self.wm.start()
self.patchers = [
+ mock.patch.multiple(portfolio.ReportStore,
+ logs=[], verbose_print=True),
mock.patch.multiple(portfolio.BalanceStore,
all={},),
mock.patch.multiple(portfolio.TradeStore,
all=[],
debug=False),
- mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}),
+ mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
mock.patch.multiple(portfolio.Computation,
computations=portfolio.Computation.computations),
mock.patch.multiple(helper,
for patcher in self.patchers:
patcher.start()
-
def tearDown(self):
for patcher in self.patchers:
patcher.stop()
self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
- def test_get_cryptoportfolio(self):
+ @mock.patch("portfolio.ReportStore")
+ def test_get_cryptoportfolio(self, report_store):
self.wm.get(portfolio.Portfolio.URL, [
{"text":'{ "foo": "bar" }', "status_code": 200},
{"text": "System Error", "status_code": 500},
self.assertEqual("bar", portfolio.Portfolio.data["foo"])
self.assertTrue(self.wm.called)
self.assertEqual(1, self.wm.call_count)
+ report_store.log_error.assert_not_called()
+ report_store.log_http_request.assert_called_once()
+ report_store.log_http_request.reset_mock()
portfolio.Portfolio.get_cryptoportfolio()
self.assertIsNone(portfolio.Portfolio.data)
self.assertEqual(2, self.wm.call_count)
+ report_store.log_error.assert_not_called()
+ report_store.log_http_request.assert_called_once()
+ report_store.log_http_request.reset_mock()
+
portfolio.Portfolio.data = "Foo"
portfolio.Portfolio.get_cryptoportfolio()
self.assertEqual("Foo", portfolio.Portfolio.data)
self.assertEqual(3, self.wm.call_count)
+ report_store.log_error.assert_called_once_with("get_cryptoportfolio",
+ exception=mock.ANY)
+ report_store.log_http_request.assert_not_called()
- def test_parse_cryptoportfolio(self):
+ @mock.patch("portfolio.ReportStore")
+ def test_parse_cryptoportfolio(self, report_store):
portfolio.Portfolio.parse_cryptoportfolio()
self.assertListEqual(
'SC': (D("0.0623"), "long"),
'ZEC': (D("0.3701"), "long"),
}
- self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
+ date = portfolio.datetime(2018, 1, 8)
+ self.assertDictEqual(expected, liquidities["high"][date])
expected = {
'BTC': (D("1.1102e-16"), "long"),
'VIA': (D("0.1"), "long"),
'XCP': (D("0.1"), "long"),
}
- self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
+ self.assertDictEqual(expected, liquidities["medium"][date])
+ self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date)
+
+ report_store.log_http_request.assert_called_once_with("GET",
+ portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
+ report_store.log_http_request.reset_mock()
# It doesn't refetch the data when available
portfolio.Portfolio.parse_cryptoportfolio()
+ report_store.log_http_request.assert_not_called()
self.assertEqual(1, self.wm.call_count)
- def test_repartition(self):
+ portfolio.Portfolio.parse_cryptoportfolio(refetch=True)
+ self.assertEqual(2, self.wm.call_count)
+ report_store.log_http_request.assert_called_once()
+
+ @mock.patch("portfolio.ReportStore")
+ def test_repartition(self, report_store):
expected_medium = {
'BTC': (D("1.1102e-16"), "long"),
'USDT': (D("0.1"), "long"),
self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium"))
self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high"))
+ self.assertEqual(1, self.wm.call_count)
+
+ portfolio.Portfolio.repartition()
+ self.assertEqual(1, self.wm.call_count)
+
+ portfolio.Portfolio.repartition(refetch=True)
+ self.assertEqual(2, self.wm.call_count)
+ report_store.log_http_request.assert_called()
+ self.assertEqual(2, report_store.log_http_request.call_count)
+
+ @mock.patch.object(portfolio.time, "sleep")
+ @mock.patch.object(portfolio.Portfolio, "repartition")
+ def test_wait_for_recent(self, repartition, sleep):
+ self.call_count = 0
+ def _repartition(refetch):
+ self.assertTrue(refetch)
+ self.call_count += 1
+ portfolio.Portfolio.last_date = portfolio.datetime.now()\
+ - portfolio.timedelta(10)\
+ + portfolio.timedelta(self.call_count)
+ repartition.side_effect = _repartition
+
+ portfolio.Portfolio.wait_for_recent()
+ sleep.assert_called_with(30)
+ self.assertEqual(6, sleep.call_count)
+ self.assertEqual(7, repartition.call_count)
+
+ sleep.reset_mock()
+ repartition.reset_mock()
+ portfolio.Portfolio.last_date = None
+ self.call_count = 0
+ portfolio.Portfolio.wait_for_recent(delta=15)
+ sleep.assert_not_called()
+ self.assertEqual(1, repartition.call_count)
+
+ sleep.reset_mock()
+ repartition.reset_mock()
+ portfolio.Portfolio.last_date = None
+ self.call_count = 0
+ portfolio.Portfolio.wait_for_recent(delta=1)
+ sleep.assert_called_with(30)
+ self.assertEqual(9, sleep.call_count)
+ self.assertEqual(10, repartition.call_count)
+
@unittest.skipUnless("unit" in limits, "Unit skipped")
class AmountTest(WebMockTestCase):
def test_values(self):
amount4 = portfolio.Amount("ETH", 0.0)
self.assertEqual(amount1, amount1 + amount4)
+ self.assertEqual(amount1, amount1 + 0)
+
def test__radd(self):
amount = portfolio.Amount("XVG", "12.9")
amount4 = portfolio.Amount("ETH", 0.0)
self.assertEqual(amount1, amount1 - amount4)
+ def test__rsub(self):
+ amount = portfolio.Amount("ETH", "1.6")
+ with self.assertRaises(Exception):
+ 3 - amount
+
+ self.assertEqual(portfolio.Amount("ETH", "-1.6"), -amount)
+
def test__mul(self):
amount = portfolio.Amount("XEM", 11)
amount2.linked_to = amount3
self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
+ def test_as_json(self):
+ amount = portfolio.Amount("BTX", 32)
+ self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
+
+ amount = portfolio.Amount("BTX", "1E-10")
+ self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
+
+ amount = portfolio.Amount("BTX", "1E-5")
+ self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
+ self.assertEqual("0.00001", str(amount.as_json()["value"]))
+
@unittest.skipUnless("unit" in limits, "Unit skipped")
class BalanceTest(WebMockTestCase):
def test_values(self):
"margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2})
self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
+ def test_as_json(self):
+ balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
+ as_json = balance.as_json()
+ self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
+ self.assertEqual(D(0), as_json["total"])
+ self.assertEqual(D(2), as_json["exchange_total"])
+ self.assertEqual(D(2), as_json["exchange_free"])
+ self.assertEqual(D(0), as_json["exchange_used"])
+ self.assertEqual(D(0), as_json["margin_total"])
+ self.assertEqual(D(0), as_json["margin_free"])
+ self.assertEqual(D(0), as_json["margin_borrowed"])
+
@unittest.skipUnless("unit" in limits, "Unit skipped")
class HelperTest(WebMockTestCase):
def test_get_ticker(self):
@mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(helper, "get_ticker")
@mock.patch.object(portfolio.TradeStore, "compute_trades")
- def test_prepare_trades(self, compute_trades, get_ticker, repartition):
+ @mock.patch("store.ReportStore")
+ @mock.patch("helper.ReportStore")
+ def test_prepare_trades(self, report_store_h, report_store, compute_trades, get_ticker, repartition):
repartition.return_value = {
