884 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
885 D("0.1"), "BTC", "long", self
.m
, "trade")
887 order
.mouvements
= ["Foo", "Bar", "Baz"]
889 order
.fetch_mouvements()
891 self
.m
.ccxt
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
892 self
.assertEqual(2, len(order
.mouvements
))
893 self
.assertEqual(43, order
.mouvements
[0].id)
894 self
.assertEqual(42, order
.mouvements
[1].id)
896 self
.m
.ccxt
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
897 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
898 D("0.1"), "BTC", "long", self
.m
, "trade")
899 order
.fetch_mouvements()
900 self
.assertEqual(0, len(order
.mouvements
))
902 def test_mark_finished_order(self
):
903 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
904 D("0.1"), "BTC", "short", self
.m
, "trade",
905 close_if_possible
=True)
906 order
.status
= "closed"
909 order
.mark_finished_order()
910 self
.m
.ccxt
.close_margin_position
.assert_called_with("ETH", "BTC")
911 self
.m
.ccxt
.close_margin_position
.reset_mock()
913 order
.status
= "open"
914 order
.mark_finished_order()
915 self
.m
.ccxt
.close_margin_position
.assert_not_called()
917 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
918 D("0.1"), "BTC", "short", self
.m
, "trade",
919 close_if_possible
=False)
920 order
.status
= "closed"
921 order
.mark_finished_order()
922 self
.m
.ccxt
.close_margin_position
.assert_not_called()
924 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
925 D("0.1"), "BTC", "short", self
.m
, "trade",
926 close_if_possible
=True)
927 order
.status
= "closed"
928 order
.mark_finished_order()
929 self
.m
.ccxt
.close_margin_position
.assert_not_called()
931 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
932 D("0.1"), "BTC", "long", self
.m
, "trade",
933 close_if_possible
=True)
934 order
.status
= "closed"
935 order
.mark_finished_order()
936 self
.m
.ccxt
.close_margin_position
.assert_not_called()
940 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
941 D("0.1"), "BTC", "short", self
.m
, "trade",
942 close_if_possible
=True)
943 order
.status
= "closed"
945 order
.mark_finished_order()
946 self
.m
.ccxt
.close_margin_position
.assert_not_called()
947 self
.m
.report
.log_debug_action
.assert_called_once()
949 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
950 @mock.patch.object(portfolio
.Order
, "mark_disappeared_order")
951 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
952 def test_fetch(self
, mark_finished_order
, mark_disappeared_order
, fetch_mouvements
):
953 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
954 D("0.1"), "BTC", "long", self
.m
, "trade")
956 with self
.subTest(debug
=True):
959 self
.m
.report
.log_debug_action
.assert_called_once()
960 self
.m
.report
.log_debug_action
.reset_mock()
961 self
.m
.ccxt
.fetch_order
.assert_not_called()
962 mark_finished_order
.assert_not_called()
963 mark_disappeared_order
.assert_not_called()
964 fetch_mouvements
.assert_not_called()
966 with self
.subTest(debug
=False):
968 self
.m
.ccxt
.fetch_order
.return_value
= {
970 "datetime": "timestamp"
972 self
.m
.ccxt
.is_dust_trade
.return_value
= False
975 self
.m
.ccxt
.fetch_order
.assert_called_once_with(45)
976 fetch_mouvements
.assert_called_once()
977 self
.assertEqual("foo", order
.status
)
978 self
.assertEqual("timestamp", order
.timestamp
)
979 self
.assertEqual(1, len(order
.results
))
980 self
.m
.report
.log_debug_action
.assert_not_called()
981 mark_finished_order
.assert_called_once()
982 mark_disappeared_order
.assert_called_once()
984 mark_finished_order
.reset_mock()
985 with self
.subTest(missing_order
=True):
986 self
.m
.ccxt
.fetch_order
.side_effect
= [
987 portfolio
.OrderNotCached
,
990 self
.assertEqual("closed_unknown", order
.status
)
991 mark_finished_order
.assert_called_once()
993 def test_mark_disappeared_order(self
):
994 with self
.subTest("Open order"):
995 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
996 D("0.1"), "BTC", "long", self
.m
, "trade")
998 order
.mouvements
.append(portfolio
.Mouvement("XRP", "BTC", {
