X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=test.py;h=740921268cf35f01ee3a046752099cd8d3045ec1;hb=9db7d156833cd384baa64b6148b5c646bfcc41f8;hp=141c9e062d9cd6ea9a7ecfdb98bcdf3bdef93862;hpb=aca4d4372553110ab5d76740ff536de83d5617b2;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/test.py b/test.py index 141c9e0..7409212 100644 --- a/test.py +++ b/test.py @@ -45,6 +45,87 @@ class WebMockTestCase(unittest.TestCase): self.wm.stop() super(WebMockTestCase, self).tearDown() +@unittest.skipUnless("unit" in limits, "Unit skipped") +class poloniexETest(unittest.TestCase): + def setUp(self): + super(poloniexETest, self).setUp() + self.wm = requests_mock.Mocker() + self.wm.start() + + self.s = market.ccxt.poloniexE() + + def tearDown(self): + self.wm.stop() + super(poloniexETest, self).tearDown() + + def test_nanoseconds(self): + with mock.patch.object(market.ccxt.time, "time") as time: + time.return_value = 123456.7890123456 + self.assertEqual(123456789012345, self.s.nanoseconds()) + + def test_nonce(self): + with mock.patch.object(market.ccxt.time, "time") as time: + time.return_value = 123456.7890123456 + self.assertEqual(123456789012345, self.s.nonce()) + + def test_order_precision(self): + self.assertEqual(8, self.s.order_precision("FOO")) + + def test_transfer_balance(self): + with self.subTest(success=True),\ + mock.patch.object(self.s, "privatePostTransferBalance") as t: + t.return_value = { "success": 1 } + result = self.s.transfer_balance("FOO", 12, "exchange", "margin") + t.assert_called_once_with({ + "currency": "FOO", + "amount": 12, + "fromAccount": "exchange", + "toAccount": "margin", + "confirmed": 1 + }) + self.assertTrue(result) + + with self.subTest(success=False),\ + mock.patch.object(self.s, "privatePostTransferBalance") as t: + t.return_value = { "success": 0 } + self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin")) + + def test_close_margin_position(self): + with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c: + self.s.close_margin_position("FOO", "BAR") + c.assert_called_with({"currencyPair": "BAR_FOO"}) + + def test_tradable_balances(self): + with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r: + r.return_value = { + "FOO": { "exchange": "12.1234", "margin": "0.0123" }, + "BAR": { "exchange": "1", "margin": "0" }, + } + balances = self.s.tradable_balances() + self.assertEqual(["FOO", "BAR"], list(balances.keys())) + self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys())) + self.assertEqual(D("12.1234"), balances["FOO"]["exchange"]) + self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys())) + + def test_margin_summary(self): + with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r: + r.return_value = { + "currentMargin": "1.49680968", + "lendingFees": "0.0000001", + "pl": "0.00008254", + "totalBorrowedValue": "0.00673602", + "totalValue": "0.01000000", + "netValue": "0.01008254", + } + expected = { + 'current_margin': D('1.49680968'), + 'gains': D('0.00008254'), + 'lending_fees': D('0.0000001'), + 'total': D('0.01000000'), + 'total_borrowed': D('0.00673602') + } + self.assertEqual(expected, self.s.margin_summary()) + @unittest.skipUnless("unit" in limits, "Unit skipped") class PortfolioTest(WebMockTestCase): def fill_data(self): @@ -612,6 +693,7 @@ class MarketTest(WebMockTestCase): self.assertTrue(ticker["inverted"]) self.assertIn("original", ticker) self.assertEqual(10, ticker["original"]["bid"]) + self.assertEqual(25, ticker["original"]["average"]) ticker = m.get_ticker("XVG", "XMR") self.assertIsNone(ticker) @@ -640,6 +722,7 @@ class MarketTest(WebMockTestCase): self.assertTrue(ticker["inverted"]) self.assertIn("original", ticker) self.assertEqual(10, ticker["original"]["bid"]) + self.assertEqual(25, ticker["original"]["average"]) ticker = m.get_ticker("XVG", "XMR") self.assertIsNone(ticker) @@ -698,99 +781,11 @@ class MarketTest(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) - m.report.log_stage.assert_called_once_with("prepare_trades") - m.report.log_balances.assert_called_once_with(tag="tag") - - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(market.Market, "get_ticker") - @mock.patch.object(market.TradeStore, "compute_trades") - def test_update_trades(self, compute_trades, get_ticker, repartition): - repartition.return_value = { - "XEM": (D("0.75"), "long"), - "BTC": (D("0.25"), "long"), - } - def _get_ticker(c1, c2): - if c1 == "USDT" and c2 == "BTC": - return { "average": D("0.0001") } - if c1 == "XVG" and c2 == "BTC": - return { "average": D("0.000001") } - if c1 == "XEM" and c2 == "BTC": - return { "average": D("0.001") } - self.fail("Should be called with {}, {}".format(c1, c2)) - get_ticker.side_effect = _get_ticker - - with mock.patch("market.ReportStore"): - m = market.Market(self.ccxt) - self.ccxt.fetch_all_balances.return_value = { - "USDT": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - "XVG": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - } - - m.balances.fetch_balances(tag="tag") - - m.update_trades() - compute_trades.assert_called() - - call = compute_trades.call_args - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) - self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) - m.report.log_stage.assert_called_once_with("update_trades") + m.report.log_stage.assert_called_once_with("prepare_trades", + base_currency='BTC', compute_value='average', + liquidity='medium', only=None, repartition=None) m.report.log_balances.assert_called_once_with(tag="tag") - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(market.Market, "get_ticker") - @mock.patch.object(market.TradeStore, "compute_trades") - def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): - def _get_ticker(c1, c2): - if c1 == "USDT" and c2 == "BTC": - return { "average": D("0.0001") } - if c1 == "XVG" and c2 == "BTC": - return { "average": D("0.000001") } - self.fail("Should be called with {}, {}".format(c1, c2)) - get_ticker.side_effect = _get_ticker - - with mock.patch("market.ReportStore"): - m = market.Market(self.ccxt) - self.ccxt.fetch_all_balances.return_value = { - "USDT": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - "XVG": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - } - - m.balances.fetch_balances(tag="tag") - - m.prepare_trades_to_sell_all() - - repartition.assert_not_called() - compute_trades.assert_called() - - call = compute_trades.call_args - 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) - m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all") - m.report.log_balances.assert_called_once_with(tag="tag") @mock.patch.object(portfolio.time, "sleep") @mock.patch.object(market.TradeStore, "all_orders") @@ -2273,12 +2268,24 @@ class ReportStoreTest(WebMockTestCase): @mock.patch.object(market.ReportStore, "add_log") def test_log_stage(self, add_log, print_log): report_store = market.ReportStore(self.m) - report_store.log_stage("foo") + c = lambda x: x + report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1)) print_log.assert_has_calls([ mock.call("-----------"), - mock.call("[Stage] foo"), + mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"), ]) - add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'}) + add_log.assert_called_once_with({ + 'type': 'stage', + 'stage': 'foo', + 'args': { + 'bar': 'baz', + 'c': 'c = lambda x: x', + 'd': { + 'currency': 'BTC', + 'value': D('1') + } + } + }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") @@ -2791,71 +2798,55 @@ class HelperTest(WebMockTestCase): self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") - @mock.patch("helper.process_sell_all__1_all_sell") - @mock.patch("helper.process_sell_all__2_all_buy") - @mock.patch("portfolio.Portfolio.wait_for_recent") - def test_main_process_market(self, wait, buy, sell): + @mock.patch("helper.Processor.process") + def test_main_process_market(self, process): with self.subTest(before=False, after=False): - helper.main_process_market("user", None) - - wait.assert_not_called() - buy.assert_not_called() - sell.assert_not_called() + m = mock.Mock() + helper.main_process_market(m, None) + + process.assert_not_called() - buy.reset_mock() - wait.reset_mock() - sell.reset_mock() + process.reset_mock() with self.subTest(before=True, after=False): - helper.main_process_market("user", None, before=True) - - wait.assert_not_called() - buy.assert_not_called() - sell.assert_called_once_with("user") + helper.main_process_market(m, None, before=True) + + process.assert_called_once_with("sell_all", steps="before") - buy.reset_mock() - wait.reset_mock() - sell.reset_mock() + process.reset_mock() with self.subTest(before=False, after=True): - helper.main_process_market("user", None, after=True) + helper.main_process_market(m, None, after=True) - wait.assert_called_once_with("user") - buy.assert_called_once_with("user") - sell.assert_not_called() + process.assert_called_once_with("sell_all", steps="after") - buy.reset_mock() - wait.reset_mock() - sell.reset_mock() + process.reset_mock() with self.subTest(before=True, after=True): - helper.main_process_market("user", None, before=True, after=True) - - wait.assert_called_once_with("user") - buy.assert_called_once_with("user") - sell.assert_called_once_with("user") + helper.main_process_market(m, None, before=True, after=True) - buy.reset_mock() - wait.reset_mock() - sell.reset_mock() + process.assert_has_calls([ + mock.call("sell_all", steps="before"), + mock.call("sell_all", steps="after"), + ]) + + process.reset_mock() with self.subTest(action="print_balances"),\ mock.patch("helper.print_balances") as print_balances: - helper.main_process_market("user", "print_balances") + helper.main_process_market("user", ["print_balances"]) - buy.assert_not_called() - wait.assert_not_called() - sell.assert_not_called() + process.assert_not_called() print_balances.assert_called_once_with("user") with self.subTest(action="print_orders"),\ - mock.patch("helper.print_orders") as print_orders: - helper.main_process_market("user", "print_orders") + mock.patch("helper.print_orders") as print_orders,\ + mock.patch("helper.print_balances") as print_balances: + helper.main_process_market("user", ["print_orders", "print_balances"]) - buy.assert_not_called() - wait.assert_not_called() - sell.assert_not_called() + process.assert_not_called() print_orders.assert_called_once_with("user") + print_balances.assert_called_once_with("user") with self.subTest(action="unknown"),\ self.assertRaises(NotImplementedError): - helper.main_process_market("user", "unknown") + helper.main_process_market("user", ["unknown"]) @mock.patch.object(helper, "psycopg2") def test_fetch_markets(self, psycopg2): @@ -3004,7 +2995,7 @@ class HelperTest(WebMockTestCase): mock.call(tag="process_sell_needed__2_buy_begin"), mock.call(tag="process_sell_needed__2_buy_end"), ]) - self.m.update_trades.assert_called_with(base_currency="BTC", + self.m.prepare_trades.assert_called_with(base_currency="BTC", liquidity="medium", only="acquire") self.m.trades.prepare_orders.assert_called_with(compute_value="average", only="acquire") @@ -3023,7 +3014,8 @@ class HelperTest(WebMockTestCase): mock.call(tag="process_sell_all__1_all_sell_begin"), mock.call(tag="process_sell_all__1_all_sell_end"), ]) - self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC") + self.m.prepare_trades.assert_called_with(base_currency="BTC", + liquidity="medium", repartition={'BTC': (1, 'long')}) self.m.trades.prepare_orders.assert_called_with(compute_value="average") self.m.trades.run_orders.assert_called() self.m.follow_orders.assert_called() @@ -3032,12 +3024,22 @@ class HelperTest(WebMockTestCase): mock.call("process_sell_all__1_all_sell_end") ]) - def test_process_sell_all__2_all_buy(self): - helper.process_sell_all__2_all_buy(self.m) + @mock.patch("portfolio.Portfolio.wait_for_recent") + def test_process_sell_all__2_wait(self, wait): + helper.process_sell_all__2_wait(self.m) + + wait.assert_called_once_with(self.m) + self.m.report.log_stage.assert_has_calls([ + mock.call("process_sell_all__2_wait_begin"), + mock.call("process_sell_all__2_wait_end") + ]) + + def test_process_sell_all__3_all_buy(self): + helper.process_sell_all__3_all_buy(self.m) self.m.balances.fetch_balances.assert_has_calls([ - mock.call(tag="process_sell_all__2_all_buy_begin"), - mock.call(tag="process_sell_all__2_all_buy_end"), + mock.call(tag="process_sell_all__3_all_buy_begin"), + mock.call(tag="process_sell_all__3_all_buy_end"), ]) self.m.prepare_trades.assert_called_with(base_currency="BTC", liquidity="medium") @@ -3046,8 +3048,8 @@ class HelperTest(WebMockTestCase): self.m.trades.run_orders.assert_called() self.m.follow_orders.assert_called() self.m.report.log_stage.assert_has_calls([ - mock.call("process_sell_all__2_all_buy_begin"), - mock.call("process_sell_all__2_all_buy_end") + mock.call("process_sell_all__3_all_buy_begin"), + mock.call("process_sell_all__3_all_buy_end") ]) @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") @@ -3251,7 +3253,7 @@ class AcceptanceTest(WebMockTestCase): with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): # Action 5 - helper.update_trades(market, only="acquire", compute_value="average") + helper.prepare_trades(market, only="acquire", compute_value="average") balances = portfolio.BalanceStore.all self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)