"XEM": (D("0.75"), "long"),
"BTC": (D("0.25"), "long"),
"total": D("10000.0")
},
}
+ portfolio.BalanceStore.fetch_balances(market, tag="tag")
+
helper.prepare_trades(market)
compute_trades.assert_called()
self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
+ report_store_h.log_stage.assert_called_once_with("prepare_trades")
+ report_store.log_balances.assert_called_once_with(market, tag="tag")
@mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(helper, "get_ticker")
@mock.patch.object(portfolio.TradeStore, "compute_trades")
- def test_update_trades(self, compute_trades, get_ticker, repartition):
+ @mock.patch("store.ReportStore")
+ @mock.patch("helper.ReportStore")
+ def test_update_trades(self, report_store_h, report_store, compute_trades, get_ticker, repartition):
repartition.return_value = {
"XEM": (D("0.75"), "long"),
"BTC": (D("0.25"), "long"),
"total": D("10000.0")
},
}
+ portfolio.BalanceStore.fetch_balances(market, tag="tag")
+
helper.update_trades(market)
compute_trades.assert_called()
self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
+ report_store_h.log_stage.assert_called_once_with("update_trades")
+ report_store.log_balances.assert_called_once_with(market, tag="tag")
@mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(helper, "get_ticker")
@mock.patch.object(portfolio.TradeStore, "compute_trades")
- def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
+ @mock.patch("store.ReportStore")
+ @mock.patch("helper.ReportStore")
+ def test_prepare_trades_to_sell_all(self, report_store_h, report_store, compute_trades, get_ticker, repartition):
def _get_ticker(c1, c2, market):
if c1 == "USDT" and c2 == "BTC":
return { "average": D("0.0001") }
"total": D("10000.0")
},
}
+ portfolio.BalanceStore.fetch_balances(market, tag="tag")
+
helper.prepare_trades_to_sell_all(market)
repartition.assert_not_called()
compute_trades.assert_called()
self.assertEqual(1, call[0][0]["USDT"].value)
self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
+ report_store_h.log_stage.assert_called_once_with("prepare_trades_to_sell_all")
+ report_store.log_balances.assert_called_once_with(market, tag="tag")
@mock.patch.object(portfolio.time, "sleep")
@mock.patch.object(portfolio.TradeStore, "all_orders")
def test_follow_orders(self, all_orders, time_mock):
- for verbose, debug, sleep in [
- (True, False, None), (False, False, None),
- (True, True, None), (True, False, 12),
- (True, True, 12)]:
- with self.subTest(sleep=sleep, debug=debug, verbose=verbose), \
- mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ for debug, sleep in [
+ (False, None), (True, None),
+ (False, 12), (True, 12)]:
+ with self.subTest(sleep=sleep, debug=debug), \
+ mock.patch("helper.ReportStore") as report_store:
portfolio.TradeStore.debug = debug
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock2.trade = mock.Mock()
order_mock3.trade = mock.Mock()
- helper.follow_orders(verbose=verbose, sleep=sleep)
+ helper.follow_orders(sleep=sleep)
order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
self.assertEqual(1, order_mock3.trade.update_order.call_count)
self.assertEqual(2, order_mock3.get_status.call_count)
+ report_store.log_stage.assert_called()
+ calls = [
+ mock.call("follow_orders_begin"),
+ mock.call("follow_orders_tick_1"),
+ mock.call("follow_orders_tick_2"),
+ mock.call("follow_orders_tick_3"),
+ mock.call("follow_orders_end"),
+ ]
+ report_store.log_stage.assert_has_calls(calls)
+ report_store.log_orders.assert_called()
+ self.assertEqual(3, report_store.log_orders.call_count)
+ calls = [
+ mock.call([order_mock1, order_mock2], tick=1),
+ mock.call([order_mock1, order_mock3], tick=2),
+ mock.call([order_mock1, order_mock3], tick=3),
+ ]
+ report_store.log_orders.assert_has_calls(calls)
+ calls = [
+ mock.call(order_mock1, 3, finished=True),
+ mock.call(order_mock3, 3, finished=True),
+ ]
+ report_store.log_order.assert_has_calls(calls)
if sleep is None:
if debug:
+ report_store.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
time_mock.assert_called_with(7)
else:
time_mock.assert_called_with(30)
else:
time_mock.assert_called_with(sleep)
- if verbose:
- self.assertNotEqual("", stdout_mock.getvalue())
+ @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
+ def test_move_balance(self, fetch_balances):
+ for debug in [True, False]:
+ with self.subTest(debug=debug),\
+ mock.patch("helper.ReportStore") as report_store:
+ value_from = portfolio.Amount("BTC", "1.0")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "10.0")
+ trade1 = portfolio.Trade(value_from, value_to, "ETH")
+
+ value_from = portfolio.Amount("BTC", "0.0")
+ value_from.linked_to = portfolio.Amount("ETH", "0.0")
+ value_to = portfolio.Amount("BTC", "-3.0")
+ trade2 = portfolio.Trade(value_from, value_to, "ETH")
+
+ value_from = portfolio.Amount("USDT", "0.0")
+ value_from.linked_to = portfolio.Amount("XVG", "0.0")
+ value_to = portfolio.Amount("USDT", "-50.0")
+ trade3 = portfolio.Trade(value_from, value_to, "XVG")
+
+ portfolio.TradeStore.all = [trade1, trade2, trade3]
+ balance1 = portfolio.Balance("BTC", { "margin_free": "0" })
+ balance2 = portfolio.Balance("USDT", { "margin_free": "100" })
+ balance3 = portfolio.Balance("ETC", { "margin_free": "10" })
+ portfolio.BalanceStore.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
+
+ market = mock.Mock()
+
+ helper.move_balances(market, debug=debug)
+
+ fetch_balances.assert_called_with(market)
+ report_store.log_move_balances.assert_called_once()
+
+ if debug:
+ report_store.log_debug_action.assert_called()
+ self.assertEqual(3, report_store.log_debug_action.call_count)
else:
- self.assertEqual("", stdout_mock.getvalue())
+ market.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
+ market.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange")
+ market.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange")
+
+ @mock.patch.object(helper, "prepare_trades")
+ @mock.patch.object(portfolio.TradeStore, "prepare_orders")
+ @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
+ @mock.patch.object(portfolio.ReportStore, "log_stage")
+ def test_print_orders(self, log_stage, fetch_balances, prepare_orders, prepare_trades):
+ market = mock.Mock()
+ portfolio.BalanceStore.all = {
+ "BTC": portfolio.Balance("BTC", {
+ "total": "0.65",
+ "exchange_total":"0.65",
+ "exchange_free": "0.35",
+ "exchange_used": "0.30"}),
+ "ETH": portfolio.Balance("ETH", {
+ "total": 3,
+ "exchange_total": 3,
+ "exchange_free": 3,
+ "exchange_used": 0}),
+ }
+
+ helper.print_orders(market)
+ fetch_balances.assert_called_with(market, tag="print_orders")
+ prepare_trades.assert_called_with(market, base_currency="BTC",
+ compute_value="average", debug=True)
+ prepare_orders.assert_called_with(compute_value="average")
+ log_stage.assert_called_with("print_orders")
+
+ @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
+ @mock.patch.object(portfolio.BalanceStore, "in_currency")
+ @mock.patch.object(helper.ReportStore, "print_log")
+ def test_print_balances(self, print_log, in_currency, fetch_balances):
+ market = mock.Mock()
+ portfolio.BalanceStore.all = {
+ "BTC": portfolio.Balance("BTC", {
+ "total": "0.65",
