import requests
import requests_mock
from io import StringIO
-import portfolio, helper, market
+import threading
+import portfolio, market, main, store
limits = ["acceptance", "unit"]
for test_type in limits:
self.m.debug = False
self.patchers = [
- mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
+ mock.patch.multiple(market.Portfolio,
+ data=store.LockedVar(None),
+ liquidities=store.LockedVar({}),
+ last_date=store.LockedVar(None),
+ report=mock.Mock(),
+ worker=None,
+ worker_notify=None,
+ worker_started=False,
+ callback=None),
mock.patch.multiple(portfolio.Computation,
computations=portfolio.Computation.computations),
]
}
self.assertEqual(expected, self.s.margin_summary())
+ def test_create_order(self):
+ with mock.patch.object(self.s, "create_exchange_order") as exchange,\
+ mock.patch.object(self.s, "create_margin_order") as margin:
+ with self.subTest(account="unspecified"):
+ self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params")
+ exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
+ margin.assert_not_called()
+ exchange.reset_mock()
+ margin.reset_mock()
+
+ with self.subTest(account="exchange"):
+ self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params")
+ exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
+ margin.assert_not_called()
+ exchange.reset_mock()
+ margin.reset_mock()
+
+ with self.subTest(account="margin"):
+ self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params")
+ margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params")
+ exchange.assert_not_called()
+ exchange.reset_mock()
+ margin.reset_mock()
+
+ with self.subTest(account="unknown"), self.assertRaises(NotImplementedError):
+ self.s.create_order("symbol", "type", "side", "amount", account="unknown")
+
+ def test_parse_ticker(self):
+ ticker = {
+ "high24hr": "12",
+ "low24hr": "10",
+ "highestBid": "10.5",
+ "lowestAsk": "11.5",
+ "last": "11",
+ "percentChange": "0.1",
+ "quoteVolume": "10",
+ "baseVolume": "20"
+ }
+ market = {
+ "symbol": "BTC/ETC"
+ }
+ with mock.patch.object(self.s, "milliseconds") as ms:
+ ms.return_value = 1520292715123
+ result = self.s.parse_ticker(ticker, market)
+
+ expected = {
+ "symbol": "BTC/ETC",
+ "timestamp": 1520292715123,
+ "datetime": "2018-03-05T23:31:55.123Z",
+ "high": D("12"),
+ "low": D("10"),
+ "bid": D("10.5"),
+ "ask": D("11.5"),
+ "vwap": None,
+ "open": None,
+ "close": None,
+ "first": None,
+ "last": D("11"),
+ "change": D("0.1"),
+ "percentage": None,
+ "average": None,
+ "baseVolume": D("10"),
+ "quoteVolume": D("20"),
+ "info": ticker
+ }
+ self.assertEqual(expected, result)
+
+ def test_fetch_margin_balance(self):
+ with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position:
+ get_margin_position.return_value = {
+ "BTC_DASH": {
+ "amount": "-0.1",
+ "basePrice": "0.06818560",
+ "lendingFees": "0.00000001",
+ "liquidationPrice": "0.15107132",
+ "pl": "-0.00000371",
+ "total": "0.00681856",
+ "type": "short"
+ },
+ "BTC_ETC": {
+ "amount": "-0.6",
+ "basePrice": "0.1",
+ "lendingFees": "0.00000001",
+ "liquidationPrice": "0.6",
+ "pl": "0.00000371",
+ "total": "0.06",
+ "type": "short"
+ },
+ "BTC_ETH": {
+ "amount": "0",
+ "basePrice": "0",
+ "lendingFees": "0",
+ "liquidationPrice": "-1",
+ "pl": "0",
+ "total": "0",
+ "type": "none"
+ }
+ }
+ balances = self.s.fetch_margin_balance()
+ self.assertEqual(2, len(balances))
+ expected = {
+ "DASH": {
+ "amount": D("-0.1"),
+ "borrowedPrice": D("0.06818560"),
+ "lendingFees": D("1E-8"),
+ "pl": D("-0.00000371"),
+ "liquidationPrice": D("0.15107132"),
+ "type": "short",
+ "total": D("0.00681856"),
+ "baseCurrency": "BTC"
+ },
+ "ETC": {
+ "amount": D("-0.6"),
+ "borrowedPrice": D("0.1"),
+ "lendingFees": D("1E-8"),
+ "pl": D("0.00000371"),
+ "liquidationPrice": D("0.6"),
+ "type": "short",
+ "total": D("0.06"),
+ "baseCurrency": "BTC"
+ }
+ }
+ self.assertEqual(expected, balances)
+
+ def test_sum(self):
+ self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1")))
+
+ def test_fetch_balance(self):
+ with mock.patch.object(self.s, "load_markets") as load_markets,\
+ mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\
+ mock.patch.object(self.s, "common_currency_code") as ccc:
+ ccc.side_effect = ["ETH", "BTC", "DASH"]
+ balances.return_value = {
+ "ETH": {
+ "available": "10",
+ "onOrders": "1",
+ },
+ "BTC": {
+ "available": "1",
+ "onOrders": "0",
+ },
+ "DASH": {
+ "available": "0",
+ "onOrders": "3"
+ }
+ }
+
+ expected = {
+ "info": {
+ "ETH": {"available": "10", "onOrders": "1"},
+ "BTC": {"available": "1", "onOrders": "0"},
+ "DASH": {"available": "0", "onOrders": "3"}
+ },
+ "ETH": {"free": D("10"), "used": D("1"), "total": D("11")},
+ "BTC": {"free": D("1"), "used": D("0"), "total": D("1")},
+ "DASH": {"free": D("0"), "used": D("3"), "total": D("3")},
+ "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")},
+ "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")},
+ "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
+ }
+ result = self.s.fetch_balance()
+ load_markets.assert_called_once()
+ self.assertEqual(expected, result)
+
+ def test_fetch_balance_per_type(self):
+ with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances:
+ balances.return_value = {
+ "exchange": {
+ "BLK": "159.83673869",
+ "BTC": "0.00005959",
+ "USDT": "0.00002625",
+ "XMR": "0.18719303"
+ },
+ "margin": {
+ "BTC": "0.03019227"
+ }
+ }
+ expected = {
+ "info": {
+ "exchange": {
+ "BLK": "159.83673869",
+ "BTC": "0.00005959",
+ "USDT": "0.00002625",
+ "XMR": "0.18719303"
+ },
+ "margin": {
+ "BTC": "0.03019227"
+ }
+ },
+ "exchange": {
+ "BLK": D("159.83673869"),
+ "BTC": D("0.00005959"),
+ "USDT": D("0.00002625"),
+ "XMR": D("0.18719303")
+ },
+ "margin": {"BTC": D("0.03019227")},
+ "BLK": {"exchange": D("159.83673869")},
+ "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")},
+ "USDT": {"exchange": D("0.00002625")},
+ "XMR": {"exchange": D("0.18719303")}
+ }
+ result = self.s.fetch_balance_per_type()
+ self.assertEqual(expected, result)
+
+ def test_fetch_all_balances(self):
+ import json
+ with mock.patch.object(self.s, "load_markets") as load_markets,\
+ mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\
+ mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\
+ mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type:
+
+ with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f:
+ balance.return_value = json.load(f)
+ with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f:
+ margin_balance.return_value = json.load(f)
+ with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f:
+ balance_per_type.return_value = json.load(f)
+
+ result = self.s.fetch_all_balances()
+ expected_doge = {
+ "total": D("-12779.79821852"),
+ "exchange_used": D("0E-8"),
+ "exchange_total": D("0E-8"),
+ "exchange_free": D("0E-8"),
+ "margin_available": 0,
+ "margin_in_position": 0,
+ "margin_borrowed": D("12779.79821852"),
+ "margin_total": D("-12779.79821852"),
+ "margin_pending_gain": 0,
+ "margin_lending_fees": D("-9E-8"),
+ "margin_pending_base_gain": D("0.00024059"),
+ "margin_position_type": "short",
+ "margin_liquidation_price": D("0.00000246"),
+ "margin_borrowed_base_price": D("0.00599149"),
+ "margin_borrowed_base_currency": "BTC"
+ }
+ expected_btc = {"total": D("0.05432165"),
+ "exchange_used": D("0E-8"),
+ "exchange_total": D("0.00005959"),
+ "exchange_free": D("0.00005959"),
+ "margin_available": D("0.03019227"),
+ "margin_in_position": D("0.02406979"),
+ "margin_borrowed": 0,
+ "margin_total": D("0.05426206"),
+ "margin_pending_gain": D("0.00093955"),
+ "margin_lending_fees": 0,
+ "margin_pending_base_gain": 0,
+ "margin_position_type": None,
+ "margin_liquidation_price": 0,
+ "margin_borrowed_base_price": 0,
+ "margin_borrowed_base_currency": None
+ }
+ expected_xmr = {"total": D("0.18719303"),
+ "exchange_used": D("0E-8"),
+ "exchange_total": D("0.18719303"),
+ "exchange_free": D("0.18719303"),
+ "margin_available": 0,
+ "margin_in_position": 0,
+ "margin_borrowed": 0,
+ "margin_total": 0,
+ "margin_pending_gain": 0,
+ "margin_lending_fees": 0,
+ "margin_pending_base_gain": 0,
+ "margin_position_type": None,
+ "margin_liquidation_price": 0,
+ "margin_borrowed_base_price": 0,
+ "margin_borrowed_base_currency": None
+ }
+ self.assertEqual(expected_xmr, result["XMR"])
+ self.assertEqual(expected_doge, result["DOGE"])
+ self.assertEqual(expected_btc, result["BTC"])
+
+ def test_create_margin_order(self):
+ with self.assertRaises(market.ExchangeError):
+ self.s.create_margin_order("FOO", "market", "buy", "10")
+
+ with mock.patch.object(self.s, "load_markets") as load_markets,\
+ mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\
+ mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\
+ mock.patch.object(self.s, "market") as market_mock,\
+ mock.patch.object(self.s, "price_to_precision") as ptp,\
+ mock.patch.object(self.s, "amount_to_precision") as atp:
+
+ margin_buy.return_value = {
+ "orderNumber": 123
+ }
+ margin_sell.return_value = {
+ "orderNumber": 456
+ }
+ market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" }
+ ptp.return_value = D("0.1")
+ atp.return_value = D("12")
+
+ order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1")
+ self.assertEqual(123, order["id"])
+ margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")})
+ margin_sell.assert_not_called()
+ margin_buy.reset_mock()
+ margin_sell.reset_mock()
+
+ order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1")
+ self.assertEqual(456, order["id"])
+ margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"})
+ margin_buy.assert_not_called()
+
+ def test_create_exchange_order(self):
+ with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order:
+ self.s.create_order("symbol", "type", "side", "amount", price="price", params="params")
+
+ create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
+
@unittest.skipUnless("unit" in limits, "Unit skipped")
-class PortfolioTest(WebMockTestCase):
- def fill_data(self):
- if self.json_response is not None:
- portfolio.Portfolio.data = self.json_response
+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 LockedVar(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])
+
+ 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()
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class PortfolioTest(WebMockTestCase):
def setUp(self):
super(PortfolioTest, self).setUp()
- with open("test_portfolio.json") as example:
+ with open("test_samples/test_portfolio.json") as example:
self.json_response = example.read()
- self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
+ self.wm.get(market.Portfolio.URL, text=self.json_response)
- def test_get_cryptoportfolio(self):
- self.wm.get(portfolio.Portfolio.URL, [
- {"text":'{ "foo": "bar" }', "status_code": 200},
- {"text": "System Error", "status_code": 500},
- {"exc": requests.exceptions.ConnectTimeout},
- ])
- portfolio.Portfolio.get_cryptoportfolio(self.m)
- self.assertIn("foo", portfolio.Portfolio.data)
- self.assertEqual("bar", portfolio.Portfolio.data["foo"])
- self.assertTrue(self.wm.called)
- self.assertEqual(1, self.wm.call_count)
- self.m.report.log_error.assert_not_called()
- self.m.report.log_http_request.assert_called_once()
- self.m.report.log_http_request.reset_mock()
-
- portfolio.Portfolio.get_cryptoportfolio(self.m)
- self.assertIsNone(portfolio.Portfolio.data)
- self.assertEqual(2, self.wm.call_count)
- self.m.report.log_error.assert_not_called()
- self.m.report.log_http_request.assert_called_once()
- self.m.report.log_http_request.reset_mock()
-
-
- portfolio.Portfolio.data = "Foo"
- portfolio.Portfolio.get_cryptoportfolio(self.m)
- self.assertEqual("Foo", portfolio.Portfolio.data)
- self.assertEqual(3, self.wm.call_count)
- self.m.report.log_error.assert_called_once_with("get_cryptoportfolio",
- exception=mock.ANY)
- self.m.report.log_http_request.assert_not_called()
+ @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):
- portfolio.Portfolio.parse_cryptoportfolio(self.m)
-
- self.assertListEqual(
- ["medium", "high"],
- list(portfolio.Portfolio.liquidities.keys()))
-
- liquidities = portfolio.Portfolio.liquidities
- 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), portfolio.Portfolio.last_date)
-
- self.m.report.log_http_request.assert_called_once_with("GET",
- portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
- self.m.report.log_http_request.reset_mock()
-
- # It doesn't refetch the data when available
- portfolio.Portfolio.parse_cryptoportfolio(self.m)
- self.m.report.log_http_request.assert_not_called()
-
- self.assertEqual(1, self.wm.call_count)
-
- portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True)
- self.assertEqual(2, self.wm.call_count)
- self.m.report.log_http_request.assert_called_once()
-
- def test_repartition(self):
- expected_medium = {
- 'BTC': (D("1.1102e-16"), "long"),
- 'USDT': (D("0.1"), "long"),
- 'ETC': (D("0.1"), "long"),
- 'FCT': (D("0.1"), "long"),
- 'OMG': (D("0.1"), "long"),
- 'STEEM': (D("0.1"), "long"),
- 'STRAT': (D("0.1"), "long"),
- 'XEM': (D("0.1"), "long"),
- 'XMR': (D("0.1"), "long"),
- 'XVC': (D("0.1"), "long"),
- 'ZRX': (D("0.1"), "long"),
- }
- expected_high = {
- 'USDT': (D("0.1226"), "long"),
- 'BTC': (D("0.1429"), "long"),
- 'ETC': (D("0.1127"), "long"),
- 'ETH': (D("0.1569"), "long"),
- 'FCT': (D("0.3341"), "long"),
- 'GAS': (D("0.1308"), "long"),
- }
+ 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.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m))
- self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium"))
- self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high"))
+ self.assertListEqual(
+ ["medium", "high"],
+ list(market.Portfolio.liquidities.get().keys()))
- self.assertEqual(1, self.wm.call_count)
+ liquidities = market.Portfolio.liquidities.get()
+ self.assertEqual(10, len(liquidities["medium"].keys()))
+ self.assertEqual(10, len(liquidities["high"].keys()))
- portfolio.Portfolio.repartition(self.m)
- self.assertEqual(1, self.wm.call_count)
+ 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])
- portfolio.Portfolio.repartition(self.m, refetch=True)
- self.assertEqual(2, self.wm.call_count)
- self.m.report.log_http_request.assert_called()
- self.assertEqual(2, self.m.report.log_http_request.call_count)
+ 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")
- @mock.patch.object(portfolio.time, "sleep")
- @mock.patch.object(portfolio.Portfolio, "repartition")
- def test_wait_for_recent(self, repartition, sleep):
+ 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 _repartition(market, refetch):
- self.assertEqual(self.m, market)
- self.assertTrue(refetch)
+ def _get(refetch=False):
+ if self.call_count != 0:
+ self.assertTrue(refetch)
+ else:
+ self.assertFalse(refetch)
self.call_count += 1
- portfolio.Portfolio.last_date = portfolio.datetime.now()\
- - portfolio.timedelta(10)\
- + portfolio.timedelta(self.call_count)
- repartition.side_effect = _repartition
+ market.Portfolio.last_date = store.LockedVar(store.datetime.now()\
+ - store.timedelta(10)\
+ + store.timedelta(self.call_count))
+ get_cryptoportfolio.side_effect = _get
- portfolio.Portfolio.wait_for_recent(self.m)
+ market.Portfolio.wait_for_recent()
sleep.assert_called_with(30)
self.assertEqual(6, sleep.call_count)
- self.assertEqual(7, repartition.call_count)
- self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
+ 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()
- repartition.reset_mock()
- portfolio.Portfolio.last_date = None
+ get_cryptoportfolio.reset_mock()
+ market.Portfolio.last_date = store.LockedVar(None)
self.call_count = 0
- portfolio.Portfolio.wait_for_recent(self.m, delta=15)
+ market.Portfolio.wait_for_recent(delta=15)
sleep.assert_not_called()
- self.assertEqual(1, repartition.call_count)
+ self.assertEqual(1, get_cryptoportfolio.call_count)
sleep.reset_mock()
- repartition.reset_mock()
- portfolio.Portfolio.last_date = None
+ get_cryptoportfolio.reset_mock()
+ market.Portfolio.last_date = store.LockedVar(None)
self.call_count = 0
- portfolio.Portfolio.wait_for_recent(self.m, delta=1)
+ market.Portfolio.wait_for_recent(delta=1)
sleep.assert_called_with(30)
self.assertEqual(9, sleep.call_count)
- self.assertEqual(10, repartition.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)
@unittest.skipUnless("unit" in limits, "Unit skipped")
class AmountTest(WebMockTestCase):
self.assertEqual("Foo", m.fetch_fees())
self.ccxt.fetch_fees.assert_not_called()
- @mock.patch.object(portfolio.Portfolio, "repartition")
+ @mock.patch.object(market.Portfolio, "repartition")
@mock.patch.object(market.Market, "get_ticker")
@mock.patch.object(market.TradeStore, "compute_trades")
def test_prepare_trades(self, compute_trades, get_ticker, repartition):
m.report.log_balances.assert_called_once_with(tag="tag")
- @mock.patch.object(portfolio.time, "sleep")
+ @mock.patch.object(market.time, "sleep")
@mock.patch.object(market.TradeStore, "all_orders")
def test_follow_orders(self, all_orders, time_mock):
for debug, sleep in [
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()
+ m = market.Market(self.ccxt, user_id=1)
+ with self.subTest(file=None),\
+ mock.patch.object(m, "report") as report,\
+ mock.patch("market.open", file_open):
+ m.store_report()
+ report.merge.assert_called_with(store.Portfolio.report)
+ file_open.assert_not_called()
+
+ report.reset_mock()
+ 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()
+ report.merge.assert_called_with(store.Portfolio.report)
+
+ report.reset_mock()
+
+ 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.object(m, "report") as report,\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ file_open.side_effect = FileNotFoundError
+
+ m.store_report()
+
+ report.merge.assert_called_with(store.Portfolio.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):
self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
self.m.report.log_balances.assert_called_with(tag="foo")
- @mock.patch.object(portfolio.Portfolio, "repartition")
+ @mock.patch.object(market.Portfolio, "repartition")
def test_dispatch_assets(self, repartition):
self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
repartition.return_value = repartition_hash
amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
- repartition.assert_called_with(self.m, liquidity="medium")
+ 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)
value_to = portfolio.Amount("BTC", "1.0")
trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
- self.assertEqual("buy", trade.order_action(False))
- self.assertEqual("sell", trade.order_action(True))
+ trade.inverted = False
+ self.assertEqual("buy", trade.order_action())
+ trade.inverted = True
+ self.assertEqual("sell", trade.order_action())
value_from = portfolio.Amount("BTC", "0")
value_from.linked_to = portfolio.Amount("ETH", "0")
value_to = portfolio.Amount("BTC", "-1.0")
trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
- self.assertEqual("sell", trade.order_action(False))
- self.assertEqual("buy", trade.order_action(True))
+ trade.inverted = False
+ self.assertEqual("sell", trade.order_action())
+ trade.inverted = True
+ self.assertEqual("buy", trade.order_action())
def test_trade_type(self):
value_from = portfolio.Amount("BTC", "0.5")
self.assertEqual("short", trade.trade_type)
def test_is_fullfiled(self):
- value_from = portfolio.Amount("BTC", "0.5")
- value_from.linked_to = portfolio.Amount("ETH", "10.0")
- value_to = portfolio.Amount("BTC", "1.0")
- trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+ with self.subTest(inverted=False):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
- order1 = mock.Mock()
- order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
+ order1 = mock.Mock()
+ order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
- order2 = mock.Mock()
- order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
- trade.orders.append(order1)
- trade.orders.append(order2)
+ order2 = mock.Mock()
+ order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
+ trade.orders.append(order1)
+ trade.orders.append(order2)
+
+ self.assertFalse(trade.is_fullfiled)
+
+ order3 = mock.Mock()
+ order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
+ trade.orders.append(order3)
+
+ self.assertTrue(trade.is_fullfiled)
+
+ order1.filled_amount.assert_called_with(in_base_currency=True)
+ order2.filled_amount.assert_called_with(in_base_currency=True)
+ order3.filled_amount.assert_called_with(in_base_currency=True)
- self.assertFalse(trade.is_fullfiled)
+ with self.subTest(inverted=True):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("USDT", "1000.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "USDT", self.m)
+ trade.inverted = True
- order3 = mock.Mock()
- order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
- trade.orders.append(order3)
+ order1 = mock.Mock()
+ order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
+
+ order2 = mock.Mock()
+ order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
+ trade.orders.append(order1)
+ trade.orders.append(order2)
+
+ self.assertFalse(trade.is_fullfiled)
+
+ order3 = mock.Mock()
+ order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
+ trade.orders.append(order3)
+
+ self.assertTrue(trade.is_fullfiled)
+
+ order1.filled_amount.assert_called_with(in_base_currency=False)
+ order2.filled_amount.assert_called_with(in_base_currency=False)
+ order3.filled_amount.assert_called_with(in_base_currency=False)
- self.assertTrue(trade.is_fullfiled)
def test_filled_amount(self):
value_from = portfolio.Amount("BTC", "0.5")
self.m.report.log_debug_action.assert_called_once()
@mock.patch.object(portfolio.Order, "fetch_mouvements")
- def test_fetch(self, fetch_mouvements):
+ @mock.patch.object(portfolio.Order, "mark_finished_order")
+ def test_fetch(self, mark_finished_order, fetch_mouvements):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.id = 45
self.m.report.log_debug_action.assert_called_once()
self.m.report.log_debug_action.reset_mock()
self.m.ccxt.fetch_order.assert_not_called()
+ mark_finished_order.assert_not_called()
fetch_mouvements.assert_not_called()
with self.subTest(debug=False):
self.assertEqual("timestamp", order.timestamp)
self.assertEqual(1, len(order.results))
self.m.report.log_debug_action.assert_not_called()
+ mark_finished_order.assert_called_once()
+ mark_finished_order.reset_mock()
with self.subTest(missing_order=True):
self.m.ccxt.fetch_order.side_effect = [
portfolio.OrderNotCached,
]
order.fetch()
self.assertEqual("closed_unknown", order.status)
+ mark_finished_order.assert_called_once()
@mock.patch.object(portfolio.Order, "fetch")
- @mock.patch.object(portfolio.Order, "mark_finished_order")
- def test_get_status(self, mark_finished_order, fetch):
+ def test_get_status(self, fetch):
with self.subTest(debug=True):
self.m.debug = True
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
return update_status
fetch.side_effect = _fetch(order)
self.assertEqual("open", order.get_status())
- mark_finished_order.assert_not_called()
fetch.assert_called_once()
- mark_finished_order.reset_mock()
fetch.reset_mock()
with self.subTest(debug=False, finished=True):
self.m.debug = False
return update_status
fetch.side_effect = _fetch(order)
self.assertEqual("closed", order.get_status())
- mark_finished_order.assert_called_once()
fetch.assert_called_once()
def test_run(self):
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)))
+
def test_print_log(self):
report_store = market.ReportStore(self.m)
with self.subTest(verbose=True),\
})
@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_process(self):
+ with 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)
-
- self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
-
- @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)
-
- process.assert_not_called()
-
- process.reset_mock()
- with self.subTest(before=True, after=False):
- helper.main_process_market(m, None, before=True)
-
- 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")
+ 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"
+ self.assertEqual("", stdout_mock.getvalue())
- process.reset_mock()
- with self.subTest(before=True, after=True):
- helper.main_process_market(m, None, before=True, after=True)
+ main.process("config", 1, "report_path", args_mock)
- process.assert_has_calls([
- mock.call("sell_all", steps="before"),
- mock.call("sell_all", steps="after"),
+ market_mock.from_config.assert_has_calls([
+ mock.call("config", debug="debug", user_id=1, 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"])
+ with self.subTest(exception=True):
+ market_mock.from_config.side_effect = Exception("boo")
+ main.process("config", 1, "report_path", args_mock)
+ self.assertEqual("Exception: boo\n", stdout_mock.getvalue())
- @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))
+ def test_main(self):
+ with self.subTest(parallel=False):
+ 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("main.process") as process:
- 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)
+ args_mock = mock.Mock()
+ args_mock.parallel = False
+ args_mock.config = "config"
+ args_mock.user = "user"
+ parse_args.return_value = args_mock
- self.assertEqual(["row_1", "row_2"], rows)
+ parse_config.return_value = ["pg_config", "report_path"]
- @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)
+ fetch_markets.return_value = [["config1", 1], ["config2", 2]]
- args = helper.main_parse_args(["--before", "--after", "--debug"])
- self.assertTrue(args.before)
- self.assertTrue(args.after)
- self.assertTrue(args.debug)
+ main.main(["Foo", "Bar"])
- exit.assert_not_called()
+ parse_args.assert_called_with(["Foo", "Bar"])
+ parse_config.assert_called_with("config")
+ fetch_markets.assert_called_with("pg_config", "user")
- 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())
+ self.assertEqual(2, process.call_count)
+ process.assert_has_calls([
+ mock.call("config1", 1, "report_path", args_mock),
+ mock.call("config2", 2, "report_path", args_mock),
+ ])
+ with self.subTest(parallel=True):
+ 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("main.process") as process,\
+ mock.patch("store.Portfolio.start_worker") as start:
+
+ args_mock = mock.Mock()
+ args_mock.parallel = True
+ args_mock.config = "config"
+ args_mock.user = "user"
+ parse_args.return_value = args_mock
+
+ parse_config.return_value = ["pg_config", "report_path"]
+
+ fetch_markets.return_value = [["config1", 1], ["config2", 2]]
+
+ main.main(["Foo", "Bar"])
+
+ parse_args.assert_called_with(["Foo", "Bar"])
+ parse_config.assert_called_with("config")
+ fetch_markets.assert_called_with("pg_config", "user")
+
+ start.assert_called_once_with()
+ self.assertEqual(2, process.call_count)
+ process.assert_has_calls([
+ mock.call.__bool__(),
+ mock.call("config1", 1, "report_path", args_mock),
+ mock.call.__bool__(),
+ mock.call("config2", 2, "report_path", args_mock),
+ ])
- @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()
processor.run_action("wait_for_recent", "bar", "baz")
- method_mock.assert_called_with(self.m, foo="bar")
+ method_mock.assert_called_with(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(["delta"], arguments)
+ self.assertEqual(market.Portfolio.wait_for_recent, method)
+ self.assertEqual(["delta", "poll"], arguments)
method, arguments = processor.method_arguments("prepare_trades")
self.assertEqual(m.prepare_trades, 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()
market = mock.Mock()
market.fetch_all_balances.return_value = fetch_balance
market.fetch_ticker.side_effect = fetch_ticker
- with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
+ with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
# Action 1
helper.prepare_trades(market)
"amount": "10", "total": "1"
}
]
- with mock.patch.object(portfolio.time, "sleep") as sleep:
+ with mock.patch.object(market.time, "sleep") as sleep:
# Action 4
helper.follow_orders(verbose=False)
}
market.fetch_all_balances.return_value = fetch_balance
- with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
+ with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
# Action 5
helper.prepare_trades(market, only="acquire", compute_value="average")
# TODO
# portfolio.TradeStore.run_orders()
- with mock.patch.object(portfolio.time, "sleep") as sleep:
+ with mock.patch.object(market.time, "sleep") as sleep:
# Action 8
helper.follow_orders(verbose=False)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / commitdiff
