+ compute.reset_mock()
+ portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
+ compute.assert_called_with("foo", "bid")
+
+ compute.reset_mock()
+ portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
+ compute.assert_called_with("foo", "ask")
+
+ compute.reset_mock()
+ portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
+ compute.assert_called_with("foo", "bid")
+
+ compute.reset_mock()
+ portfolio.Computation.computations["test"] = compute
+ portfolio.Computation.compute_value("foo", "bid", compute_value="test")
+ compute.assert_called_with("foo", "bid")
+
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class TradeTest(WebMockTestCase):
+
+ def test_values_assertion(self):
+ value_from = portfolio.Amount("BTC", "1.0")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+ self.assertEqual("BTC", trade.base_currency)
+ self.assertEqual("ETH", trade.currency)
+ self.assertEqual(self.m, trade.market)
+
+ with self.assertRaises(AssertionError):
+ portfolio.Trade(value_from, -value_to, "ETH", self.m)
+ with self.assertRaises(AssertionError):
+ portfolio.Trade(value_from, value_to, "ETC", self.m)
+ with self.assertRaises(AssertionError):
+ value_from.currency = "ETH"
+ portfolio.Trade(value_from, value_to, "ETH", self.m)
+ value_from.currency = "BTC"
+ with self.assertRaises(AssertionError):
+ value_from2 = portfolio.Amount("BTC", "1.0")
+ portfolio.Trade(value_from2, value_to, "ETH", self.m)
+
+ value_from = portfolio.Amount("BTC", 0)
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+ self.assertEqual(0, trade.value_from.linked_to)
+
+ def test_action(self):
+ value_from = portfolio.Amount("BTC", "1.0")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ self.assertIsNone(trade.action)
+
+ value_from = portfolio.Amount("BTC", "1.0")
+ value_from.linked_to = portfolio.Amount("BTC", "1.0")
+ value_to = portfolio.Amount("BTC", "2.0")
+ trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
+
+ self.assertIsNone(trade.action)
+
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ self.assertEqual("acquire", trade.action)
+
+ value_from = portfolio.Amount("BTC", "0")
+ value_from.linked_to = portfolio.Amount("ETH", "0")
+ value_to = portfolio.Amount("BTC", "-1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ self.assertEqual("acquire", trade.action)
+
+ def test_order_action(self):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ self.assertEqual("buy", trade.order_action(False))
+ self.assertEqual("sell", trade.order_action(True))
+
+ value_from = portfolio.Amount("BTC", "0")
+ value_from.linked_to = portfolio.Amount("ETH", "0")
+ value_to = portfolio.Amount("BTC", "-1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ self.assertEqual("sell", trade.order_action(False))
+ self.assertEqual("buy", trade.order_action(True))
+
+ def test_trade_type(self):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ self.assertEqual("long", trade.trade_type)
+
+ value_from = portfolio.Amount("BTC", "0")
+ value_from.linked_to = portfolio.Amount("ETH", "0")
+ value_to = portfolio.Amount("BTC", "-1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ self.assertEqual("short", trade.trade_type)
+
+ def test_is_fullfiled(self):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ order1 = mock.Mock()
+ order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
+
+ order2 = mock.Mock()
+ order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
+ trade.orders.append(order1)
+ trade.orders.append(order2)
+
+ self.assertFalse(trade.is_fullfiled)
+
+ order3 = mock.Mock()
+ order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
+ trade.orders.append(order3)
+
+ self.assertTrue(trade.is_fullfiled)
+
+ def test_filled_amount(self):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ order1 = mock.Mock()
+ order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
+
+ order2 = mock.Mock()
+ order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
+ trade.orders.append(order1)
+ trade.orders.append(order2)
+
+ self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
+ order1.filled_amount.assert_called_with(in_base_currency=False)
+ order2.filled_amount.assert_called_with(in_base_currency=False)
+
+ self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
+ order1.filled_amount.assert_called_with(in_base_currency=False)
