X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=tests%2Ftest_market.py;h=c02968672aa46cdadb64379ac40d87e970c1e7ea;hb=5f721612111af5c56b5757cb2f21da5f2fa388bf;hp=53630b70f11edeb97d37d0271c73c146acd77345;hpb=6cffa4af8b5a04b17ffd95738b8e843c4605d4e7;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/tests/test_market.py b/tests/test_market.py index 53630b7..c029686 100644 --- a/tests/test_market.py +++ b/tests/test_market.py @@ -1,5 +1,5 @@ from .helper import * -import market, store, portfolio +import market, store, portfolio, dbs import datetime @unittest.skipUnless("unit" in limits, "Unit skipped") @@ -174,7 +174,7 @@ class MarketTest(WebMockTestCase): base_currency='BTC', compute_value='average', available_balance_only=False, liquidity='medium', only=None, repartition=None) - m.report.log_balances.assert_called_once_with(tag="tag") + m.report.log_balances.assert_called_once_with(tag="tag", checkpoint=None) compute_trades.reset_mock() with self.subTest(available_balance_only=True),\ @@ -186,14 +186,17 @@ class MarketTest(WebMockTestCase): return { "average": D("0.000001") } if c1 == "ETH" and c2 == "BTC": return { "average": D("0.1") } + if c1 == "FOO" and c2 == "BTC": + return { "average": D("0.1") } self.fail("Should not be called with {}, {}".format(c1, c2)) get_ticker.side_effect = _get_ticker repartition.return_value = { - "DOGE": (D("0.25"), "short"), - "BTC": (D("0.25"), "long"), - "ETH": (D("0.25"), "long"), - "XMR": (D("0.25"), "long"), + "DOGE": (D("0.20"), "short"), + "BTC": (D("0.20"), "long"), + "ETH": (D("0.20"), "long"), + "XMR": (D("0.20"), "long"), + "FOO": (D("0.20"), "long"), } m = market.Market(self.ccxt, self.market_args()) self.ccxt.fetch_all_balances.return_value = { @@ -210,12 +213,12 @@ class MarketTest(WebMockTestCase): "total": D("5.0") }, "BTC": { - "exchange_free": D("0.075"), + "exchange_free": D("0.065"), "exchange_used": D("0.02"), - "exchange_total": D("0.095"), - "margin_available": D("0.025"), + "exchange_total": D("0.085"), + "margin_available": D("0.035"), "margin_in_position": D("0.01"), - "margin_total": D("0.035"), + "margin_total": D("0.045"), "total": D("0.13") }, "ETH": { @@ -224,6 +227,12 @@ class MarketTest(WebMockTestCase): "exchange_total": D("1.0"), "total": D("1.0") }, + "FOO": { + "exchange_free": D("0.1"), + "exchange_used": D("0.0"), + "exchange_total": D("0.1"), + "total": D("0.1"), + }, } m.balances.fetch_balances(tag="tag") @@ -236,12 +245,13 @@ class MarketTest(WebMockTestCase): self.assertEqual(portfolio.Amount("BTC", "-0.025"), new_repartition["DOGE"] - values_in_base["DOGE"]) - self.assertEqual(portfolio.Amount("BTC", "0.025"), - new_repartition["ETH"] - values_in_base["ETH"]) self.assertEqual(0, - new_repartition["ZRC"] - values_in_base["ZRC"]) + new_repartition["ETH"] - values_in_base["ETH"]) + self.assertIsNone(new_repartition.get("ZRC")) self.assertEqual(portfolio.Amount("BTC", "0.025"), new_repartition["XMR"]) + self.assertEqual(portfolio.Amount("BTC", "0.015"), + new_repartition["FOO"] - values_in_base["FOO"]) compute_trades.reset_mock() with self.subTest(available_balance_only=True, balance=0),\ @@ -381,12 +391,50 @@ class MarketTest(WebMockTestCase): order_mock2.trade = trade_mock trade_mock.tick_actions_recreate.return_value = "tick1" + new_order_mock = mock.Mock() + trade_mock.prepare_order.return_value = new_order_mock + + m.follow_orders() + + trade_mock.tick_actions_recreate.assert_called_once_with(2) + trade_mock.prepare_order.assert_called_once_with(compute_value="tick1") + m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY) + m.report.log_order.assert_called_with(order_mock2, 2, new_order=new_order_mock) + new_order_mock.run.assert_called_once_with() + + with self.subTest("disappearing order no action to do"), \ + mock.patch("market.ReportStore"): + all_orders.reset_mock() + m = market.Market(self.ccxt, self.market_args()) + + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + all_orders.side_effect = [ + [order_mock1, order_mock2], + [order_mock1, order_mock2], + + [order_mock1, order_mock2], + [order_mock1, order_mock2], + + [] + ] + + order_mock1.get_status.side_effect = ["open", "closed"] + order_mock2.get_status.side_effect = ["open", "error_disappeared"] + + order_mock1.trade = mock.Mock() + trade_mock = mock.Mock() + order_mock2.trade = trade_mock + + trade_mock.tick_actions_recreate.return_value = "tick1" + trade_mock.prepare_order.return_value = None m.follow_orders() trade_mock.tick_actions_recreate.assert_called_once_with(2) trade_mock.prepare_order.assert_called_once_with(compute_value="tick1") m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY) + m.report.log_order.assert_called_with(order_mock2, 2, finished=True) @mock.patch.object(market.BalanceStore, "fetch_balances") def test_move_balance(self, fetch_balances): @@ -595,13 +643,11 @@ class MarketTest(WebMockTestCase): self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") - @mock.patch.object(market, "psycopg2") - def test_store_database_report(self, psycopg2): - connect_mock = mock.Mock() + @mock.patch.object(dbs, "psql") + def test_store_database_report(self, psql): cursor_mock = mock.MagicMock() - connect_mock.cursor.return_value = cursor_mock - psycopg2.connect.return_value = connect_mock + psql.cursor.return_value = cursor_mock m = market.Market(self.ccxt, self.market_args(), pg_config={"config": "pg_config"}, user_id=1) cursor_mock.fetchone.return_value = [42] @@ -613,7 +659,7 @@ class MarketTest(WebMockTestCase): ("date2", "type2", "payload2"), ] m.store_database_report(datetime.datetime(2018, 3, 24)) - connect_mock.assert_has_calls([ + psql.assert_has_calls([ mock.call.cursor(), mock.call.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime.datetime(2018, 3, 24), None, False)), mock.call.cursor().fetchone(), @@ -621,21 +667,16 @@ class MarketTest(WebMockTestCase): mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')), mock.call.commit(), mock.call.cursor().close(), - mock.call.close() ]) - connect_mock.reset_mock() with self.subTest(error=True),\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - psycopg2.connect.side_effect = Exception("Bouh") + psql.cursor.side_effect = Exception("Bouh") m.store_database_report(datetime.datetime(2018, 3, 24)) self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n") - @mock.patch.object(market, "redis") + @mock.patch.object(dbs, "redis") def test_store_redis_report(self, redis): - connect_mock = mock.Mock() - redis.Redis.return_value = connect_mock - m = market.Market(self.ccxt, self.market_args(), redis_config={"config": "redis_config"}, market_id=1) @@ -646,7 +687,7 @@ class MarketTest(WebMockTestCase): ("type2", "payload2"), ] m.store_redis_report(datetime.datetime(2018, 3, 24)) - connect_mock.assert_has_calls([ + redis.assert_has_calls([ mock.call.set("/cryptoportfolio/1/2018-03-24T00:00:00/type1", "payload1", ex=31*24*60*60), mock.call.set("/cryptoportfolio/1/latest/type1", "payload1"), mock.call.set("/cryptoportfolio/1/2018-03-24T00:00:00/type2", "payload2", ex=31*24*60*60), @@ -654,20 +695,24 @@ class MarketTest(WebMockTestCase): mock.call.set("/cryptoportfolio/1/latest/date", "2018-03-24T00:00:00"), ]) - connect_mock.reset_mock() + redis.reset_mock() with self.subTest(error=True),\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - redis.Redis.side_effect = Exception("Bouh") + redis.set.side_effect = Exception("Bouh") m.store_redis_report(datetime.datetime(2018, 3, 24)) self.assertEqual(stdout_mock.getvalue(), "impossible to store report to redis: Exception; Bouh\n") def test_store_report(self): m = market.Market(self.ccxt, self.market_args(report_db=False), user_id=1) - with self.subTest(file=None, pg_config=None),\ + with self.subTest(file=None, pg_connected=None),\ + mock.patch.object(dbs, "psql_connected") as psql,\ + mock.patch.object(dbs, "redis_connected") as redis,\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(m, "store_redis_report") as redis_report,\ mock.patch.object(m, "store_file_report") as file_report: + psql.return_value = False + redis.return_value = False m.store_report() report.merge.assert_called_with(store.Portfolio.report) @@ -677,13 +722,16 @@ class MarketTest(WebMockTestCase): report.reset_mock() m = market.Market(self.ccxt, self.market_args(report_db=False, report_path="present"), user_id=1) - with self.subTest(file="present", pg_config=None),\ + with self.subTest(file="present", pg_connected=None),\ + mock.patch.object(dbs, "psql_connected") as psql,\ + mock.patch.object(dbs, "redis_connected") as redis,\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_file_report") as file_report,\ mock.patch.object(m, "store_redis_report") as redis_report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(market.datetime, "datetime") as time_mock: - + psql.return_value = False + redis.return_value = False time_mock.now.return_value = datetime.datetime(2018, 2, 25) m.store_report() @@ -695,13 +743,16 @@ class MarketTest(WebMockTestCase): report.reset_mock() m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), user_id=1) - with self.subTest(file="present", pg_config=None, report_db=True),\ + with self.subTest(file="present", pg_connected=None, report_db=True),\ + mock.patch.object(dbs, "psql_connected") as psql,\ + mock.patch.object(dbs, "redis_connected") as redis,\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_file_report") as file_report,\ mock.patch.object(m, "store_redis_report") as redis_report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(market.datetime, "datetime") as time_mock: - + psql.return_value = False + redis.return_value = False time_mock.now.return_value = datetime.datetime(2018, 2, 25) m.store_report() @@ -712,14 +763,17 @@ class MarketTest(WebMockTestCase): redis_report.assert_not_called() report.reset_mock() - m = market.Market(self.ccxt, self.market_args(report_db=True), pg_config="present", user_id=1) - with self.subTest(file=None, pg_config="present"),\ + m = market.Market(self.ccxt, self.market_args(report_db=True), user_id=1) + with self.subTest(file=None, pg_connected=True),\ + mock.patch.object(dbs, "psql_connected") as psql,\ + mock.patch.object(dbs, "redis_connected") as redis,\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_file_report") as file_report,\ mock.patch.object(m, "store_redis_report") as redis_report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(market.datetime, "datetime") as time_mock: - + psql.return_value = True + redis.return_value = False time_mock.now.return_value = datetime.datetime(2018, 2, 25) m.store_report() @@ -731,14 +785,17 @@ class MarketTest(WebMockTestCase): report.reset_mock() m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), - pg_config="pg_config", user_id=1) - with self.subTest(file="present", pg_config="present"),\ + user_id=1) + with self.subTest(file="present", pg_connected=True),\ + mock.patch.object(dbs, "psql_connected") as psql,\ + mock.patch.object(dbs, "redis_connected") as redis,\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_file_report") as file_report,\ mock.patch.object(m, "store_redis_report") as redis_report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(market.datetime, "datetime") as time_mock: - + psql.return_value = True + redis.return_value = False time_mock.now.return_value = datetime.datetime(2018, 2, 25) m.store_report() @@ -750,14 +807,17 @@ class MarketTest(WebMockTestCase): report.reset_mock() m = market.Market(self.ccxt, self.market_args(report_redis=False), - redis_config="redis_config", user_id=1) - with self.subTest(redis_config="present", report_redis=False),\ + user_id=1) + with self.subTest(redis_connected=True, report_redis=False),\ + mock.patch.object(dbs, "psql_connected") as psql,\ + mock.patch.object(dbs, "redis_connected") as redis,\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_file_report") as file_report,\ mock.patch.object(m, "store_redis_report") as redis_report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(market.datetime, "datetime") as time_mock: - + psql.return_value = False + redis.return_value = True time_mock.now.return_value = datetime.datetime(2018, 2, 25) m.store_report() @@ -766,13 +826,16 @@ class MarketTest(WebMockTestCase): report.reset_mock() m = market.Market(self.ccxt, self.market_args(report_redis=True), user_id=1) - with self.subTest(redis_config="absent", report_redis=True),\ + with self.subTest(redis_connected=False, report_redis=True),\ + mock.patch.object(dbs, "psql_connected") as psql,\ + mock.patch.object(dbs, "redis_connected") as redis,\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_file_report") as file_report,\ mock.patch.object(m, "store_redis_report") as redis_report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(market.datetime, "datetime") as time_mock: - + psql.return_value = False + redis.return_value = False time_mock.now.return_value = datetime.datetime(2018, 2, 25) m.store_report() @@ -780,14 +843,17 @@ class MarketTest(WebMockTestCase): report.reset_mock() m = market.Market(self.ccxt, self.market_args(report_redis=True), - redis_config="redis_config", user_id=1) - with self.subTest(redis_config="present", report_redis=True),\ + user_id=1) + with self.subTest(redis_connected=True, report_redis=True),\ + mock.patch.object(dbs, "psql_connected") as psql,\ + mock.patch.object(dbs, "redis_connected") as redis,\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_file_report") as file_report,\ mock.patch.object(m, "store_redis_report") as redis_report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(market.datetime, "datetime") as time_mock: - + psql.return_value = False + redis.return_value = True time_mock.now.return_value = datetime.datetime(2018, 2, 25) m.store_report() @@ -865,6 +931,17 @@ class MarketTest(WebMockTestCase): store_report.assert_called_once() log_error.assert_not_called() + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(authentication_error=True): + m.ccxt.check_required_credentials.side_effect = market.ccxt.AuthenticationError + + m.process(["some_action"], before=True) + log_error.assert_called_with("market_authentication", message="Impossible to authenticate to market") + store_report.assert_called_once() + + m.ccxt.check_required_credentials.side_effect = True process.reset_mock() log_error.reset_mock() store_report.reset_mock() @@ -872,7 +949,7 @@ class MarketTest(WebMockTestCase): process.side_effect = Exception("bouh") m.process(["some_action"], before=True) - log_error.assert_called_with("market_process", exception=mock.ANY) + log_error.assert_called_with("market_process", exception=mock.ANY, message=mock.ANY) store_report.assert_called_once() @@ -946,7 +1023,7 @@ class ProcessorTest(WebMockTestCase): process_step.reset_mock() processor.process("sell_needed", steps=["before", "after"]) - self.assertEqual(3, process_step.call_count) + self.assertEqual(4, process_step.call_count) def test_method_arguments(self): ccxt = mock.Mock(spec=market.ccxt.poloniexE) @@ -984,17 +1061,17 @@ class ProcessorTest(WebMockTestCase): processor = market.Processor(self.m) with mock.patch.object(processor, "run_action") as run_action: - step = processor.scenarios["sell_needed"][1] + step = processor.scenarios["sell_needed"][2] 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"), + mock.call("process_foo__2_sell_begin"), + mock.call("process_foo__2_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"), + mock.call(tag="process_foo__2_sell_begin"), + mock.call(tag="process_foo__2_sell_end"), ]) self.assertEqual(5, run_action.call_count) @@ -1011,9 +1088,37 @@ class ProcessorTest(WebMockTestCase): 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.report.log_stage.assert_has_calls([ + mock.call("process_foo__0_print_balances_begin"), + mock.call("process_foo__0_print_balances_end"), + ]) + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(add_portfolio=True, checkpoint='end', + log_tickers=True, + add_usdt=True, + tag='process_foo__0_print_balances_begin') + ]) + + self.assertEqual(0, run_action.call_count) + + self.m.reset_mock() + 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.balances.fetch_balances.assert_not_called() + self.m.reset_mock() + with mock.patch.object(processor, "run_action") as run_action: + step = processor.scenarios["print_balances"][0] + + processor.process_step("foo", step, {"foo":"bar"}) + self.m.balances.fetch_balances.assert_called_once_with( + add_portfolio=True, add_usdt=True, log_tickers=True, + tag='process_foo__1_print_balances_begin') + def test_parse_args(self): processor = market.Processor(self.m)