1000 "currencyPair":"BTC_XRP",
1002 "rate":"0.00007013",
1003 "amount":"0.00000222",
1004 "total":"0.00000000",
1006 "date":"2018-04-02 00:09:13"
1008 order
.mark_disappeared_order()
1009 self
.assertEqual("pending", order
.status
)
1011 with self
.subTest("Non-zero amount"):
1012 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1013 D("0.1"), "BTC", "long", self
.m
, "trade")
1015 order
.status
= "closed"
1016 order
.mouvements
.append(portfolio
.Mouvement("XRP", "BTC", {
1018 "currencyPair":"BTC_XRP",
1020 "rate":"0.00007013",
1021 "amount":"0.00000222",
1022 "total":"0.00000010",
1024 "date":"2018-04-02 00:09:13"
1026 order
.mark_disappeared_order()
1027 self
.assertEqual("closed", order
.status
)
1029 with self
.subTest("Other mouvements"):
1030 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1031 D("0.1"), "BTC", "long", self
.m
, "trade")
1033 order
.status
= "closed"
1034 order
.mouvements
.append(portfolio
.Mouvement("XRP", "BTC", {
1036 "currencyPair":"BTC_XRP",
1038 "rate":"0.00007013",
1039 "amount":"0.00000222",
1040 "total":"0.00000001",
1042 "date":"2018-04-02 00:09:13"
1044 order
.mouvements
.append(portfolio
.Mouvement("XRP", "BTC", {
1046 "currencyPair":"BTC_XRP",
1048 "rate":"0.00007013",
1049 "amount":"0.00000222",
1050 "total":"0.00000000",
1052 "date":"2018-04-02 00:09:13"
1054 order
.mark_disappeared_order()
1055 self
.assertEqual("error_disappeared", order
.status
)
1057 with self
.subTest("Order disappeared"):
1058 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1059 D("0.1"), "BTC", "long", self
.m
, "trade")
1061 order
.status
= "closed"
1062 order
.mouvements
.append(portfolio
.Mouvement("XRP", "BTC", {
1064 "currencyPair":"BTC_XRP",
1066 "rate":"0.00007013",
1067 "amount":"0.00000222",
1068 "total":"0.00000000",
1070 "date":"2018-04-02 00:09:13"
1072 order
.mark_disappeared_order()
1073 self
.assertEqual("error_disappeared", order
.status
)
1075 @mock.patch.object(portfolio
.Order
, "fetch")
1076 def test_get_status(self
, fetch
):
1077 with self
.subTest(debug
=True):
1079 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1080 D("0.1"), "BTC", "long", self
.m
, "trade")
1081 self
.assertEqual("pending", order
.get_status())
1082 fetch
.assert_not_called()
1083 self
.m
.report
.log_debug_action
.assert_called_once()
1085 with self
.subTest(debug
=False, finished
=False):
1086 self
.m
.debug
= False
1087 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1088 D("0.1"), "BTC", "long", self
.m
, "trade")
1090 def update_status():
1091 order
.status
= "open"
1092 return update_status
1093 fetch
.side_effect
= _fetch(order
)
1094 self
.assertEqual("open", order
.get_status())
1095 fetch
.assert_called_once()
1098 with self
.subTest(debug
=False, finished
=True):
1099 self
.m
.debug
= False
1100 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1101 D("0.1"), "BTC", "long", self
.m
, "trade")
1103 def update_status():
1104 order
.status
= "closed"
1105 return update_status
1106 fetch
.side_effect
= _fetch(order
)
1107 self
.assertEqual("closed", order
.get_status())
1108 fetch
.assert_called_once()
1111 self
.m
.ccxt
.order_precision
.return_value
= 4
1112 with self
.subTest(debug
=True):
1114 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1115 D("0.1"), "BTC", "long", self
.m
, "trade")
1117 self
.m
.ccxt
.create_order
.assert_not_called()
1118 self
.m
.report
.log_debug_action
.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
1119 self
.assertEqual("open", order
.status
)
1120 self
.assertEqual(1, len(order
.results
))
1121 self
.assertEqual(-1, order
.id)
1123 self
.m
.ccxt
.create_order
.reset_mock()
1124 with self
.subTest(debug
=False):
1125 self
.m
.debug
= False
1126 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1127 D("0.1"), "BTC", "long", self
.m
, "trade")
1128 self
.m
.ccxt
.create_order
.return_value
= { "id": 123 }
1130 self
.m
.ccxt
.create_order
.assert_called_once()
1131 self
.assertEqual(1, len(order
.results
))
1132 self
.assertEqual("open", order
.status
)
1134 self
.m
.ccxt
.create_order
.reset_mock()
1135 with self
.subTest(exception
