X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=tests%2Ftest_portfolio.py;fp=tests%2Ftest_portfolio.py;h=a1b95bf03958bf6aa2074df6ec5ee8462bf11449;hb=c682bdf4a02a45312ef1aadf8aa26136cf308414;hp=0000000000000000000000000000000000000000;hpb=e6015816224f8f405e9b1c9557f22e73b21246e8;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/tests/test_portfolio.py b/tests/test_portfolio.py new file mode 100644 index 0000000..a1b95bf --- /dev/null +++ b/tests/test_portfolio.py @@ -0,0 +1,2036 @@ +from .helper import * +import portfolio +import datetime + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class ComputationTest(WebMockTestCase): + def test_compute_value(self): + compute = mock.Mock() + portfolio.Computation.compute_value("foo", "buy", compute_value=compute) + compute.assert_called_with("foo", "ask") + + compute.reset_mock() + portfolio.Computation.compute_value("foo", "sell", compute_value=compute) + compute.assert_called_with("foo", "bid") + + compute.reset_mock() + portfolio.Computation.compute_value("foo", "ask", compute_value=compute) + compute.assert_called_with("foo", "ask") + + compute.reset_mock() + portfolio.Computation.compute_value("foo", "bid", compute_value=compute) + compute.assert_called_with("foo", "bid") + + compute.reset_mock() + portfolio.Computation.computations["test"] = compute + portfolio.Computation.compute_value("foo", "bid", compute_value="test") + compute.assert_called_with("foo", "bid") + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class TradeTest(WebMockTestCase): + + def test_values_assertion(self): + value_from = portfolio.Amount("BTC", "1.0") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + self.assertEqual("BTC", trade.base_currency) + self.assertEqual("ETH", trade.currency) + self.assertEqual(self.m, trade.market) + + with self.assertRaises(AssertionError): + portfolio.Trade(value_from, -value_to, "ETH", self.m) + with self.assertRaises(AssertionError): + 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) + self.assertEqual(0, trade.value_from.linked_to) + + def test_action(self): + value_from = portfolio.Amount("BTC", "1.0") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + self.assertIsNone(trade.action) + + value_from = portfolio.Amount("BTC", "1.0") + value_from.linked_to = portfolio.Amount("BTC", "1.0") + value_to = portfolio.Amount("BTC", "2.0") + trade = portfolio.Trade(value_from, value_to, "BTC", self.m) + + self.assertIsNone(trade.action) + + 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.assertEqual("acquire", trade.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("acquire", trade.action) + + def test_order_action(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + 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) + + 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") + 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.assertEqual("long", trade.trade_type) + + 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("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") + 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("ETH", "0.3") + + order2 = mock.Mock() + order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") + trade.orders.append(order1) + trade.orders.append(order2) + + self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) + order1.filled_amount.assert_called_with(in_base_currency=False) + order2.filled_amount.assert_called_with(in_base_currency=False) + + self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) + order1.filled_amount.assert_called_with(in_base_currency=False) + order2.filled_amount.assert_called_with(in_base_currency=False) + + self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) + order1.filled_amount.assert_called_with(in_base_currency=True) + order2.filled_amount.assert_called_with(in_base_currency=True) + + @mock.patch.object(portfolio.Computation, "compute_value") + @mock.patch.object(portfolio.Trade, "filled_amount") + @mock.patch.object(portfolio, "Order") + def test_prepare_order(self, Order, filled_amount, compute_value): + Order.return_value = "Order" + + with self.subTest(desc="Nothing to do"): + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.1") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "10") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order() + + filled_amount.assert_not_called() + compute_value.assert_not_called() + self.assertEqual(0, len(trade.orders)) + Order.assert_not_called() + + self.m.get_ticker.return_value = { "inverted": False } + with self.subTest(desc="Already filled"): + filled_amount.return_value = portfolio.Amount("FOO", "100") + compute_value.return_value = D("0.125") + + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.1") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "0") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order() + + 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(0, len(trade.orders)) + self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) + Order.assert_not_called() + + with self.subTest(action="dispose", inverted=False): + filled_amount.return_value = portfolio.Amount("FOO", "60") + compute_value.return_value = D("0.125") + + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.1") + 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() + + 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=False) + + 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", "10") + value_from.rate = D("0.1") + 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(close_if_possible=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)) + + Order.assert_called_with("buy", portfolio.Amount("FOO", 48), + D("0.125"), "BTC", "long", self.m, + trade, close_if_possible=False) + + with self.subTest(close_if_possible=True): + filled_amount.return_value = portfolio.Amount("FOO", "0") + compute_value.return_value = D("0.125") + + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.1") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "0") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order() + + 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", 100), + D("0.125"), "BTC", "long", self.m, + trade, close_if_possible=True) + + self.m.get_ticker.return_value = { "inverted": True, "original": {} } + with self.subTest(action="dispose", inverted=True): + filled_amount.return_value = portfolio.Amount("FOO", "300") + compute_value.return_value = D("125") + + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.01") + value_from.linked_to = portfolio.Amount("FOO", "1000") + value_to = portfolio.Amount("BTC", "1") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order(compute_value="foo") + + filled_amount.assert_called_with(in_base_currency=True) + compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") + self.assertEqual(1, len(trade.orders)) + Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), + D("125"), "FOO", "long", self.m, + trade, close_if_possible=False) + + with self.subTest(action="acquire", inverted=True): + filled_amount.return_value = portfolio.Amount("BTC", "4") + compute_value.return_value = D("125") + + value_from = portfolio.Amount("BTC", "1") + value_from.rate = D("0.01") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "10") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order(compute_value="foo") + + filled_amount.assert_called_with(in_base_currency=False) + compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") + self.assertEqual(1, len(trade.orders)) + Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), + D("125"), "FOO", "long", self.m, + trade, close_if_possible=False) + + def test_tick_actions_recreate(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.assertEqual("average", trade.tick_actions_recreate(0)) + self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo")) + self.assertEqual("average", trade.tick_actions_recreate(1)) + self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2)) + self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3)) + self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5)) + self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6)) + self.assertEqual("default", trade.tick_actions_recreate(7)) + self.assertEqual("default", trade.tick_actions_recreate(8)) + + @mock.patch.object(portfolio.Trade, "prepare_order") + def test_update_order(self, prepare_order): + order_mock = mock.Mock() + new_order_mock = mock.Mock() + + 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) + prepare_order.return_value = new_order_mock + + for i in [0, 1, 3, 4, 6]: + with self.subTest(tick=i): + trade.update_order(order_mock, i) + order_mock.cancel.assert_not_called() + new_order_mock.run.assert_not_called() + self.m.report.log_order.assert_called_once_with(order_mock, i, + update="waiting", compute_value=None, new_order=None) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + trade.update_order(order_mock, 2) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called() + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + calls = [ + mock.call(order_mock, 2, update="adjusting", + compute_value=mock.ANY, + new_order=new_order_mock), + mock.call(order_mock, 2, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + trade.update_order(order_mock, 5) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + self.m.report.log_order.assert_called() + calls = [ + mock.call(order_mock, 5, update="adjusting", + compute_value=mock.ANY, + new_order=new_order_mock), + mock.call(order_mock, 5, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + trade.update_order(order_mock, 7) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called_with(compute_value="default") + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + calls = [ + mock.call(order_mock, 7, update="market_fallback", + compute_value='default', + new_order=new_order_mock), + mock.call(order_mock, 7, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + for i in [10, 13, 16]: + with self.subTest(tick=i): + trade.update_order(order_mock, i) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called_with(compute_value="default") + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + calls = [ + mock.call(order_mock, i, update="market_adjust", + compute_value='default', + new_order=new_order_mock), + mock.call(order_mock, i, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + for i in [8, 9, 11, 12]: + with self.subTest(tick=i): + trade.update_order(order_mock, i) + order_mock.cancel.assert_not_called() + new_order_mock.run.assert_not_called() + self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", + compute_value=None, new_order=None) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + + def test_print_with_order(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) + + order_mock1 = mock.Mock() + order_mock1.__repr__ = mock.Mock() + order_mock1.__repr__.return_value = "Mock 1" + order_mock2 = mock.Mock() + order_mock2.__repr__ = mock.Mock() + order_mock2.__repr__.return_value = "Mock 2" + order_mock1.mouvements = [] + mouvement_mock1 = mock.Mock() + mouvement_mock1.__repr__ = mock.Mock() + mouvement_mock1.__repr__.return_value = "Mouvement 1" + mouvement_mock2 = mock.Mock() + mouvement_mock2.__repr__ = mock.Mock() + mouvement_mock2.__repr__.return_value = "Mouvement 2" + order_mock2.mouvements = [ + mouvement_mock1, mouvement_mock2 + ] + trade.orders.append(order_mock1) + trade.orders.append(order_mock2) + + 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) + + 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") + 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.