X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=test.py;h=25898961aa2f3729a6c205ce7a32ec764cbe784f;hb=a9950fd073198f3c9dc938fd731d97c9821a3845;hp=edf6d015b08391c8bb722dd1badd9d0e2ffbe323;hpb=c2644ba8db6e3890458af6a244aa3217e2ac4797;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/test.py b/test.py index edf6d01..2589896 100644 --- a/test.py +++ b/test.py @@ -256,6 +256,11 @@ class BalanceTest(unittest.TestCase): "info": "bar", "used": "baz", "total": "bazz", + "ETC": { + "free": 0.0, + "used": 0.0, + "total": 0.0 + }, "USDT": { "free": 6.0, "used": 1.2, @@ -327,7 +332,12 @@ class BalanceTest(unittest.TestCase): 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())) + + 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_pertenthousand") @mock.patch.object(portfolio.market, "fetch_balance") @@ -362,7 +372,7 @@ class BalanceTest(unittest.TestCase): return { "average": D("0.000001") } if c1 == "XEM" and c2 == "BTC": return { "average": D("0.001") } - raise Exception("Should be called with {}, {}".format(c1, c2)) + self.fail("Should be called with {}, {}".format(c1, c2)) get_ticker.side_effect = _get_ticker market = mock.Mock() @@ -388,6 +398,10 @@ class BalanceTest(unittest.TestCase): 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)) @@ -520,5 +534,250 @@ class TradeTest(unittest.TestCase): 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": 2500, + "ETC": 2500, + "BTC": 4000, + "BTD": 500, + "USDT": 500, + } + + 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 == "USDT/BTC": + raise portfolio.ccxt.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_pertenthousand", 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("0.01")), trades["BTD"].value_to) + self.assertEqual("buy", trades["BTD"].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): + self.assertEqual("limit", type) + if symbol == "ETH/BTC": + self.assertEqual("bid", action) + self.assertEqual(2, 3*amount) + self.assertEqual(D("0.14014"), price) + elif symbol == "XVG/BTC": + self.assertEqual("bid", 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 + + # 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_pertenthousand", 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("0.0097")), trades["BTD"].value_to) + self.assertEqual("buy", trades["BTD"].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"] * D("0.999")) + + all_orders = portfolio.Trade.all_orders(state="pending") + self.assertEqual(3, len(all_orders)) + self.assertEqual(portfolio.Amount("ETC", D("15.4")), all_orders[0].amount) + self.assertEqual(D("0.002997"), all_orders[0].rate) + self.assertEqual("ask", all_orders[0].action) + self.assertEqual(portfolio.Amount("BTD", D("9.7")), all_orders[1].amount) + self.assertEqual(D("0.0011988"), all_orders[1].rate) + self.assertEqual("ask", all_orders[1].action) + self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[2].amount) + self.assertEqual(D("15984"), all_orders[2].rate) + self.assertEqual("bid", all_orders[2].action) + + with mock.patch.object(portfolio.time, "sleep") as sleep: + # Action 7 + 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()