=True):
1136 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1137 D("0.1"), "BTC", "long", self
.m
, "trade")
1138 self
.m
.ccxt
.create_order
.side_effect
= Exception("bouh")
1140 self
.m
.ccxt
.create_order
.assert_called_once()
1141 self
.assertEqual(0, len(order
.results
))
1142 self
.assertEqual("error", order
.status
)
1143 self
.m
.report
.log_error
.assert_called_once()
1145 self
.m
.ccxt
.create_order
.reset_mock()
1146 with self
.subTest(dust_amount_exception
=True),\
1147 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
1148 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
1149 D("0.1"), "BTC", "long", self
.m
, "trade")
1150 self
.m
.ccxt
.create_order
.side_effect
= portfolio
.InvalidOrder
1152 self
.m
.ccxt
.create_order
.assert_called_once()
1153 self
.assertEqual(0, len(order
.results
))
1154 self
.assertEqual("closed", order
.status
)
1155 mark_finished_order
.assert_called_once()
1157 self
.m
.ccxt
.order_precision
.return_value
= 8
1158 self
.m
.ccxt
.create_order
.reset_mock()
1159 with self
.subTest(insufficient_funds
=True),\
1160 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
1161 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
1162 D("0.1"), "BTC", "long", self
.m
, "trade")
1163 self
.m
.ccxt
.create_order
.side_effect
= [
1164 portfolio
.InsufficientFunds
,
1165 portfolio
.InsufficientFunds
,
1166 portfolio
.InsufficientFunds
,
1170 self
.m
.ccxt
.create_order
.assert_has_calls([
1171 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1172 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
1173 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
1174 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
1176 self
.assertEqual(4, self
.m
.ccxt
.create_order
.call_count
)
1177 self
.assertEqual(1, len(order
.results
))
1178 self
.assertEqual("open", order
.status
)
1179 self
.assertEqual(4, order
.tries
)
1180 self
.m
.report
.log_error
.assert_called()
1181 self
.assertEqual(4, self
.m
.report
.log_error
.call_count
)
1183 self
.m
.ccxt
.order_precision
.return_value
= 8
1184 self
.m
.ccxt
.create_order
.reset_mock()
1185 self
.m
.report
.log_error
.reset_mock()
1186 with self
.subTest(insufficient_funds
=True),\
1187 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
1188 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
1189 D("0.1"), "BTC", "long", self
.m
, "trade")
1190 self
.m
.ccxt
.create_order
.side_effect
= [
1191 portfolio
.InsufficientFunds
,
1192 portfolio
.InsufficientFunds
,
1193 portfolio
.InsufficientFunds
,
1194 portfolio
.InsufficientFunds
,
1195 portfolio
.InsufficientFunds
,
1198 self
.m
.ccxt
.create_order
.assert_has_calls([
1199 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1200 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
1201 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
1202 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
1203 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account
='exchange', price
=D('0.1')),
1205 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
1206 self
.assertEqual(0, len(order
.results
))
1207 self
.assertEqual("error", order
.status
)
1208 self
.assertEqual(5, order
.tries
)
1209 self
.m
.report
.log_error
.assert_called()
1210 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
1211 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception
=mock
.ANY
)
1214 with self
.subTest(invalid_nonce
=True):
1215 with self
.subTest(retry_success
=True):
1216 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
1217 D("0.1"), "BTC", "long", self
.m
, "trade")
1218 self
.m
.ccxt
.create_order
.side_effect
= [
1219 portfolio
.InvalidNonce
,
1220 portfolio
.InvalidNonce
,
1224 self
.m
.ccxt
.create_order
.assert_has_calls([
1225 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1226 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1227 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1229 self
.assertEqual(3, self
.m
.ccxt
.create_order
.call_count
)
1230 self
.assertEqual(3, order
.tries
)
1231 self
.m
.report
.log_error
.assert_called()