+ "exchange_total":"0.65",
+ "exchange_free": "0.35",
+ "exchange_used": "0.30"}),
+ "ETH": portfolio.Balance("ETH", {
+ "total": 3,
+ "exchange_total": 3,
+ "exchange_free": 3,
+ "exchange_used": 0}),
+ }
+ in_currency.return_value = {
+ "BTC": portfolio.Amount("BTC", "0.65"),
+ "ETH": portfolio.Amount("BTC", "0.3"),
+ }
+ helper.print_balances(market)
+ fetch_balances.assert_called_with(market)
+ print_log.assert_has_calls([
+ mock.call("total:"),
+ mock.call(portfolio.Amount("BTC", "0.95")),
+ ])
+
+ @mock.patch.object(helper, "prepare_trades")
+ @mock.patch.object(helper, "follow_orders")
+ @mock.patch.object(portfolio.TradeStore, "prepare_orders")
+ @mock.patch.object(portfolio.TradeStore, "run_orders")
+ @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
+ @mock.patch.object(portfolio.ReportStore, "log_stage")
+ def test_process_sell_needed__1_sell(self, log_stage,
+ fetch_balances, run_orders, prepare_orders, follow_orders,
+ prepare_trades):
+ market = mock.Mock()
+ portfolio.BalanceStore.all = {
+ "BTC": portfolio.Balance("BTC", {
+ "total": "0.65",
+ "exchange_total":"0.65",
+ "exchange_free": "0.35",
+ "exchange_used": "0.30"}),
+ "ETH": portfolio.Balance("ETH", {
+ "total": 3,
+ "exchange_total": 3,
+ "exchange_free": 3,
+ "exchange_used": 0}),
+ }
+ helper.process_sell_needed__1_sell(market)
+ fetch_balances.assert_has_calls([
+ mock.call(market, tag="process_sell_needed__1_sell_begin"),
+ mock.call(market, tag="process_sell_needed__1_sell_end"),
+ ])
+ prepare_trades.assert_called_with(market, base_currency="BTC",
+ liquidity="medium", debug=False)
+ prepare_orders.assert_called_with(compute_value="average",
+ only="dispose")
+ run_orders.assert_called()
+ follow_orders.assert_called()
+ log_stage.assert_called_with("process_sell_needed__1_sell_end")
+
+ @mock.patch.object(helper, "update_trades")
+ @mock.patch.object(helper, "follow_orders")
+ @mock.patch.object(helper, "move_balances")
+ @mock.patch.object(portfolio.TradeStore, "prepare_orders")
+ @mock.patch.object(portfolio.TradeStore, "run_orders")
+ @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
+ @mock.patch.object(portfolio.ReportStore, "log_stage")
+ def test_process_sell_needed__2_buy(self, log_stage, fetch_balances,
+ run_orders, prepare_orders, move_balances, follow_orders,
+ update_trades):
+ market = mock.Mock()
+ portfolio.BalanceStore.all = {
+ "BTC": portfolio.Balance("BTC", {
+ "total": "0.65",
+ "exchange_total":"0.65",
+ "exchange_free": "0.35",
+ "exchange_used": "0.30"}),
+ "ETH": portfolio.Balance("ETH", {
+ "total": 3,
+ "exchange_total": 3,
+ "exchange_free": 3,
+ "exchange_used": 0}),
+ }
+ helper.process_sell_needed__2_buy(market)
+ fetch_balances.assert_has_calls([
+ mock.call(market, tag="process_sell_needed__2_buy_begin"),
+ mock.call(market, tag="process_sell_needed__2_buy_end"),
+ ])
+ update_trades.assert_called_with(market, base_currency="BTC",
+ debug=False, liquidity="medium", only="acquire")
+ prepare_orders.assert_called_with(compute_value="average",
+ only="acquire")
+ move_balances.assert_called_with(market, debug=False)
+ run_orders.assert_called()
+ follow_orders.assert_called()
+ log_stage.assert_called_with("process_sell_needed__2_buy_end")
+
+ @mock.patch.object(helper, "prepare_trades_to_sell_all")
+ @mock.patch.object(helper, "follow_orders")
+ @mock.patch.object(portfolio.TradeStore, "prepare_orders")
+ @mock.patch.object(portfolio.TradeStore, "run_orders")
+ @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
+ @mock.patch.object(portfolio.ReportStore, "log_stage")
+ def test_process_sell_all__1_sell(self, log_stage, fetch_balances,
+ run_orders, prepare_orders, follow_orders,
+ prepare_trades_to_sell_all):
+ market = mock.Mock()
+ portfolio.BalanceStore.all = {
+ "BTC": portfolio.Balance("BTC", {
+ "total": "0.65",
+ "exchange_total":"0.65",
+ "exchange_free": "0.35",
+ "exchange_used": "0.30"}),
+ "ETH": portfolio.Balance("ETH", {
+ "total": 3,
+ "exchange_total": 3,
+ "exchange_free": 3,
+ "exchange_used": 0}),
+ }
+ helper.process_sell_all__1_all_sell(market)
+ fetch_balances.assert_has_calls([
+ mock.call(market, tag="process_sell_all__1_all_sell_begin"),
+ mock.call(market, tag="process_sell_all__1_all_sell_end"),
+ ])
+ prepare_trades_to_sell_all.assert_called_with(market, base_currency="BTC",
+ debug=False)
+ prepare_orders.assert_called_with(compute_value="average")
+ run_orders.assert_called()
+ follow_orders.assert_called()
+ log_stage.assert_called_with("process_sell_all__1_all_sell_end")
+
+ @mock.patch.object(helper, "prepare_trades")
+ @mock.patch.object(helper, "follow_orders")
+ @mock.patch.object(helper, "move_balances")
+ @mock.patch.object(portfolio.TradeStore, "prepare_orders")
+ @mock.patch.object(portfolio.TradeStore, "run_orders")
+ @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
+ @mock.patch.object(portfolio.ReportStore, "log_stage")
+ def test_process_sell_all__2_all_buy(self, log_stage,
+ fetch_balances, run_orders, prepare_orders, move_balances,
+ follow_orders, prepare_trades):
+ market = mock.Mock()
+ portfolio.BalanceStore.all = {
+ "BTC": portfolio.Balance("BTC", {
+ "total": "0.65",
+ "exchange_total":"0.65",
+ "exchange_free": "0.35",
+ "exchange_used": "0.30"}),
+ "ETH": portfolio.Balance("ETH", {
+ "total": 3,
+ "exchange_total": 3,
+ "exchange_free": 3,
+ "exchange_used": 0}),
+ }
+ helper.process_sell_all__2_all_buy(market)
+ fetch_balances.assert_has_calls([
+ mock.call(market, tag="process_sell_all__2_all_buy_begin"),
+ mock.call(market, tag="process_sell_all__2_all_buy_end"),
+ ])
+ prepare_trades.assert_called_with(market, base_currency="BTC",
+ liquidity="medium", debug=False)
+ prepare_orders.assert_called_with(compute_value="average")
+ move_balances.assert_called_with(market, debug=False)
+ run_orders.assert_called()
+ follow_orders.assert_called()
+ log_stage.assert_called_with("process_sell_all__2_all_buy_end")
+
@unittest.skipUnless("unit" in limits, "Unit skipped")
class TradeStoreTest(WebMockTestCase):
@mock.patch.object(portfolio.BalanceStore, "currencies")
- @mock.patch.object(portfolio.TradeStore, "add_trade_if_matching")
- def test_compute_trades(self, add_trade_if_matching, currencies):
+ @mock.patch.object(portfolio.TradeStore, "trade_if_matching")
+ @mock.patch.object(portfolio.ReportStore, "log_trades")
+ def test_compute_trades(self, log_trades, trade_if_matching, currencies):
currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
values_in_base = {
"BTC": portfolio.Amount("BTC", D("0.4")),
"ETH": portfolio.Amount("BTC", D("0.3")),
}
+ side_effect = [
+ (True, 1),
+ (False, 2),
+ (False, 3),
+ (True, 4),
+ (True, 5)
+ ]
+ trade_if_matching.side_effect = side_effect
portfolio.TradeStore.compute_trades(values_in_base,
new_repartition, only="only", market="market")
- self.assertEqual(5, add_trade_if_matching.call_count)
- add_trade_if_matching.assert_any_call(
- portfolio.Amount("BTC", D("0.9")),
- portfolio.Amount("BTC", 0),
- "XMR", only="only", market="market"
- )
- add_trade_if_matching.assert_any_call(
- portfolio.Amount("BTC", D("0.4")),
- portfolio.Amount("BTC", D("0.5")),
- "DASH", only="only", market="market"
