X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=test.py;h=fde3a0684808c9afc2bf2dd05fa2ddb1b8a9aa96;hb=f0e4f1828138f86cee54d9f8c4414228840207aa;hp=d10bfe4a9a688f17eec604cb4b62249e936fff25;hpb=f2da658998b6e6605c6ae27ff338ef23b96dce25;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/test.py b/test.py index d10bfe4..fde3a06 100644 --- a/test.py +++ b/test.py @@ -1,44 +1,37 @@ import portfolio import unittest +from decimal import Decimal as D from unittest import mock class AmountTest(unittest.TestCase): def test_values(self): - amount = portfolio.Amount("BTC", 0.65) - self.assertEqual(0.65, amount.value) + amount = portfolio.Amount("BTC", "0.65") + self.assertEqual(D("0.65"), amount.value) self.assertEqual("BTC", amount.currency) - amount = portfolio.Amount("BTC", 10, int_val=2000000000000000) - self.assertEqual(0.002, amount.value) - def test_in_currency(self): amount = portfolio.Amount("ETC", 10) self.assertEqual(amount, amount.in_currency("ETC", None)) ticker_mock = unittest.mock.Mock() - with mock.patch.object(portfolio.Amount, 'get_ticker', new=ticker_mock): + with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): ticker_mock.return_value = None - portfolio.Amount.get_ticker = ticker_mock self.assertRaises(Exception, amount.in_currency, "ETH", None) - with mock.patch.object(portfolio.Amount, 'get_ticker', new=ticker_mock): + with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): ticker_mock.return_value = { - "average": 0.3, + "average": D("0.3"), "foo": "bar", } converted_amount = amount.in_currency("ETH", None) - self.assertEqual(3.0, converted_amount.value) + self.assertEqual(D("3.0"), converted_amount.value) self.assertEqual("ETH", converted_amount.currency) self.assertEqual(amount, converted_amount.linked_to) self.assertEqual("bar", converted_amount.ticker["foo"]) - @unittest.skip("TODO") - def test_get_ticker(self): - pass - def test__abs(self): amount = portfolio.Amount("SC", -120) self.assertEqual(120, abs(amount).value) @@ -49,13 +42,13 @@ class AmountTest(unittest.TestCase): self.assertEqual("SC", abs(amount).currency) def test__add(self): - amount1 = portfolio.Amount("XVG", 12.9) - amount2 = portfolio.Amount("XVG", 13.1) + amount1 = portfolio.Amount("XVG", "12.9") + amount2 = portfolio.Amount("XVG", "13.1") self.assertEqual(26, (amount1 + amount2).value) self.assertEqual("XVG", (amount1 + amount2).currency) - amount3 = portfolio.Amount("ETH", 1.6) + amount3 = portfolio.Amount("ETH", "1.6") with self.assertRaises(Exception): amount1 + amount3 @@ -63,35 +56,31 @@ class AmountTest(unittest.TestCase): self.assertEqual(amount1, amount1 + amount4) def test__radd(self): - amount = portfolio.Amount("XVG", 12.9) + amount = portfolio.Amount("XVG", "12.9") self.assertEqual(amount, 0 + amount) with self.assertRaises(Exception): 4 + amount def test__sub(self): - amount1 = portfolio.Amount("XVG", 13.3) - amount2 = portfolio.Amount("XVG", 13.1) + amount1 = portfolio.Amount("XVG", "13.3") + amount2 = portfolio.Amount("XVG", "13.1") - self.assertEqual(0.2, (amount1 - amount2).value) + self.assertEqual(D("0.2"), (amount1 - amount2).value) self.assertEqual("XVG", (amount1 - amount2).currency) - amount3 = portfolio.Amount("ETH", 1.6) + amount3 = portfolio.Amount("ETH", "1.6") with self.assertRaises(Exception): amount1 - amount3 amount4 = portfolio.Amount("ETH", 0.0) self.assertEqual(amount1, amount1 - amount4) - def test__int(self): - amount = portfolio.Amount("XMR", 0.1) - self.assertEqual(100000000000000000, int(amount)) - def test__mul(self): amount = portfolio.Amount("XEM", 11) - self.assertEqual(38.5, (amount * 3.5).value) - self.assertEqual(33, (amount * 3).value) + self.assertEqual(D("38.5"), (amount * D("3.5")).value) + self.assertEqual(D("33"), (amount * 3).value) with self.assertRaises(Exception): amount * amount @@ -99,24 +88,20 @@ class AmountTest(unittest.TestCase): def test__rmul(self): amount = portfolio.Amount("XEM", 11) - self.assertEqual(38.5, (3.5 * amount).value) - self.assertEqual(33, (3 * amount).value) + self.assertEqual(D("38.5"), (D("3.5") * amount).value) + self.assertEqual(D("33"), (3 * amount).value) def test__floordiv(self): amount = portfolio.Amount("XEM", 11) - self.assertEqual(5.5, (amount // 2).value) - with self.assertRaises(TypeError): - amount // 2.5 - self.assertEqual(1571428571428571428, (amount // 7)._value) + self.assertEqual(D("5.5"), (amount / 2).value) + self.assertEqual(D("4.4"), (amount / D("2.5")).value) def test__div(self): amount = portfolio.Amount("XEM", 11) - with self.assertRaises(TypeError): - amount / 2.5 - self.assertEqual(5.5, (amount / 2).value) - self.assertEqual(1571428571428571428, (amount / 7)._value) + self.assertEqual(D("5.5"), (amount / 2).value) + self.assertEqual(D("4.4"), (amount / D("2.5")).value) def test__lt(self): amount1 = portfolio.Amount("BTD", 11.3) @@ -276,7 +261,7 @@ class BalanceTest(unittest.TestCase): "total": 0.0 }, } - self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}, trades={}) + self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}) self.patcher.start() def test_values(self): @@ -292,35 +277,35 @@ class BalanceTest(unittest.TestCase): self.assertEqual(0.30, balance.used.value) self.assertEqual("BTC", balance.currency) - @mock.patch.object(portfolio.Amount, "get_ticker") + @mock.patch.object(portfolio.Trade, "get_ticker") def test_in_currency(self, get_ticker): portfolio.Balance.known_balances = { - "BTC": portfolio.Balance("BTC", 0.65, 0.35, 0.30), + "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), "ETH": portfolio.Balance("ETH", 3, 3, 0), } market = mock.Mock() get_ticker.return_value = { - "bid": 0.09, - "ask": 0.11, - "average": 0.1, + "bid": D("0.09"), + "ask": D("0.11"), + "average": D("0.1"), } amounts = portfolio.Balance.in_currency("BTC", market) self.assertEqual("BTC", amounts["ETH"].currency) - self.assertEqual(0.65, amounts["BTC"].value) - self.assertEqual(0.30, amounts["ETH"].value) + self.assertEqual(D("0.65"), amounts["BTC"].value) + self.assertEqual(D("0.30"), amounts["ETH"].value) amounts = portfolio.Balance.in_currency("BTC", market, action="bid") - self.assertEqual(0.65, amounts["BTC"].value) - self.assertEqual(0.27, amounts["ETH"].value) + self.assertEqual(D("0.65"), amounts["BTC"].value) + self.assertEqual(D("0.27"), amounts["ETH"].value) amounts = portfolio.Balance.in_currency("BTC", market, action="bid", type="used") - self.assertEqual(0.30, amounts["BTC"].value) + self.assertEqual(D("0.30"), amounts["BTC"].value) self.assertEqual(0, amounts["ETH"].value) def test_currencies(self): portfolio.Balance.known_balances = { - "BTC": portfolio.Balance("BTC", 0.65, 0.35, 0.30), + "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), "ETH": portfolio.Balance("ETH", 3, 3, 0), } self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies())) @@ -346,13 +331,13 @@ class BalanceTest(unittest.TestCase): "BTC": 2600, } - amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", 10.1)) + amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1")) self.assertIn("XEM", portfolio.Balance.currencies()) - self.assertEqual(2.6, amounts["BTC"].value) - self.assertEqual(7.5, amounts["XEM"].value) + 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.Amount, "get_ticker") + @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 = { @@ -360,20 +345,20 @@ class BalanceTest(unittest.TestCase): "BTC": 2500, } get_ticker.side_effect = [ - { "average": 0.0001 }, - { "average": 0.000001 } + { "average": D("0.0001") }, + { "average": D("0.000001") } ] market = mock.Mock() market.fetch_balance.return_value = { "USDT": { - "free": 10000.0, - "used": 0.0, - "total": 10000.0 + "free": D("10000.0"), + "used": D("0.0"), + "total": D("10000.0") }, "XVG": { - "free": 10000.0, - "used": 0.0, - "total": 10000.0 + "free": D("10000.0"), + "used": D("0.0"), + "total": D("10000.0") }, } portfolio.Balance.prepare_trades(market) @@ -382,9 +367,9 @@ class BalanceTest(unittest.TestCase): call = compute_trades.call_args self.assertEqual(market, call[1]["market"]) self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(0.01, call[0][0]["XVG"].value) - self.assertEqual(0.2525, call[0][1]["BTC"].value) - self.assertEqual(0.7575, call[0][1]["XEM"].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) def test__repr(self): balance = portfolio.Balance("BTX", 3, 1, 2) @@ -393,5 +378,126 @@ class BalanceTest(unittest.TestCase): def tearDown(self): self.patcher.stop() +class TradeTest(unittest.TestCase): + import time + + def setUp(self): + super(TradeTest, self).setUp() + + self.patcher = mock.patch.multiple(portfolio.Trade, + ticker_cache={}, + ticker_cache_timestamp=self.time.time(), + fees_cache={}, + trades={}) + self.patcher.start() + + def test_get_ticker(self): + market = mock.Mock() + market.fetch_ticker.side_effect = [ + { "bid": 1, "ask": 3 }, + portfolio.ccxt.ExchangeError("foo"), + { "bid": 10, "ask": 40 }, + portfolio.ccxt.ExchangeError("foo"), + portfolio.ccxt.ExchangeError("foo"), + ] + + ticker = portfolio.Trade.get_ticker("ETH", "ETC", market) + market.fetch_ticker.assert_called_with("ETH/ETC") + self.assertEqual(1, ticker["bid"]) + self.assertEqual(3, ticker["ask"]) + self.assertEqual(2, ticker["average"]) + self.assertFalse(ticker["inverted"]) + + ticker = portfolio.Trade.get_ticker("ETH", "XVG", market) + self.assertEqual(0.0625, ticker["average"]) + self.assertTrue(ticker["inverted"]) + self.assertIn("original", ticker) + self.assertEqual(10, ticker["original"]["bid"]) + + ticker = portfolio.Trade.get_ticker("XVG", "XMR", market) + self.assertIsNone(ticker) + + market.fetch_ticker.assert_has_calls([ + mock.call("ETH/ETC"), + mock.call("ETH/XVG"), + mock.call("XVG/ETH"), + mock.call("XVG/XMR"), + mock.call("XMR/XVG"), + ]) + + market2 = mock.Mock() + market2.fetch_ticker.side_effect = [ + { "bid": 1, "ask": 3 }, + { "bid": 1.2, "ask": 3.5 }, + ] + ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2) + ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2) + ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2) + market2.fetch_ticker.assert_called_once_with("ETH/ETC") + self.assertEqual(1, ticker1["bid"]) + self.assertDictEqual(ticker1, ticker2) + self.assertDictEqual(ticker1, ticker3["original"]) + + ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True) + ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2) + self.assertEqual(1.2, ticker4["bid"]) + self.assertDictEqual(ticker4, ticker5) + + market3 = mock.Mock() + market3.fetch_ticker.side_effect = [ + { "bid": 1, "ask": 3 }, + { "bid": 1.2, "ask": 3.5 }, + ] + ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3) + portfolio.Trade.ticker_cache_timestamp -= 4 + ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3) + portfolio.Trade.ticker_cache_timestamp -= 2 + ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3) + self.assertDictEqual(ticker6, ticker7) + self.assertEqual(1.2, ticker8["bid"]) + + @unittest.skip("TODO") + def test_values_assertion(self): + pass + + @unittest.skip("TODO") + def test_fetch_fees(self): + pass + + @unittest.skip("TODO") + def test_compute_trades(self): + pass + + @unittest.skip("TODO") + def test_action(self): + pass + + @unittest.skip("TODO") + def test_action(self): + pass + + @unittest.skip("TODO") + def test_order_action(self): + pass + + @unittest.skip("TODO") + def test_prepare_order(self): + pass + + @unittest.skip("TODO") + def test_all_orders(self): + pass + + @unittest.skip("TODO") + def test_follow_orders(self): + pass + + @unittest.skip("TODO") + def test__repr(self): + pass + + def tearDown(self): + self.patcher.stop() + if __name__ == '__main__': unittest.main()