5 import market
, portfolio
, store
7 @unittest.skipUnless("unit" in limits
, "Unit skipped")
8 class NoopLockTest(unittest
.TestCase
):
10 noop_lock
= store
.NoopLock()
14 @unittest.skipUnless("unit" in limits
, "Unit skipped")
15 class LockedVarTest(unittest
.TestCase
):
17 def test_values(self
):
18 locked_var
= store
.LockedVar("Foo")
19 self
.assertIsInstance(locked_var
.lock
, store
.NoopLock
)
20 self
.assertEqual("Foo", locked_var
.val
)
23 with self
.subTest(desc
="Normal case"):
24 locked_var
= store
.LockedVar("Foo")
25 self
.assertEqual("Foo", locked_var
.get())
26 with self
.subTest(desc
="Dict"):
27 locked_var
= store
.LockedVar({"foo": "bar"}
)
28 self
.assertEqual({"foo": "bar"}
, locked_var
.get())
29 self
.assertEqual("bar", locked_var
.get("foo"))
30 self
.assertIsNone(locked_var
.get("other"))
33 locked_var
= store
.LockedVar("Foo")
35 self
.assertEqual("Bar", locked_var
.get())
37 def test__getattr(self
):
38 dummy
= type('Dummy', (object,), {})()
39 dummy
.attribute
= "Hey"
41 locked_var
= store
.LockedVar(dummy
)
42 self
.assertEqual("Hey", locked_var
.attribute
)
43 with self
.assertRaises(AttributeError):
46 def test_start_lock(self
):
47 locked_var
= store
.LockedVar("Foo")
48 locked_var
.start_lock()
49 self
.assertEqual("lock", locked_var
.lock
.__class
__.__name
__)
51 thread1
= threading
.Thread(target
=locked_var
.set, args
=["Bar1"])
52 thread2
= threading
.Thread(target
=locked_var
.set, args
=["Bar2"])
53 thread3
= threading
.Thread(target
=locked_var
.set, args
=["Bar3"])
60 self
.assertEqual("Foo", locked_var
.val
)
64 self
.assertEqual("Bar", locked_var
.get()[0:3])
66 @unittest.skipUnless("unit" in limits
, "Unit skipped")
67 class TradeStoreTest(WebMockTestCase
):
68 def test_compute_trades(self
):
69 self
.m
.balances
.currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
72 "XMR": portfolio
.Amount("BTC", D("0.9")),
73 "DASH": portfolio
.Amount("BTC", D("0.4")),
74 "XVG": portfolio
.Amount("BTC", D("-0.5")),
75 "BTC": portfolio
.Amount("BTC", D("0.5")),
78 "DASH": portfolio
.Amount("BTC", D("0.5")),
79 "XVG": portfolio
.Amount("BTC", D("0.1")),
80 "BTC": portfolio
.Amount("BTC", D("0.4")),
81 "ETH": portfolio
.Amount("BTC", D("0.3")),
91 with mock
.patch
.object(market
.TradeStore
, "trade_if_matching") as trade_if_matching
:
92 trade_store
= market
.TradeStore(self
.m
)
93 trade_if_matching
.side_effect
= side_effect
95 trade_store
.compute_trades(values_in_base
,
96 new_repartition
, only
="only")
98 self
.assertEqual(5, trade_if_matching
.call_count
)
99 self
.assertEqual(3, len(trade_store
.all
))
100 self
.assertEqual([1, 4, 5], trade_store
.all
)
101 self
.m
.report
.log_trades
.assert_called_with(side_effect
, "only")
103 def test_trade_if_matching(self
):
105 with self
.subTest(only
="nope"):
106 trade_store
= market
.TradeStore(self
.m
)
107 result
= trade_store
.trade_if_matching(
108 portfolio
.Amount("BTC", D("0")),
109 portfolio
.Amount("BTC", D("0.3")),
111 self
.assertEqual(False, result
[0])
112 self
.assertIsInstance(result
[1], portfolio
.Trade
)
114 with self
.subTest(only
=None):
115 trade_store
= market
.TradeStore(self
.m
)
116 result
= trade_store
.trade_if_matching(
117 portfolio
.Amount("BTC", D("0")),
118 portfolio
.Amount("BTC", D("0.3")),
120 self
.assertEqual(True, result
[0])
122 with self
.subTest(only
="acquire"):
123 trade_store
= market
.TradeStore(self
.m
)
124 result
= trade_store
.trade_if_matching(
125 portfolio
.Amount("BTC", D("0")),
126 portfolio
.Amount("BTC", D("0.3")),
127 "ETH", only
="acquire")
128 self
.assertEqual(True, result
[0])
130 with self
.subTest(only
="dispose"):
131 trade_store
= market
.TradeStore(self
.m
)
132 result
= trade_store
.trade_if_matching(
133 portfolio
.Amount("BTC", D("0")),
134 portfolio
.Amount("BTC", D("0.3")),
135 "ETH", only
="dispose")
136 self
.assertEqual(False, result
[0])
138 def test_prepare_orders(self
):
139 trade_store
= market
.TradeStore(self
.m
)
141 trade_mock1
= mock
.Mock()
142 trade_mock2
= mock
.Mock()
143 trade_mock3
= mock
.Mock()
145 trade_mock1
.prepare_order
.return_value
= 1
146 trade_mock2
.prepare_order
.return_value
= 2
147 trade_mock3
.prepare_order
.return_value
= 3
149 trade_mock1
.pending
= True
150 trade_mock2
.pending
= True
151 trade_mock3
.pending
= False
153 trade_store
.all
.append(trade_mock1
)
154 trade_store
.all
.append(trade_mock2
)
155 trade_store
.all
.append(trade_mock3
)
157 trade_store
.prepare_orders()
158 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
159 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
160 trade_mock3
.prepare_order
.assert_not_called()
161 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "default")
163 self
.m
.report
.log_orders
.reset_mock()
165 trade_store
.prepare_orders(compute_value
="bla")
166 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
167 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
168 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "bla")
170 trade_mock1
.prepare_order
.reset_mock()
171 trade_mock2
.prepare_order
.reset_mock()
172 self
.m
.report
.log_orders
.reset_mock()
174 trade_mock1
.action
= "foo"
175 trade_mock2
.action
= "bar"
176 trade_store
.prepare_orders(only
="bar")
177 trade_mock1
.prepare_order
.assert_not_called()
178 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
179 self
.m
.report