- )
- add_trade_if_matching.assert_any_call(
- portfolio.Amount("BTC", D("-0.5")),
- portfolio.Amount("BTC", D("0")),
- "XVG", only="only", market="market"
- )
- add_trade_if_matching.assert_any_call(
- portfolio.Amount("BTC", D("0")),
- portfolio.Amount("BTC", D("0.1")),
- "XVG", only="only", market="market"
- )
- add_trade_if_matching.assert_any_call(
- portfolio.Amount("BTC", D("0")),
- portfolio.Amount("BTC", D("0.3")),
- "ETH", only="only", market="market"
- )
+ self.assertEqual(5, trade_if_matching.call_count)
+ self.assertEqual(3, len(portfolio.TradeStore.all))
+ self.assertEqual([1, 4, 5], portfolio.TradeStore.all)
+ log_trades.assert_called_with(side_effect, "only", False)
- def test_add_trade_if_matching(self):
- result = portfolio.TradeStore.add_trade_if_matching(
+ def test_trade_if_matching(self):
+ result = portfolio.TradeStore.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="nope", market="market"
)
- self.assertEqual(0, len(portfolio.TradeStore.all))
- self.assertEqual(False, result)
+ self.assertEqual(False, result[0])
+ self.assertIsInstance(result[1], portfolio.Trade)
portfolio.TradeStore.all = []
- result = portfolio.TradeStore.add_trade_if_matching(
+ result = portfolio.TradeStore.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only=None, market="market"
)
- self.assertEqual(1, len(portfolio.TradeStore.all))
- self.assertEqual(True, result)
+ self.assertEqual(True, result[0])
portfolio.TradeStore.all = []
- result = portfolio.TradeStore.add_trade_if_matching(
+ result = portfolio.TradeStore.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="acquire", market="market"
)
- self.assertEqual(1, len(portfolio.TradeStore.all))
- self.assertEqual(True, result)
+ self.assertEqual(True, result[0])
portfolio.TradeStore.all = []
- result = portfolio.TradeStore.add_trade_if_matching(
+ result = portfolio.TradeStore.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="dispose", market="market"
)
- self.assertEqual(0, len(portfolio.TradeStore.all))
- self.assertEqual(False, result)
+ self.assertEqual(False, result[0])
- def test_prepare_orders(self):
+ @mock.patch.object(portfolio.ReportStore, "log_orders")
+ def test_prepare_orders(self, log_orders):
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
+ trade_mock1.prepare_order.return_value = 1
+ trade_mock2.prepare_order.return_value = 2
+
portfolio.TradeStore.all.append(trade_mock1)
portfolio.TradeStore.all.append(trade_mock2)
portfolio.TradeStore.prepare_orders()
trade_mock1.prepare_order.assert_called_with(compute_value="default")
trade_mock2.prepare_order.assert_called_with(compute_value="default")
+ log_orders.assert_called_once_with([1, 2], None, "default")
+
+ log_orders.reset_mock()
portfolio.TradeStore.prepare_orders(compute_value="bla")
trade_mock1.prepare_order.assert_called_with(compute_value="bla")
trade_mock2.prepare_order.assert_called_with(compute_value="bla")
+ log_orders.assert_called_once_with([1, 2], None, "bla")
trade_mock1.prepare_order.reset_mock()
trade_mock2.prepare_order.reset_mock()
+ log_orders.reset_mock()
trade_mock1.action = "foo"
trade_mock2.action = "bar"
portfolio.TradeStore.prepare_orders(only="bar")
trade_mock1.prepare_order.assert_not_called()
trade_mock2.prepare_order.assert_called_with(compute_value="default")
+ log_orders.assert_called_once_with([2], "bar", "default")
def test_print_all_with_order(self):
trade_mock1 = mock.Mock()
trade_mock2.print_with_order.assert_called()
trade_mock3.print_with_order.assert_called()
+ @mock.patch.object(portfolio.ReportStore, "log_stage")
+ @mock.patch.object(portfolio.ReportStore, "log_orders")
@mock.patch.object(portfolio.TradeStore, "all_orders")
- def test_run_orders(self, all_orders):
+ def test_run_orders(self, all_orders, log_orders, log_stage):
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock3 = mock.Mock()
order_mock2.run.assert_called()
order_mock3.run.assert_called()
+ log_stage.assert_called_with("run_orders")
+ log_orders.assert_called_with([order_mock1, order_mock2,
+ order_mock3])
+
def test_all_orders(self):
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
order_mock2.get_status.assert_called()
order_mock3.get_status.assert_called()
+
@unittest.skipUnless("unit" in limits, "Unit skipped")
class BalanceStoreTest(WebMockTestCase):
def setUp(self):
}
@mock.patch.object(helper, "get_ticker")
- def test_in_currency(self, get_ticker):
+ @mock.patch("portfolio.ReportStore.log_tickers")
+ def test_in_currency(self, log_tickers, get_ticker):
portfolio.BalanceStore.all = {
"BTC": portfolio.Balance("BTC", {
"total": "0.65",
self.assertEqual("BTC", amounts["ETH"].currency)
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.30"), amounts["ETH"].value)
+ log_tickers.assert_called_once_with(market, amounts, "BTC",
+ "average", "total")
+ log_tickers.reset_mock()
amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid")
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.27"), amounts["ETH"].value)
+ log_tickers.assert_called_once_with(market, amounts, "BTC",
+ "bid", "total")
+ log_tickers.reset_mock()
amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used")
self.assertEqual(D("0.30"), amounts["BTC"].value)
self.assertEqual(0, amounts["ETH"].value)
+ log_tickers.assert_called_once_with(market, amounts, "BTC",
+ "bid", "exchange_used")
+ log_tickers.reset_mock()
- def test_fetch_balances(self):
+ @mock.patch.object(portfolio.ReportStore, "log_balances")
+ def test_fetch_balances(self, log_balances):
market = mock.Mock()
market.fetch_all_balances.return_value = self.fetch_balance
portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", {
"exchange_total": "1", "exchange_free": "0",
"exchange_used": "1" })
- portfolio.BalanceStore.fetch_balances(market)
+ portfolio.BalanceStore.fetch_balances(market, tag="foo")
self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total)
self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies()))
+ log_balances.assert_called_with(market, tag="foo")
@mock.patch.object(portfolio.Portfolio, "repartition")
- def test_dispatch_assets(self, repartition):
+ @mock.patch.object(portfolio.ReportStore, "log_balances")
+ @mock.patch("store.ReportStore.log_dispatch")
+ def test_dispatch_assets(self, log_dispatch, log_balances, repartition):
market = mock.Mock()
market.fetch_all_balances.return_value = self.fetch_balance
portfolio.BalanceStore.fetch_balances(market)
self.assertNotIn("XEM", portfolio.BalanceStore.currencies())
- repartition.return_value = {
+ repartition_hash = {
"XEM": (D("0.75"), "long"),
"BTC": (D("0.26"), "long"),
"DASH": (D("0.10"), "short"),
}
+ repartition.return_value = repartition_hash
amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1"))
+ repartition.assert_called_with(liquidity="medium")
self.assertIn("XEM", portfolio.BalanceStore.currencies())
self.assertEqual(D("2.6"), amounts["BTC"].value)
self.assertEqual(D("7.5"), amounts["XEM"].value)
self.assertEqual(D("-1.0"), amounts["DASH"].value)
+ log_balances.assert_called_with(market, tag=None)
+ log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
+ "11.1"), amounts, "medium", repartition_hash)
def test_currencies(self):
