X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=tests%2Ftest_portfolio.py;h=cad3095a34eb2bfd0f42ef1b398d6ad878b86a6c;hb=512972fa1df14df4e208a1182096b1c51b5d38d1;hp=14dc9954f63679c03a12a087c2f69102c3109705;hpb=18de421e455ab4b125a6684d703a296562097e6b;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/tests/test_portfolio.py b/tests/test_portfolio.py index 14dc995..cad3095 100644 --- a/tests/test_portfolio.py +++ b/tests/test_portfolio.py @@ -2,6 +2,7 @@ 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() @@ -25,6 +26,13 @@ class ComputationTest(WebMockTestCase): portfolio.Computation.compute_value("foo", "bid", compute_value="test") compute.assert_called_with("foo", "bid") + def test_eat_several(self): + self.m.ccxt.fetch_nth_order_book.return_value = D("0.00001275") + + self.assertEqual(D("0.00001275"), portfolio.Computation.eat_several(self.m)({ "symbol": "BTC/HUC" }, "ask")) + + +@unittest.skipUnless("unit" in limits, "Unit skipped") class TradeTest(WebMockTestCase): def test_values_assertion(self): @@ -140,9 +148,9 @@ class TradeTest(WebMockTestCase): 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) + order1.filled_amount.assert_called_with(in_base_currency=True, refetch=True) + order2.filled_amount.assert_called_with(in_base_currency=True, refetch=True) + order3.filled_amount.assert_called_with(in_base_currency=True, refetch=True) with self.subTest(inverted=True): value_from = portfolio.Amount("BTC", "0.5") @@ -167,9 +175,9 @@ class TradeTest(WebMockTestCase): 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) + order1.filled_amount.assert_called_with(in_base_currency=False, refetch=True) + order2.filled_amount.assert_called_with(in_base_currency=False, refetch=True) + order3.filled_amount.assert_called_with(in_base_currency=False, refetch=True) def test_filled_amount(self): @@ -187,16 +195,16 @@ class TradeTest(WebMockTestCase): 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) + order1.filled_amount.assert_called_with(in_base_currency=False, refetch=False) + order2.filled_amount.assert_called_with(in_base_currency=False, refetch=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) + order1.filled_amount.assert_called_with(in_base_currency=False, refetch=False) + order2.filled_amount.assert_called_with(in_base_currency=False, refetch=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) + order1.filled_amount.assert_called_with(in_base_currency=True, refetch=False) + order2.filled_amount.assert_called_with(in_base_currency=True, refetch=False) @mock.patch.object(portfolio.Computation, "compute_value") @mock.patch.object(portfolio.Trade, "filled_amount") @@ -504,6 +512,25 @@ class TradeTest(WebMockTestCase): trade.orders = [] self.m.report.log_order.reset_mock() + with self.subTest(tick=22): + trade.update_order(order_mock, 22) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called_with(compute_value=mock.ANY) + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + calls = [ + mock.call(order_mock, 22, update="market_adjust_eat", + compute_value=mock.ANY, + new_order=new_order_mock), + mock.call(order_mock, 22, 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() def test_print_with_order(self): value_from = portfolio.Amount("BTC", "0.5") @@ -609,6 +636,7 @@ class TradeTest(WebMockTestCase): 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", { @@ -684,6 +712,7 @@ class BalanceTest(WebMockTestCase): 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), @@ -819,14 +848,20 @@ class OrderTest(WebMockTestCase): order.cancel() self.m.ccxt.cancel_order.assert_not_called() - def test_dust_amount_remaining(self): + def test_mark_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()) + self.m.ccxt.is_dust_trade.return_value = False + order.mark_dust_amount_remaining_order() + self.assertEqual("pending", order.status) - order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) - self.assertTrue(order.dust_amount_remaining()) + self.m.ccxt.is_dust_trade.return_value = True + order.mark_dust_amount_remaining_order() + self.assertEqual("pending", order.status) + + order.status = "open" + order.mark_dust_amount_remaining_order() + self.assertEqual("closed_dust_remaining", order.status) @mock.patch.object(portfolio.Order, "fetch") @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) @@ -857,6 +892,8 @@ class OrderTest(WebMockTestCase): fetch.assert_not_called() order.status = "open" self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) + fetch.assert_not_called() + self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False, refetch=True)) fetch.assert_called_once() self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) @@ -961,6 +998,7 @@ class OrderTest(WebMockTestCase): "status": "foo", "datetime": "timestamp" } + self.m.ccxt.is_dust_trade.return_value = False order.fetch() self.m.ccxt.fetch_order.assert_called_once_with(45) @@ -1745,6 +1783,7 @@ class OrderTest(WebMockTestCase): 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", { @@ -1802,6 +1841,7 @@ class MouvementTest(WebMockTestCase): 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") @@ -1816,7 +1856,7 @@ class AmountTest(WebMockTestCase): with self.subTest(desc="no ticker for currency"): self.m.get_ticker.return_value = None - self.assertRaises(Exception, amount.in_currency, "ETH", self.m) + self.assertEqual(portfolio.Amount("ETH", 0), amount.in_currency("ETH", self.m)) with self.subTest(desc="nominal case"): self.m.get_ticker.return_value = {