.log_orders
.assert_called_once_with([2], "bar", "default")
181 def test_print_all_with_order(self
):
182 trade_mock1
= mock
.Mock()
183 trade_mock2
= mock
.Mock()
184 trade_mock3
= mock
.Mock()
185 trade_store
= market
.TradeStore(self
.m
)
186 trade_store
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
188 trade_store
.print_all_with_order()
190 trade_mock1
.print_with_order
.assert_called()
191 trade_mock2
.print_with_order
.assert_called()
192 trade_mock3
.print_with_order
.assert_called()
194 def test_run_orders(self
):
195 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
196 order_mock1
= mock
.Mock()
197 order_mock2
= mock
.Mock()
198 order_mock3
= mock
.Mock()
199 trade_store
= market
.TradeStore(self
.m
)
201 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
203 trade_store
.run_orders()
205 all_orders
.assert_called_with(state
="pending")
207 order_mock1
.run
.assert_called()
208 order_mock2
.run
.assert_called()
209 order_mock3
.run
.assert_called()
211 self
.m
.report
.log_stage
.assert_called_with("run_orders")
212 self
.m
.report
.log_orders
.assert_called_with([order_mock1
, order_mock2
,
215 def test_all_orders(self
):
216 trade_mock1
= mock
.Mock()
217 trade_mock2
= mock
.Mock()
219 order_mock1
= mock
.Mock()
220 order_mock2
= mock
.Mock()
221 order_mock3
= mock
.Mock()
223 trade_mock1
.orders
= [order_mock1
, order_mock2
]
224 trade_mock2
.orders
= [order_mock3
]
226 order_mock1
.status
= "pending"
227 order_mock2
.status
= "open"
228 order_mock3
.status
= "open"
230 trade_store
= market
.TradeStore(self
.m
)
231 trade_store
.all
.append(trade_mock1
)
232 trade_store
.all
.append(trade_mock2
)
234 orders
= trade_store
.all_orders()
235 self
.assertEqual(3, len(orders
))
237 open_orders
= trade_store
.all_orders(state
="open")
238 self
.assertEqual(2, len(open_orders
))
239 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
241 def test_update_all_orders_status(self
):
242 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
243 order_mock1
= mock
.Mock()
244 order_mock2
= mock
.Mock()
245 order_mock3
= mock
.Mock()
247 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
249 trade_store
= market
.TradeStore(self
.m
)
251 trade_store
.update_all_orders_status()
252 all_orders
.assert_called_with(state
="open")
254 order_mock1
.get_status
.assert_called()
255 order_mock2
.get_status
.assert_called()
256 order_mock3
.get_status
.assert_called()
258 def test_close_trades(self
):
259 trade_mock1
= mock
.Mock()
260 trade_mock2
= mock
.Mock()
261 trade_mock3
= mock
.Mock()
263 trade_store
= market
.TradeStore(self
.m
)
265 trade_store
.all
.append(trade_mock1
)
266 trade_store
.all
.append(trade_mock2
)
267 trade_store
.all
.append(trade_mock3
)
269 trade_store
.close_trades()
271 trade_mock1
.close
.assert_called_once_with()
272 trade_mock2
.close
.assert_called_once_with()
273 trade_mock3
.close
.assert_called_once_with()
275 def test_pending(self
):
276 trade_mock1
= mock
.Mock()
277 trade_mock1
.pending
= True
278 trade_mock2
= mock
.Mock()
279 trade_mock2
.pending
= True
280 trade_mock3
= mock
.Mock()
281 trade_mock3
.pending
= False
283 trade_store
= market
.TradeStore(self
.m
)
285 trade_store
.all
.append(trade_mock1
)
286 trade_store
.all
.append(trade_mock2
)
287 trade_store
.all
.append(trade_mock3
)
289 self
.assertEqual([trade_mock1
, trade_mock2
], trade_store
.pending
)
291 @unittest.skipUnless("unit" in limits
, "Unit skipped")
292 class BalanceStoreTest(WebMockTestCase
):
296 self
.fetch_balance
= {
304 "exchange_free": D("6.0"),
305 "exchange_used": D("1.2"),
306 "exchange_total": D("7.2"),
312 "exchange_total": 16,
319 "margin_total": D("-1.0"),
324 def test_in_currency(self
):
325 self
.m
.get_ticker
.return_value
= {
331 balance_store
= market
.BalanceStore(self
.m
)
332 balance_store
.all
= {
333 "BTC": portfolio
.Balance("BTC", {
335 "exchange_total":"0.65",
336 "exchange_free": "0.35",
337 "exchange_used": "0.30"}),
338 "ETH": portfolio
.Balance("ETH", {
342 "exchange_used": 0}),
345 amounts
= balance_store
.in_currency("BTC")
346 self
.assertEqual("BTC", amounts
["ETH"].currency
)
347 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
348 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
349 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
351 self
.m
.report
.log_tickers
.reset_mock()
353 amounts
= balance_store
.in_currency("BTC", compute_value
="bid")
354 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
355 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
356 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
358 self
.m
.report
.log_tickers
.reset_mock()
360 amounts
= balance_store
.in_currency("BTC", compute_value
="bid", type="exchange_used")
361 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
362 self
.assertEqual(0, amounts
["ETH"].value
)
363 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
364 "bid", "exchange_used")
365 self
.m
.report
.log_tickers
.reset_mock()
367 def test_fetch_balances(self
):
368 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
370 balance_store
= market
.BalanceStore(self
.m
)
372 balance_store
.fetch_balances()
373 self
.assertNotIn("ETC", balance_store
.currencies())
374 self
.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store
.currencies()))
376 balance_store
.all
["ETC"] = portfolio
.Balance("ETC", {
