X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=test.py;h=7b17f9ebc54cd3b68c3a777157a61a5ed60ccf83;hb=5542e9e31a0074f4ed3b91cadce643ad60083cde;hp=0f1f13030b2539a91d56d665368e225ca6a70fb0;hpb=3d0247f944d7510943dfaa64eeb0e15a43b6c989;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/test.py b/test.py index 0f1f130..7b17f9e 100644 --- a/test.py +++ b/test.py @@ -1,12 +1,14 @@ import sys import portfolio import unittest +import datetime from decimal import Decimal as D from unittest import mock import requests import requests_mock from io import StringIO -import helper +import threading +import portfolio, market, main, store limits = ["acceptance", "unit"] for test_type in limits: @@ -21,26 +23,30 @@ for test_type in limits: class WebMockTestCase(unittest.TestCase): import time + def market_args(self, debug=False, quiet=False): + 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() + # market + self.m = mock.Mock(name="Market", spec=market.Market) + self.m.debug = False + 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, last_date=None, data=None, liquidities={}), + mock.patch.multiple(market.Portfolio, + data=store.LockedVar(None), + liquidities=store.LockedVar({}), + last_date=store.LockedVar(None), + report=mock.Mock(), + worker=None, + worker_notify=None, + worker_started=False, + callback=None), mock.patch.multiple(portfolio.Computation, computations=portfolio.Computation.computations), - mock.patch.multiple(helper, - fees_cache={}, - ticker_cache={}, - ticker_cache_timestamp=self.time.time()), ] for patcher in self.patchers: patcher.start() @@ -49,177 +55,779 @@ 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 PortfolioTest(WebMockTestCase): - def fill_data(self): - if self.json_response is not None: - portfolio.Portfolio.data = self.json_response - +class poloniexETest(unittest.TestCase): def setUp(self): - super(PortfolioTest, self).setUp() - - with open("test_portfolio.json") as example: - self.json_response = example.read() + super().setUp() + self.wm = requests_mock.Mocker() + self.wm.start() - self.wm.get(portfolio.Portfolio.URL, text=self.json_response) + self.s = market.ccxt.poloniexE() - @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}, - {"exc": requests.exceptions.ConnectTimeout}, - ]) - portfolio.Portfolio.get_cryptoportfolio() - self.assertIn("foo", portfolio.Portfolio.data) - 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() - - @mock.patch("portfolio.ReportStore") - def test_parse_cryptoportfolio(self, report_store): - portfolio.Portfolio.parse_cryptoportfolio() - - self.assertListEqual( - ["medium", "high"], - list(portfolio.Portfolio.liquidities.keys())) - - liquidities = portfolio.Portfolio.liquidities - self.assertEqual(10, len(liquidities["medium"].keys())) - self.assertEqual(10, len(liquidities["high"].keys())) - - expected = { - 'BTC': (D("0.2857"), "long"), - 'DGB': (D("0.1015"), "long"), - 'DOGE': (D("0.1805"), "long"), - 'SC': (D("0.0623"), "long"), - 'ZEC': (D("0.3701"), "long"), + def tearDown(self): + self.wm.stop() + super().tearDown() + + def test__init(self): + with mock.patch("market.ccxt.poloniexE.session") as session: + session.request.return_value = "response" + ccxt = market.ccxt.poloniexE() + ccxt._market = mock.Mock + ccxt._market.report = mock.Mock() + + ccxt.session.request("GET", "URL", data="data", + headers="headers") + ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', + 'headers', 'response') + + 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_request(self): + with mock.patch.object(market.ccxt.poloniex, "request") as request,\ + mock.patch("market.ccxt.retry_call") as retry_call: + with self.subTest(wrapped=True): + with self.subTest(desc="public"): + self.s.request("foo") + 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, market.ccxt.InvalidNonce)) + request.assert_not_called() + + with self.subTest(desc="private GET"): + self.s.request("foo", api="private") + 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, market.ccxt.InvalidNonce)) + request.assert_not_called() + + with self.subTest(desc="private POST regexp"): + self.s.request("returnFoo", api="private", method="POST") + 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, market.ccxt.InvalidNonce)) + request.assert_not_called() + + with self.subTest(desc="private POST non-regexp"): + self.s.request("getMarginPosition", api="private", method="POST") + 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, market.ccxt.InvalidNonce)) + request.assert_not_called() + retry_call.reset_mock() + request.reset_mock() + with self.subTest(wrapped=False): + with self.subTest(desc="private POST non-matching regexp"): + self.s.request("marginBuy", api="private", method="POST") + request.assert_called_with("marginBuy", + api="private", method="POST", params={}, + headers=None, body=None) + retry_call.assert_not_called() + + with self.subTest(desc="private POST non-matching non-regexp"): + self.s.request("closeMarginPositionOther", api="private", method="POST") + request.assert_called_with("closeMarginPositionOther", + api="private", method="POST", params={}, + headers=None, body=None) + retry_call.assert_not_called() + + 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()) + + def test_create_order(self): + with mock.patch.object(self.s, "create_exchange_order") as exchange,\ + mock.patch.object(self.s, "create_margin_order") as margin: + with self.subTest(account="unspecified"): + self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params") + exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + margin.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="exchange"): + self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params") + exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + margin.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="margin"): + self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params") + margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params") + exchange.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="unknown"), self.assertRaises(NotImplementedError): + self.s.create_order("symbol", "type", "side", "amount", account="unknown") + + def test_parse_ticker(self): + ticker = { + "high24hr": "12", + "low24hr": "10", + "highestBid": "10.5", + "lowestAsk": "11.5", + "last": "11", + "percentChange": "0.1", + "quoteVolume": "10", + "baseVolume": "20" } - date = portfolio.datetime(2018, 1, 8) - self.assertDictEqual(expected, liquidities["high"][date]) - - expected = { - 'BTC': (D("1.1102e-16"), "long"), - 'ETC': (D("0.1"), "long"), - 'FCT': (D("0.1"), "long"), - 'GAS': (D("0.1"), "long"), - 'NAV': (D("0.1"), "long"), - 'OMG': (D("0.1"), "long"), - 'OMNI': (D("0.1"), "long"), - 'PPC': (D("0.1"), "long"), - 'RIC': (D("0.1"), "long"), - 'VIA': (D("0.1"), "long"), - 'XCP': (D("0.1"), "long"), + market = { + "symbol": "BTC/ETC" } - 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) - - 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"), - 'ETC': (D("0.1"), "long"), - 'FCT': (D("0.1"), "long"), - 'OMG': (D("0.1"), "long"), - 'STEEM': (D("0.1"), "long"), - 'STRAT': (D("0.1"), "long"), - 'XEM': (D("0.1"), "long"), - 'XMR': (D("0.1"), "long"), - 'XVC': (D("0.1"), "long"), - 'ZRX': (D("0.1"), "long"), + with mock.patch.object(self.s, "milliseconds") as ms: + ms.return_value = 1520292715123 + result = self.s.parse_ticker(ticker, market) + + expected = { + "symbol": "BTC/ETC", + "timestamp": 1520292715123, + "datetime": "2018-03-05T23:31:55.123Z", + "high": D("12"), + "low": D("10"), + "bid": D("10.5"), + "ask": D("11.5"), + "vwap": None, + "open": None, + "close": None, + "first": None, + "last": D("11"), + "change": D("0.1"), + "percentage": None, + "average": None, + "baseVolume": D("10"), + "quoteVolume": D("20"), + "info": ticker + } + self.assertEqual(expected, result) + + def test_fetch_margin_balance(self): + with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position: + get_margin_position.return_value = { + "BTC_DASH": { + "amount": "-0.1", + "basePrice": "0.06818560", + "lendingFees": "0.00000001", + "liquidationPrice": "0.15107132", + "pl": "-0.00000371", + "total": "0.00681856", + "type": "short" + }, + "BTC_ETC": { + "amount": "-0.6", + "basePrice": "0.1", + "lendingFees": "0.00000001", + "liquidationPrice": "0.6", + "pl": "0.00000371", + "total": "0.06", + "type": "short" + }, + "BTC_ETH": { + "amount": "0", + "basePrice": "0", + "lendingFees": "0", + "liquidationPrice": "-1", + "pl": "0", + "total": "0", + "type": "none" + } + } + balances = self.s.fetch_margin_balance() + self.assertEqual(2, len(balances)) + expected = { + "DASH": { + "amount": D("-0.1"), + "borrowedPrice": D("0.06818560"), + "lendingFees": D("1E-8"), + "pl": D("-0.00000371"), + "liquidationPrice": D("0.15107132"), + "type": "short", + "total": D("0.00681856"), + "baseCurrency": "BTC" + }, + "ETC": { + "amount": D("-0.6"), + "borrowedPrice": D("0.1"), + "lendingFees": D("1E-8"), + "pl": D("0.00000371"), + "liquidationPrice": D("0.6"), + "type": "short", + "total": D("0.06"), + "baseCurrency": "BTC" + } } - expected_high = { - 'USDT': (D("0.1226"), "long"), - 'BTC': (D("0.1429"), "long"), - 'ETC': (D("0.1127"), "long"), - 'ETH': (D("0.1569"), "long"), - 'FCT': (D("0.3341"), "long"), - 'GAS': (D("0.1308"), "long"), + self.assertEqual(expected, balances) + + def test_sum(self): + self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1"))) + + def test_fetch_balance(self): + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\ + mock.patch.object(self.s, "common_currency_code") as ccc: + ccc.side_effect = ["ETH", "BTC", "DASH"] + balances.return_value = { + "ETH": { + "available": "10", + "onOrders": "1", + }, + "BTC": { + "available": "1", + "onOrders": "0", + }, + "DASH": { + "available": "0", + "onOrders": "3" + } + } + + expected = { + "info": { + "ETH": {"available": "10", "onOrders": "1"}, + "BTC": {"available": "1", "onOrders": "0"}, + "DASH": {"available": "0", "onOrders": "3"} + }, + "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}, + "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}, + "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}, + "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}, + "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}, + "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")} + } + result = self.s.fetch_balance() + load_markets.assert_called_once() + self.assertEqual(expected, result) + + def test_fetch_balance_per_type(self): + with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances: + balances.return_value = { + "exchange": { + "BLK": "159.83673869", + "BTC": "0.00005959", + "USDT": "0.00002625", + "XMR": "0.18719303" + }, + "margin": { + "BTC": "0.03019227" + } } + expected = { + "info": { + "exchange": { + "BLK": "159.83673869", + "BTC": "0.00005959", + "USDT": "0.00002625", + "XMR": "0.18719303" + }, + "margin": { + "BTC": "0.03019227" + } + }, + "exchange": { + "BLK": D("159.83673869"), + "BTC": D("0.00005959"), + "USDT": D("0.00002625"), + "XMR": D("0.18719303") + }, + "margin": {"BTC": D("0.03019227")}, + "BLK": {"exchange": D("159.83673869")}, + "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}, + "USDT": {"exchange": D("0.00002625")}, + "XMR": {"exchange": D("0.18719303")} + } + result = self.s.fetch_balance_per_type() + self.assertEqual(expected, result) + + def test_fetch_all_balances(self): + import json + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\ + mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\ + mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type: + + with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f: + balance.return_value = json.load(f) + with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f: + margin_balance.return_value = json.load(f) + with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f: + balance_per_type.return_value = json.load(f) + + result = self.s.fetch_all_balances() + expected_doge = { + "total": D("-12779.79821852"), + "exchange_used": D("0E-8"), + "exchange_total": D("0E-8"), + "exchange_free": D("0E-8"), + "margin_available": 0, + "margin_in_position": 0, + "margin_borrowed": D("12779.79821852"), + "margin_total": D("-12779.79821852"), + "margin_pending_gain": 0, + "margin_lending_fees": D("-9E-8"), + "margin_pending_base_gain": D("0.00024059"), + "margin_position_type": "short", + "margin_liquidation_price": D("0.00000246"), + "margin_borrowed_base_price": D("0.00599149"), + "margin_borrowed_base_currency": "BTC" + } + expected_btc = {"total": D("0.05432165"), + "exchange_used": D("0E-8"), + "exchange_total": D("0.00005959"), + "exchange_free": D("0.00005959"), + "margin_available": D("0.03019227"), + "margin_in_position": D("0.02406979"), + "margin_borrowed": 0, + "margin_total": D("0.05426206"), + "margin_pending_gain": D("0.00093955"), + "margin_lending_fees": 0, + "margin_pending_base_gain": 0, + "margin_position_type": None, + "margin_liquidation_price": 0, + "margin_borrowed_base_price": 0, + "margin_borrowed_base_currency": None + } + expected_xmr = {"total": D("0.18719303"), + "exchange_used": D("0E-8"), + "exchange_total": D("0.18719303"), + "exchange_free": D("0.18719303"), + "margin_available": 0, + "margin_in_position": 0, + "margin_borrowed": 0, + "margin_total": 0, + "margin_pending_gain": 0, + "margin_lending_fees": 0, + "margin_pending_base_gain": 0, + "margin_position_type": None, + "margin_liquidation_price": 0, + "margin_borrowed_base_price": 0, + "margin_borrowed_base_currency": None + } + self.assertEqual(expected_xmr, result["XMR"]) + self.assertEqual(expected_doge, result["DOGE"]) + self.assertEqual(expected_btc, result["BTC"]) + + def test_create_margin_order(self): + with self.assertRaises(market.ExchangeError): + self.s.create_margin_order("FOO", "market", "buy", "10") + + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\ + mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\ + mock.patch.object(self.s, "market") as market_mock,\ + mock.patch.object(self.s, "price_to_precision") as ptp,\ + mock.patch.object(self.s, "amount_to_precision") as atp: + + margin_buy.return_value = { + "orderNumber": 123 + } + margin_sell.return_value = { + "orderNumber": 456 + } + market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" } + ptp.return_value = D("0.1") + atp.return_value = D("12") + + order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1") + self.assertEqual(123, order["id"]) + margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) + margin_sell.assert_not_called() + margin_buy.reset_mock() + margin_sell.reset_mock() + + order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1") + self.assertEqual(456, order["id"]) + margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}) + margin_buy.assert_not_called() + + def test_create_exchange_order(self): + with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order: + self.s.create_order("symbol", "type", "side", "amount", price="price", params="params") + + create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class NoopLockTest(unittest.TestCase): + def test_with(self): + noop_lock = store.NoopLock() + with noop_lock: + self.assertTrue(True) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class LockedVar(unittest.TestCase): + + def test_values(self): + locked_var = store.LockedVar("Foo") + self.assertIsInstance(locked_var.lock, store.NoopLock) + self.assertEqual("Foo", locked_var.val) + + def test_get(self): + with self.subTest(desc="Normal case"): + locked_var = store.LockedVar("Foo") + self.assertEqual("Foo", locked_var.get()) + with self.subTest(desc="Dict"): + locked_var = store.LockedVar({"foo": "bar"}) + self.assertEqual({"foo": "bar"}, locked_var.get()) + self.assertEqual("bar", locked_var.get("foo")) + self.assertIsNone(locked_var.get("other")) + + def test_set(self): + locked_var = store.LockedVar("Foo") + locked_var.set("Bar") + self.assertEqual("Bar", locked_var.get()) + + def test__getattr(self): + dummy = type('Dummy', (object,), {})() + dummy.attribute = "Hey" + + locked_var = store.LockedVar(dummy) + self.assertEqual("Hey", locked_var.attribute) + with self.assertRaises(AttributeError): + locked_var.other + + def test_start_lock(self): + locked_var = store.LockedVar("Foo") + locked_var.start_lock() + self.assertEqual("lock", locked_var.lock.__class__.