]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blame - test.py
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blame
? search:
summary | shortlog | log | commit | commitdiff | tree
blob | blame (incremental) | history | HEAD
Complete tests for the ccxt wrapper
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / test.py
CommitLineData
1aa7d4fa 1import sys
dd359bc0
IB		 2import portfolio
3import unittest
f86ee140 4import datetime
5ab23e1c 5from decimal import Decimal as D
dd359bc0 6from unittest import mock
80cdd672
IB		 7import requests
8import requests_mock
c51687d2 9from io import StringIO
1f117ac7 10import portfolio, market, main
dd359bc0 11
1aa7d4fa
IB		 12limits = ["acceptance", "unit"]
13for test_type in limits:
14 if "--no{}".format(test_type) in sys.argv:
15 sys.argv.remove("--no{}".format(test_type))
16 limits.remove(test_type)
17 if "--only{}".format(test_type) in sys.argv:
18 sys.argv.remove("--only{}".format(test_type))
19 limits = [test_type]
20 break
21
80cdd672
IB		 22class WebMockTestCase(unittest.TestCase):
23 import time
24
25 def setUp(self):
26 super(WebMockTestCase, self).setUp()
27 self.wm = requests_mock.Mocker()
28 self.wm.start()
29
f86ee140
IB		 30 # market
31 self.m = mock.Mock(name="Market", spec=market.Market)
32 self.m.debug = False
33
80cdd672 34 self.patchers = [
9f54fd9a 35 mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
80cdd672 36 mock.patch.multiple(portfolio.Computation,
6ca5a1ec 37 computations=portfolio.Computation.computations),
80cdd672
IB		 38 ]
39 for patcher in self.patchers:
40 patcher.start()
41
80cdd672
IB		 42 def tearDown(self):
43 for patcher in self.patchers:
44 patcher.stop()
45 self.wm.stop()
46 super(WebMockTestCase, self).tearDown()
47
3f415207
IB		 48@unittest.skipUnless("unit" in limits, "Unit skipped")
49class poloniexETest(unittest.TestCase):
50 def setUp(self):
51 super(poloniexETest, self).setUp()
52 self.wm = requests_mock.Mocker()
53 self.wm.start()
54
55 self.s = market.ccxt.poloniexE()
56
57 def tearDown(self):
58 self.wm.stop()
59 super(poloniexETest, self).tearDown()
60
61 def test_nanoseconds(self):
62 with mock.patch.object(market.ccxt.time, "time") as time:
63 time.return_value = 123456.7890123456
64 self.assertEqual(123456789012345, self.s.nanoseconds())
65
66 def test_nonce(self):
67 with mock.patch.object(market.ccxt.time, "time") as time:
68 time.return_value = 123456.7890123456
69 self.assertEqual(123456789012345, self.s.nonce())
70
71 def test_order_precision(self):
72 self.assertEqual(8, self.s.order_precision("FOO"))
73
74 def test_transfer_balance(self):
75 with self.subTest(success=True),\
76 mock.patch.object(self.s, "privatePostTransferBalance") as t:
77 t.return_value = { "success": 1 }
78 result = self.s.transfer_balance("FOO", 12, "exchange", "margin")
79 t.assert_called_once_with({
80 "currency": "FOO",
81 "amount": 12,
82 "fromAccount": "exchange",
83 "toAccount": "margin",
84 "confirmed": 1
85 })
86 self.assertTrue(result)
87
88 with self.subTest(success=False),\
89 mock.patch.object(self.s, "privatePostTransferBalance") as t:
90 t.return_value = { "success": 0 }
91 self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin"))
92
93 def test_close_margin_position(self):
94 with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c:
95 self.s.close_margin_position("FOO", "BAR")
96 c.assert_called_with({"currencyPair": "BAR_FOO"})
97
98 def test_tradable_balances(self):
99 with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r:
100 r.return_value = {
101 "FOO": { "exchange": "12.1234", "margin": "0.0123" },
102 "BAR": { "exchange": "1", "margin": "0" },
103 }
104 balances = self.s.tradable_balances()
105 self.assertEqual(["FOO", "BAR"], list(balances.keys()))
106 self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys()))
107 self.assertEqual(D("12.1234"), balances["FOO"]["exchange"])
108 self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys()))
109
110 def test_margin_summary(self):
111 with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r:
112 r.return_value = {
113 "currentMargin": "1.49680968",
114 "lendingFees": "0.0000001",
115 "pl": "0.00008254",
116 "totalBorrowedValue": "0.00673602",
117 "totalValue": "0.01000000",
118 "netValue": "0.01008254",
119 }
120 expected = {
121 'current_margin': D('1.49680968'),
122 'gains': D('0.00008254'),
123 'lending_fees': D('0.0000001'),
124 'total': D('0.01000000'),
125 'total_borrowed': D('0.00673602')
126 }
127 self.assertEqual(expected, self.s.margin_summary())
128
d00dc02b
IB		 129 def test_create_order(self):
130 with mock.patch.object(self.s, "create_exchange_order") as exchange,\
131 mock.patch.object(self.s, "create_margin_order") as margin:
132 with self.subTest(account="unspecified"):
133 self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params")
134 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
135 margin.assert_not_called()
136 exchange.reset_mock()
137 margin.reset_mock()
138
139 with self.subTest(account="exchange"):
140 self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params")
141 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
142 margin.assert_not_called()
143 exchange.reset_mock()
144 margin.reset_mock()
145
146 with self.subTest(account="margin"):
147 self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params")
148 margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params")
149 exchange.assert_not_called()
150 exchange.reset_mock()
151 margin.reset_mock()
152
153 with self.subTest(account="unknown"), self.assertRaises(NotImplementedError):
154 self.s.create_order("symbol", "type", "side", "amount", account="unknown")
155
156 def test_parse_ticker(self):
157 ticker = {
158 "high24hr": "12",
159 "low24hr": "10",
160 "highestBid": "10.5",
161 "lowestAsk": "11.5",
162 "last": "11",
163 "percentChange": "0.1",
164 "quoteVolume": "10",
165 "baseVolume": "20"
166 }
167 market = {
168 "symbol": "BTC/ETC"
169 }
170 with mock.patch.object(self.s, "milliseconds") as ms:
171 ms.return_value = 1520292715123
172 result = self.s.parse_ticker(ticker, market)
173
174 expected = {
175 "symbol": "BTC/ETC",
176 "timestamp": 1520292715123,
177 "datetime": "2018-03-05T23:31:55.123Z",
178 "high": D("12"),
179 "low": D("10"),
180 "bid": D("10.5"),
181 "ask": D("11.5"),
182 "vwap": None,
183 "open": None,
184 "close": None,
185 "first": None,
186 "last": D("11"),
187 "change": D("0.1"),
188 "percentage": None,
189 "average": None,
190 "baseVolume": D("10"),
191 "quoteVolume": D("20"),
192 "info": ticker
193 }
194 self.assertEqual(expected, result)
195
196 def test_fetch_margin_balance(self):
197 with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position:
198 get_margin_position.return_value = {
199 "BTC_DASH": {
200 "amount": "-0.1",
201 "basePrice": "0.06818560",
202 "lendingFees": "0.00000001",
203 "liquidationPrice": "0.15107132",
204 "pl": "-0.00000371",
205 "total": "0.00681856",
206 "type": "short"
207 },
208 "BTC_ETC": {
209 "amount": "-0.6",
210 "basePrice": "0.1",
211 "lendingFees": "0.00000001",
212 "liquidationPrice": "0.6",
213 "pl": "0.00000371",
214 "total": "0.06",
215 "type": "short"
216 },
217 "BTC_ETH": {
218 "amount": "0",
219 "basePrice": "0",
220 "lendingFees": "0",
221 "liquidationPrice": "-1",
222 "pl": "0",
223 "total": "0",
224 "type": "none"
225 }
226 }
227 balances = self.s.fetch_margin_balance()
228 self.assertEqual(2, len(balances))
229 expected = {
230 "DASH": {
231 "amount": D("-0.1"),
232 "borrowedPrice": D("0.06818560"),
233 "lendingFees": D("1E-8"),
234 "pl": D("-0.00000371"),
235 "liquidationPrice": D("0.15107132"),
236 "type": "short",
237 "total": D("0.00681856"),
238 "baseCurrency": "BTC"
239 },
240 "ETC": {
241 "amount": D("-0.6"),
242 "borrowedPrice": D("0.1"),
243 "lendingFees": D("1E-8"),
244 "pl": D("0.00000371"),
245 "liquidationPrice": D("0.6"),
246 "type": "short",
247 "total": D("0.06"),
248 "baseCurrency": "BTC"
249 }
250 }
251 self.assertEqual(expected, balances)
252
253 def test_sum(self):
254 self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1")))
255
256 def test_fetch_balance(self):
257 with mock.patch.object(self.s, "load_markets") as load_markets,\
258 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\
259 mock.patch.object(self.s, "common_currency_code") as ccc:
260 ccc.side_effect = ["ETH", "BTC", "DASH"]
261 balances.return_value = {
262 "ETH": {
263 "available": "10",
264 "onOrders": "1",
265 },
266 "BTC": {
267 "available": "1",
268 "onOrders": "0",
269 },
270 "DASH": {
271 "available": "0",
272 "onOrders": "3"
273 }
274 }
275
276 expected = {
277 "info": {
278 "ETH": {"available": "10", "onOrders": "1"},
279 "BTC": {"available": "1", "onOrders": "0"},
280 "DASH": {"available": "0", "onOrders": "3"}
281 },
282 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")},
283 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")},
284 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")},
285 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")},
286 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")},
287 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
288 }
289 result = self.s.fetch_balance()
290 load_markets.assert_called_once()
291 self.assertEqual(expected, result)
292
293 def test_fetch_balance_per_type(self):
294 with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances:
295 balances.return_value = {
296 "exchange": {
297 "BLK": "159.83673869",
298 "BTC": "0.00005959",
299 "USDT": "0.00002625",
300 "XMR": "0.18719303"
301 },
302 "margin": {
303 "BTC": "0.03019227"
304 }
305 }
306 expected = {
307 "info": {
308 "exchange": {
309 "BLK": "159.83673869",
310 "BTC": "0.00005959",
311 "USDT": "0.00002625",
312 "XMR": "0.18719303"
313 },
314 "margin": {
315 "BTC": "0.03019227"
316 }
317 },
318 "exchange": {
319 "BLK": D("159.83673869"),
320 "BTC": D("0.00005959"),
321 "USDT": D("0.00002625"),
322 "XMR": D("0.18719303")
323 },
324 "margin": {"BTC": D("0.03019227")},
325 "BLK": {"exchange": D("159.83673869")},
326 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")},
327 "USDT": {"exchange": D("0.00002625")},
328 "XMR": {"exchange": D("0.18719303")}
329 }
330 result = self.s.fetch_balance_per_type()
331 self.assertEqual(expected, result)
332
333 def test_fetch_all_balances(self):
334 import json
335 with mock.patch.object(self.s, "load_markets") as load_markets,\
336 mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\
337 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\
338 mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type:
339
340 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f:
341 balance.return_value = json.load(f)
342 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f:
343 margin_balance.return_value = json.load(f)
344 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f:
345 balance_per_type.return_value = json.load(f)
346
347 result = self.s.fetch_all_balances()
348 expected_doge = {
349 "total": D("-12779.79821852"),
350 "exchange_used": D("0E-8"),
351 "exchange_total": D("0E-8"),
352 "exchange_free": D("0E-8"),
353 "margin_available": 0,
354 "margin_in_position": 0,
355 "margin_borrowed": D("12779.79821852"),
356 "margin_total": D("-12779.79821852"),
357 "margin_pending_gain": 0,
358 "margin_lending_fees": D("-9E-8"),
359 "margin_pending_base_gain": D("0.00024059"),
360 "margin_position_type": "short",
361 "margin_liquidation_price": D("0.00000246"),
362 "margin_borrowed_base_price": D("0.00599149"),
363 "margin_borrowed_base_currency": "BTC"
364 }
365 expected_btc = {"total": D("0.05432165"),
366 "exchange_used": D("0E-8"),
367 "exchange_total": D("0.00005959"),
368 "exchange_free": D("0.00005959"),
369 "margin_available": D("0.03019227"),
370 "margin_in_position": D("0.02406979"),
371 "margin_borrowed": 0,
372 "margin_total": D("0.05426206"),
373 "margin_pending_gain": D("0.00093955"),
374 "margin_lending_fees": 0,
375 "margin_pending_base_gain": 0,
376 "margin_position_type": None,
377 "margin_liquidation_price": 0,
378 "margin_borrowed_base_price": 0,
379 "margin_borrowed_base_currency": None
380 }
381 expected_xmr = {"total": D("0.18719303"),
382 "exchange_used": D("0E-8"),
383 "exchange_total": D("0.18719303"),
384 "exchange_free": D("0.18719303"),
385 "margin_available": 0,
386 "margin_in_position": 0,
387 "margin_borrowed": 0,
388 "margin_total": 0,
389 "margin_pending_gain": 0,
390 "margin_lending_fees": 0,
391 "margin_pending_base_gain": 0,
392 "margin_position_type": None,
393 "margin_liquidation_price": 0,
394 "margin_borrowed_base_price": 0,
395 "margin_borrowed_base_currency": None
396 }
397 self.assertEqual(expected_xmr, result["XMR"])
398 self.assertEqual(expected_doge, result["DOGE"])
399 self.assertEqual(expected_btc, result["BTC"])
400
401 def test_create_margin_order(self):
402 with self.assertRaises(market.ExchangeError):
403 self.s.create_margin_order("FOO", "market", "buy", "10")
404
405 with mock.patch.object(self.s, "load_markets") as load_markets,\
406 mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\
407 mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\
408 mock.patch.object(self.s, "market") as market_mock,\
409 mock.patch.object(self.s, "price_to_precision") as ptp,\
410 mock.patch.object(self.s, "amount_to_precision") as atp:
411
412 margin_buy.return_value = {
413 "orderNumber": 123
414 }
415 margin_sell.return_value = {
416 "orderNumber": 456
417 }
418 market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" }
419 ptp.return_value = D("0.1")
420 atp.return_value = D("12")
421
422 order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1")
423 self.assertEqual(123, order["id"])
424 margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")})
425 margin_sell.assert_not_called()
426 margin_buy.reset_mock()
427 margin_sell.reset_mock()
428
429 order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1")
430 self.assertEqual(456, order["id"])
431 margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"})
432 margin_buy.assert_not_called()
433
434 def test_create_exchange_order(self):
435 with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order:
436 self.s.create_order("symbol", "type", "side", "amount", price="price", params="params")
437
438 create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
439
1aa7d4fa 440@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672
IB		 441class PortfolioTest(WebMockTestCase):
442 def fill_data(self):
443 if self.json_response is not None:
444 portfolio.Portfolio.data = self.json_response
445
446 def setUp(self):
447 super(PortfolioTest, self).setUp()
448
d00dc02b 449 with open("test_samples/test_portfolio.json") as example:
80cdd672
IB		 450 self.json_response = example.read()
451
452 self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
453
f86ee140 454 def test_get_cryptoportfolio(self):
80cdd672
IB		 455 self.wm.get(portfolio.Portfolio.URL, [
456 {"text":'{ "foo": "bar" }', "status_code": 200},
457 {"text": "System Error", "status_code": 500},
458 {"exc": requests.exceptions.ConnectTimeout},
459 ])
f86ee140 460 portfolio.Portfolio.get_cryptoportfolio(self.m)
80cdd672
IB		 461 self.assertIn("foo", portfolio.Portfolio.data)
462 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
463 self.assertTrue(self.wm.called)
464 self.assertEqual(1, self.wm.call_count)
f86ee140
IB		 465 self.m.report.log_error.assert_not_called()
466 self.m.report.log_http_request.assert_called_once()
467 self.m.report.log_http_request.reset_mock()
80cdd672 468
f86ee140 469 portfolio.Portfolio.get_cryptoportfolio(self.m)
80cdd672
IB		 470 self.assertIsNone(portfolio.Portfolio.data)
471 self.assertEqual(2, self.wm.call_count)
f86ee140
IB		 472 self.m.report.log_error.assert_not_called()
473 self.m.report.log_http_request.assert_called_once()
474 self.m.report.log_http_request.reset_mock()
3d0247f9 475
80cdd672
IB		 476
477 portfolio.Portfolio.data = "Foo"
f86ee140 478 portfolio.Portfolio.get_cryptoportfolio(self.m)
80cdd672
IB		 479 self.assertEqual("Foo", portfolio.Portfolio.data)
480 self.assertEqual(3, self.wm.call_count)
f86ee140 481 self.m.report.log_error.assert_called_once_with("get_cryptoportfolio",
3d0247f9 482 exception=mock.ANY)
f86ee140 483 self.m.report.log_http_request.assert_not_called()
80cdd672 484
f86ee140
IB		 485 def test_parse_cryptoportfolio(self):
486 portfolio.Portfolio.parse_cryptoportfolio(self.m)
80cdd672
IB		 487
488 self.assertListEqual(
489 ["medium", "high"],
490 list(portfolio.Portfolio.liquidities.keys()))
491
492 liquidities = portfolio.Portfolio.liquidities
493 self.assertEqual(10, len(liquidities["medium"].keys()))
494 self.assertEqual(10, len(liquidities["high"].keys()))
495
496 expected = {
497 'BTC': (D("0.2857"), "long"),
498 'DGB': (D("0.1015"), "long"),
499 'DOGE': (D("0.1805"), "long"),
500 'SC': (D("0.0623"), "long"),
501 'ZEC': (D("0.3701"), "long"),
502 }
9f54fd9a
IB		 503 date = portfolio.datetime(2018, 1, 8)
504 self.assertDictEqual(expected, liquidities["high"][date])
80cdd672
IB		 505
506 expected = {
507 'BTC': (D("1.1102e-16"), "long"),
508 'ETC': (D("0.1"), "long"),
509 'FCT': (D("0.1"), "long"),
510 'GAS': (D("0.1"), "long"),
511 'NAV': (D("0.1"), "long"),
512 'OMG': (D("0.1"), "long"),
513 'OMNI': (D("0.1"), "long"),
514 'PPC': (D("0.1"), "long"),
515 'RIC': (D("0.1"), "long"),
516 'VIA': (D("0.1"), "long"),
517 'XCP': (D("0.1"), "long"),
518 }
9f54fd9a
IB		 519 self.assertDictEqual(expected, liquidities["medium"][date])
520 self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date)
80cdd672 521
f86ee140 522 self.m.report.log_http_request.assert_called_once_with("GET",
3d0247f9 523 portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
f86ee140 524 self.m.report.log_http_request.reset_mock()
3d0247f9 525
80cdd672 526 # It doesn't refetch the data when available
f86ee140
IB		 527 portfolio.Portfolio.parse_cryptoportfolio(self.m)
528 self.m.report.log_http_request.assert_not_called()
80cdd672
IB		 529
530 self.assertEqual(1, self.wm.call_count)
531
f86ee140 532 portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True)
9f54fd9a 533 self.assertEqual(2, self.wm.call_count)
f86ee140 534 self.m.report.log_http_request.assert_called_once()
9f54fd9a 535
f86ee140 536 def test_repartition(self):
80cdd672
IB		 537 expected_medium = {
538 'BTC': (D("1.1102e-16"), "long"),
539 'USDT': (D("0.1"), "long"),
540 'ETC': (D("0.1"), "long"),
