X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=test.py;h=29403d46c6e48d53b15d61c4e5f9433594ccd329;hb=90d7423eec074a0ed0af680c223180f8d7e1d4e6;hp=5b9e2b4244cf7dcca5c8d917c7856ded88ab75c3;hpb=7f3e7d27409fd7355db9ae4f8fe9a346cd50c712;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/test.py b/test.py index 5b9e2b4..29403d4 100644 --- a/test.py +++ b/test.py @@ -27,7 +27,7 @@ class WebMockTestCase(unittest.TestCase): return type('Args', (object,), { "debug": debug, "quiet": quiet })() def setUp(self): - super(WebMockTestCase, self).setUp() + super().setUp() self.wm = requests_mock.Mocker() self.wm.start() @@ -55,12 +55,12 @@ class WebMockTestCase(unittest.TestCase): for patcher in self.patchers: patcher.stop() self.wm.stop() - super(WebMockTestCase, self).tearDown() + super().tearDown() @unittest.skipUnless("unit" in limits, "Unit skipped") class poloniexETest(unittest.TestCase): def setUp(self): - super(poloniexETest, self).setUp() + super().setUp() self.wm = requests_mock.Mocker() self.wm.start() @@ -68,7 +68,7 @@ class poloniexETest(unittest.TestCase): def tearDown(self): self.wm.stop() - super(poloniexETest, self).tearDown() + super().tearDown() def test__init(self): with mock.patch("market.ccxt.poloniexE.session") as session: @@ -101,7 +101,7 @@ class poloniexETest(unittest.TestCase): retry_call.assert_called_with(request, delay=1, tries=10, fargs=["foo"], fkwargs={'api': 'public', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, - exceptions=(market.ccxt.RequestTimeout,)) + exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) request.assert_not_called() with self.subTest(desc="private GET"): @@ -109,7 +109,7 @@ class poloniexETest(unittest.TestCase): retry_call.assert_called_with(request, delay=1, tries=10, fargs=["foo"], fkwargs={'api': 'private', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, - exceptions=(market.ccxt.RequestTimeout,)) + exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) request.assert_not_called() with self.subTest(desc="private POST regexp"): @@ -117,7 +117,7 @@ class poloniexETest(unittest.TestCase): retry_call.assert_called_with(request, delay=1, tries=10, fargs=["returnFoo"], fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, - exceptions=(market.ccxt.RequestTimeout,)) + exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) request.assert_not_called() with self.subTest(desc="private POST non-regexp"): @@ -125,7 +125,7 @@ class poloniexETest(unittest.TestCase): retry_call.assert_called_with(request, delay=1, tries=10, fargs=["getMarginPosition"], fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, - exceptions=(market.ccxt.RequestTimeout,)) + exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) request.assert_not_called() retry_call.reset_mock() request.reset_mock() @@ -609,7 +609,7 @@ class LockedVar(unittest.TestCase): @unittest.skipUnless("unit" in limits, "Unit skipped") class PortfolioTest(WebMockTestCase): def setUp(self): - super(PortfolioTest, self).setUp() + super().setUp() with open("test_samples/test_portfolio.json") as example: self.json_response = example.read() @@ -1154,7 +1154,7 @@ class BalanceTest(WebMockTestCase): @unittest.skipUnless("unit" in limits, "Unit skipped") class MarketTest(WebMockTestCase): def setUp(self): - super(MarketTest, self).setUp() + super().setUp() self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) @@ -1181,9 +1181,12 @@ class MarketTest(WebMockTestCase): with self.subTest(quiet=False): m = market.Market(self.ccxt, self.market_args(quiet=False)) report_store.assert_called_with(m, verbose_print=True) + report_store().log_market.assert_called_once() + report_store.reset_mock() with self.subTest(quiet=True): m = market.Market(self.ccxt, self.market_args(quiet=True)) report_store.assert_called_with(m, verbose_print=False) + report_store().log_market.assert_called_once() @mock.patch("market.ccxt") def test_from_config(self, ccxt): @@ -1403,6 +1406,38 @@ class MarketTest(WebMockTestCase): else: time_mock.assert_called_with(sleep) + with self.subTest("disappearing order"), \ + mock.patch("market.ReportStore"): + all_orders.reset_mock() + m = market.Market(self.ccxt, self.market_args()) + + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + all_orders.side_effect = [ + [order_mock1, order_mock2], + [order_mock1, order_mock2], + + [order_mock1, order_mock2], + [order_mock1, order_mock2], + + [] + ] + + order_mock1.get_status.side_effect = ["open", "closed"] + order_mock2.get_status.side_effect = ["open", "error_disappeared"] + + order_mock1.trade = mock.Mock() + trade_mock = mock.Mock() + order_mock2.trade = trade_mock + + trade_mock.tick_actions_recreate.return_value = "tick1" + + m.follow_orders() + + trade_mock.tick_actions_recreate.assert_called_once_with(2) + trade_mock.prepare_order.assert_called_once_with(compute_value="tick1") + m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY) + @mock.patch.object(market.BalanceStore, "fetch_balances") def test_move_balance(self, fetch_balances): for debug in [True, False]: @@ -1461,16 +1496,18 @@ class MarketTest(WebMockTestCase): m.ccxt.transfer_balance.side_effect = [ market.ccxt.RequestTimeout, + market.ccxt.InvalidNonce, True ] m.move_balances() self.ccxt.transfer_balance.assert_has_calls([ + mock.call("BTC", 3, "exchange", "margin"), mock.call("BTC", 3, "exchange", "margin"), mock.call("BTC", 3, "exchange", "margin") ]) - self.assertEqual(2, fetch_balances.call_count) + self.assertEqual(3, fetch_balances.call_count) m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) - self.assertEqual(2, m.report.log_move_balances.call_count) + self.assertEqual(3, m.report.log_move_balances.call_count) self.ccxt.transfer_balance.reset_mock() m.report.reset_mock() @@ -2054,7 +2091,7 @@ class TradeStoreTest(WebMockTestCase): @unittest.skipUnless("unit" in limits, "Unit skipped") class BalanceStoreTest(WebMockTestCase): def setUp(self): - super(BalanceStoreTest, self).setUp() + super().setUp() self.fetch_balance = { "ETC": { @@ -2559,6 +2596,21 @@ class TradeTest(WebMockTestCase): D("125"), "FOO", "long", self.m, trade, close_if_possible=False) + def test_tick_actions_recreate(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + self.assertEqual("average", trade.tick_actions_recreate(0)) + self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo")) + self.assertEqual("average", trade.tick_actions_recreate(1)) + self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2)) + self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3)) + self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5)) + self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6)) + self.assertEqual("default", trade.tick_actions_recreate(7)) + self.assertEqual("default", trade.tick_actions_recreate(8)) @mock.patch.object(portfolio.Trade, "prepare_order") def test_update_order(self, prepare_order): @@ -2961,12 +3013,12 @@ class OrderTest(WebMockTestCase): self.m.ccxt.privatePostReturnOrderTrades.return_value = [ { "tradeID": 42, "type": "buy", "fee": "0.0015", - "date": "2017-12-30 12:00:12", "rate": "0.1", + "date": "2017-12-30 13:00:12", "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", + "date": "2017-12-30 12:00:12", "rate": "0.2", "amount": "2", "total": "0.4" } ] @@ -2979,8 +3031,8 @@ class OrderTest(WebMockTestCase): self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) self.assertEqual(2, len(order.mouvements)) - self.assertEqual(42, order.mouvements[0].id) - self.assertEqual(43, order.mouvements[1].id) + self.assertEqual(43, order.mouvements[0].id) + self.assertEqual(42, order.mouvements[1].id) self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError order = portfolio.Order("buy", portfolio.Amount("ETH", 10), @@ -3036,8 +3088,9 @@ class OrderTest(WebMockTestCase): self.m.report.log_debug_action.assert_called_once() @mock.patch.object(portfolio.Order, "fetch_mouvements") + @mock.patch.object(portfolio.Order, "mark_disappeared_order") @mock.patch.object(portfolio.Order, "mark_finished_order") - def test_fetch(self, mark_finished_order, fetch_mouvements): + def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 @@ -3048,6 +3101,7 @@ class OrderTest(WebMockTestCase): self.m.report.log_debug_action.reset_mock() self.m.ccxt.fetch_order.assert_not_called() mark_finished_order.assert_not_called() + mark_disappeared_order.assert_not_called() fetch_mouvements.assert_not_called() with self.subTest(debug=False): @@ -3065,6 +3119,7 @@ class OrderTest(WebMockTestCase): self.assertEqual(1, len(order.results)) self.m.report.log_debug_action.assert_not_called() mark_finished_order.assert_called_once() + mark_disappeared_order.assert_called_once() mark_finished_order.reset_mock() with self.subTest(missing_order=True): @@ -3075,6 +3130,88 @@ class OrderTest(WebMockTestCase): self.assertEqual("closed_unknown", order.status) mark_finished_order.assert_called_once() + def test_mark_disappeared_order(self): + with self.subTest("Open order"): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 45 + order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { + "tradeID":21336541, + "currencyPair":"BTC_XRP", + "type":"sell", + "rate":"0.00007013", + "amount":"0.00000222", + "total":"0.00000000", + "fee":"0.00150000", + "date":"2018-04-02 00:09:13" + })) + order.mark_disappeared_order() + self.assertEqual("pending", order.status) + + with self.subTest("Non-zero amount"): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 45 + order.status = "closed" + order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { + "tradeID":21336541, + "currencyPair":"BTC_XRP", + "type":"sell", + "rate":"0.00007013", + "amount":"0.00000222", + "total":"0.00000010", + "fee":"0.00150000", + "date":"2018-04-02 00:09:13" + })) + order.mark_disappeared_order() + self.assertEqual("closed", order.status) + + with self.subTest("Other mouvements"): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 45 + order.status = "closed" + order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { + "tradeID":21336541, + "currencyPair":"BTC_XRP", + "type":"sell", + "rate":"0.00007013", + "amount":"0.00000222", + "total":"0.00000001", + "fee":"0.00150000", + "date":"2018-04-02 00:09:13" + })) + order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { + "tradeID":21336541, + "currencyPair":"BTC_XRP", + "type":"sell", + "rate":"0.00007013", + "amount":"0.00000222", + "total":"0.00000000", + "fee":"0.00150000", + "date":"2018-04-02 00:09:13" + })) + order.mark_disappeared_order() + self.assertEqual("error_disappeared", order.status) + + with self.subTest("Order disappeared"): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 45 + order.status = "closed" + order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { + "tradeID":21336541, + "currencyPair":"BTC_XRP", + "type":"sell", + "rate":"0.00007013", + "amount":"0.00000222", + "total":"0.00000000", + "fee":"0.00150000", + "date":"2018-04-02 00:09:13" + })) + order.mark_disappeared_order() + self.assertEqual("error_disappeared", order.status) + @mock.patch.object(portfolio.Order, "fetch") def test_get_status(self, fetch): with self.subTest(debug=True): @@ -3213,6 +3350,48 @@ class OrderTest(WebMockTestCase): self.assertEqual(5, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY) + self.m.reset_mock() + with self.subTest(invalid_nonce=True): + with self.subTest(retry_success=True): + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = [ + portfolio.InvalidNonce, + portfolio.InvalidNonce, + { "id": 123 }, + ] + order.run() + self.m.ccxt.create_order.assert_has_calls([ + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + ]) + self.assertEqual(3, self.m.ccxt.create_order.call_count) + self.assertEqual(3, order.tries) + self.m.report.log_error.assert_called() + self.assertEqual(2, self.m.report.log_error.call_count) + self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY) + self.assertEqual(123, order.id) + + self.m.reset_mock() + with self.subTest(retry_success=False): + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = [ + portfolio.InvalidNonce, + portfolio.InvalidNonce, + portfolio.InvalidNonce, + portfolio.InvalidNonce, + portfolio.InvalidNonce, + ] + order.run() + self.assertEqual(5, self.m.ccxt.create_order.call_count) + self.assertEqual(5, order.tries) + self.m.report.log_error.assert_called() + self.assertEqual(5, self.m.report.log_error.call_count) + self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY) + self.assertEqual("error", order.status) + self.m.reset_mock() with self.subTest(request_timeout=True): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), @@ -4170,6 +4349,25 @@ class ReportStoreTest(WebMockTestCase): 'response': 'Hey' }) + @mock.patch.object(market.ReportStore, "add_log") + def test_log_market(self, add_log): + report_store = market.ReportStore(self.m) + class Args: + def __init__(self): + self.debug = True + self.quiet = False + + report_store.log_market(Args(), 4, 1, "report", True) + add_log.assert_called_once_with({ + "type": "market", + "commit": "$Format:%H$", + "args": { "debug": True, "quiet": False }, + "user_id": 4, + "market_id": 1, + "report_path": "report", + "debug": True + }) + @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_error(self, add_log, print_log):