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) + + def test_as_json(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) + + as_json = trade.as_json() + self.assertEqual("acquire", as_json["action"]) + self.assertEqual(D("0.5"), as_json["from"]) + self.assertEqual(D("1.0"), as_json["to"]) + self.assertEqual("ETH", as_json["currency"]) + self.assertEqual("BTC", as_json["base_currency"]) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class BalanceTest(WebMockTestCase): + def test_values(self): + balance = portfolio.Balance("BTC", { + "exchange_total": "0.65", + "exchange_free": "0.35", + "exchange_used": "0.30", + "margin_total": "-10", + "margin_borrowed": "10", + "margin_available": "0", + "margin_in_position": "0", + "margin_position_type": "short", + "margin_borrowed_base_currency": "USDT", + "margin_liquidation_price": "1.20", + "margin_pending_gain": "10", + "margin_lending_fees": "0.4", + "margin_borrowed_base_price": "0.15", + }) + self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) + self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) + self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) + self.assertEqual("BTC", balance.exchange_total.currency) + self.assertEqual("BTC", balance.exchange_free.currency) + self.assertEqual("BTC", balance.exchange_total.currency) + + self.assertEqual(portfolio.D("-10"), balance.margin_total.value) + self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) + self.assertEqual(portfolio.D("0"), balance.margin_available.value) + self.assertEqual("BTC", balance.margin_total.currency) + self.assertEqual("BTC", balance.margin_borrowed.currency) + self.assertEqual("BTC", balance.margin_available.currency) + + self.assertEqual("BTC", balance.currency) + + self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) + self.assertEqual("USDT", balance.margin_lending_fees.currency) + + def test__repr(self): + self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", + repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) + balance = portfolio.Balance("BTX", { "exchange_total": 3, + "exchange_used": 1, "exchange_free": 2 }) + self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) + + balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) + self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) + + balance = portfolio.Balance("BTX", { "margin_total": 3, + "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_available": 2 }) + self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) + + balance = portfolio.Balance("BTX", { "margin_total": -3, + "margin_borrowed_base_price": D("0.1"), + "margin_borrowed_base_currency": "BTC", + "margin_lending_fees": D("0.002") }) + self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) + + balance = portfolio.Balance("BTX", { "margin_total": 1, + "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 }) + as_json = balance.as_json() + self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) + self.assertEqual(D(0), as_json["total"]) + self.assertEqual(D(2), as_json["exchange_total"]) + 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_available"]) + self.assertEqual(D(0), as_json["margin_borrowed"]) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class OrderTest(WebMockTestCase): + def test_values(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertEqual("buy", order.action) + self.assertEqual(10, order.amount.value) + self.assertEqual("ETH", order.amount.currency) + self.assertEqual(D("0.1"), order.rate) + self.assertEqual("BTC", order.base_currency) + self.assertEqual("market", order.market) + self.assertEqual("long", order.trade_type) + self.assertEqual("pending", order.status) + self.assertEqual("trade", order.trade) + self.assertIsNone(order.id) + self.assertFalse(order.close_if_possible) + + def test__repr(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) + + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade", + close_if_possible=True) + self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) + + def test_as_json(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + mouvement_mock1 = mock.Mock() + mouvement_mock1.as_json.return_value = 1 + mouvement_mock2 = mock.Mock() + mouvement_mock2.as_json.return_value = 2 + + order.mouvements = [mouvement_mock1, mouvement_mock2] + as_json = order.as_json() + self.assertEqual("buy", as_json["action"]) + self.assertEqual("long", as_json["trade_type"]) + self.assertEqual(10, as_json["amount"]) + self.assertEqual("ETH", as_json["currency"]) + self.assertEqual("BTC", as_json["base_currency"]) + self.assertEqual(D("0.1"), as_json["rate"]) + self.assertEqual("pending", as_json["status"]) + self.assertEqual(False, as_json["close_if_possible"]) + self.assertIsNone(as_json["id"]) + self.assertEqual([1, 2], as_json["mouvements"]) + + def test_account(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertEqual("exchange", order.account) + + order = portfolio.Order("sell", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "short", "market", "trade") + self.assertEqual("margin", order.account) + + def test_pending(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertTrue(order.pending) + order.status = "open" + self.assertFalse(order.pending) + + def test_open(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertFalse(order.open) + order.status = "open" + self.assertTrue(order.open) + + def test_finished(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertFalse(order.finished) + order.status = "closed" + self.assertTrue(order.finished) + order.status = "canceled" + self.assertTrue(order.finished) + order.status = "error" + self.assertTrue(order.finished) + + @mock.patch.object(portfolio.Order, "fetch") + def test_cancel(self, fetch): + 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) + + 