541 'FCT': (D("0.1"), "long"),
542 'OMG': (D("0.1"), "long"),
543 'STEEM': (D("0.1"), "long"),
544 'STRAT': (D("0.1"), "long"),
545 'XEM': (D("0.1"), "long"),
546 'XMR': (D("0.1"), "long"),
547 'XVC': (D("0.1"), "long"),
548 'ZRX': (D("0.1"), "long"),
549 }
550 expected_high = {
551 'USDT': (D("0.1226"), "long"),
552 'BTC': (D("0.1429"), "long"),
553 'ETC': (D("0.1127"), "long"),
554 'ETH': (D("0.1569"), "long"),
555 'FCT': (D("0.3341"), "long"),
556 'GAS': (D("0.1308"), "long"),
557 }
558
f86ee140
IB		 559 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m))
560 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium"))
561 self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high"))
80cdd672 562
9f54fd9a
IB		 563 self.assertEqual(1, self.wm.call_count)
564
f86ee140 565 portfolio.Portfolio.repartition(self.m)
9f54fd9a
IB		 566 self.assertEqual(1, self.wm.call_count)
567
f86ee140 568 portfolio.Portfolio.repartition(self.m, refetch=True)
9f54fd9a 569 self.assertEqual(2, self.wm.call_count)
f86ee140
IB		 570 self.m.report.log_http_request.assert_called()
571 self.assertEqual(2, self.m.report.log_http_request.call_count)
9f54fd9a
IB		 572
573 @mock.patch.object(portfolio.time, "sleep")
574 @mock.patch.object(portfolio.Portfolio, "repartition")
575 def test_wait_for_recent(self, repartition, sleep):
576 self.call_count = 0
f86ee140
IB		 577 def _repartition(market, refetch):
578 self.assertEqual(self.m, market)
9f54fd9a
IB		 579 self.assertTrue(refetch)
580 self.call_count += 1
581 portfolio.Portfolio.last_date = portfolio.datetime.now()\
582 - portfolio.timedelta(10)\
583 + portfolio.timedelta(self.call_count)
584 repartition.side_effect = _repartition
585
f86ee140 586 portfolio.Portfolio.wait_for_recent(self.m)
9f54fd9a
IB		 587 sleep.assert_called_with(30)
588 self.assertEqual(6, sleep.call_count)
589 self.assertEqual(7, repartition.call_count)
f86ee140 590 self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
9f54fd9a
IB		 591
592 sleep.reset_mock()
593 repartition.reset_mock()
594 portfolio.Portfolio.last_date = None
595 self.call_count = 0
f86ee140 596 portfolio.Portfolio.wait_for_recent(self.m, delta=15)
9f54fd9a
IB		 597 sleep.assert_not_called()
598 self.assertEqual(1, repartition.call_count)
599
600 sleep.reset_mock()
601 repartition.reset_mock()
602 portfolio.Portfolio.last_date = None
603 self.call_count = 0
f86ee140 604 portfolio.Portfolio.wait_for_recent(self.m, delta=1)
9f54fd9a
IB		 605 sleep.assert_called_with(30)
606 self.assertEqual(9, sleep.call_count)
607 self.assertEqual(10, repartition.call_count)
608
1aa7d4fa 609@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672 610class AmountTest(WebMockTestCase):
dd359bc0 611 def test_values(self):
5ab23e1c
IB		 612 amount = portfolio.Amount("BTC", "0.65")
613 self.assertEqual(D("0.65"), amount.value)
dd359bc0
IB		 614 self.assertEqual("BTC", amount.currency)
615
dd359bc0
IB		 616 def test_in_currency(self):
617 amount = portfolio.Amount("ETC", 10)
618
f86ee140 619 self.assertEqual(amount, amount.in_currency("ETC", self.m))
dd359bc0 620
f86ee140
IB		 621 with self.subTest(desc="no ticker for currency"):
622 self.m.get_ticker.return_value = None
dd359bc0 623
f86ee140 624 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
dd359bc0 625
f86ee140
IB		 626 with self.subTest(desc="nominal case"):
627 self.m.get_ticker.return_value = {
deb8924c
IB		 628 "bid": D("0.2"),
629 "ask": D("0.4"),
5ab23e1c 630 "average": D("0.3"),
dd359bc0
IB		 631 "foo": "bar",
632 }
f86ee140 633 converted_amount = amount.in_currency("ETH", self.m)
dd359bc0 634
5ab23e1c 635 self.assertEqual(D("3.0"), converted_amount.value)
dd359bc0
IB		 636 self.assertEqual("ETH", converted_amount.currency)
637 self.assertEqual(amount, converted_amount.linked_to)
638 self.assertEqual("bar", converted_amount.ticker["foo"])
639
f86ee140 640 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
deb8924c
IB		 641 self.assertEqual(D("2"), converted_amount.value)
642
f86ee140 643 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
deb8924c
IB		 644 self.assertEqual(D("4"), converted_amount.value)
645
f86ee140 646 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
c2644ba8
IB		 647 self.assertEqual(D("0.2"), converted_amount.value)
648
80cdd672
IB		 649 def test__round(self):
650 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
651 self.assertEqual(D("1.23456789"), round(amount).value)
652 self.assertEqual(D("1.23"), round(amount, 2).value)
653
dd359bc0
IB		 654 def test__abs(self):
655 amount = portfolio.Amount("SC", -120)
656 self.assertEqual(120, abs(amount).value)
657 self.assertEqual("SC", abs(amount).currency)
658
659 amount = portfolio.Amount("SC", 10)
660 self.assertEqual(10, abs(amount).value)
661 self.assertEqual("SC", abs(amount).currency)
662
663 def test__add(self):
5ab23e1c
IB		 664 amount1 = portfolio.Amount("XVG", "12.9")
665 amount2 = portfolio.Amount("XVG", "13.1")
dd359bc0
IB		 666
667 self.assertEqual(26, (amount1 + amount2).value)
668 self.assertEqual("XVG", (amount1 + amount2).currency)
669
5ab23e1c 670 amount3 = portfolio.Amount("ETH", "1.6")
dd359bc0
IB		 671 with self.assertRaises(Exception):
672 amount1 + amount3
673
674 amount4 = portfolio.Amount("ETH", 0.0)
675 self.assertEqual(amount1, amount1 + amount4)
676
f320eb8a
IB		 677 self.assertEqual(amount1, amount1 + 0)
678
dd359bc0 679 def test__radd(self):
5ab23e1c 680 amount = portfolio.Amount("XVG", "12.9")
dd359bc0
IB		 681
682 self.assertEqual(amount, 0 + amount)
683 with self.assertRaises(Exception):
684 4 + amount
685
686 def test__sub(self):
5ab23e1c
IB		 687 amount1 = portfolio.Amount("XVG", "13.3")
688 amount2 = portfolio.Amount("XVG", "13.1")
dd359bc0 689
5ab23e1c 690 self.assertEqual(D("0.2"), (amount1 - amount2).value)
dd359bc0
IB		 691 self.assertEqual("XVG", (amount1 - amount2).currency)
692
5ab23e1c 693 amount3 = portfolio.Amount("ETH", "1.6")
dd359bc0
IB		 694 with self.assertRaises(Exception):
695 amount1 - amount3
696
697 amount4 = portfolio.Amount("ETH", 0.0)
698 self.assertEqual(amount1, amount1 - amount4)
699
f320eb8a
IB		 700 def test__rsub(self):
701 amount = portfolio.Amount("ETH", "1.6")
702 with self.assertRaises(Exception):
703 3 - amount
704
f86ee140 705 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
f320eb8a 706
dd359bc0
IB		 707 def test__mul(self):
708 amount = portfolio.Amount("XEM", 11)
709
5ab23e1c
IB		 710 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
711 self.assertEqual(D("33"), (amount * 3).value)
dd359bc0
IB		 712
713 with self.assertRaises(Exception):
714 amount * amount
715
716 def test__rmul(self):
717 amount = portfolio.Amount("XEM", 11)
718
5ab23e1c
IB		 719 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
720 self.assertEqual(D("33"), (3 * amount).value)
dd359bc0
IB		 721
722 def test__floordiv(self):
723 amount = portfolio.Amount("XEM", 11)
724
5ab23e1c
IB		 725 self.assertEqual(D("5.5"), (amount / 2).value)
726 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
dd359bc0 727
1aa7d4fa
IB		 728 with self.assertRaises(Exception):
729 amount / amount
730
80cdd672 731 def test__truediv(self):
dd359bc0
IB		 732 amount = portfolio.Amount("XEM", 11)
733
5ab23e1c
IB		 734 self.assertEqual(D("5.5"), (amount / 2).value)
735 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
dd359bc0
IB		 736
737 def test__lt(self):
738 amount1 = portfolio.Amount("BTD", 11.3)
739 amount2 = portfolio.Amount("BTD", 13.1)
740
741 self.assertTrue(amount1 < amount2)
742 self.assertFalse(amount2 < amount1)
743 self.assertFalse(amount1 < amount1)
744
745 amount3 = portfolio.Amount("BTC", 1.6)
746 with self.assertRaises(Exception):
747 amount1 < amount3
748
80cdd672
IB		 749 def test__le(self):
750 amount1 = portfolio.Amount("BTD", 11.3)
751 amount2 = portfolio.Amount("BTD", 13.1)
752
753 self.assertTrue(amount1 <= amount2)
754 self.assertFalse(amount2 <= amount1)
755 self.assertTrue(amount1 <= amount1)
756
757 amount3 = portfolio.Amount("BTC", 1.6)
758 with self.assertRaises(Exception):
759 amount1 <= amount3
760
761 def test__gt(self):
762 amount1 = portfolio.Amount("BTD", 11.3)
763 amount2 = portfolio.Amount("BTD", 13.1)
764
765 self.assertTrue(amount2 > amount1)
766 self.assertFalse(amount1 > amount2)
767 self.assertFalse(amount1 > amount1)
768
769 amount3 = portfolio.Amount("BTC", 1.6)
770 with self.assertRaises(Exception):
771 amount3 > amount1
772
773 def test__ge(self):
774 amount1 = portfolio.Amount("BTD", 11.3)
775 amount2 = portfolio.Amount("BTD", 13.1)
776
777 self.assertTrue(amount2 >= amount1)
778 self.assertFalse(amount1 >= amount2)
779 self.assertTrue(amount1 >= amount1)
780
781 amount3 = portfolio.Amount("BTC", 1.6)
782 with self.assertRaises(Exception):
783 amount3 >= amount1
784
dd359bc0
IB		 785 def test__eq(self):
786 amount1 = portfolio.Amount("BTD", 11.3)
787 amount2 = portfolio.Amount("BTD", 13.1)
788 amount3 = portfolio.Amount("BTD", 11.3)
789
790 self.assertFalse(amount1 == amount2)
791 self.assertFalse(amount2 == amount1)
792 self.assertTrue(amount1 == amount3)
793 self.assertFalse(amount2 == 0)
794
795 amount4 = portfolio.Amount("BTC", 1.6)
796 with self.assertRaises(Exception):
797 amount1 == amount4
798
799 amount5 = portfolio.Amount("BTD", 0)
800 self.assertTrue(amount5 == 0)
801
80cdd672
IB		 802 def test__ne(self):
803 amount1 = portfolio.Amount("BTD", 11.3)
804 amount2 = portfolio.Amount("BTD", 13.1)
805 amount3 = portfolio.Amount("BTD", 11.3)
806
807 self.assertTrue(amount1 != amount2)
808 self.assertTrue(amount2 != amount1)
809 self.assertFalse(amount1 != amount3)
810 self.assertTrue(amount2 != 0)
811
812 amount4 = portfolio.Amount("BTC", 1.6)
813 with self.assertRaises(Exception):
814 amount1 != amount4
815
816 amount5 = portfolio.Amount("BTD", 0)
817 self.assertFalse(amount5 != 0)
818
819 def test__neg(self):
820 amount1 = portfolio.Amount("BTD", "11.3")
821
822 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
823
dd359bc0
IB		 824 def test__str(self):
825 amount1 = portfolio.Amount("BTX", 32)
826 self.assertEqual("32.00000000 BTX", str(amount1))
827
828 amount2 = portfolio.Amount("USDT", 12000)
829 amount1.linked_to = amount2
830 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
831
832 def test__repr(self):
833 amount1 = portfolio.Amount("BTX", 32)
834 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
835
836 amount2 = portfolio.Amount("USDT", 12000)
837 amount1.linked_to = amount2
838 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
839
840 amount3 = portfolio.Amount("BTC", 0.1)
841 amount2.linked_to = amount3
842 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
843
3d0247f9
IB		 844 def test_as_json(self):
845 amount = portfolio.Amount("BTX", 32)
846 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
847
848 amount = portfolio.Amount("BTX", "1E-10")
849 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
850
851 amount = portfolio.Amount("BTX", "1E-5")
852 self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
853 self.assertEqual("0.00001", str(amount.as_json()["value"]))
854
1aa7d4fa 855@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672 856class BalanceTest(WebMockTestCase):
f2da6589 857 def test_values(self):
80cdd672
IB		 858 balance = portfolio.Balance("BTC", {
859 "exchange_total": "0.65",
860 "exchange_free": "0.35",
861 "exchange_used": "0.30",
862 "margin_total": "-10",
aca4d437
IB		 863 "margin_borrowed": "10",
864 "margin_available": "0",
865 "margin_in_position": "0",
80cdd672
IB		 866 "margin_position_type": "short",
867 "margin_borrowed_base_currency": "USDT",
868 "margin_liquidation_price": "1.20",
869 "margin_pending_gain": "10",
870 "margin_lending_fees": "0.4",
871 "margin_borrowed_base_price": "0.15",
872 })
873 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
874 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
875 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
876 self.assertEqual("BTC", balance.exchange_total.currency)
877 self.assertEqual("BTC", balance.exchange_free.currency)
878 self.assertEqual("BTC", balance.exchange_total.currency)
879
880 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
aca4d437
IB		 881 self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value)
882 self.assertEqual(portfolio.D("0"), balance.margin_available.value)
80cdd672
IB		 883 self.assertEqual("BTC", balance.margin_total.currency)
884 self.assertEqual("BTC", balance.margin_borrowed.currency)
aca4d437 885 self.assertEqual("BTC", balance.margin_available.currency)
f2da6589 886
f2da6589
IB		 887 self.assertEqual("BTC", balance.currency)
888
80cdd672
IB		 889 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
890 self.assertEqual("USDT", balance.margin_lending_fees.currency)
891
6ca5a1ec
IB		 892 def test__repr(self):
893 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
894 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
895 balance = portfolio.Balance("BTX", { "exchange_total": 3,
896 "exchange_used": 1, "exchange_free": 2 })
897 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
f2da6589 898
1aa7d4fa
IB		 899 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
900 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
901
6ca5a1ec 902 balance = portfolio.Balance("BTX", { "margin_total": 3,
aca4d437
IB		 903 "margin_in_position": 1, "margin_available": 2 })
904 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
f2da6589 905
aca4d437 906 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 })
1aa7d4fa
IB		 907 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
908
6ca5a1ec
IB		 909 balance = portfolio.Balance("BTX", { "margin_total": -3,
910 "margin_borrowed_base_price": D("0.1"),
911 "margin_borrowed_base_currency": "BTC",
912 "margin_lending_fees": D("0.002") })
913 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
f2da6589 914
1aa7d4fa 915 balance = portfolio.Balance("BTX", { "margin_total": 1,
aca4d437
IB		 916 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
917 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
1aa7d4fa 918
3d0247f9
IB		 919 def test_as_json(self):
920 balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
921 as_json = balance.as_json()
922 self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
923 self.assertEqual(D(0), as_json["total"])
924 self.assertEqual(D(2), as_json["exchange_total"])
925 self.assertEqual(D(2), as_json["exchange_free"])
926 self.assertEqual(D(0), as_json["exchange_used"])
927 self.assertEqual(D(0), as_json["margin_total"])
aca4d437 928 self.assertEqual(D(0), as_json["margin_available"])
3d0247f9
IB		 929 self.assertEqual(D(0), as_json["margin_borrowed"])
930
1aa7d4fa 931@unittest.skipUnless("unit" in limits, "Unit skipped")
f86ee140
IB		 932class MarketTest(WebMockTestCase):
933 def setUp(self):
934 super(MarketTest, self).setUp()
935
936 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
937
938 def test_values(self):
939 m = market.Market(self.ccxt)
940
941 self.assertEqual(self.ccxt, m.ccxt)
942 self.assertFalse(m.debug)
943 self.assertIsInstance(m.report, market.ReportStore)
944 self.assertIsInstance(m.trades, market.TradeStore)
945 self.assertIsInstance(m.balances, market.BalanceStore)
946 self.assertEqual(m, m.report.market)
947 self.assertEqual(m, m.trades.market)
948 self.assertEqual(m, m.balances.market)
949 self.assertEqual(m, m.ccxt._market)
950
951 m = market.Market(self.ccxt, debug=True)
952 self.assertTrue(m.debug)
953
954 m = market.Market(self.ccxt, debug=False)
955 self.assertFalse(m.debug)
956
957 @mock.patch("market.ccxt")
958 def test_from_config(self, ccxt):
959 with mock.patch("market.ReportStore"):
960 ccxt.poloniexE.return_value = self.ccxt
961 self.ccxt.session.request.return_value = "response"
962
d24bb10c 963 m = market.Market.from_config({"key": "key", "secred": "secret"})
f86ee140
IB		 964
965 self.assertEqual(self.ccxt, m.ccxt)
966
967 self.ccxt.session.request("GET", "URL", data="data",
968 headers="headers")
969 m.report.log_http_request.assert_called_with('GET', 'URL', 'data',
970 'headers', 'response')
971
d24bb10c 972 m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True)
f86ee140
IB		 973 self.assertEqual(True, m.debug)
974
aca4d437
IB		 975 def test_get_tickers(self):
976 self.ccxt.fetch_tickers.side_effect = [
977 "tickers",
978 market.NotSupported
6ca5a1ec 979 ]
f2da6589 980
aca4d437
IB		 981 m = market.Market(self.ccxt)
982 self.assertEqual("tickers", m.get_tickers())
983 self.assertEqual("tickers", m.get_tickers())
984 self.ccxt.fetch_tickers.assert_called_once()
f2da6589 985
aca4d437
IB		 986 self.assertIsNone(m.get_tickers(refresh=self.time.time()))
987
988 def test_get_ticker(self):
989 with self.subTest(get_tickers=True):
990 self.ccxt.fetch_tickers.return_value = {
991 "ETH/ETC": { "bid": 1, "ask": 3 },
992 "XVG/ETH": { "bid": 10, "ask": 40 },
993 }
994 m = market.Market(self.ccxt)
995
996 ticker = m.get_ticker("ETH", "ETC")
997 self.assertEqual(1, ticker["bid"])
998 self.assertEqual(3, ticker["ask"])
999 self.assertEqual(2, ticker["average"])
1000 self.assertFalse(ticker["inverted"])
1001
1002 ticker = m.get_ticker("ETH", "XVG")
1003 self.assertEqual(0.0625, ticker["average"])
1004 self.assertTrue(ticker["inverted"])
1005 self.assertIn("original", ticker)
1006 self.assertEqual(10, ticker["original"]["bid"])
7192b2e1 1007 self.assertEqual(25, ticker["original"]["average"])
aca4d437
IB		 1008
1009 ticker = m.get_ticker("XVG", "XMR")
1010 self.assertIsNone(ticker)
1011
1012 with self.subTest(get_tickers=False):
1013 self.ccxt.fetch_tickers.return_value = None
1014 self.ccxt.fetch_ticker.side_effect = [
1015 { "bid": 1, "ask": 3 },
1016 market.ExchangeError("foo"),
1017 { "bid": 10, "ask": 40 },
1018 market.ExchangeError("foo"),
1019 market.ExchangeError("foo"),
1020 ]
1021
1022 m = market.Market(self.ccxt)
1023
1024 ticker = m.get_ticker("ETH", "ETC")
1025 self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
1026 self.assertEqual(1, ticker["bid"])
1027 self.assertEqual(3, ticker["ask"])
1028 self.assertEqual(2, ticker["average"])
1029 self.assertFalse(ticker["inverted"])
1030
1031 ticker = m.get_ticker("ETH", "XVG")
1032 self.assertEqual(0.0625, ticker["average"])
1033 self.assertTrue(ticker["inverted"])
1034 self.assertIn("original", ticker)
1035 self.assertEqual(10, ticker["original"]["bid"])
7192b2e1 1036 self.assertEqual(25, ticker["original"]["average"])
aca4d437
IB		 1037
1038 ticker = m.get_ticker("XVG", "XMR")
