X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=tests%2Ftest_store.py;h=6f220c8bfd5f01f6bb90bd010ddd3875b0ea5ec7;hb=512972fa1df14df4e208a1182096b1c51b5d38d1;hp=ee7e06349c4816263728b5c0d0504bb397e5018e;hpb=56c3a6078a2740d43072dfe30f07b17b442e3cc2;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/tests/test_store.py b/tests/test_store.py index ee7e063..6f220c8 100644 --- a/tests/test_store.py +++ b/tests/test_store.py @@ -380,7 +380,7 @@ class BalanceStoreTest(WebMockTestCase): 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") + self.m.report.log_balances.assert_called_with(tag="foo", checkpoint=None) with self.subTest(log_tickers=True),\ mock.patch.object(balance_store, "in_currency") as in_currency: @@ -388,11 +388,10 @@ class BalanceStoreTest(WebMockTestCase): balance_store.fetch_balances(log_tickers=True, ticker_currency="FOO", ticker_compute_value="compute", ticker_type="type") self.m.report.log_balances.assert_called_with(compute_value='compute', - tag=None, ticker_currency='FOO', tickers='tickers', + tag=None, checkpoint=None, ticker_currency='FOO', tickers='tickers', type='type') balance_store = market.BalanceStore(self.m) - with self.subTest(add_portfolio=True),\ mock.patch.object(market.Portfolio, "repartition") as repartition: repartition.return_value = { @@ -402,6 +401,207 @@ class BalanceStoreTest(WebMockTestCase): balance_store.fetch_balances(add_portfolio=True) self.assertListEqual(["USDT", "XVG", "XMR", "DOGE"], list(balance_store.currencies())) + self.m.ccxt.fetch_all_balances.return_value = { + "ETC": { + "exchange_free": 0, + "exchange_used": 0, + "exchange_total": 0, + "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, + }, + } + + balance_store = market.BalanceStore(self.m) + with self.subTest(add_usdt=True),\ + mock.patch.object(market.Portfolio, "repartition") as repartition: + repartition.return_value = { + "DOGE": D("0.5"), + "ETH": D("0.5"), + } + balance_store.fetch_balances(add_usdt=True) + self.assertListEqual(["XVG", "XMR", "USDT"], list(balance_store.currencies())) + + @mock.patch.object(market.Portfolio, "repartition") + def test_available_balances_for_repartition(self, repartition): + with self.subTest(available_balance_only=True): + def _get_ticker(c1, c2): + if c1 == "ZRC" and c2 == "BTC": + return { "average": D("0.0001") } + if c1 == "DOGE" and c2 == "BTC": + return { "average": D("0.000001") } + if c1 == "ETH" and c2 == "BTC": + return { "average": D("0.1") } + if c1 == "FOO" and c2 == "BTC": + return { "average": D("0.1") } + self.fail("Should not be called with {}, {}".format(c1, c2)) + self.m.get_ticker.side_effect = _get_ticker + + repartition.return_value = { + "DOGE": (D("0.20"), "short"), + "BTC": (D("0.20"), "long"), + "ETH": (D("0.20"), "long"), + "XMR": (D("0.20"), "long"), + "FOO": (D("0.20"), "long"), + } + self.m.ccxt.fetch_all_balances.return_value = { + "ZRC": { + "exchange_free": D("2.0"), + "exchange_used": D("0.0"), + "exchange_total": D("2.0"), + "total": D("2.0") + }, + "DOGE": { + "exchange_free": D("5.0"), + "exchange_used": D("0.0"), + "exchange_total": D("5.0"), + "total": D("5.0") + }, + "BTC": { + "exchange_free": D("0.065"), + "exchange_used": D("0.02"), + "exchange_total": D("0.085"), + "margin_available": D("0.035"), + "margin_in_position": D("0.01"), + "margin_total": D("0.045"), + "total": D("0.13") + }, + "ETH": { + "exchange_free": D("1.0"), + "exchange_used": D("0.0"), + "exchange_total": D("1.0"), + "total": D("1.0") + }, + "FOO": { + "exchange_free": D("0.1"), + "exchange_used": D("0.0"), + "exchange_total": D("0.1"), + "total": D("0.1"), + }, + } + + balance_store = market.BalanceStore(self.m) + balance_store.fetch_balances() + _repartition, total_base_value, amount_in_position = balance_store.available_balances_for_repartition() + repartition.assert_called_with(liquidity="medium") + self.assertEqual((D("0.20"), "short"), _repartition["DOGE"]) + self.assertEqual((D("0.20"), "long"), _repartition["BTC"]) + self.assertEqual((D("0.20"), "long"), _repartition["XMR"]) + self.assertEqual((D("0.20"), "long"), _repartition["FOO"]) + self.assertIsNone(_repartition.get("ETH")) + self.assertEqual(portfolio.Amount("BTC", "0.1"), total_base_value) + self.assertEqual(0, amount_in_position["DOGE"]) + self.assertEqual(0, amount_in_position["BTC"]) + self.assertEqual(0, amount_in_position["XMR"]) + self.assertEqual(portfolio.Amount("BTC", "0.1"), amount_in_position["ETH"]) + self.assertEqual(portfolio.Amount("BTC", "0.01"), amount_in_position["FOO"]) + + with self.subTest(available_balance_only=True, balance=0): + def _get_ticker(c1, c2): + if c1 == "ETH" and c2 == "BTC": + return { "average": D("0.1") } + self.fail("Should not be called with {}, {}".format(c1, c2)) + self.m.get_ticker.side_effect = _get_ticker + + repartition.return_value = { + "BTC": (D("0.5"), "long"), + "ETH": (D("0.5"), "long"), + } + self.m.ccxt.fetch_all_balances.return_value = { + "ETH": { + "exchange_free": D("1.0"), + "exchange_used": D("0.0"), + "exchange_total": D("1.0"), + "total": D("1.0") + }, + } + + balance_store = market.BalanceStore(self.m) + balance_store.fetch_balances() + _repartition, total_base_value, amount_in_position = balance_store.available_balances_for_repartition(liquidity="high") + + repartition.assert_called_with(liquidity="high") + self.assertEqual((D("0.5"), "long"), _repartition["BTC"]) + self.assertIsNone(_repartition.get("ETH")) + self.assertEqual(0, total_base_value) + self.assertEqual(0, amount_in_position["BTC"]) + self.assertEqual(0, amount_in_position["BTC"]) + + repartition.reset_mock() + with self.subTest(available_balance_only=True, balance=0, + repartition="present"): + def _get_ticker(c1, c2): + if c1 == "ETH" and c2 == "BTC": + return { "average": D("0.1") } + self.fail("Should not be called with {}, {}".format(c1, c2)) + self.m.get_ticker.side_effect = _get_ticker + + _repartition = { + "BTC": (D("0.5"), "long"), + "ETH": (D("0.5"), "long"), + } + self.m.ccxt.fetch_all_balances.return_value = { + "ETH": { + "exchange_free": D("1.0"), + "exchange_used": D("0.0"), + "exchange_total": D("1.0"), + "total": D("1.0") + }, + } + + balance_store = market.BalanceStore(self.m) + balance_store.fetch_balances() + _repartition, total_base_value, amount_in_position = balance_store.available_balances_for_repartition(repartition=_repartition) + repartition.assert_not_called() + + self.assertEqual((D("0.5"), "long"), _repartition["BTC"]) + self.assertIsNone(_repartition.get("ETH")) + self.assertEqual(0, total_base_value) + self.assertEqual(0, amount_in_position["BTC"]) + self.assertEqual(portfolio.Amount("BTC", "0.1"), amount_in_position["ETH"]) + + repartition.reset_mock() + with self.subTest(available_balance_only=True, balance=0, + repartition="present", base_currency="ETH"): + def _get_ticker(c1, c2): + if c1 == "ETH" and c2 == "BTC": + return { "average": D("0.1") } + self.fail("Should not be called with {}, {}".format(c1, c2)) + self.m.get_ticker.side_effect = _get_ticker + + _repartition = { + "BTC": (D("0.5"), "long"), + "ETH": (D("0.5"), "long"), + } + self.m.ccxt.fetch_all_balances.return_value = { + "ETH": { + "exchange_free": D("1.0"), + "exchange_used": D("0.0"), + "exchange_total": D("1.0"), + "total": D("1.0") + }, + } + + balance_store = market.BalanceStore(self.m) + balance_store.fetch_balances() + _repartition, total_base_value, amount_in_position = balance_store.available_balances_for_repartition(repartition=_repartition, base_currency="ETH") + + self.assertEqual((D("0.5"), "long"), _repartition["BTC"]) + self.assertEqual((D("0.5"), "long"), _repartition["ETH"]) + self.assertEqual(portfolio.Amount("ETH", 1), total_base_value) + self.assertEqual(0, amount_in_position["BTC"]) + self.assertEqual(0, amount_in_position["ETH"]) @mock.patch.object(market.Portfolio, "repartition") def test_dispatch_assets(self, repartition): @@ -425,7 +625,7 @@ class BalanceStoreTest(WebMockTestCase): 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_balances.assert_called_with(tag=None, checkpoint=None) self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", "11.1"), amounts, "medium", repartition_hash) @@ -617,12 +817,14 @@ class ReportStoreTest(WebMockTestCase): ]) add_log.assert_called_once_with({ 'type': 'balance', + 'checkpoint': None, 'balances': 'json', 'tag': 'tag' }) add_redis_status.assert_called_once_with({ 'type': 'balance', 'balances': 'json', + 'checkpoint': None, 'tag': 'tag' }) add_log.reset_mock() @@ -639,6 +841,7 @@ class ReportStoreTest(WebMockTestCase): type="total") add_log.assert_called_once_with({ 'type': 'balance', + 'checkpoint': None, 'balances': 'json', 'tag': 'tag', 'tickers': { @@ -658,6 +861,7 @@ class ReportStoreTest(WebMockTestCase): }) add_redis_status.assert_called_once_with({ 'type': 'balance', + 'checkpoint': None, 'balances': 'json', 'tag': 'tag', 'tickers': { @@ -1175,11 +1379,19 @@ class PortfolioTest(WebMockTestCase): with self.subTest(worker=False): market.Portfolio.data = store.LockedVar(None) market.Portfolio.worker = mock.Mock() + market.Portfolio.worker_started = True is_worker.return_value = False market.Portfolio.get_cryptoportfolio() notify.assert_called_once_with() parse_cryptoportfolio.assert_not_called() store_cryptoportfolio.assert_not_called() + with self.subTest(worker_started=False): + market.Portfolio.data = store.LockedVar(None) + market.Portfolio.worker = mock.Mock() + market.Portfolio.worker_started = False + is_worker.return_value = False + with self.assertRaises(Exception): + market.Portfolio.get_cryptoportfolio() def test_parse_cryptoportfolio(self): with self.subTest(description="Normal case"): @@ -1226,22 +1438,8 @@ class PortfolioTest(WebMockTestCase): 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()) + with self.assertRaises(AssertionError): + market.Portfolio.parse_cryptoportfolio() @mock.patch.object(store.dbs, "redis_connected") @mock.patch.object(store.dbs, "redis") @@ -1309,33 +1507,46 @@ class PortfolioTest(WebMockTestCase): with self.subTest(from_cache=False): market.Portfolio.liquidities = store.LockedVar({ "medium": { - "2018-03-01": "medium_2018-03-01", - "2018-03-08": "medium_2018-03-08", + "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", + "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()) + self.assertEqual(["medium_2018-03-08"], market.Portfolio.repartition()) get_cryptoportfolio.assert_called_once_with() retrieve_cryptoportfolio.assert_not_called() - self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) - self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) + self.assertEqual(["medium_2018-03-08"], market.Portfolio.repartition(liquidity="medium")) + self.assertEqual(["high_2018-03-08"], market.Portfolio.repartition(liquidity="high")) retrieve_cryptoportfolio.reset_mock() get_cryptoportfolio.reset_mock() with self.subTest(from_cache=True): - self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(from_cache=True)) + self.assertEqual(["medium_2018-03-08"], market.Portfolio.repartition(from_cache=True)) get_cryptoportfolio.assert_called_once_with() retrieve_cryptoportfolio.assert_called_once_with() + retrieve_cryptoportfolio.reset_mock() + get_cryptoportfolio.reset_mock() + + with self.subTest("absent liquidities"): + market.Portfolio.last_date = store.LockedVar("2018-03-15") + self.assertIsNone(market.Portfolio.repartition()) + + with self.subTest("no liquidities"): + market.Portfolio.liquidities = store.LockedVar({}) + market.Portfolio.last_date = store.LockedVar("2018-03-08") + self.assertIsNone(market.Portfolio.repartition()) + @mock.patch.object(market.time, "sleep") @mock.patch.object(market.Portfolio, "get_cryptoportfolio") - def test_wait_for_recent(self, get_cryptoportfolio, sleep): + @mock.patch.object(market.Portfolio, "next_wait_time") + def test_wait_for_recent(self, next_wait_time, get_cryptoportfolio, sleep): self.call_count = 0 def _get(refetch=False): if self.call_count != 0: @@ -1347,6 +1558,7 @@ class PortfolioTest(WebMockTestCase): - store.datetime.timedelta(10)\ + store.datetime.timedelta(self.call_count)) get_cryptoportfolio.side_effect = _get + next_wait_time.return_value = 30 market.Portfolio.wait_for_recent() sleep.assert_called_with(30) @@ -1392,7 +1604,7 @@ class PortfolioTest(WebMockTestCase): 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) + notification.assert_called_once_with() self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) @@ -1410,7 +1622,7 @@ class PortfolioTest(WebMockTestCase): 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.start_worker() store.Portfolio.stop_worker() store.Portfolio.worker.join() get.assert_not_called() @@ -1424,8 +1636,10 @@ class PortfolioTest(WebMockTestCase): with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ mock.patch.object(store.Portfolio, "report") as report,\ + mock.patch.object(store.Portfolio, "next_wait_time") as wait,\ mock.patch.object(store.time, "sleep") as sleep: - store.Portfolio.start_worker(poll=3) + wait.return_value = 3 + store.Portfolio.start_worker() store.Portfolio.worker_notify.set() @@ -1443,6 +1657,22 @@ class PortfolioTest(WebMockTestCase): store.Portfolio.worker.join() self.assertFalse(store.Portfolio.worker.is_alive()) + with self.subTest("overdue"),\ + mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ + mock.patch.object(store.Portfolio, "report") as report,\ + mock.patch.object(store.Portfolio, "next_wait_time") as wait,\ + mock.patch.object(store.time, "sleep") as sleep: + wait.side_effect = Exception("Time over") + store.Portfolio.start_worker() + + store.Portfolio.worker_notify.set() + + store.Portfolio.callback.wait() + + report.print_log.assert_called_once_with("[Worker] Fetching cryptoportfolio") + get.assert_called_once_with(refetch=True) + 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: @@ -1451,4 +1681,24 @@ class PortfolioTest(WebMockTestCase): worker_notify.set.assert_called_once_with() callback.wait.assert_called_once_with() + def test_next_wait_time(self): + with self.subTest("first start"): + self.assertEqual(30, store.Portfolio.next_wait_time()) + self.assertIsNotNone(store.Portfolio.poll_started_at) + with self.subTest("25min"): + store.Portfolio.poll_started_at = datetime.datetime.now() - datetime.timedelta(minutes=25) + self.assertEqual(30, store.Portfolio.next_wait_time()) + with self.subTest("35min"): + store.Portfolio.poll_started_at = datetime.datetime.now() - datetime.timedelta(minutes=35) + self.assertEqual(60, store.Portfolio.next_wait_time()) + with self.subTest("1h15"): + store.Portfolio.poll_started_at = datetime.datetime.now() - datetime.timedelta(minutes=75) + self.assertEqual(300, store.Portfolio.next_wait_time()) + with self.subTest("5hours"): + store.Portfolio.poll_started_at = datetime.datetime.now() - datetime.timedelta(hours=5) + self.assertEqual(3600, store.Portfolio.next_wait_time()) + with self.subTest("overdue"), self.assertRaises(Exception): + store.Portfolio.poll_started_at = datetime.datetime.now() - datetime.timedelta(hours=25) + store.Portfolio.next_wait_time() +