377 "exchange_total": "1", "exchange_free": "0",
378 "exchange_used": "1" })
379 balance_store
.fetch_balances(tag
="foo")
380 self
.assertEqual(0, balance_store
.all
["ETC"].total
)
381 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store
.currencies()))
382 self
.m
.report
.log_balances
.assert_called_with(tag
="foo")
384 @mock.patch.object(market
.Portfolio
, "repartition")
385 def test_dispatch_assets(self
, repartition
):
386 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
388 balance_store
= market
.BalanceStore(self
.m
)
389 balance_store
.fetch_balances()
391 self
.assertNotIn("XEM", balance_store
.currencies())
394 "XEM": (D("0.75"), "long"),
395 "BTC": (D("0.26"), "long"),
396 "DASH": (D("0.10"), "short"),
398 repartition
.return_value
= repartition_hash
400 amounts
= balance_store
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
401 repartition
.assert_called_with(liquidity
="medium")
402 self
.assertIn("XEM", balance_store
.currencies())
403 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
404 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
405 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
406 self
.m
.report
.log_balances
.assert_called_with(tag
=None)
407 self
.m
.report
.log_dispatch
.assert_called_once_with(portfolio
.Amount("BTC",
408 "11.1"), amounts
, "medium", repartition_hash
)
410 def test_currencies(self
):
411 balance_store
= market
.BalanceStore(self
.m
)
413 balance_store
.all
= {
414 "BTC": portfolio
.Balance("BTC", {
416 "exchange_total":"0.65",
417 "exchange_free": "0.35",
418 "exchange_used": "0.30"}),
419 "ETH": portfolio
.Balance("ETH", {
423 "exchange_used": 0}),
425 self
.assertListEqual(["BTC", "ETH"], list(balance_store
.currencies()))
427 def test_as_json(self
):
428 balance_mock1
= mock
.Mock()
429 balance_mock1
.as_json
.return_value
= 1
431 balance_mock2
= mock
.Mock()
432 balance_mock2
.as_json
.return_value
= 2
434 balance_store
= market
.BalanceStore(self
.m
)
435 balance_store
.all
= {
436 "BTC": balance_mock1
,
437 "ETH": balance_mock2
,
440 as_json
= balance_store
.as_json()
441 self
.assertEqual(1, as_json
["BTC"])
442 self
.assertEqual(2, as_json
["ETH"])
444 @unittest.skipUnless("unit" in limits
, "Unit skipped")
445 class ReportStoreTest(WebMockTestCase
):
446 def test_add_log(self
):
447 with self
.subTest(market
=self
.m
):
450 report_store
= market
.ReportStore(self
.m
)
451 result
= report_store
.add_log({"foo": "bar"}
)
453 self
.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": 1, "market_id": 3}
, result
)
454 self
.assertEqual(result
, report_store
.logs
[0])
456 with self
.subTest(market
=None):
457 report_store
= market
.ReportStore(None)
458 result
= report_store
.add_log({"foo": "bar"}
)
460 self
.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": None, "market_id": None}
, result
)
462 def test_add_redis_status(self
):
463 report_store
= market
.ReportStore(self
.m
)
464 result
= report_store
.add_redis_status({"foo": "bar"}
)
466 self
.assertEqual({"foo": "bar"}
, result
)
467 self
.assertEqual(result
, report_store
.redis_status
[0])
469 def test_set_verbose(self
):
470 report_store
= market
.ReportStore(self
.m
)
471 with self
.subTest(verbose
=True):
472 report_store
.set_verbose(True)
473 self
.assertTrue(report_store
.verbose_print
)
475 with self
.subTest(verbose
=False):
476 report_store
.set_verbose(False)
477 self
.assertFalse(report_store
.verbose_print
)
479 def test_merge(self
):
482 report_store1
= market
.ReportStore(self
.m
, verbose_print
=False)
483 report_store2
= market
.ReportStore(None, verbose_print
=False)
485 report_store2
.log_stage("1")
486 report_store1
.log_stage("2")
487 report_store2
.log_stage("3")
489 report_store1
.merge(report_store2
)
491 self
.assertEqual(3, len(report_store1
.logs
))
492 self
.assertEqual(["1", "2", "3"], list(map(lambda x
: x
["stage"], report_store1
.logs
)))
493 self
.assertEqual(6, len(report_store1
.print_logs
))
495 def test_print_log(self
):
496 report_store
= market
.ReportStore(self
.m
)
497 with self
.subTest(verbose
=True),\
498 mock
.patch
.object(store
, "datetime") as time_mock
,\
499 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
500 time_mock
.datetime
.now
.return_value
= datetime
.datetime(2018, 2, 25, 2, 20, 10)
501 report_store
.set_verbose(True)
502 report_store
.print_log("Coucou")
503 report_store
.print_log(portfolio
.Amount("BTC", 1))
504 self
.assertEqual(stdout_mock
.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
506 with self
.subTest(verbose
=False),\
507 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
508 report_store
.set_verbose(False)
509 report_store
.print_log("Coucou")
510 report_store
.print_log(portfolio
.Amount("BTC", 1))
511 self
.assertEqual(stdout_mock
.getvalue(), "")
513 def test_default_json_serial(self
):
514 report_store
= market
.ReportStore(self
.m
)
516 self
.assertEqual("2018-02-24T00:00:00",
517 report_store
.default_json_serial(portfolio
.datetime
.datetime(2018, 2, 24)))
518 self
.assertEqual("1.00000000 BTC",
519 report_store
.default_json_serial(portfolio
.Amount("BTC", 1)))
521 def test_to_json(self
):
522 report_store
= market
.ReportStore(self
.m
)
523 report_store
.logs
.append({"foo": "bar"}
)
524 self
.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store
.to_json())
525 report_store
.logs