1039 self.assertIsNone(ticker)
f2da6589 1040
6ca5a1ec 1041 def test_fetch_fees(self):
f86ee140
IB		 1042 m = market.Market(self.ccxt)
1043 self.ccxt.fetch_fees.return_value = "Foo"
1044 self.assertEqual("Foo", m.fetch_fees())
1045 self.ccxt.fetch_fees.assert_called_once()
1046 self.ccxt.reset_mock()
1047 self.assertEqual("Foo", m.fetch_fees())
1048 self.ccxt.fetch_fees.assert_not_called()
f2da6589 1049
350ed24d 1050 @mock.patch.object(portfolio.Portfolio, "repartition")
f86ee140
IB		 1051 @mock.patch.object(market.Market, "get_ticker")
1052 @mock.patch.object(market.TradeStore, "compute_trades")
1053 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
f2da6589 1054 repartition.return_value = {
350ed24d
IB		 1055 "XEM": (D("0.75"), "long"),
1056 "BTC": (D("0.25"), "long"),
f2da6589 1057 }
f86ee140 1058 def _get_ticker(c1, c2):
deb8924c
IB		 1059 if c1 == "USDT" and c2 == "BTC":
1060 return { "average": D("0.0001") }
1061 if c1 == "XVG" and c2 == "BTC":
1062 return { "average": D("0.000001") }
1063 if c1 == "XEM" and c2 == "BTC":
1064 return { "average": D("0.001") }
a9950fd0 1065 self.fail("Should be called with {}, {}".format(c1, c2))
deb8924c
IB		 1066 get_ticker.side_effect = _get_ticker
1067
f86ee140
IB		 1068 with mock.patch("market.ReportStore"):
1069 m = market.Market(self.ccxt)
1070 self.ccxt.fetch_all_balances.return_value = {
1071 "USDT": {
1072 "exchange_free": D("10000.0"),
1073 "exchange_used": D("0.0"),
1074 "exchange_total": D("10000.0"),
1075 "total": D("10000.0")
1076 },
1077 "XVG": {
1078 "exchange_free": D("10000.0"),
1079 "exchange_used": D("0.0"),
1080 "exchange_total": D("10000.0"),
1081 "total": D("10000.0")
1082 },
1083 }
18167a3c 1084
f86ee140 1085 m.balances.fetch_balances(tag="tag")
f2da6589 1086
f86ee140
IB		 1087 m.prepare_trades()
1088 compute_trades.assert_called()
1089
1090 call = compute_trades.call_args
1091 self.assertEqual(1, call[0][0]["USDT"].value)
1092 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
1093 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
1094 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
7bd830a8
IB		 1095 m.report.log_stage.assert_called_once_with("prepare_trades",
1096 base_currency='BTC', compute_value='average',
9db7d156 1097 liquidity='medium', only=None, repartition=None)
f86ee140 1098 m.report.log_balances.assert_called_once_with(tag="tag")
c51687d2 1099
a9950fd0 1100
1aa7d4fa 1101 @mock.patch.object(portfolio.time, "sleep")
f86ee140 1102 @mock.patch.object(market.TradeStore, "all_orders")
1aa7d4fa 1103 def test_follow_orders(self, all_orders, time_mock):
3d0247f9
IB		 1104 for debug, sleep in [
1105 (False, None), (True, None),
1106 (False, 12), (True, 12)]:
1107 with self.subTest(sleep=sleep, debug=debug), \
f86ee140
IB		 1108 mock.patch("market.ReportStore"):
1109 m = market.Market(self.ccxt, debug=debug)
1110
1aa7d4fa
IB		 1111 order_mock1 = mock.Mock()
1112 order_mock2 = mock.Mock()
1113 order_mock3 = mock.Mock()
1114 all_orders.side_effect = [
1115 [order_mock1, order_mock2],
1116 [order_mock1, order_mock2],
1117
1118 [order_mock1, order_mock3],
1119 [order_mock1, order_mock3],
1120
1121 [order_mock1, order_mock3],
1122 [order_mock1, order_mock3],
1123
1124 []
1125 ]
1126
1127 order_mock1.get_status.side_effect = ["open", "open", "closed"]
1128 order_mock2.get_status.side_effect = ["open"]
1129 order_mock3.get_status.side_effect = ["open", "closed"]
1130
1131 order_mock1.trade = mock.Mock()
1132 order_mock2.trade = mock.Mock()
1133 order_mock3.trade = mock.Mock()
1134
f86ee140 1135 m.follow_orders(sleep=sleep)
1aa7d4fa
IB		 1136
1137 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
1138 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
1139 self.assertEqual(2, order_mock1.trade.update_order.call_count)
1140 self.assertEqual(3, order_mock1.get_status.call_count)
1141
1142 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
1143 self.assertEqual(1, order_mock2.trade.update_order.call_count)
1144 self.assertEqual(1, order_mock2.get_status.call_count)
1145
1146 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
1147 self.assertEqual(1, order_mock3.trade.update_order.call_count)
1148 self.assertEqual(2, order_mock3.get_status.call_count)
f86ee140 1149 m.report.log_stage.assert_called()
3d0247f9
IB		 1150 calls = [
1151 mock.call("follow_orders_begin"),
1152 mock.call("follow_orders_tick_1"),
1153 mock.call("follow_orders_tick_2"),
1154 mock.call("follow_orders_tick_3"),
1155 mock.call("follow_orders_end"),
1156 ]
f86ee140
IB		 1157 m.report.log_stage.assert_has_calls(calls)
1158 m.report.log_orders.assert_called()
1159 self.assertEqual(3, m.report.log_orders.call_count)
3d0247f9
IB		 1160 calls = [
1161 mock.call([order_mock1, order_mock2], tick=1),
1162 mock.call([order_mock1, order_mock3], tick=2),
1163 mock.call([order_mock1, order_mock3], tick=3),
1164 ]
f86ee140 1165 m.report.log_orders.assert_has_calls(calls)
3d0247f9
IB		 1166 calls = [
1167 mock.call(order_mock1, 3, finished=True),
1168 mock.call(order_mock3, 3, finished=True),
1169 ]
f86ee140 1170 m.report.log_order.assert_has_calls(calls)
1aa7d4fa
IB		 1171
1172 if sleep is None:
1173 if debug:
f86ee140 1174 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
1aa7d4fa
IB		 1175 time_mock.assert_called_with(7)
1176 else:
1177 time_mock.assert_called_with(30)
1178 else:
1179 time_mock.assert_called_with(sleep)
1180
f86ee140 1181 @mock.patch.object(market.BalanceStore, "fetch_balances")
5a72ded7
IB		 1182 def test_move_balance(self, fetch_balances):
1183 for debug in [True, False]:
1184 with self.subTest(debug=debug),\
f86ee140
IB		 1185 mock.patch("market.ReportStore"):
1186 m = market.Market(self.ccxt, debug=debug)
1187
5a72ded7
IB		 1188 value_from = portfolio.Amount("BTC", "1.0")
1189 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1190 value_to = portfolio.Amount("BTC", "10.0")
f86ee140 1191 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
5a72ded7
IB		 1192
1193 value_from = portfolio.Amount("BTC", "0.0")
1194 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1195 value_to = portfolio.Amount("BTC", "-3.0")
f86ee140 1196 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
5a72ded7
IB		 1197
1198 value_from = portfolio.Amount("USDT", "0.0")
1199 value_from.linked_to = portfolio.Amount("XVG", "0.0")
1200 value_to = portfolio.Amount("USDT", "-50.0")
f86ee140 1201 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
5a72ded7 1202
f86ee140 1203 m.trades.all = [trade1, trade2, trade3]
aca4d437
IB		 1204 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1205 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
1206 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
f86ee140 1207 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
5a72ded7 1208
f86ee140 1209 m.move_balances()
5a72ded7 1210
f86ee140
IB		 1211 fetch_balances.assert_called_with()
1212 m.report.log_move_balances.assert_called_once()
3d0247f9 1213
5a72ded7 1214 if debug:
f86ee140
IB		 1215 m.report.log_debug_action.assert_called()
1216 self.assertEqual(3, m.report.log_debug_action.call_count)
5a72ded7 1217 else:
f86ee140 1218 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
aca4d437
IB		 1219 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
1220 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
1f117ac7
IB		 1221
1222 def test_store_report(self):
1223
1224 file_open = mock.mock_open()
1225 with self.subTest(file=None), mock.patch("market.open", file_open):
1226 m = market.Market(self.ccxt, user_id=1)
1227 m.store_report()
1228 file_open.assert_not_called()
1229
1230 file_open = mock.mock_open()
1231 m = market.Market(self.ccxt, report_path="present", user_id=1)
1232 with self.subTest(file="present"),\
1233 mock.patch("market.open", file_open),\
1234 mock.patch.object(m, "report") as report,\
1235 mock.patch.object(market, "datetime") as time_mock:
1236
1237 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1238 report.to_json.return_value = "json_content"
1239
1240 m.store_report()
1241
1242 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1243 file_open().write.assert_called_once_with("json_content")
1244 m.report.to_json.assert_called_once_with()
1245
1246 m = market.Market(self.ccxt, report_path="error", user_id=1)
1247 with self.subTest(file="error"),\
1248 mock.patch("market.open") as file_open,\
1249 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1250 file_open.side_effect = FileNotFoundError
1251
1252 m.store_report()
1253
1254 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
1255
1256 def test_print_orders(self):
1257 m = market.Market(self.ccxt)
1258 with mock.patch.object(m.report, "log_stage") as log_stage,\
1259 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1260 mock.patch.object(m, "prepare_trades") as prepare_trades,\
1261 mock.patch.object(m.trades, "prepare_orders") as prepare_orders:
1262 m.print_orders()
1263
1264 log_stage.assert_called_with("print_orders")
1265 fetch_balances.assert_called_with(tag="print_orders")
1266 prepare_trades.assert_called_with(base_currency="BTC",
1267 compute_value="average")
1268 prepare_orders.assert_called_with(compute_value="average")
1269
1270 def test_print_balances(self):
1271 m = market.Market(self.ccxt)
1272
1273 with mock.patch.object(m.balances, "in_currency") as in_currency,\
1274 mock.patch.object(m.report, "log_stage") as log_stage,\
1275 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1276 mock.patch.object(m.report, "print_log") as print_log:
1277
1278 in_currency.return_value = {
1279 "BTC": portfolio.Amount("BTC", "0.65"),
1280 "ETH": portfolio.Amount("BTC", "0.3"),
1281 }
1282
1283 m.print_balances()
1284
1285 log_stage.assert_called_once_with("print_balances")
1286 fetch_balances.assert_called_with()
1287 print_log.assert_has_calls([
1288 mock.call("total:"),
1289 mock.call(portfolio.Amount("BTC", "0.95")),
1290 ])
1291
1292 @mock.patch("market.Processor.process")
1293 @mock.patch("market.ReportStore.log_error")
1294 @mock.patch("market.Market.store_report")
1295 def test_process(self, store_report, log_error, process):
1296 m = market.Market(self.ccxt)
1297 with self.subTest(before=False, after=False):
1298 m.process(None)
1299
1300 process.assert_not_called()
1301 store_report.assert_called_once()
1302 log_error.assert_not_called()
1303
1304 process.reset_mock()
1305 log_error.reset_mock()
1306 store_report.reset_mock()
1307 with self.subTest(before=True, after=False):
1308 m.process(None, before=True)
1309
1310 process.assert_called_once_with("sell_all", steps="before")
1311 store_report.assert_called_once()
1312 log_error.assert_not_called()
1313
1314 process.reset_mock()
1315 log_error.reset_mock()
1316 store_report.reset_mock()
1317 with self.subTest(before=False, after=True):
1318 m.process(None, after=True)
1319
1320 process.assert_called_once_with("sell_all", steps="after")
1321 store_report.assert_called_once()
1322 log_error.assert_not_called()
1323
1324 process.reset_mock()
1325 log_error.reset_mock()
1326 store_report.reset_mock()
1327 with self.subTest(before=True, after=True):
1328 m.process(None, before=True, after=True)
1329
1330 process.assert_has_calls([
1331 mock.call("sell_all", steps="before"),
1332 mock.call("sell_all", steps="after"),
1333 ])
1334 store_report.assert_called_once()
1335 log_error.assert_not_called()
1336
1337 process.reset_mock()
1338 log_error.reset_mock()
1339 store_report.reset_mock()
1340 with self.subTest(action="print_balances"),\
1341 mock.patch.object(m, "print_balances") as print_balances:
1342 m.process(["print_balances"])
1343
1344 process.assert_not_called()
1345 log_error.assert_not_called()
1346 store_report.assert_called_once()
1347 print_balances.assert_called_once_with()
1348
1349 log_error.reset_mock()
1350 store_report.reset_mock()
1351 with self.subTest(action="print_orders"),\
1352 mock.patch.object(m, "print_orders") as print_orders,\
1353 mock.patch.object(m, "print_balances") as print_balances:
1354 m.process(["print_orders", "print_balances"])
1355
1356 process.assert_not_called()
1357 log_error.assert_not_called()
1358 store_report.assert_called_once()
1359 print_orders.assert_called_once_with()
1360 print_balances.assert_called_once_with()
1361
1362 log_error.reset_mock()
1363 store_report.reset_mock()
1364 with self.subTest(action="unknown"):
1365 m.process(["unknown"])
1366 log_error.assert_called_once_with("market_process", message="Unknown action unknown")
1367 store_report.assert_called_once()
1368
1369 log_error.reset_mock()
1370 store_report.reset_mock()
1371 with self.subTest(unhandled_exception=True):
1372 process.side_effect = Exception("bouh")
1373
1374 m.process(None, before=True)
1375 log_error.assert_called_with("market_process", exception=mock.ANY)
1376 store_report.assert_called_once()
1377
1aa7d4fa 1378@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 1379class TradeStoreTest(WebMockTestCase):
f86ee140
IB		 1380 def test_compute_trades(self):
1381 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
1aa7d4fa
IB		 1382
1383 values_in_base = {
1384 "XMR": portfolio.Amount("BTC", D("0.9")),
1385 "DASH": portfolio.Amount("BTC", D("0.4")),
1386 "XVG": portfolio.Amount("BTC", D("-0.5")),
1387 "BTC": portfolio.Amount("BTC", D("0.5")),
1388 }
1389 new_repartition = {
1390 "DASH": portfolio.Amount("BTC", D("0.5")),
1391 "XVG": portfolio.Amount("BTC", D("0.1")),
1392 "BTC": portfolio.Amount("BTC", D("0.4")),
1393 "ETH": portfolio.Amount("BTC", D("0.3")),
1394 }
3d0247f9
IB		 1395 side_effect = [
1396 (True, 1),
1397 (False, 2),
1398 (False, 3),
1399 (True, 4),
1400 (True, 5)
1401 ]
1aa7d4fa 1402
f86ee140
IB		 1403 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
1404 trade_store = market.TradeStore(self.m)
1405 trade_if_matching.side_effect = side_effect
1aa7d4fa 1406
f86ee140
IB		 1407 trade_store.compute_trades(values_in_base,
1408 new_repartition, only="only")
1409
1410 self.assertEqual(5, trade_if_matching.call_count)
1411 self.assertEqual(3, len(trade_store.all))
1412 self.assertEqual([1, 4, 5], trade_store.all)
1413 self.m.report.log_trades.assert_called_with(side_effect, "only")
1aa7d4fa 1414
3d0247f9 1415 def test_trade_if_matching(self):
f86ee140
IB		 1416
1417 with self.subTest(only="nope"):
1418 trade_store = market.TradeStore(self.m)
1419 result = trade_store.trade_if_matching(
1420 portfolio.Amount("BTC", D("0")),
1421 portfolio.Amount("BTC", D("0.3")),
1422 "ETH", only="nope")
1423 self.assertEqual(False, result[0])
1424 self.assertIsInstance(result[1], portfolio.Trade)
1425
1426 with self.subTest(only=None):
1427 trade_store = market.TradeStore(self.m)
1428 result = trade_store.trade_if_matching(
1429 portfolio.Amount("BTC", D("0")),
1430 portfolio.Amount("BTC", D("0.3")),
1431 "ETH", only=None)
1432 self.assertEqual(True, result[0])
1433
1434 with self.subTest(only="acquire"):
1435 trade_store = market.TradeStore(self.m)
1436 result = trade_store.trade_if_matching(
1437 portfolio.Amount("BTC", D("0")),
1438 portfolio.Amount("BTC", D("0.3")),
1439 "ETH", only="acquire")
1440 self.assertEqual(True, result[0])
1441
1442 with self.subTest(only="dispose"):
1443 trade_store = market.TradeStore(self.m)
1444 result = trade_store.trade_if_matching(
1445 portfolio.Amount("BTC", D("0")),
1446 portfolio.Amount("BTC", D("0.3")),
1447 "ETH", only="dispose")
1448 self.assertEqual(False, result[0])
1449
1450 def test_prepare_orders(self):
1451 trade_store = market.TradeStore(self.m)
1452
6ca5a1ec
IB		 1453 trade_mock1 = mock.Mock()
1454 trade_mock2 = mock.Mock()
aca4d437 1455 trade_mock3 = mock.Mock()
cfab619d 1456
3d0247f9
IB		 1457 trade_mock1.prepare_order.return_value = 1
1458 trade_mock2.prepare_order.return_value = 2
aca4d437
IB		 1459 trade_mock3.prepare_order.return_value = 3
1460
17598517
IB		 1461 trade_mock1.pending = True
1462 trade_mock2.pending = True
1463 trade_mock3.pending = False
3d0247f9 1464
f86ee140
IB		 1465 trade_store.all.append(trade_mock1)
1466 trade_store.all.append(trade_mock2)
aca4d437 1467 trade_store.all.append(trade_mock3)
6ca5a1ec 1468
f86ee140 1469 trade_store.prepare_orders()
6ca5a1ec
IB		 1470 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1471 trade_mock2.prepare_order.assert_called_with(compute_value="default")
aca4d437 1472 trade_mock3.prepare_order.assert_not_called()
f86ee140 1473 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
3d0247f9 1474
f86ee140 1475 self.m.report.log_orders.reset_mock()
6ca5a1ec 1476
f86ee140 1477 trade_store.prepare_orders(compute_value="bla")
6ca5a1ec
IB		 1478 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1479 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
f86ee140 1480 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
6ca5a1ec
IB		 1481
1482 trade_mock1.prepare_order.reset_mock()
1483 trade_mock2.prepare_order.reset_mock()
f86ee140 1484 self.m.report.log_orders.reset_mock()
6ca5a1ec
IB		 1485
1486 trade_mock1.action = "foo"
1487 trade_mock2.action = "bar"
f86ee140 1488 trade_store.prepare_orders(only="bar")
6ca5a1ec
IB		 1489 trade_mock1.prepare_order.assert_not_called()
1490 trade_mock2.prepare_order.assert_called_with(compute_value="default")
f86ee140 1491 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
6ca5a1ec
IB		 1492
1493 def test_print_all_with_order(self):
1494 trade_mock1 = mock.Mock()
1495 trade_mock2 = mock.Mock()
1496 trade_mock3 = mock.Mock()
f86ee140
IB		 1497 trade_store = market.TradeStore(self.m)
1498 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
6ca5a1ec 1499
f86ee140 1500 trade_store.print_all_with_order()
6ca5a1ec
IB		 1501
1502 trade_mock1.print_with_order.assert_called()
1503 trade_mock2.print_with_order.assert_called()
1504 trade_mock3.print_with_order.assert_called()
1505
f86ee140
IB		 1506 def test_run_orders(self):
1507 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1508 order_mock1 = mock.Mock()
1509 order_mock2 = mock.Mock()
1510 order_mock3 = mock.Mock()
1511 trade_store = market.TradeStore(self.m)
1512
1513 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1514
1515 trade_store.run_orders()
1516
1517 all_orders.assert_called_with(state="pending")
6ca5a1ec
IB		 1518
1519 order_mock1.run.assert_called()
1520 order_mock2.run.assert_called()
1521 order_mock3.run.assert_called()
1522
f86ee140
IB		 1523 self.m.report.log_stage.assert_called_with("run_orders")
1524 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
3d0247f9
IB		 1525 order_mock3])
1526
6ca5a1ec
IB		 1527 def test_all_orders(self):
1528 trade_mock1 = mock.Mock()
1529 trade_mock2 = mock.Mock()
1530
1531 order_mock1 = mock.Mock()
1532 order_mock2 = mock.Mock()
1533 order_mock3 = mock.Mock()
1534
1535 trade_mock1.orders = [order_mock1, order_mock2]
1536 trade_mock2.orders = [order_mock3]
1537
1538 order_mock1.status = "pending"
1539 order_mock2.status = "open"
1540 order_mock3.status = "open"
1541
f86ee140
IB		 1542 trade_store = market.TradeStore(self.m)
1543 trade_store.all.append(trade_mock1)
1544 trade_store.all.append(trade_mock2)
6ca5a1ec 1545
f86ee140 1546 orders = trade_store.all_orders()
6ca5a1ec
IB		 1547 self.assertEqual(3, len(orders))
1548
f86ee140 1549 open_orders = trade_store.all_orders(state="open")
6ca5a1ec
IB		 1550 self.assertEqual(2, len(open_orders))
1551 self.assertEqual([order_mock2, order_mock3], open_orders)
1552
f86ee140
IB		 1553 def test_update_all_orders_status(self):
1554 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1555 order_mock1 = mock.Mock()
1556 order_mock2 = mock.Mock()
1557 order_mock3 = mock.Mock()
1558
1559 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1560
1561 trade_store = market.TradeStore(self.m)
1562
1563 trade_store.update_all_orders_status()
1564 all_orders.assert_called_with(state="open")
6ca5a1ec 1565
f86ee140
IB		 1566 order_mock1.get_status.assert_called()
1567 order_mock2.get_status.assert_called()
1568 order_mock3.get_status.assert_called()
6ca5a1ec 1569
17598517
IB		 1570 def test_close_trades(self):
1571 trade_mock1 = mock.Mock()
1572 trade_mock2 = mock.Mock()
1573 trade_mock3 = mock.Mock()
1574
1575 trade_store = market.TradeStore(self.m)
1576
1577 trade_store.all.append(trade_mock1)
1578 trade_store.all.append(trade_mock2)
1579 trade_store.all.append(trade_mock3)
1580
1581 trade_store.close_trades()
1582
1583 trade_mock1.close.assert_called_once_with()
1584 trade_mock2.close.assert_called_once_with()
1585 trade_mock3.close.assert_called_once_with()
1586
aca4d437
IB		 1587 def test_pending(self):
1588 trade_mock1 = mock.Mock()
17598517 1589 trade_mock1.pending = True
aca4d437 1590 trade_mock2 = mock.Mock()
17598517 1591 trade_mock2.pending = True
aca4d437 1592 trade_mock3 = mock.Mock()
17598517 1593 trade_mock3.pending = False
aca4d437
IB		 1594
1595 trade_store = market.TradeStore(self.m)
1596
1597 trade_store.all.append(trade_mock1)
1598 trade_store.all.append(trade_mock2)
1599 trade_store.all.append(trade_mock3)
1600
1601 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
3d0247f9 1602
1aa7d4fa 1603@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec
IB		 1604class BalanceStoreTest(WebMockTestCase):
1605 def setUp(self):
1606 super(BalanceStoreTest, self).setUp()
1607
1608 self.fetch_balance = {
1609 "ETC": {
1610 "exchange_free": 0,
1611 "exchange_used": 0,
1612 "exchange_total": 0,
1613 "margin_total": 0,
1614 },
1615 "USDT": {
1616 "exchange_free": D("6.0"),
1617 "exchange_used": D("1.2"),
1618 "exchange_total": D("7.2"),
1619 "margin_total": 0,
1620 },
1621 "XVG": {
1622 "exchange_free": 16,
1623 "exchange_used": 0,
1624 "exchange_total": 16,
1625 "margin_total": 0,
1626 },
1627 "XMR": {
1628 "exchange_free": 0,
1629 "exchange_used": 0,
1630 "exchange_total": 0,
1631 "margin_total": D("-1.0"),
1632 "margin_free": 0,
1633 },
1634 }
1635
f86ee140
IB		 1636 def test_in_currency(self):
1637 self.m.get_ticker.return_value = {
1638 "bid": D("0.09"),
1639 "ask": D("0.11"),
1640 "average": D("0.1"),
1641 }
1642
1643 balance_store = market.BalanceStore(self.m)
1644 balance_store.all = {
6ca5a1ec
IB		 1645 "BTC": portfolio.Balance("BTC", {
1646 "total": "0.65",
1647 "exchange_total":"0.65",
1648 "exchange_free": "0.35",
1649 "exchange_used": "0.30"}),
1650 "ETH": portfolio.Balance("ETH", {
1651 "total": 3,
1652 "exchange_total": 3,
1653 "exchange_free": 3,
1654 "exchange_used": 0}),
1655 }
cfab619d 1656
f86ee140 1657 amounts = balance_store.in_currency("BTC")
6ca5a1ec
IB		 1658 self.assertEqual("BTC", amounts["ETH"].currency)
1659 self.assertEqual(D("0.65"), amounts["BTC"].value)
1660 self.assertEqual(D("0.30"), amounts["ETH"].value)
f86ee140 1661 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1662 "average", "total")
f86ee140 1663 self.m.report.log_tickers.reset_mock()
cfab619d 1664
f86ee140 1665 amounts = balance_store.in_currency("BTC", compute_value="bid")
6ca5a1ec
IB		 1666 self.assertEqual(D("0.65"), amounts["BTC"].value)
1667 self.assertEqual(D("0.27"), amounts["ETH"].value)
f86ee140 1668 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1669 "bid", "total")
f86ee140 1670 self.m.report.log_tickers.reset_mock()
cfab619d 1671
f86ee140 1672 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
6ca5a1ec
IB		 1673 self.assertEqual(D("0.30"), amounts["BTC"].value)
1674 self.assertEqual(0, amounts["ETH"].value)
f86ee140 1675 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1676 "bid", "exchange_used")
f86ee140 1677 self.m.report.log_tickers.reset_mock()
cfab619d 1678
f86ee140
IB		 1679 def test_fetch_balances(self):
1680 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
cfab619d 1681
f86ee140 1682 balance_store = market.BalanceStore(self.m)
cfab619d 1683
f86ee140
IB		 1684 balance_store.fetch_balances()
1685 self.assertNotIn("ETC", balance_store.currencies())
1686 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
1687
1688 balance_store.all["ETC"] = portfolio.Balance("ETC", {
6ca5a1ec
IB		 1689 "exchange_total": "1", "exchange_free": "0",
1690 "exchange_used": "1" })
f86ee140
IB		 1691 balance_store.fetch_balances(tag="foo")
1692 self.assertEqual(0, balance_store.all["ETC"].total)
1693 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
1694 self.m.report.log_balances.assert_called_with(tag="foo")
cfab619d 1695
6ca5a1ec 1696 @mock.patch.object(portfolio.Portfolio, "repartition")
f86ee140
IB		 1697 def test_dispatch_assets(self, repartition):
1698 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1699
1700 balance_store = market.BalanceStore(self.m)
1701 balance_store.fetch_balances()
6ca5a1ec 1702
f86ee140 1703 self.assertNotIn("XEM", balance_store.currencies())
6ca5a1ec 1704
3d0247f9 1705 repartition_hash = {
6ca5a1ec
IB		 1706 "XEM": (D("0.75"), "long"),
1707 "BTC": (D("0.26"), "long"),
1aa7d4fa 1708 "DASH": (D("0.10"), "short"),
6ca5a1ec 1709 }
3d0247f9 1710 repartition.return_value = repartition_hash
6ca5a1ec 1711
f86ee140
IB		 1712 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1713 repartition.assert_called_with(self.m, liquidity="medium")
1714 self.assertIn("XEM", balance_store.currencies())
6ca5a1ec
IB		 1715 self.assertEqual(D("2.6"), amounts["BTC"].value)
1716 self.assertEqual(D("7.5"), amounts["XEM"].value)
1aa7d4fa 1717 self.assertEqual(D("-1.0"), amounts["DASH"].value)
f86ee140
IB		 1718 self.m.report.log_balances.assert_called_with(tag=None)
1719 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
3d0247f9 1720 "11.1"), amounts, "medium", repartition_hash)
6ca5a1ec
IB		 1721
1722 def test_currencies(self):
f86ee140
IB		 1723 balance_store = market.BalanceStore(self.m)
1724
1725 balance_store.all = {
6ca5a1ec
IB		 1726 "BTC": portfolio.Balance("BTC", {
1727 "total": "0.65",
1728 "exchange_total":"0.65",
1729 "exchange_free": "0.35",
1730 "exchange_used": "0.30"}),
1731 "ETH": portfolio.Balance("ETH", {
1732 "total": 3,
1733 "exchange_total": 3,
1734 "exchange_free": 3,
1735 "exchange_used": 0}),
1736 }
f86ee140 1737 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
6ca5a1ec 1738
3d0247f9
IB		 1739 def test_as_json(self):
1740 balance_mock1 = mock.Mock()
1741 balance_mock1.as_json.return_value = 1
1742
1743 balance_mock2 = mock.Mock()
1744 balance_mock2.as_json.return_value = 2
1745
f86ee140
IB		 1746 balance_store = market.BalanceStore(self.m)
1747 balance_store.all = {
3d0247f9
IB		 1748 "BTC": balance_mock1,
1749 "ETH": balance_mock2,
1750 }
1751
f86ee140 1752 as_json = balance_store.as_json()
3d0247f9
IB		 1753 self.assertEqual(1, as_json["BTC"])
1754 self.assertEqual(2, as_json["ETH"])
1755
1756
1aa7d4fa 1757@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec
IB		 1758class ComputationTest(WebMockTestCase):
1759 def test_compute_value(self):
1760 compute = mock.Mock()
1761 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1762 compute.assert_called_with("foo", "ask")
1763
1764 compute.reset_mock()
1765 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1766 compute.assert_called_with("foo", "bid")
1767
1768 compute.reset_mock()
1769 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1770 compute.assert_called_with("foo", "ask")
1771
1772 compute.reset_mock()
1773 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1774 compute.assert_called_with("foo", "bid")
1775
1776 compute.reset_mock()
1777 portfolio.Computation.computations["test"] = compute
1778 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1779 compute.assert_called_with("foo", "bid")
1780
1781
1aa7d4fa 1782@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 1783class TradeTest(WebMockTestCase):
cfab619d 1784
cfab619d 1785 def test_values_assertion(self):
c51687d2
IB		 1786 value_from = portfolio.Amount("BTC", "1.0")
1787 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1788 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1789 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
66c8b3dd
IB		 1790 self.assertEqual("BTC", trade.base_currency)
1791 self.assertEqual("ETH", trade.currency)
f86ee140 1792 self.assertEqual(self.m, trade.market)
66c8b3dd
IB		 1793
1794 with self.assertRaises(AssertionError):
aca4d437 1795 portfolio.Trade(value_from, -value_to, "ETH", self.m)
66c8b3dd 1796 with self.assertRaises(AssertionError):
aca4d437 1797 portfolio.Trade(value_from, value_to, "ETC", self.m)
66c8b3dd
IB		 1798 with self.assertRaises(AssertionError):
1799 value_from.currency = "ETH"
f86ee140 1800 portfolio.Trade(value_from, value_to, "ETH", self.m)
aca4d437
IB		 1801 value_from.currency = "BTC"
1802 with self.assertRaises(AssertionError):
1803 value_from2 = portfolio.Amount("BTC", "1.0")
1804 portfolio.Trade(value_from2, value_to, "ETH", self.m)
cfab619d 1805
c51687d2 1806 value_from = portfolio.Amount("BTC", 0)
f86ee140 1807 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1808 self.assertEqual(0, trade.value_from.linked_to)
cfab619d 1809
cfab619d 1810 def test_action(self):
c51687d2
IB		 1811 value_from = portfolio.Amount("BTC", "1.0")
1812 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1813 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1814 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
cfab619d 1815
c51687d2
IB		 1816 self.assertIsNone(trade.action)
1817
1818 value_from = portfolio.Amount("BTC", "1.0")
1819 value_from.linked_to = portfolio.Amount("BTC", "1.0")
1aa7d4fa 1820 value_to = portfolio.Amount("BTC", "2.0")
f86ee140 1821 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
c51687d2
IB		 1822
1823 self.assertIsNone(trade.action)
1824
1825 value_from = portfolio.Amount("BTC", "0.5")
1826 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1827 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1828 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1829
1830 self.assertEqual("acquire", trade.action)
1831
1832 value_from = portfolio.Amount("BTC", "0")
1833 value_from.linked_to = portfolio.Amount("ETH", "0")
1834 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1835 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1836
5a72ded7 1837 self.assertEqual("acquire", trade.action)
cfab619d 1838
cfab619d 1839 def test_order_action(self):
c51687d2
IB		 1840 value_from = portfolio.Amount("BTC", "0.5")
1841 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1842 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1843 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1844
1845 self.assertEqual("buy", trade.order_action(False))
1846 self.assertEqual("sell", trade.order_action(True))
1847
1848 value_from = portfolio.Amount("BTC", "0")
1849 value_from.linked_to = portfolio.Amount("ETH", "0")
1850 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1851 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1852
1853 self.assertEqual("sell", trade.order_action(False))
1854 self.assertEqual("buy", trade.order_action(True))
1855
1856 def test_trade_type(self):
1857 value_from = portfolio.Amount("BTC", "0.5")
1858 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1859 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1860 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1861
1862 self.assertEqual("long", trade.trade_type)
1863
1864 value_from = portfolio.Amount("BTC", "0")
1865 value_from.linked_to = portfolio.Amount("ETH", "0")
1866 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1867 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1868
1869 self.assertEqual("short", trade.trade_type)
1870
aca4d437
IB		 1871 def test_is_fullfiled(self):
1872 value_from = portfolio.Amount("BTC", "0.5")
1873 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1874 value_to = portfolio.Amount("BTC", "1.0")
1875 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1876
1877 order1 = mock.Mock()
1878 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
1879
1880 order2 = mock.Mock()
1881 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
1882 trade.orders.append(order1)
1883 trade.orders.append(order2)
1884
1885 self.assertFalse(trade.is_fullfiled)
1886
1887 order3 = mock.Mock()
1888 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
1889 trade.orders.append(order3)
1890
1891 self.assertTrue(trade.is_fullfiled)
1892
c51687d2
IB		 1893 def test_filled_amount(self):
1894 value_from = portfolio.Amount("BTC", "0.5")
1895 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1896 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1897 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1898
1899 order1 = mock.Mock()
1aa7d4fa 1900 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
c51687d2
IB		 1901
1902 order2 = mock.Mock()
1aa7d4fa 1903 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
c51687d2
IB		 1904 trade.orders.append(order1)
1905 trade.orders.append(order2)
1906
1aa7d4fa
IB		 1907 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1908 order1.filled_amount.assert_called_with(in_base_currency=False)
1909 order2.filled_amount.assert_called_with(in_base_currency=False)
c51687d2 1910
1aa7d4fa
IB		 1911 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1912 order1.filled_amount.assert_called_with(in_base_currency=False)
1913 order2.filled_amount.assert_called_with(in_base_currency=False)
1914
1915 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1916 order1.filled_amount.assert_called_with(in_base_currency=True)
1917 order2.filled_amount.assert_called_with(in_base_currency=True)
1918
1aa7d4fa
IB		 1919 @mock.patch.object(portfolio.Computation, "compute_value")
1920 @mock.patch.object(portfolio.Trade, "filled_amount")
1921 @mock.patch.object(portfolio, "Order")
f86ee140 1922 def test_prepare_order(self, Order, filled_amount, compute_value):
1aa7d4fa
IB		 1923 Order.return_value = "Order"
1924
1925 with self.subTest(desc="Nothing to do"):
1926 value_from = portfolio.Amount("BTC", "10")
1927 value_from.rate = D("0.1")
1928 value_from.linked_to = portfolio.Amount("FOO", "100")
1929 value_to = portfolio.Amount("BTC", "10")
f86ee140 1930 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 1931
1932 trade.prepare_order()
1933
1934 filled_amount.assert_not_called()
1935 compute_value.assert_not_called()
1936 self.assertEqual(0, len(trade.orders))
1937 Order.assert_not_called()
1938
f86ee140
IB		 1939 self.m.get_ticker.return_value = { "inverted": False }
1940 with self.subTest(desc="Already filled"):
1aa7d4fa
IB		 1941 filled_amount.return_value = portfolio.Amount("FOO", "100")
1942 compute_value.return_value = D("0.125")
1943
1944 value_from = portfolio.Amount("BTC", "10")
1945 value_from.rate = D("0.1")
1946 value_from.linked_to = portfolio.Amount("FOO", "100")
1947 value_to = portfolio.Amount("BTC", "0")
f86ee140 1948 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 1949
1950 trade.prepare_order()
1951
1952 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1953 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa 1954 self.assertEqual(0, len(trade.orders))
f86ee140 1955 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
1aa7d4fa
IB		 1956 Order.assert_not_called()
1957
1958 with self.subTest(action="dispose", inverted=False):
1959 filled_amount.return_value = portfolio.Amount("FOO", "60")
1960 compute_value.return_value = D("0.125")
1961
1962 value_from = portfolio.Amount("BTC", "10")
1963 value_from.rate = D("0.1")
1964 value_from.linked_to = portfolio.Amount("FOO", "100")
1965 value_to = portfolio.Amount("BTC", "1")
f86ee140 1966 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 1967
1968 trade.prepare_order()
1969
1970 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1971 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa
IB		 1972 self.assertEqual(1, len(trade.orders))
1973 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
f86ee140 1974 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
IB		 1975 trade, close_if_possible=False)
1976
2033e7fe
IB		 1977 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
1978 filled_amount.return_value = portfolio.Amount("FOO", "60")
1979 compute_value.return_value = D("0.125")
1980
1981 value_from = portfolio.Amount("BTC", "10")
1982 value_from.rate = D("0.1")
1983 value_from.linked_to = portfolio.Amount("FOO", "100")
1984 value_to = portfolio.Amount("BTC", "1")
1985 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1986
1987 trade.prepare_order(close_if_possible=True)
1988
1989 filled_amount.assert_called_with(in_base_currency=False)
1990 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1991 self.assertEqual(1, len(trade.orders))
1992 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1993 D("0.125"), "BTC", "long", self.m,
1994 trade, close_if_possible=True)
1995
1aa7d4fa
IB		 1996 with self.subTest(action="acquire", inverted=False):
1997 filled_amount.return_value = portfolio.Amount("BTC", "3")
1998 compute_value.return_value = D("0.125")
1999
2000 value_from = portfolio.Amount("BTC", "1")
2001 value_from.rate = D("0.1")
2002 value_from.linked_to = portfolio.Amount("FOO", "10")
2003 value_to = portfolio.Amount("BTC", "10")
f86ee140 2004 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 2005
2006 trade.prepare_order()
2007
2008 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 2009 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
1aa7d4fa
IB		 2010 self.assertEqual(1, len(trade.orders))
2011
2012 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
f86ee140 2013 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
IB		 2014 trade, close_if_possible=False)
2015
2016 with self.subTest(close_if_possible=True):
2017 filled_amount.return_value = portfolio.Amount("FOO", "0")
2018 compute_value.return_value = D("0.125")
2019
2020 value_from = portfolio.Amount("BTC", "10")
2021 value_from.rate = D("0.1")
2022 value_from.linked_to = portfolio.Amount("FOO", "100")
2023 value_to = portfolio.Amount("BTC", "0")
f86ee140 2024 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 2025
2026 trade.prepare_order()
2027
2028 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 2029 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa
IB		 2030 self.assertEqual(1, len(trade.orders))
2031 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
f86ee140 2032 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
IB		 2033 trade, close_if_possible=True)
2034
f86ee140 2035 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
1aa7d4fa
IB		 2036 with self.subTest(action="dispose", inverted=True):
2037 filled_amount.return_value = portfolio.Amount("FOO", "300")
2038 compute_value.return_value = D("125")
2039
2040 value_from = portfolio.Amount("BTC", "10")
2041 value_from.rate = D("0.01")
2042 value_from.linked_to = portfolio.Amount("FOO", "1000")
2043 value_to = portfolio.Amount("BTC", "1")
f86ee140 2044 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 2045
2046 trade.prepare_order(compute_value="foo")
2047
2048 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 2049 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
1aa7d4fa
IB		 2050 self.assertEqual(1, len(trade.orders))
2051 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
f86ee140 2052 D("125"), "FOO", "long", self.m,
1aa7d4fa
IB		 2053 trade, close_if_possible=False)
2054
2055 with self.subTest(action="acquire", inverted=True):
2056 filled_amount.return_value = portfolio.Amount("BTC", "4")
2057 compute_value.return_value = D("125")
2058
2059 value_from = portfolio.Amount("BTC", "1")
2060 value_from.rate = D("0.01")
2061 value_from.linked_to = portfolio.Amount("FOO", "100")
2062 value_to = portfolio.Amount("BTC", "10")
f86ee140 2063 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 2064
2065 trade.prepare_order(compute_value="foo")
2066
2067 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 2068 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
1aa7d4fa
IB		 2069 self.assertEqual(1, len(trade.orders))
2070 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
f86ee140 2071 D("125"), "FOO", "long", self.m,
1aa7d4fa
IB		 2072 trade, close_if_possible=False)
2073
2074
2075 @mock.patch.object(portfolio.Trade, "prepare_order")
2076 def test_update_order(self, prepare_order):
2077 order_mock = mock.Mock()
2078 new_order_mock = mock.Mock()
2079
2080 value_from = portfolio.Amount("BTC", "0.5")
2081 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2082 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 2083 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
5a72ded7 2084 prepare_order.return_value = new_order_mock
1aa7d4fa
IB		 2085
2086 for i in [0, 1, 3, 4, 6]:
f86ee140 2087 with self.subTest(tick=i):
1aa7d4fa
IB		 2088 trade.update_order(order_mock, i)
2089 order_mock.cancel.assert_not_called()
2090 new_order_mock.run.assert_not_called()
f86ee140 2091 self.m.report.log_order.assert_called_once_with(order_mock, i,
3d0247f9 2092 update="waiting", compute_value=None, new_order=None)
1aa7d4fa
IB		 2093
2094 order_mock.reset_mock()
2095 new_order_mock.reset_mock()
2096 trade.orders = []
f86ee140
IB		 2097 self.m.report.log_order.reset_mock()
2098
2099 trade.update_order(order_mock, 2)
2100 order_mock.cancel.assert_called()
2101 new_order_mock.run.assert_called()
2102 prepare_order.assert_called()
2103 self.m.report.log_order.assert_called()
2104 self.assertEqual(2, self.m.report.log_order.call_count)
2105 calls = [
2106 mock.call(order_mock, 2, update="adjusting",
aca4d437 2107 compute_value=mock.ANY,
f86ee140
IB		 2108 new_order=new_order_mock),
2109 mock.call(order_mock, 2, new_order=new_order_mock),
2110 ]
2111 self.m.report.log_order.assert_has_calls(calls)
1aa7d4fa
IB		 2112
2113 order_mock.reset_mock()
2114 new_order_mock.reset_mock()
2115 trade.orders = []
f86ee140
IB		 2116 self.m.report.log_order.reset_mock()
2117
2118 trade.update_order(order_mock, 5)
2119 order_mock.cancel.assert_called()
2120 new_order_mock.run.assert_called()
2121 prepare_order.assert_called()
2122 self.assertEqual(2, self.m.report.log_order.call_count)
2123 self.m.report.log_order.assert_called()
2124 calls = [
2125 mock.call(order_mock, 5, update="adjusting",
aca4d437 2126 compute_value=mock.ANY,
f86ee140
IB		 2127 new_order=new_order_mock),
2128 mock.call(order_mock, 5, new_order=new_order_mock),
2129 ]
2130 self.m.report.log_order.assert_has_calls(calls)
1aa7d4fa
IB		 2131
2132 order_mock.reset_mock()
2133 new_order_mock.reset_mock()
2134 trade.orders = []
f86ee140
IB		 2135 self.m.report.log_order.reset_mock()
2136
2137 trade.update_order(order_mock, 7)
2138 order_mock.cancel.assert_called()
2139 new_order_mock.run.assert_called()
2140 prepare_order.assert_called_with(compute_value="default")
2141 self.m.report.log_order.assert_called()
2142 self.assertEqual(2, self.m.report.log_order.call_count)
2143 calls = [
2144 mock.call(order_mock, 7, update="market_fallback",
2145 compute_value='default',
2146 new_order=new_order_mock),
2147 mock.call(order_mock, 7, new_order=new_order_mock),
2148 ]
2149 self.m.report.log_order.assert_has_calls(calls)
1aa7d4fa
IB		 2150
2151 order_mock.reset_mock()
2152 new_order_mock.reset_mock()
2153 trade.orders = []
f86ee140 2154 self.m.report.log_order.reset_mock()
1aa7d4fa
IB		 2155
2156 for i in [10, 13, 16]:
f86ee140 2157 with self.subTest(tick=i):
1aa7d4fa
IB		 2158 trade.update_order(order_mock, i)
2159 order_mock.cancel.assert_called()
2160 new_order_mock.run.assert_called()
2161 prepare_order.assert_called_with(compute_value="default")
f86ee140
IB		 2162 self.m.report.log_order.assert_called()
2163 self.assertEqual(2, self.m.report.log_order.call_count)
3d0247f9
IB		 2164 calls = [
2165 mock.call(order_mock, i, update="market_adjust",
2166 compute_value='default',
2167 new_order=new_order_mock),
2168 mock.call(order_mock, i, new_order=new_order_mock),
2169 ]
f86ee140 2170 self.m.report.log_order.assert_has_calls(calls)
1aa7d4fa
IB		 2171
2172 order_mock.reset_mock()
2173 new_order_mock.reset_mock()
2174 trade.orders = []
f86ee140 2175 self.m.report.log_order.reset_mock()
1aa7d4fa
IB		 2176
2177 for i in [8, 9, 11, 12]:
f86ee140 2178 with self.subTest(tick=i):
1aa7d4fa
IB		 2179 trade.update_order(order_mock, i)
2180 order_mock.cancel.assert_not_called()
2181 new_order_mock.run.assert_not_called()
f86ee140 2182 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
3d0247f9 2183 compute_value=None, new_order=None)
1aa7d4fa
IB		 2184
2185 order_mock.reset_mock()
2186 new_order_mock.reset_mock()
2187 trade.orders = []
f86ee140 2188 self.m.report.log_order.reset_mock()
cfab619d 2189
cfab619d 2190
f86ee140 2191 def test_print_with_order(self):
c51687d2
IB		 2192 value_from = portfolio.Amount("BTC", "0.5")
2193 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2194 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 2195 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 2196
2197 order_mock1 = mock.Mock()
2198 order_mock1.__repr__ = mock.Mock()
2199 order_mock1.__repr__.return_value = "Mock 1"
2200 order_mock2 = mock.Mock()
2201 order_mock2.__repr__ = mock.Mock()
2202 order_mock2.__repr__.return_value = "Mock 2"
c31df868
IB		 2203 order_mock1.mouvements = []
2204 mouvement_mock1 = mock.Mock()
2205 mouvement_mock1.__repr__ = mock.Mock()
2206 mouvement_mock1.__repr__.return_value = "Mouvement 1"
2207 mouvement_mock2 = mock.Mock()
2208 mouvement_mock2.__repr__ = mock.Mock()
2209 mouvement_mock2.__repr__.return_value = "Mouvement 2"
2210 order_mock2.mouvements = [
2211 mouvement_mock1, mouvement_mock2
2212 ]
c51687d2
IB		 2213 trade.orders.append(order_mock1)
2214 trade.orders.append(order_mock2)
2215
f9226903
IB		 2216 with mock.patch.object(trade, "filled_amount") as filled:
2217 filled.return_value = portfolio.Amount("BTC", "0.1")
c51687d2 2218
f9226903
IB		 2219 trade.print_with_order()
2220
2221 self.m.report.print_log.assert_called()
2222 calls = self.m.report.print_log.mock_calls
2223 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
2224 self.assertEqual("\tMock 1", str(calls[1][1][0]))
2225 self.assertEqual("\tMock 2", str(calls[2][1][0]))
2226 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
2227 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
2228
2229 self.m.report.print_log.reset_mock()
2230
2231 filled.return_value = portfolio.Amount("BTC", "0.5")
2232 trade.print_with_order()
2233 calls = self.m.report.print_log.mock_calls
2234 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0]))
2235
2236 self.m.report.print_log.reset_mock()
2237
2238 filled.return_value = portfolio.Amount("BTC", "0.1")
2239 trade.closed = True
2240 trade.print_with_order()
2241 calls = self.m.report.print_log.mock_calls
2242 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0]))
c51687d2 2243
17598517
IB		 2244 def test_close(self):
2245 value_from = portfolio.Amount("BTC", "0.5")
2246 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2247 value_to = portfolio.Amount("BTC", "1.0")
2248 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
f9226903
IB		 2249 order1 = mock.Mock()
2250 trade.orders.append(order1)
17598517
IB		 2251
2252 trade.close()
2253
2254 self.assertEqual(True, trade.closed)
f9226903 2255 order1.cancel.assert_called_once_with()
17598517
IB		 2256
2257 def test_pending(self):
2258 value_from = portfolio.Amount("BTC", "0.5")
2259 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2260 value_to = portfolio.Amount("BTC", "1.0")
2261 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2262
2263 trade.closed = True
2264 self.assertEqual(False, trade.pending)
2265
2266 trade.closed = False
2267 self.assertEqual(True, trade.pending)
2268
2269 order1 = mock.Mock()
2270 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5")
2271 trade.orders.append(order1)
2272 self.assertEqual(False, trade.pending)
2273
cfab619d 2274 def test__repr(self):
c51687d2
IB		 2275 value_from = portfolio.Amount("BTC", "0.5")
2276 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2277 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 2278 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 2279
2280 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
cfab619d 2281
3d0247f9
IB		 2282 def test_as_json(self):
2283 value_from = portfolio.Amount("BTC", "0.5")
2284 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2285 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 2286 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
3d0247f9
IB		 2287
2288 as_json = trade.as_json()
2289 self.assertEqual("acquire", as_json["action"])
2290 self.assertEqual(D("0.5"), as_json["from"])
2291 self.assertEqual(D("1.0"), as_json["to"])
2292 self.assertEqual("ETH", as_json["currency"])
2293 self.assertEqual("BTC", as_json["base_currency"])
2294
5a72ded7
IB		 2295@unittest.skipUnless("unit" in limits, "Unit skipped")
2296class OrderTest(WebMockTestCase):
2297 def test_values(self):
2298 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2299 D("0.1"), "BTC", "long", "market", "trade")
2300 self.assertEqual("buy", order.action)
2301 self.assertEqual(10, order.amount.value)
2302 self.assertEqual("ETH", order.amount.currency)
2303 self.assertEqual(D("0.1"), order.rate)
2304 self.assertEqual("BTC", order.base_currency)
2305 self.assertEqual("market", order.market)
2306 self.assertEqual("long", order.trade_type)
2307 self.assertEqual("pending", order.status)
2308 self.assertEqual("trade", order.trade)
2309 self.assertIsNone(order.id)
2310 self.assertFalse(order.close_if_possible)
2311
2312 def test__repr(self):
2313 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2314 D("0.1"), "BTC", "long", "market", "trade")
2315 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
2316
2317 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2318 D("0.1"), "BTC", "long", "market", "trade",
2319 close_if_possible=True)
2320 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
2321
3d0247f9
IB		 2322 def test_as_json(self):
2323 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2324 D("0.1"), "BTC", "long", "market", "trade")
2325 mouvement_mock1 = mock.Mock()
2326 mouvement_mock1.as_json.return_value = 1
2327 mouvement_mock2 = mock.Mock()
2328 mouvement_mock2.as_json.return_value = 2
2329
2330 order.mouvements = [mouvement_mock1, mouvement_mock2]
2331 as_json = order.as_json()
2332 self.assertEqual("buy", as_json["action"])
2333 self.assertEqual("long", as_json["trade_type"])
2334 self.assertEqual(10, as_json["amount"])
2335 self.assertEqual("ETH", as_json["currency"])
2336 self.assertEqual("BTC", as_json["base_currency"])
2337 self.assertEqual(D("0.1"), as_json["rate"])
2338 self.assertEqual("pending", as_json["status"])
2339 self.assertEqual(False, as_json["close_if_possible"])
2340 self.assertIsNone(as_json["id"])
2341 self.assertEqual([1, 2], as_json["mouvements"])
2342
5a72ded7
IB		 2343 def test_account(self):
2344 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2345 D("0.1"), "BTC", "long", "market", "trade")
2346 self.assertEqual("exchange", order.account)
2347
2348 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
2349 D("0.1"), "BTC", "short", "market", "trade")
2350 self.assertEqual("margin", order.account)
2351
2352 def test_pending(self):
2353 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2354 D("0.1"), "BTC", "long", "market", "trade")
2355 self.assertTrue(order.pending)
2356 order.status = "open"
2357 self.assertFalse(order.pending)
2358
2359 def test_open(self):
2360 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2361 D("0.1"), "BTC", "long", "market", "trade")
2362 self.assertFalse(order.open)
2363 order.status = "open"
2364 self.assertTrue(order.open)
2365
2366 def test_finished(self):
2367 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2368 D("0.1"), "BTC", "long", "market", "trade")
2369 self.assertFalse(order.finished)
2370 order.status = "closed"
2371 self.assertTrue(order.finished)
2372 order.status = "canceled"
2373 self.assertTrue(order.finished)
2374 order.status = "error"
2375 self.assertTrue(order.finished)
2376
2377 @mock.patch.object(portfolio.Order, "fetch")
f86ee140 2378 def test_cancel(self, fetch):
f9226903
IB		 2379 with self.subTest(debug=True):
2380 self.m.debug = True
2381 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2382 D("0.1"), "BTC", "long", self.m, "trade")
2383 order.status = "open"
5a72ded7 2384
f9226903
IB		 2385 order.cancel()
2386 self.m.ccxt.cancel_order.assert_not_called()
2387 self.m.report.log_debug_action.assert_called_once()
2388 self.m.report.log_debug_action.reset_mock()
2389 self.assertEqual("canceled", order.status)
5a72ded7 2390
f9226903
IB		 2391 with self.subTest(desc="Nominal case"):
2392 self.m.debug = False
2393 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2394 D("0.1"), "BTC", "long", self.m, "trade")
2395 order.status = "open"
2396 order.id = 42
2397
2398 order.cancel()
2399 self.m.ccxt.cancel_order.assert_called_with(42)
2400 fetch.assert_called_once_with()
2401 self.m.report.log_debug_action.assert_not_called()
2402
2403 with self.subTest(exception=True):
2404 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2405 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2406 D("0.1"), "BTC", "long", self.m, "trade")
2407 order.status = "open"
2408 order.id = 42
2409 order.cancel()
2410 self.m.ccxt.cancel_order.assert_called_with(42)
2411 self.m.report.log_error.assert_called_once()
2412
2413 self.m.reset_mock()
2414 with self.subTest(id=None):
2415 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2416 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2417 D("0.1"), "BTC", "long", self.m, "trade")
2418 order.status = "open"
2419 order.cancel()
2420 self.m.ccxt.cancel_order.assert_not_called()
2421
2422 self.m.reset_mock()
2423 with self.subTest(open=False):
2424 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2425 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2426 D("0.1"), "BTC", "long", self.m, "trade")
2427 order.status = "closed"
2428 order.cancel()
2429 self.m.ccxt.cancel_order.assert_not_called()
5a72ded7
IB		 2430
2431 def test_dust_amount_remaining(self):
2432 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2433 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 2434 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
2435 self.assertFalse(order.dust_amount_remaining())
2436
2437 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
2438 self.assertTrue(order.dust_amount_remaining())
2439
2440 @mock.patch.object(portfolio.Order, "fetch")
2441 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
2442 def test_remaining_amount(self, filled_amount, fetch):
2443 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2444 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 2445
2446 self.assertEqual(9, order.remaining_amount().value)
5a72ded7
IB		 2447
2448 order.status = "open"
2449 self.assertEqual(9, order.remaining_amount().value)
5a72ded7
IB		 2450
2451 @mock.patch.object(portfolio.Order, "fetch")
2452 def test_filled_amount(self, fetch):
2453 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2454 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 2455 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 2456 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 2457 "date": "2017-12-30 12:00:12", "rate": "0.1",
2458 "amount": "3", "total": "0.3"
2459 }))
2460 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 2461 "tradeID": 43, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 2462 "date": "2017-12-30 13:00:12", "rate": "0.2",
2463 "amount": "2", "total": "0.4"
2464 }))