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_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), + D("0.1"), "BTC", "long", self.m, "trade") + order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) + self.assertFalse(order.dust_amount_remaining()) + + order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) + self.assertTrue(order.dust_amount_remaining()) + + @mock.patch.object(portfolio.Order, "fetch") + @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) + def test_remaining_amount(self, filled_amount, fetch): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + + self.assertEqual(9, order.remaining_amount().value) + + order.status = "open" + self.assertEqual(9, order.remaining_amount().value) + + @mock.patch.object(portfolio.Order, "fetch") + def test_filled_amount(self, fetch): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { + "tradeID": 42, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 12:00:12", "rate": "0.1", + "amount": "3", "total": "0.3" + })) + order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { + "tradeID": 43, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 13:00:12", "rate": "0.2", + "amount": "2", "total": "0.4" + })) + self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) + fetch.assert_not_called() + order.status = "open" + self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) + fetch.assert_called_once() + self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) + + def test_fetch_mouvements(self): + self.m.ccxt.privatePostReturnOrderTrades.return_value = [ + { + "tradeID": 42, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 13:00:12", "rate": "0.1", + "amount": "3", "total": "0.3" + }, + { + "tradeID": 43, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 12:00:12", "rate": "0.2", + "amount": "2", "total": "0.4" + } + ] + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 12 + order.mouvements = ["Foo", "Bar", "Baz"] + + order.fetch_mouvements() + + self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) + self.assertEqual(2, len(order.mouvements)) + self.assertEqual(43, order.mouvements[0].id) + self.assertEqual(42, order.mouvements[1].id) + + self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.fetch_mouvements() + self.assertEqual(0, len(order.mouvements)) + + def test_mark_finished_order(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "short", self.m, "trade", + close_if_possible=True) + order.status = "closed" + self.m.debug = False + + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") + self.m.ccxt.close_margin_position.reset_mock() + + order.status = "open" + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_not_called() + + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "short", self.m, "trade", + close_if_possible=False) + order.status = "closed" + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_not_called() + + order = portfolio.Order("sell", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "short", self.m, "trade", + close_if_possible=True) + order.status = "closed" + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_not_called() + + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade", + close_if_possible=True) + order.status = "closed" + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_not_called() + + self.m.debug = True + + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "short", self.m, "trade", + close_if_possible=True) + order.status = "closed" + + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_not_called() + self.m.report.log_debug_action.assert_called_once() + + @mock.patch.object(portfolio.Order, "fetch_mouvements") + @mock.patch.object(portfolio.Order, "mark_disappeared_order") + @mock.patch.object(portfolio.Order, "mark_finished_order") + def test_fetch(self, mark_finished_order, mark_disappeared_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() + mark_disappeared_order.assert_not_called() + fetch_mouvements.assert_not_called() + + 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.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() + mark_disappeared_order.assert_called_once() + + mark_finished_order.reset_mock() + with self.subTest(missing_order=True): + self.m.ccxt.fetch_order.side_effect = [ + portfolio.OrderNotCached, + ] + order.fetch() + self.assertEqual("closed_unknown", order.status) + mark_finished_order.assert_called_once() + + def test_mark_disappeared_order(self): + with self.subTest("Open order"): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 45 + order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { + "tradeID":21336541, + "currencyPair":"BTC_XRP", + "type":"sell", + "rate":"0.00007013", + "amount":"0.00000222", + "total":"0.00000000", + "fee":"0.00150000", + "date":"2018-04-02 00:09:13" + })) + order.mark_disappeared_order() + self.assertEqual("pending", order.status) + + with self.subTest("Non-zero amount"): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 45 + order.status = "closed" + order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { + "tradeID":21336541, + "currencyPair":"BTC_XRP", + "type":"sell", + "rate":"0.00007013", + "amount":"0.00000222", + "total":"0.00000010", + "fee":"0.00150000", + "date":"2018-04-02 00:09:13" + })) + order.mark_disappeared_order() + self.assertEqual("closed", order.status) + + with self.subTest("Other mouvements"): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 45 + order.status = "closed" + order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { + "tradeID":21336541, + "currencyPair":"BTC_XRP", + "type":"sell", + "rate":"0.00007013", + "amount":"0.00000222", + "total":"0.00000001", + "fee":"0.00150000", + "date":"2018-04-02 00:09:13" + })) + order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { + "tradeID":21336541, + "currencyPair":"BTC_XRP", + "type":"sell", + "rate":"0.00007013", + "amount":"0.00000222", + "total":"0.00000000", + "fee":"0.00150000", + "date":"2018-04-02 00:09:13" + })) + order.mark_disappeared_order() + self.assertEqual("error_disappeared", order.status) + + with self.subTest("Order disappeared"): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 45 + order.status = "closed" + order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { + "tradeID":21336541, + "currencyPair":"BTC_XRP", + "type":"sell", + "rate":"0.00007013", + "amount":"0.00000222", + "total":"0.00000000", + "fee":"0.00150000", + "date":"2018-04-02 00:09:13" + })) + order.mark_disappeared_order() + self.assertEqual("error_disappeared", order.status) + + @mock.patch.object(portfolio.