.append({"date": portfolio.datetime.datetime(2018, 2, 24)}
)
526 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store
.to_json())
527 report_store
.logs
.append({"amount": portfolio.Amount("BTC", 1)}
)
528 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store
.to_json())
530 def test_to_json_array(self
):
531 report_store
= market
.ReportStore(self
.m
)
532 report_store
.logs
.append({
533 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
535 report_store
.logs
.append({
536 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
538 logs
= list(report_store
.to_json_array())
540 self
.assertEqual(2, len(logs
))
541 self
.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[0])
542 self
.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[1])
544 def test_to_json_redis(self
):
545 report_store
= market
.ReportStore(self
.m
)
546 report_store
.redis_status
.append({
547 "type": "type1", "foo": "bar", "bla": "bla"
549 report_store
.redis_status
.append({
550 "type": "type2", "foo": "bar", "bla": "bla"
552 logs
= list(report_store
.to_json_redis())
554 self
.assertEqual(2, len(logs
))
555 self
.assertEqual(("type1", '{"foo": "bar", "bla": "bla"}'), logs
[0])
556 self
.assertEqual(("type2", '{"foo": "bar", "bla": "bla"}'), logs
[1])
558 @mock.patch.object(market
.ReportStore
, "print_log")
559 @mock.patch.object(market
.ReportStore
, "add_log")
560 def test_log_stage(self
, add_log
, print_log
):
561 report_store
= market
.ReportStore(self
.m
)
563 report_store
.log_stage("foo", bar
="baz", c
=c
, d
=portfolio
.Amount("BTC", 1))
564 print_log
.assert_has_calls([
565 mock
.call("-----------"),
566 mock
.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
568 add_log
.assert_called_once_with({
573 'c': 'c = lambda x: x',
581 @mock.patch.object(market
.ReportStore
, "print_log")
582 @mock.patch.object(market
.ReportStore
, "add_log")
583 @mock.patch.object(market
.ReportStore
, "add_redis_status")
584 def test_log_balances(self
, add_redis_status
, add_log
, print_log
):
585 report_store
= market
.ReportStore(self
.m
)
586 self
.m
.balances
.as_json
.return_value
= "json"
587 self
.m
.balances
.all
= { "FOO": "bar", "BAR": "baz" }
589 report_store
.log_balances(tag
="tag")
590 print_log
.assert_has_calls([
591 mock
.call("[Balance]"),
595 add_log
.assert_called_once_with({
600 add_redis_status
.assert_called_once_with({
606 @mock.patch.object(market
.ReportStore
, "print_log")
607 @mock.patch.object(market
.ReportStore
, "add_log")
608 @mock.patch.object(market
.ReportStore
, "add_redis_status")
609 def test_log_tickers(self
, add_redis_status
, add_log
, print_log
):
610 report_store
= market
.ReportStore(self
.m
)
612 "BTC": portfolio
.Amount("BTC", 10),
613 "ETH": portfolio
.Amount("BTC", D("0.3"))
615 amounts
["ETH"].rate
= D("0.1")
617 report_store
.log_tickers(amounts
, "BTC", "default", "total")
618 print_log
.assert_not_called()
619 add_log
.assert_called_once_with({
621 'compute_value': 'default',
622 'balance_type': 'total',
634 add_redis_status
.assert_called_once_with({
636 'compute_value': 'default',
637 'balance_type': 'total',
651 compute_value
= lambda x
: x
["bid"]
652 report_store
.log_tickers(amounts
, "BTC", compute_value
, "total")
653 add_log
.assert_called_once_with({
655 'compute_value': 'compute_value = lambda x: x["bid"]',
656 'balance_type': 'total',
669 @mock.patch.object(market
.ReportStore
, "print_log")
670 @mock.patch.object(market
.ReportStore
, "add_log")
671 def test_log_dispatch(self
, add_log
, print_log
):
672 report_store
= market
.ReportStore(self
.m
)
673 amount
= portfolio
.Amount("BTC", "10.3")
675 "BTC": portfolio
.Amount("BTC", 10),
676 "ETH": portfolio
.Amount("BTC", D("0.3"))
678 report_store
.log_dispatch(amount
, amounts
, "medium", "repartition")
679 print_log
.assert_not_called()
680 add_log
.assert_called_once_with({
682 'liquidity': 'medium',
683 'repartition_ratio': 'repartition',
694 @mock.patch.object(market
.ReportStore
, "print_log")
695 @mock.patch.object(market
.ReportStore
, "add_log")
696 def test_log_trades(self
, add_log
, print_log
):
697 report_store
= market
.ReportStore(self
.m
)
698 trade_mock1
= mock
.Mock()
699 trade_mock2
= mock
.Mock()
700 trade_mock1
.as_json
.return_value
= { "trade": "1" }
701 trade_mock2
.as_json
.return_value
= { "trade": "2" }
703 matching_and_trades
= [
705 (False, trade_mock2
),
707 report_store
.log_trades(matching_and_trades
, "only")
709 print_log
.assert_not_called()
710 add_log
.assert_called_with({
715 {'trade': '1', 'skipped': False}
,
716 {'trade': '2', 'skipped': True}
720 @mock.patch.object(market
.ReportStore
, "print_log")
721 @mock.patch.object(market
.ReportStore
, "add_log")
722 def test_log_orders(self
, add_log
, print_log
):
723 report_store
= market
.ReportStore(self
.m
)
725 order_mock1
= mock
.Mock()
726 order_mock2
= mock
.Mock()
728 order_mock1
.as_json
.return_value
= "order1"
729 order_mock2
.as_json
.return_value
= "order2"
731 orders
= [order_mock1
, order_mock2
]
733 report_store
.log_orders(orders
, tick
="tick",
734 only
="only", compute_value
="compute_value")
736 print_log
.assert_called_once_with("[Orders]")
737 self
.m
.trades
.print_all_with_order
.assert_called_once_with(ind
="\t")
739 add_log
.assert_called_with({
742 'compute_value': 'compute_value',
744 'orders': ['order1', 'order2']
748 def compute_value(x
, y
):
750 report_store