+ order2.filled_amount.assert_called_with(in_base_currency=False)
+
+ self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
+ order1.filled_amount.assert_called_with(in_base_currency=True)
+ order2.filled_amount.assert_called_with(in_base_currency=True)
+
+ @mock.patch.object(portfolio.Computation, "compute_value")
+ @mock.patch.object(portfolio.Trade, "filled_amount")
+ @mock.patch.object(portfolio, "Order")
+ def test_prepare_order(self, Order, filled_amount, compute_value):
+ Order.return_value = "Order"
+
+ with self.subTest(desc="Nothing to do"):
+ value_from = portfolio.Amount("BTC", "10")
+ value_from.rate = D("0.1")
+ value_from.linked_to = portfolio.Amount("FOO", "100")
+ value_to = portfolio.Amount("BTC", "10")
+ trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
+
+ trade.prepare_order()
+
+ filled_amount.assert_not_called()
+ compute_value.assert_not_called()
+ self.assertEqual(0, len(trade.orders))
+ Order.assert_not_called()
+
+ self.m.get_ticker.return_value = { "inverted": False }
+ with self.subTest(desc="Already filled"):
+ filled_amount.return_value = portfolio.Amount("FOO", "100")
+ compute_value.return_value = D("0.125")
+
+ value_from = portfolio.Amount("BTC", "10")
+ value_from.rate = D("0.1")
+ value_from.linked_to = portfolio.Amount("FOO", "100")
+ value_to = portfolio.Amount("BTC", "0")
+ trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
+
+ trade.prepare_order()
+
+ filled_amount.assert_called_with(in_base_currency=False)
+ compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
+ self.assertEqual(0, len(trade.orders))
+ self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
+ Order.assert_not_called()
+
+ with self.subTest(action="dispose", inverted=False):
+ filled_amount.return_value = portfolio.Amount("FOO", "60")
+ compute_value.return_value = D("0.125")
+
+ value_from = portfolio.Amount("BTC", "10")
+ value_from.rate = D("0.1")
+ value_from.linked_to = portfolio.Amount("FOO", "100")
+ value_to = portfolio.Amount("BTC", "1")
+ trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
+
+ trade.prepare_order()
+
+ filled_amount.assert_called_with(in_base_currency=False)
+ compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
+ self.assertEqual(1, len(trade.orders))
+ Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
+ D("0.125"), "BTC", "long", self.m,
+ trade, close_if_possible=False)
+
+ with self.subTest(action="dispose", inverted=False, close_if_possible=True):
+ filled_amount.return_value = portfolio.Amount("FOO", "60")
+ compute_value.return_value = D("0.125")
+
+ value_from = portfolio.Amount("BTC", "10")
+ value_from.rate = D("0.1")
+ value_from.linked_to = portfolio.Amount("FOO", "100")
+ value_to = portfolio.Amount("BTC", "1")
+ trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
+
+ trade.prepare_order(close_if_possible=True)
+
+ filled_amount.assert_called_with(in_base_currency=False)
+ compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
+ self.assertEqual(1, len(trade.orders))
+ Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
+ D("0.125"), "BTC", "long", self.m,
+ trade, close_if_possible=True)
+
+ with self.subTest(action="acquire", inverted=False):
+ filled_amount.return_value = portfolio.Amount("BTC", "3")
+ compute_value.return_value = D("0.125")
+
+ value_from = portfolio.Amount("BTC", "1")
+ value_from.rate = D("0.1")
+ value_from.linked_to = portfolio.Amount("FOO", "10")
+ value_to = portfolio.Amount("BTC", "10")
+ trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
+
+ trade.prepare_order()
+
+ filled_amount.assert_called_with(in_base_currency=True)
+ compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
+ self.assertEqual(1, len(trade.orders))
+
+ Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
+ D("0.125"), "BTC", "long", self.m,
+ trade, close_if_possible=False)
+
+ with self.subTest(close_if_possible=True):
+ filled_amount.return_value = portfolio.Amount("FOO", "0")
+ compute_value.return_value = D("0.125")
+
+ value_from = portfolio.Amount("BTC", "10")
+ value_from.rate = D("0.1")
+ value_from.linked_to = portfolio.Amount("FOO", "100")
+ value_to = portfolio.Amount("BTC", "0")
+ trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
+
+ trade.prepare_order()
+
+ filled_amount.assert_called_with(in_base_currency=False)
+ compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
+ self.assertEqual(1, len(trade.orders))
+ Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
+ D("0.125"), "BTC", "long", self.m,
+ trade, close_if_possible=True)
+
+ self.m.get_ticker.return_value = { "inverted": True, "original": {} }
+ with self.subTest(action="dispose", inverted=True):
+ filled_amount.return_value = portfolio.Amount("FOO", "300")
+ compute_value.return_value = D("125")
+
+ value_from = portfolio.Amount("BTC", "10")
+ value_from.rate = D("0.01")
+ value_from.linked_to = portfolio.Amount("FOO", "1000")
+ value_to = portfolio.Amount("BTC", "1")
+ trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
+
+ trade.prepare_order(compute_value="foo")
+
+ filled_amount.assert_called_with(in_base_currency=True)
+ compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
+ self.assertEqual(1, len(trade.orders))
+ Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
+ D("125"), "FOO", "long", self.m,
+ trade, close_if_possible=False)
+
+ with self.subTest(action="acquire", inverted=True):
+ filled_amount.return_value = portfolio.Amount("BTC", "4")
+ compute_value.return_value = D("125")
+
+ value_from = portfolio.Amount("BTC", "1")
+ value_from.rate = D("0.01")
+ value_from.linked_to = portfolio.Amount("FOO", "100")
+ value_to = portfolio.Amount("BTC", "10")
+ trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
+
+ trade.prepare_order(compute_value="foo")
+
+ filled_amount.assert_called_with(in_base_currency=False)
+ compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
+ self.assertEqual(1, len(trade.orders))
+ Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
+ D("125"), "FOO", "long", self.m,
+ trade, close_if_possible=False)
+
+
+ @mock.patch.object(portfolio.Trade, "prepare_order")
+ def test_update_order(self, prepare_order):
+ order_mock = mock.Mock()
+ new_order_mock = mock.Mock()
+
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+ prepare_order.return_value = new_order_mock
+
+ for i in [0, 1, 3, 4, 6]:
+ with self.subTest(tick=i):
+ trade.update_order(order_mock, i)
+ order_mock.cancel.assert_not_called()
+ new_order_mock.run.assert_not_called()
+ self.m.report.log_order.assert_called_once_with(order_mock, i,
+ update="waiting", compute_value=None, new_order=None)
+
+ order_mock.reset_mock()
+ new_order_mock.reset_mock()
+ trade.orders = []
+ self.m.report.log_order.reset_mock()
+
+ trade.update_order(order_mock, 2)
+ order_mock.cancel.assert_called()
+ new_order_mock.run.assert_called()
+ prepare_order.assert_called()
+ self.m.report.log_order.assert_called()
+ self.assertEqual(2, self.m.report.log_order.call_count)
+ calls = [
+ mock.call(order_mock, 2, update="adjusting",
+ compute_value=mock.ANY,
+ new_order=new_order_mock),
+ mock.call(order_mock, 2, new_order=new_order_mock),
+ ]
+ self.m.report.log_order.assert_has_calls(calls)
+
+ order_mock.reset_mock()
+ new_order_mock.reset_mock()
+ trade.orders = []
+ self.m.report.log_order.reset_mock()
+
+ trade.update_order(order_mock, 5)
+ order_mock.cancel.assert_called()
+ new_order_mock.run.assert_called()
+ prepare_order.assert_called()
+ self.assertEqual(2, self.m.report.log_order.call_count)
+ self.m.report.log_order.assert_called()
+ calls = [
+ mock.call(order_mock, 5, update="adjusting",
+ compute_value=mock.ANY,
+ new_order=new_order_mock),
+ mock.call(order_mock, 5, new_order=new_order_mock),
+ ]
+ self.m.report.log_order.assert_has_calls(calls)
+
+ order_mock.reset_mock()
+ new_order_mock.reset_mock()
+ trade.orders = []
+ self.m.report.log_order.reset_mock()
+
+ trade.update_order(order_mock, 7)
+ order_mock.cancel.assert_called()
+ new_order_mock.run.assert_called()
+ prepare_order.assert_called_with(compute_value="default")
+ self.m.report.log_order.assert_called()
+ self.assertEqual(2, self.m.report.log_order.call_count)
+ calls = [
+ mock.call(order_mock, 7, update="market_fallback",
+ compute_value='default',
+ new_order=new_order_mock),
+ mock.call(order_mock, 7, new_order=new_order_mock),
+ ]
+ self.m.report.log_order.assert_has_calls(calls)
+
+ order_mock.reset_mock()
+ new_order_mock.reset_mock()
+ trade.orders = []
+ self.m.report.log_order.reset_mock()
+
+ for i in [10, 13, 16]:
+ with self.subTest(tick=i):
+ trade.update_order(order_mock, i)
+ order_mock.cancel.assert_called()
+ new_order_mock.run.assert_called()
+ prepare_order.assert_called_with(compute_value="default")
+ self.m.report.log_order.assert_called()
+ self.assertEqual(2, self.m.report.log_order.call_count)
+ calls = [
+ mock.call(order_mock, i, update="market_adjust",
+ compute_value='default',
+ new_order=new_order_mock),
+ mock.call(order_mock, i, new_order=new_order_mock),
+ ]
+ self.m.report.log_order.assert_has_calls(calls)
+
+ order_mock.reset_mock()
+ new_order_mock.reset_mock()
+ trade.orders = []
+ self.m.report.log_order.reset_mock()
+
+ for i in [8, 9, 11, 12]:
+ with self.subTest(tick=i):
+ trade.update_order(order_mock, i)
+ order_mock.cancel.assert_not_called()
+ new_order_mock.run.assert_not_called()
+ self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
+ compute_value=None, new_order=None)
+
+ order_mock.reset_mock()
+ new_order_mock.reset_mock()
+ trade.orders = []
+ self.m.report.log_order.reset_mock()
+
+
+ def test_print_with_order(self):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ order_mock1 = mock.Mock()
+ order_mock1.__repr__ = mock.Mock()
+ order_mock1.__repr__.return_value = "Mock 1"
+ order_mock2 = mock.Mock()
+ order_mock2.__repr__ = mock.Mock()
+ order_mock2.__repr__.return_value = "Mock 2"
+ order_mock1.mouvements = []
+ mouvement_mock1 = mock.Mock()
+ mouvement_mock1.__repr__ = mock.Mock()
+ mouvement_mock1.__repr__.return_value = "Mouvement 1"
+ mouvement_mock2 = mock.Mock()
+ mouvement_mock2.__repr__ = mock.Mock()
+ mouvement_mock2.__repr__.return_value = "Mouvement 2"
+ order_mock2.mouvements = [
+ mouvement_mock1, mouvement_mock2
+ ]
+ trade.orders.append(order_mock1)
+ trade.orders.append(order_mock2)
+
+ with mock.patch.object(trade, "filled_amount") as filled:
+ filled.return_value = portfolio.Amount("BTC", "0.1")
+
+ trade.print_with_order()
+
+ self.m.report.print_log.assert_called()
+ calls = self.m.report.print_log.mock_calls
+ self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
+ self.assertEqual("\tMock 1", str(calls[1][1][0]))
+ self.assertEqual("\tMock 2", str(calls[2][1][0]))
+ self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
+ self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
+
+ self.m.report.print_log.reset_mock()
+
+ filled.return_value = portfolio.Amount("BTC", "0.5")
+ trade.print_with_order()
+ calls = self.m.report.print_log.mock_calls
+ self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0]))
+
+ self.m.report.print_log.reset_mock()
+
+ filled.return_value = portfolio.Amount("BTC", "0.1")
+ trade.closed = True
+ trade.print_with_order()
+ calls = self.m.report.print_log.mock_calls
+ self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0]))
+
+ def test_close(self):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+ order1 = mock.Mock()
+ trade.orders.append(order1)
+
+ trade.close()
+
+ self.assertEqual(True, trade.closed)
+ order1.cancel.assert_called_once_with()
+
+ def test_pending(self):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ trade.closed = True
+ self.assertEqual(False, trade.pending)
+
+ trade.closed = False
+ self.assertEqual(True, trade.pending)
+
+ order1 = mock.Mock()
+ order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5")
+ trade.orders.append(order1)
+ self.assertEqual(False, trade.pending)
+
+ def test__repr(self):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
+
+ def test_as_json(self):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ as_json = trade.as_json()
+ self.assertEqual("acquire", as_json["action"])
+ self.assertEqual(D("0.5"), as_json["from"])
+ self.assertEqual(D("1.0"), as_json["to"])
+ self.assertEqual("ETH", as_json["currency"])
+ self.assertEqual("BTC", as_json["base_currency"])
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class OrderTest(WebMockTestCase):
+ def test_values(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertEqual("buy", order.action)
+ self.assertEqual(10, order.amount.value)
+ self.assertEqual("ETH", order.amount.currency)
+ self.assertEqual(D("0.1"), order.rate)
+ self.assertEqual("BTC", order.base_currency)
+ self.assertEqual("market", order.market)
+ self.assertEqual("long", order.trade_type)
+ self.assertEqual("pending", order.status)
+ self.assertEqual("trade", order.trade)
+ self.assertIsNone(order.id)
+ self.assertFalse(order.close_if_possible)
+
+ def test__repr(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