portfolio.BalanceStore.all = {
}
self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies()))
+ def test_as_json(self):
+ balance_mock1 = mock.Mock()
+ balance_mock1.as_json.return_value = 1
+
+ balance_mock2 = mock.Mock()
+ balance_mock2.as_json.return_value = 2
+
+ portfolio.BalanceStore.all = {
+ "BTC": balance_mock1,
+ "ETH": balance_mock2,
+ }
+
+ as_json = portfolio.BalanceStore.as_json()
+ self.assertEqual(1, as_json["BTC"])
+ self.assertEqual(2, as_json["ETH"])
+
+
@unittest.skipUnless("unit" in limits, "Unit skipped")
class ComputationTest(WebMockTestCase):
def test_compute_value(self):
value_to = portfolio.Amount("BTC", "-1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
- self.assertEqual("dispose", trade.action)
+ self.assertEqual("acquire", trade.action)
def test_order_action(self):
value_from = portfolio.Amount("BTC", "0.5")
Order.assert_not_called()
get_ticker.return_value = { "inverted": False }
- with self.subTest(desc="Already filled"), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ with self.subTest(desc="Already filled"),\
+ mock.patch("portfolio.ReportStore") as report_store:
filled_amount.return_value = portfolio.Amount("FOO", "100")
compute_value.return_value = D("0.125")
filled_amount.assert_called_with(in_base_currency=False)
compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
self.assertEqual(0, len(trade.orders))
- self.assertRegex(stdout_mock.getvalue(), "Less to do than already filled: ")
+ report_store.log_error.assert_called_with("prepare_order", message=mock.ANY)
Order.assert_not_called()
with self.subTest(action="dispose", inverted=False):
value_from.linked_to = portfolio.Amount("ETH", "10.0")
value_to = portfolio.Amount("BTC", "1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
- def _prepare_order(compute_value=None):
- trade.orders.append(new_order_mock)
- prepare_order.side_effect = _prepare_order
+ prepare_order.return_value = new_order_mock
for i in [0, 1, 3, 4, 6]:
- with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ with self.subTest(tick=i),\
+ mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
trade.update_order(order_mock, i)
order_mock.cancel.assert_not_called()
new_order_mock.run.assert_not_called()
- self.assertRegex(stdout_mock.getvalue(), "tick {}, waiting".format(i))
- self.assertEqual(0, len(trade.orders))
+ 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 = []
- with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ with mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
trade.update_order(order_mock, 2)
order_mock.cancel.assert_called()
new_order_mock.run.assert_called()
prepare_order.assert_called()
- self.assertRegex(stdout_mock.getvalue(), "tick 2, cancelling and adjusting")
- self.assertEqual(1, len(trade.orders))
+ log_order.assert_called()
+ self.assertEqual(2, log_order.call_count)
+ calls = [
+ mock.call(order_mock, 2, update="adjusting",
+ compute_value='lambda x, y: (x[y] + x["average"]) / 2',
+ new_order=new_order_mock),
+ mock.call(order_mock, 2, new_order=new_order_mock),
+ ]
+ log_order.assert_has_calls(calls)
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
- with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ with mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
trade.update_order(order_mock, 5)
order_mock.cancel.assert_called()
new_order_mock.run.assert_called()
prepare_order.assert_called()
- self.assertRegex(stdout_mock.getvalue(), "tick 5, cancelling and adjusting")
- self.assertEqual(1, len(trade.orders))
+ self.assertEqual(2, log_order.call_count)
+ log_order.assert_called()
+ calls = [
+ mock.call(order_mock, 5, update="adjusting",
+ compute_value='lambda x, y: (x[y]*2 + x["average"]) / 3',
+ new_order=new_order_mock),
+ mock.call(order_mock, 5, new_order=new_order_mock),
+ ]
+ log_order.assert_has_calls(calls)
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
- with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ with mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
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.assertRegex(stdout_mock.getvalue(), "tick 7, fallbacking to market value")
- self.assertRegex(stdout_mock.getvalue(), "tick 7, market value, cancelling and adjusting to")
- self.assertEqual(1, len(trade.orders))
+ log_order.assert_called()
+ self.assertEqual(2, 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),
+ ]
+ log_order.assert_has_calls(calls)
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
for i in [10, 13, 16]:
- with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ with self.subTest(tick=i), mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
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.assertNotRegex(stdout_mock.getvalue(), "tick {}, fallbacking to market value".format(i))
- self.assertRegex(stdout_mock.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i))
- self.assertEqual(1, len(trade.orders))
+ log_order.assert_called()
+ self.assertEqual(2, 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),
+ ]
+ log_order.assert_has_calls(calls)
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
for i in [8, 9, 11, 12]:
- with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ with self.subTest(tick=i), mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
trade.update_order(order_mock, i)
order_mock.cancel.assert_not_called()
new_order_mock.run.assert_not_called()
- self.assertEqual("", stdout_mock.getvalue())
- self.assertEqual(0, len(trade.orders))
+ 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 = []
- @mock.patch('sys.stdout', new_callable=StringIO)
- def test_print_with_order(self, mock_stdout):
+ @mock.patch.object(portfolio.ReportStore, "print_log")
+ def test_print_with_order(self, print_log):
value_from = portfolio.Amount("BTC", "0.5")
value_from.linked_to = portfolio.Amount("ETH", "10.0")
value_to = portfolio.Amount("BTC", "1.0")
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)
trade.print_with_order()
- out = mock_stdout.getvalue().split("\n")
- self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0])
- self.assertEqual("\tMock 1", out[1])
- self.assertEqual("\tMock 2", out[2])
+ print_log.assert_called()
+ calls = 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]))
def test__repr(self):
value_from = portfolio.Amount("BTC", "0.5")
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")
+
+ 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")
+ @mock.patch("portfolio.ReportStore")
+ def test_cancel(self, report_store, fetch):
+ market = mock.Mock()
+ portfolio.TradeStore.debug = True
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", market, "trade")
+ order.status = "open"
+
+ order.cancel()
+ market.cancel_order.assert_not_called()
+ report_store.log_debug_action.assert_called_once()
+ report_store.log_debug_action.reset_mock()
+ self.assertEqual("canceled", order.status)
+
+ portfolio.TradeStore.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", market, "trade")
+ order.status = "open"
+ order.id = 42
+
+ order.cancel()
+ market.cancel_order.assert_called_with(42)
+ fetch.assert_called_once()
+ report_store.log_debug_action.assert_not_called()