.log_orders(orders
, tick
="tick",
751 only
="only", compute_value
=compute_value
)
752 add_log
.assert_called_with({
755 'compute_value': 'def compute_value(x, y):\n return x[y]',
757 'orders': ['order1', 'order2']
761 @mock.patch.object(market
.ReportStore
, "print_log")
762 @mock.patch.object(market
.ReportStore
, "add_log")
763 def test_log_order(self
, add_log
, print_log
):
764 report_store
= market
.ReportStore(self
.m
)
765 order_mock
= mock
.Mock()
766 order_mock
.as_json
.return_value
= "order"
767 new_order_mock
= mock
.Mock()
768 new_order_mock
.as_json
.return_value
= "new_order"
769 order_mock
.__repr
__ = mock
.Mock()
770 order_mock
.__repr
__.return_value
= "Order Mock"
771 new_order_mock
.__repr
__ = mock
.Mock()
772 new_order_mock
.__repr
__.return_value
= "New order Mock"
774 with self
.subTest(finished
=True):
775 report_store
.log_order(order_mock
, 1, finished
=True)
776 print_log
.assert_called_once_with("[Order] Finished Order Mock")
777 add_log
.assert_called_once_with({
782 'compute_value': None,
787 print_log
.reset_mock()
789 with self
.subTest(update
="waiting"):
790 report_store
.log_order(order_mock
, 1, update
="waiting")
791 print_log
.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
792 add_log
.assert_called_once_with({
797 'compute_value': None,
802 print_log
.reset_mock()
803 with self
.subTest(update
="adjusting"):
804 compute_value
= lambda x
: (x
["bid"] + x
["ask"]*2)/3
805 report_store
.log_order(order_mock
, 3,
806 update
="adjusting", new_order
=new_order_mock
,
807 compute_value
=compute_value
)
808 print_log
.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
809 add_log
.assert_called_once_with({
812 'update': 'adjusting',
814 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
815 'new_order': 'new_order'
819 print_log
.reset_mock()
820 with self
.subTest(update
="market_fallback"):
821 report_store
.log_order(order_mock
, 7,
822 update
="market_fallback", new_order
=new_order_mock
)
823 print_log
.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
824 add_log
.assert_called_once_with({
827 'update': 'market_fallback',
829 'compute_value': None,
830 'new_order': 'new_order'
834 print_log
.reset_mock()
835 with self
.subTest(update
="market_adjusting"):
836 report_store
.log_order(order_mock
, 17,
837 update
="market_adjust", new_order
=new_order_mock
)
838 print_log
.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
839 add_log
.assert_called_once_with({
842 'update': 'market_adjust',
844 'compute_value': None,
845 'new_order': 'new_order'
848 @mock.patch.object(market
.ReportStore
, "print_log")
849 @mock.patch.object(market
.ReportStore
, "add_log")
850 def test_log_move_balances(self
, add_log
, print_log
):
851 report_store
= market
.ReportStore(self
.m
)
853 "BTC": portfolio
.Amount("BTC", 10),
857 "BTC": portfolio
.Amount("BTC", 3),
860 report_store
.log_move_balances(needed
, moving
)
861 print_log
.assert_not_called()
862 add_log
.assert_called_once_with({
863 'type': 'move_balances',
875 def test_log_http_request(self
):
876 with mock
.patch
.object(market
.ReportStore
, "add_log") as add_log
:
877 report_store
= market
.ReportStore(self
.m
)
878 response
= mock
.Mock()
879 response
.status_code
= 200
880 response
.text
= "Hey"
881 response
.elapsed
.total_seconds
.return_value
= 120
883 report_store
.log_http_request("method", "url", "body",
885 add_log
.assert_called_once_with({
886 'type': 'http_request',
890 'headers': 'headers',
894 'response_same_as': None,
898 report_store
.log_http_request("method", "url", "body",
899 "headers", ValueError("Foo"))
900 add_log
.assert_called_once_with({
901 'type': 'http_request',
905 'headers': 'headers',
908 'error': 'ValueError',
909 'error_message': 'Foo',
912 with self
.subTest(no_http_dup
=True, duplicate
=True):
915 report_store
= market
.ReportStore(self
.m
, no_http_dup
=True)
916 original_add_log
= report_store
.add_log
917 with mock
.patch
.object(report_store
, "add_log", side_effect
=original_add_log
) as add_log
:
918 report_store
.log_http_request("method", "url", "body",
920 report_store
.log_http_request("method", "url", "body",
922 self
.assertEqual(2, add_log
.call_count
)
923 self
.assertIsNone(add_log
.mock_calls
[0][1][0]["response_same_as"])
924 self
.assertIsNone(add_log
.mock_calls
[1][1][0]["response"])
925 self
.assertEqual(add_log
.mock_calls
[0][1][0]["date"], add_log
.mock_calls
[1][1][0]["response_same_as"])
926 with self
.subTest(no_http_dup
=True, duplicate
=False, case
="Different call"):
929 report_store
= market
.ReportStore(self
.m
, no_http_dup
=True)
930 original_add_log
= report_store
.add_log
931 with mock
.patch
.object(report_store
, "add_log", side_effect
=original_add_log
) as add_log
:
932 report_store
.log_http_request("method", "url", "body",
934 report_store
.log_http_request("method2", "url", "body",
936 self
.assertEqual(2, add_log
.call_count
)
937 self
.assertIsNone(add_log
.mock_calls
[0][1][0]["response_same_as"])
938 self
.assertIsNone(add_log
.mock_calls
[1][1][0]["response_same_as"])
939 with self
.subTest(no_http_dup
=True, duplicate
=False, case
="Call inbetween"):
942 report_store
= market
.ReportStore(self
.m
, no_http_dup
=True)
943 original_add_log
= report_store
.add_log
945 response2
= mock
.Mock()
946 response2
.status_code
= 200
947 response2
.text
= "Hey there!"
