import portfolio
import unittest
+from decimal import Decimal as D
from unittest import mock
class AmountTest(unittest.TestCase):
def test_values(self):
- amount = portfolio.Amount("BTC", 0.65)
- self.assertEqual(0.65, amount.value)
+ amount = portfolio.Amount("BTC", "0.65")
+ self.assertEqual(D("0.65"), amount.value)
self.assertEqual("BTC", amount.currency)
- amount = portfolio.Amount("BTC", 10, int_val=2000000000000000)
- self.assertEqual(0.002, amount.value)
-
def test_in_currency(self):
amount = portfolio.Amount("ETC", 10)
self.assertEqual(amount, amount.in_currency("ETC", None))
ticker_mock = unittest.mock.Mock()
- with mock.patch.object(portfolio.Amount, 'get_ticker', new=ticker_mock):
+ with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
ticker_mock.return_value = None
- portfolio.Amount.get_ticker = ticker_mock
self.assertRaises(Exception, amount.in_currency, "ETH", None)
- with mock.patch.object(portfolio.Amount, 'get_ticker', new=ticker_mock):
+ with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
ticker_mock.return_value = {
- "average": 0.3,
+ "average": D("0.3"),
"foo": "bar",
}
converted_amount = amount.in_currency("ETH", None)
- self.assertEqual(3.0, converted_amount.value)
+ self.assertEqual(D("3.0"), converted_amount.value)
self.assertEqual("ETH", converted_amount.currency)
self.assertEqual(amount, converted_amount.linked_to)
self.assertEqual("bar", converted_amount.ticker["foo"])
- @unittest.skip("TODO")
- def test_get_ticker(self):
- pass
-
def test__abs(self):
amount = portfolio.Amount("SC", -120)
self.assertEqual(120, abs(amount).value)
self.assertEqual("SC", abs(amount).currency)
def test__add(self):
- amount1 = portfolio.Amount("XVG", 12.9)
- amount2 = portfolio.Amount("XVG", 13.1)
+ amount1 = portfolio.Amount("XVG", "12.9")
+ amount2 = portfolio.Amount("XVG", "13.1")
self.assertEqual(26, (amount1 + amount2).value)
self.assertEqual("XVG", (amount1 + amount2).currency)
- amount3 = portfolio.Amount("ETH", 1.6)
+ amount3 = portfolio.Amount("ETH", "1.6")
with self.assertRaises(Exception):
amount1 + amount3
self.assertEqual(amount1, amount1 + amount4)
def test__radd(self):
- amount = portfolio.Amount("XVG", 12.9)
+ amount = portfolio.Amount("XVG", "12.9")
self.assertEqual(amount, 0 + amount)
with self.assertRaises(Exception):
4 + amount
def test__sub(self):
- amount1 = portfolio.Amount("XVG", 13.3)
- amount2 = portfolio.Amount("XVG", 13.1)
+ amount1 = portfolio.Amount("XVG", "13.3")
+ amount2 = portfolio.Amount("XVG", "13.1")
- self.assertEqual(0.2, (amount1 - amount2).value)
+ self.assertEqual(D("0.2"), (amount1 - amount2).value)
self.assertEqual("XVG", (amount1 - amount2).currency)
- amount3 = portfolio.Amount("ETH", 1.6)
+ amount3 = portfolio.Amount("ETH", "1.6")
with self.assertRaises(Exception):
amount1 - amount3
amount4 = portfolio.Amount("ETH", 0.0)
self.assertEqual(amount1, amount1 - amount4)
- def test__int(self):
- amount = portfolio.Amount("XMR", 0.1)
- self.assertEqual(100000000000000000, int(amount))
-
def test__mul(self):
amount = portfolio.Amount("XEM", 11)
- self.assertEqual(38.5, (amount * 3.5).value)
- self.assertEqual(33, (amount * 3).value)
+ self.assertEqual(D("38.5"), (amount * D("3.5")).value)
+ self.assertEqual(D("33"), (amount * 3).value)
with self.assertRaises(Exception):
amount * amount
def test__rmul(self):
amount = portfolio.Amount("XEM", 11)
- self.assertEqual(38.5, (3.5 * amount).value)
- self.assertEqual(33, (3 * amount).value)
+ self.assertEqual(D("38.5"), (D("3.5") * amount).value)
+ self.assertEqual(D("33"), (3 * amount).value)
def test__floordiv(self):
amount = portfolio.Amount("XEM", 11)
- self.assertEqual(5.5, (amount // 2).value)
- with self.assertRaises(TypeError):
- amount // 2.5
