X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=test.py;h=ac9a6cd55b3ccf81b14f926939b359e14586ca70;hb=83c698c925db9dcb2d347c2a625de88d85cfeb21;hp=a4ec8d2228c71d8c940ba256d42a80167dae7d0c;hpb=be54a20157119438c6450b345e4a70d71964ec2e;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/test.py b/test.py index a4ec8d2..ac9a6cd 100644 --- a/test.py +++ b/test.py @@ -7,7 +7,8 @@ from unittest import mock import requests import requests_mock from io import StringIO -import portfolio, helper, market +import threading +import portfolio, market, main, store limits = ["acceptance", "unit"] for test_type in limits: @@ -32,13 +33,17 @@ class WebMockTestCase(unittest.TestCase): self.m.debug = False self.patchers = [ - mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}), + mock.patch.multiple(market.Portfolio, + data=store.LockedVar(None), + liquidities=store.LockedVar({}), + last_date=store.LockedVar(None), + report=mock.Mock(), + worker=None, + worker_notify=None, + worker_started=False, + callback=None), mock.patch.multiple(portfolio.Computation, computations=portfolio.Computation.computations), - mock.patch.multiple(market.Market, - fees_cache={}, - ticker_cache={}, - ticker_cache_timestamp=self.time.time()), ] for patcher in self.patchers: patcher.start() @@ -50,173 +55,712 @@ class WebMockTestCase(unittest.TestCase): super(WebMockTestCase, self).tearDown() @unittest.skipUnless("unit" in limits, "Unit skipped") -class PortfolioTest(WebMockTestCase): - def fill_data(self): - if self.json_response is not None: - portfolio.Portfolio.data = self.json_response - +class poloniexETest(unittest.TestCase): def setUp(self): - super(PortfolioTest, self).setUp() - - with open("test_portfolio.json") as example: - self.json_response = example.read() - - self.wm.get(portfolio.Portfolio.URL, text=self.json_response) + super(poloniexETest, self).setUp() + self.wm = requests_mock.Mocker() + self.wm.start() - 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.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) - 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(self.m) - self.assertIsNone(portfolio.Portfolio.data) - self.assertEqual(2, self.wm.call_count) - 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(self.m) - self.assertEqual("Foo", portfolio.Portfolio.data) - self.assertEqual(3, self.wm.call_count) - self.m.report.log_error.assert_called_once_with("get_cryptoportfolio", - exception=mock.ANY) - self.m.report.log_http_request.assert_not_called() + self.s = market.ccxt.poloniexE() - def test_parse_cryptoportfolio(self): - portfolio.Portfolio.parse_cryptoportfolio(self.m) - - self.assertListEqual( - ["medium", "high"], - list(portfolio.Portfolio.liquidities.keys())) - - liquidities = portfolio.Portfolio.liquidities - self.assertEqual(10, len(liquidities["medium"].keys())) - self.assertEqual(10, len(liquidities["high"].keys())) - - expected = { - 'BTC': (D("0.2857"), "long"), - 'DGB': (D("0.1015"), "long"), - 'DOGE': (D("0.1805"), "long"), - 'SC': (D("0.0623"), "long"), - 'ZEC': (D("0.3701"), "long"), + def tearDown(self): + self.wm.stop() + super(poloniexETest, self).tearDown() + + def test_nanoseconds(self): + with mock.patch.object(market.ccxt.time, "time") as time: + time.return_value = 123456.7890123456 + self.assertEqual(123456789012345, self.s.nanoseconds()) + + def test_nonce(self): + with mock.patch.object(market.ccxt.time, "time") as time: + time.return_value = 123456.7890123456 + self.assertEqual(123456789012345, self.s.nonce()) + + def test_order_precision(self): + self.assertEqual(8, self.s.order_precision("FOO")) + + def test_transfer_balance(self): + with self.subTest(success=True),\ + mock.patch.object(self.s, "privatePostTransferBalance") as t: + t.return_value = { "success": 1 } + result = self.s.transfer_balance("FOO", 12, "exchange", "margin") + t.assert_called_once_with({ + "currency": "FOO", + "amount": 12, + "fromAccount": "exchange", + "toAccount": "margin", + "confirmed": 1 + }) + self.assertTrue(result) + + with self.subTest(success=False),\ + mock.patch.object(self.s, "privatePostTransferBalance") as t: + t.return_value = { "success": 0 } + self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin")) + + def test_close_margin_position(self): + with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c: + self.s.close_margin_position("FOO", "BAR") + c.assert_called_with({"currencyPair": "BAR_FOO"}) + + def test_tradable_balances(self): + with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r: + r.return_value = { + "FOO": { "exchange": "12.1234", "margin": "0.0123" }, + "BAR": { "exchange": "1", "margin": "0" }, + } + balances = self.s.tradable_balances() + self.assertEqual(["FOO", "BAR"], list(balances.keys())) + self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys())) + self.assertEqual(D("12.1234"), balances["FOO"]["exchange"]) + self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys())) + + def test_margin_summary(self): + with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r: + r.return_value = { + "currentMargin": "1.49680968", + "lendingFees": "0.0000001", + "pl": "0.00008254", + "totalBorrowedValue": "0.00673602", + "totalValue": "0.01000000", + "netValue": "0.01008254", + } + expected = { + 'current_margin': D('1.49680968'), + 'gains': D('0.00008254'), + 'lending_fees': D('0.0000001'), + 'total': D('0.01000000'), + 'total_borrowed': D('0.00673602') + } + self.assertEqual(expected, self.s.margin_summary()) + + def test_create_order(self): + with mock.patch.object(self.s, "create_exchange_order") as exchange,\ + mock.patch.object(self.s, "create_margin_order") as margin: + with self.subTest(account="unspecified"): + self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params") + exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + margin.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="exchange"): + self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params") + exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + margin.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="margin"): + self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params") + margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params") + exchange.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="unknown"), self.assertRaises(NotImplementedError): + self.s.create_order("symbol", "type", "side", "amount", account="unknown") + + def test_parse_ticker(self): + ticker = { + "high24hr": "12", + "low24hr": "10", + "highestBid": "10.5", + "lowestAsk": "11.5", + "last": "11", + "percentChange": "0.1", + "quoteVolume": "10", + "baseVolume": "20" } - date = portfolio.datetime(2018, 1, 8) - self.assertDictEqual(expected, liquidities["high"][date]) - - expected = { - 'BTC': (D("1.1102e-16"), "long"), - 'ETC': (D("0.1"), "long"), - 'FCT': (D("0.1"), "long"), - 'GAS': (D("0.1"), "long"), - 'NAV': (D("0.1"), "long"), - 'OMG': (D("0.1"), "long"), - 'OMNI': (D("0.1"), "long"), - 'PPC': (D("0.1"), "long"), - 'RIC': (D("0.1"), "long"), - 'VIA': (D("0.1"), "long"), - 'XCP': (D("0.1"), "long"), + market = { + "symbol": "BTC/ETC" } - self.assertDictEqual(expected, liquidities["medium"][date]) - self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date) - - self.m.report.log_http_request.assert_called_once_with("GET", - portfolio.Portfolio.URL, None, mock.ANY, mock.ANY) - self.m.report.log_http_request.reset_mock() - - # It doesn't refetch the data when available - 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(self.m, refetch=True) - self.assertEqual(2, self.wm.call_count) - self.m.report.log_http_request.assert_called_once() - - 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"), + with mock.patch.object(self.s, "milliseconds") as ms: + ms.return_value = 1520292715123 + result = self.s.parse_ticker(ticker, market) + + expected = { + "symbol": "BTC/ETC", + "timestamp": 1520292715123, + "datetime": "2018-03-05T23:31:55.123Z", + "high": D("12"), + "low": D("10"), + "bid": D("10.5"), + "ask": D("11.5"), + "vwap": None, + "open": None, + "close": None, + "first": None, + "last": D("11"), + "change": D("0.1"), + "percentage": None, + "average": None, + "baseVolume": D("10"), + "quoteVolume": D("20"), + "info": ticker + } + self.assertEqual(expected, result) + + def test_fetch_margin_balance(self): + with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position: + get_margin_position.return_value = { + "BTC_DASH": { + "amount": "-0.1", + "basePrice": "0.06818560", + "lendingFees": "0.00000001", + "liquidationPrice": "0.15107132", + "pl": "-0.00000371", + "total": "0.00681856", + "type": "short" + }, + "BTC_ETC": { + "amount": "-0.6", + "basePrice": "0.1", + "lendingFees": "0.00000001", + "liquidationPrice": "0.6", + "pl": "0.00000371", + "total": "0.06", + "type": "short" + }, + "BTC_ETH": { + "amount": "0", + "basePrice": "0", + "lendingFees": "0", + "liquidationPrice": "-1", + "pl": "0", + "total": "0", + "type": "none" + } + } + balances = self.s.fetch_margin_balance() + self.assertEqual(2, len(balances)) + expected = { + "DASH": { + "amount": D("-0.1"), + "borrowedPrice": D("0.06818560"), + "lendingFees": D("1E-8"), + "pl": D("-0.00000371"), + "liquidationPrice": D("0.15107132"), + "type": "short", + "total": D("0.00681856"), + "baseCurrency": "BTC" + }, + "ETC": { + "amount": D("-0.6"), + "borrowedPrice": D("0.1"), + "lendingFees": D("1E-8"), + "pl": D("0.00000371"), + "liquidationPrice": D("0.6"), + "type": "short", + "total": D("0.06"), + "baseCurrency": "BTC" + } } - expected_high = { - 'USDT': (D("0.1226"), "long"), - 'BTC': (D("0.1429"), "long"), - 'ETC': (D("0.1127"), "long"), - 'ETH': (D("0.1569"), "long"), - 'FCT': (D("0.3341"), "long"), - 'GAS': (D("0.1308"), "long"), + self.assertEqual(expected, balances) + + def test_sum(self): + self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1"))) + + def test_fetch_balance(self): + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\ + mock.patch.object(self.s, "common_currency_code") as ccc: + ccc.side_effect = ["ETH", "BTC", "DASH"] + balances.return_value = { + "ETH": { + "available": "10", + "onOrders": "1", + }, + "BTC": { + "available": "1", + "onOrders": "0", + }, + "DASH": { + "available": "0", + "onOrders": "3" + } + } + + expected = { + "info": { + "ETH": {"available": "10", "onOrders": "1"}, + "BTC": {"available": "1", "onOrders": "0"}, + "DASH": {"available": "0", "onOrders": "3"} + }, + "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}, + "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}, + "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}, + "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}, + "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}, + "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")} + } + result = self.s.fetch_balance() + load_markets.assert_called_once() + self.assertEqual(expected, result) + + def test_fetch_balance_per_type(self): + with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances: + balances.return_value = { + "exchange": { + "BLK": "159.83673869", + "BTC": "0.00005959", + "USDT": "0.00002625", + "XMR": "0.18719303" + }, + "margin": { + "BTC": "0.03019227" + } } + expected = { + "info": { + "exchange": { + "BLK": "159.83673869", + "BTC": "0.00005959", + "USDT": "0.00002625", + "XMR": "0.18719303" + }, + "margin": { + "BTC": "0.03019227" + } + }, + "exchange": { + "BLK": D("159.83673869"), + "BTC": D("0.00005959"), + "USDT": D("0.00002625"), + "XMR": D("0.18719303") + }, + "margin": {"BTC": D("0.03019227")}, + "BLK": {"exchange": D("159.83673869")}, + "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}, + "USDT": {"exchange": D("0.00002625")}, + "XMR": {"exchange": D("0.18719303")} + } + result = self.s.fetch_balance_per_type() + self.assertEqual(expected, result) + + def test_fetch_all_balances(self): + import json + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\ + mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\ + mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type: + + with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f: + balance.return_value = json.load(f) + with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f: + margin_balance.return_value = json.load(f) + with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f: + balance_per_type.return_value = json.load(f) + + result = self.s.fetch_all_balances() + expected_doge = { + "total": D("-12779.79821852"), + "exchange_used": D("0E-8"), + "exchange_total": D("0E-8"), + "exchange_free": D("0E-8"), + "margin_available": 0, + "margin_in_position": 0, + "margin_borrowed": D("12779.79821852"), + "margin_total": D("-12779.79821852"), + "margin_pending_gain": 0, + "margin_lending_fees": D("-9E-8"), + "margin_pending_base_gain": D("0.00024059"), + "margin_position_type": "short", + "margin_liquidation_price": D("0.00000246"), + "margin_borrowed_base_price": D("0.00599149"), + "margin_borrowed_base_currency": "BTC" + } + expected_btc = {"total": D("0.05432165"), + "exchange_used": D("0E-8"), + "exchange_total": D("0.00005959"), + "exchange_free": D("0.00005959"), + "margin_available": D("0.03019227"), + "margin_in_position": D("0.02406979"), + "margin_borrowed": 0, + "margin_total": D("0.05426206"), + "margin_pending_gain": D("0.00093955"), + "margin_lending_fees": 0, + "margin_pending_base_gain": 0, + "margin_position_type": None, + "margin_liquidation_price": 0, + "margin_borrowed_base_price": 0, + "margin_borrowed_base_currency": None + } + expected_xmr = {"total": D("0.18719303"), + "exchange_used": D("0E-8"), + "exchange_total": D("0.18719303"), + "exchange_free": D("0.18719303"), + "margin_available": 0, + "margin_in_position": 0, + "margin_borrowed": 0, + "margin_total": 0, + "margin_pending_gain": 0, + "margin_lending_fees": 0, + "margin_pending_base_gain": 0, + "margin_position_type": None, + "margin_liquidation_price": 0, + "margin_borrowed_base_price": 0, + "margin_borrowed_base_currency": None + } + self.assertEqual(expected_xmr, result["XMR"]) + self.assertEqual(expected_doge, result["DOGE"]) + self.assertEqual(expected_btc, result["BTC"]) + + def test_create_margin_order(self): + with self.assertRaises(market.ExchangeError): + self.s.create_margin_order("FOO", "market", "buy", "10") + + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\ + mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\ + mock.patch.object(self.s, "market") as market_mock,\ + mock.patch.object(self.s, "price_to_precision") as ptp,\ + mock.patch.object(self.s, "amount_to_precision") as atp: + + margin_buy.return_value = { + "orderNumber": 123 + } + margin_sell.return_value = { + "orderNumber": 456 + } + market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" } + ptp.return_value = D("0.1") + atp.return_value = D("12") + + order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1") + self.assertEqual(123, order["id"]) + margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) + margin_sell.assert_not_called() + margin_buy.reset_mock() + margin_sell.reset_mock() + + order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1") + self.assertEqual(456, order["id"]) + margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}) + margin_buy.assert_not_called() + + def test_create_exchange_order(self): + with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order: + self.s.create_order("symbol", "type", "side", "amount", price="price", params="params") + + create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class NoopLockTest(unittest.TestCase): + def test_with(self): + noop_lock = store.NoopLock() + with noop_lock: + self.assertTrue(True) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class LockedVar(unittest.TestCase): + + def test_values(self): + locked_var = store.LockedVar("Foo") + self.assertIsInstance(locked_var.lock, store.NoopLock) + self.assertEqual("Foo", locked_var.val) + + def test_get(self): + with self.subTest(desc="Normal case"): + locked_var = store.LockedVar("Foo") + self.assertEqual("Foo", locked_var.get()) + with self.subTest(desc="Dict"): + locked_var = store.LockedVar({"foo": "bar"}) + self.assertEqual({"foo": "bar"}, locked_var.get()) + self.assertEqual("bar", locked_var.get("foo")) + self.assertIsNone(locked_var.get("other")) + + def test_set(self): + locked_var = store.LockedVar("Foo") + locked_var.set("Bar") + self.assertEqual("Bar", locked_var.get()) + + def test__getattr(self): + dummy = type('Dummy', (object,), {})() + dummy.attribute = "Hey" + + locked_var = store.LockedVar(dummy) + self.assertEqual("Hey", locked_var.attribute) + with self.assertRaises(AttributeError): + locked_var.other + + def test_start_lock(self): + locked_var = store.LockedVar("Foo") + locked_var.start_lock() + self.assertEqual("lock", locked_var.lock.__class__.__name__) + + thread1 = threading.Thread(target=locked_var.set, args=["Bar1"]) + thread2 = threading.Thread(target=locked_var.set, args=["Bar2"]) + thread3 = threading.Thread(target=locked_var.set, args=["Bar3"]) + + with locked_var.lock: + thread1.start() + thread2.start() + thread3.start() + + self.assertEqual("Foo", locked_var.val) + thread1.join() + thread2.join() + thread3.join() + self.assertEqual("Bar", locked_var.get()[0:3]) + + def test_wait_for_notification(self): + with self.assertRaises(RuntimeError): + store.Portfolio.wait_for_notification() + + with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ + mock.patch.object(store.Portfolio, "report") as report,\ + mock.patch.object(store.time, "sleep") as sleep: + store.Portfolio.start_worker(poll=3) + + store.Portfolio.worker_notify.set() + + store.Portfolio.callback.wait() + + report.print_log.assert_called_once_with("Fetching cryptoportfolio") + get.assert_called_once_with(refetch=True) + sleep.assert_called_once_with(3) + self.assertFalse(store.Portfolio.worker_notify.is_set()) + self.assertTrue(store.Portfolio.worker.is_alive()) + + store.Portfolio.callback.clear() + store.Portfolio.worker_started = False + store.Portfolio.worker_notify.set() + store.Portfolio.callback.wait() + + self.assertFalse(store.Portfolio.worker.is_alive()) + + def test_notify_and_wait(self): + with mock.patch.object(store.Portfolio, "callback") as callback,\ + mock.patch.object(store.Portfolio, "worker_notify") as worker_notify: + store.Portfolio.notify_and_wait() + callback.clear.assert_called_once_with() + worker_notify.set.assert_called_once_with() + callback.wait.assert_called_once_with() + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class PortfolioTest(WebMockTestCase): + def setUp(self): + super(PortfolioTest, self).setUp() - 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")) + with open("test_samples/test_portfolio.json") as example: + self.json_response = example.read() - self.assertEqual(1, self.wm.call_count) + self.wm.get(market.Portfolio.URL, text=self.json_response) + + @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") + def test_get_cryptoportfolio(self, parse_cryptoportfolio): + with self.subTest(parallel=False): + self.wm.get(market.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + {"text": "System Error", "status_code": 500}, + {"exc": requests.exceptions.ConnectTimeout}, + ]) + market.Portfolio.get_cryptoportfolio() + self.assertIn("foo", market.Portfolio.data.get()) + self.assertEqual("bar", market.Portfolio.data.get()["foo"]) + self.assertTrue(self.wm.called) + self.assertEqual(1, self.wm.call_count) + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + parse_cryptoportfolio.assert_called_once_with() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + market.Portfolio.data = store.LockedVar(None) + + market.Portfolio.get_cryptoportfolio() + self.assertIsNone(market.Portfolio.data.get()) + self.assertEqual(2, self.wm.call_count) + parse_cryptoportfolio.assert_not_called() + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + + market.Portfolio.data = store.LockedVar("Foo") + market.Portfolio.get_cryptoportfolio() + self.assertEqual(2, self.wm.call_count) + parse_cryptoportfolio.assert_not_called() + + market.Portfolio.get_cryptoportfolio(refetch=True) + self.assertEqual("Foo", market.Portfolio.data.get()) + self.assertEqual(3, self.wm.call_count) + market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", + exception=mock.ANY) + market.Portfolio.report.log_http_request.assert_not_called() + with self.subTest(parallel=True): + with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\ + mock.patch.object(market.Portfolio, "notify_and_wait") as notify: + with self.subTest(worker=True): + market.Portfolio.data = store.LockedVar(None) + market.Portfolio.worker = mock.Mock() + is_worker.return_value = True + self.wm.get(market.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + ]) + market.Portfolio.get_cryptoportfolio() + self.assertIn("foo", market.Portfolio.data.get()) + parse_cryptoportfolio.reset_mock() + with self.subTest(worker=False): + market.Portfolio.data = store.LockedVar(None) + market.Portfolio.worker = mock.Mock() + is_worker.return_value = False + market.Portfolio.get_cryptoportfolio() + notify.assert_called_once_with() + parse_cryptoportfolio.assert_not_called() - portfolio.Portfolio.repartition(self.m) - self.assertEqual(1, self.wm.call_count) + def test_parse_cryptoportfolio(self): + with self.subTest(description="Normal case"): + market.Portfolio.data = store.LockedVar(store.json.loads( + self.json_response, parse_int=D, parse_float=D)) + market.Portfolio.parse_cryptoportfolio() + + self.assertListEqual( + ["medium", "high"], + list(market.Portfolio.liquidities.get().keys())) + + liquidities = market.Portfolio.liquidities.get() + self.assertEqual(10, len(liquidities["medium"].keys())) + self.assertEqual(10, len(liquidities["high"].keys())) + + expected = { + 'BTC': (D("0.2857"), "long"), + 'DGB': (D("0.1015"), "long"), + 'DOGE': (D("0.1805"), "long"), + 'SC': (D("0.0623"), "long"), + 'ZEC': (D("0.3701"), "long"), + } + date = portfolio.datetime(2018, 1, 8) + self.assertDictEqual(expected, liquidities["high"][date]) + + expected = { + 'BTC': (D("1.1102e-16"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'GAS': (D("0.1"), "long"), + 'NAV': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'OMNI': (D("0.1"), "long"), + 'PPC': (D("0.1"), "long"), + 'RIC': (D("0.1"), "long"), + 'VIA': (D("0.1"), "long"), + 'XCP': (D("0.1"), "long"), + } + self.assertDictEqual(expected, liquidities["medium"][date]) + self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get()) + + with self.subTest(description="Missing weight"): + data = store.json.loads(self.json_response, parse_int=D, parse_float=D) + del(data["portfolio_2"]["weights"]) + market.Portfolio.data = store.LockedVar(data) + + market.Portfolio.parse_cryptoportfolio() + self.assertListEqual( + ["medium", "high"], + list(market.Portfolio.liquidities.get().keys())) + self.assertEqual({}, market.Portfolio.liquidities.get("medium")) + + with self.subTest(description="All missing weights"): + data = store.json.loads(self.json_response, parse_int=D, parse_float=D) + del(data["portfolio_1"]["weights"]) + del(data["portfolio_2"]["weights"]) + market.Portfolio.data = store.LockedVar(data) + + market.Portfolio.parse_cryptoportfolio() + self.assertEqual({}, market.Portfolio.liquidities.get("medium")) + self.assertEqual({}, market.Portfolio.liquidities.get("high")) + self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get()) + + + @mock.patch.object(market.Portfolio, "get_cryptoportfolio") + def test_repartition(self, get_cryptoportfolio): + market.Portfolio.liquidities = store.LockedVar({ + "medium": { + "2018-03-01": "medium_2018-03-01", + "2018-03-08": "medium_2018-03-08", + }, + "high": { + "2018-03-01": "high_2018-03-01", + "2018-03-08": "high_2018-03-08", + } + }) + market.Portfolio.last_date = store.LockedVar("2018-03-08") - portfolio.Portfolio.repartition(self.m, refetch=True) - self.assertEqual(2, self.wm.call_count) - self.m.report.log_http_request.assert_called() - self.assertEqual(2, self.m.report.log_http_request.call_count) + self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) + get_cryptoportfolio.assert_called_once_with() + self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) + self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) - @mock.patch.object(portfolio.time, "sleep") - @mock.patch.object(portfolio.Portfolio, "repartition") - def test_wait_for_recent(self, repartition, sleep): + @mock.patch.object(market.time, "sleep") + @mock.patch.object(market.Portfolio, "get_cryptoportfolio") + def test_wait_for_recent(self, get_cryptoportfolio, sleep): self.call_count = 0 - def _repartition(market, refetch): - self.assertEqual(self.m, market) - self.assertTrue(refetch) + def _get(refetch=False): + if self.call_count != 0: + self.assertTrue(refetch) + else: + self.assertFalse(refetch) self.call_count += 1 - portfolio.Portfolio.last_date = portfolio.datetime.now()\ - - portfolio.timedelta(10)\ - + portfolio.timedelta(self.call_count) - repartition.side_effect = _repartition + market.Portfolio.last_date = store.LockedVar(store.datetime.now()\ + - store.timedelta(10)\ + + store.timedelta(self.call_count)) + get_cryptoportfolio.side_effect = _get - portfolio.Portfolio.wait_for_recent(self.m) + market.Portfolio.wait_for_recent() 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") + self.assertEqual(7, get_cryptoportfolio.call_count) + market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") sleep.reset_mock() - repartition.reset_mock() - portfolio.Portfolio.last_date = None + get_cryptoportfolio.reset_mock() + market.Portfolio.last_date = store.LockedVar(None) self.call_count = 0 - portfolio.Portfolio.wait_for_recent(self.m, delta=15) + market.Portfolio.wait_for_recent(delta=15) sleep.assert_not_called() - self.assertEqual(1, repartition.call_count) + self.assertEqual(1, get_cryptoportfolio.call_count) sleep.reset_mock() - repartition.reset_mock() - portfolio.Portfolio.last_date = None + get_cryptoportfolio.reset_mock() + market.Portfolio.last_date = store.LockedVar(None) self.call_count = 0 - portfolio.Portfolio.wait_for_recent(self.m, delta=1) + market.Portfolio.wait_for_recent(delta=1) sleep.assert_called_with(30) self.assertEqual(9, sleep.call_count) - self.assertEqual(10, repartition.call_count) + self.assertEqual(10, get_cryptoportfolio.call_count) + + def test_is_worker_thread(self): + with self.subTest(worker=None): + self.assertFalse(store.Portfolio.is_worker_thread()) + + with self.subTest(worker="not self"),\ + mock.patch("threading.current_thread") as current_thread: + current = mock.Mock() + current_thread.return_value = current + store.Portfolio.worker = mock.Mock() + self.assertFalse(store.Portfolio.is_worker_thread()) + + with self.subTest(worker="self"),\ + mock.patch("threading.current_thread") as current_thread: + current = mock.Mock() + current_thread.return_value = current + store.Portfolio.worker = current + self.assertTrue(store.Portfolio.is_worker_thread()) + + def test_start_worker(self): + with mock.patch.object(store.Portfolio, "wait_for_notification") as notification: + store.Portfolio.start_worker() + notification.assert_called_once_with(poll=30) + + self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) + self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) + store.Portfolio.report.start_lock.assert_called_once_with() + + self.assertIsNotNone(store.Portfolio.worker) + self.assertIsNotNone(store.Portfolio.worker_notify) + self.assertIsNotNone(store.Portfolio.callback) + self.assertTrue(store.Portfolio.worker_started) @unittest.skipUnless("unit" in limits, "Unit skipped") class AmountTest(WebMockTestCase): @@ -472,8 +1016,9 @@ class BalanceTest(WebMockTestCase): "exchange_free": "0.35", "exchange_used": "0.30", "margin_total": "-10", - "margin_borrowed": "-10", - "margin_free": "0", + "margin_borrowed": "10", + "margin_available": "0", + "margin_in_position": "0", "margin_position_type": "short", "margin_borrowed_base_currency": "USDT", "margin_liquidation_price": "1.20", @@ -489,11 +1034,11 @@ class BalanceTest(WebMockTestCase): self.assertEqual("BTC", balance.exchange_total.currency) self.assertEqual(portfolio.D("-10"), balance.margin_total.value) - self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value) - self.assertEqual(portfolio.D("0"), balance.margin_free.value) + self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) + self.assertEqual(portfolio.D("0"), balance.margin_available.value) self.assertEqual("BTC", balance.margin_total.currency) self.assertEqual("BTC", balance.margin_borrowed.currency) - self.assertEqual("BTC", balance.margin_free.currency) + self.assertEqual("BTC", balance.margin_available.currency) self.assertEqual("BTC", balance.currency) @@ -511,10 +1056,10 @@ class BalanceTest(WebMockTestCase): self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": 3, - "margin_borrowed": 1, "margin_free": 2 }) - self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) + "margin_in_position": 1, "margin_available": 2 }) + self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) - balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 2 }) + balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": -3, @@ -524,8 +1069,8 @@ class BalanceTest(WebMockTestCase): self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": 1, - "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2}) - self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) + "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) + self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) def test_as_json(self): balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) @@ -536,7 +1081,7 @@ class BalanceTest(WebMockTestCase): self.assertEqual(D(2), as_json["exchange_free"]) self.assertEqual(D(0), as_json["exchange_used"]) self.assertEqual(D(0), as_json["margin_total"]) - self.assertEqual(D(0), as_json["margin_free"]) + self.assertEqual(D(0), as_json["margin_available"]) self.assertEqual(D(0), as_json["margin_borrowed"]) @unittest.skipUnless("unit" in limits, "Unit skipped") @@ -571,7 +1116,7 @@ class MarketTest(WebMockTestCase): ccxt.poloniexE.return_value = self.ccxt self.ccxt.session.request.return_value = "response" - m = market.Market.from_config("config") + m = market.Market.from_config({"key": "key", "secred": "secret"}) self.assertEqual(self.ccxt, m.ccxt) @@ -580,80 +1125,74 @@ class MarketTest(WebMockTestCase): m.report.log_http_request.assert_called_with('GET', 'URL', 'data', 'headers', 'response') - m = market.Market.from_config("config", debug=True) + m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True) self.assertEqual(True, m.debug) - def test_get_ticker(self): - m = market.Market(self.ccxt) - self.ccxt.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - market.ExchangeError("foo"), - { "bid": 10, "ask": 40 }, - market.ExchangeError("foo"), - market.ExchangeError("foo"), + def test_get_tickers(self): + self.ccxt.fetch_tickers.side_effect = [ + "tickers", + market.NotSupported ] - ticker = m.get_ticker("ETH", "ETC") - self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") - self.assertEqual(1, ticker["bid"]) - self.assertEqual(3, ticker["ask"]) - self.assertEqual(2, ticker["average"]) - self.assertFalse(ticker["inverted"]) - - ticker = m.get_ticker("ETH", "XVG") - self.assertEqual(0.0625, ticker["average"]) - self.assertTrue(ticker["inverted"]) - self.assertIn("original", ticker) - self.assertEqual(10, ticker["original"]["bid"]) - - ticker = m.get_ticker("XVG", "XMR") - self.assertIsNone(ticker) - - self.ccxt.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"), - ]) + m = market.Market(self.ccxt) + self.assertEqual("tickers", m.get_tickers()) + self.assertEqual("tickers", m.get_tickers()) + self.ccxt.fetch_tickers.assert_called_once() - 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 = 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 = m2.get_ticker("ETH", "ETC", refresh=True) - ticker5 = m2.get_ticker("ETH", "ETC") - self.assertEqual(1.2, ticker4["bid"]) - self.assertDictEqual(ticker4, ticker5) - - 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 = 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"]) + self.assertIsNone(m.get_tickers(refresh=self.time.time())) + + def test_get_ticker(self): + with self.subTest(get_tickers=True): + self.ccxt.fetch_tickers.return_value = { + "ETH/ETC": { "bid": 1, "ask": 3 }, + "XVG/ETH": { "bid": 10, "ask": 40 }, + } + m = market.Market(self.ccxt) + + ticker = m.get_ticker("ETH", "ETC") + self.assertEqual(1, ticker["bid"]) + self.assertEqual(3, ticker["ask"]) + self.assertEqual(2, ticker["average"]) + self.assertFalse(ticker["inverted"]) + + ticker = m.get_ticker("ETH", "XVG") + self.assertEqual(0.0625, ticker["average"]) + self.assertTrue(ticker["inverted"]) + self.assertIn("original", ticker) + self.assertEqual(10, ticker["original"]["bid"]) + self.assertEqual(25, ticker["original"]["average"]) + + ticker = m.get_ticker("XVG", "XMR") + self.assertIsNone(ticker) + + with self.subTest(get_tickers=False): + self.ccxt.fetch_tickers.return_value = None + self.ccxt.fetch_ticker.side_effect = [ + { "bid": 1, "ask": 3 }, + market.ExchangeError("foo"), + { "bid": 10, "ask": 40 }, + market.ExchangeError("foo"), + market.ExchangeError("foo"), + ] + + m = market.Market(self.ccxt) + + ticker = m.get_ticker("ETH", "ETC") + self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") + self.assertEqual(1, ticker["bid"]) + self.assertEqual(3, ticker["ask"]) + self.assertEqual(2, ticker["average"]) + self.assertFalse(ticker["inverted"]) + + ticker = m.get_ticker("ETH", "XVG") + self.assertEqual(0.0625, ticker["average"]) + self.assertTrue(ticker["inverted"]) + self.assertIn("original", ticker) + self.assertEqual(10, ticker["original"]["bid"]) + self.assertEqual(25, ticker["original"]["average"]) + + ticker = m.get_ticker("XVG", "XMR") + self.assertIsNone(ticker) def test_fetch_fees(self): m = market.Market(self.ccxt) @@ -664,7 +1203,7 @@ class MarketTest(WebMockTestCase): self.assertEqual("Foo", m.fetch_fees()) self.ccxt.fetch_fees.assert_not_called() - @mock.patch.object(portfolio.Portfolio, "repartition") + @mock.patch.object(market.Portfolio, "repartition") @mock.patch.object(market.Market, "get_ticker") @mock.patch.object(market.TradeStore, "compute_trades") def test_prepare_trades(self, compute_trades, get_ticker, repartition): @@ -709,101 +1248,13 @@ class MarketTest(WebMockTestCase): self.assertEqual(D("0.01"), call[0][0]["XVG"].value) self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) - m.report.log_stage.assert_called_once_with("prepare_trades") - m.report.log_balances.assert_called_once_with(tag="tag") - - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(market.Market, "get_ticker") - @mock.patch.object(market.TradeStore, "compute_trades") - def test_update_trades(self, compute_trades, get_ticker, repartition): - repartition.return_value = { - "XEM": (D("0.75"), "long"), - "BTC": (D("0.25"), "long"), - } - def _get_ticker(c1, c2): - if c1 == "USDT" and c2 == "BTC": - return { "average": D("0.0001") } - if c1 == "XVG" and c2 == "BTC": - return { "average": D("0.000001") } - if c1 == "XEM" and c2 == "BTC": - return { "average": D("0.001") } - self.fail("Should be called with {}, {}".format(c1, c2)) - get_ticker.side_effect = _get_ticker - - with mock.patch("market.ReportStore"): - m = market.Market(self.ccxt) - self.ccxt.fetch_all_balances.return_value = { - "USDT": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - "XVG": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - } - - m.balances.fetch_balances(tag="tag") - - m.update_trades() - compute_trades.assert_called() - - call = compute_trades.call_args - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) - self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) - m.report.log_stage.assert_called_once_with("update_trades") + m.report.log_stage.assert_called_once_with("prepare_trades", + base_currency='BTC', compute_value='average', + liquidity='medium', only=None, repartition=None) m.report.log_balances.assert_called_once_with(tag="tag") - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(market.Market, "get_ticker") - @mock.patch.object(market.TradeStore, "compute_trades") - def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): - def _get_ticker(c1, c2): - if c1 == "USDT" and c2 == "BTC": - return { "average": D("0.0001") } - if c1 == "XVG" and c2 == "BTC": - return { "average": D("0.000001") } - self.fail("Should be called with {}, {}".format(c1, c2)) - get_ticker.side_effect = _get_ticker - - with mock.patch("market.ReportStore"): - m = market.Market(self.ccxt) - self.ccxt.fetch_all_balances.return_value = { - "USDT": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - "XVG": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - } - - m.balances.fetch_balances(tag="tag") - - m.prepare_trades_to_sell_all() - - repartition.assert_not_called() - compute_trades.assert_called() - - call = compute_trades.call_args - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - self.assertEqual(D("1.01"), call[0][1]["BTC"].value) - m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all") - m.report.log_balances.assert_called_once_with(tag="tag") - @mock.patch.object(portfolio.time, "sleep") + @mock.patch.object(market.time, "sleep") @mock.patch.object(market.TradeStore, "all_orders") def test_follow_orders(self, all_orders, time_mock): for debug, sleep in [ @@ -906,9 +1357,9 @@ class MarketTest(WebMockTestCase): trade3 = portfolio.Trade(value_from, value_to, "XVG", m) 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" }) + balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) + balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} m.move_balances() @@ -921,9 +1372,174 @@ class MarketTest(WebMockTestCase): self.assertEqual(3, m.report.log_debug_action.call_count) else: 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") - + self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") + self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") + + def test_store_report(self): + + file_open = mock.mock_open() + m = market.Market(self.ccxt, user_id=1) + with self.subTest(file=None),\ + mock.patch.object(m, "report") as report,\ + mock.patch("market.open", file_open): + m.store_report() + report.merge.assert_called_with(store.Portfolio.report) + file_open.assert_not_called() + + report.reset_mock() + file_open = mock.mock_open() + m = market.Market(self.ccxt, report_path="present", user_id=1) + with self.subTest(file="present"),\ + mock.patch("market.open", file_open),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(market, "datetime") as time_mock: + + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + report.to_json.return_value = "json_content" + + m.store_report() + + file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") + file_open().write.assert_called_once_with("json_content") + m.report.to_json.assert_called_once_with() + report.merge.assert_called_with(store.Portfolio.report) + + report.reset_mock() + + m = market.Market(self.ccxt, report_path="error", user_id=1) + with self.subTest(file="error"),\ + mock.patch("market.open") as file_open,\ + mock.patch.object(m, "report") as report,\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + file_open.side_effect = FileNotFoundError + + m.store_report() + + report.merge.assert_called_with(store.Portfolio.report) + self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") + + def test_print_orders(self): + m = market.Market(self.ccxt) + with mock.patch.object(m.report, "log_stage") as log_stage,\ + mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ + mock.patch.object(m, "prepare_trades") as prepare_trades,\ + mock.patch.object(m.trades, "prepare_orders") as prepare_orders: + m.print_orders() + + log_stage.assert_called_with("print_orders") + fetch_balances.assert_called_with(tag="print_orders") + prepare_trades.assert_called_with(base_currency="BTC", + compute_value="average") + prepare_orders.assert_called_with(compute_value="average") + + def test_print_balances(self): + m = market.Market(self.ccxt) + + with mock.patch.object(m.balances, "in_currency") as in_currency,\ + mock.patch.object(m.report, "log_stage") as log_stage,\ + mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ + mock.patch.object(m.report, "print_log") as print_log: + + in_currency.return_value = { + "BTC": portfolio.Amount("BTC", "0.65"), + "ETH": portfolio.Amount("BTC", "0.3"), + } + + m.print_balances() + + log_stage.assert_called_once_with("print_balances") + fetch_balances.assert_called_with() + print_log.assert_has_calls([ + mock.call("total:"), + mock.call(portfolio.Amount("BTC", "0.95")), + ]) + + @mock.patch("market.Processor.process") + @mock.patch("market.ReportStore.log_error") + @mock.patch("market.Market.store_report") + def test_process(self, store_report, log_error, process): + m = market.Market(self.ccxt) + with self.subTest(before=False, after=False): + m.process(None) + + process.assert_not_called() + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=True, after=False): + m.process(None, before=True) + + process.assert_called_once_with("sell_all", steps="before") + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=False, after=True): + m.process(None, after=True) + + process.assert_called_once_with("sell_all", steps="after") + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=True, after=True): + m.process(None, before=True, after=True) + + process.assert_has_calls([ + mock.call("sell_all", steps="before"), + mock.call("sell_all", steps="after"), + ]) + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="print_balances"),\ + mock.patch.object(m, "print_balances") as print_balances: + m.process(["print_balances"]) + + process.assert_not_called() + log_error.assert_not_called() + store_report.assert_called_once() + print_balances.assert_called_once_with() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="print_orders"),\ + mock.patch.object(m, "print_orders") as print_orders,\ + mock.patch.object(m, "print_balances") as print_balances: + m.process(["print_orders", "print_balances"]) + + process.assert_not_called() + log_error.assert_not_called() + store_report.assert_called_once() + print_orders.assert_called_once_with() + print_balances.assert_called_once_with() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="unknown"): + m.process(["unknown"]) + log_error.assert_called_once_with("market_process", message="Unknown action unknown") + store_report.assert_called_once() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(unhandled_exception=True): + process.side_effect = Exception("bouh") + + m.process(None, before=True) + log_error.assert_called_with("market_process", exception=mock.ANY) + store_report.assert_called_once() + @unittest.skipUnless("unit" in limits, "Unit skipped") class TradeStoreTest(WebMockTestCase): def test_compute_trades(self): @@ -1001,16 +1617,24 @@ class TradeStoreTest(WebMockTestCase): trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() + trade_mock3 = mock.Mock() trade_mock1.prepare_order.return_value = 1 trade_mock2.prepare_order.return_value = 2 + trade_mock3.prepare_order.return_value = 3 + + trade_mock1.pending = True + trade_mock2.pending = True + trade_mock3.pending = False trade_store.all.append(trade_mock1) trade_store.all.append(trade_mock2) + trade_store.all.append(trade_mock3) trade_store.prepare_orders() trade_mock1.prepare_order.assert_called_with(compute_value="default") trade_mock2.prepare_order.assert_called_with(compute_value="default") + trade_mock3.prepare_order.assert_not_called() self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") self.m.report.log_orders.reset_mock() @@ -1108,6 +1732,38 @@ class TradeStoreTest(WebMockTestCase): order_mock2.get_status.assert_called() order_mock3.get_status.assert_called() + def test_close_trades(self): + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() + trade_mock3 = mock.Mock() + + trade_store = market.TradeStore(self.m) + + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) + trade_store.all.append(trade_mock3) + + trade_store.close_trades() + + trade_mock1.close.assert_called_once_with() + trade_mock2.close.assert_called_once_with() + trade_mock3.close.assert_called_once_with() + + def test_pending(self): + trade_mock1 = mock.Mock() + trade_mock1.pending = True + trade_mock2 = mock.Mock() + trade_mock2.pending = True + trade_mock3 = mock.Mock() + trade_mock3.pending = False + + trade_store = market.TradeStore(self.m) + + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) + trade_store.all.append(trade_mock3) + + self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) @unittest.skipUnless("unit" in limits, "Unit skipped") class BalanceStoreTest(WebMockTestCase): @@ -1202,7 +1858,7 @@ class BalanceStoreTest(WebMockTestCase): 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(market.Portfolio, "repartition") def test_dispatch_assets(self, repartition): self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance @@ -1219,7 +1875,7 @@ class BalanceStoreTest(WebMockTestCase): repartition.return_value = repartition_hash amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) - repartition.assert_called_with(self.m, liquidity="medium") + repartition.assert_called_with(liquidity="medium") self.assertIn("XEM", balance_store.currencies()) self.assertEqual(D("2.6"), amounts["BTC"].value) self.assertEqual(D("7.5"), amounts["XEM"].value) @@ -1301,13 +1957,16 @@ class TradeTest(WebMockTestCase): self.assertEqual(self.m, trade.market) with self.assertRaises(AssertionError): - portfolio.Trade(value_from, value_to, "ETC", self.m) + portfolio.Trade(value_from, -value_to, "ETH", self.m) with self.assertRaises(AssertionError): - value_from.linked_to = None - portfolio.Trade(value_from, value_to, "ETH", self.m) + portfolio.Trade(value_from, value_to, "ETC", self.m) with self.assertRaises(AssertionError): value_from.currency = "ETH" portfolio.Trade(value_from, value_to, "ETH", self.m) + value_from.currency = "BTC" + with self.assertRaises(AssertionError): + value_from2 = portfolio.Amount("BTC", "1.0") + portfolio.Trade(value_from2, value_to, "ETH", self.m) value_from = portfolio.Amount("BTC", 0) trade = portfolio.Trade(value_from, value_to, "ETH", self.m) @@ -1348,16 +2007,20 @@ class TradeTest(WebMockTestCase): value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) - self.assertEqual("buy", trade.order_action(False)) - self.assertEqual("sell", trade.order_action(True)) + trade.inverted = False + self.assertEqual("buy", trade.order_action()) + trade.inverted = True + self.assertEqual("sell", trade.order_action()) value_from = portfolio.Amount("BTC", "0") value_from.linked_to = portfolio.Amount("ETH", "0") value_to = portfolio.Amount("BTC", "-1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) - self.assertEqual("sell", trade.order_action(False)) - self.assertEqual("buy", trade.order_action(True)) + trade.inverted = False + self.assertEqual("sell", trade.order_action()) + trade.inverted = True + self.assertEqual("buy", trade.order_action()) def test_trade_type(self): value_from = portfolio.Amount("BTC", "0.5") @@ -1374,6 +2037,61 @@ class TradeTest(WebMockTestCase): self.assertEqual("short", trade.trade_type) + def test_is_fullfiled(self): + with self.subTest(inverted=False): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + order1 = mock.Mock() + order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") + + order2 = mock.Mock() + order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") + trade.orders.append(order1) + trade.orders.append(order2) + + self.assertFalse(trade.is_fullfiled) + + order3 = mock.Mock() + order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") + trade.orders.append(order3) + + self.assertTrue(trade.is_fullfiled) + + order1.filled_amount.assert_called_with(in_base_currency=True) + order2.filled_amount.assert_called_with(in_base_currency=True) + order3.filled_amount.assert_called_with(in_base_currency=True) + + with self.subTest(inverted=True): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("USDT", "1000.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "USDT", self.m) + trade.inverted = True + + order1 = mock.Mock() + order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") + + order2 = mock.Mock() + order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") + trade.orders.append(order1) + trade.orders.append(order2) + + self.assertFalse(trade.is_fullfiled) + + order3 = mock.Mock() + order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") + trade.orders.append(order3) + + self.assertTrue(trade.is_fullfiled) + + order1.filled_amount.assert_called_with(in_base_currency=False) + order2.filled_amount.assert_called_with(in_base_currency=False) + order3.filled_amount.assert_called_with(in_base_currency=False) + + def test_filled_amount(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") @@ -1458,19 +2176,38 @@ class TradeTest(WebMockTestCase): D("0.125"), "BTC", "long", self.m, trade, close_if_possible=False) - with self.subTest(action="acquire", inverted=False): - filled_amount.return_value = portfolio.Amount("BTC", "3") + with self.subTest(action="dispose", inverted=False, close_if_possible=True): + filled_amount.return_value = portfolio.Amount("FOO", "60") compute_value.return_value = D("0.125") - value_from = portfolio.Amount("BTC", "1") + value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.1") - value_from.linked_to = portfolio.Amount("FOO", "10") - value_to = portfolio.Amount("BTC", "10") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "1") trade = portfolio.Trade(value_from, value_to, "FOO", self.m) - trade.prepare_order() + trade.prepare_order(close_if_possible=True) - filled_amount.assert_called_with(in_base_currency=True) + filled_amount.assert_called_with(in_base_currency=False) + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") + self.assertEqual(1, len(trade.orders)) + Order.assert_called_with("sell", portfolio.Amount("FOO", 30), + D("0.125"), "BTC", "long", self.m, + trade, close_if_possible=True) + + with self.subTest(action="acquire", inverted=False): + filled_amount.return_value = portfolio.Amount("BTC", "3") + compute_value.return_value = D("0.125") + + value_from = portfolio.Amount("BTC", "1") + 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", self.m) + + trade.prepare_order() + + filled_amount.assert_called_with(in_base_currency=True) compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") self.assertEqual(1, len(trade.orders)) @@ -1569,7 +2306,7 @@ class TradeTest(WebMockTestCase): 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', + compute_value=mock.ANY, new_order=new_order_mock), mock.call(order_mock, 2, new_order=new_order_mock), ] @@ -1588,7 +2325,7 @@ class TradeTest(WebMockTestCase): 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', + compute_value=mock.ANY, new_order=new_order_mock), mock.call(order_mock, 5, new_order=new_order_mock), ] @@ -1678,15 +2415,63 @@ class TradeTest(WebMockTestCase): trade.orders.append(order_mock1) trade.orders.append(order_mock2) - trade.print_with_order() + with mock.patch.object(trade, "filled_amount") as filled: + filled.return_value = portfolio.Amount("BTC", "0.1") + + trade.print_with_order() + + self.m.report.print_log.assert_called() + calls = self.m.report.print_log.mock_calls + self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) + self.assertEqual("\tMock 1", str(calls[1][1][0])) + self.assertEqual("\tMock 2", str(calls[2][1][0])) + self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) + self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) + + self.m.report.print_log.reset_mock() + + filled.return_value = portfolio.Amount("BTC", "0.5") + trade.print_with_order() + calls = self.m.report.print_log.mock_calls + self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0])) + + self.m.report.print_log.reset_mock() + + filled.return_value = portfolio.Amount("BTC", "0.1") + trade.closed = True + trade.print_with_order() + calls = self.m.report.print_log.mock_calls + self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) + + def test_close(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + order1 = mock.Mock() + trade.orders.append(order1) + + trade.close() + + self.assertEqual(True, trade.closed) + order1.cancel.assert_called_once_with() + + def test_pending(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) - self.m.report.print_log.assert_called() - calls = self.m.report.print_log.mock_calls - self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) - self.assertEqual("\tMock 1", str(calls[1][1][0])) - self.assertEqual("\tMock 2", str(calls[2][1][0])) - self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) - self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) + trade.closed = True + self.assertEqual(False, trade.pending) + + trade.closed = False + self.assertEqual(True, trade.pending) + + order1 = mock.Mock() + order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") + trade.orders.append(order1) + self.assertEqual(False, trade.pending) def test__repr(self): value_from = portfolio.Amount("BTC", "0.5") @@ -1793,27 +2578,57 @@ class OrderTest(WebMockTestCase): @mock.patch.object(portfolio.Order, "fetch") def test_cancel(self, fetch): - self.m.debug = True - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.status = "open" + with self.subTest(debug=True): + self.m.debug = True + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.status = "open" - order.cancel() - 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) + order.cancel() + self.m.ccxt.cancel_order.assert_not_called() + self.m.report.log_debug_action.assert_called_once() + self.m.report.log_debug_action.reset_mock() + self.assertEqual("canceled", order.status) - self.m.debug = False - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.status = "open" - order.id = 42 + with self.subTest(desc="Nominal case"): + self.m.debug = False + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.status = "open" + order.id = 42 - order.cancel() - self.m.ccxt.cancel_order.assert_called_with(42) - fetch.assert_called_once() - self.m.report.log_debug_action.assert_not_called() + order.cancel() + self.m.ccxt.cancel_order.assert_called_with(42) + fetch.assert_called_once_with() + self.m.report.log_debug_action.assert_not_called() + + with self.subTest(exception=True): + self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.status = "open" + order.id = 42 + order.cancel() + self.m.ccxt.cancel_order.assert_called_with(42) + self.m.report.log_error.assert_called_once() + + self.m.reset_mock() + with self.subTest(id=None): + self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.status = "open" + order.cancel() + self.m.ccxt.cancel_order.assert_not_called() + + self.m.reset_mock() + with self.subTest(open=False): + self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.status = "closed" + order.cancel() + self.m.ccxt.cancel_order.assert_not_called() def test_dust_amount_remaining(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), @@ -1831,11 +2646,9 @@ class OrderTest(WebMockTestCase): D("0.1"), "BTC", "long", self.m, "trade") self.assertEqual(9, order.remaining_amount().value) - order.fetch.assert_not_called() order.status = "open" self.assertEqual(9, order.remaining_amount().value) - fetch.assert_called_once() @mock.patch.object(portfolio.Order, "fetch") def test_filled_amount(self, fetch): @@ -1937,66 +2750,47 @@ class OrderTest(WebMockTestCase): self.m.report.log_debug_action.assert_called_once() @mock.patch.object(portfolio.Order, "fetch_mouvements") - def test_fetch(self, fetch_mouvements): - time = self.time.time() - with mock.patch.object(portfolio.time, "time") as time_mock: - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.id = 45 - with self.subTest(debug=True): - self.m.debug = True - order.fetch() - time_mock.assert_not_called() - 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() - self.m.ccxt.fetch_order.assert_not_called() - fetch_mouvements.assert_not_called() - 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): - self.m.debug = False - time_mock.return_value = time - self.m.ccxt.fetch_order.return_value = { - "status": "foo", - "datetime": "timestamp" - } - order.fetch() - - 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)) - - self.m.ccxt.fetch_order.reset_mock() - fetch_mouvements.reset_mock() - - time_mock.return_value = time + 8 - order.fetch() - self.m.ccxt.fetch_order.assert_not_called() - fetch_mouvements.assert_not_called() + @mock.patch.object(portfolio.Order, "mark_finished_order") + def test_fetch(self, mark_finished_order, fetch_mouvements): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 45 + with self.subTest(debug=True): + self.m.debug = True + order.fetch() + self.m.report.log_debug_action.assert_called_once() + self.m.report.log_debug_action.reset_mock() + self.m.ccxt.fetch_order.assert_not_called() + mark_finished_order.assert_not_called() + fetch_mouvements.assert_not_called() - order.fetch(force=True) - self.m.ccxt.fetch_order.assert_called_once() - fetch_mouvements.assert_called_once() + with self.subTest(debug=False): + self.m.debug = False + self.m.ccxt.fetch_order.return_value = { + "status": "foo", + "datetime": "timestamp" + } + order.fetch() - self.m.ccxt.fetch_order.reset_mock() - fetch_mouvements.reset_mock() + self.m.ccxt.fetch_order.assert_called_once_with(45) + fetch_mouvements.assert_called_once() + self.assertEqual("foo", order.status) + self.assertEqual("timestamp", order.timestamp) + self.assertEqual(1, len(order.results)) + self.m.report.log_debug_action.assert_not_called() + mark_finished_order.assert_called_once() - time_mock.return_value = time + 19 + mark_finished_order.reset_mock() + with self.subTest(missing_order=True): + self.m.ccxt.fetch_order.side_effect = [ + portfolio.OrderNotCached, + ] order.fetch() - self.m.ccxt.fetch_order.assert_called_once() - fetch_mouvements.assert_called_once() - self.m.report.log_debug_action.assert_not_called() + self.assertEqual("closed_unknown", order.status) + mark_finished_order.assert_called_once() @mock.patch.object(portfolio.Order, "fetch") - @mock.patch.object(portfolio.Order, "mark_finished_order") - def test_get_status(self, mark_finished_order, fetch): + def test_get_status(self, fetch): with self.subTest(debug=True): self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), @@ -2015,10 +2809,8 @@ class OrderTest(WebMockTestCase): return update_status fetch.side_effect = _fetch(order) self.assertEqual("open", order.get_status()) - mark_finished_order.assert_not_called() fetch.assert_called_once() - mark_finished_order.reset_mock() fetch.reset_mock() with self.subTest(debug=False, finished=True): self.m.debug = False @@ -2030,7 +2822,6 @@ class OrderTest(WebMockTestCase): return update_status fetch.side_effect = _fetch(order) self.assertEqual("closed", order.get_status()) - mark_finished_order.assert_called_once() fetch.assert_called_once() def test_run(self): @@ -2073,13 +2864,69 @@ class OrderTest(WebMockTestCase): mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), D("0.1"), "BTC", "long", self.m, "trade") - self.m.ccxt.create_order.side_effect = portfolio.ExchangeNotAvailable + self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder order.run() self.m.ccxt.create_order.assert_called_once() self.assertEqual(0, len(order.results)) self.assertEqual("closed", order.status) mark_finished_order.assert_called_once() + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.create_order.reset_mock() + with self.subTest(insufficient_funds=True),\ + mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = [ + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + { "id": 123 }, + ] + order.run() + self.m.ccxt.create_order.assert_has_calls([ + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), + ]) + self.assertEqual(4, self.m.ccxt.create_order.call_count) + self.assertEqual(1, len(order.results)) + self.assertEqual("open", order.status) + self.assertEqual(4, order.tries) + self.m.report.log_error.assert_called() + self.assertEqual(4, self.m.report.log_error.call_count) + + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.create_order.reset_mock() + self.m.report.log_error.reset_mock() + with self.subTest(insufficient_funds=True),\ + mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = [ + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + ] + order.run() + self.m.ccxt.create_order.assert_has_calls([ + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), + ]) + self.assertEqual(5, self.m.ccxt.create_order.call_count) + self.assertEqual(0, len(order.results)) + self.assertEqual("error", order.status) + self.assertEqual(5, order.tries) + self.m.report.log_error.assert_called() + self.assertEqual(5, self.m.report.log_error.call_count) + self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY) + @unittest.skipUnless("unit" in limits, "Unit skipped") class MouvementTest(WebMockTestCase): @@ -2157,6 +3004,19 @@ class ReportStoreTest(WebMockTestCase): report_store.set_verbose(False) self.assertFalse(report_store.verbose_print) + def test_merge(self): + report_store1 = market.ReportStore(self.m, verbose_print=False) + report_store2 = market.ReportStore(None, verbose_print=False) + + report_store2.log_stage("1") + report_store1.log_stage("2") + report_store2.log_stage("3") + + report_store1.merge(report_store2) + + self.assertEqual(3, len(report_store1.logs)) + self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs))) + def test_print_log(self): report_store = market.ReportStore(self.m) with self.subTest(verbose=True),\ @@ -2176,22 +3036,34 @@ class ReportStoreTest(WebMockTestCase): def test_to_json(self): report_store = market.ReportStore(self.m) report_store.logs.append({"foo": "bar"}) - self.assertEqual('[{"foo": "bar"}]', report_store.to_json()) + self.assertEqual('[\n {\n "foo": "bar"\n }\n]', 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()) + self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json()) report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) - self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json()) + self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json()) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_stage(self, add_log, print_log): report_store = market.ReportStore(self.m) - report_store.log_stage("foo") + c = lambda x: x + report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1)) print_log.assert_has_calls([ mock.call("-----------"), - mock.call("[Stage] foo"), + mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"), ]) - add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'}) + add_log.assert_called_once_with({ + 'type': 'stage', + 'stage': 'foo', + 'args': { + 'bar': 'baz', + 'c': 'c = lambda x: x', + 'd': { + 'currency': 'BTC', + 'value': D('1') + } + } + }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") @@ -2240,6 +3112,25 @@ class ReportStoreTest(WebMockTestCase): 'total': D('10.3') }) + add_log.reset_mock() + compute_value = lambda x: x["bid"] + report_store.log_tickers(amounts, "BTC", compute_value, "total") + add_log.assert_called_once_with({ + 'type': 'tickers', + 'compute_value': 'compute_value = lambda x: x["bid"]', + 'balance_type': 'total', + 'currency': 'BTC', + 'balances': { + 'BTC': D('10'), + 'ETH': D('0.3') + }, + 'rates': { + 'BTC': None, + 'ETH': D('0.1') + }, + 'total': D('10.3') + }) + @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_dispatch(self, add_log, print_log): @@ -2318,6 +3209,20 @@ class ReportStoreTest(WebMockTestCase): 'orders': ['order1', 'order2'] }) + add_log.reset_mock() + def compute_value(x, y): + return x[y] + report_store.log_orders(orders, tick="tick", + only="only", compute_value=compute_value) + add_log.assert_called_with({ + 'type': 'orders', + 'only': 'only', + 'compute_value': 'def compute_value(x, y):\n return x[y]', + 'tick': 'tick', + 'orders': ['order1', 'order2'] + }) + + @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_order(self, add_log, print_log): @@ -2361,16 +3266,17 @@ class ReportStoreTest(WebMockTestCase): add_log.reset_mock() print_log.reset_mock() with self.subTest(update="adjusting"): + compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 report_store.log_order(order_mock, 3, update="adjusting", new_order=new_order_mock, - compute_value="default") + compute_value=compute_value) print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") add_log.assert_called_once_with({ 'type': 'order', 'tick': 3, 'update': 'adjusting', 'order': 'order', - 'compute_value': "default", + 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', 'new_order': 'new_order' }) @@ -2529,117 +3435,209 @@ class ReportStoreTest(WebMockTestCase): }) @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") +class MainTest(WebMockTestCase): + def test_make_order(self): + self.m.get_ticker.return_value = { + "inverted": False, + "average": D("0.1"), + "bid": D("0.09"), + "ask": D("0.11"), + } - 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() + with self.subTest(description="nominal case"): + main.make_order(self.m, 10, "ETH") + + self.m.report.log_stage.assert_has_calls([ + mock.call("make_order_begin"), + mock.call("make_order_end"), + ]) + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="make_order_begin"), + mock.call(tag="make_order_end"), + ]) + self.m.trades.all.append.assert_called_once() + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(False, trade.orders[0].close_if_possible) + self.assertEqual(0, trade.value_from) + self.assertEqual("ETH", trade.currency) + self.assertEqual("BTC", trade.base_currency) + self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") + self.m.trades.run_orders.assert_called_once_with() + self.m.follow_orders.assert_called_once_with() + + order = trade.orders[0] + self.assertEqual(D("0.10"), order.rate) + + self.m.reset_mock() + with self.subTest(compute_value="default"): + main.make_order(self.m, 10, "ETH", action="dispose", + compute_value="ask") + + trade = self.m.trades.all.append.mock_calls[0][1][0] + order = trade.orders[0] + self.assertEqual(D("0.11"), order.rate) + + self.m.reset_mock() + with self.subTest(follow=False): + result = main.make_order(self.m, 10, "ETH", follow=False) + + self.m.report.log_stage.assert_has_calls([ + mock.call("make_order_begin"), + mock.call("make_order_end_not_followed"), + ]) + self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") + + self.m.trades.all.append.assert_called_once() + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(0, trade.value_from) + self.assertEqual("ETH", trade.currency) + self.assertEqual("BTC", trade.base_currency) + self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") + self.m.trades.run_orders.assert_called_once_with() + self.m.follow_orders.assert_not_called() + self.assertEqual(trade.orders[0], result) + + self.m.reset_mock() + with self.subTest(base_currency="USDT"): + main.make_order(self.m, 1, "BTC", base_currency="USDT") + + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual("BTC", trade.currency) + self.assertEqual("USDT", trade.base_currency) + + self.m.reset_mock() + with self.subTest(close_if_possible=True): + main.make_order(self.m, 10, "ETH", close_if_possible=True) - 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") + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(True, trade.orders[0].close_if_possible) - @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"] + self.m.reset_mock() + with self.subTest(action="dispose"): + main.make_order(self.m, 10, "ETH", action="dispose") - connect_mock.cursor.return_value = cursor_mock - psycopg2.connect.return_value = connect_mock + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(0, trade.value_to) + self.assertEqual(1, trade.value_from.value) + self.assertEqual("ETH", trade.currency) + self.assertEqual("BTC", trade.base_currency) - rows = list(helper.main_fetch_markets({"foo": "bar"})) + self.m.reset_mock() + with self.subTest(compute_value="default"): + main.make_order(self.m, 10, "ETH", action="dispose", + compute_value="bid") - psycopg2.connect.assert_called_once_with(foo="bar") - cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(D("0.9"), trade.value_from.value) - self.assertEqual(["row_1", "row_2"], rows) + def test_get_user_market(self): + with mock.patch("main.fetch_markets") as main_fetch_markets,\ + mock.patch("main.parse_config") as main_parse_config: + with self.subTest(debug=False): + main_parse_config.return_value = ["pg_config", "report_path"] + main_fetch_markets.return_value = [({"key": "market_config"},)] + m = main.get_user_market("config_path.ini", 1) - @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) + self.assertIsInstance(m, market.Market) + self.assertFalse(m.debug) - args = helper.main_parse_args(["--before", "--after", "--debug"]) - self.assertTrue(args.before) - self.assertTrue(args.after) - self.assertTrue(args.debug) + with self.subTest(debug=True): + main_parse_config.return_value = ["pg_config", "report_path"] + main_fetch_markets.return_value = [({"key": "market_config"},)] + m = main.get_user_market("config_path.ini", 1, debug=True) - exit.assert_not_called() + self.assertIsInstance(m, market.Market) + self.assertTrue(m.debug) - with self.subTest(config="inexistant"),\ + def test_process(self): + with mock.patch("market.Market") as market_mock,\ 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): + args_mock = mock.Mock() + args_mock.action = "action" + args_mock.config = "config" + args_mock.user = "user" + args_mock.debug = "debug" + args_mock.before = "before" + args_mock.after = "after" + self.assertEqual("", stdout_mock.getvalue()) + + main.process("config", 1, "report_path", args_mock) + + market_mock.from_config.assert_has_calls([ + mock.call("config", debug="debug", user_id=1, report_path="report_path"), + mock.call().process("action", before="before", after="after"), + ]) + + with self.subTest(exception=True): + market_mock.from_config.side_effect = Exception("boo") + main.process("config", 1, "report_path", args_mock) + self.assertEqual("Exception: boo\n", stdout_mock.getvalue()) + + def test_main(self): + with self.subTest(parallel=False): + with mock.patch("main.parse_args") as parse_args,\ + mock.patch("main.parse_config") as parse_config,\ + mock.patch("main.fetch_markets") as fetch_markets,\ + mock.patch("main.process") as process: + + args_mock = mock.Mock() + args_mock.parallel = False + args_mock.config = "config" + args_mock.user = "user" + parse_args.return_value = args_mock + + parse_config.return_value = ["pg_config", "report_path"] + + fetch_markets.return_value = [["config1", 1], ["config2", 2]] + + main.main(["Foo", "Bar"]) + + parse_args.assert_called_with(["Foo", "Bar"]) + parse_config.assert_called_with("config") + fetch_markets.assert_called_with("pg_config", "user") + + self.assertEqual(2, process.call_count) + process.assert_has_calls([ + mock.call("config1", 1, "report_path", args_mock), + mock.call("config2", 2, "report_path", args_mock), + ]) + with self.subTest(parallel=True): + with mock.patch("main.parse_args") as parse_args,\ + mock.patch("main.parse_config") as parse_config,\ + mock.patch("main.fetch_markets") as fetch_markets,\ + mock.patch("main.process") as process,\ + mock.patch("store.Portfolio.start_worker") as start: + + args_mock = mock.Mock() + args_mock.parallel = True + args_mock.config = "config" + args_mock.user = "user" + parse_args.return_value = args_mock + + parse_config.return_value = ["pg_config", "report_path"] + + fetch_markets.return_value = [["config1", 1], ["config2", 2]] + + main.main(["Foo", "Bar"]) + + parse_args.assert_called_with(["Foo", "Bar"]) + parse_config.assert_called_with("config") + fetch_markets.assert_called_with("pg_config", "user") + + start.assert_called_once_with() + self.assertEqual(2, process.call_count) + process.assert_has_calls([ + mock.call.__bool__(), + mock.call("config1", 1, "report_path", args_mock), + mock.call.__bool__(), + mock.call("config2", 2, "report_path", args_mock), + ]) + + @mock.patch.object(main.sys, "exit") + @mock.patch("main.configparser") + @mock.patch("main.os") + def test_parse_config(self, os, configparser, exit): with self.subTest(pg_config=True, report_path=None): config_mock = mock.MagicMock() configparser.ConfigParser.return_value = config_mock @@ -2649,7 +3647,7 @@ class HelperTest(WebMockTestCase): config_mock.__contains__.side_effect = config config_mock.__getitem__.return_value = "pg_config" - result = helper.main_parse_config("configfile") + result = main.parse_config("configfile") config_mock.read.assert_called_with("configfile") @@ -2667,7 +3665,7 @@ class HelperTest(WebMockTestCase): ] os.path.exists.return_value = False - result = helper.main_parse_config("configfile") + result = main.parse_config("configfile") config_mock.read.assert_called_with("configfile") self.assertEqual(["pg_config", "report_path"], result) @@ -2678,106 +3676,229 @@ class HelperTest(WebMockTestCase): 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") + result = main.parse_config("configfile") config_mock.read.assert_called_with("configfile") exit.assert_called_once_with(1) self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) + @mock.patch.object(main.sys, "exit") + def test_parse_args(self, exit): + with self.subTest(config="config.ini"): + args = main.parse_args([]) + self.assertEqual("config.ini", args.config) + self.assertFalse(args.before) + self.assertFalse(args.after) + self.assertFalse(args.debug) - def test_print_orders(self): - helper.print_orders(self.m) + args = main.parse_args(["--before", "--after", "--debug"]) + self.assertTrue(args.before) + self.assertTrue(args.after) + self.assertTrue(args.debug) - 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") + exit.assert_not_called() - def test_print_balances(self): - self.m.balances.in_currency.return_value = { - "BTC": portfolio.Amount("BTC", "0.65"), - "ETH": portfolio.Amount("BTC", "0.3"), - } + with self.subTest(config="inexistant"),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + args = main.parse_args(["--config", "foo.bar"]) + exit.assert_called_once_with(1) + self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) - helper.print_balances(self.m) + @mock.patch.object(main, "psycopg2") + def test_fetch_markets(self, psycopg2): + connect_mock = mock.Mock() + cursor_mock = mock.MagicMock() + cursor_mock.__iter__.return_value = ["row_1", "row_2"] - 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")), - ]) + connect_mock.cursor.return_value = cursor_mock + psycopg2.connect.return_value = connect_mock - def test_process_sell_needed__1_sell(self): - helper.process_sell_needed__1_sell(self.m) + with self.subTest(user=None): + rows = list(main.fetch_markets({"foo": "bar"}, None)) - 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") - ]) + psycopg2.connect.assert_called_once_with(foo="bar") + cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") - def test_process_sell_needed__2_buy(self): - helper.process_sell_needed__2_buy(self.m) + self.assertEqual(["row_1", "row_2"], rows) - 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") - ]) + psycopg2.connect.reset_mock() + cursor_mock.execute.reset_mock() + with self.subTest(user=1): + rows = list(main.fetch_markets({"foo": "bar"}, 1)) - def test_process_sell_all__1_sell(self): - helper.process_sell_all__1_all_sell(self.m) + psycopg2.connect.assert_called_once_with(foo="bar") + cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) - 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") - ]) + self.assertEqual(["row_1", "row_2"], rows) - 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("unit" in limits, "Unit skipped") +class ProcessorTest(WebMockTestCase): + def test_values(self): + processor = market.Processor(self.m) + + self.assertEqual(self.m, processor.market) + + def test_run_action(self): + processor = market.Processor(self.m) + + with mock.patch.object(processor, "parse_args") as parse_args: + method_mock = mock.Mock() + parse_args.return_value = [method_mock, { "foo": "bar" }] + + processor.run_action("foo", "bar", "baz") + + parse_args.assert_called_with("foo", "bar", "baz") + + method_mock.assert_called_with(foo="bar") + + processor.run_action("wait_for_recent", "bar", "baz") + + method_mock.assert_called_with(foo="bar") + + def test_select_step(self): + processor = market.Processor(self.m) + + scenario = processor.scenarios["sell_all"] + + self.assertEqual(scenario, processor.select_steps(scenario, "all")) + self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) + self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) + self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) + self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) + + with self.assertRaises(TypeError): + processor.select_steps(scenario, ["wait"]) + + @mock.patch("market.Processor.process_step") + def test_process(self, process_step): + processor = market.Processor(self.m) + + processor.process("sell_all", foo="bar") + self.assertEqual(3, process_step.call_count) + + steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) + scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) + kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) + self.assertEqual(["all_sell", "wait", "all_buy"], steps) + self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) + self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) + + process_step.reset_mock() + + processor.process("sell_needed", steps=["before", "after"]) + self.assertEqual(3, process_step.call_count) + + def test_method_arguments(self): + ccxt = mock.Mock(spec=market.ccxt.poloniexE) + m = market.Market(ccxt) + + processor = market.Processor(m) + + method, arguments = processor.method_arguments("wait_for_recent") + self.assertEqual(market.Portfolio.wait_for_recent, method) + self.assertEqual(["delta", "poll"], arguments) + + method, arguments = processor.method_arguments("prepare_trades") + self.assertEqual(m.prepare_trades, method) + self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) + + method, arguments = processor.method_arguments("prepare_orders") + self.assertEqual(m.trades.prepare_orders, method) + + method, arguments = processor.method_arguments("move_balances") + self.assertEqual(m.move_balances, method) + + method, arguments = processor.method_arguments("run_orders") + self.assertEqual(m.trades.run_orders, method) + + method, arguments = processor.method_arguments("follow_orders") + self.assertEqual(m.follow_orders, method) + + method, arguments = processor.method_arguments("close_trades") + self.assertEqual(m.trades.close_trades, method) + + def test_process_step(self): + processor = market.Processor(self.m) + + with mock.patch.object(processor, "run_action") as run_action: + step = processor.scenarios["sell_needed"][1] + + processor.process_step("foo", step, {"foo":"bar"}) + + self.m.report.log_stage.assert_has_calls([ + mock.call("process_foo__1_sell_begin"), + mock.call("process_foo__1_sell_end"), + ]) + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="process_foo__1_sell_begin"), + mock.call(tag="process_foo__1_sell_end"), + ]) + + self.assertEqual(5, run_action.call_count) + + run_action.assert_has_calls([ + mock.call('prepare_trades', {}, {'foo': 'bar'}), + mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), + mock.call('run_orders', {}, {'foo': 'bar'}), + mock.call('follow_orders', {}, {'foo': 'bar'}), + mock.call('close_trades', {}, {'foo': 'bar'}), + ]) + + self.m.reset_mock() + with mock.patch.object(processor, "run_action") as run_action: + step = processor.scenarios["sell_needed"][0] + + processor.process_step("foo", step, {"foo":"bar"}) + self.m.balances.fetch_balances.assert_not_called() + + def test_parse_args(self): + processor = market.Processor(self.m) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["foo2", "foo"] + ] + method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) + + self.assertEqual(method_mock, method) + self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["repartition"] + ] + method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) + + self.assertEqual(1, len(args["repartition"])) + self.assertIn("BTC", args["repartition"]) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["repartition", "base_currency"] + ] + method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) + + self.assertEqual(1, len(args["repartition"])) + self.assertIn("USDT", args["repartition"]) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["repartition", "base_currency"] + ] + method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) + + self.assertEqual(1, len(args["repartition"])) + self.assertIn("ETH", args["repartition"]) + @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") class AcceptanceTest(WebMockTestCase): @@ -2858,7 +3979,7 @@ class AcceptanceTest(WebMockTestCase): market = mock.Mock() market.fetch_all_balances.return_value = fetch_balance market.fetch_ticker.side_effect = fetch_ticker - with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): + with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): # Action 1 helper.prepare_trades(market) @@ -2937,7 +4058,7 @@ class AcceptanceTest(WebMockTestCase): "amount": "10", "total": "1" } ] - with mock.patch.object(portfolio.time, "sleep") as sleep: + with mock.patch.object(market.time, "sleep") as sleep: # Action 4 helper.follow_orders(verbose=False) @@ -2978,9 +4099,9 @@ class AcceptanceTest(WebMockTestCase): } market.fetch_all_balances.return_value = fetch_balance - with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): + with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): # Action 5 - helper.update_trades(market, only="acquire", compute_value="average") + helper.prepare_trades(market, only="acquire", compute_value="average") balances = portfolio.BalanceStore.all self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) @@ -3050,7 +4171,7 @@ class AcceptanceTest(WebMockTestCase): # TODO # portfolio.TradeStore.run_orders() - with mock.patch.object(portfolio.time, "sleep") as sleep: + with mock.patch.object(market.time, "sleep") as sleep: # Action 8 helper.follow_orders(verbose=False)