projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blame
| Commit | Line | Data |
|---|---|---|
| 1aa7d4fa | 1 | import sys |
| dd359bc0 IB |
2 | import portfolio |
| 3 | import unittest | |
| f86ee140 | 4 | import datetime |
| 5ab23e1c | 5 | from decimal import Decimal as D |
| dd359bc0 | 6 | from unittest import mock |
| 80cdd672 IB |
7 | import requests |
| 8 | import requests_mock | |
| c51687d2 | 9 | from io import StringIO |
| f86ee140 | 10 | import portfolio, helper, market |
| dd359bc0 | 11 | |
| 1aa7d4fa IB |
12 | limits = ["acceptance", "unit"] |
| 13 | for 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 |
22 | class 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") |
| 49 | class 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 | ||
| 1aa7d4fa | 129 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 80cdd672 IB |
130 | class PortfolioTest(WebMockTestCase): |
| 131 | def fill_data(self): | |
| 132 | if self.json_response is not None: | |
| 133 | portfolio.Portfolio.data = self.json_response | |
| 134 | ||
| 135 | def setUp(self): | |
| 136 | super(PortfolioTest, self).setUp() | |
| 137 | ||
| 138 | with open("test_portfolio.json") as example: | |
| 139 | self.json_response = example.read() | |
| 140 | ||
| 141 | self.wm.get(portfolio.Portfolio.URL, text=self.json_response) | |
| 142 | ||
| f86ee140 | 143 | def test_get_cryptoportfolio(self): |
| 80cdd672 IB |
144 | self.wm.get(portfolio.Portfolio.URL, [ |
| 145 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
| 146 | {"text": "System Error", "status_code": 500}, | |
| 147 | {"exc": requests.exceptions.ConnectTimeout}, | |
| 148 | ]) | |
| f86ee140 | 149 | portfolio.Portfolio.get_cryptoportfolio(self.m) |
| 80cdd672 IB |
150 | self.assertIn("foo", portfolio.Portfolio.data) |
| 151 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
| 152 | self.assertTrue(self.wm.called) | |
| 153 | self.assertEqual(1, self.wm.call_count) | |
| f86ee140 IB |
154 | self.m.report.log_error.assert_not_called() |
| 155 | self.m.report.log_http_request.assert_called_once() | |
| 156 | self.m.report.log_http_request.reset_mock() | |
| 80cdd672 | 157 | |
| f86ee140 | 158 | portfolio.Portfolio.get_cryptoportfolio(self.m) |
| 80cdd672 IB |
159 | self.assertIsNone(portfolio.Portfolio.data) |
| 160 | self.assertEqual(2, self.wm.call_count) | |
| f86ee140 IB |
161 | self.m.report.log_error.assert_not_called() |
| 162 | self.m.report.log_http_request.assert_called_once() | |
| 163 | self.m.report.log_http_request.reset_mock() | |
| 3d0247f9 | 164 | |
| 80cdd672 IB |
165 | |
| 166 | portfolio.Portfolio.data = "Foo" | |
| f86ee140 | 167 | portfolio.Portfolio.get_cryptoportfolio(self.m) |
| 80cdd672 IB |
168 | self.assertEqual("Foo", portfolio.Portfolio.data) |
| 169 | self.assertEqual(3, self.wm.call_count) | |
| f86ee140 | 170 | self.m.report.log_error.assert_called_once_with("get_cryptoportfolio", |
| 3d0247f9 | 171 | exception=mock.ANY) |
| f86ee140 | 172 | self.m.report.log_http_request.assert_not_called() |
| 80cdd672 | 173 | |
| f86ee140 IB |
174 | def test_parse_cryptoportfolio(self): |
| 175 | portfolio.Portfolio.parse_cryptoportfolio(self.m) | |
| 80cdd672 IB |
176 | |
| 177 | self.assertListEqual( | |
| 178 | ["medium", "high"], | |
| 179 | list(portfolio.Portfolio.liquidities.keys())) | |
| 180 | ||
| 181 | liquidities = portfolio.Portfolio.liquidities | |
| 182 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
| 183 | self.assertEqual(10, len(liquidities["high"].keys())) | |
| 184 | ||
| 185 | expected = { | |
| 186 | 'BTC': (D("0.2857"), "long"), | |
| 187 | 'DGB': (D("0.1015"), "long"), | |
| 188 | 'DOGE': (D("0.1805"), "long"), | |
| 189 | 'SC': (D("0.0623"), "long"), | |
| 190 | 'ZEC': (D("0.3701"), "long"), | |
| 191 | } | |
| 9f54fd9a IB |
192 | date = portfolio.datetime(2018, 1, 8) |
| 193 | self.assertDictEqual(expected, liquidities["high"][date]) | |
| 80cdd672 IB |
194 | |
| 195 | expected = { | |
| 196 | 'BTC': (D("1.1102e-16"), "long"), | |
| 197 | 'ETC': (D("0.1"), "long"), | |
| 198 | 'FCT': (D("0.1"), "long"), | |
| 199 | 'GAS': (D("0.1"), "long"), | |
| 200 | 'NAV': (D("0.1"), "long"), | |
| 201 | 'OMG': (D("0.1"), "long"), | |
| 202 | 'OMNI': (D("0.1"), "long"), | |
| 203 | 'PPC': (D("0.1"), "long"), | |
| 204 | 'RIC': (D("0.1"), "long"), | |
| 205 | 'VIA': (D("0.1"), "long"), | |
| 206 | 'XCP': (D("0.1"), "long"), | |
| 207 | } | |
| 9f54fd9a IB |
208 | self.assertDictEqual(expected, liquidities["medium"][date]) |
| 209 | self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date) | |
| 80cdd672 | 210 | |
| f86ee140 | 211 | self.m.report.log_http_request.assert_called_once_with("GET", |
| 3d0247f9 | 212 | portfolio.Portfolio.URL, None, mock.ANY, mock.ANY) |
| f86ee140 | 213 | self.m.report.log_http_request.reset_mock() |
| 3d0247f9 | 214 | |
| 80cdd672 | 215 | # It doesn't refetch the data when available |
| f86ee140 IB |
216 | portfolio.Portfolio.parse_cryptoportfolio(self.m) |
| 217 | self.m.report.log_http_request.assert_not_called() | |
| 80cdd672 IB |
218 | |
| 219 | self.assertEqual(1, self.wm.call_count) | |
| 220 | ||
| f86ee140 | 221 | portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True) |
| 9f54fd9a | 222 | self.assertEqual(2, self.wm.call_count) |
| f86ee140 | 223 | self.m.report.log_http_request.assert_called_once() |
| 9f54fd9a | 224 | |
| f86ee140 | 225 | def test_repartition(self): |
| 80cdd672 IB |
226 | expected_medium = { |
| 227 | 'BTC': (D("1.1102e-16"), "long"), | |
| 228 | 'USDT': (D("0.1"), "long"), | |
| 229 | 'ETC': (D("0.1"), "long"), | |
| 230 | 'FCT': (D("0.1"), "long"), | |
| 231 | 'OMG': (D("0.1"), "long"), | |
| 232 | 'STEEM': (D("0.1"), "long"), | |
| 233 | 'STRAT': (D("0.1"), "long"), | |
| 234 | 'XEM': (D("0.1"), "long"), | |
| 235 | 'XMR': (D("0.1"), "long"), | |
| 236 | 'XVC': (D("0.1"), "long"), | |
| 237 | 'ZRX': (D("0.1"), "long"), | |
| 238 | } | |
| 239 | expected_high = { | |
| 240 | 'USDT': (D("0.1226"), "long"), | |
| 241 | 'BTC': (D("0.1429"), "long"), | |
| 242 | 'ETC': (D("0.1127"), "long"), | |
| 243 | 'ETH': (D("0.1569"), "long"), | |
| 244 | 'FCT': (D("0.3341"), "long"), | |
| 245 | 'GAS': (D("0.1308"), "long"), | |
| 246 | } | |
| 247 | ||
| f86ee140 IB |
248 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m)) |
| 249 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium")) | |
| 250 | self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high")) | |
| 80cdd672 | 251 | |
| 9f54fd9a IB |
252 | self.assertEqual(1, self.wm.call_count) |
| 253 | ||
| f86ee140 | 254 | portfolio.Portfolio.repartition(self.m) |
| 9f54fd9a IB |
255 | self.assertEqual(1, self.wm.call_count) |
| 256 | ||
| f86ee140 | 257 | portfolio.Portfolio.repartition(self.m, refetch=True) |
| 9f54fd9a | 258 | self.assertEqual(2, self.wm.call_count) |
| f86ee140 IB |
259 | self.m.report.log_http_request.assert_called() |
| 260 | self.assertEqual(2, self.m.report.log_http_request.call_count) | |
| 9f54fd9a IB |
261 | |
| 262 | @mock.patch.object(portfolio.time, "sleep") | |
| 263 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
| 264 | def test_wait_for_recent(self, repartition, sleep): | |
| 265 | self.call_count = 0 | |
| f86ee140 IB |
266 | def _repartition(market, refetch): |
| 267 | self.assertEqual(self.m, market) | |
| 9f54fd9a IB |
268 | self.assertTrue(refetch) |
| 269 | self.call_count += 1 | |
| 270 | portfolio.Portfolio.last_date = portfolio.datetime.now()\ | |
| 271 | - portfolio.timedelta(10)\ | |
| 272 | + portfolio.timedelta(self.call_count) | |
| 273 | repartition.side_effect = _repartition | |
| 274 | ||
| f86ee140 | 275 | portfolio.Portfolio.wait_for_recent(self.m) |
| 9f54fd9a IB |
276 | sleep.assert_called_with(30) |
| 277 | self.assertEqual(6, sleep.call_count) | |
| 278 | self.assertEqual(7, repartition.call_count) | |
| f86ee140 | 279 | self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") |
| 9f54fd9a IB |
280 | |
| 281 | sleep.reset_mock() | |
| 282 | repartition.reset_mock() | |
| 283 | portfolio.Portfolio.last_date = None | |
| 284 | self.call_count = 0 | |
| f86ee140 | 285 | portfolio.Portfolio.wait_for_recent(self.m, delta=15) |
| 9f54fd9a IB |
286 | sleep.assert_not_called() |
| 287 | self.assertEqual(1, repartition.call_count) | |
| 288 | ||
| 289 | sleep.reset_mock() | |
| 290 | repartition.reset_mock() | |
| 291 | portfolio.Portfolio.last_date = None | |
| 292 | self.call_count = 0 | |
| f86ee140 | 293 | portfolio.Portfolio.wait_for_recent(self.m, delta=1) |
| 9f54fd9a IB |
294 | sleep.assert_called_with(30) |
| 295 | self.assertEqual(9, sleep.call_count) | |
| 296 | self.assertEqual(10, repartition.call_count) | |
| 297 | ||
| 1aa7d4fa | 298 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 80cdd672 | 299 | class AmountTest(WebMockTestCase): |
| dd359bc0 | 300 | def test_values(self): |
| 5ab23e1c IB |
301 | amount = portfolio.Amount("BTC", "0.65") |
| 302 | self.assertEqual(D("0.65"), amount.value) | |
| dd359bc0 IB |
303 | self.assertEqual("BTC", amount.currency) |
| 304 | ||
| dd359bc0 IB |
305 | def test_in_currency(self): |
| 306 | amount = portfolio.Amount("ETC", 10) | |
| 307 | ||
| f86ee140 | 308 | self.assertEqual(amount, amount.in_currency("ETC", self.m)) |
| dd359bc0 | 309 | |
| f86ee140 IB |
310 | with self.subTest(desc="no ticker for currency"): |
| 311 | self.m.get_ticker.return_value = None | |
| dd359bc0 | 312 | |
| f86ee140 | 313 | self.assertRaises(Exception, amount.in_currency, "ETH", self.m) |
| dd359bc0 | 314 | |
| f86ee140 IB |
315 | with self.subTest(desc="nominal case"): |
| 316 | self.m.get_ticker.return_value = { | |
| deb8924c IB |
317 | "bid": D("0.2"), |
| 318 | "ask": D("0.4"), | |
| 5ab23e1c | 319 | "average": D("0.3"), |
| dd359bc0 IB |
320 | "foo": "bar", |
| 321 | } | |
| f86ee140 | 322 | converted_amount = amount.in_currency("ETH", self.m) |
| dd359bc0 | 323 | |
| 5ab23e1c | 324 | self.assertEqual(D("3.0"), converted_amount.value) |
| dd359bc0 IB |
325 | self.assertEqual("ETH", converted_amount.currency) |
| 326 | self.assertEqual(amount, converted_amount.linked_to) | |
| 327 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
| 328 | ||
| f86ee140 | 329 | converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") |
| deb8924c IB |
330 | self.assertEqual(D("2"), converted_amount.value) |
| 331 | ||
| f86ee140 | 332 | converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") |
| deb8924c IB |
333 | self.assertEqual(D("4"), converted_amount.value) |
| 334 | ||
| f86ee140 | 335 | converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) |
| c2644ba8 IB |
336 | self.assertEqual(D("0.2"), converted_amount.value) |
| 337 | ||
| 80cdd672 IB |
338 | def test__round(self): |
| 339 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
| 340 | self.assertEqual(D("1.23456789"), round(amount).value) | |
| 341 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
| 342 | ||
| dd359bc0 IB |
343 | def test__abs(self): |
| 344 | amount = portfolio.Amount("SC", -120) | |
| 345 | self.assertEqual(120, abs(amount).value) | |
| 346 | self.assertEqual("SC", abs(amount).currency) | |
| 347 | ||
| 348 | amount = portfolio.Amount("SC", 10) | |
| 349 | self.assertEqual(10, abs(amount).value) | |
| 350 | self.assertEqual("SC", abs(amount).currency) | |
| 351 | ||
| 352 | def test__add(self): | |
| 5ab23e1c IB |
353 | amount1 = portfolio.Amount("XVG", "12.9") |
| 354 | amount2 = portfolio.Amount("XVG", "13.1") | |
| dd359bc0 IB |
355 | |
| 356 | self.assertEqual(26, (amount1 + amount2).value) | |
| 357 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
| 358 | ||
| 5ab23e1c | 359 | amount3 = portfolio.Amount("ETH", "1.6") |
| dd359bc0 IB |
360 | with self.assertRaises(Exception): |
| 361 | amount1 + amount3 | |
| 362 | ||
| 363 | amount4 = portfolio.Amount("ETH", 0.0) | |
| 364 | self.assertEqual(amount1, amount1 + amount4) | |
| 365 | ||
| f320eb8a IB |
366 | self.assertEqual(amount1, amount1 + 0) |
| 367 | ||
| dd359bc0 | 368 | def test__radd(self): |
| 5ab23e1c | 369 | amount = portfolio.Amount("XVG", "12.9") |
| dd359bc0 IB |
370 | |
| 371 | self.assertEqual(amount, 0 + amount) | |
| 372 | with self.assertRaises(Exception): | |
| 373 | 4 + amount | |
| 374 | ||
| 375 | def test__sub(self): | |
| 5ab23e1c IB |
376 | amount1 = portfolio.Amount("XVG", "13.3") |
| 377 | amount2 = portfolio.Amount("XVG", "13.1") | |
| dd359bc0 | 378 | |
| 5ab23e1c | 379 | self.assertEqual(D("0.2"), (amount1 - amount2).value) |
| dd359bc0 IB |
380 | self.assertEqual("XVG", (amount1 - amount2).currency) |
| 381 | ||
| 5ab23e1c | 382 | amount3 = portfolio.Amount("ETH", "1.6") |
| dd359bc0 IB |
383 | with self.assertRaises(Exception): |
| 384 | amount1 - amount3 | |
| 385 | ||
| 386 | amount4 = portfolio.Amount("ETH", 0.0) | |
| 387 | self.assertEqual(amount1, amount1 - amount4) | |
| 388 | ||
| f320eb8a IB |
389 | def test__rsub(self): |
| 390 | amount = portfolio.Amount("ETH", "1.6") | |
| 391 | with self.assertRaises(Exception): | |
| 392 | 3 - amount | |
| 393 | ||
| f86ee140 | 394 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) |
| f320eb8a | 395 | |
| dd359bc0 IB |
396 | def test__mul(self): |
| 397 | amount = portfolio.Amount("XEM", 11) | |
| 398 | ||
| 5ab23e1c IB |
399 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) |
| 400 | self.assertEqual(D("33"), (amount * 3).value) | |