+
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade",
+ close_if_possible=True)
+ self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
+
+ def test_as_json(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ mouvement_mock1 = mock.Mock()
+ mouvement_mock1.as_json.return_value = 1
+ mouvement_mock2 = mock.Mock()
+ mouvement_mock2.as_json.return_value = 2
+
+ order.mouvements = [mouvement_mock1, mouvement_mock2]
+ as_json = order.as_json()
+ self.assertEqual("buy", as_json["action"])
+ self.assertEqual("long", as_json["trade_type"])
+ self.assertEqual(10, as_json["amount"])
+ self.assertEqual("ETH", as_json["currency"])
+ self.assertEqual("BTC", as_json["base_currency"])
+ self.assertEqual(D("0.1"), as_json["rate"])
+ self.assertEqual("pending", as_json["status"])
+ self.assertEqual(False, as_json["close_if_possible"])
+ self.assertIsNone(as_json["id"])
+ self.assertEqual([1, 2], as_json["mouvements"])
+
+ def test_account(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertEqual("exchange", order.account)
+
+ order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", "market", "trade")
+ self.assertEqual("margin", order.account)
+
+ def test_pending(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertTrue(order.pending)
+ order.status = "open"
+ self.assertFalse(order.pending)
+
+ def test_open(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertFalse(order.open)
+ order.status = "open"
+ self.assertTrue(order.open)
+
+ def test_finished(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertFalse(order.finished)
+ order.status = "closed"
+ self.assertTrue(order.finished)
+ order.status = "canceled"
+ self.assertTrue(order.finished)
+ order.status = "error"
+ self.assertTrue(order.finished)
+
+ @mock.patch.object(portfolio.Order, "fetch")
+ def test_cancel(self, fetch):
+ with self.subTest(debug=True):
+ self.m.debug = True
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.status = "open"
+
+ order.cancel()
+ self.m.ccxt.cancel_order.assert_not_called()
+ self.m.report.log_debug_action.assert_called_once()
+ self.m.report.log_debug_action.reset_mock()
+ self.assertEqual("canceled", order.status)
+
+ with self.subTest(desc="Nominal case"):
+ self.m.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.status = "open"
+ order.id = 42
+
+ order.cancel()
+ self.m.ccxt.cancel_order.assert_called_with(42)
+ fetch.assert_called_once_with()
+ self.m.report.log_debug_action.assert_not_called()
+
+ with self.subTest(exception=True):
+ self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.status = "open"
+ order.id = 42
+ order.cancel()
+ self.m.ccxt.cancel_order.assert_called_with(42)
+ self.m.report.log_error.assert_called_once()
+
+ self.m.reset_mock()
+ with self.subTest(id=None):
+ self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.status = "open"
+ order.cancel()
+ self.m.ccxt.cancel_order.assert_not_called()
+
+ self.m.reset_mock()
+ with self.subTest(open=False):
+ self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.status = "closed"
+ order.cancel()
+ self.m.ccxt.cancel_order.assert_not_called()
+
+ def test_dust_amount_remaining(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
+ self.assertFalse(order.dust_amount_remaining())
+
+ order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
+ self.assertTrue(order.dust_amount_remaining())
+
+ @mock.patch.object(portfolio.Order, "fetch")
+ @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
+ def test_remaining_amount(self, filled_amount, fetch):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+
+ self.assertEqual(9, order.remaining_amount().value)
+
+ order.status = "open"
+ self.assertEqual(9, order.remaining_amount().value)
+
+ @mock.patch.object(portfolio.Order, "fetch")
+ def test_filled_amount(self, fetch):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 42, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 12:00:12", "rate": "0.1",
+ "amount": "3", "total": "0.3"
+ }))
+ order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 43, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 13:00:12", "rate": "0.2",
+ "amount": "2", "total": "0.4"
+ }))
+ self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
+ fetch.assert_not_called()
+ order.status = "open"
+ self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
+ fetch.assert_called_once()
+ self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
+
+ def test_fetch_mouvements(self):
+ self.m.ccxt.privatePostReturnOrderTrades.return_value = [
+ {
+ "tradeID": 42, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 12:00:12", "rate": "0.1",
+ "amount": "3", "total": "0.3"
+ },
+ {
+ "tradeID": 43, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 13:00:12", "rate": "0.2",
+ "amount": "2", "total": "0.4"
+ }
+ ]
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.id = 12
+ order.mouvements = ["Foo", "Bar", "Baz"]
+
+ order.fetch_mouvements()
+
+ self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
+ self.assertEqual(2, len(order.mouvements))
+ self.assertEqual(42, order.mouvements[0].id)
+ self.assertEqual(43, order.mouvements[1].id)
+
+ self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.fetch_mouvements()
+ self.assertEqual(0, len(order.mouvements))
+
+ def test_mark_finished_order(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", self.m, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+ self.m.debug = False
+
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
+ self.m.ccxt.close_margin_position.reset_mock()
+
+ order.status = "open"
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_not_called()
+
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", self.m, "trade",
+ close_if_possible=False)
+ order.status = "closed"
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_not_called()
+
+ order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", self.m, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_not_called()
+
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_not_called()
+
+ self.m.debug = True
+
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", self.m, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_not_called()
+ self.m.report.log_debug_action.assert_called_once()
+
+ @mock.patch.object(portfolio.Order, "fetch_mouvements")
+ def test_fetch(self, fetch_mouvements):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.id = 45
+ with self.subTest(debug=True):
+ self.m.debug = True
+ order.fetch()
+ self.m.report.log_debug_action.assert_called_once()
+ self.m.report.log_debug_action.reset_mock()
+ self.m.ccxt.fetch_order.assert_not_called()
+ fetch_mouvements.assert_not_called()
+
+ with self.subTest(debug=False):
+ self.m.debug = False
+ self.m.ccxt.fetch_order.return_value = {
+ "status": "foo",
+ "datetime": "timestamp"
+ }
+ order.fetch()
+
+ self.m.ccxt.fetch_order.assert_called_once_with(45)
+ fetch_mouvements.assert_called_once()
+ self.assertEqual("foo", order.status)
+ self.assertEqual("timestamp", order.timestamp)
+ self.assertEqual(1, len(order.results))
+ self.m.report.log_debug_action.assert_not_called()
+
+ with self.subTest(missing_order=True):
+ self.m.ccxt.fetch_order.side_effect = [
+ portfolio.OrderNotCached,
+ ]
+ order.fetch()
+ self.assertEqual("closed_unknown", order.status)
+
+ @mock.patch.object(portfolio.Order, "fetch")
+ @mock.patch.object(portfolio.Order, "mark_finished_order")
+ def test_get_status(self, mark_finished_order, fetch):
+ with self.subTest(debug=True):
+ self.m.debug = True
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.assertEqual("pending", order.get_status())
+ fetch.assert_not_called()
+ self.m.report.log_debug_action.assert_called_once()
+
+ with self.subTest(debug=False, finished=False):
+ self.m.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ def _fetch(order):
+ def update_status():
+ order.status = "open"
+ return update_status
+ fetch.side_effect = _fetch(order)
+ self.assertEqual("open", order.get_status())
+ mark_finished_order.assert_not_called()
+ fetch.assert_called_once()
+
+ mark_finished_order.reset_mock()
+ fetch.reset_mock()
+ with self.subTest(debug=False, finished=True):
+ self.m.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ def _fetch(order):
+ def update_status():
+ order.status = "closed"
+ return update_status
+ fetch.side_effect = _fetch(order)
+ self.assertEqual("closed", order.get_status())
+ mark_finished_order.assert_called_once()
+ fetch.assert_called_once()
+
+ def test_run(self):
+ self.m.ccxt.order_precision.return_value = 4
+ with self.subTest(debug=True):
+ self.m.debug = True
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.run()
+ self.m.ccxt.create_order.assert_not_called()