+
+ def test_dust_amount_remaining(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "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", "market", "trade")
+
+ self.assertEqual(9, order.remaining_amount().value)
+ order.fetch.assert_not_called()
+
+ order.status = "open"
+ self.assertEqual(9, order.remaining_amount().value)
+ fetch.assert_called_once()
+
+ @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", "market", "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):
+ market = mock.Mock()
+ market.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", market, "trade")
+ order.id = 12
+ order.mouvements = ["Foo", "Bar", "Baz"]
+
+ order.fetch_mouvements()
+
+ market.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)
+
+ market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", market, "trade")
+ order.fetch_mouvements()
+ self.assertEqual(0, len(order.mouvements))
+
+ @mock.patch("portfolio.ReportStore")
+ def test_mark_finished_order(self, report_store):
+ market = mock.Mock()
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", market, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+ portfolio.TradeStore.debug = False
+
+ order.mark_finished_order()
+ market.close_margin_position.assert_called_with("ETH", "BTC")
+ market.close_margin_position.reset_mock()
+
+ order.status = "open"
+ order.mark_finished_order()
+ market.close_margin_position.assert_not_called()
+
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", market, "trade",
+ close_if_possible=False)
+ order.status = "closed"
+ order.mark_finished_order()
+ market.close_margin_position.assert_not_called()
+
+ order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", market, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+ order.mark_finished_order()
+ market.close_margin_position.assert_not_called()
+
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", market, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+ order.mark_finished_order()
+ market.close_margin_position.assert_not_called()
+
+ portfolio.TradeStore.debug = True
+
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", market, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+
+ order.mark_finished_order()
+ market.close_margin_position.assert_not_called()
+ report_store.log_debug_action.assert_called_once()
+
+ @mock.patch.object(portfolio.Order, "fetch_mouvements")
+ @mock.patch("portfolio.ReportStore")
+ def test_fetch(self, report_store, fetch_mouvements):
+ time = self.time.time()
+ with mock.patch.object(portfolio.time, "time") as time_mock:
+ market = mock.Mock()
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", market, "trade")
+ order.id = 45
+ with self.subTest(debug=True):
+ portfolio.TradeStore.debug = True
+ order.fetch()
+ time_mock.assert_not_called()
+ report_store.log_debug_action.assert_called_once()
+ report_store.log_debug_action.reset_mock()
+ order.fetch(force=True)
+ time_mock.assert_not_called()
+ market.fetch_order.assert_not_called()
+ fetch_mouvements.assert_not_called()
+ report_store.log_debug_action.assert_called_once()
+ report_store.log_debug_action.reset_mock()
+ self.assertIsNone(order.fetch_cache_timestamp)
+
+ with self.subTest(debug=False):
+ portfolio.TradeStore.debug = False
+ time_mock.return_value = time
+ market.fetch_order.return_value = {
+ "status": "foo",
+ "datetime": "timestamp"
+ }
+ order.fetch()
+
+ market.fetch_order.assert_called_once()
+ fetch_mouvements.assert_called_once()
+ self.assertEqual("foo", order.status)
+ self.assertEqual("timestamp", order.timestamp)
+ self.assertEqual(time, order.fetch_cache_timestamp)
+ self.assertEqual(1, len(order.results))
+
+ market.fetch_order.reset_mock()
+ fetch_mouvements.reset_mock()
+
+ time_mock.return_value = time + 8
+ order.fetch()
+ market.fetch_order.assert_not_called()
+ fetch_mouvements.assert_not_called()
+
+ order.fetch(force=True)
+ market.fetch_order.assert_called_once()
+ fetch_mouvements.assert_called_once()
+
+ market.fetch_order.reset_mock()
+ fetch_mouvements.reset_mock()
+
+ time_mock.return_value = time + 19
+ order.fetch()
+ market.fetch_order.assert_called_once()
+ fetch_mouvements.assert_called_once()
+ report_store.log_debug_action.assert_not_called()
+
+ @mock.patch.object(portfolio.Order, "fetch")
+ @mock.patch.object(portfolio.Order, "mark_finished_order")
+ @mock.patch("portfolio.ReportStore")
+ def test_get_status(self, report_store, mark_finished_order, fetch):
+ with self.subTest(debug=True):
+ portfolio.TradeStore.debug = True
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertEqual("pending", order.get_status())
+ fetch.assert_not_called()
+ report_store.log_debug_action.assert_called_once()
+
+ with self.subTest(debug=False, finished=False):
+ portfolio.TradeStore.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "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):
+ portfolio.TradeStore.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "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):
+ market = mock.Mock()
+
+ market.order_precision.return_value = 4
+ with self.subTest(debug=True),\
+ mock.patch('portfolio.ReportStore') as report_store:
+ portfolio.TradeStore.debug = True
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", market, "trade")
+ order.run()
+ market.create_order.assert_not_called()
+ report_store.log_debug_action.assert_called_with("market.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)
+
+ market.create_order.reset_mock()
+ with self.subTest(debug=False):
+ portfolio.TradeStore.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", market, "trade")
+ market.create_order.return_value = { "id": 123 }
+ order.run()
+ market.create_order.assert_called_once()
+ self.assertEqual(1, len(order.results))
+ self.assertEqual("open", order.status)
+
+ market.create_order.reset_mock()
+ with self.subTest(exception=True),\
+ mock.patch('portfolio.ReportStore') as report_store:
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", market, "trade")
+ market.create_order.side_effect = Exception("bouh")
+ order.run()
+ market.create_order.assert_called_once()
+ self.assertEqual(0, len(order.results))
+ self.assertEqual("error", order.status)
+ report_store.log_error.assert_called_once()
+
+ market.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", market, "trade")
+ market.create_order.side_effect = portfolio.ExchangeNotAvailable
+ order.run()
+ market.create_order.assert_called_once()
+ self.assertEqual(0, len(order.results))
+ self.assertEqual("closed", order.status)
+ mark_finished_order.assert_called_once()
+
+
+@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):
+ portfolio.ReportStore.add_log({"foo": "bar"})
+
+ self.assertEqual({"foo": "bar", "date": mock.ANY}, portfolio.ReportStore.logs[0])
+
+ def test_set_verbose(self):
+ with self.subTest(verbose=True):
+ portfolio.ReportStore.set_verbose(True)
+ self.assertTrue(portfolio.ReportStore.verbose_print)
+
+ with self.subTest(verbose=False):
+ portfolio.ReportStore.set_verbose(False)
+ self.assertFalse(portfolio.ReportStore.verbose_print)
+
+ def test_print_log(self):
