+++ /dev/null
-from datetime import datetime
-import argparse
-import configparser
-import psycopg2
-import os
-import sys
-
-import portfolio
-
-def make_order(market, value, currency, action="acquire",
- close_if_possible=False, base_currency="BTC", follow=True,
- compute_value="average"):
- """
- Make an order on market
- "market": The market on which to place the order
- "value": The value in *base_currency* to acquire,
- or in *currency* to dispose.
- use negative for margin trade.
- "action": "acquire" or "dispose".
- "acquire" will buy long or sell short,
- "dispose" will sell long or buy short.
- "currency": The currency to acquire or dispose
- "base_currency": The base currency. The value is expressed in that
- currency (default: BTC)
- "follow": Whether to follow the order once run (default: True)
- "close_if_possible": Whether to try to close the position at the end
- of the trade, i.e. reach exactly 0 at the end
- (only meaningful in "dispose"). May have
- unwanted effects if the end value of the
- currency is not 0.
- "compute_value": Compute value to place the order
- """
- market.report.log_stage("make_order_begin")
- market.balances.fetch_balances(tag="make_order_begin")
- if action == "acquire":
- trade = portfolio.Trade(
- portfolio.Amount(base_currency, 0),
- portfolio.Amount(base_currency, value),
- currency, market)
- else:
- amount = portfolio.Amount(currency, value)
- trade = portfolio.Trade(
- amount.in_currency(base_currency, market, compute_value=compute_value),
- portfolio.Amount(base_currency, 0),
- currency, market)
- market.trades.all.append(trade)
- order = trade.prepare_order(
- close_if_possible=close_if_possible,
- compute_value=compute_value)
- market.report.log_orders([order], None, compute_value)
- market.trades.run_orders()
- if follow:
- market.follow_orders()
- market.balances.fetch_balances(tag="make_order_end")
- else:
- market.report.log_stage("make_order_end_not_followed")
- return order
- market.report.log_stage("make_order_end")
-
-def get_user_market(config_path, user_id, debug=False):
- import market
- pg_config, report_path = main_parse_config(config_path)
- market_config = list(main_fetch_markets(pg_config, str(user_id)))[0][0]
- return market.Market.from_config(market_config, debug=debug)
-
-def main_parse_args(argv):
- parser = argparse.ArgumentParser(
- description="Run the trade bot")
-
- parser.add_argument("-c", "--config",
- default="config.ini",
- required=False,
- help="Config file to load (default: config.ini)")
- parser.add_argument("--before",
- default=False, action='store_const', const=True,
- help="Run the steps before the cryptoportfolio update")
- parser.add_argument("--after",
- default=False, action='store_const', const=True,
- help="Run the steps after the cryptoportfolio update")
- parser.add_argument("--debug",
- default=False, action='store_const', const=True,
- help="Run in debug mode")
- parser.add_argument("--user",
- default=None, required=False, help="Only run for that user")
- parser.add_argument("--action",
- action='append',
- help="Do a different action than trading (add several times to chain)")
-
- args = parser.parse_args(argv)
-
- if not os.path.exists(args.config):
- print("no config file found, exiting")
- sys.exit(1)
-
- return args
-
-def main_parse_config(config_file):
- config = configparser.ConfigParser()
- config.read(config_file)
-
- if "postgresql" not in config:
- print("no configuration for postgresql in config file")
- sys.exit(1)
-
- if "app" in config and "report_path" in config["app"]:
- report_path = config["app"]["report_path"]
-
- if not os.path.exists(report_path):
- os.makedirs(report_path)
- else:
- report_path = None
-
- return [config["postgresql"], report_path]
-
-def main_fetch_markets(pg_config, user):
- connection = psycopg2.connect(**pg_config)
- cursor = connection.cursor()
-
- if user is None:
- cursor.execute("SELECT config,user_id FROM market_configs")
- else:
- cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user)
-
- for row in cursor:
- yield row
-
-def main_process_market(user_market, actions, before=False, after=False):
- if len(actions or []) == 0:
- if before:
- Processor(user_market).process("sell_all", steps="before")
- if after:
- Processor(user_market).process("sell_all", steps="after")
- else:
- for action in actions:
- if action in globals():
- (globals()[action])(user_market)
- else:
- raise NotImplementedError("Unknown action {}".format(action))
-
-def main_store_report(report_path, user_id, user_market):
- try:
- if report_path is not None:
- report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id)
- with open(report_file, "w") as f:
- f.write(user_market.report.to_json())
- except Exception as e:
- print("impossible to store report file: {}; {}".format(e.__class__.__name__, e))
-
-def print_orders(market, base_currency="BTC"):
- market.report.log_stage("print_orders")
- market.balances.fetch_balances(tag="print_orders")
- market.prepare_trades(base_currency=base_currency, compute_value="average")
- market.trades.prepare_orders(compute_value="average")
-
-def print_balances(market, base_currency="BTC"):
- market.report.log_stage("print_balances")
- market.balances.fetch_balances()
- if base_currency is not None:
- market.report.print_log("total:")
- market.report.print_log(sum(market.balances.in_currency(base_currency).values()))
-
-class Processor:
- scenarios = {
- "sell_needed": [
- {
- "name": "wait",
- "number": 0,
- "before": False,
- "after": True,
- "wait_for_recent": {},
- },
- {
- "name": "sell",
- "number": 1,
- "before": False,
- "after": True,
- "fetch_balances": ["begin", "end"],
- "prepare_trades": {},
- "prepare_orders": { "only": "dispose", "compute_value": "average" },
- "run_orders": {},
- "follow_orders": {},
- "close_trades": {},
- },
- {
- "name": "buy",
- "number": 2,
- "before": False,
- "after": True,
- "fetch_balances": ["begin", "end"],
- "prepare_trades": { "only": "acquire" },
- "prepare_orders": { "only": "acquire", "compute_value": "average" },
- "move_balances": {},
- "run_orders": {},
- "follow_orders": {},
- "close_trades": {},
- },
- ],
- "sell_all": [
- {
- "name": "all_sell",
- "number": 1,
- "before": True,
- "after": False,
- "fetch_balances": ["begin", "end"],
- "prepare_trades": { "repartition": { "base_currency": (1, "long") } },
- "prepare_orders": { "compute_value": "average" },
- "run_orders": {},
- "follow_orders": {},
- "close_trades": {},
- },
- {
- "name": "wait",
- "number": 2,
- "before": False,
- "after": True,
- "wait_for_recent": {},
- },
- {
- "name": "all_buy",
- "number": 3,
- "before": False,
- "after": True,
- "fetch_balances": ["begin", "end"],
- "prepare_trades": {},
- "prepare_orders": { "compute_value": "average" },
- "move_balances": {},
- "run_orders": {},
- "follow_orders": {},
- "close_trades": {},
- },
- ]
- }
-
- ordered_actions = [
- "wait_for_recent", "prepare_trades", "prepare_orders",
- "move_balances", "run_orders", "follow_orders",
- "close_trades"]
-
- def __init__(self, market):
- self.market = market
-
- def select_steps(self, scenario, step):
- if step == "all":
- return scenario
- elif step == "before" or step == "after":
- return list(filter(lambda x: step in x and x[step], scenario))
- elif type(step) == int:
- return [scenario[step-1]]
- elif type(step) == str:
- return list(filter(lambda x: x["name"] == step, scenario))
- else:
- raise TypeError("Unknown step {}".format(step))
-
- def process(self, scenario_name, steps="all", **kwargs):
- scenario = self.scenarios[scenario_name]
- selected_steps = []
-
- if type(steps) == str or type(steps) == int:
- selected_steps += self.select_steps(scenario, steps)
- else:
- for step in steps:
- selected_steps += self.select_steps(scenario, step)
- for step in selected_steps:
- self.process_step(scenario_name, step, kwargs)
-
- def process_step(self, scenario_name, step, kwargs):
- process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
- self.market.report.log_stage("{}_begin".format(process_name))
- if "begin" in step.get("fetch_balances", []):
- self.market.balances.fetch_balances(tag="{}_begin".format(process_name))
-
- for action in self.ordered_actions:
- if action in step:
- self.run_action(action, step[action], kwargs)
-
- if "end" in step.get("fetch_balances", []):
- self.market.balances.fetch_balances(tag="{}_end".format(process_name))
- self.market.report.log_stage("{}_end".format(process_name))
-
- def method_arguments(self, action):
- import inspect
-
- if action == "wait_for_recent":
- method = portfolio.Portfolio.wait_for_recent
- elif action == "prepare_trades":
- method = self.market.prepare_trades
- elif action == "prepare_orders":
- method = self.market.trades.prepare_orders
- elif action == "move_balances":
- method = self.market.move_balances
- elif action == "run_orders":
- method = self.market.trades.run_orders
- elif action == "follow_orders":
- method = self.market.follow_orders
- elif action == "close_trades":
- method = self.market.trades.close_trades
-
- signature = inspect.getfullargspec(method)
- defaults = signature.defaults or []
- kwargs = signature.args[-len(defaults):]
-
- return [method, kwargs]
-
- def parse_args(self, action, default_args, kwargs):
- method, allowed_arguments = self.method_arguments(action)
- args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments }
-
- if "repartition" in args and "base_currency" in args["repartition"]:
- r = args["repartition"]
- r[args.get("base_currency", "BTC")] = r.pop("base_currency")
-
- return method, args
-
- def run_action(self, action, default_args, kwargs):
- method, args = self.parse_args(action, default_args, kwargs)
-
- if action == "wait_for_recent":
- method(self.market, **args)
- else:
- method(**args)
+from datetime import datetime
+import argparse
+import configparser
+import psycopg2
+import os
import sys
-import helper, market
-args = helper.main_parse_args(sys.argv[1:])
+import market
+import portfolio
-pg_config, report_path = helper.main_parse_config(args.config)
+__all__ = ["make_order", "get_user_market"]
-for market_config, user_id in helper.main_fetch_markets(pg_config, args.user):
- try:
- user_market = market.Market.from_config(market_config, debug=args.debug)
- helper.main_process_market(user_market, args.action, before=args.before, after=args.after)
- except Exception as e:
+def make_order(market, value, currency, action="acquire",
+ close_if_possible=False, base_currency="BTC", follow=True,
+ compute_value="average"):
+ """
+ Make an order on market
+ "market": The market on which to place the order
+ "value": The value in *base_currency* to acquire,
+ or in *currency* to dispose.
+ use negative for margin trade.
+ "action": "acquire" or "dispose".
+ "acquire" will buy long or sell short,
+ "dispose" will sell long or buy short.
+ "currency": The currency to acquire or dispose
+ "base_currency": The base currency. The value is expressed in that
+ currency (default: BTC)
+ "follow": Whether to follow the order once run (default: True)
+ "close_if_possible": Whether to try to close the position at the end
+ of the trade, i.e. reach exactly 0 at the end
+ (only meaningful in "dispose"). May have
+ unwanted effects if the end value of the
+ currency is not 0.
+ "compute_value": Compute value to place the order
+ """
+ market.report.log_stage("make_order_begin")
+ market.balances.fetch_balances(tag="make_order_begin")
+ if action == "acquire":
+ trade = portfolio.Trade(
+ portfolio.Amount(base_currency, 0),
+ portfolio.Amount(base_currency, value),
+ currency, market)
+ else:
+ amount = portfolio.Amount(currency, value)
+ trade = portfolio.Trade(
+ amount.in_currency(base_currency, market, compute_value=compute_value),
+ portfolio.Amount(base_currency, 0),
+ currency, market)
+ market.trades.all.append(trade)
+ order = trade.prepare_order(
+ close_if_possible=close_if_possible,
+ compute_value=compute_value)
+ market.report.log_orders([order], None, compute_value)
+ market.trades.run_orders()
+ if follow:
+ market.follow_orders()
+ market.balances.fetch_balances(tag="make_order_end")
+ else:
+ market.report.log_stage("make_order_end_not_followed")
+ return order
+ market.report.log_stage("make_order_end")
+
+def get_user_market(config_path, user_id, debug=False):
+ pg_config, report_path = parse_config(config_path)
+ market_config = list(fetch_markets(pg_config, str(user_id)))[0][0]
+ return market.Market.from_config(market_config, debug=debug)
+
+def fetch_markets(pg_config, user):
+ connection = psycopg2.connect(**pg_config)
+ cursor = connection.cursor()
+
+ if user is None:
+ cursor.execute("SELECT config,user_id FROM market_configs")
+ else:
+ cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user)
+
+ for row in cursor:
+ yield row
+
+def parse_config(config_file):
+ config = configparser.ConfigParser()
+ config.read(config_file)
+
+ if "postgresql" not in config:
+ print("no configuration for postgresql in config file")
+ sys.exit(1)
+
+ if "app" in config and "report_path" in config["app"]:
+ report_path = config["app"]["report_path"]
+
+ if not os.path.exists(report_path):
+ os.makedirs(report_path)
+ else:
+ report_path = None
+
+ return [config["postgresql"], report_path]
+
+def parse_args(argv):
+ parser = argparse.ArgumentParser(
+ description="Run the trade bot")
+
+ parser.add_argument("-c", "--config",
+ default="config.ini",
+ required=False,
+ help="Config file to load (default: config.ini)")
+ parser.add_argument("--before",
+ default=False, action='store_const', const=True,
+ help="Run the steps before the cryptoportfolio update")
+ parser.add_argument("--after",
+ default=False, action='store_const', const=True,
+ help="Run the steps after the cryptoportfolio update")
+ parser.add_argument("--debug",
+ default=False, action='store_const', const=True,
+ help="Run in debug mode")
+ parser.add_argument("--user",
+ default=None, required=False, help="Only run for that user")
+ parser.add_argument("--action",
+ action='append',
+ help="Do a different action than trading (add several times to chain)")
+
+ args = parser.parse_args(argv)
+
+ if not os.path.exists(args.config):
+ print("no config file found, exiting")
+ sys.exit(1)
+
+ return args
+
+def main(argv):
+ args = parse_args(argv)
+
+ pg_config, report_path = parse_config(args.config)
+
+ for market_config, user_id in fetch_markets(pg_config, args.user):
try:
- user_market.report.log_error("main", exception=e)
- except:
+ market.Market\
+ .from_config(market_config, debug=args.debug, user_id=user_id, report_path=report_path)\
+ .process(args.action, before=args.before, after=args.after)
+ except Exception as e:
print("{}: {}".format(e.__class__.__name__, e))
- finally:
- helper.main_store_report(report_path, user_id, user_market)
+
+if __name__ == '__main__': # pragma: no cover
+ main(sys.argv[1:])
import time
from store import *
from cachetools.func import ttl_cache
+from datetime import datetime
+import portfolio
class Market:
debug = False
trades = None
balances = None
- def __init__(self, ccxt_instance, debug=False):
+ def __init__(self, ccxt_instance, debug=False, user_id=None, report_path=None):
self.debug = debug
self.ccxt = ccxt_instance
self.ccxt._market = self
self.report = ReportStore(self)
self.trades = TradeStore(self)
self.balances = BalanceStore(self)
+ self.processor = Processor(self)
+
+ self.user_id = user_id
+ self.report_path = report_path
@classmethod
- def from_config(cls, config, debug=False):
- config["apiKey"] = config.pop("key")
+ def from_config(cls, config, debug=False, user_id=None, report_path=None):
+ config["apiKey"] = config.pop("key", None)
ccxt_instance = ccxt.poloniexE(config)
ccxt_instance.session.request = request_wrap.__get__(ccxt_instance.session,
ccxt_instance.session.__class__)
- return cls(ccxt_instance, debug=debug)
+ return cls(ccxt_instance, debug=debug, user_id=user_id, report_path=report_path)
+
+ def store_report(self):
+ try:
+ if self.report_path is not None:
+ report_file = "{}/{}_{}.json".format(self.report_path, datetime.now().isoformat(), self.user_id)
+ with open(report_file, "w") as f:
+ f.write(self.report.to_json())
+ except Exception as e:
+ print("impossible to store report file: {}; {}".format(e.__class__.__name__, e))
+
+ def process(self, actions, before=False, after=False):
+ try:
+ if len(actions or []) == 0:
+ if before:
+ self.processor.process("sell_all", steps="before")
+ if after:
+ self.processor.process("sell_all", steps="after")
+ else:
+ for action in actions:
+ if hasattr(self, action):
+ getattr(self, action)()
+ else:
+ self.report.log_error("market_process", message="Unknown action {}".format(action))
+ except Exception as e:
+ self.report.log_error("market_process", exception=e)
+ finally:
+ self.store_report()
def move_balances(self):
needed_in_margin = {}
liquidity=liquidity, repartition=repartition)
self.trades.compute_trades(values_in_base, new_repartition, only=only)
+ # Helpers
+ def print_orders(self, base_currency="BTC"):
+ self.report.log_stage("print_orders")
+ self.balances.fetch_balances(tag="print_orders")
+ self.prepare_trades(base_currency=base_currency, compute_value="average")
+ self.trades.prepare_orders(compute_value="average")
+
+ def print_balances(self, base_currency="BTC"):
+ self.report.log_stage("print_balances")
+ self.balances.fetch_balances()
+ if base_currency is not None:
+ self.report.print_log("total:")
+ self.report.print_log(sum(self.balances.in_currency(base_currency).values()))
+
+class Processor:
+ scenarios = {
+ "sell_needed": [
+ {
+ "name": "wait",
+ "number": 0,
+ "before": False,
+ "after": True,
+ "wait_for_recent": {},
+ },
+ {
+ "name": "sell",
+ "number": 1,
+ "before": False,
+ "after": True,
+ "fetch_balances": ["begin", "end"],
+ "prepare_trades": {},
+ "prepare_orders": { "only": "dispose", "compute_value": "average" },
+ "run_orders": {},
+ "follow_orders": {},
+ "close_trades": {},
+ },
+ {
+ "name": "buy",
+ "number": 2,
+ "before": False,
+ "after": True,
+ "fetch_balances": ["begin", "end"],
+ "prepare_trades": { "only": "acquire" },
+ "prepare_orders": { "only": "acquire", "compute_value": "average" },
+ "move_balances": {},
+ "run_orders": {},
+ "follow_orders": {},
+ "close_trades": {},
+ },
+ ],
+ "sell_all": [
+ {
+ "name": "all_sell",
+ "number": 1,
+ "before": True,
+ "after": False,
+ "fetch_balances": ["begin", "end"],
+ "prepare_trades": { "repartition": { "base_currency": (1, "long") } },
+ "prepare_orders": { "compute_value": "average" },
+ "run_orders": {},
+ "follow_orders": {},
+ "close_trades": {},
+ },
+ {
+ "name": "wait",
+ "number": 2,
+ "before": False,
+ "after": True,
+ "wait_for_recent": {},
+ },
+ {
+ "name": "all_buy",
+ "number": 3,
+ "before": False,
+ "after": True,
+ "fetch_balances": ["begin", "end"],
+ "prepare_trades": {},
+ "prepare_orders": { "compute_value": "average" },
+ "move_balances": {},
+ "run_orders": {},
+ "follow_orders": {},
+ "close_trades": {},
+ },
+ ]
+ }
+
+ ordered_actions = [
+ "wait_for_recent", "prepare_trades", "prepare_orders",
+ "move_balances", "run_orders", "follow_orders",
+ "close_trades"]
+
+ def __init__(self, market):
+ self.market = market
+
+ def select_steps(self, scenario, step):
+ if step == "all":
+ return scenario
+ elif step == "before" or step == "after":
+ return list(filter(lambda x: step in x and x[step], scenario))
+ elif type(step) == int:
+ return [scenario[step-1]]
+ elif type(step) == str:
+ return list(filter(lambda x: x["name"] == step, scenario))
+ else:
+ raise TypeError("Unknown step {}".format(step))
+
+ def process(self, scenario_name, steps="all", **kwargs):
+ scenario = self.scenarios[scenario_name]
+ selected_steps = []
+
+ if type(steps) == str or type(steps) == int:
+ selected_steps += self.select_steps(scenario, steps)
+ else:
+ for step in steps:
+ selected_steps += self.select_steps(scenario, step)
+ for step in selected_steps:
+ self.process_step(scenario_name, step, kwargs)
+
+ def process_step(self, scenario_name, step, kwargs):
+ process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
+ self.market.report.log_stage("{}_begin".format(process_name))
+ if "begin" in step.get("fetch_balances", []):
+ self.market.balances.fetch_balances(tag="{}_begin".format(process_name))
+
+ for action in self.ordered_actions:
+ if action in step:
+ self.run_action(action, step[action], kwargs)
+
+ if "end" in step.get("fetch_balances", []):
+ self.market.balances.fetch_balances(tag="{}_end".format(process_name))
+ self.market.report.log_stage("{}_end".format(process_name))
+
+ def method_arguments(self, action):
+ import inspect
+
+ if action == "wait_for_recent":
+ method = portfolio.Portfolio.wait_for_recent
+ elif action == "prepare_trades":
+ method = self.market.prepare_trades
+ elif action == "prepare_orders":
+ method = self.market.trades.prepare_orders
+ elif action == "move_balances":
+ method = self.market.move_balances
+ elif action == "run_orders":
+ method = self.market.trades.run_orders
+ elif action == "follow_orders":
+ method = self.market.follow_orders
+ elif action == "close_trades":
+ method = self.market.trades.close_trades
+
+ signature = inspect.getfullargspec(method)
+ defaults = signature.defaults or []
+ kwargs = signature.args[-len(defaults):]
+
+ return [method, kwargs]
+
+ def parse_args(self, action, default_args, kwargs):
+ method, allowed_arguments = self.method_arguments(action)
+ args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments }
+
+ if "repartition" in args and "base_currency" in args["repartition"]:
+ r = args["repartition"]
+ r[args.get("base_currency", "BTC")] = r.pop("base_currency")
+
+ return method, args
+
+ def run_action(self, action, default_args, kwargs):
+ method, args = self.parse_args(action, default_args, kwargs)
+
+ if action == "wait_for_recent":
+ method(self.market, **args)
+ else:
+ method(**args)
+
import requests
import requests_mock
from io import StringIO
-import portfolio, helper, market
+import portfolio, market, main
limits = ["acceptance", "unit"]
for test_type in limits:
self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
-
+
+ def test_store_report(self):
+
+ file_open = mock.mock_open()
+ with self.subTest(file=None), mock.patch("market.open", file_open):
+ m = market.Market(self.ccxt, user_id=1)
+ m.store_report()
+ file_open.assert_not_called()
+
+ file_open = mock.mock_open()
+ m = market.Market(self.ccxt, report_path="present", user_id=1)
+ with self.subTest(file="present"),\
+ mock.patch("market.open", file_open),\
+ mock.patch.object(m, "report") as report,\
+ mock.patch.object(market, "datetime") as time_mock:
+
+ time_mock.now.return_value = datetime.datetime(2018, 2, 25)
+ report.to_json.return_value = "json_content"
+
+ m.store_report()
+
+ file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
+ file_open().write.assert_called_once_with("json_content")
+ m.report.to_json.assert_called_once_with()
+
+ m = market.Market(self.ccxt, report_path="error", user_id=1)
+ with self.subTest(file="error"),\
+ mock.patch("market.open") as file_open,\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ file_open.side_effect = FileNotFoundError
+
+ m.store_report()
+
+ self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
+
+ def test_print_orders(self):
+ m = market.Market(self.ccxt)
+ with mock.patch.object(m.report, "log_stage") as log_stage,\
+ mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
+ mock.patch.object(m, "prepare_trades") as prepare_trades,\
+ mock.patch.object(m.trades, "prepare_orders") as prepare_orders:
+ m.print_orders()
+
+ log_stage.assert_called_with("print_orders")
+ fetch_balances.assert_called_with(tag="print_orders")
+ prepare_trades.assert_called_with(base_currency="BTC",
+ compute_value="average")
+ prepare_orders.assert_called_with(compute_value="average")
+
+ def test_print_balances(self):
+ m = market.Market(self.ccxt)
+
+ with mock.patch.object(m.balances, "in_currency") as in_currency,\
+ mock.patch.object(m.report, "log_stage") as log_stage,\
+ mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
+ mock.patch.object(m.report, "print_log") as print_log:
+
+ in_currency.return_value = {
+ "BTC": portfolio.Amount("BTC", "0.65"),
+ "ETH": portfolio.Amount("BTC", "0.3"),
+ }
+
+ m.print_balances()
+
+ log_stage.assert_called_once_with("print_balances")
+ fetch_balances.assert_called_with()
+ print_log.assert_has_calls([
+ mock.call("total:"),
+ mock.call(portfolio.Amount("BTC", "0.95")),
+ ])
+
+ @mock.patch("market.Processor.process")
+ @mock.patch("market.ReportStore.log_error")
+ @mock.patch("market.Market.store_report")
+ def test_process(self, store_report, log_error, process):
+ m = market.Market(self.ccxt)
+ with self.subTest(before=False, after=False):
+ m.process(None)
+
+ process.assert_not_called()
+ store_report.assert_called_once()
+ log_error.assert_not_called()
+
+ process.reset_mock()
+ log_error.reset_mock()
+ store_report.reset_mock()
+ with self.subTest(before=True, after=False):
+ m.process(None, before=True)
+
+ process.assert_called_once_with("sell_all", steps="before")
+ store_report.assert_called_once()
+ log_error.assert_not_called()
+
+ process.reset_mock()
+ log_error.reset_mock()
+ store_report.reset_mock()
+ with self.subTest(before=False, after=True):
+ m.process(None, after=True)
+
+ process.assert_called_once_with("sell_all", steps="after")
+ store_report.assert_called_once()
+ log_error.assert_not_called()
+
+ process.reset_mock()
+ log_error.reset_mock()
+ store_report.reset_mock()
+ with self.subTest(before=True, after=True):
+ m.process(None, before=True, after=True)
+
+ process.assert_has_calls([
+ mock.call("sell_all", steps="before"),
+ mock.call("sell_all", steps="after"),
+ ])
+ store_report.assert_called_once()
+ log_error.assert_not_called()
+
+ process.reset_mock()
+ log_error.reset_mock()
+ store_report.reset_mock()
+ with self.subTest(action="print_balances"),\
+ mock.patch.object(m, "print_balances") as print_balances:
+ m.process(["print_balances"])
+
+ process.assert_not_called()
+ log_error.assert_not_called()
+ store_report.assert_called_once()
+ print_balances.assert_called_once_with()
+
+ log_error.reset_mock()
+ store_report.reset_mock()
+ with self.subTest(action="print_orders"),\
+ mock.patch.object(m, "print_orders") as print_orders,\
+ mock.patch.object(m, "print_balances") as print_balances:
+ m.process(["print_orders", "print_balances"])
+
+ process.assert_not_called()
+ log_error.assert_not_called()
+ store_report.assert_called_once()
+ print_orders.assert_called_once_with()
+ print_balances.assert_called_once_with()
+
+ log_error.reset_mock()
+ store_report.reset_mock()
+ with self.subTest(action="unknown"):
+ m.process(["unknown"])
+ log_error.assert_called_once_with("market_process", message="Unknown action unknown")
+ store_report.assert_called_once()
+
+ log_error.reset_mock()
+ store_report.reset_mock()
+ with self.subTest(unhandled_exception=True):
+ process.side_effect = Exception("bouh")
+
+ m.process(None, before=True)
+ log_error.assert_called_with("market_process", exception=mock.ANY)
+ store_report.assert_called_once()
+
@unittest.skipUnless("unit" in limits, "Unit skipped")
class TradeStoreTest(WebMockTestCase):
def test_compute_trades(self):
})
@unittest.skipUnless("unit" in limits, "Unit skipped")
-class HelperTest(WebMockTestCase):
+class MainTest(WebMockTestCase):
def test_make_order(self):
self.m.get_ticker.return_value = {
"inverted": False,
}
with self.subTest(description="nominal case"):
- helper.make_order(self.m, 10, "ETH")
+ main.make_order(self.m, 10, "ETH")
self.m.report.log_stage.assert_has_calls([
mock.call("make_order_begin"),
self.m.reset_mock()
with self.subTest(compute_value="default"):
- helper.make_order(self.m, 10, "ETH", action="dispose",
+ main.make_order(self.m, 10, "ETH", action="dispose",
compute_value="ask")
trade = self.m.trades.all.append.mock_calls[0][1][0]
self.m.reset_mock()
with self.subTest(follow=False):
- result = helper.make_order(self.m, 10, "ETH", follow=False)
+ result = main.make_order(self.m, 10, "ETH", follow=False)
self.m.report.log_stage.assert_has_calls([
mock.call("make_order_begin"),
self.m.reset_mock()
with self.subTest(base_currency="USDT"):
- helper.make_order(self.m, 1, "BTC", base_currency="USDT")
+ main.make_order(self.m, 1, "BTC", base_currency="USDT")
trade = self.m.trades.all.append.mock_calls[0][1][0]
self.assertEqual("BTC", trade.currency)
self.m.reset_mock()
with self.subTest(close_if_possible=True):
- helper.make_order(self.m, 10, "ETH", close_if_possible=True)
+ main.make_order(self.m, 10, "ETH", close_if_possible=True)
trade = self.m.trades.all.append.mock_calls[0][1][0]
self.assertEqual(True, trade.orders[0].close_if_possible)
self.m.reset_mock()
with self.subTest(action="dispose"):
- helper.make_order(self.m, 10, "ETH", action="dispose")
+ main.make_order(self.m, 10, "ETH", action="dispose")
trade = self.m.trades.all.append.mock_calls[0][1][0]
self.assertEqual(0, trade.value_to)
self.m.reset_mock()
with self.subTest(compute_value="default"):
- helper.make_order(self.m, 10, "ETH", action="dispose",
+ main.make_order(self.m, 10, "ETH", action="dispose",
compute_value="bid")
trade = self.m.trades.all.append.mock_calls[0][1][0]
self.assertEqual(D("0.9"), trade.value_from.value)
- def test_user_market(self):
- with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\
- mock.patch("helper.main_parse_config") as main_parse_config:
+ def test_get_user_market(self):
+ with mock.patch("main.fetch_markets") as main_fetch_markets,\
+ mock.patch("main.parse_config") as main_parse_config:
with self.subTest(debug=False):
main_parse_config.return_value = ["pg_config", "report_path"]
main_fetch_markets.return_value = [({"key": "market_config"},)]
- m = helper.get_user_market("config_path.ini", 1)
+ m = main.get_user_market("config_path.ini", 1)
self.assertIsInstance(m, market.Market)
self.assertFalse(m.debug)
with self.subTest(debug=True):
main_parse_config.return_value = ["pg_config", "report_path"]
main_fetch_markets.return_value = [({"key": "market_config"},)]
- m = helper.get_user_market("config_path.ini", 1, debug=True)
+ m = main.get_user_market("config_path.ini", 1, debug=True)
self.assertIsInstance(m, market.Market)
self.assertTrue(m.debug)
- def test_main_store_report(self):
- file_open = mock.mock_open()
- with self.subTest(file=None), mock.patch("__main__.open", file_open):
- helper.main_store_report(None, 1, self.m)
- file_open.assert_not_called()
-
- file_open = mock.mock_open()
- with self.subTest(file="present"), mock.patch("helper.open", file_open),\
- mock.patch.object(helper, "datetime") as time_mock:
- time_mock.now.return_value = datetime.datetime(2018, 2, 25)
- self.m.report.to_json.return_value = "json_content"
-
- helper.main_store_report("present", 1, self.m)
-
- file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
- file_open().write.assert_called_once_with("json_content")
- self.m.report.to_json.assert_called_once_with()
-
- with self.subTest(file="error"),\
- mock.patch("helper.open") as file_open,\
+ def test_main(self):
+ with mock.patch("main.parse_args") as parse_args,\
+ mock.patch("main.parse_config") as parse_config,\
+ mock.patch("main.fetch_markets") as fetch_markets,\
+ mock.patch("market.Market") as market_mock,\
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
- file_open.side_effect = FileNotFoundError
- helper.main_store_report("error", 1, self.m)
+ args_mock = mock.Mock()
+ args_mock.action = "action"
+ args_mock.config = "config"
+ args_mock.user = "user"
+ args_mock.debug = "debug"
+ args_mock.before = "before"
+ args_mock.after = "after"
+ parse_args.return_value = args_mock
- self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
+ parse_config.return_value = ["pg_config", "report_path"]
- @mock.patch("helper.Processor.process")
- def test_main_process_market(self, process):
- with self.subTest(before=False, after=False):
- m = mock.Mock()
- helper.main_process_market(m, None)
+ fetch_markets.return_value = [["config1", 1], ["config2", 2]]
- process.assert_not_called()
+ main.main(["Foo", "Bar"])
- process.reset_mock()
- with self.subTest(before=True, after=False):
- helper.main_process_market(m, None, before=True)
+ parse_args.assert_called_with(["Foo", "Bar"])
+ parse_config.assert_called_with("config")
+ fetch_markets.assert_called_with("pg_config", "user")
- process.assert_called_once_with("sell_all", steps="before")
-
- process.reset_mock()
- with self.subTest(before=False, after=True):
- helper.main_process_market(m, None, after=True)
-
- process.assert_called_once_with("sell_all", steps="after")
-
- process.reset_mock()
- with self.subTest(before=True, after=True):
- helper.main_process_market(m, None, before=True, after=True)
-
- process.assert_has_calls([
- mock.call("sell_all", steps="before"),
- mock.call("sell_all", steps="after"),
+ self.assertEqual(2, market_mock.from_config.call_count)
+ market_mock.from_config.assert_has_calls([
+ mock.call("config1", debug="debug", user_id=1, report_path="report_path"),
+ mock.call().process("action", before="before", after="after"),
+ mock.call("config2", debug="debug", user_id=2, report_path="report_path"),
+ mock.call().process("action", before="before", after="after")
])
- process.reset_mock()
- with self.subTest(action="print_balances"),\
- mock.patch("helper.print_balances") as print_balances:
- helper.main_process_market("user", ["print_balances"])
-
- process.assert_not_called()
- print_balances.assert_called_once_with("user")
-
- with self.subTest(action="print_orders"),\
- mock.patch("helper.print_orders") as print_orders,\
- mock.patch("helper.print_balances") as print_balances:
- helper.main_process_market("user", ["print_orders", "print_balances"])
-
- process.assert_not_called()
- print_orders.assert_called_once_with("user")
- print_balances.assert_called_once_with("user")
-
- with self.subTest(action="unknown"),\
- self.assertRaises(NotImplementedError):
- helper.main_process_market("user", ["unknown"])
-
- @mock.patch.object(helper, "psycopg2")
- def test_fetch_markets(self, psycopg2):
- connect_mock = mock.Mock()
- cursor_mock = mock.MagicMock()
- cursor_mock.__iter__.return_value = ["row_1", "row_2"]
-
- connect_mock.cursor.return_value = cursor_mock
- psycopg2.connect.return_value = connect_mock
-
- with self.subTest(user=None):
- rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
-
- psycopg2.connect.assert_called_once_with(foo="bar")
- cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
-
- self.assertEqual(["row_1", "row_2"], rows)
-
- psycopg2.connect.reset_mock()
- cursor_mock.execute.reset_mock()
- with self.subTest(user=1):
- rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
-
- psycopg2.connect.assert_called_once_with(foo="bar")
- cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
-
- self.assertEqual(["row_1", "row_2"], rows)
-
- @mock.patch.object(helper.sys, "exit")
- def test_main_parse_args(self, exit):
- with self.subTest(config="config.ini"):
- args = helper.main_parse_args([])
- self.assertEqual("config.ini", args.config)
- self.assertFalse(args.before)
- self.assertFalse(args.after)
- self.assertFalse(args.debug)
-
- args = helper.main_parse_args(["--before", "--after", "--debug"])
- self.assertTrue(args.before)
- self.assertTrue(args.after)
- self.assertTrue(args.debug)
-
- exit.assert_not_called()
+ self.assertEqual("", stdout_mock.getvalue())
- with self.subTest(config="inexistant"),\
- mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
- args = helper.main_parse_args(["--config", "foo.bar"])
- exit.assert_called_once_with(1)
- self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
+ with self.subTest(exception=True):
+ market_mock.from_config.side_effect = Exception("boo")
+ main.main(["Foo", "Bar"])
+ self.assertEqual("Exception: boo\nException: boo\n", stdout_mock.getvalue())
- @mock.patch.object(helper.sys, "exit")
- @mock.patch("helper.configparser")
- @mock.patch("helper.os")
- def test_main_parse_config(self, os, configparser, exit):
+ @mock.patch.object(main.sys, "exit")
+ @mock.patch("main.configparser")
+ @mock.patch("main.os")
+ def test_parse_config(self, os, configparser, exit):
with self.subTest(pg_config=True, report_path=None):
config_mock = mock.MagicMock()
configparser.ConfigParser.return_value = config_mock
config_mock.__contains__.side_effect = config
config_mock.__getitem__.return_value = "pg_config"
- result = helper.main_parse_config("configfile")
+ result = main.parse_config("configfile")
config_mock.read.assert_called_with("configfile")
]
os.path.exists.return_value = False
- result = helper.main_parse_config("configfile")
+ result = main.parse_config("configfile")
config_mock.read.assert_called_with("configfile")
self.assertEqual(["pg_config", "report_path"], result)
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
config_mock = mock.MagicMock()
configparser.ConfigParser.return_value = config_mock
- result = helper.main_parse_config("configfile")
+ result = main.parse_config("configfile")
config_mock.read.assert_called_with("configfile")
exit.assert_called_once_with(1)
self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
+ @mock.patch.object(main.sys, "exit")
+ def test_parse_args(self, exit):
+ with self.subTest(config="config.ini"):
+ args = main.parse_args([])
+ self.assertEqual("config.ini", args.config)
+ self.assertFalse(args.before)
+ self.assertFalse(args.after)
+ self.assertFalse(args.debug)
- def test_print_orders(self):
- helper.print_orders(self.m)
+ args = main.parse_args(["--before", "--after", "--debug"])
+ self.assertTrue(args.before)
+ self.assertTrue(args.after)
+ self.assertTrue(args.debug)
- self.m.report.log_stage.assert_called_with("print_orders")
- self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
- self.m.prepare_trades.assert_called_with(base_currency="BTC",
- compute_value="average")
- self.m.trades.prepare_orders.assert_called_with(compute_value="average")
+ exit.assert_not_called()
+
+ with self.subTest(config="inexistant"),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ args = main.parse_args(["--config", "foo.bar"])
+ exit.assert_called_once_with(1)
+ self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
+
+ @mock.patch.object(main, "psycopg2")
+ def test_fetch_markets(self, psycopg2):
+ connect_mock = mock.Mock()
+ cursor_mock = mock.MagicMock()
+ cursor_mock.__iter__.return_value = ["row_1", "row_2"]
+
+ connect_mock.cursor.return_value = cursor_mock
+ psycopg2.connect.return_value = connect_mock
+
+ with self.subTest(user=None):
+ rows = list(main.fetch_markets({"foo": "bar"}, None))
+
+ psycopg2.connect.assert_called_once_with(foo="bar")
+ cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
+
+ self.assertEqual(["row_1", "row_2"], rows)
+
+ psycopg2.connect.reset_mock()
+ cursor_mock.execute.reset_mock()
+ with self.subTest(user=1):
+ rows = list(main.fetch_markets({"foo": "bar"}, 1))
+
+ psycopg2.connect.assert_called_once_with(foo="bar")
+ cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
+
+ self.assertEqual(["row_1", "row_2"], rows)
- def test_print_balances(self):
- self.m.balances.in_currency.return_value = {
- "BTC": portfolio.Amount("BTC", "0.65"),
- "ETH": portfolio.Amount("BTC", "0.3"),
- }
-
- helper.print_balances(self.m)
-
- self.m.report.log_stage.assert_called_once_with("print_balances")
- self.m.balances.fetch_balances.assert_called_with()
- self.m.report.print_log.assert_has_calls([
- mock.call("total:"),
- mock.call(portfolio.Amount("BTC", "0.95")),
- ])
@unittest.skipUnless("unit" in limits, "Unit skipped")
class ProcessorTest(WebMockTestCase):
def test_values(self):
- processor = helper.Processor(self.m)
+ processor = market.Processor(self.m)
self.assertEqual(self.m, processor.market)
def test_run_action(self):
- processor = helper.Processor(self.m)
+ processor = market.Processor(self.m)
with mock.patch.object(processor, "parse_args") as parse_args:
method_mock = mock.Mock()
method_mock.assert_called_with(self.m, foo="bar")
def test_select_step(self):
- processor = helper.Processor(self.m)
+ processor = market.Processor(self.m)
scenario = processor.scenarios["sell_all"]
with self.assertRaises(TypeError):
processor.select_steps(scenario, ["wait"])
- @mock.patch("helper.Processor.process_step")
+ @mock.patch("market.Processor.process_step")
def test_process(self, process_step):
- processor = helper.Processor(self.m)
+ processor = market.Processor(self.m)
processor.process("sell_all", foo="bar")
self.assertEqual(3, process_step.call_count)
ccxt = mock.Mock(spec=market.ccxt.poloniexE)
m = market.Market(ccxt)
- processor = helper.Processor(m)
+ processor = market.Processor(m)
method, arguments = processor.method_arguments("wait_for_recent")
self.assertEqual(portfolio.Portfolio.wait_for_recent, method)
self.assertEqual(m.trades.close_trades, method)
def test_process_step(self):
- processor = helper.Processor(self.m)
+ processor = market.Processor(self.m)
with mock.patch.object(processor, "run_action") as run_action:
step = processor.scenarios["sell_needed"][1]
self.m.balances.fetch_balances.assert_not_called()
def test_parse_args(self):
- processor = helper.Processor(self.m)
+ processor = market.Processor(self.m)
with mock.patch.object(processor, "method_arguments") as method_arguments:
method_mock = mock.Mock()
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / commitdiff
