X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=test.py;h=b85e39fe981a5dbe4bb66e0b323829035d2636cb;hb=006a20846236ad365ec814f848f5fbf7e3dc7d3c;hp=daf5fe4bf8c3354229703a12b33ffc615db136c4;hpb=e0b14bcc15b5ce397733c2a965917ce17dd935b3;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/test.py b/test.py index daf5fe4..b85e39f 100644 --- a/test.py +++ b/test.py @@ -174,7 +174,7 @@ class PortfolioTest(unittest.TestCase): with open("test_portfolio.json") as example: import json - self.json_response = json.load(example) + self.json_response = json.load(example, parse_int=portfolio.D, parse_float=portfolio.D) self.patcher = mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}) self.patcher.start() @@ -220,29 +220,63 @@ class PortfolioTest(unittest.TestCase): self.assertEqual(10, len(liquidities["medium"].keys())) self.assertEqual(10, len(liquidities["high"].keys())) - expected = {'BTC': 2857, 'DGB': 1015, 'DOGE': 1805, 'SC': 623, 'ZEC': 3701} + expected = { + 'BTC': (D("0.2857"), "long"), + 'DGB': (D("0.1015"), "long"), + 'DOGE': (D("0.1805"), "long"), + 'SC': (D("0.0623"), "long"), + 'ZEC': (D("0.3701"), "long"), + } self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) - expected = {'ETC': 1000, 'FCT': 1000, 'GAS': 1000, 'NAV': 1000, 'OMG': 1000, 'OMNI': 1000, 'PPC': 1000, 'RIC': 1000, 'VIA': 1000, 'XCP': 1000} + expected = { + 'BTC': (D("1.1102e-16"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'GAS': (D("0.1"), "long"), + 'NAV': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'OMNI': (D("0.1"), "long"), + 'PPC': (D("0.1"), "long"), + 'RIC': (D("0.1"), "long"), + 'VIA': (D("0.1"), "long"), + 'XCP': (D("0.1"), "long"), + } self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) # It doesn't refetch the data when available portfolio.Portfolio.parse_cryptoportfolio() mock_get.assert_called_once_with() - portfolio.Portfolio.data["portfolio_1"]["holding"]["direction"][3] = "short" - self.assertRaises(AssertionError, portfolio.Portfolio.parse_cryptoportfolio) - @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") - def test_repartition_pertenthousand(self, mock_get): + def test_repartition(self, mock_get): mock_get.side_effect = self.fill_data - expected_medium = {'USDT': 1000, 'ETC': 1000, 'FCT': 1000, 'OMG': 1000, 'STEEM': 1000, 'STRAT': 1000, 'XEM': 1000, 'XMR': 1000, 'XVC': 1000, 'ZRX': 1000} - expected_high = {'USDT': 1226, 'BTC': 1429, 'ETC': 1127, 'ETH': 1569, 'FCT': 3341, 'GAS': 1308} + expected_medium = { + 'BTC': (D("1.1102e-16"), "long"), + 'USDT': (D("0.1"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'STEEM': (D("0.1"), "long"), + 'STRAT': (D("0.1"), "long"), + 'XEM': (D("0.1"), "long"), + 'XMR': (D("0.1"), "long"), + 'XVC': (D("0.1"), "long"), + 'ZRX': (D("0.1"), "long"), + } + expected_high = { + 'USDT': (D("0.1226"), "long"), + 'BTC': (D("0.1429"), "long"), + 'ETC': (D("0.1127"), "long"), + 'ETH': (D("0.1569"), "long"), + 'FCT': (D("0.3341"), "long"), + 'GAS': (D("0.1308"), "long"), + } - self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand()) - self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand(liquidity="medium")) - self.assertEqual(expected_high, portfolio.Portfolio.repartition_pertenthousand(liquidity="high")) + self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) + self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) + self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) def tearDown(self): self.patcher.stop() @@ -339,7 +373,7 @@ class BalanceTest(unittest.TestCase): self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total) self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies())) - @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand") + @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(portfolio.market, "fetch_balance") def test_dispatch_assets(self, fetch_balance, repartition): fetch_balance.return_value = self.fetch_balance @@ -348,8 +382,8 @@ class BalanceTest(unittest.TestCase): self.assertNotIn("XEM", portfolio.Balance.currencies()) repartition.return_value = { - "XEM": 7500, - "BTC": 2600, + "XEM": (D("0.75"), "long"), + "BTC": (D("0.26"), "long"), } amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1")) @@ -357,13 +391,13 @@ class BalanceTest(unittest.TestCase): self.assertEqual(D("2.6"), amounts["BTC"].value) self.assertEqual(D("7.5"), amounts["XEM"].value) - @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand") + @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(portfolio.Trade, "get_ticker") @mock.patch.object(portfolio.Trade, "compute_trades") def test_prepare_trades(self, compute_trades, get_ticker, repartition): repartition.return_value = { - "XEM": 7500, - "BTC": 2500, + "XEM": (D("0.75"), "long"), + "BTC": (D("0.25"), "long"), } def _get_ticker(c1, c2, market): if c1 == "USDT" and c2 == "BTC": @@ -489,7 +523,21 @@ class TradeTest(unittest.TestCase): @unittest.skip("TODO") def test_values_assertion(self): - pass + value_from = Amount("BTC", "1.0") + value_from.linked_to = Amount("ETH", "10.0") + value_to = Amount("BTC", "1.0") + trade = portfolioTrade(value_from, value_to, "ETH") + self.assertEqual("BTC", trade.base_currency) + self.assertEqual("ETH", trade.currency) + + with self.assertRaises(AssertionError): + portfolio.Trade(value_from, value_to, "ETC") + with self.assertRaises(AssertionError): + value_from.linked_to = None + portfolio.Trade(value_from, value_to, "ETH") + with self.assertRaises(AssertionError): + value_from.currency = "ETH" + portfolio.Trade(value_from, value_to, "ETH") @unittest.skip("TODO") def test_fetch_fees(self): @@ -573,11 +621,12 @@ class AcceptanceTest(unittest.TestCase): }, } repartition = { - "ETH": 2500, - "ETC": 2500, - "BTC": 4000, - "BTD": 500, - "USDT": 500, + "ETH": (D("0.25"), "long"), + "ETC": (D("0.25"), "long"), + "BTC": (D("0.4"), "long"), + "BTD": (D("0.01"), "short"), + "B2X": (D("0.04"), "long"), + "USDT": (D("0.05"), "long"), } def fetch_ticker(symbol): @@ -605,6 +654,12 @@ class AcceptanceTest(unittest.TestCase): "bid": D("0.0008"), "ask": D("0.0012") } + if symbol == "B2X/BTC": + return { + "symbol": "B2X/BTC", + "bid": D("0.0008"), + "ask": D("0.0012") + } if symbol == "USDT/BTC": raise portfolio.ExchangeError if symbol == "BTC/USDT": @@ -618,7 +673,7 @@ class AcceptanceTest(unittest.TestCase): market = mock.Mock() market.fetch_balance.return_value = fetch_balance market.fetch_ticker.side_effect = fetch_ticker - with mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand", return_value=repartition): + with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): # Action 1 portfolio.Balance.prepare_trades(market) @@ -640,9 +695,13 @@ class AcceptanceTest(unittest.TestCase): self.assertNotIn("BTC", trades) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["BTD"].value_to) + self.assertEqual(portfolio.Amount("BTC", D("0.002")), trades["BTD"].value_to) self.assertEqual("buy", trades["BTD"].action) + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades["B2X"].value_to) + self.assertEqual("buy", trades["B2X"].action) + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["USDT"].value_to) self.assertEqual("buy", trades["USDT"].action) @@ -662,11 +721,11 @@ class AcceptanceTest(unittest.TestCase): self.assertEqual(D("0.00003003"), all_orders[1].rate) - def create_order(symbol, type, action, amount, price=None): + def create_order(symbol, type, action, amount, price=None, account="exchange"): self.assertEqual("limit", type) if symbol == "ETH/BTC": self.assertEqual("sell", action) - self.assertEqual(2, 3*amount) + self.assertEqual(D('0.66666666'), amount) self.assertEqual(D("0.14014"), price) elif symbol == "XVG/BTC": self.assertEqual("sell", action) @@ -679,6 +738,7 @@ class AcceptanceTest(unittest.TestCase): "id": symbol, } market.create_order.side_effect = create_order + market.order_precision.return_value = 8 # Action 3 portfolio.Trade.run_orders() @@ -720,7 +780,7 @@ class AcceptanceTest(unittest.TestCase): } market.fetch_balance.return_value = fetch_balance - with mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand", return_value=repartition): + with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): # Action 5 portfolio.Balance.update_trades(market, only="buy", compute_value="average") @@ -743,9 +803,13 @@ class AcceptanceTest(unittest.TestCase): self.assertNotIn("BTC", trades) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["BTD"].value_to) + self.assertEqual(portfolio.Amount("BTC", D("0.00194")), trades["BTD"].value_to) self.assertEqual("buy", trades["BTD"].action) + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) + self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to) + self.assertEqual("buy", trades["B2X"].action) + self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to) self.assertEqual("buy", trades["USDT"].action) @@ -757,23 +821,39 @@ class AcceptanceTest(unittest.TestCase): # Action 6 portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"]) - all_orders = portfolio.Trade.all_orders(state="pending") - self.assertEqual(3, len(all_orders)) - self.assertEqual(portfolio.Amount("ETC", D("38.5")/3), all_orders[0].amount) + self.assertEqual(4, len(all_orders)) + self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) self.assertEqual(D("0.003"), all_orders[0].rate) self.assertEqual("buy", all_orders[0].action) + self.assertEqual("long", all_orders[0].trade_type) - self.assertEqual(portfolio.Amount("BTD", D("24.25")/3), all_orders[1].amount) + self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) self.assertEqual(D("0.0012"), all_orders[1].rate) - self.assertEqual("buy", all_orders[1].action) + self.assertEqual("sell", all_orders[1].action) + self.assertEqual("short", all_orders[1].trade_type) + + diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount + self.assertAlmostEqual(0, diff.value) + self.assertEqual(D("0.0012"), all_orders[2].rate) + self.assertEqual("buy", all_orders[2].action) + self.assertEqual("long", all_orders[2].trade_type) + + self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) + self.assertEqual(D("16000"), all_orders[3].rate) + self.assertEqual("sell", all_orders[3].action) + self.assertEqual("long", all_orders[3].trade_type) + + # Action 6b + # TODO: + # Move balances to margin - self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[2].amount) - self.assertEqual(D("16000"), all_orders[2].rate) - self.assertEqual("sell", all_orders[2].action) + # Action 7 + # TODO + # portfolio.Trade.run_orders() with mock.patch.object(portfolio.time, "sleep") as sleep: - # Action 7 + # Action 8 portfolio.Trade.follow_orders(verbose=False) sleep.assert_called_with(30)