+ with self.subTest(verbose=True),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ portfolio.ReportStore.set_verbose(True)
+ portfolio.ReportStore.print_log("Coucou")
+ portfolio.ReportStore.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:
+ portfolio.ReportStore.set_verbose(False)
+ portfolio.ReportStore.print_log("Coucou")
+ portfolio.ReportStore.print_log(portfolio.Amount("BTC", 1))
+ self.assertEqual(stdout_mock.getvalue(), "")
+
+ def test_to_json(self):
+ portfolio.ReportStore.logs.append({"foo": "bar"})
+ self.assertEqual('[{"foo": "bar"}]', portfolio.ReportStore.to_json())
+ portfolio.ReportStore.logs.append({"date": portfolio.datetime(2018, 2, 24)})
+ self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', portfolio.ReportStore.to_json())
+ portfolio.ReportStore.logs.append({"amount": portfolio.Amount("BTC", 1)})
+ with self.assertRaises(TypeError):
+ portfolio.ReportStore.to_json()
+
+ @mock.patch.object(portfolio.ReportStore, "print_log")
+ @mock.patch.object(portfolio.ReportStore, "add_log")
+ def test_log_stage(self, add_log, print_log):
+ portfolio.ReportStore.log_stage("foo")
+ print_log.assert_has_calls([
+ mock.call("-----------"),
+ mock.call("[Stage] foo"),
+ ])
+ add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'})
+
+ @mock.patch.object(portfolio.ReportStore, "print_log")
+ @mock.patch.object(portfolio.ReportStore, "add_log")
+ @mock.patch("store.BalanceStore")
+ def test_log_balances(self, balance_store, add_log, print_log):
+ balance_store.as_json.return_value = "json"
+ balance_store.all = { "FOO": "bar", "BAR": "baz" }
+
+ portfolio.ReportStore.log_balances("market", 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(portfolio.ReportStore, "print_log")
+ @mock.patch.object(portfolio.ReportStore, "add_log")
+ def test_log_tickers(self, add_log, print_log):
+ market = mock.Mock()
+ amounts = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "ETH": portfolio.Amount("BTC", D("0.3"))
+ }
+ amounts["ETH"].rate = D("0.1")
+
+ portfolio.ReportStore.log_tickers(market, 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')
+ })
+
+ @mock.patch.object(portfolio.ReportStore, "print_log")
+ @mock.patch.object(portfolio.ReportStore, "add_log")
+ def test_log_dispatch(self, add_log, print_log):
+ amount = portfolio.Amount("BTC", "10.3")
+ amounts = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "ETH": portfolio.Amount("BTC", D("0.3"))
+ }
+ portfolio.ReportStore.log_dispatch(amount, amounts, "medium", "repartition")
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'dispatch',
+ 'liquidity': 'medium',
+ 'repartition_ratio': 'repartition',
+ 'total_amount': {
+ 'currency': 'BTC',
+ 'value': D('10.3')
+ },
+ 'repartition': {
+ 'BTC': D('10'),
+ 'ETH': D('0.3')
+ }
+ })
+
+ @mock.patch.object(portfolio.ReportStore, "print_log")
+ @mock.patch.object(portfolio.ReportStore, "add_log")
+ def test_log_trades(self, add_log, print_log):
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+ trade_mock1.as_json.return_value = { "trade": "1" }
+ trade_mock2.as_json.return_value = { "trade": "2" }
+
+ matching_and_trades = [
+ (True, trade_mock1),
+ (False, trade_mock2),
+ ]
+ portfolio.ReportStore.log_trades(matching_and_trades, "only", "debug")
+
+ print_log.assert_not_called()
+ add_log.assert_called_with({
+ 'type': 'trades',
+ 'only': 'only',
+ 'debug': 'debug',
+ 'trades': [
+ {'trade': '1', 'skipped': False},
+ {'trade': '2', 'skipped': True}
+ ]
+ })
+
+ @mock.patch.object(portfolio.ReportStore, "print_log")
+ @mock.patch.object(portfolio.ReportStore, "add_log")
+ @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
+ def test_log_orders(self, print_all_with_order, add_log, print_log):
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+
+ order_mock1.as_json.return_value = "order1"
+ order_mock2.as_json.return_value = "order2"
+
+ orders = [order_mock1, order_mock2]
+
+ portfolio.ReportStore.log_orders(orders, tick="tick",
+ only="only", compute_value="compute_value")
+
+ print_log.assert_called_once_with("[Orders]")
+ print_all_with_order.assert_called_once_with(ind="\t")
+
+ add_log.assert_called_with({
+ 'type': 'orders',
+ 'only': 'only',
+ 'compute_value': 'compute_value',
+ 'tick': 'tick',
+ 'orders': ['order1', 'order2']
+ })
+
+ @mock.patch.object(portfolio.ReportStore, "print_log")
+ @mock.patch.object(portfolio.ReportStore, "add_log")
+ def test_log_order(self, add_log, print_log):
+ order_mock = mock.Mock()
+ order_mock.as_json.return_value = "order"
+ new_order_mock = mock.Mock()
+ new_order_mock.as_json.return_value = "new_order"
+ order_mock.__repr__ = mock.Mock()
+ order_mock.__repr__.return_value = "Order Mock"
+ new_order_mock.__repr__ = mock.Mock()
+ new_order_mock.__repr__.return_value = "New order Mock"
+
+ with self.subTest(finished=True):
+ portfolio.ReportStore.log_order(order_mock, 1, finished=True)
+ print_log.assert_called_once_with("[Order] Finished Order Mock")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 1,
+ 'update': None,
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': None
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+
+ with self.subTest(update="waiting"):
+ portfolio.ReportStore.log_order(order_mock, 1, update="waiting")
+ print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 1,
+ 'update': 'waiting',
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': None
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+ with self.subTest(update="adjusting"):
+ portfolio.ReportStore.log_order(order_mock, 3,
+ update="adjusting", new_order=new_order_mock,
+ compute_value="default")
+ print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 3,
+ 'update': 'adjusting',
+ 'order': 'order',
+ 'compute_value': "default",
+ 'new_order': 'new_order'
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+ with self.subTest(update="market_fallback"):
+ portfolio.ReportStore.log_order(order_mock, 7,
+ update="market_fallback", new_order=new_order_mock)
+ print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 7,
+ 'update': 'market_fallback',
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': 'new_order'
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+ with self.subTest(update="market_adjusting"):
+ portfolio.ReportStore.log_order(order_mock, 17,
+ update="market_adjust", new_order=new_order_mock)
+ print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 17,
+ 'update': 'market_adjust',
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': 'new_order'
+ })
+
+ @mock.patch.object(portfolio.ReportStore, "print_log")
+ @mock.patch.object(portfolio.ReportStore, "add_log")
+ def test_log_move_balances(self, add_log, print_log):
+ needed = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "USDT": 1
+ }
+ moving = {
+ "BTC": portfolio.Amount("BTC", 3),
+ "USDT": -2
+ }
+ portfolio.ReportStore.log_move_balances(needed, moving, True)
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'move_balances',
+ 'debug': True,
+ 'needed': {
+ 'BTC': D('10'),
+ 'USDT': 1
+ },
+ 'moving': {
+ 'BTC': D('3'),
+ 'USDT': -2
+ }
+ })
+
+ @mock.patch.object(portfolio.ReportStore, "print_log")
+ @mock.patch.object(portfolio.ReportStore, "add_log")