2465 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
2466 fetch.assert_not_called()
2467 order.status = "open"
2468 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
2469 fetch.assert_called_once()
2470 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
2471
2472 def test_fetch_mouvements(self):
f86ee140 2473 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
5a72ded7 2474 {
df9e4e7f 2475 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 2476 "date": "2017-12-30 12:00:12", "rate": "0.1",
2477 "amount": "3", "total": "0.3"
2478 },
2479 {
df9e4e7f 2480 "tradeID": 43, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 2481 "date": "2017-12-30 13:00:12", "rate": "0.2",
2482 "amount": "2", "total": "0.4"
2483 }
2484 ]
2485 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2486 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 2487 order.id = 12
2488 order.mouvements = ["Foo", "Bar", "Baz"]
2489
2490 order.fetch_mouvements()
2491
f86ee140 2492 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
5a72ded7
IB		 2493 self.assertEqual(2, len(order.mouvements))
2494 self.assertEqual(42, order.mouvements[0].id)
2495 self.assertEqual(43, order.mouvements[1].id)
2496
f86ee140 2497 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
df9e4e7f 2498 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2499 D("0.1"), "BTC", "long", self.m, "trade")
df9e4e7f
IB		 2500 order.fetch_mouvements()
2501 self.assertEqual(0, len(order.mouvements))
2502
f86ee140 2503 def test_mark_finished_order(self):
5a72ded7 2504 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2505 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB		 2506 close_if_possible=True)
2507 order.status = "closed"
f86ee140 2508 self.m.debug = False
5a72ded7
IB		 2509
2510 order.mark_finished_order()
f86ee140
IB		 2511 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
2512 self.m.ccxt.close_margin_position.reset_mock()
5a72ded7
IB		 2513
2514 order.status = "open"
2515 order.mark_finished_order()
f86ee140 2516 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB		 2517
2518 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2519 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB		 2520 close_if_possible=False)
2521 order.status = "closed"
2522 order.mark_finished_order()
f86ee140 2523 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB		 2524
2525 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
f86ee140 2526 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB		 2527 close_if_possible=True)
2528 order.status = "closed"
2529 order.mark_finished_order()
f86ee140 2530 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB		 2531
2532 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2533 D("0.1"), "BTC", "long", self.m, "trade",
5a72ded7
IB		 2534 close_if_possible=True)
2535 order.status = "closed"
2536 order.mark_finished_order()
f86ee140 2537 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7 2538
f86ee140 2539 self.m.debug = True
5a72ded7
IB		 2540
2541 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2542 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB		 2543 close_if_possible=True)
2544 order.status = "closed"
2545
2546 order.mark_finished_order()
f86ee140
IB		 2547 self.m.ccxt.close_margin_position.assert_not_called()
2548 self.m.report.log_debug_action.assert_called_once()
5a72ded7
IB		 2549
2550 @mock.patch.object(portfolio.Order, "fetch_mouvements")
f86ee140 2551 def test_fetch(self, fetch_mouvements):
aca4d437
IB		 2552 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2553 D("0.1"), "BTC", "long", self.m, "trade")
2554 order.id = 45
2555 with self.subTest(debug=True):
2556 self.m.debug = True
2557 order.fetch()
2558 self.m.report.log_debug_action.assert_called_once()
2559 self.m.report.log_debug_action.reset_mock()
2560 self.m.ccxt.fetch_order.assert_not_called()
2561 fetch_mouvements.assert_not_called()
5a72ded7 2562
aca4d437
IB		 2563 with self.subTest(debug=False):
2564 self.m.debug = False
2565 self.m.ccxt.fetch_order.return_value = {
2566 "status": "foo",
2567 "datetime": "timestamp"
2568 }
2569 order.fetch()
5a72ded7 2570
f9226903 2571 self.m.ccxt.fetch_order.assert_called_once_with(45)
aca4d437
IB		 2572 fetch_mouvements.assert_called_once()
2573 self.assertEqual("foo", order.status)
2574 self.assertEqual("timestamp", order.timestamp)
2575 self.assertEqual(1, len(order.results))
2576 self.m.report.log_debug_action.assert_not_called()
5a72ded7 2577
aca4d437
IB		 2578 with self.subTest(missing_order=True):
2579 self.m.ccxt.fetch_order.side_effect = [
2580 portfolio.OrderNotCached,
2581 ]
5a72ded7 2582 order.fetch()
aca4d437 2583 self.assertEqual("closed_unknown", order.status)
5a72ded7
IB		 2584
2585 @mock.patch.object(portfolio.Order, "fetch")
2586 @mock.patch.object(portfolio.Order, "mark_finished_order")
f86ee140 2587 def test_get_status(self, mark_finished_order, fetch):
5a72ded7 2588 with self.subTest(debug=True):
f86ee140 2589 self.m.debug = True
5a72ded7 2590 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2591 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 2592 self.assertEqual("pending", order.get_status())
2593 fetch.assert_not_called()
f86ee140 2594 self.m.report.log_debug_action.assert_called_once()
5a72ded7
IB		 2595
2596 with self.subTest(debug=False, finished=False):
f86ee140 2597 self.m.debug = False
5a72ded7 2598 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2599 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 2600 def _fetch(order):
2601 def update_status():
2602 order.status = "open"
2603 return update_status
2604 fetch.side_effect = _fetch(order)
2605 self.assertEqual("open", order.get_status())
2606 mark_finished_order.assert_not_called()
2607 fetch.assert_called_once()
2608
2609 mark_finished_order.reset_mock()
2610 fetch.reset_mock()
2611 with self.subTest(debug=False, finished=True):
f86ee140 2612 self.m.debug = False
5a72ded7 2613 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2614 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 2615 def _fetch(order):
2616 def update_status():
2617 order.status = "closed"
2618 return update_status
2619 fetch.side_effect = _fetch(order)
2620 self.assertEqual("closed", order.get_status())
2621 mark_finished_order.assert_called_once()
2622 fetch.assert_called_once()
2623
2624 def test_run(self):
f86ee140
IB		 2625 self.m.ccxt.order_precision.return_value = 4
2626 with self.subTest(debug=True):
2627 self.m.debug = True
5a72ded7 2628 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2629 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 2630 order.run()
f86ee140
IB		 2631 self.m.ccxt.create_order.assert_not_called()
2632 self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
5a72ded7
IB		 2633 self.assertEqual("open", order.status)
2634 self.assertEqual(1, len(order.results))
2635 self.assertEqual(-1, order.id)
2636
f86ee140 2637 self.m.ccxt.create_order.reset_mock()
5a72ded7 2638 with self.subTest(debug=False):
f86ee140 2639 self.m.debug = False
5a72ded7 2640 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB		 2641 D("0.1"), "BTC", "long", self.m, "trade")
2642 self.m.ccxt.create_order.return_value = { "id": 123 }
5a72ded7 2643 order.run()
f86ee140 2644 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB		 2645 self.assertEqual(1, len(order.results))
2646 self.assertEqual("open", order.status)
2647
f86ee140
IB		 2648 self.m.ccxt.create_order.reset_mock()
2649 with self.subTest(exception=True):
5a72ded7 2650 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB		 2651 D("0.1"), "BTC", "long", self.m, "trade")
2652 self.m.ccxt.create_order.side_effect = Exception("bouh")
5a72ded7 2653 order.run()
f86ee140 2654 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB		 2655 self.assertEqual(0, len(order.results))
2656 self.assertEqual("error", order.status)
f86ee140 2657 self.m.report.log_error.assert_called_once()
5a72ded7 2658
f86ee140 2659 self.m.ccxt.create_order.reset_mock()
df9e4e7f
IB		 2660 with self.subTest(dust_amount_exception=True),\
2661 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2662 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
f86ee140 2663 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858 2664 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
df9e4e7f 2665 order.run()
f86ee140 2666 self.m.ccxt.create_order.assert_called_once()
df9e4e7f
IB		 2667 self.assertEqual(0, len(order.results))
2668 self.assertEqual("closed", order.status)
2669 mark_finished_order.assert_called_once()
2670
f70bb858 2671 self.m.ccxt.order_precision.return_value = 8
d24bb10c 2672 self.m.ccxt.create_order.reset_mock()
f70bb858 2673 with self.subTest(insufficient_funds=True),\
d24bb10c 2674 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
f70bb858 2675 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
d24bb10c 2676 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858
IB		 2677 self.m.ccxt.create_order.side_effect = [
2678 portfolio.InsufficientFunds,
2679 portfolio.InsufficientFunds,
2680 portfolio.InsufficientFunds,
2681 { "id": 123 },
2682 ]
d24bb10c 2683 order.run()
f70bb858
IB		 2684 self.m.ccxt.create_order.assert_has_calls([
2685 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2686 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2687 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2688 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2689 ])
2690 self.assertEqual(4, self.m.ccxt.create_order.call_count)
2691 self.assertEqual(1, len(order.results))
2692 self.assertEqual("open", order.status)
2693 self.assertEqual(4, order.tries)
2694 self.m.report.log_error.assert_called()
2695 self.assertEqual(4, self.m.report.log_error.call_count)
2696
2697 self.m.ccxt.order_precision.return_value = 8
2698 self.m.ccxt.create_order.reset_mock()
2699 self.m.report.log_error.reset_mock()
2700 with self.subTest(insufficient_funds=True),\
2701 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2702 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2703 D("0.1"), "BTC", "long", self.m, "trade")
2704 self.m.ccxt.create_order.side_effect = [
2705 portfolio.InsufficientFunds,
2706 portfolio.InsufficientFunds,
2707 portfolio.InsufficientFunds,
2708 portfolio.InsufficientFunds,
2709 portfolio.InsufficientFunds,
2710 ]
2711 order.run()
2712 self.m.ccxt.create_order.assert_has_calls([
2713 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2714 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2715 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2716 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2717 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
2718 ])
2719 self.assertEqual(5, self.m.ccxt.create_order.call_count)
d24bb10c 2720 self.assertEqual(0, len(order.results))
f70bb858
IB		 2721 self.assertEqual("error", order.status)
2722 self.assertEqual(5, order.tries)
2723 self.m.report.log_error.assert_called()
2724 self.assertEqual(5, self.m.report.log_error.call_count)
2725 self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY)
d24bb10c 2726
df9e4e7f 2727
5a72ded7
IB		 2728@unittest.skipUnless("unit" in limits, "Unit skipped")
2729class MouvementTest(WebMockTestCase):
2730 def test_values(self):
2731 mouvement = portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 2732 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 2733 "date": "2017-12-30 12:00:12", "rate": "0.1",
2734 "amount": "10", "total": "1"
2735 })
2736 self.assertEqual("ETH", mouvement.currency)
2737 self.assertEqual("BTC", mouvement.base_currency)
2738 self.assertEqual(42, mouvement.id)
2739 self.assertEqual("buy", mouvement.action)
2740 self.assertEqual(D("0.0015"), mouvement.fee_rate)
2741 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2742 self.assertEqual(D("0.1"), mouvement.rate)
2743 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2744 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2745
df9e4e7f
IB		 2746 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2747 self.assertIsNone(mouvement.date)
2748 self.assertIsNone(mouvement.id)
2749 self.assertIsNone(mouvement.action)
2750 self.assertEqual(-1, mouvement.fee_rate)
2751 self.assertEqual(0, mouvement.rate)
2752 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2753 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2754
c31df868
IB		 2755 def test__repr(self):
2756 mouvement = portfolio.Mouvement("ETH", "BTC", {
2757 "tradeID": 42, "type": "buy", "fee": "0.0015",
2758 "date": "2017-12-30 12:00:12", "rate": "0.1",
2759 "amount": "10", "total": "1"
2760 })
2761 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
3d0247f9 2762
c31df868
IB		 2763 mouvement = portfolio.Mouvement("ETH", "BTC", {
2764 "tradeID": 42, "type": "buy",
2765 "date": "garbage", "rate": "0.1",
2766 "amount": "10", "total": "1"
2767 })
2768 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
2769
3d0247f9
IB		 2770 def test_as_json(self):
2771 mouvement = portfolio.Mouvement("ETH", "BTC", {
2772 "tradeID": 42, "type": "buy", "fee": "0.0015",
2773 "date": "2017-12-30 12:00:12", "rate": "0.1",
2774 "amount": "10", "total": "1"
2775 })
2776 as_json = mouvement.as_json()
2777
2778 self.assertEqual(D("0.0015"), as_json["fee_rate"])
2779 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
2780 self.assertEqual("buy", as_json["action"])
2781 self.assertEqual(D("10"), as_json["total"])
2782 self.assertEqual(D("1"), as_json["total_in_base"])
2783 self.assertEqual("BTC", as_json["base_currency"])
2784 self.assertEqual("ETH", as_json["currency"])
2785
2786@unittest.skipUnless("unit" in limits, "Unit skipped")
2787class ReportStoreTest(WebMockTestCase):
2788 def test_add_log(self):
f86ee140
IB		 2789 report_store = market.ReportStore(self.m)
2790 report_store.add_log({"foo": "bar"})
3d0247f9 2791
f86ee140 2792 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
3d0247f9
IB		 2793
2794 def test_set_verbose(self):
f86ee140 2795 report_store = market.ReportStore(self.m)
3d0247f9 2796 with self.subTest(verbose=True):
f86ee140
IB		 2797 report_store.set_verbose(True)
2798 self.assertTrue(report_store.verbose_print)
3d0247f9
IB		 2799
2800 with self.subTest(verbose=False):
f86ee140
IB		 2801 report_store.set_verbose(False)
2802 self.assertFalse(report_store.verbose_print)
3d0247f9
IB		 2803
2804 def test_print_log(self):
f86ee140 2805 report_store = market.ReportStore(self.m)
3d0247f9
IB		 2806 with self.subTest(verbose=True),\
2807 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB		 2808 report_store.set_verbose(True)
2809 report_store.print_log("Coucou")
2810 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB		 2811 self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
2812
2813 with self.subTest(verbose=False),\
2814 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB		 2815 report_store.set_verbose(False)
2816 report_store.print_log("Coucou")
2817 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB		 2818 self.assertEqual(stdout_mock.getvalue(), "")
2819
2820 def test_to_json(self):
f86ee140
IB		 2821 report_store = market.ReportStore(self.m)
2822 report_store.logs.append({"foo": "bar"})
c5a7f286 2823 self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
f86ee140 2824 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
c5a7f286 2825 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
f86ee140 2826 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
c5a7f286 2827 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json())
3d0247f9 2828
f86ee140
IB		 2829 @mock.patch.object(market.ReportStore, "print_log")
2830 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2831 def test_log_stage(self, add_log, print_log):
f86ee140 2832 report_store = market.ReportStore(self.m)
7bd830a8
IB		 2833 c = lambda x: x
2834 report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
3d0247f9
IB		 2835 print_log.assert_has_calls([
2836 mock.call("-----------"),
7bd830a8 2837 mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3d0247f9 2838 ])
7bd830a8
IB		 2839 add_log.assert_called_once_with({
2840 'type': 'stage',
2841 'stage': 'foo',
2842 'args': {
2843 'bar': 'baz',
2844 'c': 'c = lambda x: x',
2845 'd': {
2846 'currency': 'BTC',
2847 'value': D('1')
2848 }
2849 }
2850 })
3d0247f9 2851
f86ee140
IB		 2852 @mock.patch.object(market.ReportStore, "print_log")
2853 @mock.patch.object(market.ReportStore, "add_log")
2854 def test_log_balances(self, add_log, print_log):
2855 report_store = market.ReportStore(self.m)
2856 self.m.balances.as_json.return_value = "json"
2857 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
3d0247f9 2858
f86ee140 2859 report_store.log_balances(tag="tag")
3d0247f9
IB		 2860 print_log.assert_has_calls([
2861 mock.call("[Balance]"),
2862 mock.call("\tbar"),
2863 mock.call("\tbaz"),
2864 ])
18167a3c
IB		 2865 add_log.assert_called_once_with({
2866 'type': 'balance',
2867 'balances': 'json',
2868 'tag': 'tag'
2869 })
3d0247f9 2870
f86ee140
IB		 2871 @mock.patch.object(market.ReportStore, "print_log")
2872 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2873 def test_log_tickers(self, add_log, print_log):
f86ee140 2874 report_store = market.ReportStore(self.m)
3d0247f9
IB		 2875 amounts = {
2876 "BTC": portfolio.Amount("BTC", 10),
2877 "ETH": portfolio.Amount("BTC", D("0.3"))
2878 }
2879 amounts["ETH"].rate = D("0.1")
2880
f86ee140 2881 report_store.log_tickers(amounts, "BTC", "default", "total")
3d0247f9
IB		 2882 print_log.assert_not_called()
2883 add_log.assert_called_once_with({
2884 'type': 'tickers',
2885 'compute_value': 'default',
2886 'balance_type': 'total',
2887 'currency': 'BTC',
2888 'balances': {
2889 'BTC': D('10'),
2890 'ETH': D('0.3')
2891 },
2892 'rates': {
2893 'BTC': None,
2894 'ETH': D('0.1')
2895 },
2896 'total': D('10.3')
2897 })
2898
aca4d437
IB		 2899 add_log.reset_mock()
2900 compute_value = lambda x: x["bid"]
2901 report_store.log_tickers(amounts, "BTC", compute_value, "total")
2902 add_log.assert_called_once_with({
2903 'type': 'tickers',
2904 'compute_value': 'compute_value = lambda x: x["bid"]',
2905 'balance_type': 'total',
2906 'currency': 'BTC',
2907 'balances': {
2908 'BTC': D('10'),
2909 'ETH': D('0.3')
2910 },
2911 'rates': {
2912 'BTC': None,
2913 'ETH': D('0.1')
2914 },
2915 'total': D('10.3')
2916 })
2917
f86ee140
IB		 2918 @mock.patch.object(market.ReportStore, "print_log")
2919 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2920 def test_log_dispatch(self, add_log, print_log):
f86ee140 2921 report_store = market.ReportStore(self.m)
3d0247f9
IB		 2922 amount = portfolio.Amount("BTC", "10.3")
2923 amounts = {
2924 "BTC": portfolio.Amount("BTC", 10),
2925 "ETH": portfolio.Amount("BTC", D("0.3"))
2926 }
f86ee140 2927 report_store.log_dispatch(amount, amounts, "medium", "repartition")
3d0247f9
IB		 2928 print_log.assert_not_called()
2929 add_log.assert_called_once_with({
2930 'type': 'dispatch',
2931 'liquidity': 'medium',
2932 'repartition_ratio': 'repartition',
2933 'total_amount': {
2934 'currency': 'BTC',
2935 'value': D('10.3')
2936 },
2937 'repartition': {
2938 'BTC': D('10'),
2939 'ETH': D('0.3')
2940 }
2941 })
2942
f86ee140
IB		 2943 @mock.patch.object(market.ReportStore, "print_log")
2944 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2945 def test_log_trades(self, add_log, print_log):
f86ee140 2946 report_store = market.ReportStore(self.m)
3d0247f9
IB		 2947 trade_mock1 = mock.Mock()
2948 trade_mock2 = mock.Mock()
2949 trade_mock1.as_json.return_value = { "trade": "1" }
2950 trade_mock2.as_json.return_value = { "trade": "2" }
2951
2952 matching_and_trades = [
2953 (True, trade_mock1),
2954 (False, trade_mock2),
2955 ]
f86ee140 2956 report_store.log_trades(matching_and_trades, "only")
3d0247f9
IB		 2957
2958 print_log.assert_not_called()
2959 add_log.assert_called_with({
2960 'type': 'trades',
2961 'only': 'only',
f86ee140 2962 'debug': False,
3d0247f9
IB		 2963 'trades': [
2964 {'trade': '1', 'skipped': False},
2965 {'trade': '2', 'skipped': True}
2966 ]
2967 })
2968
f86ee140
IB		 2969 @mock.patch.object(market.ReportStore, "print_log")
2970 @mock.patch.object(market.ReportStore, "add_log")
2971 def test_log_orders(self, add_log, print_log):
2972 report_store = market.ReportStore(self.m)
2973
3d0247f9
IB		 2974 order_mock1 = mock.Mock()
2975 order_mock2 = mock.Mock()
2976
2977 order_mock1.as_json.return_value = "order1"
2978 order_mock2.as_json.return_value = "order2"
2979
2980 orders = [order_mock1, order_mock2]
2981
f86ee140 2982 report_store.log_orders(orders, tick="tick",
3d0247f9
IB		 2983 only="only", compute_value="compute_value")
2984
2985 print_log.assert_called_once_with("[Orders]")
f86ee140 2986 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
3d0247f9
IB		 2987
2988 add_log.assert_called_with({
2989 'type': 'orders',
2990 'only': 'only',
2991 'compute_value': 'compute_value',
2992 'tick': 'tick',
2993 'orders': ['order1', 'order2']
2994 })
2995
aca4d437
IB		 2996 add_log.reset_mock()
2997 def compute_value(x, y):
2998 return x[y]
2999 report_store.log_orders(orders, tick="tick",
3000 only="only", compute_value=compute_value)
3001 add_log.assert_called_with({
3002 'type': 'orders',
3003 'only': 'only',
3004 'compute_value': 'def compute_value(x, y):\n return x[y]',
3005 'tick': 'tick',
3006 'orders': ['order1', 'order2']
3007 })
3008
3009
f86ee140
IB		 3010 @mock.patch.object(market.ReportStore, "print_log")
3011 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 3012 def test_log_order(self, add_log, print_log):
f86ee140 3013 report_store = market.ReportStore(self.m)
3d0247f9
IB		 3014 order_mock = mock.Mock()
3015 order_mock.as_json.return_value = "order"
3016 new_order_mock = mock.Mock()
3017 new_order_mock.as_json.return_value = "new_order"
3018 order_mock.__repr__ = mock.Mock()
3019 order_mock.__repr__.return_value = "Order Mock"
3020 new_order_mock.__repr__ = mock.Mock()
3021 new_order_mock.__repr__.return_value = "New order Mock"
3022
3023 with self.subTest(finished=True):
f86ee140 3024 report_store.log_order(order_mock, 1, finished=True)
3d0247f9
IB		 3025 print_log.assert_called_once_with("[Order] Finished Order Mock")
3026 add_log.assert_called_once_with({
3027 'type': 'order',
3028 'tick': 1,
3029 'update': None,
3030 'order': 'order',
3031 'compute_value': None,
3032 'new_order': None
3033 })
3034
3035 add_log.reset_mock()
3036 print_log.reset_mock()
3037
3038 with self.subTest(update="waiting"):
f86ee140 3039 report_store.log_order(order_mock, 1, update="waiting")
3d0247f9
IB		 3040 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
3041 add_log.assert_called_once_with({
3042 'type': 'order',
3043 'tick': 1,
3044 'update': 'waiting',
3045 'order': 'order',
3046 'compute_value': None,
3047 'new_order': None
3048 })
3049
3050 add_log.reset_mock()
3051 print_log.reset_mock()
3052 with self.subTest(update="adjusting"):
aca4d437 3053 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
f86ee140 3054 report_store.log_order(order_mock, 3,
3d0247f9 3055 update="adjusting", new_order=new_order_mock,
aca4d437 3056 compute_value=compute_value)
3d0247f9
IB		 3057 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
3058 add_log.assert_called_once_with({
3059 'type': 'order',
3060 'tick': 3,
3061 'update': 'adjusting',
3062 'order': 'order',
aca4d437 3063 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
3d0247f9
IB		 3064 'new_order': 'new_order'
3065 })
3066
3067 add_log.reset_mock()
3068 print_log.reset_mock()
3069 with self.subTest(update="market_fallback"):
f86ee140 3070 report_store.log_order(order_mock, 7,
3d0247f9
IB		 3071 update="market_fallback", new_order=new_order_mock)
3072 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
3073 add_log.assert_called_once_with({
3074 'type': 'order',
3075 'tick': 7,
3076 'update': 'market_fallback',
3077 'order': 'order',
3078 'compute_value': None,
3079 'new_order': 'new_order'
3080 })
3081
3082 add_log.reset_mock()
3083 print_log.reset_mock()
3084 with self.subTest(update="market_adjusting"):
f86ee140 3085 report_store.log_order(order_mock, 17,
3d0247f9
IB		 3086 update="market_adjust", new_order=new_order_mock)
3087 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
3088 add_log.assert_called_once_with({
3089 'type': 'order',
3090 'tick': 17,
3091 'update': 'market_adjust',
3092 'order': 'order',
3093 'compute_value': None,
3094 'new_order': 'new_order'
3095 })
3096
f86ee140
IB		 3097 @mock.patch.object(market.ReportStore, "print_log")
3098 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 3099 def test_log_move_balances(self, add_log, print_log):
f86ee140 3100 report_store = market.ReportStore(self.m)
3d0247f9
IB		 3101 needed = {
3102 "BTC": portfolio.Amount("BTC", 10),
3103 "USDT": 1
3104 }
3105 moving = {
3106 "BTC": portfolio.Amount("BTC", 3),
3107 "USDT": -2
3108 }
f86ee140 3109 report_store.log_move_balances(needed, moving)
3d0247f9
IB		 3110 print_log.assert_not_called()
3111 add_log.assert_called_once_with({
3112 'type': 'move_balances',
f86ee140 3113 'debug': False,
3d0247f9
IB		 3114 'needed': {
3115 'BTC': D('10'),
3116 'USDT': 1
3117 },
3118 'moving': {
3119 'BTC': D('3'),
3120 'USDT': -2
3121 }
3122 })
3123
f86ee140
IB		 3124 @mock.patch.object(market.ReportStore, "print_log")
3125 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 3126 def test_log_http_request(self, add_log, print_log):
f86ee140 3127 report_store = market.ReportStore(self.m)
3d0247f9
IB		 3128 response = mock.Mock()
3129 response.status_code = 200
3130 response.text = "Hey"
3131
f86ee140 3132 report_store.log_http_request("method", "url", "body",
3d0247f9
IB		 3133 "headers", response)
3134 print_log.assert_not_called()
3135 add_log.assert_called_once_with({
3136 'type': 'http_request',
3137 'method': 'method',
3138 'url': 'url',
3139 'body': 'body',
3140 'headers': 'headers',
3141 'status': 200,
3142 'response': 'Hey'
3143 })
3144
f86ee140
IB		 3145 @mock.patch.object(market.ReportStore, "print_log")
3146 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 3147 def test_log_error(self, add_log, print_log):
f86ee140 3148 report_store = market.ReportStore(self.m)
3d0247f9 3149 with self.subTest(message=None, exception=None):
f86ee140 3150 report_store.log_error("action")
3d0247f9
IB		 3151 print_log.assert_called_once_with("[Error] action")
3152 add_log.assert_called_once_with({
3153 'type': 'error',
3154 'action': 'action',
3155 'exception_class': None,
3156 'exception_message': None,
3157 'message': None
3158 })
3159
3160 print_log.reset_mock()
3161 add_log.reset_mock()
3162 with self.subTest(message="Hey", exception=None):
f86ee140 3163 report_store.log_error("action", message="Hey")
3d0247f9
IB		 3164 print_log.assert_has_calls([
3165 mock.call("[Error] action"),
3166 mock.call("\tHey")
3167 ])
3168 add_log.assert_called_once_with({
3169 'type': 'error',
3170 'action': 'action',
3171 'exception_class': None,
3172 'exception_message': None,
3173 'message': "Hey"
3174 })
3175
3176 print_log.reset_mock()
3177 add_log.reset_mock()
3178 with self.subTest(message=None, exception=Exception("bouh")):
f86ee140 3179 report_store.log_error("action", exception=Exception("bouh"))
3d0247f9
IB		 3180 print_log.assert_has_calls([
3181 mock.call("[Error] action"),
3182 mock.call("\tException: bouh")
3183 ])
3184 add_log.assert_called_once_with({
3185 'type': 'error',
3186 'action': 'action',
3187 'exception_class': "Exception",
3188 'exception_message': "bouh",
3189 'message': None
3190 })
3191
3192 print_log.reset_mock()
3193 add_log.reset_mock()
3194 with self.subTest(message="Hey", exception=Exception("bouh")):
f86ee140 3195 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
3d0247f9
IB		 3196 print_log.assert_has_calls([
3197 mock.call("[Error] action"),
3198 mock.call("\tException: bouh"),
3199 mock.call("\tHey")
3200 ])
3201 add_log.assert_called_once_with({
3202 'type': 'error',
3203 'action': 'action',
3204 'exception_class': "Exception",
3205 'exception_message': "bouh",
3206 'message': "Hey"
3207 })
3208
f86ee140
IB		 3209 @mock.patch.object(market.ReportStore, "print_log")
3210 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 3211 def test_log_debug_action(self, add_log, print_log):
f86ee140
IB		 3212 report_store = market.ReportStore(self.m)
3213 report_store.log_debug_action("Hey")
3d0247f9
IB		 3214
3215 print_log.assert_called_once_with("[Debug] Hey")
3216 add_log.assert_called_once_with({
3217 'type': 'debug_action',
3218 'action': 'Hey'
3219 })
3220
f86ee140 3221@unittest.skipUnless("unit" in limits, "Unit skipped")
1f117ac7 3222class MainTest(WebMockTestCase):
2033e7fe
IB		 3223 def test_make_order(self):
3224 self.m.get_ticker.return_value = {
3225 "inverted": False,
3226 "average": D("0.1"),
3227 "bid": D("0.09"),
3228 "ask": D("0.11"),
3229 }
3230
3231 with self.subTest(description="nominal case"):
1f117ac7 3232 main.make_order(self.m, 10, "ETH")
2033e7fe
IB		 3233
3234 self.m.report.log_stage.assert_has_calls([
3235 mock.call("make_order_begin"),
3236 mock.call("make_order_end"),
3237 ])
3238 self.m.balances.fetch_balances.assert_has_calls([
3239 mock.call(tag="make_order_begin"),
3240 mock.call(tag="make_order_end"),
3241 ])
3242 self.m.trades.all.append.assert_called_once()
3243 trade = self.m.trades.all.append.mock_calls[0][1][0]
3244 self.assertEqual(False, trade.orders[0].close_if_possible)
3245 self.assertEqual(0, trade.value_from)
3246 self.assertEqual("ETH", trade.currency)
3247 self.assertEqual("BTC", trade.base_currency)
3248 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
3249 self.m.trades.run_orders.assert_called_once_with()
3250 self.m.follow_orders.assert_called_once_with()
3251
3252 order = trade.orders[0]
3253 self.assertEqual(D("0.10"), order.rate)
3254
3255 self.m.reset_mock()
3256 with self.subTest(compute_value="default"):
1f117ac7 3257 main.make_order(self.m, 10, "ETH", action="dispose",
2033e7fe
IB		 3258 compute_value="ask")
3259
3260 trade = self.m.trades.all.append.mock_calls[0][1][0]
3261 order = trade.orders[0]
3262 self.assertEqual(D("0.11"), order.rate)
3263
3264 self.m.reset_mock()
3265 with self.subTest(follow=False):
1f117ac7 3266 result = main.make_order(self.m, 10, "ETH", follow=False)
2033e7fe
IB		 3267
3268 self.m.report.log_stage.assert_has_calls([
3269 mock.call("make_order_begin"),
3270 mock.call("make_order_end_not_followed"),
3271 ])
3272 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
3273
3274 self.m.trades.all.append.assert_called_once()
3275 trade = self.m.trades.all.append.mock_calls[0][1][0]
3276 self.assertEqual(0, trade.value_from)
3277 self.assertEqual("ETH", trade.currency)
3278 self.assertEqual("BTC", trade.base_currency)
3279 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
3280 self.m.trades.run_orders.assert_called_once_with()
3281 self.m.follow_orders.assert_not_called()
3282 self.assertEqual(trade.orders[0], result)
3283
3284 self.m.reset_mock()
3285 with self.subTest(base_currency="USDT"):
1f117ac7 3286 main.make_order(self.m, 1, "BTC", base_currency="USDT")
2033e7fe
IB		 3287
3288 trade = self.m.trades.all.append.mock_calls[0][1][0]
3289 self.assertEqual("BTC", trade.currency)
3290 self.assertEqual("USDT", trade.base_currency)
3291
3292 self.m.reset_mock()
3293 with self.subTest(close_if_possible=True):
1f117ac7 3294 main.make_order(self.m, 10, "ETH", close_if_possible=True)
2033e7fe
IB		 3295
3296 trade = self.m.trades.all.append.mock_calls[0][1][0]
3297 self.assertEqual(True, trade.orders[0].close_if_possible)
3298
3299 self.m.reset_mock()
3300 with self.subTest(action="dispose"):
1f117ac7 3301 main.make_order(self.m, 10, "ETH", action="dispose")
2033e7fe
IB		 3302
3303 trade = self.m.trades.all.append.mock_calls[0][1][0]
3304 self.assertEqual(0, trade.value_to)
3305 self.assertEqual(1, trade.value_from.value)
3306 self.assertEqual("ETH", trade.currency)
3307 self.assertEqual("BTC", trade.base_currency)
3308
3309 self.m.reset_mock()
3310 with self.subTest(compute_value="default"):
1f117ac7 3311 main.make_order(self.m, 10, "ETH", action="dispose",
2033e7fe
IB		 3312 compute_value="bid")
3313
3314 trade = self.m.trades.all.append.mock_calls[0][1][0]
3315 self.assertEqual(D("0.9"), trade.value_from.value)
3316
1f117ac7
IB		 3317 def test_get_user_market(self):
3318 with mock.patch("main.fetch_markets") as main_fetch_markets,\
3319 mock.patch("main.parse_config") as main_parse_config:
2033e7fe
IB		 3320 with self.subTest(debug=False):
3321 main_parse_config.return_value = ["pg_config", "report_path"]
3322 main_fetch_markets.return_value = [({"key": "market_config"},)]
1f117ac7 3323 m = main.get_user_market("config_path.ini", 1)
2033e7fe
IB		 3324
3325 self.assertIsInstance(m, market.Market)
3326 self.assertFalse(m.debug)
3327
3328 with self.subTest(debug=True):
3329 main_parse_config.return_value = ["pg_config", "report_path"]
3330 main_fetch_markets.return_value = [({"key": "market_config"},)]
1f117ac7 3331 m = main.get_user_market("config_path.ini", 1, debug=True)
2033e7fe
IB		 3332
3333 self.assertIsInstance(m, market.Market)
3334 self.assertTrue(m.debug)
3335
1f117ac7
IB		 3336 def test_main(self):
3337 with mock.patch("main.parse_args") as parse_args,\
3338 mock.patch("main.parse_config") as parse_config,\
3339 mock.patch("main.fetch_markets") as fetch_markets,\
3340 mock.patch("market.Market") as market_mock,\
f86ee140 3341 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140 3342
1f117ac7
IB		 3343 args_mock = mock.Mock()
3344 args_mock.action = "action"
3345 args_mock.config = "config"
3346 args_mock.user = "user"
3347 args_mock.debug = "debug"
3348 args_mock.before = "before"
3349 args_mock.after = "after"
3350 parse_args.return_value = args_mock
f86ee140 3351
1f117ac7 3352 parse_config.return_value = ["pg_config", "report_path"]
f86ee140 3353
1f117ac7 3354 fetch_markets.return_value = [["config1", 1], ["config2", 2]]
9db7d156 3355
1f117ac7 3356 main.main(["Foo", "Bar"])
f86ee140 3357
1f117ac7
IB		 3358 parse_args.assert_called_with(["Foo", "Bar"])
3359 parse_config.assert_called_with("config")
3360 fetch_markets.assert_called_with("pg_config", "user")
f86ee140 3361
1f117ac7
IB		 3362 self.assertEqual(2, market_mock.from_config.call_count)
3363 market_mock.from_config.assert_has_calls([
3364 mock.call("config1", debug="debug", user_id=1, report_path="report_path"),
3365 mock.call().process("action", before="before", after="after"),
3366 mock.call("config2", debug="debug", user_id=2, report_path="report_path"),
3367 mock.call().process("action", before="before", after="after")
9db7d156
IB		 3368 ])
3369
1f117ac7 3370 self.assertEqual("", stdout_mock.getvalue())
f86ee140 3371
1f117ac7
IB		 3372 with self.subTest(exception=True):
3373 market_mock.from_config.side_effect = Exception("boo")
3374 main.main(["Foo", "Bar"])
3375 self.assertEqual("Exception: boo\nException: boo\n", stdout_mock.getvalue())
f86ee140 3376
1f117ac7
IB		 3377 @mock.patch.object(main.sys, "exit")
3378 @mock.patch("main.configparser")
3379 @mock.patch("main.os")
3380 def test_parse_config(self, os, configparser, exit):
f86ee140
IB		 3381 with self.subTest(pg_config=True, report_path=None):
3382 config_mock = mock.MagicMock()
3383 configparser.ConfigParser.return_value = config_mock
3384 def config(element):
3385 return element == "postgresql"
3386
3387 config_mock.__contains__.side_effect = config
3388 config_mock.__getitem__.return_value = "pg_config"
3389
1f117ac7 3390 result = main.parse_config("configfile")
f86ee140
IB		 3391
3392 config_mock.read.assert_called_with("configfile")
3393
3394 self.assertEqual(["pg_config", None], result)
3395
3396 with self.subTest(pg_config=True, report_path="present"):
3397 config_mock = mock.MagicMock()
3398 configparser.ConfigParser.return_value = config_mock
3399
3400 config_mock.__contains__.return_value = True
3401 config_mock.__getitem__.side_effect = [
3402 {"report_path": "report_path"},
3403 {"report_path": "report_path"},
3404 "pg_config",
3405 ]
3406
3407 os.path.exists.return_value = False
1f117ac7 3408 result = main.parse_config("configfile")
f86ee140
IB		 3409
3410 config_mock.read.assert_called_with("configfile")
3411 self.assertEqual(["pg_config", "report_path"], result)
3412 os.path.exists.assert_called_once_with("report_path")
3413 os.makedirs.assert_called_once_with("report_path")
3414
3415 with self.subTest(pg_config=False),\
3416 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3417 config_mock = mock.MagicMock()
3418 configparser.ConfigParser.return_value = config_mock
1f117ac7 3419 result = main.parse_config("configfile")
f86ee140
IB		 3420
3421 config_mock.read.assert_called_with("configfile")
3422 exit.assert_called_once_with(1)
3423 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
3424
1f117ac7
IB		 3425 @mock.patch.object(main.sys, "exit")
3426 def test_parse_args(self, exit):
3427 with self.subTest(config="config.ini"):
3428 args = main.parse_args([])
3429 self.assertEqual("config.ini", args.config)
3430 self.assertFalse(args.before)
3431 self.assertFalse(args.after)
3432 self.assertFalse(args.debug)
f86ee140 3433
1f117ac7
IB		 3434 args = main.parse_args(["--before", "--after", "--debug"])
3435 self.assertTrue(args.before)
3436 self.assertTrue(args.after)
3437 self.assertTrue(args.debug)
f86ee140 3438
1f117ac7
IB		 3439 exit.assert_not_called()
3440
3441 with self.subTest(config="inexistant"),\
3442 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3443 args = main.parse_args(["--config", "foo.bar"])
3444 exit.assert_called_once_with(1)
3445 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
3446
3447 @mock.patch.object(main, "psycopg2")
3448 def test_fetch_markets(self, psycopg2):
3449 connect_mock = mock.Mock()
3450 cursor_mock = mock.MagicMock()
3451 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
3452
3453 connect_mock.cursor.return_value = cursor_mock
3454 psycopg2.connect.return_value = connect_mock
3455
3456 with self.subTest(user=None):
3457 rows = list(main.fetch_markets({"foo": "bar"}, None))
3458
3459 psycopg2.connect.assert_called_once_with(foo="bar")
3460 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
3461
3462 self.assertEqual(["row_1", "row_2"], rows)
3463
3464 psycopg2.connect.reset_mock()
3465 cursor_mock.execute.reset_mock()
3466 with self.subTest(user=1):
3467 rows = list(main.fetch_markets({"foo": "bar"}, 1))
3468
3469 psycopg2.connect.assert_called_once_with(foo="bar")
3470 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
3471
3472 self.assertEqual(["row_1", "row_2"], rows)
f86ee140 3473
f86ee140 3474
66f1aed5
IB		 3475@unittest.skipUnless("unit" in limits, "Unit skipped")
3476class ProcessorTest(WebMockTestCase):
3477 def test_values(self):
1f117ac7 3478 processor = market.Processor(self.m)
f86ee140 3479
66f1aed5 3480 self.assertEqual(self.m, processor.market)
f86ee140 3481
66f1aed5 3482 def test_run_action(self):
1f117ac7 3483 processor = market.Processor(self.m)
f86ee140 3484
66f1aed5
IB		 3485 with mock.patch.object(processor, "parse_args") as parse_args:
3486 method_mock = mock.Mock()
3487 parse_args.return_value = [method_mock, { "foo": "bar" }]
f86ee140 3488
66f1aed5 3489 processor.run_action("foo", "bar", "baz")
f86ee140 3490
66f1aed5 3491 parse_args.assert_called_with("foo", "bar", "baz")
f86ee140 3492
66f1aed5 3493 method_mock.assert_called_with(foo="bar")
065ee342 3494
66f1aed5 3495 processor.run_action("wait_for_recent", "bar", "baz")
065ee342 3496
66f1aed5
IB		 3497 method_mock.assert_called_with(self.m, foo="bar")
3498
3499 def test_select_step(self):
1f117ac7 3500 processor = market.Processor(self.m)
66f1aed5
IB		 3501
3502 scenario = processor.scenarios["sell_all"]
3503
3504 self.assertEqual(scenario, processor.select_steps(scenario, "all"))
3505 self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before"))))
3506 self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after"))))
3507 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2))))
3508 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait"))))
3509
3510 with self.assertRaises(TypeError):
3511 processor.select_steps(scenario, ["wait"])
3512
1f117ac7 3513 @mock.patch("market.Processor.process_step")
66f1aed5 3514 def test_process(self, process_step):
1f117ac7 3515 processor = market.Processor(self.m)
66f1aed5
IB		 3516
3517 processor.process("sell_all", foo="bar")
3518 self.assertEqual(3, process_step.call_count)
3519
3520 steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls))
3521 scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls))
3522 kwargs = list(map(lambda x: x[1][2], process_step.mock_calls))
3523 self.assertEqual(["all_sell", "wait", "all_buy"], steps)
3524 self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names)
3525 self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs)
3526
3527 process_step.reset_mock()
3528
3529 processor.process("sell_needed", steps=["before", "after"])
3530 self.assertEqual(3, process_step.call_count)
3531
3532 def test_method_arguments(self):
3533 ccxt = mock.Mock(spec=market.ccxt.poloniexE)
3534 m = market.Market(ccxt)
3535
1f117ac7 3536 processor = market.Processor(m)
66f1aed5
IB		 3537
3538 method, arguments = processor.method_arguments("wait_for_recent")
3539 self.assertEqual(portfolio.Portfolio.wait_for_recent, method)
3540 self.assertEqual(["delta"], arguments)
3541
3542 method, arguments = processor.method_arguments("prepare_trades")
3543 self.assertEqual(m.prepare_trades, method)
3544 self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
3545
3546 method, arguments = processor.method_arguments("prepare_orders")
3547 self.assertEqual(m.trades.prepare_orders, method)
3548
3549 method, arguments = processor.method_arguments("move_balances")
3550 self.assertEqual(m.move_balances, method)
3551
3552 method, arguments = processor.method_arguments("run_orders")
3553 self.assertEqual(m.trades.run_orders, method)
3554
3555 method, arguments = processor.method_arguments("follow_orders")
3556 self.assertEqual(m.follow_orders, method)
3557
3558 method, arguments = processor.method_arguments("close_trades")
3559 self.assertEqual(m.trades.close_trades, method)
3560
3561 def test_process_step(self):
1f117ac7 3562 processor = market.Processor(self.m)
66f1aed5
IB		 3563
3564 with mock.patch.object(processor, "run_action") as run_action:
3565 step = processor.scenarios["sell_needed"][1]
3566
3567 processor.process_step("foo", step, {"foo":"bar"})
3568
3569 self.m.report.log_stage.assert_has_calls([
3570 mock.call("process_foo__1_sell_begin"),
3571 mock.call("process_foo__1_sell_end"),
3572 ])
3573 self.m.balances.fetch_balances.assert_has_calls([
3574 mock.call(tag="process_foo__1_sell_begin"),
3575 mock.call(tag="process_foo__1_sell_end"),
3576 ])
3577
3578 self.assertEqual(5, run_action.call_count)
3579
3580 run_action.assert_has_calls([
3581 mock.call('prepare_trades', {}, {'foo': 'bar'}),
3582 mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}),
3583 mock.call('run_orders', {}, {'foo': 'bar'}),
3584 mock.call('follow_orders', {}, {'foo': 'bar'}),
3585 mock.call('close_trades', {}, {'foo': 'bar'}),
3586 ])
3587
3588 self.m.reset_mock()
3589 with mock.patch.object(processor, "run_action") as run_action:
3590 step = processor.scenarios["sell_needed"][0]
3591
3592 processor.process_step("foo", step, {"foo":"bar"})
3593 self.m.balances.fetch_balances.assert_not_called()
3594
3595 def test_parse_args(self):
1f117ac7 3596 processor = market.Processor(self.m)
66f1aed5
IB		 3597
3598 with mock.patch.object(processor, "method_arguments") as method_arguments:
3599 method_mock = mock.Mock()
3600 method_arguments.return_value = [
3601 method_mock,
3602 ["foo2", "foo"]
3603 ]
3604 method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"})
3605
3606 self.assertEqual(method_mock, method)
3607 self.assertEqual({"foo": "bar2", "foo2": "bar"}, args)
3608
3609 with mock.patch.object(processor, "method_arguments") as method_arguments:
3610 method_mock = mock.Mock()
3611 method_arguments.return_value = [
3612 method_mock,
3613 ["repartition"]
3614 ]
3615 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {})
3616
3617 self.assertEqual(1, len(args["repartition"]))
3618 self.assertIn("BTC", args["repartition"])
3619
3620 with mock.patch.object(processor, "method_arguments") as method_arguments:
3621 method_mock = mock.Mock()
3622 method_arguments.return_value = [
3623 method_mock,
3624 ["repartition", "base_currency"]
3625 ]
3626 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"})
3627
3628 self.assertEqual(1, len(args["repartition"]))
3629 self.assertIn("USDT", args["repartition"])
3630
3631 with mock.patch.object(processor, "method_arguments") as method_arguments:
3632 method_mock = mock.Mock()
3633 method_arguments.return_value = [
3634 method_mock,
3635 ["repartition", "base_currency"]
3636 ]
3637 method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"})
3638
3639 self.assertEqual(1, len(args["repartition"]))
3640 self.assertIn("ETH", args["repartition"])
f86ee140 3641
f86ee140 3642
1aa7d4fa 3643@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
80cdd672
IB		 3644class AcceptanceTest(WebMockTestCase):
3645 @unittest.expectedFailure
a9950fd0 3646 def test_success_sell_only_necessary(self):
3d0247f9 3647 # FIXME: catch stdout
f86ee140 3648 self.m.report.verbose_print = False
a9950fd0
IB		 3649 fetch_balance = {
3650 "ETH": {
c51687d2
IB		 3651 "exchange_free": D("1.0"),
3652 "exchange_used": D("0.0"),
3653 "exchange_total": D("1.0"),
a9950fd0
IB		 3654 "total": D("1.0"),
3655 },
3656 "ETC": {
c51687d2
IB		 3657 "exchange_free": D("4.0"),
3658 "exchange_used": D("0.0"),
3659 "exchange_total": D("4.0"),
a9950fd0
IB		 3660 "total": D("4.0"),
3661 },
3662 "XVG": {
c51687d2
IB		 3663 "exchange_free": D("1000.0"),
3664 "exchange_used": D("0.0"),
3665 "exchange_total": D("1000.0"),
a9950fd0
IB		 3666 "total": D("1000.0"),
3667 },
3668 }
3669 repartition = {
350ed24d
IB		 3670 "ETH": (D("0.25"), "long"),
3671 "ETC": (D("0.25"), "long"),
3672 "BTC": (D("0.4"), "long"),
3673 "BTD": (D("0.01"), "short"),
3674 "B2X": (D("0.04"), "long"),
3675 "USDT": (D("0.05"), "long"),
a9950fd0
IB		 3676 }
3677
3678 def fetch_ticker(symbol):
3679 if symbol == "ETH/BTC":
3680 return {
3681 "symbol": "ETH/BTC",
3682 "bid": D("0.14"),
3683 "ask": D("0.16")
3684 }
3685 if symbol == "ETC/BTC":
3686 return {
3687 "symbol": "ETC/BTC",
3688 "bid": D("0.002"),
3689 "ask": D("0.003")
3690 }
3691 if symbol == "XVG/BTC":
3692 return {
3693 "symbol": "XVG/BTC",
3694 "bid": D("0.00003"),
3695 "ask": D("0.00005")
3696 }
3697 if symbol == "BTD/BTC":
3698 return {
3699 "symbol": "BTD/BTC",
3700 "bid": D("0.0008"),
3701 "ask": D("0.0012")
3702 }
350ed24d
IB		 3703 if symbol == "B2X/BTC":
3704 return {
3705 "symbol": "B2X/BTC",
3706 "bid": D("0.0008"),
3707 "ask": D("0.0012")
3708 }
a9950fd0 3709 if symbol == "USDT/BTC":
6ca5a1ec 3710 raise helper.ExchangeError
a9950fd0
IB		 3711 if symbol == "BTC/USDT":
3712 return {
3713 "symbol": "BTC/USDT",
3714 "bid": D("14000"),
3715 "ask": D("16000")
3716 }
3717 self.fail("Shouldn't have been called with {}".format(symbol))
3718
3719 market = mock.Mock()
c51687d2 3720 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3721 market.fetch_ticker.side_effect = fetch_ticker
350ed24d 3722 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3723 # Action 1
6ca5a1ec 3724 helper.prepare_trades(market)
a9950fd0 3725
6ca5a1ec 3726 balances = portfolio.BalanceStore.all
a9950fd0
IB		 3727 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
3728 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3729 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
3730
3731
5a72ded7 3732 trades = portfolio.TradeStore.all
c51687d2
IB		 3733 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3734 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3735 self.assertEqual("dispose", trades[0].action)
a9950fd0 3736
c51687d2
IB		 3737 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3738 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3739 self.assertEqual("acquire", trades[1].action)
a9950fd0 3740
c51687d2
IB		 3741 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3742 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3743 self.assertEqual("dispose", trades[2].action)
a9950fd0 3744
c51687d2
IB		 3745 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3746 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
5a72ded7 3747 self.assertEqual("acquire", trades[3].action)
350ed24d 3748
c51687d2
IB		 3749 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3750 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3751 self.assertEqual("acquire", trades[4].action)
a9950fd0 3752
c51687d2
IB		 3753 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3754 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3755 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB		 3756
3757 # Action 2
5a72ded7 3758 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
a9950fd0 3759
5a72ded7 3760 all_orders = portfolio.TradeStore.all_orders(state="pending")
a9950fd0
IB		 3761 self.assertEqual(2, len(all_orders))
3762 self.assertEqual(2, 3*all_orders[0].amount.value)
3763 self.assertEqual(D("0.14014"), all_orders[0].rate)
3764 self.assertEqual(1000, all_orders[1].amount.value)
3765 self.assertEqual(D("0.00003003"), all_orders[1].rate)
3766
3767
ecba1113 3768 def create_order(symbol, type, action, amount, price=None, account="exchange"):
a9950fd0
IB		 3769 self.assertEqual("limit", type)
3770 if symbol == "ETH/BTC":
b83d4897 3771 self.assertEqual("sell", action)
350ed24d 3772 self.assertEqual(D('0.66666666'), amount)
a9950fd0
IB		 3773 self.assertEqual(D("0.14014"), price)
3774 elif symbol == "XVG/BTC":
b83d4897 3775 self.assertEqual("sell", action)
a9950fd0
IB		 3776 self.assertEqual(1000, amount)
3777 self.assertEqual(D("0.00003003"), price)
3778 else:
3779 self.fail("I shouldn't have been called")
3780
3781 return {
3782 "id": symbol,
3783 }
3784 market.create_order.side_effect = create_order
350ed24d 3785 market.order_precision.return_value = 8
a9950fd0
IB		 3786
3787 # Action 3
6ca5a1ec 3788 portfolio.TradeStore.run_orders()
a9950fd0
IB		 3789
3790 self.assertEqual("open", all_orders[0].status)
3791 self.assertEqual("open", all_orders[1].status)
3792
5a72ded7
IB		 3793 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
3794 market.privatePostReturnOrderTrades.return_value = [
3795 {
df9e4e7f 3796 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 3797 "date": "2017-12-30 12:00:12", "rate": "0.1",
3798 "amount": "10", "total": "1"
3799 }
3800 ]
a9950fd0
IB		 3801 with mock.patch.object(portfolio.time, "sleep") as sleep:
3802 # Action 4
6ca5a1ec 3803 helper.follow_orders(verbose=False)
a9950fd0
IB		 3804
3805 sleep.assert_called_with(30)
3806
3807 for order in all_orders:
3808 self.assertEqual("closed", order.status)
3809
3810 fetch_balance = {
3811 "ETH": {
5a72ded7
IB		 3812 "exchange_free": D("1.0") / 3,
3813 "exchange_used": D("0.0"),
3814 "exchange_total": D("1.0") / 3,
3815 "margin_total": 0,
a9950fd0
IB		 3816 "total": D("1.0") / 3,
3817 },
3818 "BTC": {
5a72ded7
IB		 3819 "exchange_free": D("0.134"),
3820 "exchange_used": D("0.0"),
3821 "exchange_total": D("0.134"),
3822 "margin_total": 0,
a9950fd0
IB		 3823 "total": D("0.134"),
3824 },
3825 "ETC": {
5a72ded7
IB		 3826 "exchange_free": D("4.0"),
3827 "exchange_used": D("0.0"),
3828 "exchange_total": D("4.0"),
3829 "margin_total": 0,
a9950fd0
IB		 3830 "total": D("4.0"),
3831 },
3832 "XVG": {
5a72ded7
IB		 3833 "exchange_free": D("0.0"),
3834 "exchange_used": D("0.0"),
3835 "exchange_total": D("0.0"),
3836 "margin_total": 0,
a9950fd0
IB		 3837 "total": D("0.0"),
3838 },
3839 }
5a72ded7 3840 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3841
350ed24d 3842 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3843 # Action 5
7bd830a8 3844 helper.prepare_trades(market, only="acquire", compute_value="average")
a9950fd0 3845
6ca5a1ec 3846 balances = portfolio.BalanceStore.all
a9950fd0
IB		 3847 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
3848 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3849 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
3850 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
3851
3852
5a72ded7
IB		 3853 trades = portfolio.TradeStore.all
3854 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3855 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3856 self.assertEqual("dispose", trades[0].action)
a9950fd0 3857
5a72ded7
IB		 3858 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3859 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3860 self.assertEqual("acquire", trades[1].action)
a9950fd0
IB		 3861
3862 self.assertNotIn("BTC", trades)
3863
5a72ded7
IB		 3864 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3865 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3866 self.assertEqual("dispose", trades[2].action)
a9950fd0 3867
5a72ded7
IB		 3868 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3869 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
3870 self.assertEqual("acquire", trades[3].action)
350ed24d 3871
5a72ded7
IB		 3872 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3873 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3874 self.assertEqual("acquire", trades[4].action)
a9950fd0 3875
5a72ded7
IB		 3876 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3877 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3878 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB		 3879
3880 # Action 6
5a72ded7 3881 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
b83d4897 3882
5a72ded7 3883 all_orders = portfolio.TradeStore.all_orders(state="pending")
350ed24d
IB		 3884 self.assertEqual(4, len(all_orders))
3885 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
b83d4897
IB		 3886 self.assertEqual(D("0.003"), all_orders[0].rate)
3887 self.assertEqual("buy", all_orders[0].action)
350ed24d 3888 self.assertEqual("long", all_orders[0].trade_type)
b83d4897 3889
350ed24d 3890 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
b83d4897 3891 self.assertEqual(D("0.0012"), all_orders[1].rate)
350ed24d
IB		 3892 self.assertEqual("sell", all_orders[1].action)
3893 self.assertEqual("short", all_orders[1].trade_type)
3894
3895 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
3896 self.assertAlmostEqual(0, diff.value)
3897 self.assertEqual(D("0.0012"), all_orders[2].rate)
3898 self.assertEqual("buy", all_orders[2].action)
3899 self.assertEqual("long", all_orders[2].trade_type)
3900
3901 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
3902 self.assertEqual(D("16000"), all_orders[3].rate)
3903 self.assertEqual("sell", all_orders[3].action)
3904 self.assertEqual("long", all_orders[3].trade_type)
b83d4897 3905
006a2084
IB		 3906 # Action 6b
3907 # TODO:
3908 # Move balances to margin
3909
350ed24d
IB		 3910 # Action 7
3911 # TODO
6ca5a1ec 3912 # portfolio.TradeStore.run_orders()
a9950fd0
IB		 3913
3914 with mock.patch.object(portfolio.time, "sleep") as sleep:
350ed24d 3915 # Action 8
6ca5a1ec 3916 helper.follow_orders(verbose=False)
a9950fd0
IB		 3917
3918 sleep.assert_called_with(30)
3919
dd359bc0
IB		 3920if __name__ == '__main__':
3921 unittest.main()
The trade bot responsible to follow the cryptoportfolio every week