X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=test.py;h=a9cae94e58265bcf9d1dcde67b53598d0547b35d;hb=f86ee14037646bedc3a3dee4a48f085308981757;hp=fc331c314825261dc30c8f4947e040064083f502;hpb=eb9c92e155941b51042ba57e23f651454bd8e55a;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/test.py b/test.py index fc331c3..a9cae94 100644 --- a/test.py +++ b/test.py @@ -1,12 +1,13 @@ 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 portfolio, helper, market limits = ["acceptance", "unit"] for test_type in limits: @@ -26,18 +27,15 @@ class WebMockTestCase(unittest.TestCase): 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(portfolio.Computation, computations=portfolio.Computation.computations), - mock.patch.multiple(helper, + mock.patch.multiple(market.Market, fees_cache={}, ticker_cache={}, ticker_cache_timestamp=self.time.time()), @@ -65,41 +63,39 @@ class PortfolioTest(WebMockTestCase): self.wm.get(portfolio.Portfolio.URL, text=self.json_response) - @mock.patch("portfolio.ReportStore") - def test_get_cryptoportfolio(self, report_store): + def test_get_cryptoportfolio(self): 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() + portfolio.Portfolio.get_cryptoportfolio(self.m) 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() + self.m.report.log_error.assert_not_called() + self.m.report.log_http_request.assert_called_once() + self.m.report.log_http_request.reset_mock() - portfolio.Portfolio.get_cryptoportfolio() + portfolio.Portfolio.get_cryptoportfolio(self.m) 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() + self.m.report.log_error.assert_not_called() + self.m.report.log_http_request.assert_called_once() + self.m.report.log_http_request.reset_mock() portfolio.Portfolio.data = "Foo" - portfolio.Portfolio.get_cryptoportfolio() + portfolio.Portfolio.get_cryptoportfolio(self.m) self.assertEqual("Foo", portfolio.Portfolio.data) self.assertEqual(3, self.wm.call_count) - report_store.log_error.assert_called_once_with("get_cryptoportfolio", + self.m.report.log_error.assert_called_once_with("get_cryptoportfolio", exception=mock.ANY) - report_store.log_http_request.assert_not_called() + self.m.report.log_http_request.assert_not_called() - @mock.patch("portfolio.ReportStore") - def test_parse_cryptoportfolio(self, report_store): - portfolio.Portfolio.parse_cryptoportfolio() + def test_parse_cryptoportfolio(self): + portfolio.Portfolio.parse_cryptoportfolio(self.m) self.assertListEqual( ["medium", "high"], @@ -135,22 +131,21 @@ class PortfolioTest(WebMockTestCase): 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", + self.m.report.log_http_request.assert_called_once_with("GET", portfolio.Portfolio.URL, None, mock.ANY, mock.ANY) - report_store.log_http_request.reset_mock() + self.m.report.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() + portfolio.Portfolio.parse_cryptoportfolio(self.m) + self.m.report.log_http_request.assert_not_called() self.assertEqual(1, self.wm.call_count) - portfolio.Portfolio.parse_cryptoportfolio(refetch=True) + portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True) self.assertEqual(2, self.wm.call_count) - report_store.log_http_request.assert_called_once() + self.m.report.log_http_request.assert_called_once() - @mock.patch("portfolio.ReportStore") - def test_repartition(self, report_store): + def test_repartition(self): expected_medium = { 'BTC': (D("1.1102e-16"), "long"), 'USDT': (D("0.1"), "long"), @@ -173,25 +168,26 @@ class PortfolioTest(WebMockTestCase): 'GAS': (D("0.1308"), "long"), } - 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")) + self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m)) + self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium")) + self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high")) self.assertEqual(1, self.wm.call_count) - portfolio.Portfolio.repartition() + portfolio.Portfolio.repartition(self.m) self.assertEqual(1, self.wm.call_count) - portfolio.Portfolio.repartition(refetch=True) + portfolio.Portfolio.repartition(self.m, 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.m.report.log_http_request.assert_called() + self.assertEqual(2, self.m.report.log_http_request.call_count) @mock.patch.object(portfolio.time, "sleep") @mock.patch.object(portfolio.Portfolio, "repartition") def test_wait_for_recent(self, repartition, sleep): self.call_count = 0 - def _repartition(refetch): + def _repartition(market, refetch): + self.assertEqual(self.m, market) self.assertTrue(refetch) self.call_count += 1 portfolio.Portfolio.last_date = portfolio.datetime.now()\ @@ -199,16 +195,17 @@ class PortfolioTest(WebMockTestCase): + portfolio.timedelta(self.call_count) repartition.side_effect = _repartition - portfolio.Portfolio.wait_for_recent() + portfolio.Portfolio.wait_for_recent(self.m) sleep.assert_called_with(30) self.assertEqual(6, sleep.call_count) self.assertEqual(7, repartition.call_count) + self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") sleep.reset_mock() repartition.reset_mock() portfolio.Portfolio.last_date = None self.call_count = 0 - portfolio.Portfolio.wait_for_recent(delta=15) + portfolio.Portfolio.wait_for_recent(self.m, delta=15) sleep.assert_not_called() self.assertEqual(1, repartition.call_count) @@ -216,7 +213,7 @@ class PortfolioTest(WebMockTestCase): repartition.reset_mock() portfolio.Portfolio.last_date = None self.call_count = 0 - portfolio.Portfolio.wait_for_recent(delta=1) + portfolio.Portfolio.wait_for_recent(self.m, delta=1) sleep.assert_called_with(30) self.assertEqual(9, sleep.call_count) self.assertEqual(10, repartition.call_count) @@ -231,35 +228,34 @@ 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 +314,7 @@ 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) @@ -544,34 +540,76 @@ class BalanceTest(WebMockTestCase): self.assertEqual(D(0), as_json["margin_borrowed"]) @unittest.skipUnless("unit" in limits, "Unit skipped") -class HelperTest(WebMockTestCase): +class MarketTest(WebMockTestCase): + def setUp(self): + super(MarketTest, self).setUp() + + self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) + + def test_values(self): + m = market.Market(self.ccxt) + + 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, debug=True) + self.assertTrue(m.debug) + + m = market.Market(self.ccxt, debug=False) + self.assertFalse(m.debug) + + @mock.patch("market.ccxt") + def test_from_config(self, ccxt): + with mock.patch("market.ReportStore"): + ccxt.poloniexE.return_value = self.ccxt + self.ccxt.session.request.return_value = "response" + + m = market.Market.from_config("config") + + self.assertEqual(self.ccxt, m.ccxt) + + self.ccxt.session.request("GET", "URL", data="data", + headers="headers") + m.report.log_http_request.assert_called_with('GET', 'URL', 'data', + 'headers', 'response') + + m = market.Market.from_config("config", debug=True) + self.assertEqual(True, m.debug) + def test_get_ticker(self): - market = mock.Mock() - market.fetch_ticker.side_effect = [ + m = market.Market(self.ccxt) + self.ccxt.fetch_ticker.side_effect = [ { "bid": 1, "ask": 3 }, - helper.ExchangeError("foo"), + market.ExchangeError("foo"), { "bid": 10, "ask": 40 }, - helper.ExchangeError("foo"), - helper.ExchangeError("foo"), + market.ExchangeError("foo"), + market.ExchangeError("foo"), ] - ticker = helper.get_ticker("ETH", "ETC", market) - market.fetch_ticker.assert_called_with("ETH/ETC") + 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 = helper.get_ticker("ETH", "XVG", market) + 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"]) - ticker = helper.get_ticker("XVG", "XMR", market) + ticker = m.get_ticker("XVG", "XMR") self.assertIsNone(ticker) - market.fetch_ticker.assert_has_calls([ + self.ccxt.fetch_ticker.assert_has_calls([ mock.call("ETH/ETC"), mock.call("ETH/XVG"), mock.call("XVG/ETH"), @@ -579,56 +617,62 @@ class HelperTest(WebMockTestCase): mock.call("XMR/XVG"), ]) - market2 = mock.Mock() - market2.fetch_ticker.side_effect = [ + self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) + m1b = market.Market(self.ccxt) + m1b.get_ticker("ETH", "ETC") + self.ccxt.fetch_ticker.assert_not_called() + + self.ccxt = mock.Mock(spec=market.ccxt.poloniex) + m2 = market.Market(self.ccxt) + self.ccxt.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") + ticker1 = m2.get_ticker("ETH", "ETC") + ticker2 = m2.get_ticker("ETH", "ETC") + ticker3 = m2.get_ticker("ETC", "ETH") + self.ccxt.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) + ticker4 = m2.get_ticker("ETH", "ETC", refresh=True) + ticker5 = m2.get_ticker("ETH", "ETC") self.assertEqual(1.2, ticker4["bid"]) self.assertDictEqual(ticker4, ticker5) - market3 = mock.Mock() - market3.fetch_ticker.side_effect = [ + self.ccxt = mock.Mock(spec=market.ccxt.binance) + m3 = market.Market(self.ccxt) + self.ccxt.fetch_ticker.side_effect = [ { "bid": 1, "ask": 3 }, { "bid": 1.2, "ask": 3.5 }, ] - 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) + ticker6 = m3.get_ticker("ETH", "ETC") + m3.ticker_cache_timestamp -= 4 + ticker7 = m3.get_ticker("ETH", "ETC") + m3.ticker_cache_timestamp -= 2 + ticker8 = m3.get_ticker("ETH", "ETC") self.assertDictEqual(ticker6, ticker7) self.assertEqual(1.2, ticker8["bid"]) 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() + m = market.Market(self.ccxt) + 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(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): + @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": @@ -638,46 +682,45 @@ 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") - }, - } - portfolio.BalanceStore.fetch_balances(market, tag="tag") + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt) + self.ccxt.fetch_all_balances.return_value = { + "USDT": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + "XVG": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + } - helper.prepare_trades(market) - compute_trades.assert_called() + m.balances.fetch_balances(tag="tag") - 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, tag="tag") + 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") + m.report.log_balances.assert_called_once_with(tag="tag") @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): + @mock.patch.object(market.Market, "get_ticker") + @mock.patch.object(market.TradeStore, "compute_trades") + def test_update_trades(self, compute_trades, get_ticker, repartition): repartition.return_value = { "XEM": (D("0.75"), "long"), "BTC": (D("0.25"), "long"), } - def _get_ticker(c1, c2, market): + def _get_ticker(c1, c2): if c1 == "USDT" and c2 == "BTC": return { "average": D("0.0001") } if c1 == "XVG" and c2 == "BTC": @@ -687,42 +730,41 @@ 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") - }, - } - portfolio.BalanceStore.fetch_balances(market, tag="tag") + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt) + self.ccxt.fetch_all_balances.return_value = { + "USDT": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + "XVG": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + } + + m.balances.fetch_balances(tag="tag") - helper.update_trades(market) - compute_trades.assert_called() + m.update_trades() + 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, tag="tag") + call = compute_trades.call_args + self.assertEqual(1, call[0][0]["USDT"].value) + self.assertEqual(D("0.01"), call[0][0]["XVG"].value) + self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) + self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) + m.report.log_stage.assert_called_once_with("update_trades") + m.report.log_balances.assert_called_once_with(tag="tag") @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): + @mock.patch.object(market.Market, "get_ticker") + @mock.patch.object(market.TradeStore, "compute_trades") + def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): + def _get_ticker(c1, c2): if c1 == "USDT" and c2 == "BTC": return { "average": D("0.0001") } if c1 == "XVG" and c2 == "BTC": @@ -730,44 +772,47 @@ 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") - }, - } - portfolio.BalanceStore.fetch_balances(market, tag="tag") + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt) + self.ccxt.fetch_all_balances.return_value = { + "USDT": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + "XVG": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + } + + m.balances.fetch_balances(tag="tag") + + m.prepare_trades_to_sell_all() - helper.prepare_trades_to_sell_all(market) - repartition.assert_not_called() - compute_trades.assert_called() + 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, tag="tag") + call = compute_trades.call_args + self.assertEqual(1, call[0][0]["USDT"].value) + self.assertEqual(D("0.01"), call[0][0]["XVG"].value) + self.assertEqual(D("1.01"), call[0][1]["BTC"].value) + m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all") + m.report.log_balances.assert_called_once_with(tag="tag") @mock.patch.object(portfolio.time, "sleep") - @mock.patch.object(portfolio.TradeStore, "all_orders") + @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, debug=debug) + order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock3 = mock.Mock() @@ -792,7 +837,7 @@ 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) @@ -806,7 +851,7 @@ 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"), @@ -814,285 +859,75 @@ 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, 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") + trade3 = portfolio.Trade(value_from, value_to, "XVG", m) - portfolio.TradeStore.all = [trade1, trade2, trade3] + m.trades.all = [trade1, trade2, trade3] balance1 = portfolio.Balance("BTC", { "margin_free": "0" }) balance2 = portfolio.Balance("USDT", { "margin_free": "100" }) balance3 = portfolio.Balance("ETC", { "margin_free": "10" }) - portfolio.BalanceStore.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} - - market = mock.Mock() + 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.BalanceStore, "fetch_balances") - @mock.patch.object(portfolio.ReportStore, "log_stage") - def test_print_orders(self, log_stage, fetch_balances, prepare_orders, prepare_trades): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "exchange_used": 0}), - } - - helper.print_orders(market) - fetch_balances.assert_called_with(market, tag="print_orders") - prepare_trades.assert_called_with(market, base_currency="BTC", - compute_value="average", debug=True) - prepare_orders.assert_called_with(compute_value="average") - log_stage.assert_called_with("print_orders") - - @mock.patch.object(portfolio.BalanceStore, "fetch_balances") - @mock.patch.object(portfolio.BalanceStore, "in_currency") - @mock.patch.object(helper.ReportStore, "print_log") - def test_print_balances(self, print_log, in_currency, fetch_balances): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "exchange_used": 0}), - } - in_currency.return_value = { - "BTC": portfolio.Amount("BTC", "0.65"), - "ETH": portfolio.Amount("BTC", "0.3"), - } - helper.print_balances(market) - fetch_balances.assert_called_with(market) - print_log.assert_has_calls([ - mock.call("total:"), - mock.call(portfolio.Amount("BTC", "0.95")), - ]) - - @mock.patch.object(helper, "prepare_trades") - @mock.patch.object(helper, "follow_orders") - @mock.patch.object(portfolio.TradeStore, "prepare_orders") - @mock.patch.object(portfolio.TradeStore, "run_orders") - @mock.patch.object(portfolio.BalanceStore, "fetch_balances") - @mock.patch.object(portfolio.ReportStore, "log_stage") - def test_process_sell_needed__1_sell(self, log_stage, - fetch_balances, run_orders, prepare_orders, follow_orders, - prepare_trades): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "exchange_used": 0}), - } - helper.process_sell_needed__1_sell(market) - fetch_balances.assert_has_calls([ - mock.call(market, tag="process_sell_needed__1_sell_begin"), - mock.call(market, tag="process_sell_needed__1_sell_end"), - ]) - prepare_trades.assert_called_with(market, base_currency="BTC", - liquidity="medium", debug=False) - prepare_orders.assert_called_with(compute_value="average", - only="dispose") - run_orders.assert_called() - follow_orders.assert_called() - log_stage.assert_called_with("process_sell_needed__1_sell_end") - - @mock.patch.object(helper, "update_trades") - @mock.patch.object(helper, "follow_orders") - @mock.patch.object(helper, "move_balances") - @mock.patch.object(portfolio.TradeStore, "prepare_orders") - @mock.patch.object(portfolio.TradeStore, "run_orders") - @mock.patch.object(portfolio.BalanceStore, "fetch_balances") - @mock.patch.object(portfolio.ReportStore, "log_stage") - def test_process_sell_needed__2_buy(self, log_stage, fetch_balances, - run_orders, prepare_orders, move_balances, follow_orders, - update_trades): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "exchange_used": 0}), - } - helper.process_sell_needed__2_buy(market) - fetch_balances.assert_has_calls([ - mock.call(market, tag="process_sell_needed__2_buy_begin"), - mock.call(market, tag="process_sell_needed__2_buy_end"), - ]) - update_trades.assert_called_with(market, base_currency="BTC", - debug=False, liquidity="medium", only="acquire") - prepare_orders.assert_called_with(compute_value="average", - only="acquire") - move_balances.assert_called_with(market, debug=False) - run_orders.assert_called() - follow_orders.assert_called() - log_stage.assert_called_with("process_sell_needed__2_buy_end") - - @mock.patch.object(helper, "prepare_trades_to_sell_all") - @mock.patch.object(helper, "follow_orders") - @mock.patch.object(portfolio.TradeStore, "prepare_orders") - @mock.patch.object(portfolio.TradeStore, "run_orders") - @mock.patch.object(portfolio.BalanceStore, "fetch_balances") - @mock.patch.object(portfolio.ReportStore, "log_stage") - def test_process_sell_all__1_sell(self, log_stage, fetch_balances, - run_orders, prepare_orders, follow_orders, - prepare_trades_to_sell_all): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "exchange_used": 0}), - } - helper.process_sell_all__1_all_sell(market) - fetch_balances.assert_has_calls([ - mock.call(market, tag="process_sell_all__1_all_sell_begin"), - mock.call(market, tag="process_sell_all__1_all_sell_end"), - ]) - prepare_trades_to_sell_all.assert_called_with(market, base_currency="BTC", - debug=False) - prepare_orders.assert_called_with(compute_value="average") - run_orders.assert_called() - follow_orders.assert_called() - log_stage.assert_called_with("process_sell_all__1_all_sell_end") - - @mock.patch.object(helper, "prepare_trades") - @mock.patch.object(helper, "follow_orders") - @mock.patch.object(helper, "move_balances") - @mock.patch.object(portfolio.TradeStore, "prepare_orders") - @mock.patch.object(portfolio.TradeStore, "run_orders") - @mock.patch.object(portfolio.BalanceStore, "fetch_balances") - @mock.patch.object(portfolio.ReportStore, "log_stage") - def test_process_sell_all__2_all_buy(self, log_stage, - fetch_balances, run_orders, prepare_orders, move_balances, - follow_orders, prepare_trades): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "exchange_used": 0}), - } - helper.process_sell_all__2_all_buy(market) - fetch_balances.assert_has_calls([ - mock.call(market, tag="process_sell_all__2_all_buy_begin"), - mock.call(market, tag="process_sell_all__2_all_buy_end"), - ]) - prepare_trades.assert_called_with(market, base_currency="BTC", - liquidity="medium", debug=False) - prepare_orders.assert_called_with(compute_value="average") - move_balances.assert_called_with(market, debug=False) - run_orders.assert_called() - follow_orders.assert_called() - log_stage.assert_called_with("process_sell_all__2_all_buy_end") - - def test_reset_all(self): - portfolio.BalanceStore.all = { "foo": "bar" } - portfolio.ReportStore.logs.append("hey") - portfolio.TradeStore.all.append("bouh") - - helper.reset_all() - - self.assertEqual(0, len(portfolio.BalanceStore.all)) - self.assertEqual(0, len(portfolio.ReportStore.logs)) - self.assertEqual(0, len(portfolio.TradeStore.all)) - + self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") + self.ccxt.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange") + self.ccxt.