__name__) + + thread1 = threading.Thread(target=locked_var.set, args=["Bar1"]) + thread2 = threading.Thread(target=locked_var.set, args=["Bar2"]) + thread3 = threading.Thread(target=locked_var.set, args=["Bar3"]) + + with locked_var.lock: + thread1.start() + thread2.start() + thread3.start() + + self.assertEqual("Foo", locked_var.val) + thread1.join() + thread2.join() + thread3.join() + self.assertEqual("Bar", locked_var.get()[0:3]) + + def test_wait_for_notification(self): + with self.assertRaises(RuntimeError): + store.Portfolio.wait_for_notification() + + with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ + mock.patch.object(store.Portfolio, "report") as report,\ + mock.patch.object(store.time, "sleep") as sleep: + store.Portfolio.start_worker(poll=3) + + store.Portfolio.worker_notify.set() + + store.Portfolio.callback.wait() + + report.print_log.assert_called_once_with("Fetching cryptoportfolio") + get.assert_called_once_with(refetch=True) + sleep.assert_called_once_with(3) + self.assertFalse(store.Portfolio.worker_notify.is_set()) + self.assertTrue(store.Portfolio.worker.is_alive()) + + store.Portfolio.callback.clear() + store.Portfolio.worker_started = False + store.Portfolio.worker_notify.set() + store.Portfolio.callback.wait() + + self.assertFalse(store.Portfolio.worker.is_alive()) + + def test_notify_and_wait(self): + with mock.patch.object(store.Portfolio, "callback") as callback,\ + mock.patch.object(store.Portfolio, "worker_notify") as worker_notify: + store.Portfolio.notify_and_wait() + callback.clear.assert_called_once_with() + worker_notify.set.assert_called_once_with() + callback.wait.assert_called_once_with() - self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) - self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) - self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) +@unittest.skipUnless("unit" in limits, "Unit skipped") +class PortfolioTest(WebMockTestCase): + def setUp(self): + super().setUp() - self.assertEqual(1, self.wm.call_count) + with open("test_samples/test_portfolio.json") as example: + self.json_response = example.read() - portfolio.Portfolio.repartition() - self.assertEqual(1, self.wm.call_count) + self.wm.get(market.Portfolio.URL, text=self.json_response) + + @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") + def test_get_cryptoportfolio(self, parse_cryptoportfolio): + with self.subTest(parallel=False): + self.wm.get(market.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + {"text": "System Error", "status_code": 500}, + {"exc": requests.exceptions.ConnectTimeout}, + ]) + market.Portfolio.get_cryptoportfolio() + self.assertIn("foo", market.Portfolio.data.get()) + self.assertEqual("bar", market.Portfolio.data.get()["foo"]) + self.assertTrue(self.wm.called) + self.assertEqual(1, self.wm.call_count) + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + parse_cryptoportfolio.assert_called_once_with() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + market.Portfolio.data = store.LockedVar(None) + + market.Portfolio.get_cryptoportfolio() + self.assertIsNone(market.Portfolio.data.get()) + self.assertEqual(2, self.wm.call_count) + parse_cryptoportfolio.assert_not_called() + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + + market.Portfolio.data = store.LockedVar("Foo") + market.Portfolio.get_cryptoportfolio() + self.assertEqual(2, self.wm.call_count) + parse_cryptoportfolio.assert_not_called() + + market.Portfolio.get_cryptoportfolio(refetch=True) + self.assertEqual("Foo", market.Portfolio.data.get()) + self.assertEqual(3, self.wm.call_count) + market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", + exception=mock.ANY) + market.Portfolio.report.log_http_request.assert_not_called() + with self.subTest(parallel=True): + with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\ + mock.patch.object(market.Portfolio, "notify_and_wait") as notify: + with self.subTest(worker=True): + market.Portfolio.data = store.LockedVar(None) + market.Portfolio.worker = mock.Mock() + is_worker.return_value = True + self.wm.get(market.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + ]) + market.Portfolio.get_cryptoportfolio() + self.assertIn("foo", market.Portfolio.data.get()) + parse_cryptoportfolio.reset_mock() + with self.subTest(worker=False): + market.Portfolio.data = store.LockedVar(None) + market.Portfolio.worker = mock.Mock() + is_worker.return_value = False + market.Portfolio.get_cryptoportfolio() + notify.assert_called_once_with() + parse_cryptoportfolio.assert_not_called() + + def test_parse_cryptoportfolio(self): + with self.subTest(description="Normal case"): + market.Portfolio.data = store.LockedVar(store.json.loads( + self.json_response, parse_int=D, parse_float=D)) + market.Portfolio.parse_cryptoportfolio() + + self.assertListEqual( + ["medium", "high"], + list(market.Portfolio.liquidities.get().keys())) + + liquidities = market.Portfolio.liquidities.get() + self.assertEqual(10, len(liquidities["medium"].keys())) + self.assertEqual(10, len(liquidities["high"].keys())) + + expected = { + 'BTC': (D("0.2857"), "long"), + 'DGB': (D("0.1015"), "long"), + 'DOGE': (D("0.1805"), "long"), + 'SC': (D("0.0623"), "long"), + 'ZEC': (D("0.3701"), "long"), + } + date = portfolio.datetime(2018, 1, 8) + self.assertDictEqual(expected, liquidities["high"][date]) + + expected = { + 'BTC': (D("1.1102e-16"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'GAS': (D("0.1"), "long"), + 'NAV': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'OMNI': (D("0.1"), "long"), + 'PPC': (D("0.1"), "long"), + 'RIC': (D("0.1"), "long"), + 'VIA': (D("0.1"), "long"), + 'XCP': (D("0.1"), "long"), + } + self.assertDictEqual(expected, liquidities["medium"][date]) + self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get()) + + with self.subTest(description="Missing weight"): + data = store.json.loads(self.json_response, parse_int=D, parse_float=D) + del(data["portfolio_2"]["weights"]) + market.Portfolio.data = store.LockedVar(data) + + market.Portfolio.parse_cryptoportfolio() + self.assertListEqual( + ["medium", "high"], + list(market.Portfolio.liquidities.get().keys())) + self.assertEqual({}, market.Portfolio.liquidities.get("medium")) + + with self.subTest(description="All missing weights"): + data = store.json.loads(self.json_response, parse_int=D, parse_float=D) + del(data["portfolio_1"]["weights"]) + del(data["portfolio_2"]["weights"]) + market.Portfolio.data = store.LockedVar(data) + + market.Portfolio.parse_cryptoportfolio() + self.assertEqual({}, market.Portfolio.liquidities.get("medium")) + self.assertEqual({}, market.Portfolio.liquidities.get("high")) + self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get()) + + + @mock.patch.object(market.Portfolio, "get_cryptoportfolio") + def test_repartition(self, get_cryptoportfolio): + market.Portfolio.liquidities = store.LockedVar({ + "medium": { + "2018-03-01": "medium_2018-03-01", + "2018-03-08": "medium_2018-03-08", + }, + "high": { + "2018-03-01": "high_2018-03-01", + "2018-03-08": "high_2018-03-08", + } + }) + market.Portfolio.last_date = store.LockedVar("2018-03-08") - 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) + self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) + get_cryptoportfolio.assert_called_once_with() + self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) + self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) - @mock.patch.object(portfolio.time, "sleep") - @mock.patch.object(portfolio.Portfolio, "repartition") - def test_wait_for_recent(self, repartition, sleep): + @mock.patch.object(market.time, "sleep") + @mock.patch.object(market.Portfolio, "get_cryptoportfolio") + def test_wait_for_recent(self, get_cryptoportfolio, sleep): self.call_count = 0 - def _repartition(refetch): - self.assertTrue(refetch) + def _get(refetch=False): + if self.call_count != 0: + self.assertTrue(refetch) + else: + self.assertFalse(refetch) self.call_count += 1 - portfolio.Portfolio.last_date = portfolio.datetime.now()\ - - portfolio.timedelta(10)\ - + portfolio.timedelta(self.call_count) - repartition.side_effect = _repartition + market.Portfolio.last_date = store.LockedVar(store.datetime.now()\ + - store.timedelta(10)\ + + store.timedelta(self.call_count)) + get_cryptoportfolio.side_effect = _get - portfolio.Portfolio.wait_for_recent() + market.Portfolio.wait_for_recent() sleep.assert_called_with(30) self.assertEqual(6, sleep.call_count) - self.assertEqual(7, repartition.call_count) + self.assertEqual(7, get_cryptoportfolio.call_count) + market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") sleep.reset_mock() - repartition.reset_mock() - portfolio.Portfolio.last_date = None + get_cryptoportfolio.reset_mock() + market.Portfolio.last_date = store.LockedVar(None) self.call_count = 0 - portfolio.Portfolio.wait_for_recent(delta=15) + market.Portfolio.wait_for_recent(delta=15) sleep.assert_not_called() - self.assertEqual(1, repartition.call_count) + self.assertEqual(1, get_cryptoportfolio.call_count) sleep.reset_mock() - repartition.reset_mock() - portfolio.Portfolio.last_date = None + get_cryptoportfolio.reset_mock() + market.Portfolio.last_date = store.LockedVar(None) self.call_count = 0 - portfolio.Portfolio.wait_for_recent(delta=1) + market.Portfolio.wait_for_recent(delta=1) sleep.assert_called_with(30) self.assertEqual(9, sleep.call_count) - self.assertEqual(10, repartition.call_count) + self.assertEqual(10, get_cryptoportfolio.call_count) + + def test_is_worker_thread(self): + with self.subTest(worker=None): + self.assertFalse(store.Portfolio.is_worker_thread()) + + with self.subTest(worker="not self"),\ + mock.patch("threading.current_thread") as current_thread: + current = mock.Mock() + current_thread.return_value = current + store.Portfolio.worker = mock.Mock() + self.assertFalse(store.Portfolio.is_worker_thread()) + + with self.subTest(worker="self"),\ + mock.patch("threading.current_thread") as current_thread: + current = mock.Mock() + current_thread.return_value = current + store.Portfolio.worker = current + self.assertTrue(store.Portfolio.is_worker_thread()) + + def test_start_worker(self): + with mock.patch.object(store.Portfolio, "wait_for_notification") as notification: + store.Portfolio.start_worker() + notification.assert_called_once_with(poll=30) + + self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) + self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) + store.Portfolio.report.start_lock.assert_called_once_with() + + self.assertIsNotNone(store.Portfolio.worker) + self.assertIsNotNone(store.Portfolio.worker_notify) + self.assertIsNotNone(store.Portfolio.callback) + self.assertTrue(store.Portfolio.worker_started) @unittest.skipUnless("unit" in limits, "Unit skipped") class AmountTest(WebMockTestCase): @@ -231,35 +839,34 @@ class AmountTest(WebMockTestCase): def test_in_currency(self): amount = portfolio.Amount("ETC", 10) - self.assertEqual(amount, amount.in_currency("ETC", None)) + self.assertEqual(amount, amount.in_currency("ETC", self.m)) - ticker_mock = unittest.mock.Mock() - with mock.patch.object(helper, 'get_ticker', new=ticker_mock): - ticker_mock.return_value = None + with self.subTest(desc="no ticker for currency"): + self.m.get_ticker.return_value = None - self.assertRaises(Exception, amount.in_currency, "ETH", None) + self.assertRaises(Exception, amount.in_currency, "ETH", self.m) - with mock.patch.object(helper, 'get_ticker', new=ticker_mock): - ticker_mock.return_value = { + with self.subTest(desc="nominal case"): + self.m.get_ticker.return_value = { "bid": D("0.2"), "ask": D("0.4"), "average": D("0.3"), "foo": "bar", } - converted_amount = amount.in_currency("ETH", None) + converted_amount = amount.in_currency("ETH", self.m) self.assertEqual(D("3.0"), converted_amount.value) self.assertEqual("ETH", converted_amount.currency) self.assertEqual(amount, converted_amount.linked_to) self.assertEqual("bar", converted_amount.ticker["foo"]) - converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") + converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") self.assertEqual(D("2"), converted_amount.value) - converted_amount = amount.in_currency("ETH", None, compute_value="ask") + converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") self.assertEqual(D("4"), converted_amount.value) - converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) + converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) self.assertEqual(D("0.2"), converted_amount.value) def test__round(self): @@ -318,7 +925,7 @@ class AmountTest(WebMockTestCase): with self.assertRaises(Exception): 3 - amount - self.assertEqual(portfolio.Amount("ETH", "-1.6"), -amount) + self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) def test__mul(self): amount = portfolio.Amount("XEM", 11) @@ -476,8 +1083,9 @@ class BalanceTest(WebMockTestCase): "exchange_free": "0.35", "exchange_used": "0.30", "margin_total": "-10", - "margin_borrowed": "-10", - "margin_free": "0", + "margin_borrowed": "10", + "margin_available": "0", + "margin_in_position": "0", "margin_position_type": "short", "margin_borrowed_base_currency": "USDT", "margin_liquidation_price": "1.20", @@ -493,11 +1101,11 @@ class BalanceTest(WebMockTestCase): self.assertEqual("BTC", balance.exchange_total.currency) self.assertEqual(portfolio.D("-10"), balance.margin_total.value) - self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value) - self.assertEqual(portfolio.D("0"), balance.margin_free.value) + self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) + self.assertEqual(portfolio.D("0"), balance.margin_available.value) self.assertEqual("BTC", balance.margin_total.currency) self.assertEqual("BTC", balance.margin_borrowed.currency) - self.assertEqual("BTC", balance.margin_free.currency) + self.assertEqual("BTC", balance.margin_available.currency) self.assertEqual("BTC", balance.currency) @@ -515,10 +1123,10 @@ class BalanceTest(WebMockTestCase): self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": 3, - "margin_borrowed": 1, "margin_free": 2 }) - self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) + "margin_in_position": 1, "margin_available": 2 }) + self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) - balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 2 }) + balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": -3, @@ -528,8 +1136,8 @@ class BalanceTest(WebMockTestCase): self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": 1, - "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)) + "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) + self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) def test_as_json(self): balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) @@ -540,95 +1148,139 @@ class BalanceTest(WebMockTestCase): 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_available"]) self.assertEqual(D(0), as_json["margin_borrowed"]) @unittest.skipUnless("unit" in limits, "Unit skipped") -class HelperTest(WebMockTestCase): - def test_get_ticker(self): - market = mock.Mock() - market.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - helper.ExchangeError("foo"), - { "bid": 10, "ask": 40 }, - helper.ExchangeError("foo"), - helper.ExchangeError("foo"), - ] +class MarketTest(WebMockTestCase): + def setUp(self): + super().setUp() - ticker = helper.get_ticker("ETH", "ETC", market) - market.fetch_ticker.assert_called_with("ETH/ETC") - self.assertEqual(1, ticker["bid"]) - self.assertEqual(3, ticker["ask"]) - self.assertEqual(2, ticker["average"]) - self.assertFalse(ticker["inverted"]) - - ticker = helper.get_ticker("ETH", "XVG", market) - self.assertEqual(0.0625, ticker["average"]) - self.assertTrue(ticker["inverted"]) - self.assertIn("original", ticker) - self.assertEqual(10, ticker["original"]["bid"]) - - ticker = helper.get_ticker("XVG", "XMR", market) - self.assertIsNone(ticker) - - market.fetch_ticker.assert_has_calls([ - mock.call("ETH/ETC"), - mock.call("ETH/XVG"), - mock.call("XVG/ETH"), - mock.call("XVG/XMR"), - mock.call("XMR/XVG"), - ]) + self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) - market2 = mock.Mock() - market2.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - { "bid": 1.2, "ask": 3.5 }, - ] - ticker1 = helper.get_ticker("ETH", "ETC", market2) - ticker2 = helper.get_ticker("ETH", "ETC", market2) - ticker3 = helper.get_ticker("ETC", "ETH", market2) - market2.fetch_ticker.assert_called_once_with("ETH/ETC") - self.assertEqual(1, ticker1["bid"]) - self.assertDictEqual(ticker1, ticker2) - self.assertDictEqual(ticker1, ticker3["original"]) - - ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True) - ticker5 = helper.get_ticker("ETH", "ETC", market2) - self.assertEqual(1.2, ticker4["bid"]) - self.assertDictEqual(ticker4, ticker5) - - market3 = mock.Mock() - market3.