- self.assertEqual(1571428571428571428, (amount // 7)._value)
+ self.assertEqual(D("5.5"), (amount / 2).value)
+ self.assertEqual(D("4.4"), (amount / D("2.5")).value)
def test__div(self):
amount = portfolio.Amount("XEM", 11)
- with self.assertRaises(TypeError):
- amount / 2.5
- self.assertEqual(5.5, (amount / 2).value)
- self.assertEqual(1571428571428571428, (amount / 7)._value)
+ self.assertEqual(D("5.5"), (amount / 2).value)
+ self.assertEqual(D("4.4"), (amount / D("2.5")).value)
def test__lt(self):
amount1 = portfolio.Amount("BTD", 11.3)
def tearDown(self):
self.patcher.stop()
+class BalanceTest(unittest.TestCase):
+ def setUp(self):
+ super(BalanceTest, self).setUp()
+
+ self.fetch_balance = {
+ "free": "foo",
+ "info": "bar",
+ "used": "baz",
+ "total": "bazz",
+ "USDT": {
+ "free": 6.0,
+ "used": 1.2,
+ "total": 7.2
+ },
+ "XVG": {
+ "free": 16,
+ "used": 0.0,
+ "total": 16
+ },
+ "XMR": {
+ "free": 0.0,
+ "used": 0.0,
+ "total": 0.0
+ },
+ }
+ self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={})
+ self.patcher.start()
+
+ def test_values(self):
+ balance = portfolio.Balance("BTC", 0.65, 0.35, 0.30)
+ self.assertEqual(0.65, balance.total.value)
+ self.assertEqual(0.35, balance.free.value)
+ self.assertEqual(0.30, balance.used.value)
+ self.assertEqual("BTC", balance.currency)
+
+ balance = portfolio.Balance.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30})
+ self.assertEqual(0.65, balance.total.value)
+ self.assertEqual(0.35, balance.free.value)
+ self.assertEqual(0.30, balance.used.value)
+ self.assertEqual("BTC", balance.currency)
+
+ @mock.patch.object(portfolio.Trade, "get_ticker")
+ def test_in_currency(self, get_ticker):
+ portfolio.Balance.known_balances = {
+ "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"),
+ "ETH": portfolio.Balance("ETH", 3, 3, 0),
+ }
+ market = mock.Mock()
+ get_ticker.return_value = {
+ "bid": D("0.09"),
+ "ask": D("0.11"),
+ "average": D("0.1"),
+ }
+
+ amounts = portfolio.Balance.in_currency("BTC", market)
+ self.assertEqual("BTC", amounts["ETH"].currency)
+ 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")
+ 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")
+ self.assertEqual(D("0.30"), amounts["BTC"].value)
+ self.assertEqual(0, amounts["ETH"].value)
+
+ def test_currencies(self):
+ portfolio.Balance.known_balances = {
+ "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"),
+ "ETH": portfolio.Balance("ETH", 3, 3, 0),
+ }
+ self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies()))
+
+ @mock.patch.object(portfolio.market, "fetch_balance")
+ def test_fetch_balances(self, fetch_balance):
+ fetch_balance.return_value = self.fetch_balance
+
+ portfolio.Balance.fetch_balances(portfolio.market)
+ self.assertNotIn("XMR", portfolio.Balance.currencies())
+ self.assertEqual(["USDT", "XVG"], list(portfolio.Balance.currencies()))
+
+ @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
+ @mock.patch.object(portfolio.market, "fetch_balance")
+ def test_dispatch_assets(self, fetch_balance, repartition):
+ fetch_balance.return_value = self.fetch_balance
+ portfolio.Balance.fetch_balances(portfolio.market)
+
+ self.assertNotIn("XEM", portfolio.Balance.currencies())
+
+ repartition.return_value = {
+ "XEM": 7500,
+ "BTC": 2600,
+ }
+
+ amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1"))
+ self.assertIn("XEM", portfolio.Balance.currencies())
+ 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.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,
+ }
+ get_ticker.side_effect = [
+ { "average": D("0.0001") },
+ { "average": D("0.000001") }
+ ]
+ market = mock.Mock()
+ market.fetch_balance.return_value = {
+ "USDT": {
+ "free": D("10000.0"),
+ "used": D("0.0"),
+ "total": D("10000.0")