+ self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
+ self.assertEqual("open", order.status)
+ self.assertEqual(1, len(order.results))
+ self.assertEqual(-1, order.id)
+
+ self.m.ccxt.create_order.reset_mock()
+ with self.subTest(debug=False):
+ self.m.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.return_value = { "id": 123 }
+ order.run()
+ self.m.ccxt.create_order.assert_called_once()
+ self.assertEqual(1, len(order.results))
+ self.assertEqual("open", order.status)
+
+ self.m.ccxt.create_order.reset_mock()
+ with self.subTest(exception=True):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.side_effect = Exception("bouh")
+ order.run()
+ self.m.ccxt.create_order.assert_called_once()
+ self.assertEqual(0, len(order.results))
+ self.assertEqual("error", order.status)
+ self.m.report.log_error.assert_called_once()
+
+ self.m.ccxt.create_order.reset_mock()
+ with self.subTest(dust_amount_exception=True),\
+ mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
+ order.run()
+ self.m.ccxt.create_order.assert_called_once()
+ self.assertEqual(0, len(order.results))
+ self.assertEqual("closed", order.status)
+ mark_finished_order.assert_called_once()
+
+ self.m.ccxt.order_precision.return_value = 8
+ self.m.ccxt.create_order.reset_mock()
+ with self.subTest(insufficient_funds=True),\
+ mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.side_effect = [
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ { "id": 123 },
+ ]
+ order.run()
+ self.m.ccxt.create_order.assert_has_calls([
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
+ ])
+ self.assertEqual(4, self.m.ccxt.create_order.call_count)
+ self.assertEqual(1, len(order.results))
+ self.assertEqual("open", order.status)
+ self.assertEqual(4, order.tries)
+ self.m.report.log_error.assert_called()
+ self.assertEqual(4, self.m.report.log_error.call_count)
+
+ self.m.ccxt.order_precision.return_value = 8
+ self.m.ccxt.create_order.reset_mock()
+ self.m.report.log_error.reset_mock()
+ with self.subTest(insufficient_funds=True),\
+ mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.side_effect = [
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ ]
+ order.run()
+ self.m.ccxt.create_order.assert_has_calls([
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
+ ])
+ self.assertEqual(5, self.m.ccxt.create_order.call_count)
+ self.assertEqual(0, len(order.results))
+ self.assertEqual("error", order.status)
+ self.assertEqual(5, order.tries)
+ self.m.report.log_error.assert_called()
+ self.assertEqual(5, self.m.report.log_error.call_count)
+ 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)
+
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class MouvementTest(WebMockTestCase):
+ def test_values(self):
+ mouvement = portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 42, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 12:00:12", "rate": "0.1",
+ "amount": "10", "total": "1"
+ })
+ self.assertEqual("ETH", mouvement.currency)
+ self.assertEqual("BTC", mouvement.base_currency)
+ self.assertEqual(42, mouvement.id)
+ self.assertEqual("buy", mouvement.action)
+ self.assertEqual(D("0.0015"), mouvement.fee_rate)
+ self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
+ self.assertEqual(D("0.1"), mouvement.rate)
+ self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
+ self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
+
+ mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
+ self.assertIsNone(mouvement.date)
+ self.assertIsNone(mouvement.id)
+ self.assertIsNone(mouvement.action)
+ self.assertEqual(-1, mouvement.fee_rate)
+ self.assertEqual(0, mouvement.rate)
+ self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
+ self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
+
+ def test__repr(self):
+ mouvement = portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 42, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 12:00:12", "rate": "0.1",
+ "amount": "10", "total": "1"
+ })
+ self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
+
+ mouvement = portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 42, "type": "buy",
+ "date": "garbage", "rate": "0.1",
+ "amount": "10", "total": "1"
+ })
+ self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
+
+ def test_as_json(self):
