test:
python test.py
+test_acceptance:
+ python test_acceptance.py
+
run:
python portfolio.py
pg_config = parse_config(args)
+ market.Portfolio.report.set_verbose(not args.quiet)
+
if args.parallel:
import threading
market.Portfolio.start_worker()
last_date = LockedVar(None)
report = LockedVar(ReportStore(None, no_http_dup=True))
worker = None
+ worker_tag = ""
worker_started = False
worker_notify = None
callback = None
cls.liquidities.start_lock()
cls.report.start_lock()
+ cls.worker_tag = "[Worker] "
cls.worker_started = True
cls.worker.start()
cls.worker_notify.wait()
if cls.worker_started:
cls.worker_notify.clear()
- cls.report.print_log("Fetching cryptoportfolio")
+ cls.report.print_log("[Worker] Fetching cryptoportfolio")
cls.get_cryptoportfolio(refetch=True)
cls.callback.set()
time.sleep(poll)
cls.report.log_http_request(r.request.method,
r.request.url, r.request.body, r.request.headers, r)
except Exception as e:
- cls.report.log_error("get_cryptoportfolio", exception=e)
+ cls.report.log_error("{}get_cryptoportfolio".format(cls.worker_tag), exception=e)
return
try:
cls.data.set(r.json(parse_int=D, parse_float=D))
import simplejson as json
import psycopg2
from io import StringIO
+import re
+import functools
+import glob
+
+import main
class FileMock:
- @classmethod
- def start(cls):
- cls.file_mock = mock.patch("market.open")
- cls.os_mock = mock.patch("os.makedirs")
- cls.stdout_mock = mock.patch('sys.stdout', new_callable=StringIO)
- cls.stdout_mock.start()
- cls.os_mock.start()
- cls.file_mock.start()
+ def __init__(self, log_files, quiet, tester):
+ self.tester = tester
+ self.log_files = []
+ if log_files is not None and len(log_files) > 0:
+ self.read_log_files(log_files)
+ self.quiet = quiet
+ self.patches = [
+ mock.patch("market.open"),
+ mock.patch("os.makedirs"),
+ mock.patch("sys.stdout", new_callable=StringIO),
+ ]
+ self.mocks = []
- @classmethod
- def check_calls(cls, tester):
- pass
- #raise NotImplementedError("Todo")
+ def start(self):
+ for patch in self.patches:
+ self.mocks.append(patch.start())
+ self.stdout = self.mocks[-1]
- @classmethod
- def stop(cls):
- cls.file_mock.stop()
- cls.stdout_mock.stop()
- cls.os_mock.stop()
+ def check_calls(self):
+ stdout = self.stdout.getvalue()
+ if self.quiet:
+ self.tester.assertEqual("", stdout)
+ else:
+ log = self.strip_log(stdout)
+ if len(self.log_files) != 0:
+ split_logs = log.split("\n")
+ self.tester.assertEqual(sum(len(f) for f in self.log_files), len(split_logs))
+ try:
+ for log_file in self.log_files:
+ for line in log_file:
+ split_logs.pop(split_logs.index(line))
+ except ValueError:
+ if not line.startswith("[Worker] "):
+ self.tester.fail("« {} » not found in log file {}".format(line, split_logs))
+ # Le fichier de log est écrit
+ # Le fichier de log est printed uniquement si non quiet
+ # Le rapport est écrit si pertinent
+ # Le rapport contient le bon nombre de lignes
+
+ def stop(self):
+ for patch in self.patches[::-1]:
+ patch.stop()
+ self.mocks.pop()
-class DatabaseMock:
- rows = []
- report_db = False
- db_patch = None
- cursor = None
- total_report_lines = 0
- db_mock = None
- requests = []
+ def strip_log(self, log):
+ log = log.replace("\n\n", "\n")
+ return re.sub(r"^\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2}: ", "", log, flags=re.MULTILINE)
- @classmethod
- def start(cls, reports, report_db):
- cls.report_db = report_db
- cls.rows = []
- cls.total_report_lines= 0
- for user_id, market_id, http_requests, report_lines in reports.values():
- cls.rows.append( (market_id, { "key": "key", "secret": "secret" }, user_id) )
- cls.total_report_lines += len(report_lines)
+ def read_log_files(self, log_files):
+ for log_file in log_files:
+ with open(log_file, "r") as f:
+ log = self.strip_log(f.read()).split("\n")
+ if len(log[-1]) == 0:
+ log.pop()
+ self.log_files.append(log)
+
+class DatabaseMock:
+ def __init__(self, tester, reports, report_db):
+ self.tester = tester
+ self.reports = reports
+ self.report_db = report_db
+ self.rows = []
+ self.total_report_lines= 0
+ self.requests = []
+ for user_id, market_id, http_requests, report_lines in self.reports.values():
+ self.rows.append( (market_id, { "key": "key", "secret": "secret" }, user_id) )
+ self.total_report_lines += len(report_lines)
+ def start(self):
connect_mock = mock.Mock()
- cls.cursor = mock.MagicMock()
- connect_mock.cursor.return_value = cls.cursor
+ self.cursor = mock.MagicMock()
+ connect_mock.cursor.return_value = self.cursor
def _execute(request, *args):
- cls.requests.append(request)
- cls.cursor.execute.side_effect = _execute
- cls.cursor.__iter__.return_value = cls.rows
-
- cls.db_patch = mock.patch("psycopg2.connect")
- cls.db_mock = cls.db_patch.start()
- cls.db_mock.return_value = connect_mock
-
- @classmethod
- def check_calls(cls, tester):
- if cls.report_db:
- tester.assertEqual(1 + len(cls.rows), cls.db_mock.call_count)
- tester.assertEqual(1 + len(cls.rows) + cls.total_report_lines, cls.cursor.execute.call_count)
+ self.requests.append(request)
+ self.cursor.execute.side_effect = _execute
+ self.cursor.__iter__.return_value = self.rows
+
+ self.db_patch = mock.patch("psycopg2.connect")
+ self.db_mock = self.db_patch.start()
+ self.db_mock.return_value = connect_mock
+
+ def check_calls(self):
+ if self.report_db:
+ self.tester.assertEqual(1 + len(self.rows), self.db_mock.call_count)
+ self.tester.assertEqual(1 + len(self.rows) + self.total_report_lines, self.cursor.execute.call_count)
