X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=tests%2Ftest_portfolio.py;h=cad3095a34eb2bfd0f42ef1b398d6ad878b86a6c;hb=512972fa1df14df4e208a1182096b1c51b5d38d1;hp=a1b95bf03958bf6aa2074df6ec5ee8462bf11449;hpb=c682bdf4a02a45312ef1aadf8aa26136cf308414;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/tests/test_portfolio.py b/tests/test_portfolio.py index a1b95bf..cad3095 100644 --- a/tests/test_portfolio.py +++ b/tests/test_portfolio.py @@ -26,6 +26,12 @@ 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): @@ -142,9 +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") @@ -169,9 +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): @@ -189,16 +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") @@ -220,6 +226,26 @@ class TradeTest(WebMockTestCase): self.assertEqual(0, len(trade.orders)) Order.assert_not_called() + self.m.get_ticker.return_value = None + with self.subTest(desc="Unknown ticker"): + 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_not_called() + compute_value.assert_not_called() + self.assertEqual(0, len(trade.orders)) + Order.assert_not_called() + self.m.report.log_error.assert_called_once_with('prepare_order', + message='Unknown ticker FOO/BTC') + self.m.get_ticker.return_value = { "inverted": False } with self.subTest(desc="Already filled"): filled_amount.return_value = portfolio.Amount("FOO", "100") @@ -486,6 +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") @@ -803,14 +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)) @@ -841,6 +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)) @@ -945,6 +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) @@ -1742,7 +1796,7 @@ class MouvementTest(WebMockTestCase): 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(portfolio.datetime.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) @@ -1780,7 +1834,7 @@ class MouvementTest(WebMockTestCase): 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(portfolio.datetime.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"]) @@ -1802,7 +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 = {