949 with mock
.patch
.object(report_store
, "add_log", side_effect
=original_add_log
) as add_log
:
950 report_store
.log_http_request("method", "url", "body",
952 report_store
.log_http_request("method", "url", "body",
953 "headers", response2
)
954 report_store
.log_http_request("method", "url", "body",
956 self
.assertEqual(3, add_log
.call_count
)
957 self
.assertIsNone(add_log
.mock_calls
[0][1][0]["response_same_as"])
958 self
.assertIsNone(add_log
.mock_calls
[1][1][0]["response_same_as"])
959 self
.assertIsNone(add_log
.mock_calls
[2][1][0]["response_same_as"])
961 @mock.patch.object(market
.ReportStore
, "add_log")
962 def test_log_market(self
, add_log
):
963 report_store
= market
.ReportStore(self
.m
)
965 report_store
.log_market(self
.market_args(debug
=True, quiet
=False))
966 add_log
.assert_called_once_with({
968 "commit": "$Format:%H$",
969 "args": { "report_path": None, "debug": True, "quiet": False }
,
972 @mock.patch.object(market
.ReportStore
, "print_log")
973 @mock.patch.object(market
.ReportStore
, "add_log")
974 def test_log_error(self
, add_log
, print_log
):
975 report_store
= market
.ReportStore(self
.m
)
976 with self
.subTest(message
=None, exception
=None):
977 report_store
.log_error("action")
978 print_log
.assert_called_once_with("[Error] action")
979 add_log
.assert_called_once_with({
982 'exception_class': None,
983 'exception_message': None,
987 print_log
.reset_mock()
989 with self
.subTest(message
="Hey", exception
=None):
990 report_store
.log_error("action", message
="Hey")
991 print_log
.assert_has_calls([
992 mock
.call("[Error] action"),
995 add_log
.assert_called_once_with({
998 'exception_class': None,
999 'exception_message': None,
1003 print_log
.reset_mock()
1004 add_log
.reset_mock()
1005 with self
.subTest(message
=None, exception
=Exception("bouh")):
1006 report_store
.log_error("action", exception
=Exception("bouh"))
1007 print_log
.assert_has_calls([
1008 mock
.call("[Error] action"),
1009 mock
.call("\tException: bouh")
1011 add_log
.assert_called_once_with({
1014 'exception_class': "Exception",
1015 'exception_message': "bouh",
1019 print_log
.reset_mock()
1020 add_log
.reset_mock()
1021 with self
.subTest(message
="Hey", exception
=Exception("bouh")):
1022 report_store
.log_error("action", message
="Hey", exception
=Exception("bouh"))
1023 print_log
.assert_has_calls([
1024 mock
.call("[Error] action"),
1025 mock
.call("\tException: bouh"),
1028 add_log
.assert_called_once_with({
1031 'exception_class': "Exception",
1032 'exception_message': "bouh",
1036 @mock.patch.object(market
.ReportStore
, "print_log")
1037 @mock.patch.object(market
.ReportStore
, "add_log")
1038 def test_log_debug_action(self
, add_log
, print_log
):
1039 report_store
= market
.ReportStore(self
.m
)
1040 report_store
.log_debug_action("Hey")
1042 print_log
.assert_called_once_with("[Debug] Hey")
1043 add_log
.assert_called_once_with({
1044 'type': 'debug_action',
1048 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1049 class PortfolioTest(WebMockTestCase
):
1053 with open("test_samples/test_portfolio.json") as example
:
1054 self
.json_response
= example
.read()
1056 self
.wm
.get(market
.Portfolio
.URL
, text
=self
.json_response
)
1058 @mock.patch.object(market
.Portfolio
, "parse_cryptoportfolio")
1059 def test_get_cryptoportfolio(self
, parse_cryptoportfolio
):
1060 with self
.subTest(parallel
=False):
1061 self
.wm
.get(market
.Portfolio
.URL
, [
1062 {"text":'{ "foo": "bar" }
', "status_code": 200},
1063 {"text": "System Error", "status_code": 500},
1064 {"exc": requests.exceptions.ConnectTimeout},
1066 market.Portfolio.get_cryptoportfolio()
1067 self.assertIn("foo", market.Portfolio.data.get())
1068 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
1069 self.assertTrue(self.wm.called)
1070 self.assertEqual(1, self.wm.call_count)
1071 market.Portfolio.report.log_error.assert_not_called()
1072 market.Portfolio.report.log_http_request.assert_called_once()
1073 parse_cryptoportfolio.assert_called_once_with()
1074 market.Portfolio.report.log_http_request.reset_mock()
1075 parse_cryptoportfolio.reset_mock()
1076 market.Portfolio.data = store.LockedVar(None)
1078 market.Portfolio.get_cryptoportfolio()
1079 self.assertIsNone(market.Portfolio.data.get())
1080 self.assertEqual(2, self.wm.call_count)
1081 parse_cryptoportfolio.assert_not_called()
1082 market.Portfolio.report.log_error.assert_not_called()
1083 market.Portfolio.report.log_http_request.assert_called_once()
1084 market.Portfolio.report.log_http_request.reset_mock()