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), + D("0.1"), "BTC", "long", self.m, "trade") + self.assertEqual("pending", order.get_status()) + fetch.assert_not_called() + self.m.report.log_debug_action.assert_called_once() + + with self.subTest(debug=False, finished=False): + self.m.debug = False + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + def _fetch(order): + def update_status(): + order.status = "open" + return update_status + fetch.side_effect = _fetch(order) + self.assertEqual("open", order.get_status()) + fetch.assert_called_once() + + fetch.reset_mock() + with self.subTest(debug=False, finished=True): + self.m.debug = False + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + def _fetch(order): + def update_status(): + order.status = "closed" + return update_status + fetch.side_effect = _fetch(order) + self.assertEqual("closed", order.get_status()) + fetch.assert_called_once() + + def test_run(self): + self.m.ccxt.order_precision.return_value = 4 + 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.run() + self.m.ccxt.create_order.assert_not_called() + self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") + self.assertEqual("open", order.status) + self.assertEqual(1, len(order.results)) + self.assertEqual(-1, order.id) + + self.m.ccxt.create_order.reset_mock() + with self.subTest(debug=False): + self.m.debug = False + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.return_value = { "id": 123 } + order.run() + self.m.ccxt.create_order.assert_called_once() + self.assertEqual(1, len(order.results)) + self.assertEqual("open", order.status) + + self.m.ccxt.create_order.reset_mock() + with self.subTest(exception=True): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = Exception("bouh") + order.run() + self.m.ccxt.create_order.assert_called_once() + self.assertEqual(0, len(order.results)) + self.assertEqual("error", order.status) + self.m.report.log_error.assert_called_once() + + self.m.ccxt.create_order.reset_mock() + with self.subTest(dust_amount_exception=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.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) + + self.m.reset_mock() + with self.subTest(invalid_nonce=True): + with self.subTest(retry_success=True): + 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.InvalidNonce, + portfolio.InvalidNonce, + { "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('0.0010'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + ]) + self.assertEqual(3, self.m.ccxt.create_order.call_count) + self.assertEqual(3, order.tries) + self.m.report.log_error.assert_called() + self.assertEqual(2, self.m.report.log_error.call_count) + self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY) + self.assertEqual(123, order.id) + + self.m.reset_mock() + with self.subTest(retry_success=False): + 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.InvalidNonce, + portfolio.InvalidNonce, + portfolio.InvalidNonce, + portfolio.InvalidNonce, + portfolio.InvalidNonce, + ] + order.run() + self.assertEqual(5, self.m.ccxt.create_order.call_count) + 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 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY) + self.assertEqual("error", order.status) + + self.m.reset_mock() + with self.subTest(request_timeout=True): + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + with self.subTest(retrieved=False), \ + mock.patch.object(order, "retrieve_order") as retrieve: + self.m.ccxt.create_order.side_effect = [ + portfolio.RequestTimeout, + portfolio.RequestTimeout, + { "id": 123 }, + ] + retrieve.return_value = False + 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('0.0010'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + ]) + self.assertEqual(3, self.m.ccxt.create_order.call_count) + self.assertEqual(3, order.tries) + self.m.report.log_error.assert_called() + self.assertEqual(2, self.m.report.log_error.call_count) + self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY) + self.assertEqual(123, order.id) + + self.m.reset_mock() + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + with self.subTest(retrieved=True), \ + mock.patch.object(order, "retrieve_order") as retrieve: + self.m.ccxt.create_order.side_effect = [ + portfolio.RequestTimeout, + ] + def _retrieve(): + order.results.append({"id": 123}) + return True + retrieve.side_effect = _retrieve + 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')), + ]) + self.assertEqual(1, self.m.ccxt.create_order.call_count) + self.assertEqual(1, order.tries) + self.m.report.log_error.assert_called() + self.assertEqual(1, self.m.report.log_error.call_count) + self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order") + self.assertEqual(123, order.id) + + self.m.reset_mock() + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + with self.subTest(retrieved=False), \ + mock.patch.object(order, "retrieve_order") as retrieve: + self.m.ccxt.create_order.side_effect = [ + portfolio.RequestTimeout, + portfolio.RequestTimeout, + portfolio.RequestTimeout, + portfolio.RequestTimeout, + portfolio.RequestTimeout, + ] + retrieve.return_value = False + 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('0.0010'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + ]) + self.assertEqual(5, self.m.ccxt.create_order.call_count) + 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 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY) + self.assertEqual("error", order.status) + + def test_retrieve_order(self): + with self.subTest(similar_open_order=True): + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) + + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.fetch_orders.return_value = [ + { # Wrong amount + 'amount': 0.002, 'cost': 0.1, + 'datetime': '2018-03-25T15:15:51.000Z', + 'fee': None, 'filled': 0.0, + 'id': '1', + 'info': { + 'amount': '0.002', + 'date': '2018-03-25 15:15:51', + 'margin': 0, 'orderNumber': '1', + 'price': '0.1', 'rate': '0.1', + 'side': 'buy', 'startingAmount': '0.002', + 'status': 'open', 'total': '0.0002', + 'type': 'limit' + }, + 'price': 0.1, 'remaining': 0.002, 'side': 'buy', + 'status': 'open', 'symbol': 'ETH/BTC', + 'timestamp': 1521990951000, 'trades': None, + 'type': 'limit' + }, + { # Margin + 'amount': 0.001, 'cost': 0.1, + 'datetime': '2018-03-25T15:15:51.000Z', + 'fee': None, 'filled': 0.0, + 'id': '2', + 'info': { + 'amount': '0.001', + 'date': '2018-03-25 15:15:51', + 'margin': 1, 'orderNumber': '2', + 'price': '0.1', 'rate': '0.1', + 'side': 'buy', 'startingAmount': '0.001', + 'status': 'open', 'total': '0.0001', + 'type': 'limit' + }, + 'price': 0.1, 'remaining': 0.001, 'side': 'buy', + 'status': 'open', 'symbol': 'ETH/BTC', + 'timestamp': 1521990951000, 'trades': None, + 'type': 'limit' + }, + { # selling + 'amount': 0.001, 'cost': 0.1, + 'datetime': '2018-03-25T15:15:51.000Z', + 'fee': None, 'filled': 0.0, + 'id': '3', + 'info': { + 'amount': '0.001', + 'date': '2018-03-25 15:15:51', + 'margin': 0, 'orderNumber': '3', + 'price': '0.1', 'rate': '0.1', + 'side': 'sell', 'startingAmount': '0.001', + 'status': 'open', 'total': '0.0001', + 'type': 'limit' + }, + 'price': 0.1, 'remaining': 0.001, 'side': 'sell', + 'status': 'open', 'symbol': 'ETH/BTC', + 'timestamp': 1521990951000, 'trades': None, + 'type': 'limit' + }, + { # Wrong rate + 'amount': 0.001, 'cost': 0.15, + 'datetime': '2018-03-25T15:15:51.000Z', + 'fee': None, 'filled': 0.0, + 'id': '4', + 'info': { + 'amount': '0.001', + 'date': '2018-03-25 15:15:51', + 'margin': 0, 'orderNumber': '4', + 'price': '0.15', 'rate': '0.15', + 'side': 'buy', 'startingAmount': '0.001', + 'status': 'open', 'total': '0.0001', + 'type': 'limit' + }, + 'price': 0.15, 'remaining': 0.001, 'side': 'buy', + 'status': 'open', 'symbol': 'ETH/BTC', + 'timestamp': 1521990951000, 'trades': None, + 'type': 'limit' + }, + { # All good + 'amount': 0.001, 'cost': 0.1, + 'datetime': '2018-03-25T15:15:51.000Z', + 'fee': None, 'filled': 0.0, + 'id': '5', + 'info': { + 'amount': '0.001', + 'date': '2018-03-25 15:15:51', + 'margin': 0, 'orderNumber': '1', + 'price': '0.1', 'rate': '0.1', + 'side': 'buy', 'startingAmount': '0.001', + 'status': 'open', 'total': '0.0001', + 'type': 'limit' + }, + 'price': 0.1, 'remaining': 0.001, 'side': 'buy', + 'status': 'open', 'symbol': 'ETH/BTC', + 'timestamp': 1521990951000, 'trades': None, + 'type': 'limit' + } + ] + result = order.retrieve_order() + self.assertTrue(result) + self.assertEqual('5', order.results[0]["id"]) + self.m.ccxt.fetch_my_trades.assert_not_called() + self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) + + self.m.reset_mock() + with self.subTest(similar_open_order=False, past_trades=True): + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) + + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.fetch_orders.return_value = [] + self.m.ccxt.fetch_my_trades.return_value = [ + { # Wrong timestamp 1 + 'amount': 0.0006, + 'cost': 0.00006, + 'datetime': '2018-03-25T15:15:14.000Z', + 'id': '1-1', + 'info': { + 'amount': '0.0006', + 'category': 'exchange', + 'date': '2018-03-25 15:15:14', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '1', + 'rate': '0.1', + 'total': '0.00006', + 'tradeID': '1-1', + 'type': 'buy' + }, + 'order': '1', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983714, + 'type': 'limit' + }, + { # Wrong timestamp 2 + 'amount': 0.0004, + 'cost': 0.00004, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '1-2', + 'info': { + 'amount': '0.0004', + 'category': 'exchange', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '1', + 'rate': '0.1', + 'total': '0.00004', + 'tradeID': '1-2', + 'type': 'buy' + }, + 'order': '1', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + { # Wrong side 1 + 'amount': 0.0006, + 'cost': 0.00006, + 'datetime': '2018-03-25T15:15:54.000Z', + 'id': '2-1', + 'info': { + 'amount': '0.0006', + 'category': 'exchange', + 'date': '2018-03-25 15:15:54', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '2', + 'rate': '0.1', + 'total': '0.00006', + 'tradeID': '2-1', + 'type': 'sell' + }, + 'order': '2', + 'price': 0.1, + 'side': 'sell', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983754, + 'type': 'limit' + }, + { # Wrong side 2 + 'amount': 0.0004, + 'cost': 0.00004, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '2-2', + 'info': { + 'amount': '0.0004', + 'category': 'exchange', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '2', + 'rate': '0.1', + 'total': '0.00004', + 'tradeID': '2-2', + 'type': 'buy' + }, + 'order': '2', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + { # Margin trade 1 + 'amount': 0.0006, + 'cost': 0.00006, + 'datetime': '2018-03-25T15:15:54.000Z', + 'id': '3-1', + 'info': { + 'amount': '0.0006', + 'category': 'marginTrade', + 'date': '2018-03-25 15:15:54', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '3', + 'rate': '0.1', + 'total': '0.00006', + 'tradeID': '3-1', + 'type': 'buy' + }, + 'order': '3', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983754, + 'type': 'limit' + }, + { # Margin trade 2 + 'amount': 0.0004, + 'cost': 0.00004, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '3-2', + 'info': { + 'amount': '0.0004', + 'category': 'marginTrade', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '3', + 'rate': '0.1', + 'total': '0.00004', + 'tradeID': '3-2', + 'type': 'buy' + }, + 'order': '3', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + { # Wrong amount 1 + 'amount': 0.0005, + 'cost': 0.00005, + 'datetime': '2018-03-25T15:15:54.000Z', + 'id': '4-1', + 'info': { + 'amount': '0.0005', + 'category': 'exchange', + 'date': '2018-03-25 15:15:54', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '4', + 'rate': '0.1', + 'total': '0.00005', + 'tradeID': '4-1', + 'type': 'buy' + }, + 'order': '4', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983754, + 'type': 'limit' + }, + { # Wrong amount 2 + 'amount': 0.0004, + 'cost': 0.00004, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '4-2', + 'info': { + 'amount': '0.0004', + 'category': 'exchange', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '4', + 'rate': '0.1', + 'total': '0.00004', + 'tradeID': '4-2', + 'type': 'buy' + }, + 'order': '4', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + { # Wrong price 1 + 'amount': 0.0006, + 'cost': 0.000066, + 'datetime': '2018-03-25T15:15:54.000Z', + 'id': '5-1', + 'info': { + 'amount': '0.0006', + 'category': 'exchange', + 'date': '2018-03-25 15:15:54', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '5', + 'rate': '0.11', + 'total': '0.000066', + 'tradeID': '5-1', + 'type': 'buy' + }, + 'order': '5', + 'price': 0.11, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983754, + 'type': 'limit' + }, + { # Wrong price 2 + 'amount': 0.0004, + 'cost': 0.00004, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '5-2', + 'info': { + 'amount': '0.0004', + 'category': 'exchange', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '5', + 'rate': '0.1', + 'total': '0.00004', + 'tradeID': '5-2', + 'type': 'buy' + }, + 'order': '5', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + { # All good 1 + 'amount': 0.0006, + 'cost': 0.00006, + 'datetime': '2018-03-25T15:15:54.000Z', + 'id': '7-1', + 'info': { + 'amount': '0.0006', + 'category': 'exchange', + 'date': '2018-03-25 15:15:54', + 'fee': '0.00150000', + 'globalTradeID': 1, + 'orderNumber': '7', + 'rate': '0.1', + 'total': '0.00006', + 'tradeID': '7-1', + 'type': 'buy' + }, + 'order': '7', + 'price': 0.1, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983754, + 'type': 'limit' + }, + { # All good 2 + 'amount': 0.0004, + 'cost': 0.000036, + 'datetime': '2018-03-25T15:16:54.000Z', + 'id': '7-2', + 'info': { + 'amount': '0.0004', + 'category': 'exchange', + 'date': '2018-03-25 15:16:54', + 'fee': '0.00150000', + 'globalTradeID': 2, + 'orderNumber': '7', + 'rate': '0.09', + 'total': '0.000036', + 'tradeID': '7-2', + 'type': 'buy' + }, + 'order': '7', + 'price': 0.09, + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'timestamp': 1521983814, + 'type': 'limit' + }, + ] + + result = order.retrieve_order() + self.assertTrue(result) + self.assertEqual('7', order.results[0]["id"]) + self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) + + self.m.reset_mock() + with self.subTest(similar_open_order=False, past_trades=False): + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) + + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.fetch_orders.return_value = [] + self.m.ccxt.fetch_my_trades.return_value = [] + result = order.retrieve_order() + self.assertFalse(result) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class MouvementTest(WebMockTestCase): + def test_values(self): + mouvement = portfolio.Mouvement("ETH", "BTC", { + "tradeID": 42, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 12:00:12", "rate": "0.1", + "amount": "10", "total": "1" + }) + self.assertEqual("ETH", mouvement.currency) + self.assertEqual("BTC", mouvement.base_currency) + self.assertEqual(42, mouvement.id) + self.assertEqual("buy", mouvement.action) + self.assertEqual(D("0.0015"), mouvement.fee_rate) + self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) + self.assertEqual(D("0.1"), mouvement.rate) + self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) + self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) + + mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) + self.assertIsNone(mouvement.date) + self.assertIsNone(mouvement.id) + self.assertIsNone(mouvement.action) + self.assertEqual(-1, mouvement.fee_rate) + self.assertEqual(0, mouvement.rate) + self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) + self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) + + def test__repr(self): + mouvement = portfolio.Mouvement("ETH", "BTC", { + "tradeID": 42, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 12:00:12", "rate": "0.1", + "amount": "10", "total": "1" + }) + self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) + + mouvement = portfolio.Mouvement("ETH", "BTC", { + "tradeID": 42, "type": "buy", + "date": "garbage", "rate": "0.1", + "amount": "10", "total": "1" + }) + self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) + + def test_as_json(self): + mouvement = portfolio.Mouvement("ETH", "BTC", { + "tradeID": 42, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 12:00:12", "rate": "0.1", + "amount": "10", "total": "1" + }) + as_json = mouvement.as_json() + + self.assertEqual(D("0.0015"), as_json["fee_rate"]) + self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) + self.assertEqual("buy", as_json["action"]) + self.assertEqual(D("10"), as_json["total"]) + self.assertEqual(D("1"), as_json["total_in_base"]) + self.assertEqual("BTC", as_json["base_currency"]) + self.assertEqual("ETH", as_json["currency"]) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class AmountTest(WebMockTestCase): + def test_values(self): + amount = portfolio.Amount("BTC", "0.65") + self.assertEqual(D("0.65"), amount.value) + self.assertEqual("BTC", amount.currency) + + def test_in_currency(self): + amount = portfolio.Amount("ETC", 10) + + self.assertEqual(amount, amount.in_currency("ETC", self.m)) + + with self.subTest(desc="no ticker for currency"): + self.m.get_ticker.return_value = None + + self.assertRaises(Exception, amount.in_currency, "ETH", self.m) + + with self.subTest(desc="nominal case"): + self.m.get_ticker.return_value = { + "bid": D("0.2"), + "ask": D("0.4"), + "average": D("0.3"), + "foo": "bar", + } + converted_amount = amount.in_currency("ETH", self.m) + + 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"]) + + converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") + self.assertEqual(D("2"), converted_amount.value) + + converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") + self.assertEqual(D("4"), converted_amount.value) + + converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) + self.assertEqual(D("0.2"), converted_amount.value) + + def test__round(self): + amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) + self.assertEqual(D("1.23456789"), round(amount).value) + self.assertEqual(D("1.23"), round(amount, 2).value) + + def test__abs(self): + amount = portfolio.Amount("SC", -120) + self.assertEqual(120, abs(amount).value) + self.assertEqual("SC", abs(amount).currency) + + amount = portfolio.Amount("SC", 10) + self.assertEqual(10, abs(amount).value) + self.assertEqual("SC", abs(amount).currency) + + def test__add(self): + 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") + with self.assertRaises(Exception): + amount1 + amount3 + + amount4 = portfolio.Amount("ETH", 0.0) + self.assertEqual(amount1, amount1 + amount4) + + self.assertEqual(amount1, amount1 + 0) + + def test__radd(self): + 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") + + self.assertEqual(D("0.2"), (amount1 - amount2).value) + self.assertEqual("XVG", (amount1 - amount2).currency) + + 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__rsub(self): + amount = portfolio.Amount("ETH", "1.6") + with self.assertRaises(Exception): + 3 - amount + + self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) + + def test__mul(self): + amount = portfolio.Amount("XEM", 11) + + self.assertEqual(D("38.5"), (amount * D("3.5")).value) + self.assertEqual(D("33"), (amount * 3).value) + + with self.assertRaises(Exception): + amount * amount + + def test__rmul(self): + amount = portfolio.Amount("XEM", 11) + + 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(D("5.5"), (amount / 2).value) + self.assertEqual(D("4.4"), (amount / D("2.5")).value) + + with self.assertRaises(Exception): + amount / amount + + def test__truediv(self): + amount = portfolio.Amount("XEM", 11) + + 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) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount1 < amount2) + self.assertFalse(amount2 < amount1) + self.assertFalse(amount1 < amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount1 < amount3 + + def test__le(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount1 <= amount2) + self.assertFalse(amount2 <= amount1) + self.assertTrue(amount1 <= amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount1 <= amount3 + + def test__gt(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount2 > amount1) + self.assertFalse(amount1 > amount2) + self.assertFalse(amount1 > amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount3 > amount1 + + def test__ge(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount2 >= amount1) + self.assertFalse(amount1 >= amount2) + self.assertTrue(amount1 >= amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount3 >= amount1 + + def test__eq(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + amount3 = portfolio.Amount("BTD", 11.3) + + self.assertFalse(amount1 == amount2) + self.assertFalse(amount2 == amount1) + self.assertTrue(amount1 == amount3) + self.assertFalse(amount2 == 0) + + amount4 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount1 == amount4 + + amount5 = portfolio.Amount("BTD", 0) + self.assertTrue(amount5 == 0) + + def test__ne(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + amount3 = portfolio.Amount("BTD", 11.3) + + self.assertTrue(amount1 != amount2) + self.assertTrue(amount2 != amount1) + self.assertFalse(amount1 != amount3) + self.assertTrue(amount2 != 0) + + amount4 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount1 != amount4 + + amount5 = portfolio.Amount("BTD", 0) + self.assertFalse(amount5 != 0) + + def test__neg(self): + amount1 = portfolio.Amount("BTD", "11.3") + + self.assertEqual(portfolio.D("-11.3"), (-amount1).value) + + def test__str(self): + amount1 = portfolio.Amount("BTX", 32) + self.assertEqual("32.00000000 BTX", str(amount1)) + + amount2 = portfolio.Amount("USDT", 12000) + amount1.linked_to = amount2 + self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) + + def test__repr(self): + amount1 = portfolio.Amount("BTX", 32) + self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) + + amount2 = portfolio.Amount("USDT", 12000) + amount1.linked_to = amount2 + self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) + + amount3 = portfolio.Amount("BTC", 0.1) + amount2.linked_to = amount3 + self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) + + def test_as_json(self): + amount = portfolio.Amount("BTX", 32) + self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) + + amount = portfolio.Amount("BTX", "1E-10") + self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) + + amount = portfolio.Amount("BTX", "1E-5") + self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) + self.assertEqual("0.00001", str(amount.as_json()["value"])) + +