X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=tests%2Ftest_store.py;fp=tests%2Ftest_store.py;h=c0b1fb947fd35fab9202778f4cd57a2d67113521;hb=c682bdf4a02a45312ef1aadf8aa26136cf308414;hp=0000000000000000000000000000000000000000;hpb=e6015816224f8f405e9b1c9557f22e73b21246e8;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/tests/test_store.py b/tests/test_store.py new file mode 100644 index 0000000..c0b1fb9 --- /dev/null +++ b/tests/test_store.py @@ -0,0 +1,1203 @@ +from .helper import * +import requests +import datetime +import threading +import market, portfolio, store + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class NoopLockTest(unittest.TestCase): + def test_with(self): + noop_lock = store.NoopLock() + with noop_lock: + self.assertTrue(True) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class LockedVarTest(unittest.TestCase): + + def test_values(self): + locked_var = store.LockedVar("Foo") + self.assertIsInstance(locked_var.lock, store.NoopLock) + self.assertEqual("Foo", locked_var.val) + + def test_get(self): + with self.subTest(desc="Normal case"): + locked_var = store.LockedVar("Foo") + self.assertEqual("Foo", locked_var.get()) + with self.subTest(desc="Dict"): + locked_var = store.LockedVar({"foo": "bar"}) + self.assertEqual({"foo": "bar"}, locked_var.get()) + self.assertEqual("bar", locked_var.get("foo")) + self.assertIsNone(locked_var.get("other")) + + def test_set(self): + locked_var = store.LockedVar("Foo") + locked_var.set("Bar") + self.assertEqual("Bar", locked_var.get()) + + def test__getattr(self): + dummy = type('Dummy', (object,), {})() + dummy.attribute = "Hey" + + locked_var = store.LockedVar(dummy) + self.assertEqual("Hey", locked_var.attribute) + with self.assertRaises(AttributeError): + locked_var.other + + def test_start_lock(self): + locked_var = store.LockedVar("Foo") + locked_var.start_lock() + self.assertEqual("lock", locked_var.lock.__class__.__name__) + + thread1 = threading.Thread(target=locked_var.set, args=["Bar1"]) + thread2 = threading.Thread(target=locked_var.set, args=["Bar2"]) + thread3 = threading.Thread(target=locked_var.set, args=["Bar3"]) + + with locked_var.lock: + thread1.start() + thread2.start() + thread3.start() + + self.assertEqual("Foo", locked_var.val) + thread1.join() + thread2.join() + thread3.join() + self.assertEqual("Bar", locked_var.get()[0:3]) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class TradeStoreTest(WebMockTestCase): + def test_compute_trades(self): + self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] + + values_in_base = { + "XMR": portfolio.Amount("BTC", D("0.9")), + "DASH": portfolio.Amount("BTC", D("0.4")), + "XVG": portfolio.Amount("BTC", D("-0.5")), + "BTC": portfolio.Amount("BTC", D("0.5")), + } + new_repartition = { + "DASH": portfolio.Amount("BTC", D("0.5")), + "XVG": portfolio.Amount("BTC", D("0.1")), + "BTC": portfolio.Amount("BTC", D("0.4")), + "ETH": portfolio.Amount("BTC", D("0.3")), + } + side_effect = [ + (True, 1), + (False, 2), + (False, 3), + (True, 4), + (True, 5) + ] + + with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: + trade_store = market.TradeStore(self.m) + trade_if_matching.side_effect = side_effect + + trade_store.compute_trades(values_in_base, + new_repartition, only="only") + + self.assertEqual(5, trade_if_matching.call_count) + self.assertEqual(3, len(trade_store.all)) + self.assertEqual([1, 4, 5], trade_store.all) + self.m.report.log_trades.assert_called_with(side_effect, "only") + + def test_trade_if_matching(self): + + with self.subTest(only="nope"): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only="nope") + self.assertEqual(False, result[0]) + self.assertIsInstance(result[1], portfolio.Trade) + + with self.subTest(only=None): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only=None) + self.assertEqual(True, result[0]) + + with self.subTest(only="acquire"): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only="acquire") + self.assertEqual(True, result[0]) + + with self.subTest(only="dispose"): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only="dispose") + self.assertEqual(False, result[0]) + + def test_prepare_orders(self): + trade_store = market.TradeStore(self.m) + + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() + trade_mock3 = mock.Mock() + + trade_mock1.prepare_order.return_value = 1 + trade_mock2.prepare_order.return_value = 2 + trade_mock3.prepare_order.return_value = 3 + + trade_mock1.pending = True + trade_mock2.pending = True + trade_mock3.pending = False + + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) + trade_store.all.append(trade_mock3) + + trade_store.prepare_orders() + trade_mock1.prepare_order.assert_called_with(compute_value="default") + trade_mock2.prepare_order.assert_called_with(compute_value="default") + trade_mock3.prepare_order.assert_not_called() + self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") + + self.m.report.log_orders.reset_mock() + + trade_store.prepare_orders(compute_value="bla") + trade_mock1.prepare_order.assert_called_with(compute_value="bla") + trade_mock2.prepare_order.assert_called_with(compute_value="bla") + self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") + + trade_mock1.prepare_order.reset_mock() + trade_mock2.prepare_order.reset_mock() + self.m.report.log_orders.reset_mock() + + trade_mock1.action = "foo" + trade_mock2.action = "bar" + trade_store.prepare_orders(only="bar") + trade_mock1.prepare_order.assert_not_called() + trade_mock2.prepare_order.assert_called_with(compute_value="default") + self.m.report.log_orders.assert_called_once_with([2], "bar", "default") + + def test_print_all_with_order(self): + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() + trade_mock3 = mock.Mock() + trade_store = market.TradeStore(self.m) + trade_store.all = [trade_mock1, trade_mock2, trade_mock3] + + trade_store.print_all_with_order() + + trade_mock1.print_with_order.assert_called() + trade_mock2.print_with_order.assert_called() + trade_mock3.print_with_order.assert_called() + + def test_run_orders(self): + with mock.patch.object(market.TradeStore, "all_orders") as all_orders: + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + order_mock3 = mock.Mock() + trade_store = market.TradeStore(self.m) + + all_orders.return_value = [order_mock1, order_mock2, order_mock3] + + trade_store.run_orders() + + all_orders.assert_called_with(state="pending") + + order_mock1.run.assert_called() + order_mock2.run.assert_called() + order_mock3.run.assert_called() + + self.m.report.log_stage.assert_called_with("run_orders") + self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, + order_mock3]) + + def test_all_orders(self): + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() + + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + order_mock3 = mock.Mock() + + trade_mock1.orders = [order_mock1, order_mock2] + trade_mock2.orders = [order_mock3] + + order_mock1.status = "pending" + order_mock2.status = "open" + order_mock3.status = "open" + + trade_store = market.TradeStore(self.m) + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) + + orders = trade_store.all_orders() + self.assertEqual(3, len(orders)) + + open_orders = trade_store.all_orders(state="open") + self.assertEqual(2, len(open_orders)) + self.assertEqual([order_mock2, order_mock3], open_orders) + + def test_update_all_orders_status(self): + with mock.patch.object(market.TradeStore, "all_orders") as all_orders: + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + order_mock3 = mock.Mock() + + all_orders.return_value = [order_mock1, order_mock2, order_mock3] + + trade_store = market.TradeStore(self.m) + + trade_store.update_all_orders_status() + all_orders.assert_called_with(state="open") + + order_mock1.get_status.assert_called() + order_mock2.get_status.assert_called() + order_mock3.get_status.assert_called() + + def test_close_trades(self): + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() + trade_mock3 = mock.Mock() + + trade_store = market.TradeStore(self.m) + + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) + trade_store.all.append(trade_mock3) + + trade_store.close_trades() + + trade_mock1.close.assert_called_once_with() + trade_mock2.close.assert_called_once_with() + trade_mock3.close.assert_called_once_with() + + def test_pending(self): + trade_mock1 = mock.Mock() + trade_mock1.pending = True + trade_mock2 = mock.Mock() + trade_mock2.pending = True + trade_mock3 = mock.Mock() + trade_mock3.pending = False + + trade_store = market.TradeStore(self.m) + + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) + trade_store.all.append(trade_mock3) + + self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class BalanceStoreTest(WebMockTestCase): + def setUp(self): + super().setUp() + + self.fetch_balance = { + "ETC": { + "exchange_free": 0, + "exchange_used": 0, + "exchange_total": 0, + "margin_total": 0, + }, + "USDT": { + "exchange_free": D("6.0"), + "exchange_used": D("1.2"), + "exchange_total": D("7.2"), + "margin_total": 0, + }, + "XVG": { + "exchange_free": 16, + "exchange_used": 0, + "exchange_total": 16, + "margin_total": 0, + }, + "XMR": { + "exchange_free": 0, + "exchange_used": 0, + "exchange_total": 0, + "margin_total": D("-1.0"), + "margin_free": 0, + }, + } + + def test_in_currency(self): + self.m.get_ticker.return_value = { + "bid": D("0.09"), + "ask": D("0.11"), + "average": D("0.1"), + } + + balance_store = market.BalanceStore(self.m) + balance_store.all = { + "BTC": portfolio.Balance("BTC", { + "total": "0.65", + "exchange_total":"0.65", + "exchange_free": "0.35", + "exchange_used": "0.30"}), + "ETH": portfolio.Balance("ETH", { + "total": 3, + "exchange_total": 3, + "exchange_free": 3, + "exchange_used": 0}), + } + + amounts = balance_store.in_currency("BTC") + self.assertEqual("BTC", amounts["ETH"].currency) + self.assertEqual(D("0.65"), amounts["BTC"].value) + self.assertEqual(D("0.30"), amounts["ETH"].value) + self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", + "average", "total") + self.m.report.log_tickers.reset_mock() + + amounts = balance_store.in_currency("BTC", compute_value="bid") + self.assertEqual(D("0.65"), amounts["BTC"].value) + self.assertEqual(D("0.27"), amounts["ETH"].value) + self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", + "bid", "total") + self.m.report.log_tickers.reset_mock() + + amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") + self.assertEqual(D("0.30"), amounts["BTC"].value) + self.assertEqual(0, amounts["ETH"].value) + self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", + "bid", "exchange_used") + self.m.report.log_tickers.reset_mock() + + def test_fetch_balances(self): + self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance + + balance_store = market.BalanceStore(self.m) + + balance_store.fetch_balances() + self.assertNotIn("ETC", balance_store.currencies()) + self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) + + balance_store.all["ETC"] = portfolio.Balance("ETC", { + "exchange_total": "1", "exchange_free": "0", + "exchange_used": "1" }) + balance_store.fetch_balances(tag="foo") + self.assertEqual(0, balance_store.all["ETC"].total) + self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) + self.m.report.log_balances.assert_called_with(tag="foo") + + @mock.patch.object(market.Portfolio, "repartition") + def test_dispatch_assets(self, repartition): + self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance + + balance_store = market.BalanceStore(self.m) + balance_store.fetch_balances() + + self.assertNotIn("XEM", balance_store.currencies()) + + repartition_hash = { + "XEM": (D("0.75"), "long"), + "BTC": (D("0.26"), "long"), + "DASH": (D("0.10"), "short"), + } + repartition.return_value = repartition_hash + + amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) + repartition.assert_called_with(liquidity="medium") + self.assertIn("XEM", balance_store.currencies()) + self.assertEqual(D("2.6"), amounts["BTC"].value) + self.assertEqual(D("7.5"), amounts["XEM"].value) + self.assertEqual(D("-1.0"), amounts["DASH"].value) + self.m.report.log_balances.assert_called_with(tag=None) + self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", + "11.1"), amounts, "medium", repartition_hash) + + def test_currencies(self): + balance_store = market.BalanceStore(self.m) + + balance_store.all = { + "BTC": portfolio.Balance("BTC", { + "total": "0.65", + "exchange_total":"0.65", + "exchange_free": "0.35", + "exchange_used": "0.30"}), + "ETH": portfolio.Balance("ETH", { + "total": 3, + "exchange_total": 3, + "exchange_free": 3, + "exchange_used": 0}), + } + self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) + + def test_as_json(self): + balance_mock1 = mock.Mock() + balance_mock1.as_json.return_value = 1 + + balance_mock2 = mock.Mock() + balance_mock2.as_json.return_value = 2 + + balance_store = market.BalanceStore(self.m) + balance_store.all = { + "BTC": balance_mock1, + "ETH": balance_mock2, + } + + as_json = balance_store.as_json() + self.assertEqual(1, as_json["BTC"]) + self.assertEqual(2, as_json["ETH"]) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class ReportStoreTest(WebMockTestCase): + def test_add_log(self): + report_store = market.ReportStore(self.m) + report_store.add_log({"foo": "bar"}) + + self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) + + def test_set_verbose(self): + report_store = market.ReportStore(self.m) + with self.subTest(verbose=True): + report_store.set_verbose(True) + self.assertTrue(report_store.verbose_print) + + with self.subTest(verbose=False): + report_store.set_verbose(False) + self.assertFalse(report_store.verbose_print) + + def test_merge(self): + report_store1 = market.ReportStore(self.m, verbose_print=False) + report_store2 = market.ReportStore(None, verbose_print=False) + + report_store2.log_stage("1") + report_store1.log_stage("2") + report_store2.log_stage("3") + + report_store1.merge(report_store2) + + self.assertEqual(3, len(report_store1.logs)) + self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs))) + self.assertEqual(6, len(report_store1.print_logs)) + + def test_print_log(self): + report_store = market.ReportStore(self.m) + with self.subTest(verbose=True),\ + mock.patch.object(store, "datetime") as time_mock,\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10) + report_store.set_verbose(True) + report_store.print_log("Coucou") + report_store.print_log(portfolio.Amount("BTC", 1)) + self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n") + + with self.subTest(verbose=False),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + report_store.set_verbose(False) + report_store.print_log("Coucou") + report_store.print_log(portfolio.Amount("BTC", 1)) + self.assertEqual(stdout_mock.getvalue(), "") + + def test_default_json_serial(self): + report_store = market.ReportStore(self.m) + + self.assertEqual("2018-02-24T00:00:00", + report_store.default_json_serial(portfolio.datetime(2018, 2, 24))) + self.assertEqual("1.00000000 BTC", + report_store.default_json_serial(portfolio.Amount("BTC", 1))) + + def test_to_json(self): + report_store = market.ReportStore(self.m) + report_store.logs.append({"foo": "bar"}) + self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json()) + report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) + self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json()) + report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) + self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json()) + + def test_to_json_array(self): + report_store = market.ReportStore(self.m) + report_store.logs.append({ + "date": "date1", "type": "type1", "foo": "bar", "bla": "bla" + }) + report_store.logs.append({ + "date": "date2", "type": "type2", "foo": "bar", "bla": "bla" + }) + logs = list(report_store.to_json_array()) + + self.assertEqual(2, len(logs)) + self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0]) + self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1]) + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_stage(self, add_log, print_log): + report_store = market.ReportStore(self.m) + c = lambda x: x + report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1)) + print_log.assert_has_calls([ + mock.call("-----------"), + mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"), + ]) + add_log.assert_called_once_with({ + 'type': 'stage', + 'stage': 'foo', + 'args': { + 'bar': 'baz', + 'c': 'c = lambda x: x', + 'd': { + 'currency': 'BTC', + 'value': D('1') + } + } + }) + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_balances(self, add_log, print_log): + report_store = market.ReportStore(self.m) + self.m.balances.as_json.return_value = "json" + self.m.balances.all = { "FOO": "bar", "BAR": "baz" } + + report_store.log_balances(tag="tag") + print_log.assert_has_calls([ + mock.call("[Balance]"), + mock.call("\tbar"), + mock.call("\tbaz"), + ]) + add_log.assert_called_once_with({ + 'type': 'balance', + 'balances': 'json', + 'tag': 'tag' + }) + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_tickers(self, add_log, print_log): + report_store = market.ReportStore(self.m) + amounts = { + "BTC": portfolio.Amount("BTC", 10), + "ETH": portfolio.Amount("BTC", D("0.3")) + } + amounts["ETH"].rate = D("0.1") + + report_store.log_tickers(amounts, "BTC", "default", "total") + print_log.assert_not_called() + add_log.assert_called_once_with({ + 'type': 'tickers', + 'compute_value': 'default', + 'balance_type': 'total', + 'currency': 'BTC', + 'balances': { + 'BTC': D('10'), + 'ETH': D('0.3') + }, + 'rates': { + 'BTC': None, + 'ETH': D('0.1') + }, + 'total': D('10.3') + }) + + add_log.reset_mock() + compute_value = lambda x: x["bid"] + report_store.log_tickers(amounts, "BTC", compute_value, "total") + add_log.assert_called_once_with({ + 'type': 'tickers', + 'compute_value': 'compute_value = lambda x: x["bid"]', + 'balance_type': 'total', + 'currency': 'BTC', + 'balances': { + 'BTC': D('10'), + 'ETH': D('0.3') + }, + 'rates': { + 'BTC': None, + 'ETH': D('0.1') + }, + 'total': D('10.3') + }) + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_dispatch(self, add_log, print_log): + report_store = market.ReportStore(self.m) + amount = portfolio.Amount("BTC", "10.3") + amounts = { + "BTC": portfolio.Amount("BTC", 10), + "ETH": portfolio.Amount("BTC", D("0.3")) + } + report_store.log_dispatch(amount, amounts, "medium", "repartition") + print_log.assert_not_called() + add_log.assert_called_once_with({ + 'type': 'dispatch', + 'liquidity': 'medium', + 'repartition_ratio': 'repartition', + 'total_amount': { + 'currency': 'BTC', + 'value': D('10.3') + }, + 'repartition': { + 'BTC': D('10'), + 'ETH': D('0.3') + } + }) + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_trades(self, add_log, print_log): + report_store = market.ReportStore(self.m) + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() + trade_mock1.as_json.return_value = { "trade": "1" } + trade_mock2.as_json.return_value = { "trade": "2" } + + matching_and_trades = [ + (True, trade_mock1), + (False, trade_mock2), + ] + report_store.log_trades(matching_and_trades, "only") + + print_log.assert_not_called() + add_log.assert_called_with({ + 'type': 'trades', + 'only': 'only', + 'debug': False, + 'trades': [ + {'trade': '1', 'skipped': False}, + {'trade': '2', 'skipped': True} + ] + }) + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_orders(self, add_log, print_log): + report_store = market.ReportStore(self.m) + + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + + order_mock1.as_json.return_value = "order1" + order_mock2.as_json.return_value = "order2" + + orders = [order_mock1, order_mock2] + + report_store.log_orders(orders, tick="tick", + only="only", compute_value="compute_value") + + print_log.assert_called_once_with("[Orders]") + self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") + + add_log.assert_called_with({ + 'type': 'orders', + 'only': 'only', + 'compute_value': 'compute_value', + 'tick': 'tick', + 'orders': ['order1', 'order2'] + }) + + add_log.reset_mock() + def compute_value(x, y): + return x[y] + report_store.log_orders(orders, tick="tick", + only="only", compute_value=compute_value) + add_log.assert_called_with({ + 'type': 'orders', + 'only': 'only', + 'compute_value': 'def compute_value(x, y):\n return x[y]', + 'tick': 'tick', + 'orders': ['order1', 'order2'] + }) + + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_order(self, add_log, print_log): + report_store = market.ReportStore(self.m) + order_mock = mock.Mock() + order_mock.as_json.return_value = "order" + new_order_mock = mock.Mock() + new_order_mock.as_json.return_value = "new_order" + order_mock.__repr__ = mock.Mock() + order_mock.__repr__.return_value = "Order Mock" + new_order_mock.__repr__ = mock.Mock() + new_order_mock.__repr__.return_value = "New order Mock" + + with self.subTest(finished=True): + report_store.log_order(order_mock, 1, finished=True) + print_log.assert_called_once_with("[Order] Finished Order Mock") + add_log.assert_called_once_with({ + 'type': 'order', + 'tick': 1, + 'update': None, + 'order': 'order', + 'compute_value': None, + 'new_order': None + }) + + add_log.reset_mock() + print_log.reset_mock() + + with self.subTest(update="waiting"): + report_store.log_order(order_mock, 1, update="waiting") + print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") + add_log.assert_called_once_with({ + 'type': 'order', + 'tick': 1, + 'update': 'waiting', + 'order': 'order', + 'compute_value': None, + 'new_order': None + }) + + add_log.reset_mock() + print_log.reset_mock() + with self.subTest(update="adjusting"): + compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 + report_store.log_order(order_mock, 3, + update="adjusting", new_order=new_order_mock, + compute_value=compute_value) + print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") + add_log.assert_called_once_with({ + 'type': 'order', + 'tick': 3, + 'update': 'adjusting', + 'order': 'order', + 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', + 'new_order': 'new_order' + }) + + add_log.reset_mock() + print_log.reset_mock() + with self.subTest(update="market_fallback"): + report_store.log_order(order_mock, 7, + update="market_fallback", new_order=new_order_mock) + print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") + add_log.assert_called_once_with({ + 'type': 'order', + 'tick': 7, + 'update': 'market_fallback', + 'order': 'order', + 'compute_value': None, + 'new_order': 'new_order' + }) + + add_log.reset_mock() + print_log.reset_mock() + with self.subTest(update="market_adjusting"): + report_store.log_order(order_mock, 17, + update="market_adjust", new_order=new_order_mock) + print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") + add_log.assert_called_once_with({ + 'type': 'order', + 'tick': 17, + 'update': 'market_adjust', + 'order': 'order', + 'compute_value': None, + 'new_order': 'new_order' + }) + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_move_balances(self, add_log, print_log): + report_store = market.ReportStore(self.m) + needed = { + "BTC": portfolio.Amount("BTC", 10), + "USDT": 1 + } + moving = { + "BTC": portfolio.Amount("BTC", 3), + "USDT": -2 + } + report_store.log_move_balances(needed, moving) + print_log.assert_not_called() + add_log.assert_called_once_with({ + 'type': 'move_balances', + 'debug': False, + 'needed': { + 'BTC': D('10'), + 'USDT': 1 + }, + 'moving': { + 'BTC': D('3'), + 'USDT': -2 + } + }) + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_http_request(self, add_log, print_log): + report_store = market.ReportStore(self.m) + response = mock.Mock() + response.status_code = 200 + response.text = "Hey" + + report_store.log_http_request("method", "url", "body", + "headers", response) + print_log.assert_not_called() + add_log.assert_called_once_with({ + 'type': 'http_request', + 'method': 'method', + 'url': 'url', + 'body': 'body', + 'headers': 'headers', + 'status': 200, + 'response': 'Hey' + }) + + add_log.reset_mock() + report_store.log_http_request("method", "url", "body", + "headers", ValueError("Foo")) + add_log.assert_called_once_with({ + 'type': 'http_request', + 'method': 'method', + 'url': 'url', + 'body': 'body', + 'headers': 'headers', + 'status': -1, + 'response': None, + 'error': 'ValueError', + 'error_message': 'Foo', + }) + + @mock.patch.object(market.ReportStore, "add_log") + def test_log_market(self, add_log): + report_store = market.ReportStore(self.m) + + report_store.log_market(self.market_args(debug=True, quiet=False), 4, 1) + add_log.assert_called_once_with({ + "type": "market", + "commit": "$Format:%H$", + "args": { "report_path": None, "debug": True, "quiet": False }, + "user_id": 4, + "market_id": 1, + }) + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_error(self, add_log, print_log): + report_store = market.ReportStore(self.m) + with self.subTest(message=None, exception=None): + report_store.log_error("action") + print_log.assert_called_once_with("[Error] action") + add_log.assert_called_once_with({ + 'type': 'error', + 'action': 'action', + 'exception_class': None, + 'exception_message': None, + 'message': None + }) + + print_log.reset_mock() + add_log.reset_mock() + with self.subTest(message="Hey", exception=None): + report_store.log_error("action", message="Hey") + print_log.assert_has_calls([ + mock.call("[Error] action"), + mock.call("\tHey") + ]) + add_log.assert_called_once_with({ + 'type': 'error', + 'action': 'action', + 'exception_class': None, + 'exception_message': None, + 'message': "Hey" + }) + + print_log.reset_mock() + add_log.reset_mock() + with self.subTest(message=None, exception=Exception("bouh")): + report_store.log_error("action", exception=Exception("bouh")) + print_log.assert_has_calls([ + mock.call("[Error] action"), + mock.call("\tException: bouh") + ]) + add_log.assert_called_once_with({ + 'type': 'error', + 'action': 'action', + 'exception_class': "Exception", + 'exception_message': "bouh", + 'message': None + }) + + print_log.reset_mock() + add_log.reset_mock() + with self.subTest(message="Hey", exception=Exception("bouh")): + report_store.log_error("action", message="Hey", exception=Exception("bouh")) + print_log.assert_has_calls([ + mock.call("[Error] action"), + mock.call("\tException: bouh"), + mock.call("\tHey") + ]) + add_log.assert_called_once_with({ + 'type': 'error', + 'action': 'action', + 'exception_class': "Exception", + 'exception_message': "bouh", + 'message': "Hey" + }) + + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_debug_action(self, add_log, print_log): + report_store = market.ReportStore(self.m) + report_store.log_debug_action("Hey") + + print_log.assert_called_once_with("[Debug] Hey") + add_log.assert_called_once_with({ + 'type': 'debug_action', + 'action': 'Hey' + }) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class PortfolioTest(WebMockTestCase): + def setUp(self): + super().setUp() + + with open("test_samples/test_portfolio.json") as example: + self.json_response = example.read() + + self.wm.get(market.Portfolio.URL, text=self.json_response) + + @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") + def test_get_cryptoportfolio(self, parse_cryptoportfolio): + with self.subTest(parallel=False): + self.wm.get(market.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + {"text": "System Error", "status_code": 500}, + {"exc": requests.exceptions.ConnectTimeout}, + ]) + market.Portfolio.get_cryptoportfolio() + self.assertIn("foo", market.Portfolio.data.get()) + self.assertEqual("bar", market.Portfolio.data.get()["foo"]) + self.assertTrue(self.wm.called) + self.assertEqual(1, self.wm.call_count) + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + parse_cryptoportfolio.assert_called_once_with() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + market.Portfolio.data = store.LockedVar(None) + + market.Portfolio.get_cryptoportfolio() + self.assertIsNone(market.Portfolio.data.get()) + self.assertEqual(2, self.wm.call_count) + parse_cryptoportfolio.assert_not_called() + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + + market.Portfolio.data = store.LockedVar("Foo") + market.Portfolio.get_cryptoportfolio() + self.assertEqual(2, self.wm.call_count) + parse_cryptoportfolio.assert_not_called() + + market.Portfolio.get_cryptoportfolio(refetch=True) + self.assertEqual("Foo", market.Portfolio.data.get()) + self.assertEqual(3, self.wm.call_count) + market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", + exception=mock.ANY) + market.Portfolio.report.log_http_request.assert_not_called() + with self.subTest(parallel=True): + with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\ + mock.patch.object(market.Portfolio, "notify_and_wait") as notify: + with self.subTest(worker=True): + market.Portfolio.data = store.LockedVar(None) + market.Portfolio.worker = mock.Mock() + is_worker.return_value = True + self.wm.get(market.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + ]) + market.Portfolio.get_cryptoportfolio() + self.assertIn("foo", market.Portfolio.data.get()) + parse_cryptoportfolio.reset_mock() + with self.subTest(worker=False): + market.Portfolio.data = store.LockedVar(None) + market.Portfolio.worker = mock.Mock() + is_worker.return_value = False + market.Portfolio.get_cryptoportfolio() + notify.assert_called_once_with() + parse_cryptoportfolio.assert_not_called() + + def test_parse_cryptoportfolio(self): + with self.subTest(description="Normal case"): + market.Portfolio.data = store.LockedVar(store.json.loads( + self.json_response, parse_int=D, parse_float=D)) + market.Portfolio.parse_cryptoportfolio() + + self.assertListEqual( + ["medium", "high"], + list(market.Portfolio.liquidities.get().keys())) + + liquidities = market.Portfolio.liquidities.get() + self.assertEqual(10, len(liquidities["medium"].keys())) + self.assertEqual(10, len(liquidities["high"].keys())) + + expected = { + 'BTC': (D("0.2857"), "long"), + 'DGB': (D("0.1015"), "long"), + 'DOGE': (D("0.1805"), "long"), + 'SC': (D("0.0623"), "long"), + 'ZEC': (D("0.3701"), "long"), + } + date = portfolio.datetime(2018, 1, 8) + self.assertDictEqual(expected, liquidities["high"][date]) + + expected = { + 'BTC': (D("1.1102e-16"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'GAS': (D("0.1"), "long"), + 'NAV': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'OMNI': (D("0.1"), "long"), + 'PPC': (D("0.1"), "long"), + 'RIC': (D("0.1"), "long"), + 'VIA': (D("0.1"), "long"), + 'XCP': (D("0.1"), "long"), + } + self.assertDictEqual(expected, liquidities["medium"][date]) + self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get()) + + with self.subTest(description="Missing weight"): + data = store.json.loads(self.json_response, parse_int=D, parse_float=D) + del(data["portfolio_2"]["weights"]) + market.Portfolio.data = store.LockedVar(data) + + market.Portfolio.parse_cryptoportfolio() + self.assertListEqual( + ["medium", "high"], + list(market.Portfolio.liquidities.get().keys())) + self.assertEqual({}, market.Portfolio.liquidities.get("medium")) + + with self.subTest(description="All missing weights"): + data = store.json.loads(self.json_response, parse_int=D, parse_float=D) + del(data["portfolio_1"]["weights"]) + del(data["portfolio_2"]["weights"]) + market.Portfolio.data = store.LockedVar(data) + + market.Portfolio.parse_cryptoportfolio() + self.assertEqual({}, market.Portfolio.liquidities.get("medium")) + self.assertEqual({}, market.Portfolio.liquidities.get("high")) + self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get()) + + + @mock.patch.object(market.Portfolio, "get_cryptoportfolio") + def test_repartition(self, get_cryptoportfolio): + market.Portfolio.liquidities = store.LockedVar({ + "medium": { + "2018-03-01": "medium_2018-03-01", + "2018-03-08": "medium_2018-03-08", + }, + "high": { + "2018-03-01": "high_2018-03-01", + "2018-03-08": "high_2018-03-08", + } + }) + market.Portfolio.last_date = store.LockedVar("2018-03-08") + + self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) + get_cryptoportfolio.assert_called_once_with() + self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) + self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) + + @mock.patch.object(market.time, "sleep") + @mock.patch.object(market.Portfolio, "get_cryptoportfolio") + def test_wait_for_recent(self, get_cryptoportfolio, sleep): + self.call_count = 0 + def _get(refetch=False): + if self.call_count != 0: + self.assertTrue(refetch) + else: + self.assertFalse(refetch) + self.call_count += 1 + market.Portfolio.last_date = store.LockedVar(store.datetime.now()\ + - store.timedelta(10)\ + + store.timedelta(self.call_count)) + get_cryptoportfolio.side_effect = _get + + market.Portfolio.wait_for_recent() + sleep.assert_called_with(30) + self.assertEqual(6, sleep.call_count) + self.assertEqual(7, get_cryptoportfolio.call_count) + market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") + + sleep.reset_mock() + get_cryptoportfolio.reset_mock() + market.Portfolio.last_date = store.LockedVar(None) + self.call_count = 0 + market.Portfolio.wait_for_recent(delta=15) + sleep.assert_not_called() + self.assertEqual(1, get_cryptoportfolio.call_count) + + sleep.reset_mock() + get_cryptoportfolio.reset_mock() + market.Portfolio.last_date = store.LockedVar(None) + self.call_count = 0 + market.Portfolio.wait_for_recent(delta=1) + sleep.assert_called_with(30) + self.assertEqual(9, sleep.call_count) + self.assertEqual(10, get_cryptoportfolio.call_count) + + def test_is_worker_thread(self): + with self.subTest(worker=None): + self.assertFalse(store.Portfolio.is_worker_thread()) + + with self.subTest(worker="not self"),\ + mock.patch("threading.current_thread") as current_thread: + current = mock.Mock() + current_thread.return_value = current + store.Portfolio.worker = mock.Mock() + self.assertFalse(store.Portfolio.is_worker_thread()) + + with self.subTest(worker="self"),\ + mock.patch("threading.current_thread") as current_thread: + current = mock.Mock() + current_thread.return_value = current + store.Portfolio.worker = current + self.assertTrue(store.Portfolio.is_worker_thread()) + + def test_start_worker(self): + with mock.patch.object(store.Portfolio, "wait_for_notification") as notification: + store.Portfolio.start_worker() + notification.assert_called_once_with(poll=30) + + self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) + self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) + store.Portfolio.report.start_lock.assert_called_once_with() + + self.assertIsNotNone(store.Portfolio.worker) + self.assertIsNotNone(store.Portfolio.worker_notify) + self.assertIsNotNone(store.Portfolio.callback) + self.assertTrue(store.Portfolio.worker_started) + + self.assertFalse(store.Portfolio.worker.is_alive()) + + def test_wait_for_notification(self): + with self.assertRaises(RuntimeError): + store.Portfolio.wait_for_notification() + + with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ + mock.patch.object(store.Portfolio, "report") as report,\ + mock.patch.object(store.time, "sleep") as sleep: + store.Portfolio.start_worker(poll=3) + + store.Portfolio.worker_notify.set() + + store.Portfolio.callback.wait() + + report.print_log.assert_called_once_with("Fetching cryptoportfolio") + get.assert_called_once_with(refetch=True) + sleep.assert_called_once_with(3) + self.assertFalse(store.Portfolio.worker_notify.is_set()) + self.assertTrue(store.Portfolio.worker.is_alive()) + + store.Portfolio.callback.clear() + store.Portfolio.worker_started = False + store.Portfolio.worker_notify.set() + store.Portfolio.callback.wait() + self.assertFalse(store.Portfolio.worker.is_alive()) + + def test_notify_and_wait(self): + with mock.patch.object(store.Portfolio, "callback") as callback,\ + mock.patch.object(store.Portfolio, "worker_notify") as worker_notify: + store.Portfolio.notify_and_wait() + callback.clear.assert_called_once_with() + worker_notify.set.assert_called_once_with() + callback.wait.assert_called_once_with() + +