1085 parse_cryptoportfolio.reset_mock()
1087 market.Portfolio.data = store.LockedVar("Foo")
1088 market.Portfolio.get_cryptoportfolio()
1089 self.assertEqual(2, self.wm.call_count)
1090 parse_cryptoportfolio.assert_not_called()
1092 market.Portfolio.get_cryptoportfolio(refetch=True)
1093 self.assertEqual("Foo", market.Portfolio.data.get())
1094 self.assertEqual(3, self.wm.call_count)
1095 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
1097 market.Portfolio.report.log_http_request.assert_not_called()
1098 with self.subTest(parallel=True):
1099 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
1100 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
1101 with self.subTest(worker=True):
1102 market.Portfolio.data = store.LockedVar(None)
1103 market.Portfolio.worker = mock.Mock()
1104 is_worker.return_value = True
1105 self.wm.get(market.Portfolio.URL, [
1106 {"text":'{ "foo": "bar" }', "status_code": 200},
1108 market
.Portfolio
.get_cryptoportfolio()
1109 self
.assertIn("foo", market
.Portfolio
.data
.get())
1110 parse_cryptoportfolio
.reset_mock()
1111 with self
.subTest(worker
=False):
1112 market
.Portfolio
.data
= store
.LockedVar(None)
1113 market
.Portfolio
.worker
= mock
.Mock()
1114 is_worker
.return_value
= False
1115 market
.Portfolio
.get_cryptoportfolio()
1116 notify
.assert_called_once_with()
1117 parse_cryptoportfolio
.assert_not_called()
1119 def test_parse_cryptoportfolio(self
):
1120 with self
.subTest(description
="Normal case"):
1121 market
.Portfolio
.data
= store
.LockedVar(store
.json
.loads(
1122 self
.json_response
, parse_int
=D
, parse_float
=D
))
1123 market
.Portfolio
.parse_cryptoportfolio()
1125 self
.assertListEqual(
1127 list(market
.Portfolio
.liquidities
.get().keys()))
1129 liquidities
= market
.Portfolio
.liquidities
.get()
1130 self
.assertEqual(10, len(liquidities
["medium"].keys()))
1131 self
.assertEqual(10, len(liquidities
["high"].keys()))
1134 'BTC': (D("0.2857"), "long"),
1135 'DGB': (D("0.1015"), "long"),
1136 'DOGE': (D("0.1805"), "long"),
1137 'SC': (D("0.0623"), "long"),
1138 'ZEC': (D("0.3701"), "long"),
1140 date
= portfolio
.datetime
.datetime(2018, 1, 8)
1141 self
.assertDictEqual(expected
, liquidities
["high"][date
])
1144 'BTC': (D("1.1102e-16"), "long"),
1145 'ETC': (D("0.1"), "long"),
1146 'FCT': (D("0.1"), "long"),
1147 'GAS': (D("0.1"), "long"),
1148 'NAV': (D("0.1"), "long"),
1149 'OMG': (D("0.1"), "long"),
1150 'OMNI': (D("0.1"), "long"),
1151 'PPC': (D("0.1"), "long"),
1152 'RIC': (D("0.1"), "long"),
1153 'VIA': (D("0.1"), "long"),
1154 'XCP': (D("0.1"), "long"),
1156 self
.assertDictEqual(expected
, liquidities
["medium"][date
])
1157 self
.assertEqual(portfolio
.datetime
.datetime(2018, 1, 15), market
.Portfolio
.last_date
.get())
1159 with self
.subTest(description
="Missing weight"):
1160 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
1161 del(data
["portfolio_2"]["weights"])
1162 market
.Portfolio
.data
= store
.LockedVar(data
)
1164 market
.Portfolio
.parse_cryptoportfolio()
1165 self
.assertListEqual(
1167 list(market
.Portfolio
.liquidities
.get().keys()))
1168 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
1170 with self
.subTest(description
="All missing weights"):
1171 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
1172 del(data
["portfolio_1"]["weights"])
1173 del(data
["portfolio_2"]["weights"])
1174 market
.Portfolio
.data
= store
.LockedVar(data
)
1176 market
.Portfolio
.parse_cryptoportfolio()
1177 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
1178 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("high"))
1179 self
.assertEqual(datetime
.datetime(1,1,1), market
.Portfolio
.last_date
.get())
1182 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
1183 def test_repartition(self
, get_cryptoportfolio
):
1184 market
.Portfolio
.liquidities
= store
.LockedVar({
1186 "2018-03-01": "medium_2018-03-01",
1187 "2018-03-08": "medium_2018-03-08",
1190 "2018-03-01": "high_2018-03-01",
1191 "2018-03-08": "high_2018-03-08",
1194 market
.Portfolio
.last_date
= store
.LockedVar("2018-03-08")
1196 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition())
1197 get_cryptoportfolio
.assert_called_once_with()
1198 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition(liquidity
="medium"))
1199 self
.assertEqual("high_2018-03-08", market
.Portfolio
.repartition(liquidity
="high"))
1201 @mock.patch.object(market
.time
, "sleep")
1202 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
1203 def test_wait_for_recent(self
, get_cryptoportfolio
, sleep
):
1205 def _get(refetch
=False):