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - { "bid": 1.2, "ask": 3.5 }, + def test_values(self): + m = market.Market(self.ccxt, self.market_args()) + + self.assertEqual(self.ccxt, m.ccxt) + self.assertFalse(m.debug) + self.assertIsInstance(m.report, market.ReportStore) + self.assertIsInstance(m.trades, market.TradeStore) + self.assertIsInstance(m.balances, market.BalanceStore) + self.assertEqual(m, m.report.market) + self.assertEqual(m, m.trades.market) + self.assertEqual(m, m.balances.market) + self.assertEqual(m, m.ccxt._market) + + m = market.Market(self.ccxt, self.market_args(debug=True)) + self.assertTrue(m.debug) + + m = market.Market(self.ccxt, self.market_args(debug=False)) + self.assertFalse(m.debug) + + with mock.patch("market.ReportStore") as report_store: + with self.subTest(quiet=False): + m = market.Market(self.ccxt, self.market_args(quiet=False)) + report_store.assert_called_with(m, verbose_print=True) + with self.subTest(quiet=True): + m = market.Market(self.ccxt, self.market_args(quiet=True)) + report_store.assert_called_with(m, verbose_print=False) + + @mock.patch("market.ccxt") + def test_from_config(self, ccxt): + with mock.patch("market.ReportStore"): + ccxt.poloniexE.return_value = self.ccxt + + m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args()) + + self.assertEqual(self.ccxt, m.ccxt) + + m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True)) + self.assertEqual(True, m.debug) + + def test_get_tickers(self): + self.ccxt.fetch_tickers.side_effect = [ + "tickers", + market.NotSupported ] - ticker6 = helper.get_ticker("ETH", "ETC", market3) - helper.ticker_cache_timestamp -= 4 - ticker7 = helper.get_ticker("ETH", "ETC", market3) - helper.ticker_cache_timestamp -= 2 - ticker8 = helper.get_ticker("ETH", "ETC", market3) - self.assertDictEqual(ticker6, ticker7) - self.assertEqual(1.2, ticker8["bid"]) + + m = market.Market(self.ccxt, self.market_args()) + self.assertEqual("tickers", m.get_tickers()) + self.assertEqual("tickers", m.get_tickers()) + self.ccxt.fetch_tickers.assert_called_once() + + self.assertIsNone(m.get_tickers(refresh=self.time.time())) + + def test_get_ticker(self): + with self.subTest(get_tickers=True): + self.ccxt.fetch_tickers.return_value = { + "ETH/ETC": { "bid": 1, "ask": 3 }, + "XVG/ETH": { "bid": 10, "ask": 40 }, + } + m = market.Market(self.ccxt, self.market_args()) + + ticker = m.get_ticker("ETH", "ETC") + self.assertEqual(1, ticker["bid"]) + self.assertEqual(3, ticker["ask"]) + self.assertEqual(2, ticker["average"]) + self.assertFalse(ticker["inverted"]) + + ticker = m.get_ticker("ETH", "XVG") + self.assertEqual(0.0625, ticker["average"]) + 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) + + with self.subTest(get_tickers=False): + self.ccxt.fetch_tickers.return_value = None + self.ccxt.fetch_ticker.side_effect = [ + { "bid": 1, "ask": 3 }, + market.ExchangeError("foo"), + { "bid": 10, "ask": 40 }, + market.ExchangeError("foo"), + market.ExchangeError("foo"), + ] + + m = market.Market(self.ccxt, self.market_args()) + + ticker = m.get_ticker("ETH", "ETC") + self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") + self.assertEqual(1, ticker["bid"]) + self.assertEqual(3, ticker["ask"]) + self.assertEqual(2, ticker["average"]) + self.assertFalse(ticker["inverted"]) + + ticker = m.get_ticker("ETH", "XVG") + self.assertEqual(0.0625, ticker["average"]) + 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) def test_fetch_fees(self): - market = mock.Mock() - market.fetch_fees.return_value = "Foo" - self.assertEqual("Foo", helper.fetch_fees(market)) - market.fetch_fees.assert_called_once() - self.assertEqual("Foo", helper.fetch_fees(market)) - market.fetch_fees.assert_called_once() - - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(helper, "get_ticker") - @mock.patch.object(portfolio.TradeStore, "compute_trades") - @mock.patch("store.ReportStore") - @mock.patch("helper.ReportStore") - def test_prepare_trades(self, report_store_h, report_store, compute_trades, get_ticker, repartition): + m = market.Market(self.ccxt, self.market_args()) + self.ccxt.fetch_fees.return_value = "Foo" + self.assertEqual("Foo", m.fetch_fees()) + self.ccxt.fetch_fees.assert_called_once() + self.ccxt.reset_mock() + self.assertEqual("Foo", m.fetch_fees()) + self.ccxt.fetch_fees.assert_not_called() + + @mock.patch.object(market.Portfolio, "repartition") + @mock.patch.object(market.Market, "get_ticker") + @mock.patch.object(market.TradeStore, "compute_trades") + def test_prepare_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, market): + def _get_ticker(c1, c2): if c1 == "USDT" and c2 == "BTC": return { "average": D("0.0001") } if c1 == "XVG" and c2 == "BTC": @@ -638,130 +1290,49 @@ class HelperTest(WebMockTestCase): self.fail("Should be called with {}, {}".format(c1, c2)) get_ticker.side_effect = _get_ticker - market = mock.Mock() - market.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") - }, - } - helper.prepare_trades(market) - compute_trades.assert_called() - - call = compute_trades.call_args - self.assertEqual(market, call[1]["market"]) - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) - self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) - report_store_h.log_stage.assert_called_once_with("prepare_trades") - report_store.log_balances.assert_called_once_with(market) - - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(helper, "get_ticker") - @mock.patch.object(portfolio.TradeStore, "compute_trades") - @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"), - } - def _get_ticker(c1, c2, market): - 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.market_args()) + 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") + }, + } - market = mock.Mock() - market.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") - }, - } - helper.update_trades(market) - compute_trades.assert_called() - - call = compute_trades.call_args - self.assertEqual(market, call[1]["market"]) - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) - self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) - report_store_h.log_stage.assert_called_once_with("update_trades") - report_store.log_balances.assert_called_once_with(market) - - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(helper, "get_ticker") - @mock.patch.object(portfolio.TradeStore, "compute_trades") - @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") } - 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 + m.balances.fetch_balances(tag="tag") - market = mock.Mock() - market.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") - }, - } - helper.prepare_trades_to_sell_all(market) - repartition.assert_not_called() - compute_trades.assert_called() - - call = compute_trades.call_args - self.assertEqual(market, call[1]["market"]) - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - self.assertEqual(D("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) - - @mock.patch.object(portfolio.time, "sleep") - @mock.patch.object(portfolio.TradeStore, "all_orders") + m.prepare_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("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(market.time, "sleep") + @mock.patch.object(market.TradeStore, "all_orders") def test_follow_orders(self, all_orders, time_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 + mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, self.market_args(debug=debug)) + order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock3 = mock.Mock() @@ -786,7 +1357,7 @@ class HelperTest(WebMockTestCase): order_mock2.trade = mock.Mock() order_mock3.trade = mock.Mock() - helper.follow_orders(sleep=sleep) + m.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) @@ -800,7 +1371,7 @@ 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() + m.report.log_stage.assert_called() calls = [ mock.call("follow_orders_begin"), mock.call("follow_orders_tick_1"), @@ -808,250 +1379,459 @@ class HelperTest(WebMockTestCase): 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) + m.report.log_stage.assert_has_calls(calls) + m.report.log_orders.assert_called() + self.assertEqual(3, m.report.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) + m.report.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) + m.report.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") + m.report.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) - @mock.patch.object(portfolio.BalanceStore, "fetch_balances") + @mock.patch.object(market.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: + mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, self.market_args(debug=debug)) + 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") + trade1 = portfolio.Trade(value_from, value_to, "ETH", m) 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") + trade2 = portfolio.Trade(value_from, value_to, "ETH", m) 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} + trade3 = portfolio.Trade(value_from, value_to, "XVG", m) - market = mock.Mock() + m.trades.all = [trade1, trade2, trade3] + balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) + balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) + m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} - helper.move_balances(market, debug=debug) + m.move_balances() - fetch_balances.assert_called_with(market) - report_store.log_move_balances.assert_called_once() + fetch_balances.assert_called_with() + m.report.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) + m.report.log_debug_action.assert_called() + self.assertEqual(3, m.report.log_debug_action.call_count) else: - 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.ReportStore, "log_stage") - def test_print_orders(self, log_stage, 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) - 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")), - ]) + self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") + self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") + self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") - @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.ReportStore, "log_stage") - def test_process_sell_needed__1_sell(self, log_stage, 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) - 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.ReportStore, "log_stage") - def test_process_sell_needed__2_buy(self, log_stage, 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) - 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.ReportStore, "log_stage") - def test_process_sell_all__1_sell(self, log_stage, 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) - 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.ReportStore, "log_stage") - def test_process_sell_all__2_all_buy(self, log_stage, 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) - 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") + m.report.reset_mock() + fetch_balances.reset_mock() + with self.subTest(retry=True): + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, self.market_args()) + + value_from = portfolio.Amount("BTC", "0.0") + value_from.linked_to = portfolio.Amount("ETH", "0.0") + value_to = portfolio.Amount("BTC", "-3.0") + trade = portfolio.Trade(value_from, value_to, "ETH", m) + + m.trades.all = [trade] + balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + m.balances.all = {"BTC": balance} + + 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(3, fetch_balances.call_count) + m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) + self.assertEqual(3, m.report.log_move_balances.call_count) + self.ccxt.transfer_balance.reset_mock() + m.report.reset_mock() + fetch_balances.reset_mock() + with self.subTest(retry=True, too_much=True): + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, self.market_args()) + value_from = portfolio.Amount("BTC", "0.0") + value_from.linked_to = portfolio.Amount("ETH", "0.0") + value_to = portfolio.Amount("BTC", "-3.0") + trade = portfolio.Trade(value_from, value_to, "ETH", m) + + m.trades.all = [trade] + balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + m.balances.all = {"BTC": balance} + + m.ccxt.transfer_balance.side_effect = [ + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + ] + with self.assertRaises(market.ccxt.RequestTimeout): + m.move_balances() + + self.ccxt.transfer_balance.reset_mock() + m.report.reset_mock() + fetch_balances.reset_mock() + with self.subTest(retry=True, partial_result=True): + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, self.market_args()) + + 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", m) + + 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", m) + + 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", m) + + m.trades.all = [trade1, trade2, trade3] + balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) + balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) + m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} + + call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 } + def _transfer_balance(currency, amount, from_, to_): + call_counts[currency] += 1 + if currency == "BTC": + m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }) + if currency == "USDT": + if call_counts["USDT"] == 1: + raise market.ccxt.RequestTimeout + else: + m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }) + if currency == "ETC": + m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }) + + + m.ccxt.transfer_balance.side_effect = _transfer_balance + + m.move_balances() + self.ccxt.transfer_balance.assert_has_calls([ + mock.call("BTC", 3, "exchange", "margin"), + mock.call('USDT', 100, 'exchange', 'margin'), + mock.call('USDT', 100, 'exchange', 'margin'), + mock.call("ETC", 5, "margin", "exchange") + ]) + self.assertEqual(2, 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) + m.report.log_move_balances.asser_has_calls([ + mock.call( + { + 'BTC': portfolio.Amount("BTC", "3"), + 'USDT': portfolio.Amount("USDT", "150"), + 'ETC': portfolio.Amount("ETC", "10"), + }, + { + 'BTC': portfolio.Amount("BTC", "3"), + 'USDT': portfolio.Amount("USDT", "100"), + }), + mock.call( + { + 'BTC': portfolio.Amount("BTC", "3"), + 'USDT': portfolio.Amount("USDT", "150"), + 'ETC': portfolio.Amount("ETC", "10"), + }, + { + 'BTC': portfolio.Amount("BTC", "0"), + 'USDT': portfolio.Amount("USDT", "100"), + 'ETC': portfolio.Amount("ETC", "-5"), + }), + ]) + + + def test_store_file_report(self): + file_open = mock.mock_open() + m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1) + with self.subTest(file="present"),\ + mock.patch("market.open", file_open),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(market, "datetime") as time_mock: + + report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]] + report.to_json.return_value = "json_content" + + m.store_file_report(datetime.datetime(2018, 2, 25)) + + file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") + file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w") + file_open().write.assert_any_call("json_content") + file_open().write.assert_any_call("Foo\nBar") + m.report.to_json.assert_called_once_with() + + m = market.Market(self.ccxt, self.market_args(), report_path="error", user_id=1) + with self.subTest(file="error"),\ + mock.patch("market.open") as file_open,\ + mock.patch.object(m, "report") as report,\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + file_open.side_effect = FileNotFoundError + + m.store_file_report(datetime.datetime(2018, 2, 25)) + + self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") + + @mock.patch.object(market, "psycopg2") + def test_store_database_report(self, psycopg2): + connect_mock = mock.Mock() + cursor_mock = mock.MagicMock() + + connect_mock.cursor.return_value = cursor_mock + psycopg2.connect.return_value = connect_mock + m = market.Market(self.ccxt, self.market_args(), + pg_config={"config": "pg_config"}, user_id=1) + cursor_mock.fetchone.return_value = [42] + + with self.subTest(error=False),\ + mock.patch.object(m, "report") as report: + report.to_json_array.return_value = [ + ("date1", "type1", "payload1"), + ("date2", "type2", "payload2"), + ] + m.store_database_report(datetime.datetime(2018, 3, 24)) + connect_mock.assert_has_calls([ + mock.call.cursor(), + mock.call.