1232 self
.assertEqual(2, self
.m
.report
.log_error
.call_count
)
1233 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Retrying after invalid nonce", exception
=mock
.ANY
)
1234 self
.assertEqual(123, order
.id)
1237 with self
.subTest(retry_success
=False):
1238 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
1239 D("0.1"), "BTC", "long", self
.m
, "trade")
1240 self
.m
.ccxt
.create_order
.side_effect
= [
1241 portfolio
.InvalidNonce
,
1242 portfolio
.InvalidNonce
,
1243 portfolio
.InvalidNonce
,
1244 portfolio
.InvalidNonce
,
1245 portfolio
.InvalidNonce
,
1248 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
1249 self
.assertEqual(5, order
.tries
)
1250 self
.m
.report
.log_error
.assert_called()
1251 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
1252 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception
=mock
.ANY
)
1253 self
.assertEqual("error", order
.status
)
1256 with self
.subTest(request_timeout
=True):
1257 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
1258 D("0.1"), "BTC", "long", self
.m
, "trade")
1259 with self
.subTest(retrieved
=False), \
1260 mock
.patch
.object(order
, "retrieve_order") as retrieve
:
1261 self
.m
.ccxt
.create_order
.side_effect
= [
1262 portfolio
.RequestTimeout
,
1263 portfolio
.RequestTimeout
,
1266 retrieve
.return_value
= False
1268 self
.m
.ccxt
.create_order
.assert_has_calls([
1269 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1270 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1271 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1273 self
.assertEqual(3, self
.m
.ccxt
.create_order
.call_count
)
1274 self
.assertEqual(3, order
.tries
)
1275 self
.m
.report
.log_error
.assert_called()
1276 self
.assertEqual(2, self
.m
.report
.log_error
.call_count
)
1277 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Retrying after timeout", exception
=mock
.ANY
)
1278 self
.assertEqual(123, order
.id)
1281 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
1282 D("0.1"), "BTC", "long", self
.m
, "trade")
1283 with self
.subTest(retrieved
=True), \
1284 mock
.patch
.object(order
, "retrieve_order") as retrieve
:
1285 self
.m
.ccxt
.create_order
.side_effect
= [
1286 portfolio
.RequestTimeout
,
1289 order
.results
.append({"id": 123}
)
1291 retrieve
.side_effect
= _retrieve
1293 self
.m
.ccxt
.create_order
.assert_has_calls([
1294 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1296 self
.assertEqual(1, self
.m
.ccxt
.create_order
.call_count
)
1297 self
.assertEqual(1, order
.tries
)
1298 self
.m
.report
.log_error
.assert_called()
1299 self
.assertEqual(1, self
.m
.report
.log_error
.call_count
)
1300 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Timeout, found the order")
1301 self
.assertEqual(123, order
.id)
1304 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
1305 D("0.1"), "BTC", "long", self
.m
, "trade")
1306 with self
.subTest(retrieved
=False), \
1307 mock
.patch
.object(order
, "retrieve_order") as retrieve
:
1308 self
.m
.ccxt
.create_order
.side_effect
= [
1309 portfolio
.RequestTimeout
,
1310 portfolio
.RequestTimeout
,
1311 portfolio
.RequestTimeout
,
1312 portfolio
.RequestTimeout
,
1313 portfolio
.RequestTimeout
,
1315 retrieve
.return_value
= False
1317 self
.m
.ccxt
.create_order
.assert_has_calls([
1318 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1319 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1320 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1321 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1322 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
1324 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
1325 self
.assertEqual(5, order
.tries
)
1326 self
.m
.report
.log_error
.assert_called()
1327 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
1328 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception
=mock
.ANY
)
1329 self
.assertEqual("error", order
.status
)
1331 def test_retrieve_order(self
):
1332 with self
.subTest(similar_open_order
=True):
1333 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