else:
- tester.assertEqual(1, cls.db_mock.call_count)
- tester.assertEqual(1, cls.cursor.execute.call_count)
+ self.tester.assertEqual(1, self.db_mock.call_count)
+ self.tester.assertEqual(1, self.cursor.execute.call_count)
- @classmethod
- def stop(cls):
- cls.db_patch.stop()
- cls.db_mock = None
- cls.cursor = None
- cls.total_report_lines = 0
- cls.rows = []
- cls.report_db = False
- cls.requests = []
+ def stop(self):
+ self.db_patch.stop()
class RequestsMock:
- adapter = None
- mocks = {}
- last_https = {}
- request_patch = []
-
- @classmethod
- def start(cls, reports):
- cls.adapter = requests_mock.Adapter()
- cls.adapter.register_uri(requests_mock.ANY, requests_mock.ANY,
- exc=requests_mock.exceptions.MockException("Not stubbed URL"))
- true_session = requests.Session
-
- cls.mocks = {}
-
- for market_id, elements in reports.items():
+ def __init__(self, tester):
+ self.tester = tester
+ self.reports = tester.requests_by_market()
+
+ self.last_https = {}
+ self.error_calls = []
+ self.mocker = requests_mock.Mocker()
+ def not_stubbed(*args):
+ self.error_calls.append([args[0].method, args[0].url])
+ raise requests_mock.exceptions.MockException("Not stubbed URL")
+ self.mocker.register_uri(requests_mock.ANY, requests_mock.ANY,
+ text=not_stubbed)
+
+ self.mocks = {}
+
+ for market_id, elements in self.reports.items():
for element in elements:
method = element["method"]
url = element["url"]
- cls.mocks \
+ self.mocks \
.setdefault((method, url), {}) \
.setdefault(market_id, []) \
.append(element)
- for ((method, url), elements) in cls.mocks.items():
- cls.adapter.register_uri(method, url, text=cls.callback_func(elements), complete_qs=True)
- def _session():
- session = true_session()
- session.get_adapter = lambda url: cls.adapter
- return session
- cls.request_patch = [
- mock.patch.object(requests.sessions, "Session", new=_session),
- mock.patch.object(requests, "Session", new=_session)
- ]
- for patch in cls.request_patch:
- patch.start()
+ for ((method, url), elements) in self.mocks.items():
+ self.mocker.register_uri(method, url, text=functools.partial(callback, self, elements), complete_qs=True)
- @classmethod
- def stop(cls):
- for patch in cls.request_patch:
- patch.stop()
- cls.request_patch = []
- cls.last_https = {}
- cls.mocks = {}
- cls.adapter = None
+ def start(self):
+ self.mocker.start()
- @classmethod
- def check_calls(cls, tester):
- for (method, url), elements in cls.mocks.items():
+ def stop(self):
+ self.mocker.stop()
+
+ def check_calls(self):
+ self.tester.assertEqual([], self.error_calls)
+ for (method, url), elements in self.mocks.items():
for market_id, element in elements.items():
- tester.assertEqual(0, len(element), "Missing calls to {} {}, market_id {}".format(method, url, market_id))
+ self.tester.assertEqual(0, len(element), "Missing calls to {} {}, market_id {}".format(method, url, market_id))
- @classmethod
- def clean_body(cls, body):
+ def clean_body(self, body):
if body is None:
return None
- import re
if isinstance(body, bytes):
body = body.decode()
body = re.sub(r"&nonce=\d*$", "", body)
body = re.sub(r"nonce=\d*&?", "", body)
return body
- @classmethod
- def callback_func(cls, elements):
- def callback(request, context):
- try:
- element = elements[request.headers.get("X-market-id")].pop(0)
- except (IndexError, KeyError):
- raise RuntimeError("Unexpected call")
- if element["response"] is None and element["response_same_as"] is not None:
- element["response"] = cls.last_https[element["response_same_as"]]
- elif element["response"] is not None:
- cls.last_https[element["date"]] = element["response"]
-
- assert cls.clean_body(request.body) == \
- cls.clean_body(element["body"]), "Body does not match"
- context.status_code = element["status"]
- if "error" in element:
- if element["error"] == "SSLError":
- raise SSLError(element["error_message"])
- else:
- raise getattr(requests.exceptions, element["error"])(element["error_message"])
- return element["response"]
- return callback
+def callback(self, elements, request, context):
+ try:
+ element = elements[request.headers.get("X-market-id")].pop(0)
+ except (IndexError, KeyError):
+ self.error_calls.append([request.method, request.url, request.headers.get("X-market-id")])
+ raise RuntimeError("Unexpected call")
+ if element["response"] is None and element["response_same_as"] is not None:
+ element["response"] = self.last_https[element["response_same_as"]]
+ elif element["response"] is not None:
+ self.last_https[element["date"]] = element["response"]
+
+ assert self.clean_body(request.body) == \
+ self.clean_body(element["body"]), "Body does not match"
+ context.status_code = element["status"]
+ if "error" in element:
+ if element["error"] == "SSLError":
+ raise SSLError(element["error_message"])
+ else:
+ raise getattr(requests.exceptions, element["error"])(element["error_message"])
+ return element["response"]
+
+class GlobalVariablesMock:
+ def start(self):
+ import market
+ import store
+
+ self.patchers = [
+ mock.patch.multiple(market.Portfolio,
+ data=store.LockedVar(None),
+ liquidities=store.LockedVar({}),
+ last_date=store.LockedVar(None),
+ report=store.LockedVar(store.ReportStore(None, no_http_dup=True)),
+ worker=None,
+ worker_tag="",
+ worker_notify=None,
+ worker_started=False,
+ callback=None)
+ ]
+ for patcher in self.patchers:
+ patcher.start()
+
+ def stop(self):
+ pass
+
class TimeMock:
delta = 0
true_time = time.time
+ true_sleep = time.sleep
time_patch = None
datetime_patch = None
@classmethod
def fake_sleep(cls, duration):
cls.delta -= duration
+ cls.true_sleep(0.2)
class AcceptanceTestCase():
def parse_file(self, report_file):
for arg in ["parallel", "report_db"]:
if not args.get(arg, False):
config.append("--no-{}".format(arg.replace("_", "-")))
- for action in args.get("action", []):
+ for action in (args.get("action", []) or []):
config.extend(["--action", action])
if args.get("report_path") is not None:
config.extend(["--report-path", args.get("report_path")])
def setUp(self):
if not hasattr(self, "files"):
- raise "This class expects to be inherited with a class defining self.files in setUp"
+ raise "This class expects to be inherited with a class defining 'files' variable"
+ if not hasattr(self, "log_files"):
+ self.log_files = []
self.reports = {}
self.start_date = datetime.datetime.now()
self.start_date = date
self.reports[f] = [user_id, market_id, http_requests, report_lines]
- DatabaseMock.start(self.reports, "--no-report-db" not in self.config)
- RequestsMock.start(self.requests_by_market())
- FileMock.start()
+ self.database_mock = DatabaseMock(self, self.reports, "--no-report-db" not in self.config)
+ self.requests_mock = RequestsMock(self)
+ self.file_mock = FileMock(self.log_files, "--quiet" in self.config, self)
+ self.global_variables_mock = GlobalVariablesMock()
+
+ self.database_mock.start()
+ self.requests_mock.start()
+ self.file_mock.start()
+ self.global_variables_mock.start()
TimeMock.start(self.start_date)
def base_test(self):
- import main
main.main(self.config)
- RequestsMock.check_calls(self)
- DatabaseMock.check_calls(self)
- FileMock.check_calls(self)
+ self.requests_mock.check_calls()
+ self.database_mock.check_calls()
+ self.file_mock.check_calls()
def tearDown(self):
TimeMock.stop()
- FileMock.stop()
- RequestsMock.stop()
- DatabaseMock.stop()
+ self.global_variables_mock.stop()
+ self.file_mock.stop()
+ self.requests_mock.stop()
+ self.database_mock.stop()
-import glob
for dirfile in glob.glob("tests/acceptance/**/*/", recursive=True):
json_files = glob.glob("{}/*.json".format(dirfile))
+ log_files = glob.glob("{}/*.log".format(dirfile))
if len(json_files) > 0:
name = dirfile.replace("tests/acceptance/", "").replace("/", "_")[0:-1]
cname = "".join(list(map(lambda x: x.capitalize(), name.split("_"))))
globals()[cname] = type(cname,
(AcceptanceTestCase,unittest.TestCase), {
+ "log_files": log_files,
"files": json_files,
"test_{}".format(name): AcceptanceTestCase.base_test
})
--- /dev/null
+[
+ {
+ "type": "market",
+ "commit": "$Format:%H$",
+ "args": {
+ "config": "../config.ini",
+ "before": false,
+ "after": false,
+ "quiet": false,
+ "debug": true,
+ "user": null,
+ "action": [
+ "print_orders"
+ ],
+ "parallel": true,
+ "report_db": false,
+ "report_path": "reports"
+ },
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ },
+ {
+ "type": "stage",
+ "stage": "print_orders",
+ "args": {},
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ },
+ {
+ "type": "http_request",
+ "method": "GET",
+ "url": "https://poloniex.com/public?command=returnTicker",
+ "body": null,
+ "headers": {
+ "User-Agent": "python-requests/2.18.4",
+ "Accept-Encoding": "gzip, deflate",
+ "X-market-id": "3",
+ "X-user-id": "1"
+ },
+ "status": 200,
+ "response": 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0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0.1, 0, 0.1667, 0, 0.2, 0.2, 0, 0, 0, 0, 0, 0.1667, 0, 0.1, 0.125, 0, 0.1429, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],\n \"XPM\": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0.1, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0.2, 0.1, 0, 0.1667],\n \"XRP\": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1111, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 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0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1111, 0.1, 0.1, 0, 0.1, 0.1, 0.1, 0, 0.1, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1429, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],\n \"ZEC\": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1429, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.125, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.25, 0, 0, 0, 0, 0, 0, 0],\n \"ZRX\": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0.1, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1667],\n \"_row\": [\"2015-01-05\", \"2015-01-12\", \"2015-01-19\", \"2015-01-26\", \"2015-02-02\", \"2015-02-09\", \"2015-02-16\", \"2015-02-23\", \"2015-03-02\", \"2015-03-09\", \"2015-03-16\", \"2015-03-23\", \"2015-03-30\", \"2015-04-06\", \"2015-04-13\", \"2015-04-20\", \"2015-04-27\", \"2015-05-04\", \"2015-05-11\", \"2015-05-18\", \"2015-05-25\", \"2015-06-01\", \"2015-06-08\", \"2015-06-15\", \"2015-06-22\", \"2015-06-29\", \"2015-07-06\", \"2015-07-13\", \"2015-07-20\", \"2015-07-27\", \"2015-08-03\", \"2015-08-10\", \"2015-08-17\", \"2015-08-24\", \"2015-08-31\", \"2015-09-07\", \"2015-09-14\", \"2015-09-21\", \"2015-09-28\", \"2015-10-05\", \"2015-10-12\", \"2015-10-19\", \"2015-10-26\", \"2015-11-02\", \"2015-11-09\", \"2015-11-16\", \"2015-11-23\", \"2015-11-30\", \"2015-12-07\", \"2015-12-14\", \"2015-12-21\", \"2015-12-28\", \"2016-01-04\", \"2016-01-11\", \"2016-01-18\", \"2016-01-25\", \"2016-02-01\", \"2016-02-08\", \"2016-02-15\", \"2016-02-22\", \"2016-02-29\", \"2016-03-07\", \"2016-03-14\", \"2016-03-21\", \"2016-03-28\", \"2016-04-04\", \"2016-04-11\", \"2016-04-18\", \"2016-04-25\", \"2016-05-02\", \"2016-05-09\", \"2016-05-16\", \"2016-05-23\", \"2016-05-30\", \"2016-06-06\", \"2016-06-13\", \"2016-06-20\", \"2016-06-27\", \"2016-07-04\", \"2016-07-11\", \"2016-07-18\", \"2016-07-25\", \"2016-08-01\", \"2016-08-08\", \"2016-08-15\", \"2016-08-22\", \"2016-08-29\", \"2016-09-05\", \"2016-09-12\", \"2016-09-19\", \"2016-09-26\", \"2016-10-03\", \"2016-10-10\", \"2016-10-17\", \"2016-10-24\", \"2016-10-31\", \"2016-11-07\", \"2016-11-14\", \"2016-11-21\", \"2016-11-28\", \"2016-12-05\", \"2016-12-12\", \"2016-12-19\", \"2016-12-26\", \"2017-01-02\", \"2017-01-09\", \"2017-01-16\", \"2017-01-23\", \"2017-01-30\", \"2017-02-06\", \"2017-02-13\", \"2017-02-20\", \"2017-02-27\", \"2017-03-06\", \"2017-03-13\", \"2017-03-20\", \"2017-03-27\", \"2017-04-03\", \"2017-04-10\", \"2017-04-17\", \"2017-04-24\", \"2017-05-01\", \"2017-05-08\", \"2017-05-15\", \"2017-05-22\", \"2017-05-29\", \"2017-06-05\", \"2017-06-12\", \"2017-06-19\", \"2017-06-26\", \"2017-07-03\", \"2017-07-10\", \"2017-07-17\", \"2017-07-24\", \"2017-07-31\", \"2017-08-07\", \"2017-08-14\", \"2017-08-21\", \"2017-08-28\", \"2017-09-04\", \"2017-09-11\", \"2017-09-18\", \"2017-09-25\", \"2017-10-02\", \"2017-10-09\", \"2017-10-16\", \"2017-10-23\", \"2017-10-30\", \"2017-11-06\", \"2017-11-13\", \"2017-11-20\", \"2017-11-27\", \"2017-12-04\", \"2017-12-11\", \"2017-12-18\", \"2017-12-25\", \"2018-01-01\", \"2018-01-08\", \"2018-01-15\", \"2018-01-22\", \"2018-01-29\", \"2018-02-05\", \"2018-02-12\", \"2018-02-19\", \"2018-02-26\", \"2018-03-05\", \"2018-03-12\", \"2018-03-19\", \"2018-03-26\", \"2018-04-02\"]\n }\n,\n \"portfolio_update\": [\"Mon 00:15am UTC\"],\n \"portfolio_inception\": [\"2016-12-12\"],\n \"period_total\": [170],\n \"fees\": [0.0025],\n \"portfolio_return_inception_usd_cum\": [428.6583],\n \"portfolio_return_inception_usd_avg\": [0.0723],\n \"bitcoin_return_inception_usd_cum\": [7.867],\n \"portfolio_drawdown_usd_max\": [-0.5493],\n \"portfolio_downside_dev\": [0.0818],\n \"portfolio_sortino_ratio\": [1.4386],\n \"portfolio_short_rate\": [24.85],\n \"portfolio_liquidity_avg\": [\"NaN\"],\n \"period_inception\": [69],\n \"portfolio_week_sr\": [0.5976],\n \"portfolio_week_gain_avg\": [0.1349],\n \"portfolio_week_loss_avg\": [-0.0584],\n \"portfolio_return_update\": [\"Sun Apr 8 09:02:55 2018 UTC\"],\n \"portfolio_return_holding\": [0.0218],\n \"portfolio_return_total_cum\": [65695.7385]\n}}\n",
+ "response_same_as": null,
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": null,
+ "market_id": null
+ },
+ {
+ "type": "dispatch",
+ "liquidity": "medium",
+ "repartition_ratio": {
+ "USDT": [
+ 0.1667,
+ "long"
+ ],
+ "DASH": [
+ 0.1667,
+ "short"
+ ],
+ "ETH": [
+ 0.1667,
+ "short"
+ ],
+ "XPM": [
+ 0.1667,
+ "long"
+ ],
+ "XRP": [
+ 0.1667,
+ "short"
+ ],
+ "ZRX": [
+ 0.1667,
+ "long"
+ ]
+ },
+ "total_amount": {
+ "currency": "BTC",
+ "value": 0.04513266
+ },
+ "repartition": {
+ "USDT": 0.00752211,
+ "DASH": -0.00752211,
+ "ETH": -0.00752211,
+ "XPM": 0.00752211,
+ "XRP": -0.00752211,
+ "ZRX": 0.00752211
+ },
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ },
+ {
+ "type": "trades",
+ "only": null,
+ "debug": true,
+ "trades": [
+ {
+ "action": "dispose",
+ "from": -0.00770145,
+ "to": -0.00752211,
+ "currency": "DASH",
+ "base_currency": "BTC",
+ "skipped": false
+ },
+ {
+ "action": "dispose",
+ "from": -0.00767365,
+ "to": -0.00752211,
+ "currency": "ETH",
+ "base_currency": "BTC",
+ "skipped": false
+ },
+ {
+ "action": "acquire",
+ "from": 0.00734944,
+ "to": 0.00752211,
+ "currency": "USDT",
+ "base_currency": "BTC",
+ "skipped": false
+ },
+ {
+ "action": "acquire",
+ "from": 0.007092,
+ "to": 0.00752211,
+ "currency": "XPM",
+ "base_currency": "BTC",
+ "skipped": false
+ },
+ {
+ "action": "dispose",
+ "from": -0.00756374,
+ "to": -0.00752211,
+ "currency": "XRP",
+ "base_currency": "BTC",
+ "skipped": false
+ },
+ {
+ "action": "dispose",
+ "from": 0.00818072,
+ "to": 0.00752211,
+ "currency": "ZRX",
+ "base_currency": "BTC",
+ "skipped": false
+ }
+ ],
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ },
+ {
+ "type": "orders",
+ "only": "average",
+ "compute_value": null,
+ "tick": null,
+ "orders": [
+ {
+ "action": "buy",
+ "trade_type": "short",
+ "amount": 0.00413937,
+ "currency": "DASH",
+ "base_currency": "BTC",
+ "rate": 0.04332548,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ },
+ {
+ "action": "buy",
+ "trade_type": "short",
+ "amount": 0.00269496,
+ "currency": "ETH",
+ "base_currency": "BTC",
+ "rate": 0.05623361,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ },
+ {
+ "action": "sell",
+ "trade_type": "long",
+ "amount": 0.00017267,
+ "currency": "BTC",
+ "base_currency": "USDT",
+ "rate": 6970.92723119,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ },
+ {
+ "action": "buy",
+ "trade_type": "long",
+ "amount": 4.94316721,
+ "currency": "XPM",
+ "base_currency": "BTC",
+ "rate": 0.00008701,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ },
+ {
+ "action": "buy",
+ "trade_type": "short",
+ "amount": 0.59410944,
+ "currency": "XRP",
+ "base_currency": "BTC",
+ "rate": 0.00007008,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ },
+ {
+ "action": "sell",
+ "trade_type": "long",
+ "amount": 8.17082371,
+ "currency": "ZRX",
+ "base_currency": "BTC",
+ "rate": 0.000080605,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ }
+ ],
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ }
+]
\ No newline at end of file
--- /dev/null
+2018-04-08 11:08:37: --------------------
+2018-04-08 11:08:37: [Stage] print_orders
+2018-04-08 11:08:40: [Balance]
+2018-04-08 11:08:40: Balance(BTC Exch: [✔0.00007018 BTC] Margin: [✔0.02270635 BTC + ❌0.02267283 BTC = 0.04537918 BTC] Total: [0.04544936 BTC])
+2018-04-08 11:08:40: Balance(DASH Margin: [-0.17775803 DASH @@ 0.00755753 BTC/-0.00000001 BTC])
+2018-04-08 11:08:40: Balance(ETH Margin: [-0.13646037 ETH @@ 0.00755752 BTC/-0.00000003 BTC])
+2018-04-08 11:08:40: Balance(USDT Exch: [✔51.23241143 USDT])
+2018-04-08 11:08:40: Balance(XPM Exch: [✔81.50794876 XPM])
+2018-04-08 11:08:40: Balance(XRP Margin: [-107.93017681 XRP @@ 0.00755778 BTC/0.00000000 BTC])
+2018-04-08 11:08:40: Balance(ZRX Exch: [✔101.49148126 ZRX])
+2018-04-08 11:08:40: ----------------------
+2018-04-08 11:08:40: [Stage] prepare_trades base_currency=BTC, liquidity=medium, compute_value=average, only=None, repartition=None
+2018-04-08 11:08:40: [Worker] Fetching cryptoportfolio
+2018-04-08 11:08:42: [Orders]
+2018-04-08 11:08:42: Trade(-0.00770145 BTC [-0.17775803 DASH] -> -0.00752211 BTC in DASH, dispose)
+2018-04-08 11:08:42: Order(buy short 0.00413937 DASH [0.00017934 BTC] at 0.04332548 BTC [pending])
+2018-04-08 11:08:42: Trade(-0.00767366 BTC [-0.13646037 ETH] -> -0.00752211 BTC in ETH, dispose)
+2018-04-08 11:08:42: Order(buy short 0.00269497 ETH [0.00015155 BTC] at 0.05623361 BTC [pending])
+2018-04-08 11:08:42: Trade(0.00734944 BTC [51.23241143 USDT] -> 0.00752211 BTC in USDT, acquire)
+2018-04-08 11:08:42: Order(sell long 0.00017267 BTC at 6970.92723119 USDT [pending])
+2018-04-08 11:08:42: Trade(0.00709201 BTC [81.50794876 XPM] -> 0.00752211 BTC in XPM, acquire)
+2018-04-08 11:08:42: Order(buy long 4.94316722 XPM [0.00043010 BTC] at 0.00008701 BTC [pending])
+2018-04-08 11:08:42: Trade(-0.00756375 BTC [-107.93017681 XRP] -> -0.00752211 BTC in XRP, dispose)
+2018-04-08 11:08:42: Order(buy short 0.59410944 XRP [0.00004164 BTC] at 0.00007008 BTC [pending])
+2018-04-08 11:08:42: Trade(0.00818072 BTC [101.49148126 ZRX] -> 0.00752211 BTC in ZRX, dispose)
+2018-04-08 11:08:42: Order(sell long 8.17082372 ZRX [0.00065861 BTC] at 0.000080605 BTC [pending])
--- /dev/null
+[
+ {
+ "type": "market",
+ "commit": "$Format:%H$",
+ "args": {
+ "config": "../config.ini",
+ "before": false,
+ "after": false,
+ "quiet": false,
+ "debug": true,
+ "user": null,
+ "action": [
+ "print_orders"
+ ],
+ "parallel": true,
+ "report_db": false,
+ "report_path": "reports"
+ },
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 2,
+ "market_id": 1
+ },
+ {
+ "type": "stage",
+ "stage": "print_orders",
+ "args": {},
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 2,
+ "market_id": 1
+ },
+ {
+ "type": "http_request",
+ "method": "GET",
+ "url": "https://poloniex.com/public?command=returnTicker",
+ "body": null,
+ "headers": {
+ "User-Agent": "python-requests/2.18.4",
+ "Accept-Encoding": "gzip, deflate",
+ "X-market-id": "1",
+ "X-user-id": "2"
+ },
+ "status": 200,
+ "response": 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\ No newline at end of file
--- /dev/null
+2018-04-08 11:08:37: --------------------
+2018-04-08 11:08:37: [Stage] print_orders
+2018-04-08 11:08:40: [Balance]
+2018-04-08 11:08:40: Balance(BCH Exch: [✔0.00000233 BCH])
+2018-04-08 11:08:40: Balance(BTC Exch: [✔0.00034989 BTC] Margin: [✔0.41518680 BTC + ❌0.41426699 BTC = 0.82945379 BTC] Total: [0.82980368 BTC])
+2018-04-08 11:08:40: Balance(DASH Margin: [-3.24485240 DASH @@ 0.13818968 BTC/-0.00000451 BTC])
+2018-04-08 11:08:40: Balance(ETH Margin: [-2.49569694 ETH @@ 0.13818970 BTC/-0.00000061 BTC])
+2018-04-08 11:08:40: Balance(STORJ Exch: [✔0.00000001 STORJ])
+2018-04-08 11:08:40: Balance(USDT Exch: [✔936.78787591 USDT])
+2018-04-08 11:08:40: Balance(XPM Exch: [✔1499.34409696 XPM])
+2018-04-08 11:08:40: Balance(XRP Margin: [-1990.14724591 XRP @@ 0.13788761 BTC/-0.00000304 BTC])
+2018-04-08 11:08:40: Balance(ZRX Exch: [✔1856.95484847 ZRX])
+2018-04-08 11:08:40: ----------------------
+2018-04-08 11:08:40: [Stage] prepare_trades base_currency=BTC, liquidity=medium, compute_value=average, only=None, repartition=None
+2018-04-08 11:08:40: [Worker] Fetching cryptoportfolio
+2018-04-08 11:08:42: [Orders]
+2018-04-08 11:08:42: Trade(0.00000022 BTC [0.00000233 BCH] -> 0.00000000 BTC in BCH, dispose)
+2018-04-08 11:08:42: Order(sell long 0.00000233 BCH [0.00000022 BTC] at 0.09260698 BTC [pending] ✂)
+2018-04-08 11:08:42: Trade(-0.14058479 BTC [-3.24485240 DASH] -> -0.13732172 BTC in DASH, dispose)
+2018-04-08 11:08:42: Order(buy short 0.07531532 DASH [0.00326307 BTC] at 0.04332548 BTC [pending])
+2018-04-08 11:08:42: Trade(-0.14034205 BTC [-2.49569694 ETH] -> -0.13732172 BTC in ETH, dispose)
+2018-04-08 11:08:42: Order(buy short 0.05371046 ETH [0.00302033 BTC] at 0.05623361 BTC [pending])
+2018-04-08 11:08:42: Trade(0.00000000 BTC [0.00000001 STORJ] -> 0.00000000 BTC in STORJ, dispose)
+2018-04-08 11:08:42: Order(sell long 0.00000001 STORJ [0.00000000 BTC] at 0.00010697 BTC [pending] ✂)
+2018-04-08 11:08:42: Trade(0.13438498 BTC [936.78787591 USDT] -> 0.13732172 BTC in USDT, acquire)
+2018-04-08 11:08:42: Order(sell long 0.00293674 BTC at 6970.92723119 USDT [pending])
+2018-04-08 11:08:42: Trade(0.13045793 BTC [1499.34409696 XPM] -> 0.13732172 BTC in XPM, acquire)
+2018-04-08 11:08:42: Order(buy long 78.88501963 XPM [0.00686379 BTC] at 0.00008701 BTC [pending])
+2018-04-08 11:08:42: Trade(-0.13946952 BTC [-1990.14724591 XRP] -> -0.13732172 BTC in XRP, dispose)
+2018-04-08 11:08:42: Order(buy short 30.64788183 XRP [0.00214780 BTC] at 0.00007008 BTC [pending])
+2018-04-08 11:08:42: Trade(0.14967985 BTC [1856.95484847 ZRX] -> 0.13732172 BTC in ZRX, dispose)
+2018-04-08 11:08:42: Order(sell long 153.31716552 ZRX [0.01235813 BTC] at 0.000080605 BTC [pending])
--- /dev/null
+[
+ {
+ "type": "market",
+ "commit": "$Format:%H$",
+ "args": {
+ "config": "../config.ini",
+ "before": false,
+ "after": false,
+ "quiet": true,
+ "debug": true,
+ "user": null,
+ "action": [
+ "print_orders"
+ ],
+ "parallel": true,
+ "report_db": false,
+ "report_path": "reports"
+ },
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ },
+ {
+ "type": "stage",
+ "stage": "print_orders",
+ "args": {},
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ },
+ {
+ "type": "http_request",
+ "method": "GET",
+ "url": "https://poloniex.com/public?command=returnTicker",
+ "body": null,
+ "headers": {
+ "User-Agent": "python-requests/2.18.4",
+ "Accept-Encoding": "gzip, deflate",
+ "X-market-id": "3",
+ "X-user-id": "1"
+ },
+ "status": 200,
+ "response": 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0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0.1, 0, 0.1667, 0, 0.2, 0.2, 0, 0, 0, 0, 0, 0.1667, 0, 0.1, 0.125, 0, 0.1429, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],\n \"XPM\": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0.1, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0.2, 0.1, 0, 0.1667],\n \"XRP\": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1111, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 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0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1111, 0.1, 0.1, 0, 0.1, 0.1, 0.1, 0, 0.1, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1429, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],\n \"ZEC\": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1429, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.125, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.25, 0, 0, 0, 0, 0, 0, 0],\n \"ZRX\": [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0.1, 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1667],\n \"_row\": [\"2015-01-05\", \"2015-01-12\", \"2015-01-19\", \"2015-01-26\", \"2015-02-02\", \"2015-02-09\", \"2015-02-16\", \"2015-02-23\", \"2015-03-02\", \"2015-03-09\", \"2015-03-16\", \"2015-03-23\", \"2015-03-30\", \"2015-04-06\", \"2015-04-13\", \"2015-04-20\", \"2015-04-27\", \"2015-05-04\", \"2015-05-11\", \"2015-05-18\", \"2015-05-25\", \"2015-06-01\", \"2015-06-08\", \"2015-06-15\", \"2015-06-22\", \"2015-06-29\", \"2015-07-06\", \"2015-07-13\", \"2015-07-20\", \"2015-07-27\", \"2015-08-03\", \"2015-08-10\", \"2015-08-17\", \"2015-08-24\", \"2015-08-31\", \"2015-09-07\", \"2015-09-14\", \"2015-09-21\", \"2015-09-28\", \"2015-10-05\", \"2015-10-12\", \"2015-10-19\", \"2015-10-26\", \"2015-11-02\", \"2015-11-09\", \"2015-11-16\", \"2015-11-23\", \"2015-11-30\", \"2015-12-07\", \"2015-12-14\", \"2015-12-21\", \"2015-12-28\", \"2016-01-04\", \"2016-01-11\", \"2016-01-18\", \"2016-01-25\", \"2016-02-01\", \"2016-02-08\", \"2016-02-15\", \"2016-02-22\", \"2016-02-29\", \"2016-03-07\", \"2016-03-14\", \"2016-03-21\", \"2016-03-28\", \"2016-04-04\", \"2016-04-11\", \"2016-04-18\", \"2016-04-25\", \"2016-05-02\", \"2016-05-09\", \"2016-05-16\", \"2016-05-23\", \"2016-05-30\", \"2016-06-06\", \"2016-06-13\", \"2016-06-20\", \"2016-06-27\", \"2016-07-04\", \"2016-07-11\", \"2016-07-18\", \"2016-07-25\", \"2016-08-01\", \"2016-08-08\", \"2016-08-15\", \"2016-08-22\", \"2016-08-29\", \"2016-09-05\", \"2016-09-12\", \"2016-09-19\", \"2016-09-26\", \"2016-10-03\", \"2016-10-10\", \"2016-10-17\", \"2016-10-24\", \"2016-10-31\", \"2016-11-07\", \"2016-11-14\", \"2016-11-21\", \"2016-11-28\", \"2016-12-05\", \"2016-12-12\", \"2016-12-19\", \"2016-12-26\", \"2017-01-02\", \"2017-01-09\", \"2017-01-16\", \"2017-01-23\", \"2017-01-30\", \"2017-02-06\", \"2017-02-13\", \"2017-02-20\", \"2017-02-27\", \"2017-03-06\", \"2017-03-13\", \"2017-03-20\", \"2017-03-27\", \"2017-04-03\", \"2017-04-10\", \"2017-04-17\", \"2017-04-24\", \"2017-05-01\", \"2017-05-08\", \"2017-05-15\", \"2017-05-22\", \"2017-05-29\", \"2017-06-05\", \"2017-06-12\", \"2017-06-19\", \"2017-06-26\", \"2017-07-03\", \"2017-07-10\", \"2017-07-17\", \"2017-07-24\", \"2017-07-31\", \"2017-08-07\", \"2017-08-14\", \"2017-08-21\", \"2017-08-28\", \"2017-09-04\", \"2017-09-11\", \"2017-09-18\", \"2017-09-25\", \"2017-10-02\", \"2017-10-09\", \"2017-10-16\", \"2017-10-23\", \"2017-10-30\", \"2017-11-06\", \"2017-11-13\", \"2017-11-20\", \"2017-11-27\", \"2017-12-04\", \"2017-12-11\", \"2017-12-18\", \"2017-12-25\", \"2018-01-01\", \"2018-01-08\", \"2018-01-15\", \"2018-01-22\", \"2018-01-29\", \"2018-02-05\", \"2018-02-12\", \"2018-02-19\", \"2018-02-26\", \"2018-03-05\", \"2018-03-12\", \"2018-03-19\", \"2018-03-26\", \"2018-04-02\"]\n }\n,\n \"portfolio_update\": [\"Mon 00:15am UTC\"],\n \"portfolio_inception\": [\"2016-12-12\"],\n \"period_total\": [170],\n \"fees\": [0.0025],\n \"portfolio_return_inception_usd_cum\": [428.6583],\n \"portfolio_return_inception_usd_avg\": [0.0723],\n \"bitcoin_return_inception_usd_cum\": [7.867],\n \"portfolio_drawdown_usd_max\": [-0.5493],\n \"portfolio_downside_dev\": [0.0818],\n \"portfolio_sortino_ratio\": [1.4386],\n \"portfolio_short_rate\": [24.85],\n \"portfolio_liquidity_avg\": [\"NaN\"],\n \"period_inception\": [69],\n \"portfolio_week_sr\": [0.5976],\n \"portfolio_week_gain_avg\": [0.1349],\n \"portfolio_week_loss_avg\": [-0.0584],\n \"portfolio_return_update\": [\"Sun Apr 8 09:02:55 2018 UTC\"],\n \"portfolio_return_holding\": [0.0218],\n \"portfolio_return_total_cum\": [65695.7385]\n}}\n",
+ "response_same_as": null,
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": null,
+ "market_id": null
+ },
+ {
+ "type": "dispatch",
+ "liquidity": "medium",
+ "repartition_ratio": {
+ "USDT": [
+ 0.1667,
+ "long"
+ ],
+ "DASH": [
+ 0.1667,
+ "short"
+ ],
+ "ETH": [
+ 0.1667,
+ "short"
+ ],
+ "XPM": [
+ 0.1667,
+ "long"
+ ],
+ "XRP": [
+ 0.1667,
+ "short"
+ ],
+ "ZRX": [
+ 0.1667,
+ "long"
+ ]
+ },
+ "total_amount": {
+ "currency": "BTC",
+ "value": 0.04513266
+ },
+ "repartition": {
+ "USDT": 0.00752211,
+ "DASH": -0.00752211,
+ "ETH": -0.00752211,
+ "XPM": 0.00752211,
+ "XRP": -0.00752211,
+ "ZRX": 0.00752211
+ },
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ },
+ {
+ "type": "trades",
+ "only": null,
+ "debug": true,
+ "trades": [
+ {
+ "action": "dispose",
+ "from": -0.00770145,
+ "to": -0.00752211,
+ "currency": "DASH",
+ "base_currency": "BTC",
+ "skipped": false
+ },
+ {
+ "action": "dispose",
+ "from": -0.00767365,
+ "to": -0.00752211,
+ "currency": "ETH",
+ "base_currency": "BTC",
+ "skipped": false
+ },
+ {
+ "action": "acquire",
+ "from": 0.00734944,
+ "to": 0.00752211,
+ "currency": "USDT",
+ "base_currency": "BTC",
+ "skipped": false
+ },
+ {
+ "action": "acquire",
+ "from": 0.007092,
+ "to": 0.00752211,
+ "currency": "XPM",
+ "base_currency": "BTC",
+ "skipped": false
+ },
+ {
+ "action": "dispose",
+ "from": -0.00756374,
+ "to": -0.00752211,
+ "currency": "XRP",
+ "base_currency": "BTC",
+ "skipped": false
+ },
+ {
+ "action": "dispose",
+ "from": 0.00818072,
+ "to": 0.00752211,
+ "currency": "ZRX",
+ "base_currency": "BTC",
+ "skipped": false
+ }
+ ],
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ },
+ {
+ "type": "orders",
+ "only": "average",
+ "compute_value": null,
+ "tick": null,
+ "orders": [
+ {
+ "action": "buy",
+ "trade_type": "short",
+ "amount": 0.00413937,
+ "currency": "DASH",
+ "base_currency": "BTC",
+ "rate": 0.04332548,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ },
+ {
+ "action": "buy",
+ "trade_type": "short",
+ "amount": 0.00269496,
+ "currency": "ETH",
+ "base_currency": "BTC",
+ "rate": 0.05623361,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ },
+ {
+ "action": "sell",
+ "trade_type": "long",
+ "amount": 0.00017267,
+ "currency": "BTC",
+ "base_currency": "USDT",
+ "rate": 6970.92723119,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ },
+ {
+ "action": "buy",
+ "trade_type": "long",
+ "amount": 4.94316721,
+ "currency": "XPM",
+ "base_currency": "BTC",
+ "rate": 0.00008701,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ },
+ {
+ "action": "buy",
+ "trade_type": "short",
+ "amount": 0.59410944,
+ "currency": "XRP",
+ "base_currency": "BTC",
+ "rate": 0.00007008,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ },
+ {
+ "action": "sell",
+ "trade_type": "long",
+ "amount": 8.17082371,
+ "currency": "ZRX",
+ "base_currency": "BTC",
+ "rate": 0.000080605,
+ "status": "pending",
+ "close_if_possible": false,
+ "id": null,
+ "mouvements": []
+ }
+ ],
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ }
+]
--- /dev/null
+2018-04-08 11:08:37: --------------------
+2018-04-08 11:08:37: [Stage] print_orders
+2018-04-08 11:08:40: [Balance]
+2018-04-08 11:08:40: Balance(BTC Exch: [✔0.00007018 BTC] Margin: [✔0.02270635 BTC + ❌0.02267283 BTC = 0.04537918 BTC] Total: [0.04544936 BTC])
+2018-04-08 11:08:40: Balance(DASH Margin: [-0.17775803 DASH @@ 0.00755753 BTC/-0.00000001 BTC])
+2018-04-08 11:08:40: Balance(ETH Margin: [-0.13646037 ETH @@ 0.00755752 BTC/-0.00000003 BTC])
+2018-04-08 11:08:40: Balance(USDT Exch: [✔51.23241143 USDT])
+2018-04-08 11:08:40: Balance(XPM Exch: [✔81.50794876 XPM])
+2018-04-08 11:08:40: Balance(XRP Margin: [-107.93017681 XRP @@ 0.00755778 BTC/0.00000000 BTC])
+2018-04-08 11:08:40: Balance(ZRX Exch: [✔101.49148126 ZRX])
+2018-04-08 11:08:40: ----------------------
+2018-04-08 11:08:40: [Stage] prepare_trades base_currency=BTC, liquidity=medium, compute_value=average, only=None, repartition=None
+2018-04-08 11:08:40: [Worker] Fetching cryptoportfolio
+2018-04-08 11:08:42: [Orders]
+2018-04-08 11:08:42: Trade(-0.00770145 BTC [-0.17775803 DASH] -> -0.00752211 BTC in DASH, dispose)
+2018-04-08 11:08:42: Order(buy short 0.00413937 DASH [0.00017934 BTC] at 0.04332548 BTC [pending])
+2018-04-08 11:08:42: Trade(-0.00767366 BTC [-0.13646037 ETH] -> -0.00752211 BTC in ETH, dispose)
+2018-04-08 11:08:42: Order(buy short 0.00269497 ETH [0.00015155 BTC] at 0.05623361 BTC [pending])
+2018-04-08 11:08:42: Trade(0.00734944 BTC [51.23241143 USDT] -> 0.00752211 BTC in USDT, acquire)
+2018-04-08 11:08:42: Order(sell long 0.00017267 BTC at 6970.92723119 USDT [pending])
+2018-04-08 11:08:42: Trade(0.00709201 BTC [81.50794876 XPM] -> 0.00752211 BTC in XPM, acquire)
+2018-04-08 11:08:42: Order(buy long 4.94316722 XPM [0.00043010 BTC] at 0.00008701 BTC [pending])
+2018-04-08 11:08:42: Trade(-0.00756375 BTC [-107.93017681 XRP] -> -0.00752211 BTC in XRP, dispose)
+2018-04-08 11:08:42: Order(buy short 0.59410944 XRP [0.00004164 BTC] at 0.00007008 BTC [pending])
+2018-04-08 11:08:42: Trade(0.00818072 BTC [101.49148126 ZRX] -> 0.00752211 BTC in ZRX, dispose)
+2018-04-08 11:08:42: Order(sell long 8.17082372 ZRX [0.00065861 BTC] at 0.000080605 BTC [pending])
--- /dev/null
+[
+ {
+ "type": "market",
+ "commit": "$Format:%H$",
+ "args": {
+ "config": "../config.ini",
+ "before": false,
+ "after": false,
+ "quiet": true,
+ "debug": true,
+ "user": null,
+ "action": [
+ "print_orders"
+ ],
+ "parallel": true,
+ "report_db": false,
+ "report_path": "reports"
+ },
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 2,
+ "market_id": 1
+ },
+ {
+ "type": "stage",
+ "stage": "print_orders",
+ "args": {},
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 2,
+ "market_id": 1
+ },
+ {
+ "type": "http_request",
+ "method": "GET",
+ "url": "https://poloniex.com/public?command=returnTicker",
+ "body": null,
+ "headers": {
+ "User-Agent": "python-requests/2.18.4",
+ "Accept-Encoding": "gzip, deflate",
+ "X-market-id": "1",
+ "X-user-id": "2"
+ },
+ "status": 200,
+ "response": 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--- /dev/null
+2018-04-08 11:08:37: --------------------
+2018-04-08 11:08:37: [Stage] print_orders
+2018-04-08 11:08:40: [Balance]
+2018-04-08 11:08:40: Balance(BCH Exch: [✔0.00000233 BCH])
+2018-04-08 11:08:40: Balance(BTC Exch: [✔0.00034989 BTC] Margin: [✔0.41518680 BTC + ❌0.41426699 BTC = 0.82945379 BTC] Total: [0.82980368 BTC])
+2018-04-08 11:08:40: Balance(DASH Margin: [-3.24485240 DASH @@ 0.13818968 BTC/-0.00000451 BTC])
+2018-04-08 11:08:40: Balance(ETH Margin: [-2.49569694 ETH @@ 0.13818970 BTC/-0.00000061 BTC])
+2018-04-08 11:08:40: Balance(STORJ Exch: [✔0.00000001 STORJ])
+2018-04-08 11:08:40: Balance(USDT Exch: [✔936.78787591 USDT])
+2018-04-08 11:08:40: Balance(XPM Exch: [✔1499.34409696 XPM])
+2018-04-08 11:08:40: Balance(XRP Margin: [-1990.14724591 XRP @@ 0.13788761 BTC/-0.00000304 BTC])
+2018-04-08 11:08:40: Balance(ZRX Exch: [✔1856.95484847 ZRX])
+2018-04-08 11:08:40: ----------------------
+2018-04-08 11:08:40: [Stage] prepare_trades base_currency=BTC, liquidity=medium, compute_value=average, only=None, repartition=None
+2018-04-08 11:08:40: [Worker] Fetching cryptoportfolio
+2018-04-08 11:08:42: [Orders]
+2018-04-08 11:08:42: Trade(0.00000022 BTC [0.00000233 BCH] -> 0.00000000 BTC in BCH, dispose)
+2018-04-08 11:08:42: Order(sell long 0.00000233 BCH [0.00000022 BTC] at 0.09260698 BTC [pending] ✂)
+2018-04-08 11:08:42: Trade(-0.14058479 BTC [-3.24485240 DASH] -> -0.13732172 BTC in DASH, dispose)
+2018-04-08 11:08:42: Order(buy short 0.07531532 DASH [0.00326307 BTC] at 0.04332548 BTC [pending])
+2018-04-08 11:08:42: Trade(-0.14034205 BTC [-2.49569694 ETH] -> -0.13732172 BTC in ETH, dispose)
+2018-04-08 11:08:42: Order(buy short 0.05371046 ETH [0.00302033 BTC] at 0.05623361 BTC [pending])
+2018-04-08 11:08:42: Trade(0.00000000 BTC [0.00000001 STORJ] -> 0.00000000 BTC in STORJ, dispose)
+2018-04-08 11:08:42: Order(sell long 0.00000001 STORJ [0.00000000 BTC] at 0.00010697 BTC [pending] ✂)
+2018-04-08 11:08:42: Trade(0.13438498 BTC [936.78787591 USDT] -> 0.13732172 BTC in USDT, acquire)
+2018-04-08 11:08:42: Order(sell long 0.00293674 BTC at 6970.92723119 USDT [pending])
+2018-04-08 11:08:42: Trade(0.13045793 BTC [1499.34409696 XPM] -> 0.13732172 BTC in XPM, acquire)
+2018-04-08 11:08:42: Order(buy long 78.88501963 XPM [0.00686379 BTC] at 0.00008701 BTC [pending])
+2018-04-08 11:08:42: Trade(-0.13946952 BTC [-1990.14724591 XRP] -> -0.13732172 BTC in XRP, dispose)
+2018-04-08 11:08:42: Order(buy short 30.64788183 XRP [0.00214780 BTC] at 0.00007008 BTC [pending])
+2018-04-08 11:08:42: Trade(0.14967985 BTC [1856.95484847 ZRX] -> 0.13732172 BTC in ZRX, dispose)
+2018-04-08 11:08:42: Order(sell long 153.31716552 ZRX [0.01235813 BTC] at 0.000080605 BTC [pending])
last_date=store.LockedVar(None),
report=mock.Mock(),
worker=None,
+ worker_tag="",
worker_notify=None,
worker_started=False,
callback=None),
mock.call.__bool__(),
mock.call("config2", 1, 2, args_mock, "pg_config"),
])
+ with self.subTest(quiet=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("store.Portfolio.report") as report,\
+ mock.patch("main.process") as process:
+
+ args_mock = mock.Mock()
+ args_mock.parallel = False
+ args_mock.quiet = True
+ args_mock.user = "user"
+ parse_args.return_value = args_mock
+
+ parse_config.return_value = "pg_config"
+
+ fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
+
+ main.main(["Foo", "Bar"])
+
+ report.set_verbose.assert_called_once_with(False)
+
+ with self.subTest(quiet=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("store.Portfolio.report") as report,\
+ mock.patch("main.process") as process:
+
+ args_mock = mock.Mock()
+ args_mock.parallel = False
+ args_mock.quiet = False
+ args_mock.user = "user"
+ parse_args.return_value = args_mock
+
+ parse_config.return_value = "pg_config"
+
+ fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
+
+ main.main(["Foo", "Bar"])
+
+ report.set_verbose.assert_called_once_with(True)
+
@mock.patch.object(main.sys, "exit")
@mock.patch("main.os")
store.Portfolio.callback.wait()
- report.print_log.assert_called_once_with("Fetching cryptoportfolio")
+ report.print_log.assert_called_once_with("[Worker] Fetching cryptoportfolio")
get.assert_called_once_with(refetch=True)
sleep.assert_called_once_with(3)
self.assertFalse(store.Portfolio.worker_notify.is_set())
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / commitdiff