1206 if self
.call_count
!= 0:
1207 self
.assertTrue(refetch
)
1209 self
.assertFalse(refetch
)
1210 self
.call_count
+= 1
1211 market
.Portfolio
.last_date
= store
.LockedVar(store
.datetime
.datetime
.now()\
1212 - store
.datetime
.timedelta(10)\
1213 + store
.datetime
.timedelta(self
.call_count
))
1214 get_cryptoportfolio
.side_effect
= _get
1216 market
.Portfolio
.wait_for_recent()
1217 sleep
.assert_called_with(30)
1218 self
.assertEqual(6, sleep
.call_count
)
1219 self
.assertEqual(7, get_cryptoportfolio
.call_count
)
1220 market
.Portfolio
.report
.print_log
.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
1223 get_cryptoportfolio
.reset_mock()
1224 market
.Portfolio
.last_date
= store
.LockedVar(None)
1226 market
.Portfolio
.wait_for_recent(delta
=15)
1227 sleep
.assert_not_called()
1228 self
.assertEqual(1, get_cryptoportfolio
.call_count
)
1231 get_cryptoportfolio
.reset_mock()
1232 market
.Portfolio
.last_date
= store
.LockedVar(None)
1234 market
.Portfolio
.wait_for_recent(delta
=1)
1235 sleep
.assert_called_with(30)
1236 self
.assertEqual(9, sleep
.call_count
)
1237 self
.assertEqual(10, get_cryptoportfolio
.call_count
)
1239 def test_is_worker_thread(self
):
1240 with self
.subTest(worker
=None):
1241 self
.assertFalse(store
.Portfolio
.is_worker_thread())
1243 with self
.subTest(worker
="not self"),\
1244 mock
.patch("threading.current_thread") as current_thread
:
1245 current
= mock
.Mock()
1246 current_thread
.return_value
= current
1247 store
.Portfolio
.worker
= mock
.Mock()
1248 self
.assertFalse(store
.Portfolio
.is_worker_thread())
1250 with self
.subTest(worker
="self"),\
1251 mock
.patch("threading.current_thread") as current_thread
:
1252 current
= mock
.Mock()
1253 current_thread
.return_value
= current
1254 store
.Portfolio
.worker
= current
1255 self
.assertTrue(store
.Portfolio
.is_worker_thread())
1257 def test_start_worker(self
):
1258 with mock
.patch
.object(store
.Portfolio
, "wait_for_notification") as notification
:
1259 store
.Portfolio
.start_worker()
1260 notification
.assert_called_once_with(poll
=30)
1262 self
.assertEqual("lock", store
.Portfolio
.last_date
.lock
.__class
__.__name
__)
1263 self
.assertEqual("lock", store
.Portfolio
.liquidities
.lock
.__class
__.__name
__)
1264 store
.Portfolio
.report
.start_lock
.assert_called_once_with()
1266 self
.assertIsNotNone(store
.Portfolio
.worker
)
1267 self
.assertIsNotNone(store
.Portfolio
.worker_notify
)
1268 self
.assertIsNotNone(store
.Portfolio
.callback
)
1269 self
.assertTrue(store
.Portfolio
.worker_started
)
1271 self
.assertFalse(store
.Portfolio
.worker
.is_alive())
1272 self
.assertEqual(1, threading
.active_count())
1274 def test_stop_worker(self
):
1275 with mock
.patch
.object(store
.Portfolio
, "get_cryptoportfolio") as get
,\
1276 mock
.patch
.object(store
.Portfolio
, "report") as report
,\
1277 mock
.patch
.object(store
.time
, "sleep") as sleep
:
1278 store
.Portfolio
.start_worker(poll
=3)
1279 store
.Portfolio
.stop_worker()
1280 store
.Portfolio
.worker
.join()
1281 get
.assert_not_called()
1282 report
.assert_not_called()
1283 sleep
.assert_not_called()
1284 self
.assertFalse(store
.Portfolio
.worker
.is_alive())
1286 def test_wait_for_notification(self
):
1287 with self
.assertRaises(RuntimeError):
1288 store
.Portfolio
.wait_for_notification()
1290 with mock
.patch
.object(store
.Portfolio
, "get_cryptoportfolio") as get
,\
1291 mock
.patch
.object(store
.Portfolio
, "report") as report
,\
1292 mock
.patch
.object(store
.time
, "sleep") as sleep
:
1293 store
.Portfolio
.start_worker(poll
=3)
1295 store
.Portfolio
.worker_notify
.set()
1297 store
.Portfolio
.callback
.wait()
1299 report
.print_log
.assert_called_once_with("[Worker] Fetching cryptoportfolio")
1300 get
.assert_called_once_with(refetch
=True)
1301 sleep
.assert_called_once_with(3)
1302 self
.assertFalse(store
.Portfolio
.worker_notify
.is_set())
1303 self
.assertTrue(store
.Portfolio
.worker
.is_alive())
1305 store
.Portfolio
.callback
.clear()
1306 store
.Portfolio
.worker_started
= False
1307 store
.Portfolio
.worker_notify
.set()
1308 store
.Portfolio
.worker
.join()
1309 self
.assertFalse(store
.Portfolio
.worker
.is_alive())
1311 def test_notify_and_wait(self
):
1312 with mock
.patch
.object(store
.Portfolio
, "callback") as callback
,\
1313 mock
.patch
.object(store
.Portfolio
, "worker_notify") as worker_notify
:
1314 store
.Portfolio
.notify_and_wait()
1315 callback
.clear
.assert_called_once_with()
1316 worker_notify
.set.assert_called_once_with()
1317 callback
.wait
.assert_called_once_with()