1334 D("0.1"), "BTC", "long", self
.m
, "trade")
1335 order
.start_date
= datetime
.datetime(2018, 3, 25, 15, 15, 55)
1337 self
.m
.ccxt
.order_precision
.return_value
= 8
1338 self
.m
.ccxt
.fetch_orders
.return_value
= [
1340 'amount': 0.002, 'cost': 0.1,
1341 'datetime': '2018-03-25T15:15:51.000Z',
1342 'fee': None, 'filled': 0.0,
1346 'date': '2018-03-25 15:15:51',
1347 'margin': 0, 'orderNumber': '1',
1348 'price': '0.1', 'rate': '0.1',
1349 'side': 'buy', 'startingAmount': '0.002',
1350 'status': 'open', 'total': '0.0002',
1353 'price': 0.1, 'remaining': 0.002, 'side': 'buy',
1354 'status': 'open', 'symbol': 'ETH/BTC',
1355 'timestamp': 1521990951000, 'trades': None,
1359 'amount': 0.001, 'cost': 0.1,
1360 'datetime': '2018-03-25T15:15:51.000Z',
1361 'fee': None, 'filled': 0.0,
1365 'date': '2018-03-25 15:15:51',
1366 'margin': 1, 'orderNumber': '2',
1367 'price': '0.1', 'rate': '0.1',
1368 'side': 'buy', 'startingAmount': '0.001',
1369 'status': 'open', 'total': '0.0001',
1372 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
1373 'status': 'open', 'symbol': 'ETH/BTC',
1374 'timestamp': 1521990951000, 'trades': None,
1378 'amount': 0.001, 'cost': 0.1,
1379 'datetime': '2018-03-25T15:15:51.000Z',
1380 'fee': None, 'filled': 0.0,
1384 'date': '2018-03-25 15:15:51',
1385 'margin': 0, 'orderNumber': '3',
1386 'price': '0.1', 'rate': '0.1',
1387 'side': 'sell', 'startingAmount': '0.001',
1388 'status': 'open', 'total': '0.0001',
1391 'price': 0.1, 'remaining': 0.001, 'side': 'sell',
1392 'status': 'open', 'symbol': 'ETH/BTC',
1393 'timestamp': 1521990951000, 'trades': None,
1397 'amount': 0.001, 'cost': 0.15,
1398 'datetime': '2018-03-25T15:15:51.000Z',
1399 'fee': None, 'filled': 0.0,
1403 'date': '2018-03-25 15:15:51',
1404 'margin': 0, 'orderNumber': '4',
1405 'price': '0.15', 'rate': '0.15',
1406 'side': 'buy', 'startingAmount': '0.001',
1407 'status': 'open', 'total': '0.0001',
1410 'price': 0.15, 'remaining': 0.001, 'side': 'buy',
1411 'status': 'open', 'symbol': 'ETH/BTC',
1412 'timestamp': 1521990951000, 'trades': None,
1416 'amount': 0.001, 'cost': 0.1,
1417 'datetime': '2018-03-25T15:15:51.000Z',
1418 'fee': None, 'filled': 0.0,
1422 'date': '2018-03-25 15:15:51',
1423 'margin': 0, 'orderNumber': '1',
1424 'price': '0.1', 'rate': '0.1',
1425 'side': 'buy', 'startingAmount': '0.001',
1426 'status': 'open', 'total': '0.0001',
1429 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
1430 'status': 'open', 'symbol': 'ETH/BTC',
1431 'timestamp': 1521990951000, 'trades': None,
1435 result
= order
.retrieve_order()
1436 self
.assertTrue(result
)
1437 self
.assertEqual('5', order
.results
[0]["id"])
1438 self
.m
.ccxt
.fetch_my_trades
.assert_not_called()
1439 self
.m
.ccxt
.fetch_orders
.assert_called_once_with(symbol
="ETH/BTC", since
=1521983750)
1442 with self
.subTest(similar_open_order
=False, past_trades
=True):
1443 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
1444 D("0.1"), "BTC", "long", self
.m
, "trade")
1445 order
.start_date
= datetime
.datetime(2018, 3, 25, 15, 15, 55)
1447 self
.m
.ccxt
.order_precision
.return_value
= 8
1448 self
.m
.ccxt
.fetch_orders
.return_value
= []
1449 self
.m
.ccxt
.fetch_my_trades
.return_value
= [
1450 { # Wrong timestamp 1
1453 'datetime': '2018-03-25T15:15:14.000Z',
1457 'category': 'exchange',
1458 'date': '2018-03-25 15:15:14',
1459 'fee': '0.00150000',
1470 'symbol': 'ETH/BTC',
1471 'timestamp': 1521983714,
1474 { # Wrong timestamp 2
1477 'datetime': '2018-03-25T15:16:54.000Z',
1481 'category': 'exchange',
1482 'date': '2018-03-25 15:16:54',
1483 'fee': '0.00150000',
1494 'symbol': 'ETH/BTC',
1495 'timestamp': 1521983814,
1501 'datetime': '2018-03-25T15:15:54.000Z',
1505 'category': 'exchange',
1506 'date': '2018-03-25 15:15:54',
1507 'fee': '0.00150000',
1518 'symbol': 'ETH/BTC',
1519 'timestamp': 1521983754,
1525 'datetime': '2018-03-25T15:16:54.000Z',
1529 'category': 'exchange',
1530 'date': '2018-03-25 15:16:54',
1531 'fee': '0.00150000',
1542 'symbol': 'ETH/BTC',
1543 'timestamp': 1521983814,
1549 'datetime': '2018-03-25T15:15:54.000Z',