+ },
+ "XVG": {
+ "free": D("10000.0"),
+ "used": D("0.0"),
+ "total": D("10000.0")
+ },
+ }
+ portfolio.Balance.prepare_trades(market)
+ compute_trades.assert_called()
+
+ call = compute_trades.call_args
+ self.assertEqual(market, call[1]["market"])
+ self.assertEqual(1, call[0][0]["USDT"].value)
+ 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)
+
+ 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))
+
+ def tearDown(self):
+ self.patcher.stop()
+
+class TradeTest(unittest.TestCase):
+ import time
+
+ def setUp(self):
+ super(TradeTest, self).setUp()
+
+ self.patcher = mock.patch.multiple(portfolio.Trade,
+ ticker_cache={},
+ ticker_cache_timestamp=self.time.time(),
+ fees_cache={},
+ trades={})
+ self.patcher.start()
+
+ def test_get_ticker(self):
+ market = mock.Mock()
+ market.fetch_ticker.side_effect = [
+ { "bid": 1, "ask": 3 },
+ portfolio.ccxt.ExchangeError("foo"),
+ { "bid": 10, "ask": 40 },
+ portfolio.ccxt.ExchangeError("foo"),
+ portfolio.ccxt.ExchangeError("foo"),
+ ]
+
+ ticker = portfolio.Trade.get_ticker("ETH", "ETC", market)
+ market.fetch_ticker.assert_called_with("ETH/ETC")
+ self.assertEqual(1, ticker["bid"])
+ self.assertEqual(3, ticker["ask"])
+ self.assertEqual(2, ticker["average"])
+ self.assertFalse(ticker["inverted"])
+
+ ticker = portfolio.Trade.get_ticker("ETH", "XVG", market)
+ self.assertEqual(0.0625, ticker["average"])
+ self.assertTrue(ticker["inverted"])
+ self.assertIn("original", ticker)
+ self.assertEqual(10, ticker["original"]["bid"])
+
+ ticker = portfolio.Trade.get_ticker("XVG", "XMR", market)
+ self.assertIsNone(ticker)
+
+ market.fetch_ticker.assert_has_calls([
+ mock.call("ETH/ETC"),
+ mock.call("ETH/XVG"),
+ mock.call("XVG/ETH"),
+ mock.call("XVG/XMR"),
+ mock.call("XMR/XVG"),
+ ])
+
+ market2 = mock.Mock()
+ market2.fetch_ticker.side_effect = [
+ { "bid": 1, "ask": 3 },
+ { "bid": 1.2, "ask": 3.5 },
+ ]
+ ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
+ ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
+ ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2)
+ market2.fetch_ticker.assert_called_once_with("ETH/ETC")
+ self.assertEqual(1, ticker1["bid"])
+ self.assertDictEqual(ticker1, ticker2)
+ self.assertDictEqual(ticker1, ticker3["original"])
+
+ ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True)
+ ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
+ self.assertEqual(1.2, ticker4["bid"])
+ self.assertDictEqual(ticker4, ticker5)
+
+ market3 = mock.Mock()
+ market3.fetch_ticker.side_effect = [
+ { "bid": 1, "ask": 3 },
+ { "bid": 1.2, "ask": 3.5 },
+ ]
+ ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
+ portfolio.Trade.ticker_cache_timestamp -= 4
+ ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
+ portfolio.Trade.ticker_cache_timestamp -= 2
+ ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
+ self.assertDictEqual(ticker6, ticker7)
+ self.assertEqual(1.2, ticker8["bid"])
+
+ @unittest.skip("TODO")
+ def test_values_assertion(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_fetch_fees(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_compute_trades(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_action(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_action(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_order_action(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_prepare_order(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_all_orders(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_follow_orders(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test__repr(self):
+ pass
+
+ def tearDown(self):
+ self.patcher.stop()
+
if __name__ == '__main__':
unittest.main()
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff