X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=test.py;h=34b2fe3c228cf46b70878ea998965270eb273109;hb=17ff995eb623dcaea579e33e507091d6169c52e5;hp=be3ad4a6d481f61e8e5e40056dc49dae20c7759e;hpb=1aa7d4fa2ec3c2b3268bef31a666ca6e1aaa6563;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/test.py b/test.py index be3ad4a..34b2fe3 100644 --- a/test.py +++ b/test.py @@ -27,12 +27,14 @@ class WebMockTestCase(unittest.TestCase): 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, @@ -43,7 +45,6 @@ class WebMockTestCase(unittest.TestCase): for patcher in self.patchers: patcher.start() - def tearDown(self): for patcher in self.patchers: patcher.stop() @@ -64,7 +65,8 @@ class PortfolioTest(WebMockTestCase): 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}, @@ -75,17 +77,28 @@ class PortfolioTest(WebMockTestCase): 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( @@ -103,7 +116,8 @@ class PortfolioTest(WebMockTestCase): '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"), @@ -118,14 +132,25 @@ class PortfolioTest(WebMockTestCase): '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"), @@ -152,6 +177,50 @@ class PortfolioTest(WebMockTestCase): 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): @@ -221,6 +290,8 @@ class AmountTest(WebMockTestCase): 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") @@ -242,6 +313,13 @@ class AmountTest(WebMockTestCase): 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) @@ -379,6 +457,17 @@ class AmountTest(WebMockTestCase): 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): @@ -442,6 +531,18 @@ class BalanceTest(WebMockTestCase): "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): @@ -520,7 +621,9 @@ class HelperTest(WebMockTestCase): @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"), @@ -550,6 +653,8 @@ class HelperTest(WebMockTestCase): "total": D("10000.0") }, } + portfolio.BalanceStore.fetch_balances(market, tag="tag") + helper.prepare_trades(market) compute_trades.assert_called() @@ -559,11 +664,15 @@ class HelperTest(WebMockTestCase): 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"), @@ -593,6 +702,8 @@ class HelperTest(WebMockTestCase): "total": D("10000.0") }, } + portfolio.BalanceStore.fetch_balances(market, tag="tag") + helper.update_trades(market) compute_trades.assert_called() @@ -602,11 +713,15 @@ class HelperTest(WebMockTestCase): 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") } @@ -630,6 +745,8 @@ class HelperTest(WebMockTestCase): "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() @@ -639,16 +756,17 @@ class HelperTest(WebMockTestCase): 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() @@ -674,7 +792,7 @@ class HelperTest(WebMockTestCase): 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) @@ -688,25 +806,282 @@ class HelperTest(WebMockTestCase): 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 = { @@ -721,96 +1096,89 @@ class TradeStoreTest(WebMockTestCase): "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() @@ -824,8 +1192,10 @@ class TradeStoreTest(WebMockTestCase): 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() @@ -837,6 +1207,10 @@ class TradeStoreTest(WebMockTestCase): 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() @@ -875,6 +1249,7 @@ class TradeStoreTest(WebMockTestCase): 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): @@ -909,7 +1284,8 @@ class BalanceStoreTest(WebMockTestCase): } @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", @@ -933,16 +1309,26 @@ class BalanceStoreTest(WebMockTestCase): 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 @@ -953,29 +1339,37 @@ class BalanceStoreTest(WebMockTestCase): 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 = { @@ -992,6 +1386,23 @@ class BalanceStoreTest(WebMockTestCase): } 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): @@ -1068,7 +1479,7 @@ class TradeTest(WebMockTestCase): 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") @@ -1150,7 +1561,8 @@ class TradeTest(WebMockTestCase): 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") @@ -1165,7 +1577,7 @@ class TradeTest(WebMockTestCase): 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): @@ -1275,88 +1687,113 @@ class TradeTest(WebMockTestCase): 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") @@ -1368,15 +1805,28 @@ class TradeTest(WebMockTestCase): 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") @@ -1386,10 +1836,844 @@ class TradeTest(WebMockTestCase): 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"), @@ -1473,7 +2757,7 @@ class AcceptanceTest(WebMockTestCase): 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) @@ -1488,7 +2772,7 @@ class AcceptanceTest(WebMockTestCase): 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) @@ -1499,9 +2783,9 @@ class AcceptanceTest(WebMockTestCase): 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) @@ -1534,7 +2818,14 @@ class AcceptanceTest(WebMockTestCase): 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) @@ -1546,31 +2837,39 @@ class AcceptanceTest(WebMockTestCase): 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) @@ -1579,37 +2878,37 @@ class AcceptanceTest(WebMockTestCase): 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)