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime.datetime(2018, 3, 24), None, False)), + mock.call.cursor().fetchone(), + mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')), + mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')), + mock.call.commit(), + mock.call.cursor().close(), + mock.call.close() + ]) + + connect_mock.reset_mock() + with self.subTest(error=True),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + psycopg2.connect.side_effect = Exception("Bouh") + m.store_database_report(datetime.datetime(2018, 3, 24)) + self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n") + + def test_store_report(self): + m = market.Market(self.ccxt, self.market_args(), user_id=1) + with self.subTest(file=None, pg_config=None),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(m, "store_database_report") as db_report,\ + mock.patch.object(m, "store_file_report") as file_report: + m.store_report() + report.merge.assert_called_with(store.Portfolio.report) + + file_report.assert_not_called() + db_report.assert_not_called() + + report.reset_mock() + m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1) + with self.subTest(file="present", pg_config=None),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(m, "store_file_report") as file_report,\ + mock.patch.object(m, "store_database_report") as db_report,\ + mock.patch.object(market, "datetime") as time_mock: + + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + + m.store_report() + + report.merge.assert_called_with(store.Portfolio.report) + file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) + db_report.assert_not_called() + + report.reset_mock() + m = market.Market(self.ccxt, self.market_args(), pg_config="present", user_id=1) + with self.subTest(file=None, pg_config="present"),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(m, "store_file_report") as file_report,\ + mock.patch.object(m, "store_database_report") as db_report,\ + mock.patch.object(market, "datetime") as time_mock: + + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + + m.store_report() + + report.merge.assert_called_with(store.Portfolio.report) + file_report.assert_not_called() + db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) + + report.reset_mock() + m = market.Market(self.ccxt, self.market_args(), + pg_config="pg_config", report_path="present", user_id=1) + with self.subTest(file="present", pg_config="present"),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(m, "store_file_report") as file_report,\ + mock.patch.object(m, "store_database_report") as db_report,\ + mock.patch.object(market, "datetime") as time_mock: + + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + + m.store_report() + + report.merge.assert_called_with(store.Portfolio.report) + file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) + db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) + + def test_print_orders(self): + m = market.Market(self.ccxt, self.market_args()) + with mock.patch.object(m.report, "log_stage") as log_stage,\ + mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ + mock.patch.object(m, "prepare_trades") as prepare_trades,\ + mock.patch.object(m.trades, "prepare_orders") as prepare_orders: + m.print_orders() + + log_stage.assert_called_with("print_orders") + fetch_balances.assert_called_with(tag="print_orders") + prepare_trades.assert_called_with(base_currency="BTC", + compute_value="average") + prepare_orders.assert_called_with(compute_value="average") + + def test_print_balances(self): + m = market.Market(self.ccxt, self.market_args()) + + with mock.patch.object(m.balances, "in_currency") as in_currency,\ + mock.patch.object(m.report, "log_stage") as log_stage,\ + mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ + mock.patch.object(m.report, "print_log") as print_log: + + in_currency.return_value = { + "BTC": portfolio.Amount("BTC", "0.65"), + "ETH": portfolio.Amount("BTC", "0.3"), + } + + m.print_balances() + + log_stage.assert_called_once_with("print_balances") + fetch_balances.assert_called_with() + print_log.assert_has_calls([ + mock.call("total:"), + mock.call(portfolio.Amount("BTC", "0.95")), + ]) + + @mock.patch("market.Processor.process") + @mock.patch("market.ReportStore.log_error") + @mock.patch("market.Market.store_report") + def test_process(self, store_report, log_error, process): + m = market.Market(self.ccxt, self.market_args()) + with self.subTest(before=False, after=False): + m.process(None) + + process.assert_not_called() + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=True, after=False): + m.process(None, before=True) + + process.assert_called_once_with("sell_all", steps="before") + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=False, after=True): + m.process(None, after=True) + + process.assert_called_once_with("sell_all", steps="after") + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=True, after=True): + m.process(None, before=True, after=True) + + process.assert_has_calls([ + mock.call("sell_all", steps="before"), + mock.call("sell_all", steps="after"), + ]) + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="print_balances"),\ + mock.patch.object(m, "print_balances") as print_balances: + m.process(["print_balances"]) + + process.assert_not_called() + log_error.assert_not_called() + store_report.assert_called_once() + print_balances.assert_called_once_with() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="print_orders"),\ + mock.patch.object(m, "print_orders") as print_orders,\ + mock.patch.object(m, "print_balances") as print_balances: + m.process(["print_orders", "print_balances"]) + + process.assert_not_called() + log_error.assert_not_called() + store_report.assert_called_once() + print_orders.assert_called_once_with() + print_balances.assert_called_once_with() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="unknown"): + m.process(["unknown"]) + log_error.assert_called_once_with("market_process", message="Unknown action unknown") + store_report.assert_called_once() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(unhandled_exception=True): + process.side_effect = Exception("bouh") + + m.process(None, before=True) + log_error.assert_called_with("market_process", exception=mock.ANY) + store_report.assert_called_once() + @unittest.skipUnless("unit" in limits, "Unit skipped") class TradeStoreTest(WebMockTestCase): - @mock.patch.object(portfolio.BalanceStore, "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"] + def test_compute_trades(self): + self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] values_in_base = { "XMR": portfolio.Amount("BTC", D("0.9")), @@ -1072,112 +1852,129 @@ class TradeStoreTest(WebMockTestCase): (True, 4), (True, 5) ] - trade_if_matching.side_effect = side_effect - portfolio.TradeStore.compute_trades(values_in_base, - new_repartition, only="only", market="market") + with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: + trade_store = market.TradeStore(self.m) + trade_if_matching.side_effect = side_effect + + trade_store.compute_trades(values_in_base, + new_repartition, only="only") - 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) + self.assertEqual(5, trade_if_matching.call_count) + self.assertEqual(3, len(trade_store.all)) + self.assertEqual([1, 4, 5], trade_store.all) + self.m.report.log_trades.assert_called_with(side_effect, "only") 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(False, result[0]) - self.assertIsInstance(result[1], portfolio.Trade) - - portfolio.TradeStore.all = [] - result = portfolio.TradeStore.trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only=None, market="market" - ) - self.assertEqual(True, result[0]) - - portfolio.TradeStore.all = [] - result = portfolio.TradeStore.trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="acquire", market="market" - ) - self.assertEqual(True, result[0]) - - portfolio.TradeStore.all = [] - result = portfolio.TradeStore.trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="dispose", market="market" - ) - self.assertEqual(False, result[0]) - - @mock.patch.object(portfolio.ReportStore, "log_orders") - def test_prepare_orders(self, log_orders): + + with self.subTest(only="nope"): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only="nope") + self.assertEqual(False, result[0]) + self.assertIsInstance(result[1], portfolio.Trade) + + with self.subTest(only=None): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only=None) + self.assertEqual(True, result[0]) + + with self.subTest(only="acquire"): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only="acquire") + self.assertEqual(True, result[0]) + + with self.subTest(only="dispose"): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only="dispose") + self.assertEqual(False, result[0]) + + def test_prepare_orders(self): + trade_store = market.TradeStore(self.m) + trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() + trade_mock3 = mock.Mock() trade_mock1.prepare_order.return_value = 1 trade_mock2.prepare_order.return_value = 2 + trade_mock3.prepare_order.return_value = 3 + + trade_mock1.pending = True + trade_mock2.pending = True + trade_mock3.pending = False - portfolio.TradeStore.all.append(trade_mock1) - portfolio.TradeStore.all.append(trade_mock2) + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) + trade_store.all.append(trade_mock3) - portfolio.TradeStore.prepare_orders() + trade_store.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") + trade_mock3.prepare_order.assert_not_called() + self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") - log_orders.reset_mock() + self.m.report.log_orders.reset_mock() - portfolio.TradeStore.prepare_orders(compute_value="bla") + trade_store.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") + self.m.report.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() + self.m.report.log_orders.reset_mock() trade_mock1.action = "foo" trade_mock2.action = "bar" - portfolio.TradeStore.prepare_orders(only="bar") + trade_store.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") + self.m.report.log_orders.assert_called_once_with([2], "bar", "default") def test_print_all_with_order(self): trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock3 = mock.Mock() - portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3] + trade_store = market.TradeStore(self.m) + trade_store.all = [trade_mock1, trade_mock2, trade_mock3] - portfolio.TradeStore.print_all_with_order() + trade_store.print_all_with_order() trade_mock1.print_with_order.assert_called() 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, log_orders, log_stage): - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - all_orders.return_value = [order_mock1, order_mock2, order_mock3] - portfolio.TradeStore.run_orders() - all_orders.assert_called_with(state="pending") + def test_run_orders(self): + with mock.patch.object(market.TradeStore, "all_orders") as all_orders: + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + order_mock3 = mock.Mock() + trade_store = market.TradeStore(self.m) + + all_orders.return_value = [order_mock1, order_mock2, order_mock3] + + trade_store.run_orders() + + all_orders.assert_called_with(state="pending") order_mock1.run.assert_called() 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, + self.m.report.log_stage.assert_called_with("run_orders") + self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, order_mock3]) def test_all_orders(self): @@ -1195,34 +1992,71 @@ class TradeStoreTest(WebMockTestCase): order_mock2.status = "open" order_mock3.status = "open" - portfolio.TradeStore.all.append(trade_mock1) - portfolio.TradeStore.all.append(trade_mock2) + trade_store = market.TradeStore(self.m) + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) - orders = portfolio.TradeStore.all_orders() + orders = trade_store.all_orders() self.assertEqual(3, len(orders)) - open_orders = portfolio.TradeStore.all_orders(state="open") + open_orders = trade_store.all_orders(state="open") self.assertEqual(2, len(open_orders)) self.assertEqual([order_mock2, order_mock3], open_orders) - @mock.patch.object(portfolio.TradeStore, "all_orders") - def test_update_all_orders_status(self, all_orders): - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - all_orders.return_value = [order_mock1, order_mock2, order_mock3] - portfolio.TradeStore.update_all_orders_status() - all_orders.assert_called_with(state="open") + def test_update_all_orders_status(self): + with mock.patch.object(market.TradeStore, "all_orders") as all_orders: + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + order_mock3 = mock.Mock() + + all_orders.return_value = [order_mock1, order_mock2, order_mock3] + + trade_store = market.TradeStore(self.m) + + trade_store.update_all_orders_status() + all_orders.assert_called_with(state="open") + + order_mock1.get_status.assert_called() + order_mock2.get_status.assert_called() + order_mock3.get_status.assert_called() + + def test_close_trades(self): + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() + trade_mock3 = mock.Mock() + + trade_store = market.TradeStore(self.m) - order_mock1.get_status.assert_called() - order_mock2.get_status.assert_called() - order_mock3.get_status.assert_called() + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) + trade_store.all.append(trade_mock3) + trade_store.close_trades() + + trade_mock1.close.assert_called_once_with() + trade_mock2.close.assert_called_once_with() + trade_mock3.close.assert_called_once_with() + + def test_pending(self): + trade_mock1 = mock.Mock() + trade_mock1.pending = True + trade_mock2 = mock.Mock() + trade_mock2.pending = True + trade_mock3 = mock.Mock() + trade_mock3.pending = False + + trade_store = market.TradeStore(self.m) + + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) + trade_store.all.append(trade_mock3) + + self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) @unittest.skipUnless("unit" in limits, "Unit skipped") class BalanceStoreTest(WebMockTestCase): def setUp(self): - super(BalanceStoreTest, self).setUp() + super().setUp() self.fetch_balance = { "ETC": { @@ -1252,10 +2086,15 @@ class BalanceStoreTest(WebMockTestCase): }, } - @mock.patch.object(helper, "get_ticker") - @mock.patch("portfolio.ReportStore.log_tickers") - def test_in_currency(self, log_tickers, get_ticker): - portfolio.BalanceStore.all = { + def test_in_currency(self): + self.m.get_ticker.return_value = { + "bid": D("0.09"), + "ask": D("0.11"), + "average": D("0.1"), + } + + balance_store = market.BalanceStore(self.m) + balance_store.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", @@ -1267,61 +2106,54 @@ class BalanceStoreTest(WebMockTestCase): "exchange_free": 3, "exchange_used": 0}), } - market = mock.Mock() - get_ticker.return_value = { - "bid": D("0.09"), - "ask": D("0.11"), - "average": D("0.1"), - } - amounts = portfolio.BalanceStore.in_currency("BTC", market) + amounts = balance_store.in_currency("BTC") 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", + self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", "average", "total") - log_tickers.reset_mock() + self.m.report.log_tickers.reset_mock() - amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid") + amounts = balance_store.in_currency("BTC", 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", + self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", "bid", "total") - log_tickers.reset_mock() + self.m.report.log_tickers.reset_mock() - amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used") + amounts = balance_store.in_currency("BTC", 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", + self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", "bid", "exchange_used") - log_tickers.reset_mock() + self.m.report.log_tickers.reset_mock() - @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 + def test_fetch_balances(self): + self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance + + balance_store = market.BalanceStore(self.m) - portfolio.BalanceStore.fetch_balances(market) - self.assertNotIn("ETC", portfolio.BalanceStore.currencies()) - self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies())) + balance_store.fetch_balances() + self.assertNotIn("ETC", balance_store.currencies()) + self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) - portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { + balance_store.all["ETC"] = portfolio.Balance("ETC", { "exchange_total": "1", "exchange_free": "0", "exchange_used": "1" }) - portfolio.BalanceStore.fetch_balances(market) - self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) - self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) - log_balances.assert_called_with(market) - - @mock.patch.object(portfolio.Portfolio, "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) + balance_store.fetch_balances(tag="foo") + self.assertEqual(0, balance_store.all["ETC"].total) + self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) + self.m.report.log_balances.assert_called_with(tag="foo") + + @mock.patch.object(market.Portfolio, "repartition") + def test_dispatch_assets(self, repartition): + self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance + + balance_store = market.BalanceStore(self.m) + balance_store.fetch_balances() - self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) + self.assertNotIn("XEM", balance_store.currencies()) repartition_hash = { "XEM": (D("0.75"), "long"), @@ -1330,18 +2162,20 @@ class BalanceStoreTest(WebMockTestCase): } repartition.return_value = repartition_hash - amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1")) + amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) repartition.assert_called_with(liquidity="medium") - self.assertIn("XEM", portfolio.BalanceStore.currencies()) + self.assertIn("XEM", balance_store.