1553 'category': 'marginTrade',
1554 'date': '2018-03-25 15:15:54',
1555 'fee': '0.00150000',
1566 'symbol': 'ETH/BTC',
1567 'timestamp': 1521983754,
1573 'datetime': '2018-03-25T15:16:54.000Z',
1577 'category': 'marginTrade',
1578 'date': '2018-03-25 15:16:54',
1579 'fee': '0.00150000',
1590 'symbol': 'ETH/BTC',
1591 'timestamp': 1521983814,
1597 'datetime': '2018-03-25T15:15:54.000Z',
1601 'category': 'exchange',
1602 'date': '2018-03-25 15:15:54',
1603 'fee': '0.00150000',
1614 'symbol': 'ETH/BTC',
1615 'timestamp': 1521983754,
1621 'datetime': '2018-03-25T15:16:54.000Z',
1625 'category': 'exchange',
1626 'date': '2018-03-25 15:16:54',
1627 'fee': '0.00150000',
1638 'symbol': 'ETH/BTC',
1639 'timestamp': 1521983814,
1645 'datetime': '2018-03-25T15:15:54.000Z',
1649 'category': 'exchange',
1650 'date': '2018-03-25 15:15:54',
1651 'fee': '0.00150000',
1655 'total': '0.000066',
1662 'symbol': 'ETH/BTC',
1663 'timestamp': 1521983754,
1669 'datetime': '2018-03-25T15:16:54.000Z',
1673 'category': 'exchange',
1674 'date': '2018-03-25 15:16:54',
1675 'fee': '0.00150000',
1686 'symbol': 'ETH/BTC',
1687 'timestamp': 1521983814,
1693 'datetime': '2018-03-25T15:15:54.000Z',
1697 'category': 'exchange',
1698 'date': '2018-03-25 15:15:54',
1699 'fee': '0.00150000',
1710 'symbol': 'ETH/BTC',
1711 'timestamp': 1521983754,
1717 'datetime': '2018-03-25T15:16:54.000Z',
1721 'category': 'exchange',
1722 'date': '2018-03-25 15:16:54',
1723 'fee': '0.00150000',
1727 'total': '0.000036',
1734 'symbol': 'ETH/BTC',
1735 'timestamp': 1521983814,
1740 result
= order
.retrieve_order()
1741 self
.assertTrue(result
)
1742 self
.assertEqual('7', order
.results
[0]["id"])
1743 self
.m
.ccxt
.fetch_orders
.assert_called_once_with(symbol
="ETH/BTC", since
=1521983750)
1746 with self
.subTest(similar_open_order
=False, past_trades
=False):
1747 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
1748 D("0.1"), "BTC", "long", self
.m
, "trade")
1749 order
.start_date
= datetime
.datetime(2018, 3, 25, 15, 15, 55)
1751 self
.m
.ccxt
.order_precision
.return_value
= 8
1752 self
.m
.ccxt
.fetch_orders
.return_value
= []
1753 self
.m
.ccxt
.fetch_my_trades
.return_value
= []
1754 result
= order
.retrieve_order()
1755 self
.assertFalse(result
)
1757 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1758 class MouvementTest(WebMockTestCase
):
1759 def test_values(self
):
1760 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
1761 "tradeID": 42, "type": "buy", "fee": "0.0015",
1762 "date": "2017-12-30 12:00:12", "rate": "0.1",
1763 "amount": "10", "total": "1"
1765 self
.assertEqual("ETH", mouvement
.currency
)
1766 self
.assertEqual("BTC", mouvement
.base_currency
)
1767 self
.assertEqual(42, mouvement
.id)
1768 self
.assertEqual("buy", mouvement
.action
)
1769 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
1770 self
.assertEqual(portfolio
.datetime
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
1771 self
.assertEqual(D("0.1"), mouvement
.rate
)
1772 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
1773 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
1775 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
1776 self
.assertIsNone(mouvement
.date
)
1777 self
.assertIsNone(mouvement
.id)
1778 self
.assertIsNone(mouvement
.action
)
1779 self
.assertEqual(-1, mouvement
.fee_rate
)
1780 self
.assertEqual(0, mouvement
.rate
)
1781 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
1782 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
1784 def test__repr(self
):
1785 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
1786 "tradeID": 42, "type": "buy", "fee": "0.0015",
1787 "date": "2017-12-30 12:00:12", "rate": "0.1",
1788 "amount": "10", "total": "1"
1790 self
.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement
))
1792 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
1793 "tradeID": 42, "type": "buy",
1794 "date": "garbage", "rate": "0.1",
1795 "amount": "10", "total": "1"
1797 self
.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement
))
1799 def test_as_json(self
):
1800 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
1801 "tradeID": 42, "type": "buy", "fee": "0.0015",
1802 "date": "2017-12-30 12:00:12", "rate": "0.1",
1803 "amount": "10", "total": "1"
1805 as_json
= mouvement
.as_json()
1807 self
.assertEqual(D("0.0015"), as_json
["fee_rate"])
1808 self
.assertEqual(portfolio
.datetime
.datetime(2017, 12, 30, 12, 0, 12), as_json
["date"])
1809 self
.assertEqual("buy", as_json
["action"])
1810 self
.assertEqual(D("10"), as_json
["total"])
1811 self
.assertEqual(D("1"), as_json
["total_in_base"])
1812 self
.assertEqual("BTC", as_json
["base_currency"])
1813 self
.assertEqual("ETH", as_json
["currency"])
1815 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1816 class AmountTest(WebMockTestCase
):
1817 def test_values(self
):
1818 amount
= portfolio
.Amount("BTC", "0.65")
1819 self
.assertEqual(D("0.65"), amount
.value
)
1820 self
.assertEqual("BTC", amount
.currency
)
1822 def test_in_currency(self
):
1823 amount
= portfolio
.Amount("ETC", 10)
1825 self
.assertEqual(amount
, amount
.in_currency("ETC", self
.m
))
1827 with self
.subTest(desc
="no ticker for currency"):
1828 self
.m
.get_ticker
.return_value
= None
1830 self
.assertRaises(Exception, amount
.in_currency
, "ETH", self
.m
)
1832 with self
.subTest(desc
="nominal case"):
1833 self
.m
.get_ticker
.return_value
= {
1836 "average": D("0.3"),
1839 converted_amount
= amount
.in_currency("ETH", self
.m
)
1841 self
.assertEqual(D("3.0"), converted_amount
.value
)
1842 self
.assertEqual("ETH", converted_amount
.currency
)
1843 self
.assertEqual(amount
, converted_amount
.linked_to
)
1844 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
1846 converted_amount
= amount
.in_currency("ETH", self
.m
, action
="bid", compute_value
="default")
1847 self
.assertEqual(D("2"), converted_amount
.value
)
1849 converted_amount
= amount
.in_currency("ETH", self
.m
, compute_value
="ask")
1850 self
.assertEqual(D("4"), converted_amount
.value
)
1852 converted_amount
= amount
.in_currency("ETH", self
.m
, rate
=D("0.02"))
1853 self
.assertEqual(D("0.2"), converted_amount
.value
)
1855 def test__round(self
):
1856 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
1857 self
.assertEqual(D("1.23456789"), round(amount
).value
)
1858 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
1860 def test__abs(self
):
1861 amount
= portfolio
.Amount("SC", -120)
1862 self
.assertEqual(120, abs(amount
).value
)
1863 self
.assertEqual("SC", abs(amount
).currency
)
1865 amount
= portfolio
.Amount("SC", 10)
1866 self
.assertEqual(10, abs(amount
).value
)
1867 self
.assertEqual("SC", abs(amount
).currency
)
1869 def test__add(self
):
1870 amount1
= portfolio
.Amount("XVG", "12.9")
1871 amount2
= portfolio
.Amount("XVG", "13.1")
1873 self
.assertEqual(26, (amount1
+ amount2
).value
)
1874 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
1876 amount3
= portfolio
.Amount("ETH", "1.6")
1877 with self
.assertRaises(Exception):
1880 amount4
= portfolio
.Amount("ETH", 0.0)
1881 self
.assertEqual(amount1
, amount1
+ amount4
)
1883 self
.assertEqual(amount1
, amount1
+ 0)
1885 def test__radd(self
):
1886 amount
= portfolio
.Amount("XVG", "12.9")
1888 self
.assertEqual(amount
, 0 + amount
)
1889 with self
.assertRaises(Exception):
1892 def test__sub(self
):
1893 amount1
= portfolio
.Amount("XVG", "13.3")
1894 amount2
= portfolio
.Amount("XVG", "13.1")
1896 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
1897 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
1899 amount3
= portfolio
.Amount("ETH", "1.6")
1900 with self
.assertRaises(Exception):
1903 amount4
= portfolio
.Amount("ETH", 0.0)
1904 self
.assertEqual(amount1
, amount1
- amount4
)
1906 def test__rsub(self
):
1907 amount
= portfolio
.Amount("ETH", "1.6")
1908 with self
.assertRaises(Exception):
1911 self
.assertEqual(portfolio
.Amount("ETH", "-1.6"), 0-amount
)
1913 def test__mul(self
):
1914 amount
= portfolio
.Amount("XEM", 11)
1916 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
1917 self
.assertEqual(D("33"), (amount
* 3).value
)
1919 with self
.assertRaises(Exception):