+ mouvement = portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 42, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 12:00:12", "rate": "0.1",
+ "amount": "10", "total": "1"
+ })
+ as_json = mouvement.as_json()
+
+ self.assertEqual(D("0.0015"), as_json["fee_rate"])
+ self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
+ self.assertEqual("buy", as_json["action"])
+ self.assertEqual(D("10"), as_json["total"])
+ self.assertEqual(D("1"), as_json["total_in_base"])
+ self.assertEqual("BTC", as_json["base_currency"])
+ self.assertEqual("ETH", as_json["currency"])
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class ReportStoreTest(WebMockTestCase):
+ def test_add_log(self):
+ report_store = market.ReportStore(self.m)
+ report_store.add_log({"foo": "bar"})
+
+ self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
+
+ def test_set_verbose(self):
+ report_store = market.ReportStore(self.m)
+ with self.subTest(verbose=True):
+ report_store.set_verbose(True)
+ self.assertTrue(report_store.verbose_print)
+
+ with self.subTest(verbose=False):
+ report_store.set_verbose(False)
+ self.assertFalse(report_store.verbose_print)
+
+ def test_print_log(self):
+ report_store = market.ReportStore(self.m)
+ with self.subTest(verbose=True),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ report_store.set_verbose(True)
+ report_store.print_log("Coucou")
+ report_store.print_log(portfolio.Amount("BTC", 1))
+ self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
+
+ with self.subTest(verbose=False),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ report_store.set_verbose(False)
+ report_store.print_log("Coucou")
+ report_store.print_log(portfolio.Amount("BTC", 1))
+ self.assertEqual(stdout_mock.getvalue(), "")
+
+ def test_to_json(self):
+ report_store = market.ReportStore(self.m)
+ report_store.logs.append({"foo": "bar"})
+ self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
+ report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
+ self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
+ report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
+ 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())
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_stage(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ c = lambda x: x
+ report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
+ print_log.assert_has_calls([
+ mock.call("-----------"),
+ mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'stage',
+ 'stage': 'foo',
+ 'args': {
+ 'bar': 'baz',
+ 'c': 'c = lambda x: x',
+ 'd': {
+ 'currency': 'BTC',
+ 'value': D('1')
+ }
+ }
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_balances(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ self.m.balances.as_json.return_value = "json"
+ self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
+
+ report_store.log_balances(tag="tag")
+ print_log.assert_has_calls([
+ mock.call("[Balance]"),
+ mock.call("\tbar"),
+ mock.call("\tbaz"),
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'balance',
+ 'balances': 'json',
+ 'tag': 'tag'
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_tickers(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ amounts = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "ETH": portfolio.Amount("BTC", D("0.3"))
+ }
+ amounts["ETH"].rate = D("0.1")
+
+ report_store.log_tickers(amounts, "BTC", "default", "total")
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'tickers',
+ 'compute_value': 'default',
+ 'balance_type': 'total',
+ 'currency': 'BTC',
+ 'balances': {
+ 'BTC': D('10'),
+ 'ETH': D('0.3')
+ },
+ 'rates': {
+ 'BTC': None,
+ 'ETH': D('0.1')
+ },
+ 'total': D('10.3')
+ })
+
+ add_log.reset_mock()
+ compute_value = lambda x: x["bid"]
+ report_store.log_tickers(amounts, "BTC", compute_value, "total")
+ add_log.assert_called_once_with({
+ 'type': 'tickers',
+ 'compute_value': 'compute_value = lambda x: x["bid"]',
+ 'balance_type': 'total',
+ 'currency': 'BTC',
+ 'balances': {
+ 'BTC': D('10'),
+ 'ETH': D('0.3')
+ },
+ 'rates': {
+ 'BTC': None,
+ 'ETH': D('0.1')
+ },
+ 'total': D('10.3')
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_dispatch(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ amount = portfolio.Amount("BTC", "10.3")
+ amounts = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "ETH": portfolio.Amount("BTC", D("0.3"))