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) - log_dispatch.assert_called_once_with(portfolio.Amount("BTC", + self.m.report.log_balances.assert_called_with(tag=None) + self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", "11.1"), amounts, "medium", repartition_hash) def test_currencies(self): - portfolio.BalanceStore.all = { + balance_store = market.BalanceStore(self.m) + + balance_store.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", @@ -1353,7 +2187,7 @@ class BalanceStoreTest(WebMockTestCase): "exchange_free": 3, "exchange_used": 0}), } - self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies())) + self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) def test_as_json(self): balance_mock1 = mock.Mock() @@ -1362,12 +2196,13 @@ class BalanceStoreTest(WebMockTestCase): balance_mock2 = mock.Mock() balance_mock2.as_json.return_value = 2 - portfolio.BalanceStore.all = { + balance_store = market.BalanceStore(self.m) + balance_store.all = { "BTC": balance_mock1, "ETH": balance_mock2, } - as_json = portfolio.BalanceStore.as_json() + as_json = balance_store.as_json() self.assertEqual(1, as_json["BTC"]) self.assertEqual(2, as_json["ETH"]) @@ -1404,49 +2239,53 @@ class TradeTest(WebMockTestCase): value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") - trade = portfolio.Trade(value_from, value_to, "ETH") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("BTC", trade.base_currency) self.assertEqual("ETH", trade.currency) + self.assertEqual(self.m, trade.market) with self.assertRaises(AssertionError): - portfolio.Trade(value_from, value_to, "ETC") + portfolio.Trade(value_from, -value_to, "ETH", self.m) with self.assertRaises(AssertionError): - value_from.linked_to = None - portfolio.Trade(value_from, value_to, "ETH") + portfolio.Trade(value_from, value_to, "ETC", self.m) with self.assertRaises(AssertionError): value_from.currency = "ETH" - portfolio.Trade(value_from, value_to, "ETH") + portfolio.Trade(value_from, value_to, "ETH", self.m) + value_from.currency = "BTC" + with self.assertRaises(AssertionError): + value_from2 = portfolio.Amount("BTC", "1.0") + portfolio.Trade(value_from2, value_to, "ETH", self.m) value_from = portfolio.Amount("BTC", 0) - trade = portfolio.Trade(value_from, value_to, "ETH") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual(0, trade.value_from.linked_to) def test_action(self): value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") - trade = portfolio.Trade(value_from, value_to, "ETH") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertIsNone(trade.action) value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("BTC", "1.0") value_to = portfolio.Amount("BTC", "2.0") - trade = portfolio.Trade(value_from, value_to, "BTC") + trade = portfolio.Trade(value_from, value_to, "BTC", self.m) self.assertIsNone(trade.action) 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("acquire", trade.action) value_from = portfolio.Amount("BTC", "0") value_from.linked_to = portfolio.Amount("ETH", "0") value_to = portfolio.Amount("BTC", "-1.0") - trade = portfolio.Trade(value_from, value_to, "ETH") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("acquire", trade.action) @@ -1454,39 +2293,98 @@ class TradeTest(WebMockTestCase): 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) - self.assertEqual("buy", trade.order_action(False)) - self.assertEqual("sell", trade.order_action(True)) + trade.inverted = False + self.assertEqual("buy", trade.order_action()) + trade.inverted = True + self.assertEqual("sell", trade.order_action()) value_from = portfolio.Amount("BTC", "0") value_from.linked_to = portfolio.Amount("ETH", "0") value_to = portfolio.Amount("BTC", "-1.0") - trade = portfolio.Trade(value_from, value_to, "ETH") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) - self.assertEqual("sell", trade.order_action(False)) - self.assertEqual("buy", trade.order_action(True)) + trade.inverted = False + self.assertEqual("sell", trade.order_action()) + trade.inverted = True + self.assertEqual("buy", trade.order_action()) def test_trade_type(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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("long", trade.trade_type) value_from = portfolio.Amount("BTC", "0") value_from.linked_to = portfolio.Amount("ETH", "0") value_to = portfolio.Amount("BTC", "-1.0") - trade = portfolio.Trade(value_from, value_to, "ETH") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("short", trade.trade_type) + def test_is_fullfiled(self): + with self.subTest(inverted=False): + 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) + + order1 = mock.Mock() + order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") + + order2 = mock.Mock() + order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") + trade.orders.append(order1) + trade.orders.append(order2) + + self.assertFalse(trade.is_fullfiled) + + order3 = mock.Mock() + order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") + trade.orders.append(order3) + + self.assertTrue(trade.is_fullfiled) + + order1.filled_amount.assert_called_with(in_base_currency=True) + order2.filled_amount.assert_called_with(in_base_currency=True) + order3.filled_amount.assert_called_with(in_base_currency=True) + + with self.subTest(inverted=True): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("USDT", "1000.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "USDT", self.m) + trade.inverted = True + + order1 = mock.Mock() + order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") + + order2 = mock.Mock() + order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") + trade.orders.append(order1) + trade.orders.append(order2) + + self.assertFalse(trade.is_fullfiled) + + order3 = mock.Mock() + order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") + trade.orders.append(order3) + + self.assertTrue(trade.is_fullfiled) + + order1.filled_amount.assert_called_with(in_base_currency=False) + order2.filled_amount.assert_called_with(in_base_currency=False) + order3.filled_amount.assert_called_with(in_base_currency=False) + + def test_filled_amount(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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) order1 = mock.Mock() order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") @@ -1508,11 +2406,31 @@ class TradeTest(WebMockTestCase): order1.filled_amount.assert_called_with(in_base_currency=True) order2.filled_amount.assert_called_with(in_base_currency=True) - @mock.patch.object(helper, "get_ticker") + def test_reopen_same_order(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) + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + with mock.patch("portfolio.Order.run") as run: + new_order = trade.reopen_same_order(order) + self.assertEqual("buy", new_order.action) + self.assertEqual(portfolio.Amount("ETH", 10), new_order.amount) + self.assertEqual(D("0.1"), new_order.rate) + self.assertEqual("BTC", new_order.base_currency) + self.assertEqual("long", new_order.trade_type) + self.assertEqual(self.m, new_order.market) + self.assertEqual(False, new_order.close_if_possible) + self.assertEqual(trade, new_order.trade) + run.assert_called_once() + self.assertEqual(1, len(trade.orders)) + self.assertEqual(new_order, trade.orders[0]) + @mock.patch.object(portfolio.Computation, "compute_value") @mock.patch.object(portfolio.Trade, "filled_amount") @mock.patch.object(portfolio, "Order") - def test_prepare_order(self, Order, filled_amount, compute_value, get_ticker): + def test_prepare_order(self, Order, filled_amount, compute_value): Order.return_value = "Order" with self.subTest(desc="Nothing to do"): @@ -1520,7 +2438,7 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "10") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() @@ -1529,9 +2447,8 @@ class TradeTest(WebMockTestCase): self.assertEqual(0, len(trade.orders)) Order.assert_not_called() - get_ticker.return_value = { "inverted": False } - with self.subTest(desc="Already filled"),\ - mock.patch("portfolio.ReportStore") as report_store: + self.m.get_ticker.return_value = { "inverted": False } + with self.subTest(desc="Already filled"): filled_amount.return_value = portfolio.Amount("FOO", "100") compute_value.return_value = D("0.125") @@ -1539,17 +2456,36 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "0") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") self.assertEqual(0, len(trade.orders)) - report_store.log_error.assert_called_with("prepare_order", message=mock.ANY) + self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) Order.assert_not_called() - with self.subTest(action="dispose", inverted=False): + with self.subTest(action="dispose", inverted=False): + filled_amount.return_value = portfolio.Amount("FOO", "60") + compute_value.return_value = D("0.125") + + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.1") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "1") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order() + + filled_amount.assert_called_with(in_base_currency=False) + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") + self.assertEqual(1, len(trade.orders)) + Order.assert_called_with("sell", portfolio.Amount("FOO", 30), + D("0.125"), "BTC", "long", self.m, + trade, close_if_possible=False) + + with self.subTest(action="dispose", inverted=False, close_if_possible=True): filled_amount.return_value = portfolio.Amount("FOO", "60") compute_value.return_value = D("0.125") @@ -1557,16 +2493,16 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "1") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) - trade.prepare_order() + trade.prepare_order(close_if_possible=True) filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("FOO", 30), - D("0.125"), "BTC", "long", "market", - trade, close_if_possible=False) + D("0.125"), "BTC", "long", self.m, + trade, close_if_possible=True) with self.subTest(action="acquire", inverted=False): filled_amount.return_value = portfolio.Amount("BTC", "3") @@ -1576,16 +2512,16 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "10") value_to = portfolio.Amount("BTC", "10") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=True) - compute_value.assert_called_with(get_ticker.return_value, "buy", compute_value="default") + compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("buy", portfolio.Amount("FOO", 48), - D("0.125"), "BTC", "long", "market", + D("0.125"), "BTC", "long", self.m, trade, close_if_possible=False) with self.subTest(close_if_possible=True): @@ -1596,18 +2532,18 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "0") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("FOO", 100), - D("0.125"), "BTC", "long", "market", + D("0.125"), "BTC", "long", self.m, trade, close_if_possible=True) - get_ticker.return_value = { "inverted": True, "original": {} } + self.m.get_ticker.return_value = { "inverted": True, "original": {} } with self.subTest(action="dispose", inverted=True): filled_amount.return_value = portfolio.Amount("FOO", "300") compute_value.return_value = D("125") @@ -1616,15 +2552,15 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.01") value_from.linked_to = portfolio.Amount("FOO", "1000") value_to = portfolio.Amount("BTC", "1") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order(compute_value="foo") filled_amount.assert_called_with(in_base_currency=True) - compute_value.assert_called_with(get_ticker.return_value["original"], "buy", compute_value="foo") + compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), - D("125"), "FOO", "long", "market", + D("125"), "FOO", "long", self.m, trade, close_if_possible=False) with self.subTest(action="acquire", inverted=True): @@ -1635,15 +2571,15 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.01") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "10") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order(compute_value="foo") filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(get_ticker.return_value["original"], "sell", compute_value="foo") + compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), - D("125"), "FOO", "long", "market", + D("125"), "FOO", "long", self.m, trade, close_if_possible=False) @@ -1655,118 +2591,119 @@ class TradeTest(WebMockTestCase): 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) prepare_order.return_value = new_order_mock for i in [0, 1, 3, 4, 6]: - with self.subTest(tick=i),\ - mock.patch.object(portfolio.ReportStore, "log_order") as log_order: + with self.subTest(tick=i): trade.update_order(order_mock, i) order_mock.cancel.assert_not_called() new_order_mock.run.assert_not_called() - log_order.assert_called_once_with(order_mock, i, + self.m.report.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.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() - 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) + self.m.report.log_order.reset_mock() + + trade.update_order(order_mock, 2) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called() + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + calls = [ + mock.call(order_mock, 2, update="adjusting", + compute_value=mock.ANY, + new_order=new_order_mock), + mock.call(order_mock, 2, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] - - 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.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) + self.m.report.log_order.reset_mock() + + trade.update_order(order_mock, 5) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + self.m.report.log_order.assert_called() + calls = [ + mock.call(order_mock, 5, update="adjusting", + compute_value=mock.ANY, + new_order=new_order_mock), + mock.call(order_mock, 5, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] - - 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") - 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) + self.m.report.log_order.reset_mock() + + 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.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.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), + ] + self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] + self.m.report.log_order.reset_mock() for i in [10, 13, 16]: - with self.subTest(tick=i), mock.patch.object(portfolio.ReportStore, "log_order") as log_order: + with self.subTest(tick=i): 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") - log_order.assert_called() - self.assertEqual(2, log_order.call_count) + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.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) + self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] + self.m.report.log_order.reset_mock() for i in [8, 9, 11, 12]: - with self.subTest(tick=i), mock.patch.object(portfolio.ReportStore, "log_order") as log_order: + with self.subTest(tick=i): trade.update_order(order_mock, i) order_mock.cancel.assert_not_called() new_order_mock.run.assert_not_called() - log_order.assert_called_once_with(order_mock, i, update="waiting", + self.m.report.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 = [] + self.m.report.log_order.reset_mock() - @mock.patch.object(portfolio.ReportStore, "print_log") - def test_print_with_order(self, print_log): + def test_print_with_order(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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) order_mock1 = mock.Mock() order_mock1.__repr__ = mock.Mock() @@ -1787,21 +2724,69 @@ class TradeTest(WebMockTestCase): trade.orders.append(order_mock1) trade.orders.append(order_mock2) - trade.print_with_order() + with mock.patch.object(trade, "filled_amount") as filled: + filled.return_value = portfolio.Amount("BTC", "0.1") + + trade.print_with_order() + + self.m.report.print_log.assert_called() + calls = self.m.report.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])) + + self.m.report.print_log.reset_mock() + + filled.return_value = portfolio.Amount("BTC", "0.5") + trade.print_with_order() + calls = self.m.report.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.m.report.print_log.reset_mock() + + filled.return_value = portfolio.Amount("BTC", "0.1") + trade.closed = True + trade.print_with_order() + calls = self.m.report.print_log.mock_calls + self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) + + def test_close(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) + order1 = mock.Mock() + trade.orders.append(order1) + + trade.close() + + self.assertEqual(True, trade.closed) + order1.cancel.assert_called_once_with() + + def test_pending(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) - 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])) + trade.closed = True + self.assertEqual(False, trade.pending) + + trade.closed = False + self.assertEqual(True, trade.pending) + + order1 = mock.Mock() + order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") + trade.orders.append(order1) + self.assertEqual(False, trade.pending) def test__repr(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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) @@ -1809,7 +2794,7 @@ class TradeTest(WebMockTestCase): 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) as_json = trade.as_json() self.assertEqual("acquire", as_json["action"]) @@ -1901,34 +2886,62 @@ class OrderTest(WebMockTestCase): 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" + def test_cancel(self, fetch): + with self.subTest(debug=True): + self.m.debug = True + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "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) + order.cancel() + self.m.ccxt.cancel_order.assert_not_called() + self.m.report.log_debug_action.assert_called_once() + self.m.report.