X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=test.py;h=aae1dc85af02245f88ddd28d32a4fac9ecfe1cef;hb=6ca5a1ec669593fa915a2824efca068c975f9caa;hp=a9baadff58ee3dda9cefa9fbd2c2f45bb089ddef;hpb=deb8924cc60f0d64575657399f4fe112ff1cfb31;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/test.py b/test.py index a9baadf..aae1dc8 100644 --- a/test.py +++ b/test.py @@ -2,8 +2,145 @@ import portfolio import unittest from decimal import Decimal as D from unittest import mock +import requests +import requests_mock +from io import StringIO +import helper -class AmountTest(unittest.TestCase): +class WebMockTestCase(unittest.TestCase): + import time + + def setUp(self): + super(WebMockTestCase, self).setUp() + self.wm = requests_mock.Mocker() + self.wm.start() + + self.patchers = [ + mock.patch.multiple(portfolio.BalanceStore, + all={},), + mock.patch.multiple(portfolio.TradeStore, + all=[], + debug=False), + mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), + mock.patch.multiple(portfolio.Computation, + computations=portfolio.Computation.computations), + mock.patch.multiple(helper, + fees_cache={}, + ticker_cache={}, + ticker_cache_timestamp=self.time.time()), + ] + for patcher in self.patchers: + patcher.start() + + + def tearDown(self): + for patcher in self.patchers: + patcher.stop() + self.wm.stop() + super(WebMockTestCase, self).tearDown() + +class PortfolioTest(WebMockTestCase): + def fill_data(self): + if self.json_response is not None: + portfolio.Portfolio.data = self.json_response + + def setUp(self): + super(PortfolioTest, self).setUp() + + with open("test_portfolio.json") as example: + self.json_response = example.read() + + self.wm.get(portfolio.Portfolio.URL, text=self.json_response) + + 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() + 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) + + portfolio.Portfolio.get_cryptoportfolio() + self.assertIsNone(portfolio.Portfolio.data) + self.assertEqual(2, self.wm.call_count) + + portfolio.Portfolio.data = "Foo" + portfolio.Portfolio.get_cryptoportfolio() + self.assertEqual("Foo", portfolio.Portfolio.data) + self.assertEqual(3, self.wm.call_count) + + def test_parse_cryptoportfolio(self): + portfolio.Portfolio.parse_cryptoportfolio() + + self.assertListEqual( + ["medium", "high"], + list(portfolio.Portfolio.liquidities.keys())) + + liquidities = portfolio.Portfolio.liquidities + self.assertEqual(10, len(liquidities["medium"].keys())) + self.assertEqual(10, len(liquidities["high"].keys())) + + expected = { + 'BTC': (D("0.2857"), "long"), + 'DGB': (D("0.1015"), "long"), + 'DOGE': (D("0.1805"), "long"), + 'SC': (D("0.0623"), "long"), + 'ZEC': (D("0.3701"), "long"), + } + self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) + + expected = { + 'BTC': (D("1.1102e-16"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'GAS': (D("0.1"), "long"), + 'NAV': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'OMNI': (D("0.1"), "long"), + 'PPC': (D("0.1"), "long"), + 'RIC': (D("0.1"), "long"), + 'VIA': (D("0.1"), "long"), + 'XCP': (D("0.1"), "long"), + } + self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) + + # It doesn't refetch the data when available + portfolio.Portfolio.parse_cryptoportfolio() + + self.assertEqual(1, self.wm.call_count) + + def test_repartition(self): + expected_medium = { + 'BTC': (D("1.1102e-16"), "long"), + 'USDT': (D("0.1"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'STEEM': (D("0.1"), "long"), + 'STRAT': (D("0.1"), "long"), + 'XEM': (D("0.1"), "long"), + 'XMR': (D("0.1"), "long"), + 'XVC': (D("0.1"), "long"), + 'ZRX': (D("0.1"), "long"), + } + expected_high = { + 'USDT': (D("0.1226"), "long"), + 'BTC': (D("0.1429"), "long"), + 'ETC': (D("0.1127"), "long"), + 'ETH': (D("0.1569"), "long"), + 'FCT': (D("0.3341"), "long"), + 'GAS': (D("0.1308"), "long"), + } + + self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) + self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) + self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) + +class AmountTest(WebMockTestCase): def test_values(self): amount = portfolio.Amount("BTC", "0.65") self.assertEqual(D("0.65"), amount.value) @@ -15,12 +152,12 @@ class AmountTest(unittest.TestCase): self.assertEqual(amount, amount.in_currency("ETC", None)) ticker_mock = unittest.mock.Mock() - with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): + with mock.patch.object(helper, 'get_ticker', new=ticker_mock): ticker_mock.return_value = None self.assertRaises(Exception, amount.in_currency, "ETH", None) - with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): + with mock.patch.object(helper, 'get_ticker', new=ticker_mock): ticker_mock.return_value = { "bid": D("0.2"), "ask": D("0.4"), @@ -40,6 +177,14 @@ class AmountTest(unittest.TestCase): converted_amount = amount.in_currency("ETH", None, compute_value="ask") self.assertEqual(D("4"), converted_amount.value) + converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) + self.assertEqual(D("0.2"), converted_amount.value) + + def test__round(self): + amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) + self.assertEqual(D("1.23456789"), round(amount).value) + self.assertEqual(D("1.23"), round(amount, 2).value) + def test__abs(self): amount = portfolio.Amount("SC", -120) self.assertEqual(120, abs(amount).value) @@ -105,7 +250,7 @@ class AmountTest(unittest.TestCase): self.assertEqual(D("5.5"), (amount / 2).value) self.assertEqual(D("4.4"), (amount / D("2.5")).value) - def test__div(self): + def test__truediv(self): amount = portfolio.Amount("XEM", 11) self.assertEqual(D("5.5"), (amount / 2).value) @@ -123,6 +268,42 @@ class AmountTest(unittest.TestCase): with self.assertRaises(Exception): amount1 < amount3 + def test__le(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount1 <= amount2) + self.assertFalse(amount2 <= amount1) + self.assertTrue(amount1 <= amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount1 <= amount3 + + def test__gt(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount2 > amount1) + self.assertFalse(amount1 > amount2) + self.assertFalse(amount1 > amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount3 > amount1 + + def test__ge(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount2 >= amount1) + self.assertFalse(amount1 >= amount2) + self.assertTrue(amount1 >= amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount3 >= amount1 + def test__eq(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) @@ -140,6 +321,28 @@ class AmountTest(unittest.TestCase): amount5 = portfolio.Amount("BTD", 0) self.assertTrue(amount5 == 0) + def test__ne(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + amount3 = portfolio.Amount("BTD", 11.3) + + self.assertTrue(amount1 != amount2) + self.assertTrue(amount2 != amount1) + self.assertFalse(amount1 != amount3) + self.assertTrue(amount2 != 0) + + amount4 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount1 != amount4 + + amount5 = portfolio.Amount("BTD", 0) + self.assertFalse(amount5 != 0) + + def test__neg(self): + amount1 = portfolio.Amount("BTD", "11.3") + + self.assertEqual(portfolio.D("-11.3"), (-amount1).value) + def test__str(self): amount1 = portfolio.Amount("BTX", 32) self.assertEqual("32.00000000 BTX", str(amount1)) @@ -160,136 +363,398 @@ class AmountTest(unittest.TestCase): amount2.linked_to = amount3 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) -class PortfolioTest(unittest.TestCase): - import urllib3 - def fill_data(self): - if self.json_response is not None: - portfolio.Portfolio.data = self.json_response +class BalanceTest(WebMockTestCase): + def test_values(self): + balance = portfolio.Balance("BTC", { + "exchange_total": "0.65", + "exchange_free": "0.35", + "exchange_used": "0.30", + "margin_total": "-10", + "margin_borrowed": "-10", + "margin_free": "0", + "margin_position_type": "short", + "margin_borrowed_base_currency": "USDT", + "margin_liquidation_price": "1.20", + "margin_pending_gain": "10", + "margin_lending_fees": "0.4", + "margin_borrowed_base_price": "0.15", + }) + self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) + self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) + self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) + self.assertEqual("BTC", balance.exchange_total.currency) + self.assertEqual("BTC", balance.exchange_free.currency) + self.assertEqual("BTC", balance.exchange_total.currency) + + self.assertEqual(portfolio.D("-10"), balance.margin_total.value) + self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value) + self.assertEqual(portfolio.D("0"), balance.margin_free.value) + self.assertEqual("BTC", balance.margin_total.currency) + self.assertEqual("BTC", balance.margin_borrowed.currency) + self.assertEqual("BTC", balance.margin_free.currency) - def setUp(self): - super(PortfolioTest, self).setUp() + self.assertEqual("BTC", balance.currency) - with open("test_portfolio.json") as example: - import json - self.json_response = json.load(example) - - self.patcher = mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}) - self.patcher.start() - - @mock.patch.object(urllib3, "disable_warnings") - @mock.patch.object(urllib3.poolmanager.PoolManager, "request") - @mock.patch.object(portfolio.Portfolio, "URL", new="foo://bar") - def test_get_cryptoportfolio(self, request, disable_warnings): - request.side_effect = [ - type('', (), { "data": '{ "foo": "bar" }' }), - type('', (), { "data": 'System Error' }), - Exception("Connection error"), + self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) + self.assertEqual("USDT", balance.margin_lending_fees.currency) + + def test__repr(self): + self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", + repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) + balance = portfolio.Balance("BTX", { "exchange_total": 3, + "exchange_used": 1, "exchange_free": 2 }) + self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) + + balance = portfolio.Balance("BTX", { "margin_total": 3, + "margin_borrowed": 1, "margin_free": 2 }) + self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) + + balance = portfolio.Balance("BTX", { "margin_total": -3, + "margin_borrowed_base_price": D("0.1"), + "margin_borrowed_base_currency": "BTC", + "margin_lending_fees": D("0.002") }) + self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) + +class HelperTest(WebMockTestCase): + def test_get_ticker(self): + market = mock.Mock() + market.fetch_ticker.side_effect = [ + { "bid": 1, "ask": 3 }, + helper.ExchangeError("foo"), + { "bid": 10, "ask": 40 }, + helper.ExchangeError("foo"), + helper.ExchangeError("foo"), ] - portfolio.Portfolio.get_cryptoportfolio() - self.assertIn("foo", portfolio.Portfolio.data) - self.assertEqual("bar", portfolio.Portfolio.data["foo"]) - request.assert_called_with("GET", "foo://bar") + ticker = helper.get_ticker("ETH", "ETC", market) + market.fetch_ticker.assert_called_with("ETH/ETC") + self.assertEqual(1, ticker["bid"]) + self.assertEqual(3, ticker["ask"]) + self.assertEqual(2, ticker["average"]) + self.assertFalse(ticker["inverted"]) - request.reset_mock() - portfolio.Portfolio.get_cryptoportfolio() - self.assertIsNone(portfolio.Portfolio.data) - request.assert_called_with("GET", "foo://bar") + ticker = helper.get_ticker("ETH", "XVG", market) + self.assertEqual(0.0625, ticker["average"]) + self.assertTrue(ticker["inverted"]) + self.assertIn("original", ticker) + self.assertEqual(10, ticker["original"]["bid"]) - request.reset_mock() - portfolio.Portfolio.data = "foo" - portfolio.Portfolio.get_cryptoportfolio() - request.assert_called_with("GET", "foo://bar") - self.assertEqual("foo", portfolio.Portfolio.data) - disable_warnings.assert_called_with() + ticker = helper.get_ticker("XVG", "XMR", market) + self.assertIsNone(ticker) - @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") - def test_parse_cryptoportfolio(self, mock_get): - mock_get.side_effect = self.fill_data + market.fetch_ticker.assert_has_calls([ + mock.call("ETH/ETC"), + mock.call("ETH/XVG"), + mock.call("XVG/ETH"), + mock.call("XVG/XMR"), + mock.call("XMR/XVG"), + ]) - portfolio.Portfolio.parse_cryptoportfolio() + market2 = mock.Mock() + market2.fetch_ticker.side_effect = [ + { "bid": 1, "ask": 3 }, + { "bid": 1.2, "ask": 3.5 }, + ] + ticker1 = helper.get_ticker("ETH", "ETC", market2) + ticker2 = helper.get_ticker("ETH", "ETC", market2) + ticker3 = helper.get_ticker("ETC", "ETH", market2) + market2.fetch_ticker.assert_called_once_with("ETH/ETC") + self.assertEqual(1, ticker1["bid"]) + self.assertDictEqual(ticker1, ticker2) + self.assertDictEqual(ticker1, ticker3["original"]) - self.assertListEqual( - ["medium", "high"], - list(portfolio.Portfolio.liquidities.keys())) + ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True) + ticker5 = helper.get_ticker("ETH", "ETC", market2) + self.assertEqual(1.2, ticker4["bid"]) + self.assertDictEqual(ticker4, ticker5) - liquidities = portfolio.Portfolio.liquidities - self.assertEqual(10, len(liquidities["medium"].keys())) - self.assertEqual(10, len(liquidities["high"].keys())) + market3 = mock.Mock() + market3.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) + self.assertDictEqual(ticker6, ticker7) + self.assertEqual(1.2, ticker8["bid"]) - expected = {'BTC': 2857, 'DGB': 1015, 'DOGE': 1805, 'SC': 623, 'ZEC': 3701} - self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) + def test_fetch_fees(self): + market = mock.Mock() + market.fetch_fees.return_value = "Foo" + self.assertEqual("Foo", helper.fetch_fees(market)) + market.fetch_fees.assert_called_once() + self.assertEqual("Foo", helper.fetch_fees(market)) + market.fetch_fees.assert_called_once() + + @mock.patch.object(portfolio.Portfolio, "repartition") + @mock.patch.object(helper, "get_ticker") + @mock.patch.object(portfolio.TradeStore, "compute_trades") + 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): + if c1 == "USDT" and c2 == "BTC": + return { "average": D("0.0001") } + if c1 == "XVG" and c2 == "BTC": + return { "average": D("0.000001") } + if c1 == "XEM" and c2 == "BTC": + return { "average": D("0.001") } + self.fail("Should be called with {}, {}".format(c1, c2)) + get_ticker.side_effect = _get_ticker - expected = {'ETC': 1000, 'FCT': 1000, 'GAS': 1000, 'NAV': 1000, 'OMG': 1000, 'OMNI': 1000, 'PPC': 1000, 'RIC': 1000, 'VIA': 1000, 'XCP': 1000} - self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) + market = mock.Mock() + market.fetch_all_balances.return_value = { + "USDT": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + "XVG": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + } + helper.prepare_trades(market) + compute_trades.assert_called() - # It doesn't refetch the data when available - portfolio.Portfolio.parse_cryptoportfolio() - mock_get.assert_called_once_with() + 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) - portfolio.Portfolio.data["portfolio_1"]["holding"]["direction"][3] = "short" - self.assertRaises(AssertionError, portfolio.Portfolio.parse_cryptoportfolio) + @mock.patch.object(portfolio.Portfolio, "repartition") + @mock.patch.object(helper, "get_ticker") + @mock.patch.object(portfolio.TradeStore, "compute_trades") + def test_update_trades(self, compute_trades, get_ticker, repartition): + repartition.return_value = { + "XEM": (D("0.75"), "long"), + "BTC": (D("0.25"), "long"), + } + def _get_ticker(c1, c2, market): + if c1 == "USDT" and c2 == "BTC": + return { "average": D("0.0001") } + if c1 == "XVG" and c2 == "BTC": + return { "average": D("0.000001") } + if c1 == "XEM" and c2 == "BTC": + return { "average": D("0.001") } + self.fail("Should be called with {}, {}".format(c1, c2)) + get_ticker.side_effect = _get_ticker - @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") - def test_repartition_pertenthousand(self, mock_get): - mock_get.side_effect = self.fill_data + market = mock.Mock() + market.fetch_all_balances.return_value = { + "USDT": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + "XVG": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + } + helper.update_trades(market) + compute_trades.assert_called() - expected_medium = {'USDT': 1000, 'ETC': 1000, 'FCT': 1000, 'OMG': 1000, 'STEEM': 1000, 'STRAT': 1000, 'XEM': 1000, 'XMR': 1000, 'XVC': 1000, 'ZRX': 1000} - expected_high = {'USDT': 1226, 'BTC': 1429, 'ETC': 1127, 'ETH': 1569, 'FCT': 3341, 'GAS': 1308} + 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) - self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand()) - self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand(liquidity="medium")) - self.assertEqual(expected_high, portfolio.Portfolio.repartition_pertenthousand(liquidity="high")) + @mock.patch.object(portfolio.Portfolio, "repartition") + @mock.patch.object(helper, "get_ticker") + @mock.patch.object(portfolio.TradeStore, "compute_trades") + def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): + def _get_ticker(c1, c2, market): + if c1 == "USDT" and c2 == "BTC": + return { "average": D("0.0001") } + if c1 == "XVG" and c2 == "BTC": + return { "average": D("0.000001") } + self.fail("Should be called with {}, {}".format(c1, c2)) + get_ticker.side_effect = _get_ticker - def tearDown(self): - self.patcher.stop() + market = mock.Mock() + market.fetch_all_balances.return_value = { + "USDT": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + "XVG": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + } + helper.prepare_trades_to_sell_all(market) + repartition.assert_not_called() + compute_trades.assert_called() + + call = compute_trades.call_args + self.assertEqual(market, call[1]["market"]) + self.assertEqual(1, call[0][0]["USDT"].value) + self.assertEqual(D("0.01"), call[0][0]["XVG"].value) + self.assertEqual(D("1.01"), call[0][1]["BTC"].value) + + @unittest.skip("TODO") + def test_follow_orders(self): + pass + + +class TradeStoreTest(WebMockTestCase): + @unittest.skip("TODO") + def test_compute_trades(self): + pass + + def test_prepare_orders(self): + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() + + portfolio.TradeStore.all.append(trade_mock1) + portfolio.TradeStore.all.append(trade_mock2) + + portfolio.TradeStore.prepare_orders() + trade_mock1.prepare_order.assert_called_with(compute_value="default") + trade_mock2.prepare_order.assert_called_with(compute_value="default") + + portfolio.TradeStore.prepare_orders(compute_value="bla") + trade_mock1.prepare_order.assert_called_with(compute_value="bla") + trade_mock2.prepare_order.assert_called_with(compute_value="bla") -class BalanceTest(unittest.TestCase): + trade_mock1.prepare_order.reset_mock() + trade_mock2.prepare_order.reset_mock() + + trade_mock1.action = "foo" + trade_mock2.action = "bar" + portfolio.TradeStore.prepare_orders(only="bar") + trade_mock1.prepare_order.assert_not_called() + trade_mock2.prepare_order.assert_called_with(compute_value="default") + + 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] + + portfolio.TradeStore.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.TradeStore, "all_orders") + def test_run_orders(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.run_orders() + all_orders.assert_called_with(state="pending") + + order_mock1.run.assert_called() + order_mock2.run.assert_called() + order_mock3.run.assert_called() + + def test_all_orders(self): + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() + + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + order_mock3 = mock.Mock() + + trade_mock1.orders = [order_mock1, order_mock2] + trade_mock2.orders = [order_mock3] + + order_mock1.status = "pending" + order_mock2.status = "open" + order_mock3.status = "open" + + portfolio.TradeStore.all.append(trade_mock1) + portfolio.TradeStore.all.append(trade_mock2) + + orders = portfolio.TradeStore.all_orders() + self.assertEqual(3, len(orders)) + + open_orders = portfolio.TradeStore.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") + + order_mock1.get_status.assert_called() + order_mock2.get_status.assert_called() + order_mock3.get_status.assert_called() + + +class BalanceStoreTest(WebMockTestCase): def setUp(self): - super(BalanceTest, self).setUp() + super(BalanceStoreTest, self).setUp() self.fetch_balance = { - "free": "foo", - "info": "bar", - "used": "baz", - "total": "bazz", + "ETC": { + "exchange_free": 0, + "exchange_used": 0, + "exchange_total": 0, + "margin_total": 0, + }, "USDT": { - "free": 6.0, - "used": 1.2, - "total": 7.2 + "exchange_free": D("6.0"), + "exchange_used": D("1.2"), + "exchange_total": D("7.2"), + "margin_total": 0, }, "XVG": { - "free": 16, - "used": 0.0, - "total": 16 + "exchange_free": 16, + "exchange_used": 0, + "exchange_total": 16, + "margin_total": 0, }, "XMR": { - "free": 0.0, - "used": 0.0, - "total": 0.0 + "exchange_free": 0, + "exchange_used": 0, + "exchange_total": 0, + "margin_total": D("-1.0"), + "margin_free": 0, }, } - self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}) - self.patcher.start() - def test_values(self): - balance = portfolio.Balance("BTC", 0.65, 0.35, 0.30) - self.assertEqual(0.65, balance.total.value) - self.assertEqual(0.35, balance.free.value) - self.assertEqual(0.30, balance.used.value) - self.assertEqual("BTC", balance.currency) - - balance = portfolio.Balance.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30}) - self.assertEqual(0.65, balance.total.value) - self.assertEqual(0.35, balance.free.value) - self.assertEqual(0.30, balance.used.value) - self.assertEqual("BTC", balance.currency) - - @mock.patch.object(portfolio.Trade, "get_ticker") + @mock.patch.object(helper, "get_ticker") def test_in_currency(self, get_ticker): - portfolio.Balance.known_balances = { - "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), - "ETH": portfolio.Balance("ETH", 3, 3, 0), + 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}), } market = mock.Mock() get_ticker.return_value = { @@ -298,224 +763,488 @@ class BalanceTest(unittest.TestCase): "average": D("0.1"), } - amounts = portfolio.Balance.in_currency("BTC", market) + amounts = portfolio.BalanceStore.in_currency("BTC", market) self.assertEqual("BTC", amounts["ETH"].currency) self.assertEqual(D("0.65"), amounts["BTC"].value) self.assertEqual(D("0.30"), amounts["ETH"].value) - amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid") + amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid") self.assertEqual(D("0.65"), amounts["BTC"].value) self.assertEqual(D("0.27"), amounts["ETH"].value) - amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="used") + amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used") self.assertEqual(D("0.30"), amounts["BTC"].value) self.assertEqual(0, amounts["ETH"].value) - def test_currencies(self): - portfolio.Balance.known_balances = { - "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), - "ETH": portfolio.Balance("ETH", 3, 3, 0), - } - self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies())) + def test_fetch_balances(self): + market = mock.Mock() + market.fetch_all_balances.return_value = self.fetch_balance - @mock.patch.object(portfolio.market, "fetch_balance") - def test_fetch_balances(self, fetch_balance): - fetch_balance.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())) - portfolio.Balance.fetch_balances(portfolio.market) - self.assertNotIn("XMR", portfolio.Balance.currencies()) - self.assertEqual(["USDT", "XVG"], list(portfolio.Balance.currencies())) + portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { + "exchange_total": "1", "exchange_free": "0", + "exchange_used": "1" }) + portfolio.BalanceStore.fetch_balances(market) + self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) + self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) - @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand") - @mock.patch.object(portfolio.market, "fetch_balance") - def test_dispatch_assets(self, fetch_balance, repartition): - fetch_balance.return_value = self.fetch_balance - portfolio.Balance.fetch_balances(portfolio.market) + @mock.patch.object(portfolio.Portfolio, "repartition") + def test_dispatch_assets(self, repartition): + market = mock.Mock() + market.fetch_all_balances.return_value = self.fetch_balance + portfolio.BalanceStore.fetch_balances(market) - self.assertNotIn("XEM", portfolio.Balance.currencies()) + self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) repartition.return_value = { - "XEM": 7500, - "BTC": 2600, + "XEM": (D("0.75"), "long"), + "BTC": (D("0.26"), "long"), } - amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1")) - self.assertIn("XEM", portfolio.Balance.currencies()) + amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "10.1")) + self.assertIn("XEM", portfolio.BalanceStore.currencies()) self.assertEqual(D("2.6"), amounts["BTC"].value) self.assertEqual(D("7.5"), amounts["XEM"].value) - @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand") - @mock.patch.object(portfolio.Trade, "get_ticker") - @mock.patch.object(portfolio.Trade, "compute_trades") - def test_prepare_trades(self, compute_trades, get_ticker, repartition): - repartition.return_value = { - "XEM": 7500, - "BTC": 2500, + def test_currencies(self): + 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}), } - def _get_ticker(c1, c2, market): - if c1 == "USDT" and c2 == "BTC": - return { "average": D("0.0001") } - if c1 == "XVG" and c2 == "BTC": - return { "average": D("0.000001") } - if c1 == "XEM" and c2 == "BTC": - return { "average": D("0.001") } - raise Exception("Should be called with {}, {}".format(c1, c2)) - get_ticker.side_effect = _get_ticker + self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies())) - market = mock.Mock() - market.fetch_balance.return_value = { - "USDT": { - "free": D("10000.0"), - "used": D("0.0"), - "total": D("10000.0") - }, - "XVG": { - "free": D("10000.0"), - "used": D("0.0"), - "total": D("10000.0") - }, - } - portfolio.Balance.prepare_trades(market) - compute_trades.assert_called() +class ComputationTest(WebMockTestCase): + def test_compute_value(self): + compute = mock.Mock() + portfolio.Computation.compute_value("foo", "buy", compute_value=compute) + compute.assert_called_with("foo", "ask") - 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) + compute.reset_mock() + portfolio.Computation.compute_value("foo", "sell", compute_value=compute) + compute.assert_called_with("foo", "bid") - def test__repr(self): - balance = portfolio.Balance("BTX", 3, 1, 2) - self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance)) + compute.reset_mock() + portfolio.Computation.compute_value("foo", "ask", compute_value=compute) + compute.assert_called_with("foo", "ask") - def tearDown(self): - self.patcher.stop() + compute.reset_mock() + portfolio.Computation.compute_value("foo", "bid", compute_value=compute) + compute.assert_called_with("foo", "bid") -class TradeTest(unittest.TestCase): - import time + compute.reset_mock() + portfolio.Computation.computations["test"] = compute + portfolio.Computation.compute_value("foo", "bid", compute_value="test") + compute.assert_called_with("foo", "bid") - def setUp(self): - super(TradeTest, self).setUp() - self.patcher = mock.patch.multiple(portfolio.Trade, - ticker_cache={}, - ticker_cache_timestamp=self.time.time(), - fees_cache={}, - trades={}) - self.patcher.start() +class TradeTest(WebMockTestCase): - def test_get_ticker(self): - market = mock.Mock() - market.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - portfolio.ccxt.ExchangeError("foo"), - { "bid": 10, "ask": 40 }, - portfolio.ccxt.ExchangeError("foo"), - portfolio.ccxt.ExchangeError("foo"), - ] + def test_values_assertion(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") + self.assertEqual("BTC", trade.base_currency) + self.assertEqual("ETH", trade.currency) + + with self.assertRaises(AssertionError): + portfolio.Trade(value_from, value_to, "ETC") + with self.assertRaises(AssertionError): + value_from.linked_to = None + portfolio.Trade(value_from, value_to, "ETH") + with self.assertRaises(AssertionError): + value_from.currency = "ETH" + portfolio.Trade(value_from, value_to, "ETH") + + value_from = portfolio.Amount("BTC", 0) + trade = portfolio.Trade(value_from, value_to, "ETH") + self.assertEqual(0, trade.value_from.linked_to) - ticker = portfolio.Trade.get_ticker("ETH", "ETC", market) - market.fetch_ticker.assert_called_with("ETH/ETC") - self.assertEqual(1, ticker["bid"]) - self.assertEqual(3, ticker["ask"]) - self.assertEqual(2, ticker["average"]) - self.assertFalse(ticker["inverted"]) + 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") - ticker = portfolio.Trade.get_ticker("ETH", "XVG", market) - self.assertEqual(0.0625, ticker["average"]) - self.assertTrue(ticker["inverted"]) - self.assertIn("original", ticker) - self.assertEqual(10, ticker["original"]["bid"]) + self.assertIsNone(trade.action) - ticker = portfolio.Trade.get_ticker("XVG", "XMR", market) - self.assertIsNone(ticker) + value_from = portfolio.Amount("BTC", "1.0") + value_from.linked_to = portfolio.Amount("BTC", "1.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "BTC") - market.fetch_ticker.assert_has_calls([ - mock.call("ETH/ETC"), - mock.call("ETH/XVG"), - mock.call("XVG/ETH"), - mock.call("XVG/XMR"), - mock.call("XMR/XVG"), - ]) + self.assertIsNone(trade.action) - market2 = mock.Mock() - market2.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - { "bid": 1.2, "ask": 3.5 }, - ] - ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2) - ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2) - ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2) - market2.fetch_ticker.assert_called_once_with("ETH/ETC") - self.assertEqual(1, ticker1["bid"]) - self.assertDictEqual(ticker1, ticker2) - self.assertDictEqual(ticker1, ticker3["original"]) + 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") - ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True) - ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2) - self.assertEqual(1.2, ticker4["bid"]) - self.assertDictEqual(ticker4, ticker5) + self.assertEqual("acquire", trade.action) - market3 = mock.Mock() - market3.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - { "bid": 1.2, "ask": 3.5 }, - ] - ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3) - portfolio.Trade.ticker_cache_timestamp -= 4 - ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3) - portfolio.Trade.ticker_cache_timestamp -= 2 - ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3) - self.assertDictEqual(ticker6, ticker7) - self.assertEqual(1.2, ticker8["bid"]) + 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") - @unittest.skip("TODO") - def test_values_assertion(self): - pass + self.assertEqual("dispose", trade.action) - @unittest.skip("TODO") - def test_fetch_fees(self): - pass + def test_order_action(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") - @unittest.skip("TODO") - def test_compute_trades(self): - pass + self.assertEqual("buy", trade.order_action(False)) + self.assertEqual("sell", trade.order_action(True)) - @unittest.skip("TODO") - def test_action(self): - pass + 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") - @unittest.skip("TODO") - def test_action(self): - pass + self.assertEqual("sell", trade.order_action(False)) + self.assertEqual("buy", trade.order_action(True)) - @unittest.skip("TODO") - def test_order_action(self): - pass + def test_trade_type(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH") - @unittest.skip("TODO") - def test_prepare_order(self): - pass + self.assertEqual("long", trade.trade_type) - @unittest.skip("TODO") - def test_all_orders(self): - pass + 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") + + self.assertEqual("short", trade.trade_type) + + def test_filled_amount(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH") + + order1 = mock.Mock() + order1.filled_amount = portfolio.Amount("ETH", "0.3") + + order2 = mock.Mock() + order2.filled_amount = portfolio.Amount("ETH", "0.01") + trade.orders.append(order1) + trade.orders.append(order2) + + self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount) @unittest.skip("TODO") - def test_follow_orders(self): + def test_prepare_order(self): pass @unittest.skip("TODO") - def test_compute_value(self): + def test_update_order(self): pass - @unittest.skip("TODO") + @mock.patch('sys.stdout', new_callable=StringIO) + def test_print_with_order(self, mock_stdout): + 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") + + order_mock1 = mock.Mock() + order_mock1.__repr__ = mock.Mock() + order_mock1.__repr__.return_value = "Mock 1" + order_mock2 = mock.Mock() + order_mock2.__repr__ = mock.Mock() + order_mock2.__repr__.return_value = "Mock 2" + trade.orders.append(order_mock1) + trade.orders.append(order_mock2) + + trade.print_with_order() + + out = mock_stdout.getvalue().split("\n") + self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0]) + self.assertEqual("\tMock 1", out[1]) + self.assertEqual("\tMock 2", out[2]) + def test__repr(self): - pass + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH") + + self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) + +class AcceptanceTest(WebMockTestCase): + @unittest.expectedFailure + def test_success_sell_only_necessary(self): + fetch_balance = { + "ETH": { + "exchange_free": D("1.0"), + "exchange_used": D("0.0"), + "exchange_total": D("1.0"), + "total": D("1.0"), + }, + "ETC": { + "exchange_free": D("4.0"), + "exchange_used": D("0.0"), + "exchange_total": D("4.0"), + "total": D("4.0"), + }, + "XVG": { + "exchange_free": D("1000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("1000.0"), + "total": D("1000.0"), + }, + } + repartition = { + "ETH": (D("0.25"), "long"), + "ETC": (D("0.25"), "long"), + "BTC": (D("0.4"), "long"), + "BTD": (D("0.01"), "short"), + "B2X": (D("0.04"), "long"), + "USDT": (D("0.05"), "long"), + } - def tearDown(self): - self.patcher.stop() + def fetch_ticker(symbol): + if symbol == "ETH/BTC": + return { + "symbol": "ETH/BTC", + "bid": D("0.14"), + "ask": D("0.16") + } + if symbol == "ETC/BTC": + return { + "symbol": "ETC/BTC", + "bid": D("0.002"), + "ask": D("0.003") + } + if symbol == "XVG/BTC": + return { + "symbol": "XVG/BTC", + "bid": D("0.00003"), + "ask": D("0.00005") + } + if symbol == "BTD/BTC": + return { + "symbol": "BTD/BTC", + "bid": D("0.0008"), + "ask": D("0.0012") + } + if symbol == "B2X/BTC": + return { + "symbol": "B2X/BTC", + "bid": D("0.0008"), + "ask": D("0.0012") + } + if symbol == "USDT/BTC": + raise helper.ExchangeError + if symbol == "BTC/USDT": + return { + "symbol": "BTC/USDT", + "bid": D("14000"), + "ask": D("16000") + } + self.fail("Shouldn't have been called with {}".format(symbol)) + + market = mock.Mock() + market.fetch_all_balances.return_value = fetch_balance + market.fetch_ticker.side_effect = fetch_ticker + with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): + # Action 1 + helper.prepare_trades(market) + + balances = portfolio.BalanceStore.all + self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) + self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) + self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) + + + trades = TradeStore.all + self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) + self.assertEqual("dispose", trades[0].action) + + self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) + self.assertEqual("acquire", trades[1].action) + + self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) + self.assertEqual("dispose", trades[2].action) + + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) + self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) + self.assertEqual("dispose", trades[3].action) + + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) + self.assertEqual("acquire", trades[4].action) + + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) + self.assertEqual("acquire", trades[5].action) + + # Action 2 + portfolio.Trade.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) + + all_orders = portfolio.Trade.all_orders() + self.assertEqual(2, len(all_orders)) + self.assertEqual(2, 3*all_orders[0].amount.value) + self.assertEqual(D("0.14014"), all_orders[0].rate) + self.assertEqual(1000, all_orders[1].amount.value) + self.assertEqual(D("0.00003003"), all_orders[1].rate) + + + def create_order(symbol, type, action, amount, price=None, account="exchange"): + self.assertEqual("limit", type) + if symbol == "ETH/BTC": + self.assertEqual("sell", action) + self.assertEqual(D('0.66666666'), amount) + self.assertEqual(D("0.14014"), price) + elif symbol == "XVG/BTC": + self.assertEqual("sell", action) + self.assertEqual(1000, amount) + self.assertEqual(D("0.00003003"), price) + else: + self.fail("I shouldn't have been called") + + return { + "id": symbol, + } + market.create_order.side_effect = create_order + market.order_precision.return_value = 8 + + # Action 3 + portfolio.TradeStore.run_orders() + + self.assertEqual("open", all_orders[0].status) + self.assertEqual("open", all_orders[1].status) + + market.fetch_order.return_value = { "status": "closed" } + with mock.patch.object(portfolio.time, "sleep") as sleep: + # Action 4 + helper.follow_orders(verbose=False) + + sleep.assert_called_with(30) + + for order in all_orders: + self.assertEqual("closed", order.status) + + fetch_balance = { + "ETH": { + "free": D("1.0") / 3, + "used": D("0.0"), + "total": D("1.0") / 3, + }, + "BTC": { + "free": D("0.134"), + "used": D("0.0"), + "total": D("0.134"), + }, + "ETC": { + "free": D("4.0"), + "used": D("0.0"), + "total": D("4.0"), + }, + "XVG": { + "free": D("0.0"), + "used": D("0.0"), + "total": D("0.0"), + }, + } + market.fetch_balance.return_value = fetch_balance + + with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): + # Action 5 + helper.update_trades(market, only="buy", compute_value="average") + + balances = portfolio.BalanceStore.all + self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) + self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) + self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) + self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) + + + trades = TradeStore.all + self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) + self.assertEqual("sell", trades["ETH"].action) + + self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to) + self.assertEqual("buy", trades["ETC"].action) + + self.assertNotIn("BTC", trades) + + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.00194")), trades["BTD"].value_to) + self.assertEqual("buy", trades["BTD"].action) + + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to) + self.assertEqual("buy", trades["B2X"].action) + + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to) + self.assertEqual("buy", trades["USDT"].action) + + self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) + self.assertEqual("sell", trades["XVG"].action) + + # Action 6 + portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"]) + + all_orders = portfolio.Trade.all_orders(state="pending") + self.assertEqual(4, len(all_orders)) + self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) + self.assertEqual(D("0.003"), all_orders[0].rate) + self.assertEqual("buy", all_orders[0].action) + self.assertEqual("long", all_orders[0].trade_type) + + self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) + self.assertEqual(D("0.0012"), all_orders[1].rate) + self.assertEqual("sell", all_orders[1].action) + self.assertEqual("short", all_orders[1].trade_type) + + diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount + self.assertAlmostEqual(0, diff.value) + self.assertEqual(D("0.0012"), all_orders[2].rate) + self.assertEqual("buy", all_orders[2].action) + self.assertEqual("long", all_orders[2].trade_type) + + self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) + self.assertEqual(D("16000"), all_orders[3].rate) + self.assertEqual("sell", all_orders[3].action) + self.assertEqual("long", all_orders[3].trade_type) + + # Action 6b + # TODO: + # Move balances to margin + + # Action 7 + # TODO + # portfolio.TradeStore.run_orders() + + with mock.patch.object(portfolio.time, "sleep") as sleep: + # Action 8 + helper.follow_orders(verbose=False) + + sleep.assert_called_with(30) if __name__ == '__main__': unittest.main()