| dd359bc0 IB |
401 | |
| 402 | with self.assertRaises(Exception): | |
| 403 | amount * amount | |
| 404 | ||
| 405 | def test__rmul(self): | |
| 406 | amount = portfolio.Amount("XEM", 11) | |
| 407 | ||
| 5ab23e1c IB |
408 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) |
| 409 | self.assertEqual(D("33"), (3 * amount).value) | |
| dd359bc0 IB |
410 | |
| 411 | def test__floordiv(self): | |
| 412 | amount = portfolio.Amount("XEM", 11) | |
| 413 | ||
| 5ab23e1c IB |
414 | self.assertEqual(D("5.5"), (amount / 2).value) |
| 415 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
| dd359bc0 | 416 | |
| 1aa7d4fa IB |
417 | with self.assertRaises(Exception): |
| 418 | amount / amount | |
| 419 | ||
| 80cdd672 | 420 | def test__truediv(self): |
| dd359bc0 IB |
421 | amount = portfolio.Amount("XEM", 11) |
| 422 | ||
| 5ab23e1c IB |
423 | self.assertEqual(D("5.5"), (amount / 2).value) |
| 424 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
| dd359bc0 IB |
425 | |
| 426 | def test__lt(self): | |
| 427 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 428 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 429 | ||
| 430 | self.assertTrue(amount1 < amount2) | |
| 431 | self.assertFalse(amount2 < amount1) | |
| 432 | self.assertFalse(amount1 < amount1) | |
| 433 | ||
| 434 | amount3 = portfolio.Amount("BTC", 1.6) | |
| 435 | with self.assertRaises(Exception): | |
| 436 | amount1 < amount3 | |
| 437 | ||
| 80cdd672 IB |
438 | def test__le(self): |
| 439 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 440 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 441 | ||
| 442 | self.assertTrue(amount1 <= amount2) | |
| 443 | self.assertFalse(amount2 <= amount1) | |
| 444 | self.assertTrue(amount1 <= amount1) | |
| 445 | ||
| 446 | amount3 = portfolio.Amount("BTC", 1.6) | |
| 447 | with self.assertRaises(Exception): | |
| 448 | amount1 <= amount3 | |
| 449 | ||
| 450 | def test__gt(self): | |
| 451 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 452 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 453 | ||
| 454 | self.assertTrue(amount2 > amount1) | |
| 455 | self.assertFalse(amount1 > amount2) | |
| 456 | self.assertFalse(amount1 > amount1) | |
| 457 | ||
| 458 | amount3 = portfolio.Amount("BTC", 1.6) | |
| 459 | with self.assertRaises(Exception): | |
| 460 | amount3 > amount1 | |
| 461 | ||
| 462 | def test__ge(self): | |
| 463 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 464 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 465 | ||
| 466 | self.assertTrue(amount2 >= amount1) | |
| 467 | self.assertFalse(amount1 >= amount2) | |
| 468 | self.assertTrue(amount1 >= amount1) | |
| 469 | ||
| 470 | amount3 = portfolio.Amount("BTC", 1.6) | |
| 471 | with self.assertRaises(Exception): | |
| 472 | amount3 >= amount1 | |
| 473 | ||
| dd359bc0 IB |
474 | def test__eq(self): |
| 475 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 476 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 477 | amount3 = portfolio.Amount("BTD", 11.3) | |
| 478 | ||
| 479 | self.assertFalse(amount1 == amount2) | |
| 480 | self.assertFalse(amount2 == amount1) | |
| 481 | self.assertTrue(amount1 == amount3) | |
| 482 | self.assertFalse(amount2 == 0) | |
| 483 | ||
| 484 | amount4 = portfolio.Amount("BTC", 1.6) | |
| 485 | with self.assertRaises(Exception): | |
| 486 | amount1 == amount4 | |
| 487 | ||
| 488 | amount5 = portfolio.Amount("BTD", 0) | |
| 489 | self.assertTrue(amount5 == 0) | |
| 490 | ||
| 80cdd672 IB |
491 | def test__ne(self): |
| 492 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 493 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 494 | amount3 = portfolio.Amount("BTD", 11.3) | |
| 495 | ||
| 496 | self.assertTrue(amount1 != amount2) | |
| 497 | self.assertTrue(amount2 != amount1) | |
| 498 | self.assertFalse(amount1 != amount3) | |
| 499 | self.assertTrue(amount2 != 0) | |
| 500 | ||
| 501 | amount4 = portfolio.Amount("BTC", 1.6) | |
| 502 | with self.assertRaises(Exception): | |
| 503 | amount1 != amount4 | |
| 504 | ||
| 505 | amount5 = portfolio.Amount("BTD", 0) | |
| 506 | self.assertFalse(amount5 != 0) | |
| 507 | ||
| 508 | def test__neg(self): | |
| 509 | amount1 = portfolio.Amount("BTD", "11.3") | |
| 510 | ||
| 511 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
| 512 | ||
| dd359bc0 IB |
513 | def test__str(self): |
| 514 | amount1 = portfolio.Amount("BTX", 32) | |
| 515 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
| 516 | ||
| 517 | amount2 = portfolio.Amount("USDT", 12000) | |
| 518 | amount1.linked_to = amount2 | |
| 519 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
| 520 | ||
| 521 | def test__repr(self): | |
| 522 | amount1 = portfolio.Amount("BTX", 32) | |
| 523 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
| 524 | ||
| 525 | amount2 = portfolio.Amount("USDT", 12000) | |
| 526 | amount1.linked_to = amount2 | |
| 527 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
| 528 | ||
| 529 | amount3 = portfolio.Amount("BTC", 0.1) | |
| 530 | amount2.linked_to = amount3 | |
| 531 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
| 532 | ||
| 3d0247f9 IB |
533 | def test_as_json(self): |
| 534 | amount = portfolio.Amount("BTX", 32) | |
| 535 | self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) | |
| 536 | ||
| 537 | amount = portfolio.Amount("BTX", "1E-10") | |
| 538 | self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) | |
| 539 | ||
| 540 | amount = portfolio.Amount("BTX", "1E-5") | |
| 541 | self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) | |
| 542 | self.assertEqual("0.00001", str(amount.as_json()["value"])) | |
| 543 | ||
| 1aa7d4fa | 544 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 80cdd672 | 545 | class BalanceTest(WebMockTestCase): |
| f2da6589 | 546 | def test_values(self): |
| 80cdd672 IB |
547 | balance = portfolio.Balance("BTC", { |
| 548 | "exchange_total": "0.65", | |
| 549 | "exchange_free": "0.35", | |
| 550 | "exchange_used": "0.30", | |
| 551 | "margin_total": "-10", | |
| aca4d437 IB |
552 | "margin_borrowed": "10", |
| 553 | "margin_available": "0", | |
| 554 | "margin_in_position": "0", | |
| 80cdd672 IB |
555 | "margin_position_type": "short", |
| 556 | "margin_borrowed_base_currency": "USDT", | |
| 557 | "margin_liquidation_price": "1.20", | |
| 558 | "margin_pending_gain": "10", | |
| 559 | "margin_lending_fees": "0.4", | |
| 560 | "margin_borrowed_base_price": "0.15", | |
| 561 | }) | |
| 562 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
| 563 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
| 564 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
| 565 | self.assertEqual("BTC", balance.exchange_total.currency) | |
| 566 | self.assertEqual("BTC", balance.exchange_free.currency) | |
| 567 | self.assertEqual("BTC", balance.exchange_total.currency) | |
| 568 | ||
| 569 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
| aca4d437 IB |
570 | self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) |
| 571 | self.assertEqual(portfolio.D("0"), balance.margin_available.value) | |
| 80cdd672 IB |
572 | self.assertEqual("BTC", balance.margin_total.currency) |
| 573 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
| aca4d437 | 574 | self.assertEqual("BTC", balance.margin_available.currency) |
| f2da6589 | 575 | |
| f2da6589 IB |
576 | self.assertEqual("BTC", balance.currency) |
| 577 | ||
| 80cdd672 IB |
578 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) |
| 579 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
| 580 | ||
| 6ca5a1ec IB |
581 | def test__repr(self): |
| 582 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
| 583 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
| 584 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
| 585 | "exchange_used": 1, "exchange_free": 2 }) | |
| 586 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
| f2da6589 | 587 | |
| 1aa7d4fa IB |
588 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) |
| 589 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
| 590 | ||
| 6ca5a1ec | 591 | balance = portfolio.Balance("BTX", { "margin_total": 3, |
| aca4d437 IB |
592 | "margin_in_position": 1, "margin_available": 2 }) |
| 593 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
| f2da6589 | 594 | |
| aca4d437 | 595 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) |
| 1aa7d4fa IB |
596 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) |
| 597 | ||
| 6ca5a1ec IB |
598 | balance = portfolio.Balance("BTX", { "margin_total": -3, |
| 599 | "margin_borrowed_base_price": D("0.1"), | |
| 600 | "margin_borrowed_base_currency": "BTC", | |
| 601 | "margin_lending_fees": D("0.002") }) | |
| 602 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
| f2da6589 | 603 | |
| 1aa7d4fa | 604 | balance = portfolio.Balance("BTX", { "margin_total": 1, |
| aca4d437 IB |
605 | "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) |
| 606 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
| 1aa7d4fa | 607 | |
| 3d0247f9 IB |
608 | def test_as_json(self): |
| 609 | balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) | |
| 610 | as_json = balance.as_json() | |
| 611 | self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) | |
| 612 | self.assertEqual(D(0), as_json["total"]) | |
| 613 | self.assertEqual(D(2), as_json["exchange_total"]) | |
| 614 | self.assertEqual(D(2), as_json["exchange_free"]) | |
| 615 | self.assertEqual(D(0), as_json["exchange_used"]) | |
| 616 | self.assertEqual(D(0), as_json["margin_total"]) | |
| aca4d437 | 617 | self.assertEqual(D(0), as_json["margin_available"]) |
| 3d0247f9 IB |
618 | self.assertEqual(D(0), as_json["margin_borrowed"]) |
| 619 | ||
| 1aa7d4fa | 620 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| f86ee140 IB |
621 | class MarketTest(WebMockTestCase): |
| 622 | def setUp(self): | |
| 623 | super(MarketTest, self).setUp() | |
| 624 | ||
| 625 | self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
| 626 | ||
| 627 | def test_values(self): | |
| 628 | m = market.Market(self.ccxt) | |
| 629 | ||
| 630 | self.assertEqual(self.ccxt, m.ccxt) | |
| 631 | self.assertFalse(m.debug) | |
| 632 | self.assertIsInstance(m.report, market.ReportStore) | |
| 633 | self.assertIsInstance(m.trades, market.TradeStore) | |
| 634 | self.assertIsInstance(m.balances, market.BalanceStore) | |
| 635 | self.assertEqual(m, m.report.market) | |
| 636 | self.assertEqual(m, m.trades.market) | |
| 637 | self.assertEqual(m, m.balances.market) | |
| 638 | self.assertEqual(m, m.ccxt._market) | |
| 639 | ||
| 640 | m = market.Market(self.ccxt, debug=True) | |
| 641 | self.assertTrue(m.debug) | |
| 642 | ||
| 643 | m = market.Market(self.ccxt, debug=False) | |
| 644 | self.assertFalse(m.debug) | |
| 645 | ||
| 646 | @mock.patch("market.ccxt") | |
| 647 | def test_from_config(self, ccxt): | |
| 648 | with mock.patch("market.ReportStore"): | |
| 649 | ccxt.poloniexE.return_value = self.ccxt | |
| 650 | self.ccxt.session.request.return_value = "response" | |
| 651 | ||
| d24bb10c | 652 | m = market.Market.from_config({"key": "key", "secred": "secret"}) |
| f86ee140 IB |
653 | |
| 654 | self.assertEqual(self.ccxt, m.ccxt) | |
| 655 | ||
| 656 | self.ccxt.session.request("GET", "URL", data="data", | |
| 657 | headers="headers") | |
| 658 | m.report.log_http_request.assert_called_with('GET', 'URL', 'data', | |
| 659 | 'headers', 'response') | |
| 660 | ||
| d24bb10c | 661 | m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True) |
| f86ee140 IB |
662 | self.assertEqual(True, m.debug) |
| 663 | ||
| aca4d437 IB |
664 | def test_get_tickers(self): |
| 665 | self.ccxt.fetch_tickers.side_effect = [ | |
| 666 | "tickers", | |
| 667 | market.NotSupported | |
| 6ca5a1ec | 668 | ] |
| f2da6589 | 669 | |
| aca4d437 IB |
670 | m = market.Market(self.ccxt) |
| 671 | self.assertEqual("tickers", m.get_tickers()) | |
| 672 | self.assertEqual("tickers", m.get_tickers()) | |
| 673 | self.ccxt.fetch_tickers.assert_called_once() | |
| f2da6589 | 674 | |
| aca4d437 IB |
675 | self.assertIsNone(m.get_tickers(refresh=self.time.time())) |
| 676 | ||
| 677 | def test_get_ticker(self): | |
| 678 | with self.subTest(get_tickers=True): | |
| 679 | self.ccxt.fetch_tickers.return_value = { | |
| 680 | "ETH/ETC": { "bid": 1, "ask": 3 }, | |
| 681 | "XVG/ETH": { "bid": 10, "ask": 40 }, | |
| 682 | } | |
| 683 | m = market.Market(self.ccxt) | |
| 684 | ||
| 685 | ticker = m.get_ticker("ETH", "ETC") | |
| 686 | self.assertEqual(1, ticker["bid"]) | |
| 687 | self.assertEqual(3, ticker["ask"]) | |
| 688 | self.assertEqual(2, ticker["average"]) | |
| 689 | self.assertFalse(ticker["inverted"]) | |
| 690 | ||
| 691 | ticker = m.get_ticker("ETH", "XVG") | |
| 692 | self.assertEqual(0.0625, ticker["average"]) | |
| 693 | self.assertTrue(ticker["inverted"]) | |
| 694 | self.assertIn("original", ticker) | |
| 695 | self.assertEqual(10, ticker["original"]["bid"]) | |
| 7192b2e1 | 696 | self.assertEqual(25, ticker["original"]["average"]) |
| aca4d437 IB |
697 | |
| 698 | ticker = m.get_ticker("XVG", "XMR") | |
| 699 | self.assertIsNone(ticker) | |
| 700 | ||
| 701 | with self.subTest(get_tickers=False): | |
| 702 | self.ccxt.fetch_tickers.return_value = None | |
| 703 | self.ccxt.fetch_ticker.side_effect = [ | |
| 704 | { "bid": 1, "ask": 3 }, | |
| 705 | market.ExchangeError("foo"), | |
| 706 | { "bid": 10, "ask": 40 }, | |
| 707 | market.ExchangeError("foo"), | |
| 708 | market.ExchangeError("foo"), | |
| 709 | ] | |
| 710 | ||
| 711 | m = market.Market(self.ccxt) | |
| 712 | ||
| 713 | ticker = m.get_ticker("ETH", "ETC") | |
| 714 | self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") | |
| 715 | self.assertEqual(1, ticker["bid"]) | |
| 716 | self.assertEqual(3, ticker["ask"]) | |
| 717 | self.assertEqual(2, ticker["average"]) | |
| 718 | self.assertFalse(ticker["inverted"]) | |
| 719 | ||
| 720 | ticker = m.get_ticker("ETH", "XVG") | |
| 721 | self.assertEqual(0.0625, ticker["average"]) | |
| 722 | self.assertTrue(ticker["inverted"]) | |
| 723 | self.assertIn("original", ticker) | |
| 724 | self.assertEqual(10, ticker["original"]["bid"]) | |
| 7192b2e1 | 725 | self.assertEqual(25, ticker["original"]["average"]) |
| aca4d437 IB |
726 | |
| 727 | ticker = m.get_ticker("XVG", "XMR") | |
| 728 | self.assertIsNone(ticker) | |
| f2da6589 | 729 | |
| 6ca5a1ec | 730 | def test_fetch_fees(self): |
| f86ee140 IB |
731 | m = market.Market(self.ccxt) |
| 732 | self.ccxt.fetch_fees.return_value = "Foo" | |
| 733 | self.assertEqual("Foo", m.fetch_fees()) | |
| 734 | self.ccxt.fetch_fees.assert_called_once() | |
| 735 | self.ccxt.reset_mock() | |
| 736 | self.assertEqual("Foo", m.fetch_fees()) | |
| 737 | self.ccxt.fetch_fees.assert_not_called() | |
| f2da6589 | 738 | |
| 350ed24d | 739 | @mock.patch.object(portfolio.Portfolio, "repartition") |
| f86ee140 IB |
740 | @mock.patch.object(market.Market, "get_ticker") |
| 741 | @mock.patch.object(market.TradeStore, "compute_trades") | |
| 742 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
| f2da6589 | 743 | repartition.return_value = { |
| 350ed24d IB |
744 | "XEM": (D("0.75"), "long"), |
| 745 | "BTC": (D("0.25"), "long"), | |
| f2da6589 | 746 | } |
| f86ee140 | 747 | def _get_ticker(c1, c2): |
| deb8924c IB |
748 | if c1 == "USDT" and c2 == "BTC": |
| 749 | return { "average": D("0.0001") } | |
| 750 | if c1 == "XVG" and c2 == "BTC": | |
| 751 | return { "average": D("0.000001") } | |
| 752 | if c1 == "XEM" and c2 == "BTC": | |
| 753 | return { "average": D("0.001") } | |
| a9950fd0 | 754 | self.fail("Should be called with {}, {}".format(c1, c2)) |
| deb8924c IB |
755 | get_ticker.side_effect = _get_ticker |
| 756 | ||
| f86ee140 IB |
757 | with mock.patch("market.ReportStore"): |
| 758 | m = market.Market(self.ccxt) | |
| 759 | self.ccxt.fetch_all_balances.return_value = { | |
| 760 | "USDT": { | |
| 761 | "exchange_free": D("10000.0"), | |
| 762 | "exchange_used": D("0.0"), | |
| 763 | "exchange_total": D("10000.0"), | |
| 764 | "total": D("10000.0") | |
| 765 | }, | |
| 766 | "XVG": { | |
| 767 | "exchange_free": D("10000.0"), | |
| 768 | "exchange_used": D("0.0"), | |
| 769 | "exchange_total": D("10000.0"), | |
| 770 | "total": D("10000.0") | |
| 771 | }, | |
| 772 | } | |
| 18167a3c | 773 | |
| f86ee140 | 774 | m.balances.fetch_balances(tag="tag") |
| f2da6589 | 775 | |
| f86ee140 IB |
776 | m.prepare_trades() |
| 777 | compute_trades.assert_called() | |
| 778 | ||
| 779 | call = compute_trades.call_args | |
| 780 | self.assertEqual(1, call[0][0]["USDT"].value) | |
| 781 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
| 782 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
| 783 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
| 7bd830a8 IB |
784 | m.report.log_stage.assert_called_once_with("prepare_trades", |
| 785 | base_currency='BTC', compute_value='average', | |
| 9db7d156 | 786 | liquidity='medium', only=None, repartition=None) |
| f86ee140 | 787 | m.report.log_balances.assert_called_once_with(tag="tag") |
| c51687d2 | 788 | |
| a9950fd0 | 789 | |
| 1aa7d4fa | 790 | @mock.patch.object(portfolio.time, "sleep") |
| f86ee140 | 791 | @mock.patch.object(market.TradeStore, "all_orders") |
| 1aa7d4fa | 792 | def test_follow_orders(self, all_orders, time_mock): |
| 3d0247f9 IB |
793 | for debug, sleep in [ |
| 794 | (False, None), (True, None), | |
| 795 | (False, 12), (True, 12)]: | |
| 796 | with self.subTest(sleep=sleep, debug=debug), \ | |
| f86ee140 IB |
797 | mock.patch("market.ReportStore"): |
| 798 | m = market.Market(self.ccxt, debug=debug) | |
| 799 | ||
| 1aa7d4fa IB |
800 | order_mock1 = mock.Mock() |
| 801 | order_mock2 = mock.Mock() | |
| 802 | order_mock3 = mock.Mock() | |
| 803 | all_orders.side_effect = [ | |
| 804 | [order_mock1, order_mock2], | |
| 805 | [order_mock1, order_mock2], | |
| 806 | ||
| 807 | [order_mock1, order_mock3], | |
| 808 | [order_mock1, order_mock3], | |
| 809 | ||
| 810 | [order_mock1, order_mock3], | |
| 811 | [order_mock1, order_mock3], | |
| 812 | ||
| 813 | [] | |
| 814 | ] | |
| 815 | ||
| 816 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
| 817 | order_mock2.get_status.side_effect = ["open"] | |
| 818 | order_mock3.get_status.side_effect = ["open", "closed"] | |
| 819 | ||
| 820 | order_mock1.trade = mock.Mock() | |
| 821 | order_mock2.trade = mock.Mock() | |
| 822 | order_mock3.trade = mock.Mock() | |
| 823 | ||
| f86ee140 | 824 | m.follow_orders(sleep=sleep) |
| 1aa7d4fa IB |
825 | |
| 826 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
| 827 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
| 828 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
| 829 | self.assertEqual(3, order_mock1.get_status.call_count) | |
| 830 | ||
| 831 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
| 832 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
| 833 | self.assertEqual(1, order_mock2.get_status.call_count) | |
| 834 | ||
| 835 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
| 836 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
| 837 | self.assertEqual(2, order_mock3.get_status.call_count) | |
| f86ee140 | 838 | m.report.log_stage.assert_called() |
| 3d0247f9 IB |
839 | calls = [ |
| 840 | mock.call("follow_orders_begin"), | |
| 841 | mock.call("follow_orders_tick_1"), | |
| 842 | mock.call("follow_orders_tick_2"), | |
| 843 | mock.call("follow_orders_tick_3"), | |
| 844 | mock.call("follow_orders_end"), | |
| 845 | ] | |
| f86ee140 IB |
846 | m.report.log_stage.assert_has_calls(calls) |
| 847 | m.report.log_orders.assert_called() | |
| 848 | self.assertEqual(3, m.report.log_orders.call_count) | |
| 3d0247f9 IB |
849 | calls = [ |
| 850 | mock.call([order_mock1, order_mock2], tick=1), | |
| 851 | mock.call([order_mock1, order_mock3], tick=2), | |
| 852 | mock.call([order_mock1, order_mock3], tick=3), | |
| 853 | ] | |
| f86ee140 | 854 | m.report.log_orders.assert_has_calls(calls) |
| 3d0247f9 IB |
855 | calls = [ |
| 856 | mock.call(order_mock1, 3, finished=True), | |
| 857 | mock.call(order_mock3, 3, finished=True), | |
| 858 | ] | |
| f86ee140 | 859 | m.report.log_order.assert_has_calls(calls) |
| 1aa7d4fa IB |
860 | |
| 861 | if sleep is None: | |
| 862 | if debug: | |
| f86ee140 | 863 | m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") |
| 1aa7d4fa IB |
864 | time_mock.assert_called_with(7) |
| 865 | else: | |
| 866 | time_mock.assert_called_with(30) | |
| 867 | else: | |
| 868 | time_mock.assert_called_with(sleep) | |
| 869 | ||
| f86ee140 | 870 | @mock.patch.object(market.BalanceStore, "fetch_balances") |
| 5a72ded7 IB |
871 | def test_move_balance(self, fetch_balances): |
| 872 | for debug in [True, False]: | |
| 873 | with self.subTest(debug=debug),\ | |
| f86ee140 IB |
874 | mock.patch("market.ReportStore"): |
| 875 | m = market.Market(self.ccxt, debug=debug) | |
| 876 | ||
| 5a72ded7 IB |
877 | value_from = portfolio.Amount("BTC", "1.0") |
| 878 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 879 | value_to = portfolio.Amount("BTC", "10.0") | |
| f86ee140 | 880 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) |
| 5a72ded7 IB |
881 | |
| 882 | value_from = portfolio.Amount("BTC", "0.0") | |
| 883 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
| 884 | value_to = portfolio.Amount("BTC", "-3.0") | |
| f86ee140 | 885 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) |
| 5a72ded7 IB |
886 | |
| 887 | value_from = portfolio.Amount("USDT", "0.0") | |
| 888 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
| 889 | value_to = portfolio.Amount("USDT", "-50.0") | |
| f86ee140 | 890 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) |
| 5a72ded7 | 891 | |
| f86ee140 | 892 | m.trades.all = [trade1, trade2, trade3] |
| aca4d437 IB |
893 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) |
| 894 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
| 895 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
| f86ee140 | 896 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} |
| 5a72ded7 | 897 | |
| f86ee140 | 898 | m.move_balances() |
| 5a72ded7 | 899 | |
| f86ee140 IB |
900 | fetch_balances.assert_called_with() |
| 901 | m.report.log_move_balances.assert_called_once() | |
| 3d0247f9 | 902 | |
| 5a72ded7 | 903 | if debug: |
| f86ee140 IB |
904 | m.report.log_debug_action.assert_called() |
| 905 | self.assertEqual(3, m.report.log_debug_action.call_count) | |
| 5a72ded7 | 906 | else: |
| f86ee140 | 907 | self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") |
| aca4d437 IB |
908 | self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") |
| 909 | self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") | |
| f86ee140 | 910 | |
| 1aa7d4fa | 911 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 6ca5a1ec | 912 | class TradeStoreTest(WebMockTestCase): |
| f86ee140 IB |
913 | def test_compute_trades(self): |
| 914 | self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | |
| 1aa7d4fa IB |
915 | |
| 916 | values_in_base = { | |
| 917 | "XMR": portfolio.Amount("BTC", D("0.9")), | |
| 918 | "DASH": portfolio.Amount("BTC", D("0.4")), | |
| 919 | "XVG": portfolio.Amount("BTC", D("-0.5")), | |
| 920 | "BTC": portfolio.Amount("BTC", D("0.5")), | |
| 921 | } | |
| 922 | new_repartition = { | |
| 923 | "DASH": portfolio.Amount("BTC", D("0.5")), | |
| 924 | "XVG": portfolio.Amount("BTC", D("0.1")), | |
| 925 | "BTC": portfolio.Amount("BTC", D("0.4")), | |
| 926 | "ETH": portfolio.Amount("BTC", D("0.3")), | |
| 927 | } | |
| 3d0247f9 IB |
928 | side_effect = [ |
| 929 | (True, 1), | |
| 930 | (False, 2), | |
| 931 | (False, 3), | |
| 932 | (True, 4), | |
| 933 | (True, 5) | |
| 934 | ] | |
| 1aa7d4fa | 935 | |
| f86ee140 IB |
936 | with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: |
| 937 | trade_store = market.TradeStore(self.m) | |
| 938 | trade_if_matching.side_effect = side_effect | |
| 1aa7d4fa | 939 | |
| f86ee140 IB |
940 | trade_store.compute_trades(values_in_base, |
| 941 | new_repartition, only="only") | |
| 942 | ||
| 943 | self.assertEqual(5, trade_if_matching.call_count) | |
| 944 | self.assertEqual(3, len(trade_store.all)) | |
| 945 | self.assertEqual([1, 4, 5], trade_store.all) | |
| 946 | self.m.report.log_trades.assert_called_with(side_effect, "only") | |
| 1aa7d4fa | 947 | |
| 3d0247f9 | 948 | def test_trade_if_matching(self): |
| f86ee140 IB |
949 | |
| 950 | with self.subTest(only="nope"): | |
| 951 | trade_store = market.TradeStore(self.m) | |
| 952 | result = trade_store.trade_if_matching( | |
| 953 | portfolio.Amount("BTC", D("0")), | |
| 954 | portfolio.Amount("BTC", D("0.3")), | |
| 955 | "ETH", only="nope") | |
| 956 | self.assertEqual(False, result[0]) | |
| 957 | self.assertIsInstance(result[1], portfolio.Trade) | |
| 958 | ||
| 959 | with self.subTest(only=None): | |
| 960 | trade_store = market.TradeStore(self.m) | |
| 961 | result = trade_store.trade_if_matching( | |
| 962 | portfolio.Amount("BTC", D("0")), | |
| 963 | portfolio.Amount("BTC", D("0.3")), | |
| 964 | "ETH", only=None) | |
| 965 | self.assertEqual(True, result[0]) | |
| 966 | ||
| 967 | with self.subTest(only="acquire"): | |
| 968 | trade_store = market.TradeStore(self.m) | |
| 969 | result = trade_store.trade_if_matching( | |
| 970 | portfolio.Amount("BTC", D("0")), | |
| 971 | portfolio.Amount("BTC", D("0.3")), | |
| 972 | "ETH", only="acquire") | |
| 973 | self.assertEqual(True, result[0]) | |
| 974 | ||
| 975 | with self.subTest(only="dispose"): | |
| 976 | trade_store = market.TradeStore(self.m) | |
| 977 | result = trade_store.trade_if_matching( | |
| 978 | portfolio.Amount("BTC", D("0")), | |
| 979 | portfolio.Amount("BTC", D("0.3")), | |
| 980 | "ETH", only="dispose") | |
| 981 | self.assertEqual(False, result[0]) | |
| 982 | ||
| 983 | def test_prepare_orders(self): | |
| 984 | trade_store = market.TradeStore(self.m) | |
| 985 | ||
| 6ca5a1ec IB |
986 | trade_mock1 = mock.Mock() |
| 987 | trade_mock2 = mock.Mock() | |
| aca4d437 | 988 | trade_mock3 = mock.Mock() |
| cfab619d | 989 | |
| 3d0247f9 IB |
990 | trade_mock1.prepare_order.return_value = 1 |
| 991 | trade_mock2.prepare_order.return_value = 2 | |
| aca4d437 IB |
992 | trade_mock3.prepare_order.return_value = 3 |
| 993 | ||
| 17598517 IB |
994 | trade_mock1.pending = True |
| 995 | trade_mock2.pending = True | |
| 996 | trade_mock3.pending = False | |
| 3d0247f9 | 997 | |
| f86ee140 IB |
998 | trade_store.all.append(trade_mock1) |
| 999 | trade_store.all.append(trade_mock2) | |
| aca4d437 | 1000 | trade_store.all.append(trade_mock3) |
| 6ca5a1ec | 1001 | |
| f86ee140 | 1002 | trade_store.prepare_orders() |
| 6ca5a1ec IB |
1003 | trade_mock1.prepare_order.assert_called_with(compute_value="default") |
| 1004 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
| aca4d437 | 1005 | trade_mock3.prepare_order.assert_not_called() |
| f86ee140 | 1006 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") |
| 3d0247f9 | 1007 | |
| f86ee140 | 1008 | self.m.report.log_orders.reset_mock() |
| 6ca5a1ec | 1009 | |
| f86ee140 | 1010 | trade_store.prepare_orders(compute_value="bla") |
| 6ca5a1ec IB |
1011 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") |
| 1012 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
| f86ee140 | 1013 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") |
| 6ca5a1ec IB |
1014 | |
| 1015 | trade_mock1.prepare_order.reset_mock() | |
| 1016 | trade_mock2.prepare_order.reset_mock() | |
| f86ee140 | 1017 | self.m.report.log_orders.reset_mock() |
| 6ca5a1ec IB |
1018 | |
| 1019 | trade_mock1.action = "foo" | |
| 1020 | trade_mock2.action = "bar" | |
| f86ee140 | 1021 | trade_store.prepare_orders(only="bar") |
| 6ca5a1ec IB |
1022 | trade_mock1.prepare_order.assert_not_called() |
| 1023 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
| f86ee140 | 1024 | self.m.report.log_orders.assert_called_once_with([2], "bar", "default") |
| 6ca5a1ec IB |
1025 | |
| 1026 | def test_print_all_with_order(self): | |
| 1027 | trade_mock1 = mock.Mock() | |
| 1028 | trade_mock2 = mock.Mock() | |
| 1029 | trade_mock3 = mock.Mock() | |
| f86ee140 IB |
1030 | trade_store = market.TradeStore(self.m) |
| 1031 | trade_store.all = [trade_mock1, trade_mock2, trade_mock3] | |
| 6ca5a1ec | 1032 | |
| f86ee140 | 1033 | trade_store.print_all_with_order() |
| 6ca5a1ec IB |
1034 | |
| 1035 | trade_mock1.print_with_order.assert_called() | |
| 1036 | trade_mock2.print_with_order.assert_called() | |
| 1037 | trade_mock3.print_with_order.assert_called() | |
| 1038 | ||
| f86ee140 IB |
1039 | def test_run_orders(self): |
| 1040 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
| 1041 | order_mock1 = mock.Mock() | |
| 1042 | order_mock2 = mock.Mock() | |
| 1043 | order_mock3 = mock.Mock() | |
| 1044 | trade_store = market.TradeStore(self.m) | |
| 1045 | ||
| 1046 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
| 1047 | ||
| 1048 | trade_store.run_orders() | |
| 1049 | ||
| 1050 | all_orders.assert_called_with(state="pending") | |
| 6ca5a1ec IB |
1051 | |
| 1052 | order_mock1.run.assert_called() | |
| 1053 | order_mock2.run.assert_called() | |
| 1054 | order_mock3.run.assert_called() | |
| 1055 | ||
| f86ee140 IB |
1056 | self.m.report.log_stage.assert_called_with("run_orders") |
| 1057 | self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, | |
| 3d0247f9 IB |
1058 | order_mock3]) |
| 1059 | ||
| 6ca5a1ec IB |
1060 | def test_all_orders(self): |
| 1061 | trade_mock1 = mock.Mock() | |
| 1062 | trade_mock2 = mock.Mock() | |
| 1063 | ||
| 1064 | order_mock1 = mock.Mock() | |
| 1065 | order_mock2 = mock.Mock() | |
| 1066 | order_mock3 = mock.Mock() | |
| 1067 | ||
| 1068 | trade_mock1.orders = [order_mock1, order_mock2] | |
| 1069 | trade_mock2.orders = [order_mock3] | |
| 1070 | ||
| 1071 | order_mock1.status = "pending" | |
| 1072 | order_mock2.status = "open" | |
| 1073 | order_mock3.status = "open" | |
| 1074 | ||
| f86ee140 IB |
1075 | trade_store = market.TradeStore(self.m) |
| 1076 | trade_store.all.append(trade_mock1) | |
| 1077 | trade_store.all.append(trade_mock2) | |
| 6ca5a1ec | 1078 | |
| f86ee140 | 1079 | orders = trade_store.all_orders() |
| 6ca5a1ec IB |
1080 | self.assertEqual(3, len(orders)) |
| 1081 | ||
| f86ee140 | 1082 | open_orders = trade_store.all_orders(state="open") |
| 6ca5a1ec IB |
1083 | self.assertEqual(2, len(open_orders)) |
| 1084 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
| 1085 | ||
| f86ee140 IB |
1086 | def test_update_all_orders_status(self): |
| 1087 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
| 1088 | order_mock1 = mock.Mock() | |
| 1089 | order_mock2 = mock.Mock() | |
| 1090 | order_mock3 = mock.Mock() | |
| 1091 | ||
| 1092 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
| 1093 | ||
| 1094 | trade_store = market.TradeStore(self.m) | |
| 1095 | ||
| 1096 | trade_store.update_all_orders_status() | |
| 1097 | all_orders.assert_called_with(state="open") | |
| 6ca5a1ec | 1098 | |
| f86ee140 IB |
1099 | order_mock1.get_status.assert_called() |
| 1100 | order_mock2.get_status.assert_called() | |
| 1101 | order_mock3.get_status.assert_called() | |
| 6ca5a1ec | 1102 | |
| 17598517 IB |
1103 | def test_close_trades(self): |
| 1104 | trade_mock1 = mock.Mock() | |
| 1105 | trade_mock2 = mock.Mock() | |
| 1106 | trade_mock3 = mock.Mock() | |
| 1107 | ||
| 1108 | trade_store = market.TradeStore(self.m) | |
| 1109 | ||
| 1110 | trade_store.all.append(trade_mock1) | |
| 1111 | trade_store.all.append(trade_mock2) | |
| 1112 | trade_store.all.append(trade_mock3) | |
| 1113 | ||
| 1114 | trade_store.close_trades() | |
| 1115 | ||
| 1116 | trade_mock1.close.assert_called_once_with() | |
| 1117 | trade_mock2.close.assert_called_once_with() | |
| 1118 | trade_mock3.close.assert_called_once_with() | |
| 1119 | ||
| aca4d437 IB |
1120 | def test_pending(self): |
| 1121 | trade_mock1 = mock.Mock() | |
| 17598517 | 1122 | trade_mock1.pending = True |
| aca4d437 | 1123 | trade_mock2 = mock.Mock() |
| 17598517 | 1124 | trade_mock2.pending = True |
| aca4d437 | 1125 | trade_mock3 = mock.Mock() |
| 17598517 | 1126 | trade_mock3.pending = False |
| aca4d437 IB |
1127 | |
| 1128 | trade_store = market.TradeStore(self.m) | |
| 1129 | ||
| 1130 | trade_store.all.append(trade_mock1) | |
| 1131 | trade_store.all.append(trade_mock2) | |
| 1132 | trade_store.all.append(trade_mock3) | |
| 1133 | ||
| 1134 | self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) | |
| 3d0247f9 | 1135 | |
| 1aa7d4fa | 1136 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 6ca5a1ec IB |
1137 | class BalanceStoreTest(WebMockTestCase): |
| 1138 | def setUp(self): | |
| 1139 | super(BalanceStoreTest, self).setUp() | |
| 1140 | ||
| 1141 | self.fetch_balance = { | |
| 1142 | "ETC": { | |
| 1143 | "exchange_free": 0, | |
| 1144 | "exchange_used": 0, | |
| 1145 | "exchange_total": 0, | |
| 1146 | "margin_total": 0, | |
| 1147 | }, | |
| 1148 | "USDT": { | |
| 1149 | "exchange_free": D("6.0"), | |
| 1150 | "exchange_used": D("1.2"), | |
| 1151 | "exchange_total": D("7.2"), | |
| 1152 | "margin_total": 0, | |
| 1153 | }, | |
| 1154 | "XVG": { | |
| 1155 | "exchange_free": 16, | |
| 1156 | "exchange_used": 0, | |
| 1157 | "exchange_total": 16, | |
| 1158 | "margin_total": 0, | |
| 1159 | }, | |
| 1160 | "XMR": { | |
| 1161 | "exchange_free": 0, | |
| 1162 | "exchange_used": 0, | |
| 1163 | "exchange_total": 0, | |
| 1164 | "margin_total": D("-1.0"), | |
| 1165 | "margin_free": 0, | |
| 1166 | }, | |
| 1167 | } | |
| 1168 | ||
| f86ee140 IB |
1169 | def test_in_currency(self): |
| 1170 | self.m.get_ticker.return_value = { | |
| 1171 | "bid": D("0.09"), | |
| 1172 | "ask": D("0.11"), | |
| 1173 | "average": D("0.1"), | |
| 1174 | } | |
| 1175 | ||
| 1176 | balance_store = market.BalanceStore(self.m) | |
| 1177 | balance_store.all = { | |
| 6ca5a1ec IB |
1178 | "BTC": portfolio.Balance("BTC", { |
| 1179 | "total": "0.65", | |
| 1180 | "exchange_total":"0.65", | |
| 1181 | "exchange_free": "0.35", | |
| 1182 | "exchange_used": "0.30"}), | |
| 1183 | "ETH": portfolio.Balance("ETH", { | |
| 1184 | "total": 3, | |
| 1185 | "exchange_total": 3, | |
| 1186 | "exchange_free": 3, | |
| 1187 | "exchange_used": 0}), | |
| 1188 | } | |
| cfab619d | 1189 | |
| f86ee140 | 1190 | amounts = balance_store.in_currency("BTC") |
| 6ca5a1ec IB |
1191 | self.assertEqual("BTC", amounts["ETH"].currency) |
| 1192 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
| 1193 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
| f86ee140 | 1194 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", |
| 3d0247f9 | 1195 | "average", "total") |
| f86ee140 | 1196 | self.m.report.log_tickers.reset_mock() |
| cfab619d | 1197 | |
| f86ee140 | 1198 | amounts = balance_store.in_currency("BTC", compute_value="bid") |
| 6ca5a1ec IB |
1199 | self.assertEqual(D("0.65"), amounts["BTC"].value) |
| 1200 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
| f86ee140 | 1201 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", |
| 3d0247f9 | 1202 | "bid", "total") |
| f86ee140 | 1203 | self.m.report.log_tickers.reset_mock() |
| cfab619d | 1204 | |
| f86ee140 | 1205 | amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") |
| 6ca5a1ec IB |
1206 | self.assertEqual(D("0.30"), amounts["BTC"].value) |
| 1207 | self.assertEqual(0, amounts["ETH"].value) | |
| f86ee140 | 1208 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", |
| 3d0247f9 | 1209 | "bid", "exchange_used") |
| f86ee140 | 1210 | self.m.report.log_tickers.reset_mock() |
| cfab619d | 1211 | |
| f86ee140 IB |
1212 | def test_fetch_balances(self): |
| 1213 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
| cfab619d | 1214 | |
| f86ee140 | 1215 | balance_store = market.BalanceStore(self.m) |
| cfab619d | 1216 | |
| f86ee140 IB |
1217 | balance_store.fetch_balances() |
| 1218 | self.assertNotIn("ETC", balance_store.currencies()) | |
| 1219 | self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) | |
| 1220 | ||
| 1221 | balance_store.all["ETC"] = portfolio.Balance("ETC", { | |
| 6ca5a1ec IB |
1222 | "exchange_total": "1", "exchange_free": "0", |
| 1223 | "exchange_used": "1" }) | |
| f86ee140 IB |
1224 | balance_store.fetch_balances(tag="foo") |
| 1225 | self.assertEqual(0, balance_store.all["ETC"].total) | |
| 1226 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) | |
| 1227 | self.m.report.log_balances.assert_called_with(tag="foo") | |
| cfab619d | 1228 | |
| 6ca5a1ec | 1229 | @mock.patch.object(portfolio.Portfolio, "repartition") |
| f86ee140 IB |
1230 | def test_dispatch_assets(self, repartition): |
| 1231 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
| 1232 | ||
| 1233 | balance_store = market.BalanceStore(self.m) | |
| 1234 | balance_store.fetch_balances() | |
| 6ca5a1ec | 1235 | |
| f86ee140 | 1236 | self.assertNotIn("XEM", balance_store.currencies()) |
| 6ca5a1ec | 1237 | |
| 3d0247f9 | 1238 | repartition_hash = { |
| 6ca5a1ec IB |
1239 | "XEM": (D("0.75"), "long"), |
| 1240 | "BTC": (D("0.26"), "long"), | |
| 1aa7d4fa | 1241 | "DASH": (D("0.10"), "short"), |
| 6ca5a1ec | 1242 | } |
| 3d0247f9 | 1243 | repartition.return_value = repartition_hash |
| 6ca5a1ec | 1244 | |
| f86ee140 IB |
1245 | amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) |
| 1246 | repartition.assert_called_with(self.m, liquidity="medium") | |
| 1247 | self.assertIn("XEM", balance_store.currencies()) | |
| 6ca5a1ec IB |
1248 | self.assertEqual(D("2.6"), amounts["BTC"].value) |
| 1249 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
| 1aa7d4fa | 1250 | self.assertEqual(D("-1.0"), amounts["DASH"].value) |
| f86ee140 IB |
1251 | self.m.report.log_balances.assert_called_with(tag=None) |
| 1252 | self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", | |
| 3d0247f9 | 1253 | "11.1"), amounts, "medium", repartition_hash) |
| 6ca5a1ec IB |
1254 | |
| 1255 | def test_currencies(self): | |
| f86ee140 IB |
1256 | balance_store = market.BalanceStore(self.m) |
| 1257 | ||
| 1258 | balance_store.all = { | |
| 6ca5a1ec IB |
1259 | "BTC": portfolio.Balance("BTC", { |
| 1260 | "total": "0.65", | |
| 1261 | "exchange_total":"0.65", | |
| 1262 | "exchange_free": "0.35", | |
| 1263 | "exchange_used": "0.30"}), | |
| 1264 | "ETH": portfolio.Balance("ETH", { | |
| 1265 | "total": 3, | |
| 1266 | "exchange_total": 3, | |
| 1267 | "exchange_free": 3, | |
| 1268 | "exchange_used": 0}), | |
| 1269 | } | |
| f86ee140 | 1270 | self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) |
| 6ca5a1ec | 1271 | |
| 3d0247f9 IB |
1272 | def test_as_json(self): |
| 1273 | balance_mock1 = mock.Mock() | |
| 1274 | balance_mock1.as_json.return_value = 1 | |
| 1275 | ||
| 1276 | balance_mock2 = mock.Mock() | |
| 1277 | balance_mock2.as_json.return_value = 2 | |
| 1278 | ||
| f86ee140 IB |
1279 | balance_store = market.BalanceStore(self.m) |
| 1280 | balance_store.all = { | |
| 3d0247f9 IB |
1281 | "BTC": balance_mock1, |
| 1282 | "ETH": balance_mock2, | |
| 1283 | } | |
| 1284 | ||
| f86ee140 | 1285 | as_json = balance_store.as_json() |
| 3d0247f9 IB |
1286 | self.assertEqual(1, as_json["BTC"]) |
| 1287 | self.assertEqual(2, as_json["ETH"]) | |
| 1288 | ||
| 1289 | ||
| 1aa7d4fa | 1290 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 6ca5a1ec IB |
1291 | class ComputationTest(WebMockTestCase): |
| 1292 | def test_compute_value(self): | |
| 1293 | compute = mock.Mock() | |
| 1294 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
| 1295 | compute.assert_called_with("foo", "ask") | |
| 1296 | ||
| 1297 | compute.reset_mock() | |
| 1298 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
| 1299 | compute.assert_called_with("foo", "bid") | |
| 1300 | ||
| 1301 | compute.reset_mock() | |
| 1302 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
| 1303 | compute.assert_called_with("foo", "ask") | |
| 1304 | ||
| 1305 | compute.reset_mock() | |
| 1306 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
| 1307 | compute.assert_called_with("foo", "bid") | |
| 1308 | ||
| 1309 | compute.reset_mock() | |
| 1310 | portfolio.Computation.computations["test"] = compute | |
| 1311 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
| 1312 | compute.assert_called_with("foo", "bid") | |
| 1313 | ||
| 1314 | ||
| 1aa7d4fa | 1315 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 6ca5a1ec | 1316 | class TradeTest(WebMockTestCase): |
| cfab619d | 1317 | |
| cfab619d | 1318 | def test_values_assertion(self): |
| c51687d2 IB |
1319 | value_from = portfolio.Amount("BTC", "1.0") |
| 1320 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1321 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1322 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| 66c8b3dd IB |
1323 | self.assertEqual("BTC", trade.base_currency) |
| 1324 | self.assertEqual("ETH", trade.currency) | |
| f86ee140 | 1325 | self.assertEqual(self.m, trade.market) |
| 66c8b3dd IB |
1326 | |
| 1327 | with self.assertRaises(AssertionError): | |
| aca4d437 | 1328 | portfolio.Trade(value_from, -value_to, "ETH", self.m) |
| 66c8b3dd | 1329 | with self.assertRaises(AssertionError): |
| aca4d437 | 1330 | portfolio.Trade(value_from, value_to, "ETC", self.m) |
| 66c8b3dd IB |
1331 | with self.assertRaises(AssertionError): |
| 1332 | value_from.currency = "ETH" | |
| f86ee140 | 1333 | portfolio.Trade(value_from, value_to, "ETH", self.m) |
| aca4d437 IB |
1334 | value_from.currency = "BTC" |
| 1335 | with self.assertRaises(AssertionError): | |
| 1336 | value_from2 = portfolio.Amount("BTC", "1.0") | |
| 1337 | portfolio.Trade(value_from2, value_to, "ETH", self.m) | |
| cfab619d | 1338 | |
| c51687d2 | 1339 | value_from = portfolio.Amount("BTC", 0) |
| f86ee140 | 1340 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 | 1341 | self.assertEqual(0, trade.value_from.linked_to) |
| cfab619d | 1342 | |
| cfab619d | 1343 | def test_action(self): |
| c51687d2 IB |
1344 | value_from = portfolio.Amount("BTC", "1.0") |
| 1345 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1346 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1347 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| cfab619d | 1348 | |
| c51687d2 IB |
1349 | self.assertIsNone(trade.action) |
| 1350 | ||
| 1351 | value_from = portfolio.Amount("BTC", "1.0") | |
| 1352 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
| 1aa7d4fa | 1353 | value_to = portfolio.Amount("BTC", "2.0") |
| f86ee140 | 1354 | trade = portfolio.Trade(value_from, value_to, "BTC", self.m) |
| c51687d2 IB |
1355 | |
| 1356 | self.assertIsNone(trade.action) | |
| 1357 | ||
| 1358 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1359 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1360 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1361 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1362 | |
| 1363 | self.assertEqual("acquire", trade.action) | |
| 1364 | ||
| 1365 | value_from = portfolio.Amount("BTC", "0") | |
| 1366 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
| 1367 | value_to = portfolio.Amount("BTC", "-1.0") | |
| f86ee140 | 1368 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 | 1369 | |
| 5a72ded7 | 1370 | self.assertEqual("acquire", trade.action) |
| cfab619d | 1371 | |
| cfab619d | 1372 | def test_order_action(self): |
| c51687d2 IB |
1373 | value_from = portfolio.Amount("BTC", "0.5") |
| 1374 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1375 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1376 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 | 1377 | |
| 186f7d81 IB |
1378 | trade.inverted = False |
| 1379 | self.assertEqual("buy", trade.order_action()) | |
| 1380 | trade.inverted = True | |
| 1381 | self.assertEqual("sell", trade.order_action()) | |
| c51687d2 IB |
1382 | |
| 1383 | value_from = portfolio.Amount("BTC", "0") | |
| 1384 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
| 1385 | value_to = portfolio.Amount("BTC", "-1.0") | |
| f86ee140 | 1386 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 | 1387 | |
| 186f7d81 IB |
1388 | trade.inverted = False |
| 1389 | self.assertEqual("sell", trade.order_action()) | |
| 1390 | trade.inverted = True | |
| 1391 | self.assertEqual("buy", trade.order_action()) | |
| c51687d2 IB |
1392 | |
| 1393 | def test_trade_type(self): | |
| 1394 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1395 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1396 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1397 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1398 | |
| 1399 | self.assertEqual("long", trade.trade_type) | |
| 1400 | ||
| 1401 | value_from = portfolio.Amount("BTC", "0") | |
| 1402 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
| 1403 | value_to = portfolio.Amount("BTC", "-1.0") | |
| f86ee140 | 1404 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1405 | |
| 1406 | self.assertEqual("short", trade.trade_type) | |
| 1407 | ||
| aca4d437 | 1408 | def test_is_fullfiled(self): |
| 186f7d81 IB |
1409 | with self.subTest(inverted=False): |
| 1410 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1411 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1412 | value_to = portfolio.Amount("BTC", "1.0") | |
| 1413 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
| 1414 | ||
| 1415 | order1 = mock.Mock() | |
| 1416 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
| 1417 | ||
| 1418 | order2 = mock.Mock() | |
| 1419 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
| 1420 | trade.orders.append(order1) | |
| 1421 | trade.orders.append(order2) | |
| 1422 | ||
| 1423 | self.assertFalse(trade.is_fullfiled) | |
| 1424 | ||
| 1425 | order3 = mock.Mock() | |
| 1426 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
| 1427 | trade.orders.append(order3) | |
| 1428 | ||
| 1429 | self.assertTrue(trade.is_fullfiled) | |
| 1430 | ||
| 1431 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
| 1432 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
| 1433 | order3.filled_amount.assert_called_with(in_base_currency=True) | |
| 1434 | ||
| 1435 | with self.subTest(inverted=True): | |
| 1436 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1437 | value_from.linked_to = portfolio.Amount("USDT", "1000.0") | |
| 1438 | value_to = portfolio.Amount("BTC", "1.0") | |
| 1439 | trade = portfolio.Trade(value_from, value_to, "USDT", self.m) | |
| 1440 | trade.inverted = True | |
| 1441 | ||
| 1442 | order1 = mock.Mock() | |
| 1443 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
| 1444 | ||
| 1445 | order2 = mock.Mock() | |
| 1446 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
| 1447 | trade.orders.append(order1) | |
| 1448 | trade.orders.append(order2) | |
| aca4d437 | 1449 | |
| 186f7d81 | 1450 | self.assertFalse(trade.is_fullfiled) |
| aca4d437 | 1451 | |
| 186f7d81 IB |
1452 | order3 = mock.Mock() |
| 1453 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
| 1454 | trade.orders.append(order3) | |
| aca4d437 | 1455 | |
| 186f7d81 | 1456 | self.assertTrue(trade.is_fullfiled) |
| aca4d437 | 1457 | |
| 186f7d81 IB |
1458 | order1.filled_amount.assert_called_with(in_base_currency=False) |
| 1459 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
| 1460 | order3.filled_amount.assert_called_with(in_base_currency=False) | |
| aca4d437 | 1461 | |
| aca4d437 | 1462 | |
| c51687d2 IB |
1463 | def test_filled_amount(self): |
| 1464 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1465 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1466 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1467 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1468 | |
| 1469 | order1 = mock.Mock() | |
| 1aa7d4fa | 1470 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") |
| c51687d2 IB |
1471 | |
| 1472 | order2 = mock.Mock() | |
| 1aa7d4fa | 1473 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") |
| c51687d2 IB |
1474 | trade.orders.append(order1) |
| 1475 | trade.orders.append(order2) | |
| 1476 | ||
| 1aa7d4fa IB |
1477 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) |
| 1478 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
| 1479 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
| c51687d2 | 1480 | |
| 1aa7d4fa IB |
1481 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) |
| 1482 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
| 1483 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
| 1484 | ||
| 1485 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
| 1486 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
| 1487 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
| 1488 | ||
| 1aa7d4fa IB |
1489 | @mock.patch.object(portfolio.Computation, "compute_value") |
| 1490 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
| 1491 | @mock.patch.object(portfolio, "Order") | |
| f86ee140 | 1492 | def test_prepare_order(self, Order, filled_amount, compute_value): |
| 1aa7d4fa IB |
1493 | Order.return_value = "Order" |
| 1494 | ||
| 1495 | with self.subTest(desc="Nothing to do"): | |
| 1496 | value_from = portfolio.Amount("BTC", "10") | |
| 1497 | value_from.rate = D("0.1") | |
| 1498 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
| 1499 | value_to = portfolio.Amount("BTC", "10") | |
| f86ee140 | 1500 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1501 | |
| 1502 | trade.prepare_order() | |
| 1503 | ||
| 1504 | filled_amount.assert_not_called() | |
| 1505 | compute_value.assert_not_called() | |
| 1506 | self.assertEqual(0, len(trade.orders)) | |
| 1507 | Order.assert_not_called() | |
| 1508 | ||
| f86ee140 IB |
1509 | self.m.get_ticker.return_value = { "inverted": False } |
| 1510 | with self.subTest(desc="Already filled"): | |
| 1aa7d4fa IB |
1511 | filled_amount.return_value = portfolio.Amount("FOO", "100") |
| 1512 | compute_value.return_value = D("0.125") | |
| 1513 | ||
| 1514 | value_from = portfolio.Amount("BTC", "10") | |
| 1515 | value_from.rate = D("0.1") | |
| 1516 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
| 1517 | value_to = portfolio.Amount("BTC", "0") | |
| f86ee140 | 1518 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1519 | |
| 1520 | trade.prepare_order() | |
| 1521 | ||
| 1522 | filled_amount.assert_called_with(in_base_currency=False) | |
| f86ee140 | 1523 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") |
| 1aa7d4fa | 1524 | self.assertEqual(0, len(trade.orders)) |
| f86ee140 | 1525 | self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) |
| 1aa7d4fa IB |
1526 | Order.assert_not_called() |
| 1527 | ||
| 1528 | with self.subTest(action="dispose", inverted=False): | |
| 1529 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
| 1530 | compute_value.return_value = D("0.125") | |
| 1531 | ||
| 1532 | value_from = portfolio.Amount("BTC", "10") | |
| 1533 | value_from.rate = D("0.1") | |
| 1534 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
| 1535 | value_to = portfolio.Amount("BTC", "1") | |
| f86ee140 | 1536 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1537 | |
| 1538 | trade.prepare_order() | |
| 1539 | ||
| 1540 | filled_amount.assert_called_with(in_base_currency=False) | |
| f86ee140 | 1541 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") |
| 1aa7d4fa IB |
1542 | self.assertEqual(1, len(trade.orders)) |
| 1543 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
| f86ee140 | 1544 | D("0.125"), "BTC", "long", self.m, |
| 1aa7d4fa IB |
1545 | trade, close_if_possible=False) |
| 1546 | ||
| 2033e7fe IB |
1547 | with self.subTest(action="dispose", inverted=False, close_if_possible=True): |
| 1548 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
| 1549 | compute_value.return_value = D("0.125") | |
| 1550 | ||
| 1551 | value_from = portfolio.Amount("BTC", "10") | |
| 1552 | value_from.rate = D("0.1") | |
| 1553 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
| 1554 | value_to = portfolio.Amount("BTC", "1") | |
| 1555 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
| 1556 | ||
| 1557 | trade.prepare_order(close_if_possible=True) | |
| 1558 | ||
| 1559 | filled_amount.assert_called_with(in_base_currency=False) | |
| 1560 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
| 1561 | self.assertEqual(1, len(trade.orders)) | |
| 1562 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
| 1563 | D("0.125"), "BTC", "long", self.m, | |
| 1564 | trade, close_if_possible=True) | |
| 1565 | ||
| 1aa7d4fa IB |
1566 | with self.subTest(action="acquire", inverted=False): |
| 1567 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
| 1568 | compute_value.return_value = D("0.125") | |
| 1569 | ||
| 1570 | value_from = portfolio.Amount("BTC", "1") | |
| 1571 | value_from.rate = D("0.1") | |
| 1572 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
| 1573 | value_to = portfolio.Amount("BTC", "10") | |
| f86ee140 | 1574 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1575 | |
| 1576 | trade.prepare_order() | |
| 1577 | ||
| 1578 | filled_amount.assert_called_with(in_base_currency=True) | |
| f86ee140 | 1579 | compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") |
| 1aa7d4fa IB |
1580 | self.assertEqual(1, len(trade.orders)) |
| 1581 | ||
| 1582 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
| f86ee140 | 1583 | D("0.125"), "BTC", "long", self.m, |
| 1aa7d4fa IB |
1584 | trade, close_if_possible=False) |
| 1585 | ||
| 1586 | with self.subTest(close_if_possible=True): | |
| 1587 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
| 1588 | compute_value.return_value = D("0.125") | |
| 1589 | ||
| 1590 | value_from = portfolio.Amount("BTC", "10") | |
| 1591 | value_from.rate = D("0.1") | |
| 1592 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
| 1593 | value_to = portfolio.Amount("BTC", "0") | |
| f86ee140 | 1594 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1595 | |
| 1596 | trade.prepare_order() | |
| 1597 | ||
| 1598 | filled_amount.assert_called_with(in_base_currency=False) | |
| f86ee140 | 1599 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") |
| 1aa7d4fa IB |
1600 | self.assertEqual(1, len(trade.orders)) |
| 1601 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
| f86ee140 | 1602 | D("0.125"), "BTC", "long", self.m, |
| 1aa7d4fa IB |
1603 | trade, close_if_possible=True) |
| 1604 | ||
| f86ee140 | 1605 | self.m.get_ticker.return_value = { "inverted": True, "original": {} } |
| 1aa7d4fa IB |
1606 | with self.subTest(action="dispose", inverted=True): |
| 1607 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
| 1608 | compute_value.return_value = D("125") | |
| 1609 | ||
| 1610 | value_from = portfolio.Amount("BTC", "10") | |
| 1611 | value_from.rate = D("0.01") | |
| 1612 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
| 1613 | value_to = portfolio.Amount("BTC", "1") | |
| f86ee140 | 1614 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1615 | |
| 1616 | trade.prepare_order(compute_value="foo") | |
| 1617 | ||
| 1618 | filled_amount.assert_called_with(in_base_currency=True) | |
| f86ee140 | 1619 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") |
| 1aa7d4fa IB |
1620 | self.assertEqual(1, len(trade.orders)) |
| 1621 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
| f86ee140 | 1622 | D("125"), "FOO", "long", self.m, |
| 1aa7d4fa IB |
1623 | trade, close_if_possible=False) |
| 1624 | ||
| 1625 | with self.subTest(action="acquire", inverted=True): | |
| 1626 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
| 1627 | compute_value.return_value = D("125") | |
| 1628 | ||
| 1629 | value_from = portfolio.Amount("BTC", "1") | |
| 1630 | value_from.rate = D("0.01") | |
| 1631 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
| 1632 | value_to = portfolio.Amount("BTC", "10") | |
| f86ee140 | 1633 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1634 | |
| 1635 | trade.prepare_order(compute_value="foo") | |
| 1636 | ||
| 1637 | filled_amount.assert_called_with(in_base_currency=False) | |
| f86ee140 | 1638 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") |
| 1aa7d4fa IB |
1639 | self.assertEqual(1, len(trade.orders)) |
| 1640 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
| f86ee140 | 1641 | D("125"), "FOO", "long", self.m, |
| 1aa7d4fa IB |
1642 | trade, close_if_possible=False) |
| 1643 | ||
| 1644 | ||
| 1645 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
| 1646 | def test_update_order(self, prepare_order): | |
| 1647 | order_mock = mock.Mock() | |
| 1648 | new_order_mock = mock.Mock() | |
| 1649 | ||
| 1650 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1651 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1652 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1653 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| 5a72ded7 | 1654 | prepare_order.return_value = new_order_mock |
| 1aa7d4fa IB |
1655 | |
| 1656 | for i in [0, 1, 3, 4, 6]: | |
| f86ee140 | 1657 | with self.subTest(tick=i): |
| 1aa7d4fa IB |
1658 | trade.update_order(order_mock, i) |
| 1659 | order_mock.cancel.assert_not_called() | |
| 1660 | new_order_mock.run.assert_not_called() | |
| f86ee140 | 1661 | self.m.report.log_order.assert_called_once_with(order_mock, i, |
| 3d0247f9 | 1662 | update="waiting", compute_value=None, new_order=None) |
| 1aa7d4fa IB |
1663 | |
| 1664 | order_mock.reset_mock() | |
| 1665 | new_order_mock.reset_mock() | |
| 1666 | trade.orders = [] | |
| f86ee140 IB |
1667 | self.m.report.log_order.reset_mock() |
| 1668 | ||
| 1669 | trade.update_order(order_mock, 2) | |
| 1670 | order_mock.cancel.assert_called() | |
| 1671 | new_order_mock.run.assert_called() | |
| 1672 | prepare_order.assert_called() | |
| 1673 | self.m.report.log_order.assert_called() | |
| 1674 | self.assertEqual(2, self.m.report.log_order.call_count) | |
| 1675 | calls = [ | |
| 1676 | mock.call(order_mock, 2, update="adjusting", | |
| aca4d437 | 1677 | compute_value=mock.ANY, |
| f86ee140 IB |
1678 | new_order=new_order_mock), |
| 1679 | mock.call(order_mock, 2, new_order=new_order_mock), | |
| 1680 | ] | |
| 1681 | self.m.report.log_order.assert_has_calls(calls) | |
| 1aa7d4fa IB |
1682 | |
| 1683 | order_mock.reset_mock() | |
| 1684 | new_order_mock.reset_mock() | |
| 1685 | trade.orders = [] | |
| f86ee140 IB |
1686 | self.m.report.log_order.reset_mock() |
| 1687 | ||
| 1688 | trade.update_order(order_mock, 5) | |
| 1689 | order_mock.cancel.assert_called() | |
| 1690 | new_order_mock.run.assert_called() | |
| 1691 | prepare_order.assert_called() | |
| 1692 | self.assertEqual(2, self.m.report.log_order.call_count) | |
| 1693 | self.m.report.log_order.assert_called() | |
| 1694 | calls = [ | |
| 1695 | mock.call(order_mock, 5, update="adjusting", | |
| aca4d437 | 1696 | compute_value=mock.ANY, |
| f86ee140 IB |
1697 | new_order=new_order_mock), |
| 1698 | mock.call(order_mock, 5, new_order=new_order_mock), | |
| 1699 | ] | |
| 1700 | self.m.report.log_order.assert_has_calls(calls) | |
| 1aa7d4fa IB |
1701 | |
| 1702 | order_mock.reset_mock() | |
| 1703 | new_order_mock.reset_mock() | |
| 1704 | trade.orders = [] | |
| f86ee140 IB |
1705 | self.m.report.log_order.reset_mock() |
| 1706 | ||
| 1707 | trade.update_order(order_mock, 7) | |
| 1708 | order_mock.cancel.assert_called() | |
| 1709 | new_order_mock.run.assert_called() | |
| 1710 | prepare_order.assert_called_with(compute_value="default") | |
| 1711 | self.m.report.log_order.assert_called() | |
| 1712 | self.assertEqual(2, self.m.report.log_order.call_count) | |
| 1713 | calls = [ | |
| 1714 | mock.call(order_mock, 7, update="market_fallback", | |
| 1715 | compute_value='default', | |
| 1716 | new_order=new_order_mock), | |
| 1717 | mock.call(order_mock, 7, new_order=new_order_mock), | |
| 1718 | ] | |
| 1719 | self.m.report.log_order.assert_has_calls(calls) | |
| 1aa7d4fa IB |
1720 | |
| 1721 | order_mock.reset_mock() | |
| 1722 | new_order_mock.reset_mock() | |
| 1723 | trade.orders = [] | |
| f86ee140 | 1724 | self.m.report.log_order.reset_mock() |
| 1aa7d4fa IB |
1725 | |
| 1726 | for i in [10, 13, 16]: | |
| f86ee140 | 1727 | with self.subTest(tick=i): |
| 1aa7d4fa IB |
1728 | trade.update_order(order_mock, i) |
| 1729 | order_mock.cancel.assert_called() | |
| 1730 | new_order_mock.run.assert_called() | |
| 1731 | prepare_order.assert_called_with(compute_value="default") | |
| f86ee140 IB |
1732 | self.m.report.log_order.assert_called() |
| 1733 | self.assertEqual(2, self.m.report.log_order.call_count) | |
| 3d0247f9 IB |
1734 | calls = [ |
| 1735 | mock.call(order_mock, i, update="market_adjust", | |
| 1736 | compute_value='default', | |
| 1737 | new_order=new_order_mock), | |
| 1738 | mock.call(order_mock, i, new_order=new_order_mock), | |
| 1739 | ] | |
| f86ee140 | 1740 | self.m.report.log_order.assert_has_calls(calls) |
| 1aa7d4fa IB |
1741 | |
| 1742 | order_mock.reset_mock() | |
| 1743 | new_order_mock.reset_mock() | |
| 1744 | trade.orders = [] | |
| f86ee140 | 1745 | self.m.report.log_order.reset_mock() |
| 1aa7d4fa IB |
1746 | |
| 1747 | for i in [8, 9, 11, 12]: | |
| f86ee140 | 1748 | with self.subTest(tick=i): |
| 1aa7d4fa IB |
1749 | trade.update_order(order_mock, i) |
| 1750 | order_mock.cancel.assert_not_called() | |
| 1751 | new_order_mock.run.assert_not_called() | |
| f86ee140 | 1752 | self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", |
| 3d0247f9 | 1753 | compute_value=None, new_order=None) |
| 1aa7d4fa IB |
1754 | |
| 1755 | order_mock.reset_mock() | |
| 1756 | new_order_mock.reset_mock() | |
| 1757 | trade.orders = [] | |
| f86ee140 | 1758 | self.m.report.log_order.reset_mock() |
| cfab619d | 1759 | |
| cfab619d | 1760 | |
| f86ee140 | 1761 | def test_print_with_order(self): |
| c51687d2 IB |
1762 | value_from = portfolio.Amount("BTC", "0.5") |
| 1763 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1764 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1765 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1766 | |
| 1767 | order_mock1 = mock.Mock() | |
| 1768 | order_mock1.__repr__ = mock.Mock() | |
| 1769 | order_mock1.__repr__.return_value = "Mock 1" | |
| 1770 | order_mock2 = mock.Mock() | |
| 1771 | order_mock2.__repr__ = mock.Mock() | |
| 1772 | order_mock2.__repr__.return_value = "Mock 2" | |
| c31df868 IB |
1773 | order_mock1.mouvements = [] |
| 1774 | mouvement_mock1 = mock.Mock() | |
| 1775 | mouvement_mock1.__repr__ = mock.Mock() | |
| 1776 | mouvement_mock1.__repr__.return_value = "Mouvement 1" | |
| 1777 | mouvement_mock2 = mock.Mock() | |
| 1778 | mouvement_mock2.__repr__ = mock.Mock() | |
| 1779 | mouvement_mock2.__repr__.return_value = "Mouvement 2" | |
| 1780 | order_mock2.mouvements = [ | |
| 1781 | mouvement_mock1, mouvement_mock2 | |
| 1782 | ] | |
| c51687d2 IB |
1783 | trade.orders.append(order_mock1) |
| 1784 | trade.orders.append(order_mock2) | |
| 1785 | ||
| f9226903 IB |
1786 | with mock.patch.object(trade, "filled_amount") as filled: |
| 1787 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
| c51687d2 | 1788 | |
| f9226903 IB |
1789 | trade.print_with_order() |
| 1790 | ||
| 1791 | self.m.report.print_log.assert_called() | |
| 1792 | calls = self.m.report.print_log.mock_calls | |
| 1793 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) | |
| 1794 | self.assertEqual("\tMock 1", str(calls[1][1][0])) | |
| 1795 | self.assertEqual("\tMock 2", str(calls[2][1][0])) | |
| 1796 | self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) | |
| 1797 | self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) | |
| 1798 | ||
| 1799 | self.m.report.print_log.reset_mock() | |
| 1800 | ||
| 1801 | filled.return_value = portfolio.Amount("BTC", "0.5") | |
| 1802 | trade.print_with_order() | |
| 1803 | calls = self.m.report.print_log.mock_calls | |
| 1804 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0])) | |
| 1805 | ||
| 1806 | self.m.report.print_log.reset_mock() | |
| 1807 | ||
| 1808 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
| 1809 | trade.closed = True | |
| 1810 | trade.print_with_order() | |
| 1811 | calls = self.m.report.print_log.mock_calls | |
| 1812 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) | |
| c51687d2 | 1813 | |
| 17598517 IB |
1814 | def test_close(self): |
| 1815 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1816 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1817 | value_to = portfolio.Amount("BTC", "1.0") | |
| 1818 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
| f9226903 IB |
1819 | order1 = mock.Mock() |
| 1820 | trade.orders.append(order1) | |
| 17598517 IB |
1821 | |
| 1822 | trade.close() | |
| 1823 | ||
| 1824 | self.assertEqual(True, trade.closed) | |
| f9226903 | 1825 | order1.cancel.assert_called_once_with() |
| 17598517 IB |
1826 | |
| 1827 | def test_pending(self): | |
| 1828 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1829 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1830 | value_to = portfolio.Amount("BTC", "1.0") | |
| 1831 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
| 1832 | ||
| 1833 | trade.closed = True | |
| 1834 | self.assertEqual(False, trade.pending) | |
| 1835 | ||
| 1836 | trade.closed = False | |
| 1837 | self.assertEqual(True, trade.pending) | |
| 1838 | ||
| 1839 | order1 = mock.Mock() | |
| 1840 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") | |
| 1841 | trade.orders.append(order1) | |
| 1842 | self.assertEqual(False, trade.pending) | |
| 1843 | ||
| cfab619d | 1844 | def test__repr(self): |
| c51687d2 IB |
1845 | value_from = portfolio.Amount("BTC", "0.5") |
| 1846 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1847 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1848 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1849 | |
| 1850 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
| cfab619d | 1851 | |
| 3d0247f9 IB |
1852 | def test_as_json(self): |
| 1853 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1854 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1855 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1856 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| 3d0247f9 IB |
1857 | |
| 1858 | as_json = trade.as_json() | |
| 1859 | self.assertEqual("acquire", as_json["action"]) | |
| 1860 | self.assertEqual(D("0.5"), as_json["from"]) | |
| 1861 | self.assertEqual(D("1.0"), as_json["to"]) | |
| 1862 | self.assertEqual("ETH", as_json["currency"]) | |
| 1863 | self.assertEqual("BTC", as_json["base_currency"]) | |
| 1864 | ||
| 5a72ded7 IB |
1865 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 1866 | class OrderTest(WebMockTestCase): | |
| 1867 | def test_values(self): | |
| 1868 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1869 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1870 | self.assertEqual("buy", order.action) | |
| 1871 | self.assertEqual(10, order.amount.value) | |
| 1872 | self.assertEqual("ETH", order.amount.currency) | |
| 1873 | self.assertEqual(D("0.1"), order.rate) | |
| 1874 | self.assertEqual("BTC", order.base_currency) | |
| 1875 | self.assertEqual("market", order.market) | |
| 1876 | self.assertEqual("long", order.trade_type) | |
| 1877 | self.assertEqual("pending", order.status) | |
| 1878 | self.assertEqual("trade", order.trade) | |
| 1879 | self.assertIsNone(order.id) | |
| 1880 | self.assertFalse(order.close_if_possible) | |
| 1881 | ||
| 1882 | def test__repr(self): | |
| 1883 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1884 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1885 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
| 1886 | ||
| 1887 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1888 | D("0.1"), "BTC", "long", "market", "trade", | |
| 1889 | close_if_possible=True) | |
| 1890 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
| 1891 | ||
| 3d0247f9 IB |
1892 | def test_as_json(self): |
| 1893 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1894 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1895 | mouvement_mock1 = mock.Mock() | |
| 1896 | mouvement_mock1.as_json.return_value = 1 | |
| 1897 | mouvement_mock2 = mock.Mock() | |
| 1898 | mouvement_mock2.as_json.return_value = 2 | |
| 1899 | ||
| 1900 | order.mouvements = [mouvement_mock1, mouvement_mock2] | |
| 1901 | as_json = order.as_json() | |
| 1902 | self.assertEqual("buy", as_json["action"]) | |
| 1903 | self.assertEqual("long", as_json["trade_type"]) | |
| 1904 | self.assertEqual(10, as_json["amount"]) | |
| 1905 | self.assertEqual("ETH", as_json["currency"]) | |
| 1906 | self.assertEqual("BTC", as_json["base_currency"]) | |
| 1907 | self.assertEqual(D("0.1"), as_json["rate"]) | |
| 1908 | self.assertEqual("pending", as_json["status"]) | |
| 1909 | self.assertEqual(False, as_json["close_if_possible"]) | |
| 1910 | self.assertIsNone(as_json["id"]) | |
| 1911 | self.assertEqual([1, 2], as_json["mouvements"]) | |
| 1912 | ||
| 5a72ded7 IB |
1913 | def test_account(self): |
| 1914 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1915 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1916 | self.assertEqual("exchange", order.account) | |
| 1917 | ||
| 1918 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
| 1919 | D("0.1"), "BTC", "short", "market", "trade") | |
| 1920 | self.assertEqual("margin", order.account) | |
| 1921 | ||
| 1922 | def test_pending(self): | |
| 1923 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1924 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1925 | self.assertTrue(order.pending) | |
| 1926 | order.status = "open" | |
| 1927 | self.assertFalse(order.pending) | |
| 1928 | ||
| 1929 | def test_open(self): | |
| 1930 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1931 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1932 | self.assertFalse(order.open) | |
| 1933 | order.status = "open" | |
| 1934 | self.assertTrue(order.open) | |
| 1935 | ||
| 1936 | def test_finished(self): | |
| 1937 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1938 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1939 | self.assertFalse(order.finished) | |
| 1940 | order.status = "closed" | |
| 1941 | self.assertTrue(order.finished) | |
| 1942 | order.status = "canceled" | |
| 1943 | self.assertTrue(order.finished) | |
| 1944 | order.status = "error" | |
| 1945 | self.assertTrue(order.finished) | |
| 1946 | ||
| 1947 | @mock.patch.object(portfolio.Order, "fetch") | |
| f86ee140 | 1948 | def test_cancel(self, fetch): |
| f9226903 IB |
1949 | with self.subTest(debug=True): |
| 1950 | self.m.debug = True | |
| 1951 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1952 | D("0.1"), "BTC", "long", self.m, "trade") | |
| 1953 | order.status = "open" | |
| 5a72ded7 | 1954 | |
| f9226903 IB |
1955 | order.cancel() |
| 1956 | self.m.ccxt.cancel_order.assert_not_called() | |
| 1957 | self.m.report.log_debug_action.assert_called_once() | |
| 1958 | self.m.report.log_debug_action.reset_mock() | |
| 1959 | self.assertEqual("canceled", order.status) | |
| 5a72ded7 | 1960 | |
| f9226903 IB |
1961 | with self.subTest(desc="Nominal case"): |
| 1962 | self.m.debug = False | |
| 1963 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1964 | D("0.1"), "BTC", "long", self.m, "trade") | |
| 1965 | order.status = "open" | |
| 1966 | order.id = 42 | |
| 1967 | ||
| 1968 | order.cancel() | |
| 1969 | self.m.ccxt.cancel_order.assert_called_with(42) | |
| 1970 | fetch.assert_called_once_with() | |
| 1971 | self.m.report.log_debug_action.assert_not_called() | |
| 1972 | ||
| 1973 | with self.subTest(exception=True): | |
| 1974 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
| 1975 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1976 | D("0.1"), "BTC", "long", self.m, "trade") | |
| 1977 | order.status = "open" | |
| 1978 | order.id = 42 | |
| 1979 | order.cancel() | |
| 1980 | self.m.ccxt.cancel_order.assert_called_with(42) | |
| 1981 | self.m.report.log_error.assert_called_once() | |
| 1982 | ||
| 1983 | self.m.reset_mock() | |
| 1984 | with self.subTest(id=None): | |
| 1985 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
| 1986 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1987 | D("0.1"), "BTC", "long", self.m, "trade") | |
| 1988 | order.status = "open" | |
| 1989 | order.cancel() | |
| 1990 | self.m.ccxt.cancel_order.assert_not_called() | |
| 1991 | ||
| 1992 | self.m.reset_mock() | |
| 1993 | with self.subTest(open=False): | |
| 1994 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
| 1995 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1996 | D("0.1"), "BTC", "long", self.m, "trade") | |
| 1997 | order.status = "closed" | |
| 1998 | order.cancel() | |
| 1999 | self.m.ccxt.cancel_order.assert_not_called() | |
| 5a72ded7 IB |
2000 | |
| 2001 | def test_dust_amount_remaining(self): | |
| 2002 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 2003 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
2004 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) |
| 2005 | self.assertFalse(order.dust_amount_remaining()) | |
| 2006 | ||
| 2007 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | |
| 2008 | self.assertTrue(order.dust_amount_remaining()) | |
| 2009 | ||
| 2010 | @mock.patch.object(portfolio.Order, "fetch") | |
| 2011 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
| 2012 | def test_remaining_amount(self, filled_amount, fetch): | |
| 2013 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 2014 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
2015 | |
| 2016 | self.assertEqual(9, order.remaining_amount().value) | |
| 5a72ded7 IB |
2017 | |
| 2018 | order.status = "open" | |
| 2019 | self.assertEqual(9, order.remaining_amount().value) | |
| 5a72ded7 IB |
2020 | |
| 2021 | @mock.patch.object(portfolio.Order, "fetch") | |
| 2022 | def test_filled_amount(self, fetch): | |
| 2023 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 2024 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 | 2025 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { |
| df9e4e7f | 2026 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
2027 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
| 2028 | "amount": "3", "total": "0.3" | |
| 2029 | })) | |
| 2030 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
| df9e4e7f | 2031 | "tradeID": 43, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
2032 | "date": "2017-12-30 13:00:12", "rate": "0.2", |
| 2033 | "amount": "2", "total": "0.4" | |
| 2034 | })) | |
| 2035 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
| 2036 | fetch.assert_not_called() | |
| 2037 | order.status = "open" | |
| 2038 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
| 2039 | fetch.assert_called_once() | |
| 2040 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
| 2041 | ||
| 2042 | def test_fetch_mouvements(self): | |
| f86ee140 | 2043 | self.m.ccxt.privatePostReturnOrderTrades.return_value = [ |
| 5a72ded7 | 2044 | { |
| df9e4e7f | 2045 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
2046 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
| 2047 | "amount": "3", "total": "0.3" | |
| 2048 | }, | |
| 2049 | { | |
| df9e4e7f | 2050 | "tradeID": 43, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
2051 | "date": "2017-12-30 13:00:12", "rate": "0.2", |
| 2052 | "amount": "2", "total": "0.4" | |
| 2053 | } | |
| 2054 | ] | |
| 2055 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 2056 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
2057 | order.id = 12 |
| 2058 | order.mouvements = ["Foo", "Bar", "Baz"] | |
| 2059 | ||
| 2060 | order.fetch_mouvements() | |
| 2061 | ||
| f86ee140 | 2062 | self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) |
| 5a72ded7 IB |
2063 | self.assertEqual(2, len(order.mouvements)) |
| 2064 | self.assertEqual(42, order.mouvements[0].id) | |
| 2065 | self.assertEqual(43, order.mouvements[1].id) | |
| 2066 | ||
| f86ee140 | 2067 | self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError |
| df9e4e7f | 2068 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 2069 | D("0.1"), "BTC", "long", self.m, "trade") |
| df9e4e7f IB |
2070 | order.fetch_mouvements() |
| 2071 | self.assertEqual(0, len(order.mouvements)) | |
| 2072 | ||
| f86ee140 | 2073 | def test_mark_finished_order(self): |
| 5a72ded7 | 2074 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 2075 | D("0.1"), "BTC", "short", self.m, "trade", |
| 5a72ded7 IB |
2076 | close_if_possible=True) |
| 2077 | order.status = "closed" | |
| f86ee140 | 2078 | self.m.debug = False |
| 5a72ded7 IB |
2079 | |
| 2080 | order.mark_finished_order() | |
| f86ee140 IB |
2081 | self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") |
| 2082 | self.m.ccxt.close_margin_position.reset_mock() | |
| 5a72ded7 IB |
2083 | |
| 2084 | order.status = "open" | |
| 2085 | order.mark_finished_order() | |
| f86ee140 | 2086 | self.m.ccxt.close_margin_position.assert_not_called() |
| 5a72ded7 IB |
2087 | |
| 2088 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 2089 | D("0.1"), "BTC", "short", self.m, "trade", |
| 5a72ded7 IB |
2090 | close_if_possible=False) |
| 2091 | order.status = "closed" | |
| 2092 | order.mark_finished_order() | |
| f86ee140 | 2093 | self.m.ccxt.close_margin_position.assert_not_called() |
| 5a72ded7 IB |
2094 | |
| 2095 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
| f86ee140 | 2096 | D("0.1"), "BTC", "short", self.m, "trade", |
| 5a72ded7 IB |
2097 | close_if_possible=True) |
| 2098 | order.status = "closed" | |
| 2099 | order.mark_finished_order() | |
| f86ee140 | 2100 | self.m.ccxt.close_margin_position.assert_not_called() |
| 5a72ded7 IB |
2101 | |
| 2102 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 2103 | D("0.1"), "BTC", "long", self.m, "trade", |
| 5a72ded7 IB |
2104 | close_if_possible=True) |
| 2105 | order.status = "closed" | |
| 2106 | order.mark_finished_order() | |
| f86ee140 | 2107 | self.m.ccxt.close_margin_position.assert_not_called() |
| 5a72ded7 | 2108 | |
| f86ee140 | 2109 | self.m.debug = True |
| 5a72ded7 IB |
2110 | |
| 2111 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 2112 | D("0.1"), "BTC", "short", self.m, "trade", |
| 5a72ded7 IB |
2113 | close_if_possible=True) |
| 2114 | order.status = "closed" | |
| 2115 | ||
| 2116 | order.mark_finished_order() | |
| f86ee140 IB |
2117 | self.m.ccxt.close_margin_position.assert_not_called() |
| 2118 | self.m.report.log_debug_action.assert_called_once() | |
| 5a72ded7 IB |
2119 | |
| 2120 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
| f86ee140 | 2121 | def test_fetch(self, fetch_mouvements): |
| aca4d437 IB |
2122 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| 2123 | D("0.1"), "BTC", "long", self.m, "trade") | |
| 2124 | order.id = 45 | |
| 2125 | with self.subTest(debug=True): | |
| 2126 | self.m.debug = True | |
| 2127 | order.fetch() | |
| 2128 | self.m.report.log_debug_action.assert_called_once() | |
| 2129 | self.m.report.log_debug_action.reset_mock() | |
| 2130 | self.m.ccxt.fetch_order.assert_not_called() | |
| 2131 | fetch_mouvements.assert_not_called() | |
| 5a72ded7 | 2132 | |
| aca4d437 IB |
2133 | with self.subTest(debug=False): |
| 2134 | self.m.debug = False | |
| 2135 | self.m.ccxt.fetch_order.return_value = { | |
| 2136 | "status": "foo", | |
| 2137 | "datetime": "timestamp" | |
| 2138 | } | |
| 2139 | order.fetch() | |
| 5a72ded7 | 2140 | |
| f9226903 | 2141 | self.m.ccxt.fetch_order.assert_called_once_with(45) |
| aca4d437 IB |
2142 | fetch_mouvements.assert_called_once() |
| 2143 | self.assertEqual("foo", order.status) | |
| 2144 | self.assertEqual("timestamp", order.timestamp) | |
| 2145 | self.assertEqual(1, len(order.results)) | |
| 2146 | self.m.report.log_debug_action.assert_not_called() | |
| 5a72ded7 | 2147 | |
| aca4d437 IB |
2148 | with self.subTest(missing_order=True): |
| 2149 | self.m.ccxt.fetch_order.side_effect = [ | |
| 2150 | portfolio.OrderNotCached, | |
| 2151 | ] | |
| 5a72ded7 | 2152 | order.fetch() |
| aca4d437 | 2153 | self.assertEqual("closed_unknown", order.status) |
| 5a72ded7 IB |
2154 | |
| 2155 | @mock.patch.object(portfolio.Order, "fetch") | |
| 2156 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
| f86ee140 | 2157 | def test_get_status(self, mark_finished_order, fetch): |