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 + with self.subTest(desc="Nominal case"): + self.m.debug = False + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "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() + order.cancel() + self.m.ccxt.cancel_order.assert_called_with(42) + fetch.assert_called_once_with() + self.m.report.log_debug_action.assert_not_called() + + with self.subTest(exception=True): + self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.status = "open" + order.id = 42 + order.cancel() + self.m.ccxt.cancel_order.assert_called_with(42) + self.m.report.log_error.assert_called_once() + + self.m.reset_mock() + with self.subTest(id=None): + self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.status = "open" + order.cancel() + self.m.ccxt.cancel_order.assert_not_called() + + self.m.reset_mock() + with self.subTest(open=False): + self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.status = "closed" + order.cancel() + self.m.ccxt.cancel_order.assert_not_called() def test_dust_amount_remaining(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") + D("0.1"), "BTC", "long", self.m, "trade") order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) self.assertFalse(order.dust_amount_remaining()) @@ -1939,19 +2952,17 @@ class OrderTest(WebMockTestCase): @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") + D("0.1"), "BTC", "long", self.m, "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") + D("0.1"), "BTC", "long", self.m, "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", @@ -1970,8 +2981,7 @@ class OrderTest(WebMockTestCase): 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 = [ + self.m.ccxt.privatePostReturnOrderTrades.return_value = [ { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", @@ -1984,223 +2994,886 @@ class OrderTest(WebMockTestCase): } ] order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") + D("0.1"), "BTC", "long", self.m, "trade") order.id = 12 order.mouvements = ["Foo", "Bar", "Baz"] order.fetch_mouvements() - market.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) + 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) - market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError + self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") + D("0.1"), "BTC", "long", self.m, "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() + def test_mark_finished_order(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", + D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=True) order.status = "closed" - portfolio.TradeStore.debug = False + self.m.debug = False order.mark_finished_order() - market.close_margin_position.assert_called_with("ETH", "BTC") - market.close_margin_position.reset_mock() + self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") + self.m.ccxt.close_margin_position.reset_mock() order.status = "open" order.mark_finished_order() - market.close_margin_position.assert_not_called() + self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", + D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=False) order.status = "closed" order.mark_finished_order() - market.close_margin_position.assert_not_called() + self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("sell", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", + D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() - market.close_margin_position.assert_not_called() + self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade", + D("0.1"), "BTC", "long", self.m, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() - market.close_margin_position.assert_not_called() + self.m.ccxt.close_margin_position.assert_not_called() - portfolio.TradeStore.debug = True + self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", + D("0.1"), "BTC", "short", self.m, "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() + self.m.ccxt.close_margin_position.assert_not_called() + self.m.report.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() + @mock.patch.object(portfolio.Order, "fix_disappeared_order") + @mock.patch.object(portfolio.Order, "mark_finished_order") + def test_fetch(self, mark_finished_order, fix_disappeared_order, fetch_mouvements): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 45 + with self.subTest(debug=True): + self.m.debug = True + order.fetch() + self.m.report.log_debug_action.assert_called_once() + self.m.report.log_debug_action.reset_mock() + self.m.ccxt.fetch_order.assert_not_called() + mark_finished_order.assert_not_called() + fix_disappeared_order.assert_not_called() + fetch_mouvements.assert_not_called() - 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)) + with self.subTest(debug=False): + self.m.debug = False + self.m.ccxt.fetch_order.return_value = { + "status": "foo", + "datetime": "timestamp" + } + order.fetch() - market.fetch_order.reset_mock() - fetch_mouvements.reset_mock() + self.m.ccxt.fetch_order.assert_called_once_with(45) + fetch_mouvements.assert_called_once() + self.assertEqual("foo", order.status) + self.assertEqual("timestamp", order.timestamp) + self.assertEqual(1, len(order.results)) + self.m.report.log_debug_action.assert_not_called() + mark_finished_order.assert_called_once() + fix_disappeared_order.assert_called_once() - time_mock.return_value = time + 8 + mark_finished_order.reset_mock() + with self.subTest(missing_order=True): + self.m.ccxt.fetch_order.side_effect = [ + portfolio.OrderNotCached, + ] 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() + self.assertEqual("closed_unknown", order.status) + mark_finished_order.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() + def test_fix_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" + })) + with mock.patch.object(order, "trade") as trade: + order.fix_disappeared_order() + trade.reopen_same_order.assert_not_called() + + 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" + })) + with mock.patch.object(order, "trade") as trade: + order.fix_disappeared_order() + self.assertEqual("closed", order.status) + trade.reopen_same_order.assert_not_called() + + 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" + })) + with mock.patch.object(order, "trade") as trade: + order.fix_disappeared_order() + self.assertEqual("closed", order.status) + trade.reopen_same_order.assert_not_called() + + 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" + })) + with mock.patch.object(order, "trade") as trade: + trade.reopen_same_order.return_value = "New order" + order.fix_disappeared_order() + self.assertEqual("error_disappeared", order.status) + trade.reopen_same_order.assert_called_once_with(order) + self.m.report.log_error.assert_called_once_with('fetch', + message='Order Order(buy long 10.00000000 ETH at 0.1 BTC [error_disappeared]) disappeared, recreating it as New order') @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): + def test_get_status(self, fetch): with self.subTest(debug=True): - portfolio.TradeStore.debug = True + self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") + D("0.1"), "BTC", "long", self.m, "trade") self.assertEqual("pending", order.get_status()) fetch.assert_not_called() - report_store.log_debug_action.assert_called_once() + self.m.report.log_debug_action.assert_called_once() with self.subTest(debug=False, finished=False): - portfolio.TradeStore.debug = False + self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") + D("0.1"), "BTC", "long", self.m, "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 + self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") + D("0.1"), "BTC", "long", self.m, "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 + self.m.ccxt.order_precision.return_value = 4 + with self.subTest(debug=True): + self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") + D("0.1"), "BTC", "long", self.m, "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.m.ccxt.create_order.assert_not_called() + self.m.report.log_debug_action.assert_called_with("market.ccxt.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() + self.m.ccxt.create_order.reset_mock() with self.subTest(debug=False): - portfolio.TradeStore.debug = False + self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") - market.create_order.return_value = { "id": 123 } + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.return_value = { "id": 123 } order.run() - market.create_order.assert_called_once() + self.m.ccxt.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: + self.m.ccxt.create_order.reset_mock() + with self.subTest(exception=True): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") - market.create_order.side_effect = Exception("bouh") + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = Exception("bouh") order.run() - market.create_order.assert_called_once() + self.m.ccxt.create_order.assert_called_once() self.assertEqual(0, len(order.results)) self.assertEqual("error", order.status) - report_store.log_error.assert_called_once() + self.m.report.log_error.assert_called_once() - market.create_order.reset_mock() + self.m.ccxt.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 + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder order.run() - market.create_order.assert_called_once() + self.m.ccxt.create_order.assert_called_once() self.assertEqual(0, len(order.results)) self.assertEqual("closed", order.status) mark_finished_order.assert_called_once() + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.create_order.reset_mock() + with self.subTest(insufficient_funds=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", self.m, "trade") + self.m.ccxt.create_order.side_effect = [ + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + { "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('0.00099'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), + ]) + self.assertEqual(4, self.m.ccxt.create_order.call_count) + self.assertEqual(1, len(order.results)) + self.assertEqual("open", order.status) + self.assertEqual(4, order.tries) + self.m.report.log_error.assert_called() + self.assertEqual(4, self.m.report.log_error.call_count) + + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.create_order.reset_mock() + self.m.report.log_error.reset_mock() + with self.subTest(insufficient_funds=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", self.m, "trade") + self.m.ccxt.create_order.side_effect = [ + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + ] + 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('0.00099'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), + ]) + self.assertEqual(5, self.m.ccxt.create_order.call_count) + self.assertEqual(0, len(order.results)) + self.assertEqual("error", order.status) + 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 0.00096060 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"), + D("0.1"), "BTC", "long", self.m, "trade") + with self.subTest(retrieved=False), \ + mock.patch.object(order, "retrieve_order") as retrieve: + self.m.ccxt.create_order.side_effect = [ + portfolio.RequestTimeout, + portfolio.RequestTimeout, + { "id": 123 }, + ] + retrieve.return_value = False + 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 timeout", exception=mock.ANY) + self.assertEqual(123, order.id) + + self.m.reset_mock() + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + with self.subTest(retrieved=True), \ + mock.patch.object(order, "retrieve_order") as retrieve: + self.m.ccxt.create_order.side_effect = [ + portfolio.RequestTimeout, + ] + def _retrieve(): + order.results.append({"id": 123}) + return True + retrieve.side_effect = _retrieve + 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')), + ]) + self.assertEqual(1, self.m.ccxt.create_order.call_count) + self.assertEqual(1, order.tries) + self.m.report.log_error.assert_called() + self.assertEqual(1, self.m.report.log_error.call_count) + self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order") + self.assertEqual(123, order.id) + + self.m.reset_mock() + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + with self.subTest(retrieved=False), \ + mock.patch.object(order, "retrieve_order") as retrieve: + self.m.ccxt.create_order.side_effect = [ + portfolio.RequestTimeout, + portfolio.RequestTimeout, + portfolio.RequestTimeout, + portfolio.RequestTimeout, + portfolio.RequestTimeout, + ] + retrieve.return_value = False + 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')), + 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(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 timeouts", exception=mock.ANY) + self.assertEqual("error", order.status) + + def test_retrieve_order(self): + with self.subTest(similar_open_order=True): + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) + + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.fetch_orders.return_value = [ + { # Wrong amount + 'amount': 0.002, 'cost': 0.1, + 'datetime': '2018-03-25T15:15:51.000Z', + 'fee': None, 'filled': 0.0, + 'id': '1', + 'info': { + 'amount': '0.002', + 'date': '2018-03-25 15:15:51', + 'margin': 0, 'orderNumber': '1', + 'price': '0.1', 'rate': '0.1', + 'side': 'buy', 'startingAmount': '0.002', + 'status': 'open', 'total': '0.0002', + 'type': 'limit' + }, + 'price': 0.1, 'remaining': 0.002, 'side': 'buy', + 'status': 'open', 'symbol': 'ETH/BTC', + 'timestamp': 1521990951000, 'trades': None, + 'type': 'limit' + }, + { # Margin + 'amount': 0.001, 'cost': 0.1, + 'datetime': '2018-03-25T15:15:51.000Z', + 'fee': None, 'filled': 0.0, + 'id': '2', + 'info': { + 'amount': '0.001', + 'date': '2018-03-25 15:15:51', + 'margin': 1, 'orderNumber': '2', + 'price': '0.1', 'rate': '0.1', + 'side': 'buy', 'startingAmount': '0.001', + 'status': 'open', 'total': '0.0001', + 'type': 'limit' + }, + 'price': 0.1, 'remaining': 0.001, 'side': 'buy', + 'status': 'open', 'symbol': 'ETH/BTC', + 'timestamp': 1521990951000, 'trades': None, + 'type': 'limit' + }, + { # selling + 'amount': 0.001, 'cost': 0.1, + 'datetime': '2018-03-25T15:15:51.000Z', + 'fee': None, 'filled': 0.0, + 'id': '3', + 'info': { + 'amount': '0.001', + 'date': '2018-03-25 15:15:51', + 'margin': 0, 'orderNumber': '3', + 'price': '0.1', 'rate': '0.1', + 'side': 'sell', 'startingAmount': '0.001', + 'status': 'open', 'total': '0.0001', + 'type': 'limit' + }, + 'price': 0.1, 'remaining': 0.001, 'side': 'sell', + 'status': 'open', 'symbol': 'ETH/BTC', + 'timestamp': 1521990951000, 'trades': None, + 'type': 'limit' + }, + { # Wrong rate + 'amount': 0.001, 'cost': 0.15, + 'datetime': '2018-03-25T15:15:51.000Z', + 'fee': None, 'filled': 0.0, + 'id': '4', + 'info': { + 'amount': '0.001', + 'date': '2018-03-25 15:15:51', + 'margin': 0, 'orderNumber': '4', + 'price': '0.15', 'rate': '0.15', + 'side': 'buy', 'startingAmount': '0.001', + 'status': 'open', 'total': '0.0001', + 'type': 'limit' + }, + 'price': 0.15, 'remaining': 0.001, 'side': 'buy', + 'status': 'open', 'symbol': 'ETH/BTC', + 'timestamp': 1521990951000, 'trades': None, + 'type': 'limit' + }, + { # All good + 'amount': 0.001, 'cost': 0.1, + 'datetime': '2018-03-25T15:15:51.000Z', + 'fee': None, 'filled': 0.0, + 'id': '5', + 'info': { + 'amount': '0.001', + 'date': '2018-03-25 15:15:51', + 'margin': 0, 'orderNumber': '1', + 'price': '0.1', 'rate': '0.1', + 'side': 'buy', 'startingAmount': '0.001', + 'status': 'open', 'total': '0.0001', + 'type': 'limit' + }, + 'price': 0.1, 'remaining': 0.001, 'side': 'buy', + 'status': 'open', 'symbol': 'ETH/BTC', + 'timestamp': 1521990951000, 'trades': None, + 'type': 'limit' + } + ] + result = order.retrieve_order() + self.assertTrue(result) + self.assertEqual('5', order.results[0]["id"]) + self.m.ccxt.fetch_my_trades.assert_not_called() + self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) + + self.m.reset_mock() + with self.subTest(similar_open_order=False, past_trades=True): + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) + + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.fetch_orders.return_value = [] + self.m.ccxt.fetch_my_trades.return_value = [ + { # Wrong timestamp 1 + 