1922 def test__rmul(self
):
1923 amount
= portfolio
.Amount("XEM", 11)
1925 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
1926 self
.assertEqual(D("33"), (3 * amount
).value
)
1928 def test__floordiv(self
):
1929 amount
= portfolio
.Amount("XEM", 11)
1931 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
1932 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
1934 with self
.assertRaises(Exception):
1937 def test__truediv(self
):
1938 amount
= portfolio
.Amount("XEM", 11)
1940 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
1941 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
1944 amount1
= portfolio
.Amount("BTD", 11.3)
1945 amount2
= portfolio
.Amount("BTD", 13.1)
1947 self
.assertTrue(amount1
< amount2
)
1948 self
.assertFalse(amount2
< amount1
)
1949 self
.assertFalse(amount1
< amount1
)
1951 amount3
= portfolio
.Amount("BTC", 1.6)
1952 with self
.assertRaises(Exception):
1956 amount1
= portfolio
.Amount("BTD", 11.3)
1957 amount2
= portfolio
.Amount("BTD", 13.1)
1959 self
.assertTrue(amount1
<= amount2
)
1960 self
.assertFalse(amount2
<= amount1
)
1961 self
.assertTrue(amount1
<= amount1
)
1963 amount3
= portfolio
.Amount("BTC", 1.6)
1964 with self
.assertRaises(Exception):
1968 amount1
= portfolio
.Amount("BTD", 11.3)
1969 amount2
= portfolio
.Amount("BTD", 13.1)
1971 self
.assertTrue(amount2
> amount1
)
1972 self
.assertFalse(amount1
> amount2
)
1973 self
.assertFalse(amount1
> amount1
)
1975 amount3
= portfolio
.Amount("BTC", 1.6)
1976 with self
.assertRaises(Exception):
1980 amount1
= portfolio
.Amount("BTD", 11.3)
1981 amount2
= portfolio
.Amount("BTD", 13.1)
1983 self
.assertTrue(amount2
>= amount1
)
1984 self
.assertFalse(amount1
>= amount2
)
1985 self
.assertTrue(amount1
>= amount1
)
1987 amount3
= portfolio
.Amount("BTC", 1.6)
1988 with self
.assertRaises(Exception):
1992 amount1
= portfolio
.Amount("BTD", 11.3)
1993 amount2
= portfolio
.Amount("BTD", 13.1)
1994 amount3
= portfolio
.Amount("BTD", 11.3)
1996 self
.assertFalse(amount1
== amount2
)
1997 self
.assertFalse(amount2
== amount1
)
1998 self
.assertTrue(amount1
== amount3
)
1999 self
.assertFalse(amount2
== 0)
2001 amount4
= portfolio
.Amount("BTC", 1.6)
2002 with self
.assertRaises(Exception):
2005 amount5
= portfolio
.Amount("BTD", 0)
2006 self
.assertTrue(amount5
== 0)
2009 amount1
= portfolio
.Amount("BTD", 11.3)
2010 amount2
= portfolio
.Amount("BTD", 13.1)
2011 amount3
= portfolio
.Amount("BTD", 11.3)
2013 self
.assertTrue(amount1
!= amount2
)
2014 self
.assertTrue(amount2
!= amount1
)
2015 self
.assertFalse(amount1
!= amount3
)
2016 self
.assertTrue(amount2
!= 0)
2018 amount4
= portfolio
.Amount("BTC", 1.6)
2019 with self
.assertRaises(Exception):
2022 amount5
= portfolio
.Amount("BTD", 0)
2023 self
.assertFalse(amount5
!= 0)
2025 def test__neg(self
):
2026 amount1
= portfolio
.Amount("BTD", "11.3")
2028 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
2030 def test__str(self
):
2031 amount1
= portfolio
.Amount("BTX", 32)
2032 self
.assertEqual("32.00000000 BTX", str(amount1
))
2034 amount2
= portfolio
.Amount("USDT", 12000)
2035 amount1
.linked_to
= amount2
2036 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
2038 def test__repr(self
):
2039 amount1
= portfolio
.Amount("BTX", 32)
2040 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
2042 amount2
= portfolio
.Amount("USDT", 12000)
2043 amount1
.linked_to
= amount2
2044 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
2046 amount3
= portfolio
.Amount("BTC", 0.1)
2047 amount2
.linked_to
= amount3
2048 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
2050 def test_as_json(self
):
2051 amount
= portfolio
.Amount("BTX", 32)
2052 self
.assertEqual({"currency": "BTX", "value": D("32")}
, amount
.as_json())
2054 amount
= portfolio
.Amount("BTX", "1E-10")
2055 self
.assertEqual({"currency": "BTX", "value": D("0")}
, amount
.as_json())
2057 amount
= portfolio
.Amount("BTX", "1E-5")
2058 self
.assertEqual({"currency": "BTX", "value": D("0.00001")}
, amount
.as_json())
2059 self
.assertEqual("0.00001", str(amount
.as_json()["value"]))