+ def test_log_http_request(self, add_log, print_log):
+ response = mock.Mock()
+ response.status_code = 200
+ response.text = "Hey"
+
+ portfolio.ReportStore.log_http_request("method", "url", "body",
+ "headers", response)
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'http_request',
+ 'method': 'method',
+ 'url': 'url',
+ 'body': 'body',
+ 'headers': 'headers',
+ 'status': 200,
+ 'response': 'Hey'
+ })
+
+ @mock.patch.object(portfolio.ReportStore, "print_log")
+ @mock.patch.object(portfolio.ReportStore, "add_log")
+ def test_log_error(self, add_log, print_log):
+ with self.subTest(message=None, exception=None):
+ portfolio.ReportStore.log_error("action")
+ print_log.assert_called_once_with("[Error] action")
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': None,
+ 'exception_message': None,
+ 'message': None
+ })
+
+ print_log.reset_mock()
+ add_log.reset_mock()
+ with self.subTest(message="Hey", exception=None):
+ portfolio.ReportStore.log_error("action", message="Hey")
+ print_log.assert_has_calls([
+ mock.call("[Error] action"),
+ mock.call("\tHey")
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': None,
+ 'exception_message': None,
+ 'message': "Hey"
+ })
+
+ print_log.reset_mock()
+ add_log.reset_mock()
+ with self.subTest(message=None, exception=Exception("bouh")):
+ portfolio.ReportStore.log_error("action", exception=Exception("bouh"))
+ print_log.assert_has_calls([
+ mock.call("[Error] action"),
+ mock.call("\tException: bouh")
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': "Exception",
+ 'exception_message': "bouh",
+ 'message': None
+ })
+
+ print_log.reset_mock()
+ add_log.reset_mock()
+ with self.subTest(message="Hey", exception=Exception("bouh")):
+ portfolio.ReportStore.log_error("action", message="Hey", exception=Exception("bouh"))
+ print_log.assert_has_calls([
+ mock.call("[Error] action"),
+ mock.call("\tException: bouh"),
+ mock.call("\tHey")
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': "Exception",
+ 'exception_message': "bouh",
+ 'message': "Hey"
+ })
+
+ @mock.patch.object(portfolio.ReportStore, "print_log")
+ @mock.patch.object(portfolio.ReportStore, "add_log")
+ def test_log_debug_action(self, add_log, print_log):
+ portfolio.ReportStore.log_debug_action("Hey")
+
+ print_log.assert_called_once_with("[Debug] Hey")
+ add_log.assert_called_once_with({
+ 'type': 'debug_action',
+ 'action': 'Hey'
+ })
+
@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
class AcceptanceTest(WebMockTestCase):
@unittest.expectedFailure
def test_success_sell_only_necessary(self):
+ # FIXME: catch stdout
+ portfolio.ReportStore.verbose_print = False
fetch_balance = {
"ETH": {
"exchange_free": D("1.0"),
self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
- trades = TradeStore.all
+ trades = portfolio.TradeStore.all
self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
self.assertEqual("dispose", trades[0].action)
self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
- self.assertEqual("dispose", trades[3].action)
+ self.assertEqual("acquire", trades[3].action)
self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
self.assertEqual("acquire", trades[5].action)
# Action 2
- portfolio.Trade.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
+ portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
- all_orders = portfolio.Trade.all_orders()
+ all_orders = portfolio.TradeStore.all_orders(state="pending")
self.assertEqual(2, len(all_orders))
self.assertEqual(2, 3*all_orders[0].amount.value)
self.assertEqual(D("0.14014"), all_orders[0].rate)
self.assertEqual("open", all_orders[0].status)
self.assertEqual("open", all_orders[1].status)
- market.fetch_order.return_value = { "status": "closed" }
+ market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
+ market.privatePostReturnOrderTrades.return_value = [
+ {
+ "tradeID": 42, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 12:00:12", "rate": "0.1",
+ "amount": "10", "total": "1"
+ }
+ ]
with mock.patch.object(portfolio.time, "sleep") as sleep:
# Action 4
helper.follow_orders(verbose=False)
fetch_balance = {
"ETH": {
- "free": D("1.0") / 3,
- "used": D("0.0"),
+ "exchange_free": D("1.0") / 3,
+ "exchange_used": D("0.0"),
+ "exchange_total": D("1.0") / 3,
+ "margin_total": 0,
"total": D("1.0") / 3,
},
"BTC": {
- "free": D("0.134"),
- "used": D("0.0"),
+ "exchange_free": D("0.134"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("0.134"),
+ "margin_total": 0,
"total": D("0.134"),
},
"ETC": {
- "free": D("4.0"),
- "used": D("0.0"),
+ "exchange_free": D("4.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("4.0"),
+ "margin_total": 0,
"total": D("4.0"),
},
"XVG": {
- "free": D("0.0"),
- "used": D("0.0"),
+ "exchange_free": D("0.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("0.0"),
+ "margin_total": 0,
"total": D("0.0"),
},
}
- market.fetch_balance.return_value = fetch_balance
+ market.fetch_all_balances.return_value = fetch_balance
with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
# Action 5
- helper.update_trades(market, only="buy", compute_value="average")
+ helper.update_trades(market, only="acquire", compute_value="average")
balances = portfolio.BalanceStore.all
self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
- trades = TradeStore.all
- self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to)
- self.assertEqual("sell", trades["ETH"].action)
+ trades = portfolio.TradeStore.all
+ self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
+ self.assertEqual("dispose", trades[0].action)
- self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to)
- self.assertEqual("buy", trades["ETC"].action)
+ self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
+ self.assertEqual("acquire", trades[1].action)
self.assertNotIn("BTC", trades)
- self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.00194")), trades["BTD"].value_to)
- self.assertEqual("buy", trades["BTD"].action)
+ self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
+ self.assertEqual("dispose", trades[2].action)
- self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to)
- self.assertEqual("buy", trades["B2X"].action)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
+ self.assertEqual("acquire", trades[3].action)
- self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to)
- self.assertEqual("buy", trades["USDT"].action)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
+ self.assertEqual("acquire", trades[4].action)
- self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to)
- self.assertEqual("sell", trades["XVG"].action)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
+ self.assertEqual("acquire", trades[5].action)
# Action 6
- portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"])
+ portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
- all_orders = portfolio.Trade.all_orders(state="pending")
+ all_orders = portfolio.TradeStore.all_orders(state="pending")
self.assertEqual(4, len(all_orders))
self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
self.assertEqual(D("0.003"), all_orders[0].rate)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff