with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
ticker_mock.return_value = {
+ "bid": D("0.2"),
+ "ask": D("0.4"),
"average": D("0.3"),
"foo": "bar",
}
self.assertEqual(amount, converted_amount.linked_to)
self.assertEqual("bar", converted_amount.ticker["foo"])
+ converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default")
+ self.assertEqual(D("2"), converted_amount.value)
+
+ converted_amount = amount.in_currency("ETH", None, compute_value="ask")
+ self.assertEqual(D("4"), converted_amount.value)
+
+ converted_amount = amount.in_currency("ETH", None, rate=D("0.02"))
+ self.assertEqual(D("0.2"), converted_amount.value)
+
def test__abs(self):
amount = portfolio.Amount("SC", -120)
self.assertEqual(120, abs(amount).value)
with open("test_portfolio.json") as example:
import json
- self.json_response = json.load(example)
+ self.json_response = json.load(example, parse_int=portfolio.D, parse_float=portfolio.D)
self.patcher = mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={})
self.patcher.start()
self.assertEqual(10, len(liquidities["medium"].keys()))
self.assertEqual(10, len(liquidities["high"].keys()))
- expected = {'BTC': 2857, 'DGB': 1015, 'DOGE': 1805, 'SC': 623, 'ZEC': 3701}
+ expected = {
+ 'BTC': (D("0.2857"), "long"),
+ 'DGB': (D("0.1015"), "long"),
+ 'DOGE': (D("0.1805"), "long"),
+ 'SC': (D("0.0623"), "long"),
+ 'ZEC': (D("0.3701"), "long"),
+ }
self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
- expected = {'ETC': 1000, 'FCT': 1000, 'GAS': 1000, 'NAV': 1000, 'OMG': 1000, 'OMNI': 1000, 'PPC': 1000, 'RIC': 1000, 'VIA': 1000, 'XCP': 1000}
+ expected = {
+ 'BTC': (D("1.1102e-16"), "long"),
+ 'ETC': (D("0.1"), "long"),
+ 'FCT': (D("0.1"), "long"),
+ 'GAS': (D("0.1"), "long"),
+ 'NAV': (D("0.1"), "long"),
+ 'OMG': (D("0.1"), "long"),
+ 'OMNI': (D("0.1"), "long"),
+ 'PPC': (D("0.1"), "long"),
+ 'RIC': (D("0.1"), "long"),
+ 'VIA': (D("0.1"), "long"),
+ 'XCP': (D("0.1"), "long"),
+ }
self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
# It doesn't refetch the data when available
portfolio.Portfolio.parse_cryptoportfolio()
mock_get.assert_called_once_with()
- portfolio.Portfolio.data["portfolio_1"]["holding"]["direction"][3] = "short"
- self.assertRaises(AssertionError, portfolio.Portfolio.parse_cryptoportfolio)
-
@mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio")
- def test_repartition_pertenthousand(self, mock_get):
+ def test_repartition(self, mock_get):
mock_get.side_effect = self.fill_data
- expected_medium = {'USDT': 1000, 'ETC': 1000, 'FCT': 1000, 'OMG': 1000, 'STEEM': 1000, 'STRAT': 1000, 'XEM': 1000, 'XMR': 1000, 'XVC': 1000, 'ZRX': 1000}
- expected_high = {'USDT': 1226, 'BTC': 1429, 'ETC': 1127, 'ETH': 1569, 'FCT': 3341, 'GAS': 1308}
+ expected_medium = {
+ 'BTC': (D("1.1102e-16"), "long"),
+ 'USDT': (D("0.1"), "long"),
+ 'ETC': (D("0.1"), "long"),
+ 'FCT': (D("0.1"), "long"),
+ 'OMG': (D("0.1"), "long"),
+ 'STEEM': (D("0.1"), "long"),
+ 'STRAT': (D("0.1"), "long"),
+ 'XEM': (D("0.1"), "long"),
+ 'XMR': (D("0.1"), "long"),
+ 'XVC': (D("0.1"), "long"),
+ 'ZRX': (D("0.1"), "long"),
+ }
+ expected_high = {
+ 'USDT': (D("0.1226"), "long"),
+ 'BTC': (D("0.1429"), "long"),
+ 'ETC': (D("0.1127"), "long"),
+ 'ETH': (D("0.1569"), "long"),
+ 'FCT': (D("0.3341"), "long"),
+ 'GAS': (D("0.1308"), "long"),
+ }
- self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand())
- self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand(liquidity="medium"))
- self.assertEqual(expected_high, portfolio.Portfolio.repartition_pertenthousand(liquidity="high"))
+ self.assertEqual(expected_medium, portfolio.Portfolio.repartition())
+ self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium"))
+ self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high"))
def tearDown(self):
self.patcher.stop()
"info": "bar",
"used": "baz",
"total": "bazz",
+ "ETC": {
+ "free": 0.0,
+ "used": 0.0,
+ "total": 0.0
+ },
"USDT": {
"free": 6.0,
"used": 1.2,
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.30"), amounts["ETH"].value)
- amounts = portfolio.Balance.in_currency("BTC", market, action="bid")
+ amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid")
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.27"), amounts["ETH"].value)
- amounts = portfolio.Balance.in_currency("BTC", market, action="bid", type="used")
+ amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="used")
self.assertEqual(D("0.30"), amounts["BTC"].value)
self.assertEqual(0, amounts["ETH"].value)
portfolio.Balance.fetch_balances(portfolio.market)
self.assertNotIn("XMR", portfolio.Balance.currencies())
- self.assertEqual(["USDT", "XVG"], list(portfolio.Balance.currencies()))
+ self.assertListEqual(["USDT", "XVG"], list(portfolio.Balance.currencies()))
- @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
+ portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", "1", "0", "1")
+ portfolio.Balance.fetch_balances(portfolio.market)
+ self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total)
+ self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies()))
+
+ @mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(portfolio.market, "fetch_balance")
def test_dispatch_assets(self, fetch_balance, repartition):
fetch_balance.return_value = self.fetch_balance
self.assertNotIn("XEM", portfolio.Balance.currencies())
repartition.return_value = {
- "XEM": 7500,
- "BTC": 2600,
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.26"), "long"),
}
amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1"))
self.assertEqual(D("2.6"), amounts["BTC"].value)
self.assertEqual(D("7.5"), amounts["XEM"].value)
- @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
+ @mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(portfolio.Trade, "get_ticker")
@mock.patch.object(portfolio.Trade, "compute_trades")
def test_prepare_trades(self, compute_trades, get_ticker, repartition):
repartition.return_value = {
- "XEM": 7500,
- "BTC": 2500,
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.25"), "long"),
}
- get_ticker.side_effect = [
- { "average": D("0.0001") },
- { "average": D("0.000001") }
- ]
+ def _get_ticker(c1, c2, market):
+ if c1 == "USDT" and c2 == "BTC":
+ return { "average": D("0.0001") }
+ if c1 == "XVG" and c2 == "BTC":
+ return { "average": D("0.000001") }
+ if c1 == "XEM" and c2 == "BTC":
+ return { "average": D("0.001") }
+ self.fail("Should be called with {}, {}".format(c1, c2))
+ get_ticker.side_effect = _get_ticker
+
market = mock.Mock()
market.fetch_balance.return_value = {
"USDT": {
self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
+ @unittest.skip("TODO")
+ def test_update_trades(self):
+ pass
+
def test__repr(self):
balance = portfolio.Balance("BTX", 3, 1, 2)
self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance))
market = mock.Mock()
market.fetch_ticker.side_effect = [
{ "bid": 1, "ask": 3 },
- portfolio.ccxt.ExchangeError("foo"),
+ portfolio.ExchangeError("foo"),
{ "bid": 10, "ask": 40 },
- portfolio.ccxt.ExchangeError("foo"),
- portfolio.ccxt.ExchangeError("foo"),
+ portfolio.ExchangeError("foo"),
+ portfolio.ExchangeError("foo"),
]
ticker = portfolio.Trade.get_ticker("ETH", "ETC", market)
@unittest.skip("TODO")
def test_values_assertion(self):
- pass
+ value_from = Amount("BTC", "1.0")
+ value_from.linked_to = Amount("ETH", "10.0")
+ value_to = Amount("BTC", "1.0")
+ trade = portfolioTrade(value_from, value_to, "ETH")
+ self.assertEqual("BTC", trade.base_currency)
+ self.assertEqual("ETH", trade.currency)
+
+ with self.assertRaises(AssertionError):
+ portfolio.Trade(value_from, value_to, "ETC")
+ with self.assertRaises(AssertionError):
+ value_from.linked_to = None
+ portfolio.Trade(value_from, value_to, "ETH")
+ with self.assertRaises(AssertionError):
+ value_from.currency = "ETH"
+ portfolio.Trade(value_from, value_to, "ETH")
@unittest.skip("TODO")
def test_fetch_fees(self):
def test_follow_orders(self):
pass
+ @unittest.skip("TODO")
+ def test_compute_value(self):
+ pass
+
@unittest.skip("TODO")
def test__repr(self):
pass
def tearDown(self):
self.patcher.stop()
+class AcceptanceTest(unittest.TestCase):
+ import time
+
+ def setUp(self):
+ super(AcceptanceTest, self).setUp()
+
+ self.patchers = [
+ mock.patch.multiple(portfolio.Balance, known_balances={}),
+ mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}),
+ mock.patch.multiple(portfolio.Trade,
+ ticker_cache={},
+ ticker_cache_timestamp=self.time.time(),
+ fees_cache={},
+ trades={}),
+ mock.patch.multiple(portfolio.Computation,
+ computations=portfolio.Computation.computations)
+ ]
+ for patcher in self.patchers:
+ patcher.start()
+
+ def test_success_sell_only_necessary(self):
+ fetch_balance = {
+ "ETH": {
+ "free": D("1.0"),
+ "used": D("0.0"),
+ "total": D("1.0"),
+ },
+ "ETC": {
+ "free": D("4.0"),
+ "used": D("0.0"),
+ "total": D("4.0"),
+ },
+ "XVG": {
+ "free": D("1000.0"),
+ "used": D("0.0"),
+ "total": D("1000.0"),
+ },
+ }
+ repartition = {
+ "ETH": (D("0.25"), "long"),
+ "ETC": (D("0.25"), "long"),
+ "BTC": (D("0.4"), "long"),
+ "BTD": (D("0.01"), "short"),
+ "B2X": (D("0.04"), "long"),
+ "USDT": (D("0.05"), "long"),
+ }
+
+ def fetch_ticker(symbol):
+ if symbol == "ETH/BTC":
+ return {
+ "symbol": "ETH/BTC",
+ "bid": D("0.14"),
+ "ask": D("0.16")
+ }
+ if symbol == "ETC/BTC":
+ return {
+ "symbol": "ETC/BTC",
+ "bid": D("0.002"),
+ "ask": D("0.003")
+ }
+ if symbol == "XVG/BTC":
+ return {
+ "symbol": "XVG/BTC",
+ "bid": D("0.00003"),
+ "ask": D("0.00005")
+ }
+ if symbol == "BTD/BTC":
+ return {
+ "symbol": "BTD/BTC",
+ "bid": D("0.0008"),
+ "ask": D("0.0012")
+ }
+ if symbol == "B2X/BTC":
+ return {
+ "symbol": "B2X/BTC",
+ "bid": D("0.0008"),
+ "ask": D("0.0012")
+ }
+ if symbol == "USDT/BTC":
+ raise portfolio.ExchangeError
+ if symbol == "BTC/USDT":
+ return {
+ "symbol": "BTC/USDT",
+ "bid": D("14000"),
+ "ask": D("16000")
+ }
+ self.fail("Shouldn't have been called with {}".format(symbol))
+
+ market = mock.Mock()
+ market.fetch_balance.return_value = fetch_balance
+ market.fetch_ticker.side_effect = fetch_ticker
+ with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
+ # Action 1
+ portfolio.Balance.prepare_trades(market)
+
+ balances = portfolio.Balance.known_balances
+ self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
+ self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
+ self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
+
+
+ trades = portfolio.Trade.trades
+ 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)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETC"].value_to)
+ self.assertEqual("buy", trades["ETC"].action)
+
+ self.assertNotIn("BTC", trades)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.002")), trades["BTD"].value_to)
+ self.assertEqual("buy", trades["BTD"].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades["B2X"].value_to)
+ self.assertEqual("buy", trades["B2X"].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["USDT"].value_to)
+ self.assertEqual("buy", trades["USDT"].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)
+
+ # Action 2
+ portfolio.Trade.prepare_orders(only="sell", compute_value=lambda x, y: x["bid"] * D("1.001"))
+
+ all_orders = portfolio.Trade.all_orders()
+ 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(1000, all_orders[1].amount.value)
+ self.assertEqual(D("0.00003003"), all_orders[1].rate)
+
+
+ def create_order(symbol, type, action, amount, price=None, account="exchange"):
+ self.assertEqual("limit", type)
+ if symbol == "ETH/BTC":
+ self.assertEqual("sell", action)
+ self.assertEqual(D('0.66666666'), amount)
+ self.assertEqual(D("0.14014"), price)
+ elif symbol == "XVG/BTC":
+ self.assertEqual("sell", action)
+ self.assertEqual(1000, amount)
+ self.assertEqual(D("0.00003003"), price)
+ else:
+ self.fail("I shouldn't have been called")
+
+ return {
+ "id": symbol,
+ }
+ market.create_order.side_effect = create_order
+ market.order_precision.return_value = 8
+
+ # Action 3
+ portfolio.Trade.run_orders()
+
+ self.assertEqual("open", all_orders[0].status)
+ self.assertEqual("open", all_orders[1].status)
+
+ market.fetch_order.return_value = { "status": "closed" }
+ with mock.patch.object(portfolio.time, "sleep") as sleep:
+ # Action 4
+ portfolio.Trade.follow_orders(verbose=False)
+
+ sleep.assert_called_with(30)
+
+ for order in all_orders:
+ self.assertEqual("closed", order.status)
+
+ fetch_balance = {
+ "ETH": {
+ "free": D("1.0") / 3,
+ "used": D("0.0"),
+ "total": D("1.0") / 3,
+ },
+ "BTC": {
+ "free": D("0.134"),
+ "used": D("0.0"),
+ "total": D("0.134"),
+ },
+ "ETC": {
+ "free": D("4.0"),
+ "used": D("0.0"),
+ "total": D("4.0"),
+ },
+ "XVG": {
+ "free": D("0.0"),
+ "used": D("0.0"),
+ "total": D("0.0"),
+ },
+ }
+ market.fetch_balance.return_value = fetch_balance
+
+ with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
+ # Action 5
+ portfolio.Balance.update_trades(market, only="buy", compute_value="average")
+
+ balances = portfolio.Balance.known_balances
+ self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
+ self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
+ self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
+ self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
+
+
+ trades = portfolio.Trade.trades
+ 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)
+
+ 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.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("0.00")), 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["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("0.04")), trades["XVG"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to)
+ self.assertEqual("sell", trades["XVG"].action)
+
+ # Action 6
+ portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"])
+
+ all_orders = portfolio.Trade.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)
+ self.assertEqual("buy", all_orders[0].action)
+ self.assertEqual("long", all_orders[0].trade_type)
+
+ self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
+ self.assertEqual(D("0.0012"), all_orders[1].rate)
+ self.assertEqual("sell", all_orders[1].action)
+ self.assertEqual("short", all_orders[1].trade_type)
+
+ diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
+ self.assertAlmostEqual(0, diff.value)
+ self.assertEqual(D("0.0012"), all_orders[2].rate)
+ self.assertEqual("buy", all_orders[2].action)
+ self.assertEqual("long", all_orders[2].trade_type)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
+ self.assertEqual(D("16000"), all_orders[3].rate)
+ self.assertEqual("sell", all_orders[3].action)
+ self.assertEqual("long", all_orders[3].trade_type)
+
+ # Action 7
+ # TODO
+ # portfolio.Trade.run_orders()
+
+ with mock.patch.object(portfolio.time, "sleep") as sleep:
+ # Action 8
+ portfolio.Trade.follow_orders(verbose=False)
+
+ sleep.assert_called_with(30)
+
+ def tearDown(self):
+ for patcher in self.patchers:
+ patcher.stop()
+
if __name__ == '__main__':
unittest.main()
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff