From: Ismaël Bouya Date: Sun, 22 Apr 2018 11:50:15 +0000 (+0200) Subject: Fixes https://git.immae.eu/mantisbt/view.php?id=44 X-Git-Tag: v1.4^2 X-Git-Url: https://git.immae.eu/?a=commitdiff_plain;h=96959ceaa9dd53421b752ae3a4dfe12d237866a6;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git Fixes https://git.immae.eu/mantisbt/view.php?id=44 --- diff --git a/market.py b/market.py index ce41841..eff670c 100644 --- a/market.py +++ b/market.py @@ -210,18 +210,32 @@ class Market: self.report.log_stage("follow_orders_end") def prepare_trades(self, base_currency="BTC", liquidity="medium", - compute_value="average", repartition=None, only=None): + compute_value="average", repartition=None, only=None, + available_balance_only=False): self.report.log_stage("prepare_trades", base_currency=base_currency, liquidity=liquidity, compute_value=compute_value, only=only, - repartition=repartition) + repartition=repartition, available_balance_only=available_balance_only) values_in_base = self.balances.in_currency(base_currency, compute_value=compute_value) - total_base_value = sum(values_in_base.values()) + if available_balance_only: + balance = self.balances.all.get(base_currency) + if balance is None: + total_base_value = portfolio.Amount(base_currency, 0) + else: + total_base_value = balance.exchange_free + balance.margin_available + else: + total_base_value = sum(values_in_base.values()) new_repartition = self.balances.dispatch_assets(total_base_value, liquidity=liquidity, repartition=repartition) + if available_balance_only: + for currency, amount in values_in_base.items(): + if currency != base_currency: + new_repartition.setdefault(currency, portfolio.Amount(base_currency, 0)) + new_repartition[currency] += amount + self.trades.compute_trades(values_in_base, new_repartition, only=only) def print_tickers(self, base_currency="BTC"): @@ -292,7 +306,7 @@ class Processor: "before": False, "after": True, "fetch_balances": ["begin", "end"], - "prepare_trades": { "only": "acquire" }, + "prepare_trades": { "only": "acquire", "available_balance_only": True }, "prepare_orders": { "only": "acquire", "compute_value": "average" }, "move_balances": {}, "run_orders": {}, @@ -326,7 +340,7 @@ class Processor: "before": False, "after": True, "fetch_balances": ["begin", "end"], - "prepare_trades": {}, + "prepare_trades": { "available_balance_only": True }, "prepare_orders": { "compute_value": "average" }, "move_balances": {}, "run_orders": {}, diff --git a/tests/test_market.py b/tests/test_market.py index e0cf70a..53630b7 100644 --- a/tests/test_market.py +++ b/tests/test_market.py @@ -130,19 +130,20 @@ class MarketTest(WebMockTestCase): @mock.patch.object(market.Market, "get_ticker") @mock.patch.object(market.TradeStore, "compute_trades") def test_prepare_trades(self, compute_trades, get_ticker, repartition): - repartition.return_value = { - "XEM": (D("0.75"), "long"), - "BTC": (D("0.25"), "long"), - } - def _get_ticker(c1, c2): - if c1 == "USDT" and c2 == "BTC": - return { "average": D("0.0001") } - if c1 == "XVG" and c2 == "BTC": - return { "average": D("0.000001") } - self.fail("Should be called with {}, {}".format(c1, c2)) - get_ticker.side_effect = _get_ticker - - with mock.patch("market.ReportStore"): + with self.subTest(available_balance_only=False),\ + mock.patch("market.ReportStore"): + def _get_ticker(c1, c2): + if c1 == "USDT" and c2 == "BTC": + return { "average": D("0.0001") } + if c1 == "XVG" and c2 == "BTC": + return { "average": D("0.000001") } + self.fail("Should not be called with {}, {}".format(c1, c2)) + get_ticker.side_effect = _get_ticker + + repartition.return_value = { + "XEM": (D("0.75"), "long"), + "BTC": (D("0.25"), "long"), + } m = market.Market(self.ccxt, self.market_args()) self.ccxt.fetch_all_balances.return_value = { "USDT": { @@ -171,9 +172,109 @@ class MarketTest(WebMockTestCase): self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) m.report.log_stage.assert_called_once_with("prepare_trades", base_currency='BTC', compute_value='average', - liquidity='medium', only=None, repartition=None) + available_balance_only=False, liquidity='medium', + only=None, repartition=None) m.report.log_balances.assert_called_once_with(tag="tag") + compute_trades.reset_mock() + with self.subTest(available_balance_only=True),\ + mock.patch("market.ReportStore"): + def _get_ticker(c1, c2): + if c1 == "ZRC" and c2 == "BTC": + return { "average": D("0.0001") } + if c1 == "DOGE" and c2 == "BTC": + return { "average": D("0.000001") } + if c1 == "ETH" and c2 == "BTC": + return { "average": D("0.1") } + self.fail("Should not be called with {}, {}".format(c1, c2)) + get_ticker.side_effect = _get_ticker + + repartition.return_value = { + "DOGE": (D("0.25"), "short"), + "BTC": (D("0.25"), "long"), + "ETH": (D("0.25"), "long"), + "XMR": (D("0.25"), "long"), + } + m = market.Market(self.ccxt, self.market_args()) + self.ccxt.fetch_all_balances.return_value = { + "ZRC": { + "exchange_free": D("2.0"), + "exchange_used": D("0.0"), + "exchange_total": D("2.0"), + "total": D("2.0") + }, + "DOGE": { + "exchange_free": D("5.0"), + "exchange_used": D("0.0"), + "exchange_total": D("5.0"), + "total": D("5.0") + }, + "BTC": { + "exchange_free": D("0.075"), + "exchange_used": D("0.02"), + "exchange_total": D("0.095"), + "margin_available": D("0.025"), + "margin_in_position": D("0.01"), + "margin_total": D("0.035"), + "total": D("0.13") + }, + "ETH": { + "exchange_free": D("1.0"), + "exchange_used": D("0.0"), + "exchange_total": D("1.0"), + "total": D("1.0") + }, + } + + m.balances.fetch_balances(tag="tag") + m.prepare_trades(available_balance_only=True) + compute_trades.assert_called_once() + + call = compute_trades.call_args[0] + values_in_base = call[0] + new_repartition = call[1] + + self.assertEqual(portfolio.Amount("BTC", "-0.025"), + new_repartition["DOGE"] - values_in_base["DOGE"]) + self.assertEqual(portfolio.Amount("BTC", "0.025"), + new_repartition["ETH"] - values_in_base["ETH"]) + self.assertEqual(0, + new_repartition["ZRC"] - values_in_base["ZRC"]) + self.assertEqual(portfolio.Amount("BTC", "0.025"), + new_repartition["XMR"]) + + compute_trades.reset_mock() + with self.subTest(available_balance_only=True, balance=0),\ + mock.patch("market.ReportStore"): + def _get_ticker(c1, c2): + if c1 == "ETH" and c2 == "BTC": + return { "average": D("0.1") } + self.fail("Should not be called with {}, {}".format(c1, c2)) + get_ticker.side_effect = _get_ticker + + repartition.return_value = { + "BTC": (D("0.5"), "long"), + "ETH": (D("0.5"), "long"), + } + m = market.Market(self.ccxt, self.market_args()) + self.ccxt.fetch_all_balances.return_value = { + "ETH": { + "exchange_free": D("1.0"), + "exchange_used": D("0.0"), + "exchange_total": D("1.0"), + "total": D("1.0") + }, + } + + m.balances.fetch_balances(tag="tag") + m.prepare_trades(available_balance_only=True) + compute_trades.assert_called_once() + + call = compute_trades.call_args[0] + values_in_base = call[0] + new_repartition = call[1] + + self.assertEqual(new_repartition["ETH"], values_in_base["ETH"]) @mock.patch.object(market.time, "sleep") @mock.patch.object(market.TradeStore, "all_orders") @@ -859,7 +960,7 @@ class ProcessorTest(WebMockTestCase): method, arguments = processor.method_arguments("prepare_trades") self.assertEqual(m.prepare_trades, method) - self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) + self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only', 'available_balance_only'], arguments) method, arguments = processor.method_arguments("prepare_orders") self.assertEqual(m.trades.prepare_orders, method)