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange") + @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")), @@ -1113,112 +948,121 @@ 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 - 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) + trade_store.compute_trades(values_in_base, + new_repartition, only="only") + + 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_mock1.prepare_order.return_value = 1 trade_mock2.prepare_order.return_value = 2 - portfolio.TradeStore.all.append(trade_mock1) - portfolio.TradeStore.all.append(trade_mock2) + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) - 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") + 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): @@ -1236,28 +1080,33 @@ 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() - order_mock1.get_status.assert_called() - order_mock2.get_status.assert_called() - order_mock3.get_status.assert_called() + 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() @unittest.skipUnless("unit" in limits, "Unit skipped") @@ -1293,10 +1142,15 @@ 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", @@ -1308,61 +1162,54 @@ 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 - portfolio.BalanceStore.fetch_balances(market) - self.assertNotIn("ETC", portfolio.BalanceStore.currencies()) - self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies())) + balance_store = market.BalanceStore(self.m) - portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { + balance_store.fetch_balances() + self.assertNotIn("ETC", balance_store.currencies()) + self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) + + balance_store.all["ETC"] = portfolio.Balance("ETC", { "exchange_total": "1", "exchange_free": "0", "exchange_used": "1" }) - portfolio.BalanceStore.fetch_balances(market, tag="foo") - self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) - self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) - log_balances.assert_called_with(market, tag="foo") + 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(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) + def test_dispatch_assets(self, repartition): + self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance - self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) + balance_store = market.BalanceStore(self.m) + balance_store.fetch_balances() + + self.assertNotIn("XEM", balance_store.currencies()) repartition_hash = { "XEM": (D("0.75"), "long"), @@ -1371,18 +1218,20 @@ class BalanceStoreTest(WebMockTestCase): } repartition.return_value = repartition_hash - amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1")) - repartition.assert_called_with(liquidity="medium") - self.assertIn("XEM", portfolio.BalanceStore.currencies()) + amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) + repartition.assert_called_with(self.m, liquidity="medium") + 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, tag=None) - 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", @@ -1394,7 +1243,7 @@ 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() @@ -1403,12 +1252,13 @@ 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"]) @@ -1445,49 +1295,50 @@ 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, "ETC", self.m) with self.assertRaises(AssertionError): value_from.linked_to = None - portfolio.Trade(value_from, value_to, "ETH") + portfolio.Trade(value_from, value_to, "ETH", 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 = 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) @@ -1495,7 +1346,7 @@ 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) self.assertEqual("buy", trade.order_action(False)) self.assertEqual("sell", trade.order_action(True)) @@ -1503,7 +1354,7 @@ class TradeTest(WebMockTestCase): 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)) @@ -1512,14 +1363,14 @@ 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("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) @@ -1527,7 +1378,7 @@ 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) order1 = mock.Mock() order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") @@ -1549,11 +1400,10 @@ 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") @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"): @@ -1561,7 +1411,7 @@ 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() @@ -1570,9 +1420,8 @@ 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") @@ -1580,14 +1429,14 @@ 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): @@ -1598,15 +1447,15 @@ 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() 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", + D("0.125"), "BTC", "long", self.m, trade, close_if_possible=False) with self.subTest(action="acquire", inverted=False): @@ -1617,16 +1466,16 @@ 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): @@ -1637,18 +1486,18 @@ 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") @@ -1657,15 +1506,15 @@ 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): @@ -1676,15 +1525,15 @@ 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) @@ -1696,118 +1545,119 @@ 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='lambda x, y: (x[y] + x["average"]) / 2', + 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='lambda x, y: (x[y]*2 + x["average"]) / 3', + 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() @@ -1830,8 +1680,8 @@ class TradeTest(WebMockTestCase): trade.print_with_order() - print_log.assert_called() - calls = print_log.mock_calls + 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])) @@ -1842,7 +1692,7 @@ 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) self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) @@ -1850,7 +1700,7 @@ 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"]) @@ -1942,34 +1792,32 @@ 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 + def test_cancel(self, fetch): + 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.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.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 + 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") order.status = "open" order.id = 42 order.cancel() - market.cancel_order.assert_called_with(42) + self.m.ccxt.cancel_order.assert_called_with(42) fetch.assert_called_once() - report_store.log_debug_action.assert_not_called() + self.m.report.log_debug_action.assert_not_called() def test_dust_amount_remaining(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") + 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()) @@ -1980,7 +1828,7 @@ 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() @@ -1992,7 +1840,7 @@ class OrderTest(WebMockTestCase): @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", @@ -2011,8 +1859,7 @@ 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", @@ -2025,148 +1872,143 @@ 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): + def test_fetch(self, 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") + D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 with self.subTest(debug=True): - portfolio.TradeStore.debug = True + self.m.debug = True order.fetch() time_mock.assert_not_called() - report_store.log_debug_action.assert_called_once() - report_store.log_debug_action.reset_mock() + self.m.report.log_debug_action.assert_called_once() + self.m.report.log_debug_action.reset_mock() order.fetch(force=True) time_mock.assert_not_called() - market.fetch_order.assert_not_called() + self.m.ccxt.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.m.report.log_debug_action.assert_called_once() + self.m.report.log_debug_action.reset_mock() self.assertIsNone(order.fetch_cache_timestamp) with self.subTest(debug=False): - portfolio.TradeStore.debug = False + self.m.debug = False time_mock.return_value = time - market.fetch_order.return_value = { + self.m.ccxt.fetch_order.return_value = { "status": "foo", "datetime": "timestamp" } order.fetch() - market.fetch_order.assert_called_once() + self.m.ccxt.fetch_order.assert_called_once() fetch_mouvements.assert_called_once() self.assertEqual("foo", order.status) self.assertEqual("timestamp", order.timestamp) self.assertEqual(time, order.fetch_cache_timestamp) self.assertEqual(1, len(order.results)) - market.fetch_order.reset_mock() + self.m.ccxt.fetch_order.reset_mock() fetch_mouvements.reset_mock() time_mock.return_value = time + 8 order.fetch() - market.fetch_order.assert_not_called() + self.m.ccxt.fetch_order.assert_not_called() fetch_mouvements.assert_not_called() order.fetch(force=True) - market.fetch_order.assert_called_once() + self.m.ccxt.fetch_order.assert_called_once() fetch_mouvements.assert_called_once() - market.fetch_order.reset_mock() + self.m.ccxt.fetch_order.reset_mock() fetch_mouvements.reset_mock() time_mock.return_value = time + 19 order.fetch() - market.fetch_order.assert_called_once() + self.m.ccxt.fetch_order.assert_called_once() fetch_mouvements.assert_called_once() - report_store.log_debug_action.assert_not_called() + self.m.report.log_debug_action.assert_not_called() @mock.patch.object(portfolio.Order, "fetch") @mock.patch.object(portfolio.Order, "mark_finished_order") - @mock.patch("portfolio.ReportStore") - def test_get_status(self, report_store, mark_finished_order, fetch): + def test_get_status(self, mark_finished_order, 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" @@ -2179,9 +2021,9 @@ class OrderTest(WebMockTestCase): 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" @@ -2192,52 +2034,48 @@ class OrderTest(WebMockTestCase): 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.ExchangeNotAvailable 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() @@ -2304,61 +2142,66 @@ 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_print_log(self): + report_store = market.ReportStore(self.m) with self.subTest(verbose=True),\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - portfolio.ReportStore.set_verbose(True) - portfolio.ReportStore.print_log("Coucou") - portfolio.ReportStore.print_log(portfolio.Amount("BTC", 1)) + report_store.set_verbose(True) + report_store.print_log("Coucou") + report_store.print_log(portfolio.Amount("BTC", 1)) self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n") with self.subTest(verbose=False),\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - portfolio.ReportStore.set_verbose(False) - portfolio.ReportStore.print_log("Coucou") - portfolio.ReportStore.print_log(portfolio.Amount("BTC", 1)) + 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_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)}) + report_store = market.ReportStore(self.m) + report_store.logs.append({"foo": "bar"}) + self.assertEqual('[{"foo": "bar"}]', report_store.to_json()) + report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) + self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json()) + report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) with self.assertRaises(TypeError): - portfolio.ReportStore.to_json() + report_store.to_json() - @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_stage(self, add_log, print_log): - portfolio.ReportStore.log_stage("foo") + report_store = market.ReportStore(self.m) + report_store.log_stage("foo") print_log.assert_has_calls([ mock.call("-----------"), mock.call("[Stage] foo"), ]) add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'}) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") - @mock.patch("store.BalanceStore") - def test_log_balances(self, balance_store, add_log, print_log): - balance_store.as_json.return_value = "json" - balance_store.all = { "FOO": "bar", "BAR": "baz" } + @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", tag="tag") + report_store.log_balances(tag="tag") print_log.assert_has_calls([ mock.call("[Balance]"), mock.call("\tbar"), @@ -2370,17 +2213,17 @@ class ReportStoreTest(WebMockTestCase): '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', @@ -2398,15 +2241,16 @@ class ReportStoreTest(WebMockTestCase): 'total': D('10.3') }) - @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_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', @@ -2422,9 +2266,10 @@ 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" } @@ -2434,23 +2279,24 @@ 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() @@ -2459,11 +2305,11 @@ 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', @@ -2473,9 +2319,10 @@ class ReportStoreTest(WebMockTestCase): 'orders': ['order1', 'order2'] }) - @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_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() @@ -2486,7 +2333,7 @@ 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', @@ -2501,7 +2348,7 @@ 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', @@ -2515,7 +2362,7 @@ class ReportStoreTest(WebMockTestCase): add_log.reset_mock() print_log.reset_mock() with self.subTest(update="adjusting"): - portfolio.ReportStore.log_order(order_mock, 3, + report_store.log_order(order_mock, 3, update="adjusting", new_order=new_order_mock, compute_value="default") print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") @@ -2531,7 +2378,7 @@ class ReportStoreTest(WebMockTestCase): 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({ @@ -2546,7 +2393,7 @@ 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({ @@ -2558,9 +2405,10 @@ 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 @@ -2569,11 +2417,11 @@ 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 @@ -2584,14 +2432,15 @@ 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({ @@ -2604,11 +2453,12 @@ 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', @@ -2621,7 +2471,7 @@ 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") @@ -2637,7 +2487,7 @@ 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") @@ -2653,7 +2503,7 @@ 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"), @@ -2667,10 +2517,11 @@ 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({ @@ -2678,12 +2529,263 @@ class ReportStoreTest(WebMockTestCase): 'action': 'Hey' }) +@unittest.skipUnless("unit" in limits, "Unit skipped") +class HelperTest(WebMockTestCase): + def test_main_store_report(self): + file_open = mock.mock_open() + with self.subTest(file=None), mock.patch("__main__.open", file_open): + helper.main_store_report(None, 1, self.m) + file_open.assert_not_called() + + file_open = mock.mock_open() + with self.subTest(file="present"), mock.patch("helper.open", file_open),\ + mock.patch.object(helper, "datetime") as time_mock: + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + self.m.report.to_json.return_value = "json_content" + + helper.main_store_report("present", 1, self.m) + + file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") + file_open().write.assert_called_once_with("json_content") + self.m.report.to_json.assert_called_once_with() + + with self.subTest(file="error"),\ + mock.patch("helper.open") as file_open,\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + file_open.side_effect = FileNotFoundError + + helper.main_store_report("error", 1, self.m) + + self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") + + @mock.patch("helper.process_sell_all__1_all_sell") + @mock.patch("helper.process_sell_all__2_all_buy") + @mock.patch("portfolio.Portfolio.wait_for_recent") + def test_main_process_market(self, wait, buy, sell): + with self.subTest(before=False, after=False): + helper.main_process_market("user") + + wait.assert_not_called() + buy.assert_not_called() + sell.assert_not_called() + + buy.reset_mock() + wait.reset_mock() + sell.reset_mock() + with self.subTest(before=True, after=False): + helper.main_process_market("user", before=True) + + wait.assert_not_called() + buy.assert_not_called() + sell.assert_called_once_with("user") + + buy.reset_mock() + wait.reset_mock() + sell.reset_mock() + with self.subTest(before=False, after=True): + helper.main_process_market("user", after=True) + + wait.assert_called_once_with("user") + buy.assert_called_once_with("user") + sell.assert_not_called() + + buy.reset_mock() + wait.reset_mock() + sell.reset_mock() + with self.subTest(before=True, after=True): + helper.main_process_market("user", before=True, after=True) + + wait.assert_called_once_with("user") + buy.assert_called_once_with("user") + sell.assert_called_once_with("user") + + @mock.patch.object(helper, "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 + + rows = list(helper.main_fetch_markets({"foo": "bar"})) + + psycopg2.connect.assert_called_once_with(foo="bar") + cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") + + self.assertEqual(["row_1", "row_2"], rows) + + @mock.patch.object(helper.sys, "exit") + def test_main_parse_args(self, exit): + with self.subTest(config="config.ini"): + args = helper.main_parse_args([]) + self.assertEqual("config.ini", args.config) + self.assertFalse(args.before) + self.assertFalse(args.after) + self.assertFalse(args.debug) + + args = helper.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 = helper.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(helper.sys, "exit") + @mock.patch("helper.configparser") + @mock.patch("helper.os") + def test_main_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 = helper.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 = helper.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 = helper.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()) + + + def test_print_orders(self): + helper.print_orders(self.m) + + self.m.report.log_stage.assert_called_with("print_orders") + self.m.balances.fetch_balances.assert_called_with(tag="print_orders") + self.m.prepare_trades.assert_called_with(base_currency="BTC", + compute_value="average") + self.m.trades.prepare_orders.assert_called_with(compute_value="average") + + def test_print_balances(self): + self.m.balances.in_currency.return_value = { + "BTC": portfolio.Amount("BTC", "0.65"), + "ETH": portfolio.Amount("BTC", "0.3"), + } + + helper.print_balances(self.m) + + self.m.balances.fetch_balances.assert_called_with() + self.m.report.print_log.assert_has_calls([ + mock.call("total:"), + mock.call(portfolio.Amount("BTC", "0.95")), + ]) + + def test_process_sell_needed__1_sell(self): + helper.process_sell_needed__1_sell(self.m) + + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="process_sell_needed__1_sell_begin"), + mock.call(tag="process_sell_needed__1_sell_end"), + ]) + self.m.prepare_trades.assert_called_with(base_currency="BTC", + liquidity="medium") + self.m.trades.prepare_orders.assert_called_with(compute_value="average", + only="dispose") + self.m.trades.run_orders.assert_called() + self.m.follow_orders.assert_called() + self.m.report.log_stage.assert_has_calls([ + mock.call("process_sell_needed__1_sell_begin"), + mock.call("process_sell_needed__1_sell_end") + ]) + + def test_process_sell_needed__2_buy(self): + helper.process_sell_needed__2_buy(self.m) + + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="process_sell_needed__2_buy_begin"), + mock.call(tag="process_sell_needed__2_buy_end"), + ]) + self.m.update_trades.assert_called_with(base_currency="BTC", + liquidity="medium", only="acquire") + self.m.trades.prepare_orders.assert_called_with(compute_value="average", + only="acquire") + self.m.move_balances.assert_called_with() + self.m.trades.run_orders.assert_called() + self.m.follow_orders.assert_called() + self.m.report.log_stage.assert_has_calls([ + mock.call("process_sell_needed__2_buy_begin"), + mock.call("process_sell_needed__2_buy_end") + ]) + + def test_process_sell_all__1_sell(self): + helper.process_sell_all__1_all_sell(self.m) + + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="process_sell_all__1_all_sell_begin"), + mock.call(tag="process_sell_all__1_all_sell_end"), + ]) + self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC") + self.m.trades.prepare_orders.assert_called_with(compute_value="average") + self.m.trades.run_orders.assert_called() + self.m.follow_orders.assert_called() + self.m.report.log_stage.assert_has_calls([ + mock.call("process_sell_all__1_all_sell_begin"), + mock.call("process_sell_all__1_all_sell_end") + ]) + + def test_process_sell_all__2_all_buy(self): + helper.process_sell_all__2_all_buy(self.m) + + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="process_sell_all__2_all_buy_begin"), + mock.call(tag="process_sell_all__2_all_buy_end"), + ]) + self.m.prepare_trades.assert_called_with(base_currency="BTC", + liquidity="medium") + self.m.trades.prepare_orders.assert_called_with(compute_value="average") + self.m.move_balances.assert_called_with() + self.m.trades.run_orders.assert_called() + self.m.follow_orders.assert_called() + self.m.report.log_stage.assert_has_calls([ + mock.call("process_sell_all__2_all_buy_begin"), + mock.call("process_sell_all__2_all_buy_end") + ]) + @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"),