'amount': 0.0006, + 'cost': 0.00006, + 'datetime': '2018-03-25T15:15:14.000Z', + 'id': '1-1', + 'info': { + 'amount': '0.0006', + 'category': 'exchange', + 'date': '2018-03-25 15:15:14', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '1', + 'rate': '0.1', + 'total': '0.00006', + 'tradeID': '1-1', + 'type': 'buy' + }, + 'order': '1', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983714, + 'type': 'limit' + }, + { # Wrong timestamp 2 + 'amount': 0.0004, + 'cost': 0.00004, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '1-2', + 'info': { + 'amount': '0.0004', + 'category': 'exchange', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '1', + 'rate': '0.1', + 'total': '0.00004', + 'tradeID': '1-2', + 'type': 'buy' + }, + 'order': '1', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + { # Wrong side 1 + 'amount': 0.0006, + 'cost': 0.00006, + 'datetime': '2018-03-25T15:15:54.000Z', + 'id': '2-1', + 'info': { + 'amount': '0.0006', + 'category': 'exchange', + 'date': '2018-03-25 15:15:54', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '2', + 'rate': '0.1', + 'total': '0.00006', + 'tradeID': '2-1', + 'type': 'sell' + }, + 'order': '2', + 'price': 0.1, + 'side': 'sell', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983754, + 'type': 'limit' + }, + { # Wrong side 2 + 'amount': 0.0004, + 'cost': 0.00004, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '2-2', + 'info': { + 'amount': '0.0004', + 'category': 'exchange', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '2', + 'rate': '0.1', + 'total': '0.00004', + 'tradeID': '2-2', + 'type': 'buy' + }, + 'order': '2', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + { # Margin trade 1 + 'amount': 0.0006, + 'cost': 0.00006, + 'datetime': '2018-03-25T15:15:54.000Z', + 'id': '3-1', + 'info': { + 'amount': '0.0006', + 'category': 'marginTrade', + 'date': '2018-03-25 15:15:54', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '3', + 'rate': '0.1', + 'total': '0.00006', + 'tradeID': '3-1', + 'type': 'buy' + }, + 'order': '3', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983754, + 'type': 'limit' + }, + { # Margin trade 2 + 'amount': 0.0004, + 'cost': 0.00004, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '3-2', + 'info': { + 'amount': '0.0004', + 'category': 'marginTrade', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '3', + 'rate': '0.1', + 'total': '0.00004', + 'tradeID': '3-2', + 'type': 'buy' + }, + 'order': '3', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + { # Wrong amount 1 + 'amount': 0.0005, + 'cost': 0.00005, + 'datetime': '2018-03-25T15:15:54.000Z', + 'id': '4-1', + 'info': { + 'amount': '0.0005', + 'category': 'exchange', + 'date': '2018-03-25 15:15:54', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '4', + 'rate': '0.1', + 'total': '0.00005', + 'tradeID': '4-1', + 'type': 'buy' + }, + 'order': '4', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983754, + 'type': 'limit' + }, + { # Wrong amount 2 + 'amount': 0.0004, + 'cost': 0.00004, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '4-2', + 'info': { + 'amount': '0.0004', + 'category': 'exchange', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '4', + 'rate': '0.1', + 'total': '0.00004', + 'tradeID': '4-2', + 'type': 'buy' + }, + 'order': '4', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + { # Wrong price 1 + 'amount': 0.0006, + 'cost': 0.000066, + 'datetime': '2018-03-25T15:15:54.000Z', + 'id': '5-1', + 'info': { + 'amount': '0.0006', + 'category': 'exchange', + 'date': '2018-03-25 15:15:54', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '5', + 'rate': '0.11', + 'total': '0.000066', + 'tradeID': '5-1', + 'type': 'buy' + }, + 'order': '5', + 'price': 0.11, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983754, + 'type': 'limit' + }, + { # Wrong price 2 + 'amount': 0.0004, + 'cost': 0.00004, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '5-2', + 'info': { + 'amount': '0.0004', + 'category': 'exchange', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '5', + 'rate': '0.1', + 'total': '0.00004', + 'tradeID': '5-2', + 'type': 'buy' + }, + 'order': '5', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + { # All good 1 + 'amount': 0.0006, + 'cost': 0.00006, + 'datetime': '2018-03-25T15:15:54.000Z', + 'id': '7-1', + 'info': { + 'amount': '0.0006', + 'category': 'exchange', + 'date': '2018-03-25 15:15:54', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '7', + 'rate': '0.1', + 'total': '0.00006', + 'tradeID': '7-1', + 'type': 'buy' + }, + 'order': '7', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983754, + 'type': 'limit' + }, + { # All good 2 + 'amount': 0.0004, + 'cost': 0.000036, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '7-2', + 'info': { + 'amount': '0.0004', + 'category': 'exchange', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '7', + 'rate': '0.09', + 'total': '0.000036', + 'tradeID': '7-2', + 'type': 'buy' + }, + 'order': '7', + 'price': 0.09, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + ] + + result = order.retrieve_order() + self.assertTrue(result) + self.assertEqual('7', order.results[0]["id"]) + self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) + + self.m.reset_mock() + with self.subTest(similar_open_order=False, past_trades=False): + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) + + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.fetch_orders.return_value = [] + self.m.ccxt.fetch_my_trades.return_value = [] + result = order.retrieve_order() + self.assertFalse(result) @unittest.skipUnless("unit" in limits, "Unit skipped") class MouvementTest(WebMockTestCase): @@ -2263,79 +3936,137 @@ class MouvementTest(WebMockTestCase): @unittest.skipUnless("unit" in limits, "Unit skipped") class ReportStoreTest(WebMockTestCase): def test_add_log(self): - portfolio.ReportStore.add_log({"foo": "bar"}) + report_store = market.ReportStore(self.m) + report_store.add_log({"foo": "bar"}) - self.assertEqual({"foo": "bar", "date": mock.ANY}, portfolio.ReportStore.logs[0]) + self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) def test_set_verbose(self): + report_store = market.ReportStore(self.m) with self.subTest(verbose=True): - portfolio.ReportStore.set_verbose(True) - self.assertTrue(portfolio.ReportStore.verbose_print) + report_store.set_verbose(True) + self.assertTrue(report_store.verbose_print) with self.subTest(verbose=False): - portfolio.ReportStore.set_verbose(False) - self.assertFalse(portfolio.ReportStore.verbose_print) + report_store.set_verbose(False) + self.assertFalse(report_store.verbose_print) + + def test_merge(self): + report_store1 = market.ReportStore(self.m, verbose_print=False) + report_store2 = market.ReportStore(None, verbose_print=False) + + report_store2.log_stage("1") + report_store1.log_stage("2") + report_store2.log_stage("3") + + report_store1.merge(report_store2) + + self.assertEqual(3, len(report_store1.logs)) + self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs))) + self.assertEqual(6, len(report_store1.print_logs)) def test_print_log(self): + report_store = market.ReportStore(self.m) with self.subTest(verbose=True),\ + mock.patch.object(store, "datetime") as time_mock,\ 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") + time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10) + report_store.set_verbose(True) + report_store.print_log("Coucou") + report_store.print_log(portfolio.Amount("BTC", 1)) + self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 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)) + report_store.set_verbose(False) + report_store.print_log("Coucou") + report_store.print_log(portfolio.Amount("BTC", 1)) self.assertEqual(stdout_mock.getvalue(), "") + def test_default_json_serial(self): + report_store = market.ReportStore(self.m) + + self.assertEqual("2018-02-24T00:00:00", + report_store.default_json_serial(portfolio.datetime(2018, 2, 24))) + self.assertEqual("1.00000000 BTC", + report_store.default_json_serial(portfolio.Amount("BTC", 1))) + 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() + report_store = market.ReportStore(self.m) + report_store.logs.append({"foo": "bar"}) + self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json()) + report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) + self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json()) + report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) + self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json()) + + def test_to_json_array(self): + report_store = market.ReportStore(self.m) + report_store.logs.append({ + "date": "date1", "type": "type1", "foo": "bar", "bla": "bla" + }) + report_store.logs.append({ + "date": "date2", "type": "type2", "foo": "bar", "bla": "bla" + }) + logs = list(report_store.to_json_array()) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + self.assertEqual(2, len(logs)) + self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0]) + self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1]) + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_stage(self, add_log, print_log): - portfolio.ReportStore.log_stage("foo") + report_store = market.ReportStore(self.m) + 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(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" } + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_balances(self, add_log, print_log): + report_store = market.ReportStore(self.m) + self.m.balances.as_json.return_value = "json" + self.m.balances.all = { "FOO": "bar", "BAR": "baz" } - portfolio.ReportStore.log_balances("market") + report_store.log_balances(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'}) + 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") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_tickers(self, add_log, print_log): - market = mock.Mock() + report_store = market.ReportStore(self.m) 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") + report_store.log_tickers(amounts, "BTC", "default", "total") print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'tickers', @@ -2353,15 +4084,35 @@ class ReportStoreTest(WebMockTestCase): 'total': D('10.3') }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + add_log.reset_mock() + compute_value = lambda x: x["bid"] + report_store.log_tickers(amounts, "BTC", compute_value, "total") + add_log.assert_called_once_with({ + 'type': 'tickers', + 'compute_value': 'compute_value = lambda x: x["bid"]', + '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(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_dispatch(self, add_log, print_log): + report_store = market.ReportStore(self.m) 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") + report_store.log_dispatch(amount, amounts, "medium", "repartition") print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'dispatch', @@ -2377,9 +4128,10 @@ class ReportStoreTest(WebMockTestCase): } }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_trades(self, add_log, print_log): + report_store = market.ReportStore(self.m) trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock1.as_json.return_value = { "trade": "1" } @@ -2389,23 +4141,24 @@ class ReportStoreTest(WebMockTestCase): (True, trade_mock1), (False, trade_mock2), ] - portfolio.ReportStore.log_trades(matching_and_trades, "only", "debug") + report_store.log_trades(matching_and_trades, "only") print_log.assert_not_called() add_log.assert_called_with({ 'type': 'trades', 'only': 'only', - 'debug': 'debug', + 'debug': False, '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): + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_orders(self, add_log, print_log): + report_store = market.ReportStore(self.m) + order_mock1 = mock.Mock() order_mock2 = mock.Mock() @@ -2414,11 +4167,11 @@ class ReportStoreTest(WebMockTestCase): orders = [order_mock1, order_mock2] - portfolio.ReportStore.log_orders(orders, tick="tick", + report_store.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") + self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") add_log.assert_called_with({ 'type': 'orders', @@ -2428,9 +4181,24 @@ class ReportStoreTest(WebMockTestCase): 'orders': ['order1', 'order2'] }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + add_log.reset_mock() + def compute_value(x, y): + return x[y] + report_store.log_orders(orders, tick="tick", + only="only", compute_value=compute_value) + add_log.assert_called_with({ + 'type': 'orders', + 'only': 'only', + 'compute_value': 'def compute_value(x, y):\n return x[y]', + 'tick': 'tick', + 'orders': ['order1', 'order2'] + }) + + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_order(self, add_log, print_log): + report_store = market.ReportStore(self.m) order_mock = mock.Mock() order_mock.as_json.return_value = "order" new_order_mock = mock.Mock() @@ -2441,7 +4209,7 @@ class ReportStoreTest(WebMockTestCase): new_order_mock.__repr__.return_value = "New order Mock" with self.subTest(finished=True): - portfolio.ReportStore.log_order(order_mock, 1, finished=True) + report_store.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', @@ -2456,7 +4224,7 @@ class ReportStoreTest(WebMockTestCase): print_log.reset_mock() with self.subTest(update="waiting"): - portfolio.ReportStore.log_order(order_mock, 1, update="waiting") + report_store.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', @@ -2470,23 +4238,24 @@ class ReportStoreTest(WebMockTestCase): add_log.reset_mock() print_log.reset_mock() with self.subTest(update="adjusting"): - portfolio.ReportStore.log_order(order_mock, 3, + compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 + report_store.log_order(order_mock, 3, update="adjusting", new_order=new_order_mock, - compute_value="default") + compute_value=compute_value) 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", + 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', '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, + report_store.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({ @@ -2501,7 +4270,7 @@ class ReportStoreTest(WebMockTestCase): add_log.reset_mock() print_log.reset_mock() with self.subTest(update="market_adjusting"): - portfolio.ReportStore.log_order(order_mock, 17, + report_store.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({ @@ -2513,9 +4282,10 @@ class ReportStoreTest(WebMockTestCase): 'new_order': 'new_order' }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_move_balances(self, add_log, print_log): + report_store = market.ReportStore(self.m) needed = { "BTC": portfolio.Amount("BTC", 10), "USDT": 1 @@ -2524,11 +4294,11 @@ class ReportStoreTest(WebMockTestCase): "BTC": portfolio.Amount("BTC", 3), "USDT": -2 } - portfolio.ReportStore.log_move_balances(needed, moving, True) + report_store.log_move_balances(needed, moving) print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'move_balances', - 'debug': True, + 'debug': False, 'needed': { 'BTC': D('10'), 'USDT': 1 @@ -2539,14 +4309,15 @@ class ReportStoreTest(WebMockTestCase): } }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_http_request(self, add_log, print_log): + report_store = market.ReportStore(self.m) response = mock.Mock() response.status_code = 200 response.text = "Hey" - portfolio.ReportStore.log_http_request("method", "url", "body", + report_store.log_http_request("method", "url", "body", "headers", response) print_log.assert_not_called() add_log.assert_called_once_with({ @@ -2559,11 +4330,12 @@ class ReportStoreTest(WebMockTestCase): 'response': 'Hey' }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_error(self, add_log, print_log): + report_store = market.ReportStore(self.m) with self.subTest(message=None, exception=None): - portfolio.ReportStore.log_error("action") + report_store.log_error("action") print_log.assert_called_once_with("[Error] action") add_log.assert_called_once_with({ 'type': 'error', @@ -2576,7 +4348,7 @@ class ReportStoreTest(WebMockTestCase): print_log.reset_mock() add_log.reset_mock() with self.subTest(message="Hey", exception=None): - portfolio.ReportStore.log_error("action", message="Hey") + report_store.log_error("action", message="Hey") print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tHey") @@ -2592,7 +4364,7 @@ class ReportStoreTest(WebMockTestCase): print_log.reset_mock() add_log.reset_mock() with self.subTest(message=None, exception=Exception("bouh")): - portfolio.ReportStore.log_error("action", exception=Exception("bouh")) + report_store.log_error("action", exception=Exception("bouh")) print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tException: bouh") @@ -2608,7 +4380,7 @@ class ReportStoreTest(WebMockTestCase): 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")) + report_store.log_error("action", message="Hey", exception=Exception("bouh")) print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tException: bouh"), @@ -2622,10 +4394,11 @@ class ReportStoreTest(WebMockTestCase): 'message': "Hey" }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_debug_action(self, add_log, print_log): - portfolio.ReportStore.log_debug_action("Hey") + report_store = market.ReportStore(self.m) + report_store.log_debug_action("Hey") print_log.assert_called_once_with("[Debug] Hey") add_log.assert_called_once_with({ @@ -2633,12 +4406,478 @@ class ReportStoreTest(WebMockTestCase): 'action': 'Hey' }) +@unittest.skipUnless("unit" in limits, "Unit skipped") +class MainTest(WebMockTestCase): + def test_make_order(self): + self.m.get_ticker.return_value = { + "inverted": False, + "average": D("0.1"), + "bid": D("0.09"), + "ask": D("0.11"), + } + + with self.subTest(description="nominal case"): + main.make_order(self.m, 10, "ETH") + + self.m.report.log_stage.assert_has_calls([ + mock.call("make_order_begin"), + mock.call("make_order_end"), + ]) + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="make_order_begin"), + mock.call(tag="make_order_end"), + ]) + self.m.trades.all.append.assert_called_once() + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(False, trade.orders[0].close_if_possible) + self.assertEqual(0, trade.value_from) + self.assertEqual("ETH", trade.currency) + self.assertEqual("BTC", trade.base_currency) + self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") + self.m.trades.run_orders.assert_called_once_with() + self.m.follow_orders.assert_called_once_with() + + order = trade.orders[0] + self.assertEqual(D("0.10"), order.rate) + + self.m.reset_mock() + with self.subTest(compute_value="default"): + main.make_order(self.m, 10, "ETH", action="dispose", + compute_value="ask") + + trade = self.m.trades.all.append.mock_calls[0][1][0] + order = trade.orders[0] + self.assertEqual(D("0.11"), order.rate) + + self.m.reset_mock() + with self.subTest(follow=False): + result = main.make_order(self.m, 10, "ETH", follow=False) + + self.m.report.log_stage.assert_has_calls([ + mock.call("make_order_begin"), + mock.call("make_order_end_not_followed"), + ]) + self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") + + self.m.trades.all.append.assert_called_once() + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(0, trade.value_from) + self.assertEqual("ETH", trade.currency) + self.assertEqual("BTC", trade.base_currency) + self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") + self.m.trades.run_orders.assert_called_once_with() + self.m.follow_orders.assert_not_called() + self.assertEqual(trade.orders[0], result) + + self.m.reset_mock() + with self.subTest(base_currency="USDT"): + main.make_order(self.m, 1, "BTC", base_currency="USDT") + + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual("BTC", trade.currency) + self.assertEqual("USDT", trade.base_currency) + + self.m.reset_mock() + with self.subTest(close_if_possible=True): + main.make_order(self.m, 10, "ETH", close_if_possible=True) + + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(True, trade.orders[0].close_if_possible) + + self.m.reset_mock() + with self.subTest(action="dispose"): + main.make_order(self.m, 10, "ETH", action="dispose") + + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(0, trade.value_to) + self.assertEqual(1, trade.value_from.value) + self.assertEqual("ETH", trade.currency) + self.assertEqual("BTC", trade.base_currency) + + self.m.reset_mock() + with self.subTest(compute_value="default"): + main.make_order(self.m, 10, "ETH", action="dispose", + compute_value="bid") + + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(D("0.9"), trade.value_from.value) + + def test_get_user_market(self): + with mock.patch("main.fetch_markets") as main_fetch_markets,\ + mock.patch("main.parse_config") as main_parse_config: + with self.subTest(debug=False): + main_parse_config.return_value = ["pg_config", "report_path"] + main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] + m = main.get_user_market("config_path.ini", 1) + + self.assertIsInstance(m, market.Market) + self.assertFalse(m.debug) + + with self.subTest(debug=True): + main_parse_config.return_value = ["pg_config", "report_path"] + main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] + m = main.get_user_market("config_path.ini", 1, debug=True) + + self.assertIsInstance(m, market.Market) + self.assertTrue(m.debug) + + def test_process(self): + with mock.patch("market.Market") as market_mock,\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + + args_mock = mock.Mock() + args_mock.action = "action" + args_mock.config = "config" + args_mock.user = "user" + args_mock.debug = "debug" + args_mock.before = "before" + args_mock.after = "after" + self.assertEqual("", stdout_mock.getvalue()) + + main.process("config", 3, 1, args_mock, "report_path", "pg_config") + + market_mock.from_config.assert_has_calls([ + mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1, report_path="report_path"), + mock.call().process("action", before="before", after="after"), + ]) + + with self.subTest(exception=True): + market_mock.from_config.side_effect = Exception("boo") + main.process(3, "config", 1, "report_path", args_mock, "pg_config") + self.assertEqual("Exception: boo\n", stdout_mock.getvalue()) + + def test_main(self): + with self.subTest(parallel=False): + with mock.patch("main.parse_args") as parse_args,\ + mock.patch("main.parse_config") as parse_config,\ + mock.patch("main.fetch_markets") as fetch_markets,\ + mock.patch("main.process") as process: + + args_mock = mock.Mock() + args_mock.parallel = False + args_mock.config = "config" + args_mock.user = "user" + parse_args.return_value = args_mock + + parse_config.return_value = ["pg_config", "report_path"] + + fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] + + main.main(["Foo", "Bar"]) + + parse_args.assert_called_with(["Foo", "Bar"]) + parse_config.assert_called_with("config") + fetch_markets.assert_called_with("pg_config", "user") + + self.assertEqual(2, process.call_count) + process.assert_has_calls([ + mock.call("config1", 3, 1, args_mock, "report_path", "pg_config"), + mock.call("config2", 1, 2, args_mock, "report_path", "pg_config"), + ]) + with self.subTest(parallel=True): + with mock.patch("main.parse_args") as parse_args,\ + mock.patch("main.parse_config") as parse_config,\ + mock.patch("main.fetch_markets") as fetch_markets,\ + mock.patch("main.process") as process,\ + mock.patch("store.Portfolio.start_worker") as start: + + args_mock = mock.Mock() + args_mock.parallel = True + args_mock.config = "config" + args_mock.user = "user" + parse_args.return_value = args_mock + + parse_config.return_value = ["pg_config", "report_path"] + + fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] + + main.main(["Foo", "Bar"]) + + parse_args.assert_called_with(["Foo", "Bar"]) + parse_config.assert_called_with("config") + fetch_markets.assert_called_with("pg_config", "user") + + start.assert_called_once_with() + self.assertEqual(2, process.call_count) + process.assert_has_calls([ + mock.call.__bool__(), + mock.call("config1", 3, 1, args_mock, "report_path", "pg_config"), + mock.call.__bool__(), + mock.call("config2", 1, 2, args_mock, "report_path", "pg_config"), + ]) + + @mock.patch.object(main.sys, "exit") + @mock.patch("main.configparser") + @mock.patch("main.os") + def test_parse_config(self, os, configparser, exit): + with self.subTest(pg_config=True, report_path=None): + config_mock = mock.MagicMock() + configparser.ConfigParser.return_value = config_mock + def config(element): + return element == "postgresql" + + config_mock.__contains__.side_effect = config + config_mock.__getitem__.return_value = "pg_config" + + result = main.parse_config("configfile") + + config_mock.read.assert_called_with("configfile") + + self.assertEqual(["pg_config", None], result) + + with self.subTest(pg_config=True, report_path="present"): + config_mock = mock.MagicMock() + configparser.ConfigParser.return_value = config_mock + + config_mock.__contains__.return_value = True + config_mock.__getitem__.side_effect = [ + {"report_path": "report_path"}, + {"report_path": "report_path"}, + "pg_config", + ] + + os.path.exists.return_value = False + result = main.parse_config("configfile") + + config_mock.read.assert_called_with("configfile") + self.assertEqual(["pg_config", "report_path"], result) + os.path.exists.assert_called_once_with("report_path") + os.makedirs.assert_called_once_with("report_path") + + with self.subTest(pg_config=False),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + config_mock = mock.MagicMock() + configparser.ConfigParser.return_value = config_mock + result = main.parse_config("configfile") + + config_mock.read.assert_called_with("configfile") + exit.assert_called_once_with(1) + self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) + + @mock.patch.object(main.sys, "exit") + def test_parse_args(self, exit): + with self.subTest(config="config.ini"): + args = main.parse_args([]) + self.assertEqual("config.ini", args.config) + self.assertFalse(args.before) + self.assertFalse(args.after) + self.assertFalse(args.debug) + + args = main.parse_args(["--before", "--after", "--debug"]) + self.assertTrue(args.before) + self.assertTrue(args.after) + self.assertTrue(args.debug) + + exit.assert_not_called() + + with self.subTest(config="inexistant"),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + args = main.parse_args(["--config", "foo.bar"]) + exit.assert_called_once_with(1) + self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) + + @mock.patch.object(main, "psycopg2") + def test_fetch_markets(self, psycopg2): + connect_mock = mock.Mock() + cursor_mock = mock.MagicMock() + cursor_mock.__iter__.return_value = ["row_1", "row_2"] + + connect_mock.cursor.return_value = cursor_mock + psycopg2.connect.return_value = connect_mock + + with self.subTest(user=None): + rows = list(main.fetch_markets({"foo": "bar"}, None)) + + psycopg2.connect.assert_called_once_with(foo="bar") + cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs") + + self.assertEqual(["row_1", "row_2"], rows) + + psycopg2.connect.reset_mock() + cursor_mock.execute.reset_mock() + with self.subTest(user=1): + rows = list(main.fetch_markets({"foo": "bar"}, 1)) + + psycopg2.connect.assert_called_once_with(foo="bar") + cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1) + + self.assertEqual(["row_1", "row_2"], rows) + + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class ProcessorTest(WebMockTestCase): + def test_values(self): + processor = market.Processor(self.m) + + self.assertEqual(self.m, processor.market) + + def test_run_action(self): + processor = market.Processor(self.m) + + with mock.patch.object(processor, "parse_args") as parse_args: + method_mock = mock.Mock() + parse_args.return_value = [method_mock, { "foo": "bar" }] + + processor.run_action("foo", "bar", "baz") + + parse_args.assert_called_with("foo", "bar", "baz") + + method_mock.assert_called_with(foo="bar") + + processor.run_action("wait_for_recent", "bar", "baz") + + method_mock.assert_called_with(foo="bar") + + def test_select_step(self): + processor = market.Processor(self.m) + + scenario = processor.scenarios["sell_all"] + + self.assertEqual(scenario, processor.select_steps(scenario, "all")) + self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) + self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) + self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) + self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) + + with self.assertRaises(TypeError): + processor.select_steps(scenario, ["wait"]) + + @mock.patch("market.Processor.process_step") + def test_process(self, process_step): + processor = market.Processor(self.m) + + processor.process("sell_all", foo="bar") + self.assertEqual(3, process_step.call_count) + + steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) + scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) + kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) + self.assertEqual(["all_sell", "wait", "all_buy"], steps) + self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) + self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) + + process_step.reset_mock() + + processor.process("sell_needed", steps=["before", "after"]) + self.assertEqual(3, process_step.call_count) + + def test_method_arguments(self): + ccxt = mock.Mock(spec=market.ccxt.poloniexE) + m = market.Market(ccxt, self.market_args()) + + processor = market.Processor(m) + + method, arguments = processor.method_arguments("wait_for_recent") + self.assertEqual(market.Portfolio.wait_for_recent, method) + self.assertEqual(["delta", "poll"], arguments) + + method, arguments = processor.method_arguments("prepare_trades") + self.assertEqual(m.prepare_trades, method) + self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) + + method, arguments = processor.method_arguments("prepare_orders") + self.assertEqual(m.trades.prepare_orders, method) + + method, arguments = processor.method_arguments("move_balances") + self.assertEqual(m.move_balances, method) + + method, arguments = processor.method_arguments("run_orders") + self.assertEqual(m.trades.run_orders, method) + + method, arguments = processor.method_arguments("follow_orders") + self.assertEqual(m.follow_orders, method) + + method, arguments = processor.method_arguments("close_trades") + self.assertEqual(m.trades.close_trades, method) + + def test_process_step(self): + processor = market.Processor(self.m) + + with mock.patch.object(processor, "run_action") as run_action: + step = processor.scenarios["sell_needed"][1] + + processor.process_step("foo", step, {"foo":"bar"}) + + self.m.report.log_stage.assert_has_calls([ + mock.call("process_foo__1_sell_begin"), + mock.call("process_foo__1_sell_end"), + ]) + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="process_foo__1_sell_begin"), + mock.call(tag="process_foo__1_sell_end"), + ]) + + self.assertEqual(5, run_action.call_count) + + run_action.assert_has_calls([ + mock.call('prepare_trades', {}, {'foo': 'bar'}), + mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), + mock.call('run_orders', {}, {'foo': 'bar'}), + mock.call('follow_orders', {}, {'foo': 'bar'}), + mock.call('close_trades', {}, {'foo': 'bar'}), + ]) + + self.m.reset_mock() + with mock.patch.object(processor, "run_action") as run_action: + step = processor.scenarios["sell_needed"][0] + + processor.process_step("foo", step, {"foo":"bar"}) + self.m.balances.fetch_balances.assert_not_called() + + def test_parse_args(self): + processor = market.Processor(self.m) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["foo2", "foo"] + ] + method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) + + self.assertEqual(method_mock, method) + self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["repartition"] + ] + method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) + + self.assertEqual(1, len(args["repartition"])) + self.assertIn("BTC", args["repartition"]) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["repartition", "base_currency"] + ] + method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) + + self.assertEqual(1, len(args["repartition"])) + self.assertIn("USDT", args["repartition"]) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["repartition", "base_currency"] + ] + method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) + + self.assertEqual(1, len(args["repartition"])) + self.assertIn("ETH", args["repartition"]) + + @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 + self.m.report.verbose_print = False fetch_balance = { "ETH": { "exchange_free": D("1.0"), @@ -2712,7 +4951,7 @@ class AcceptanceTest(WebMockTestCase): market = mock.Mock() market.fetch_all_balances.return_value = fetch_balance market.fetch_ticker.side_effect = fetch_ticker - with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): + with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): # Action 1 helper.prepare_trades(market) @@ -2791,7 +5030,7 @@ class AcceptanceTest(WebMockTestCase): "amount": "10", "total": "1" } ] - with mock.patch.object(portfolio.time, "sleep") as sleep: + with mock.patch.object(market.time, "sleep") as sleep: # Action 4 helper.follow_orders(verbose=False) @@ -2832,9 +5071,9 @@ class AcceptanceTest(WebMockTestCase): } market.fetch_all_balances.return_value = fetch_balance - with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): + with mock.patch.object(market.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) @@ -2904,7 +5143,7 @@ class AcceptanceTest(WebMockTestCase): # TODO # portfolio.TradeStore.run_orders() - with mock.patch.object(portfolio.time, "sleep") as sleep: + with mock.patch.object(market.time, "sleep") as sleep: # Action 8 helper.follow_orders(verbose=False)