| 5a72ded7 | 2158 | with self.subTest(debug=True): |
| f86ee140 | 2159 | self.m.debug = True |
| 5a72ded7 | 2160 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 2161 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
2162 | self.assertEqual("pending", order.get_status()) |
| 2163 | fetch.assert_not_called() | |
| f86ee140 | 2164 | self.m.report.log_debug_action.assert_called_once() |
| 5a72ded7 IB |
2165 | |
| 2166 | with self.subTest(debug=False, finished=False): | |
| f86ee140 | 2167 | self.m.debug = False |
| 5a72ded7 | 2168 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 2169 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
2170 | def _fetch(order): |
| 2171 | def update_status(): | |
| 2172 | order.status = "open" | |
| 2173 | return update_status | |
| 2174 | fetch.side_effect = _fetch(order) | |
| 2175 | self.assertEqual("open", order.get_status()) | |
| 2176 | mark_finished_order.assert_not_called() | |
| 2177 | fetch.assert_called_once() | |
| 2178 | ||
| 2179 | mark_finished_order.reset_mock() | |
| 2180 | fetch.reset_mock() | |
| 2181 | with self.subTest(debug=False, finished=True): | |
| f86ee140 | 2182 | self.m.debug = False |
| 5a72ded7 | 2183 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 2184 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
2185 | def _fetch(order): |
| 2186 | def update_status(): | |
| 2187 | order.status = "closed" | |
| 2188 | return update_status | |
| 2189 | fetch.side_effect = _fetch(order) | |
| 2190 | self.assertEqual("closed", order.get_status()) | |
| 2191 | mark_finished_order.assert_called_once() | |
| 2192 | fetch.assert_called_once() | |
| 2193 | ||
| 2194 | def test_run(self): | |
| f86ee140 IB |
2195 | self.m.ccxt.order_precision.return_value = 4 |
| 2196 | with self.subTest(debug=True): | |
| 2197 | self.m.debug = True | |
| 5a72ded7 | 2198 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 2199 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 | 2200 | order.run() |
| f86ee140 IB |
2201 | self.m.ccxt.create_order.assert_not_called() |
| 2202 | 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 |
2203 | self.assertEqual("open", order.status) |
| 2204 | self.assertEqual(1, len(order.results)) | |
| 2205 | self.assertEqual(-1, order.id) | |
| 2206 | ||
| f86ee140 | 2207 | self.m.ccxt.create_order.reset_mock() |
| 5a72ded7 | 2208 | with self.subTest(debug=False): |
| f86ee140 | 2209 | self.m.debug = False |
| 5a72ded7 | 2210 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 IB |
2211 | D("0.1"), "BTC", "long", self.m, "trade") |
| 2212 | self.m.ccxt.create_order.return_value = { "id": 123 } | |
| 5a72ded7 | 2213 | order.run() |
| f86ee140 | 2214 | self.m.ccxt.create_order.assert_called_once() |
| 5a72ded7 IB |
2215 | self.assertEqual(1, len(order.results)) |
| 2216 | self.assertEqual("open", order.status) | |
| 2217 | ||
| f86ee140 IB |
2218 | self.m.ccxt.create_order.reset_mock() |
| 2219 | with self.subTest(exception=True): | |
| 5a72ded7 | 2220 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 IB |
2221 | D("0.1"), "BTC", "long", self.m, "trade") |
| 2222 | self.m.ccxt.create_order.side_effect = Exception("bouh") | |
| 5a72ded7 | 2223 | order.run() |
| f86ee140 | 2224 | self.m.ccxt.create_order.assert_called_once() |
| 5a72ded7 IB |
2225 | self.assertEqual(0, len(order.results)) |
| 2226 | self.assertEqual("error", order.status) | |
| f86ee140 | 2227 | self.m.report.log_error.assert_called_once() |
| 5a72ded7 | 2228 | |
| f86ee140 | 2229 | self.m.ccxt.create_order.reset_mock() |
| df9e4e7f IB |
2230 | with self.subTest(dust_amount_exception=True),\ |
| 2231 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
| 2232 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
| f86ee140 | 2233 | D("0.1"), "BTC", "long", self.m, "trade") |
| f70bb858 | 2234 | self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder |
| df9e4e7f | 2235 | order.run() |
| f86ee140 | 2236 | self.m.ccxt.create_order.assert_called_once() |
| df9e4e7f IB |
2237 | self.assertEqual(0, len(order.results)) |
| 2238 | self.assertEqual("closed", order.status) | |
| 2239 | mark_finished_order.assert_called_once() | |
| 2240 | ||
| f70bb858 | 2241 | self.m.ccxt.order_precision.return_value = 8 |
| d24bb10c | 2242 | self.m.ccxt.create_order.reset_mock() |
| f70bb858 | 2243 | with self.subTest(insufficient_funds=True),\ |
| d24bb10c | 2244 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: |
| f70bb858 | 2245 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), |
| d24bb10c | 2246 | D("0.1"), "BTC", "long", self.m, "trade") |
| f70bb858 IB |
2247 | self.m.ccxt.create_order.side_effect = [ |
| 2248 | portfolio.InsufficientFunds, | |
| 2249 | portfolio.InsufficientFunds, | |
| 2250 | portfolio.InsufficientFunds, | |
| 2251 | { "id": 123 }, | |
| 2252 | ] | |
| d24bb10c | 2253 | order.run() |
| f70bb858 IB |
2254 | self.m.ccxt.create_order.assert_has_calls([ |
| 2255 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
| 2256 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
| 2257 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
| 2258 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
| 2259 | ]) | |
| 2260 | self.assertEqual(4, self.m.ccxt.create_order.call_count) | |
| 2261 | self.assertEqual(1, len(order.results)) | |
| 2262 | self.assertEqual("open", order.status) | |
| 2263 | self.assertEqual(4, order.tries) | |
| 2264 | self.m.report.log_error.assert_called() | |
| 2265 | self.assertEqual(4, self.m.report.log_error.call_count) | |
| 2266 | ||
| 2267 | self.m.ccxt.order_precision.return_value = 8 | |
| 2268 | self.m.ccxt.create_order.reset_mock() | |
| 2269 | self.m.report.log_error.reset_mock() | |
| 2270 | with self.subTest(insufficient_funds=True),\ | |
| 2271 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
| 2272 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
| 2273 | D("0.1"), "BTC", "long", self.m, "trade") | |
| 2274 | self.m.ccxt.create_order.side_effect = [ | |
| 2275 | portfolio.InsufficientFunds, | |
| 2276 | portfolio.InsufficientFunds, | |
| 2277 | portfolio.InsufficientFunds, | |
| 2278 | portfolio.InsufficientFunds, | |
| 2279 | portfolio.InsufficientFunds, | |
| 2280 | ] | |
| 2281 | order.run() | |
| 2282 | self.m.ccxt.create_order.assert_has_calls([ | |
| 2283 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
| 2284 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
| 2285 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
| 2286 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
| 2287 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), | |
| 2288 | ]) | |
| 2289 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
| d24bb10c | 2290 | self.assertEqual(0, len(order.results)) |
| f70bb858 IB |
2291 | self.assertEqual("error", order.status) |
| 2292 | self.assertEqual(5, order.tries) | |
| 2293 | self.m.report.log_error.assert_called() | |
| 2294 | self.assertEqual(5, self.m.report.log_error.call_count) | |
| 2295 | 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 | 2296 | |
| df9e4e7f | 2297 | |
| 5a72ded7 IB |
2298 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 2299 | class MouvementTest(WebMockTestCase): | |
| 2300 | def test_values(self): | |
| 2301 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
| df9e4e7f | 2302 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
2303 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
| 2304 | "amount": "10", "total": "1" | |
| 2305 | }) | |
| 2306 | self.assertEqual("ETH", mouvement.currency) | |
| 2307 | self.assertEqual("BTC", mouvement.base_currency) | |
| 2308 | self.assertEqual(42, mouvement.id) | |
| 2309 | self.assertEqual("buy", mouvement.action) | |
| 2310 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
| 2311 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | |
| 2312 | self.assertEqual(D("0.1"), mouvement.rate) | |
| 2313 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
| 2314 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
| 2315 | ||
| df9e4e7f IB |
2316 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) |
| 2317 | self.assertIsNone(mouvement.date) | |
| 2318 | self.assertIsNone(mouvement.id) | |
| 2319 | self.assertIsNone(mouvement.action) | |
| 2320 | self.assertEqual(-1, mouvement.fee_rate) | |
| 2321 | self.assertEqual(0, mouvement.rate) | |
| 2322 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
| 2323 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
| 2324 | ||
| c31df868 IB |
2325 | def test__repr(self): |
| 2326 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
| 2327 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
| 2328 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
| 2329 | "amount": "10", "total": "1" | |
| 2330 | }) | |
| 2331 | self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) | |
| 3d0247f9 | 2332 | |
| c31df868 IB |
2333 | mouvement = portfolio.Mouvement("ETH", "BTC", { |
| 2334 | "tradeID": 42, "type": "buy", | |
| 2335 | "date": "garbage", "rate": "0.1", | |
| 2336 | "amount": "10", "total": "1" | |
| 2337 | }) | |
| 2338 | self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) | |
| 2339 | ||
| 3d0247f9 IB |
2340 | def test_as_json(self): |
| 2341 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
| 2342 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
| 2343 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
| 2344 | "amount": "10", "total": "1" | |
| 2345 | }) | |
| 2346 | as_json = mouvement.as_json() | |
| 2347 | ||
| 2348 | self.assertEqual(D("0.0015"), as_json["fee_rate"]) | |
| 2349 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) | |
| 2350 | self.assertEqual("buy", as_json["action"]) | |
| 2351 | self.assertEqual(D("10"), as_json["total"]) | |
| 2352 | self.assertEqual(D("1"), as_json["total_in_base"]) | |
| 2353 | self.assertEqual("BTC", as_json["base_currency"]) | |
| 2354 | self.assertEqual("ETH", as_json["currency"]) | |
| 2355 | ||
| 2356 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
| 2357 | class ReportStoreTest(WebMockTestCase): | |
| 2358 | def test_add_log(self): | |
| f86ee140 IB |
2359 | report_store = market.ReportStore(self.m) |
| 2360 | report_store.add_log({"foo": "bar"}) | |
| 3d0247f9 | 2361 | |
| f86ee140 | 2362 | self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) |
| 3d0247f9 IB |
2363 | |
| 2364 | def test_set_verbose(self): | |
| f86ee140 | 2365 | report_store = market.ReportStore(self.m) |
| 3d0247f9 | 2366 | with self.subTest(verbose=True): |
| f86ee140 IB |
2367 | report_store.set_verbose(True) |
| 2368 | self.assertTrue(report_store.verbose_print) | |
| 3d0247f9 IB |
2369 | |
| 2370 | with self.subTest(verbose=False): | |
| f86ee140 IB |
2371 | report_store.set_verbose(False) |
| 2372 | self.assertFalse(report_store.verbose_print) | |
| 3d0247f9 IB |
2373 | |
| 2374 | def test_print_log(self): | |
| f86ee140 | 2375 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2376 | with self.subTest(verbose=True),\ |
| 2377 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| f86ee140 IB |
2378 | report_store.set_verbose(True) |
| 2379 | report_store.print_log("Coucou") | |
| 2380 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
| 3d0247f9 IB |
2381 | self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n") |
| 2382 | ||
| 2383 | with self.subTest(verbose=False),\ | |
| 2384 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| f86ee140 IB |
2385 | report_store.set_verbose(False) |
| 2386 | report_store.print_log("Coucou") | |
| 2387 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
| 3d0247f9 IB |
2388 | self.assertEqual(stdout_mock.getvalue(), "") |
| 2389 | ||
| 2390 | def test_to_json(self): | |
| f86ee140 IB |
2391 | report_store = market.ReportStore(self.m) |
| 2392 | report_store.logs.append({"foo": "bar"}) | |
| c5a7f286 | 2393 | self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json()) |
| f86ee140 | 2394 | report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) |
| c5a7f286 | 2395 | self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json()) |
| f86ee140 | 2396 | report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) |
| c5a7f286 | 2397 | 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 | 2398 | |
| f86ee140 IB |
2399 | @mock.patch.object(market.ReportStore, "print_log") |
| 2400 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2401 | def test_log_stage(self, add_log, print_log): |
| f86ee140 | 2402 | report_store = market.ReportStore(self.m) |
| 7bd830a8 IB |
2403 | c = lambda x: x |
| 2404 | report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1)) | |
| 3d0247f9 IB |
2405 | print_log.assert_has_calls([ |
| 2406 | mock.call("-----------"), | |
| 7bd830a8 | 2407 | mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"), |
| 3d0247f9 | 2408 | ]) |
| 7bd830a8 IB |
2409 | add_log.assert_called_once_with({ |
| 2410 | 'type': 'stage', | |
| 2411 | 'stage': 'foo', | |
| 2412 | 'args': { | |
| 2413 | 'bar': 'baz', | |
| 2414 | 'c': 'c = lambda x: x', | |
| 2415 | 'd': { | |
| 2416 | 'currency': 'BTC', | |
| 2417 | 'value': D('1') | |
| 2418 | } | |
| 2419 | } | |
| 2420 | }) | |
| 3d0247f9 | 2421 | |
| f86ee140 IB |
2422 | @mock.patch.object(market.ReportStore, "print_log") |
| 2423 | @mock.patch.object(market.ReportStore, "add_log") | |
| 2424 | def test_log_balances(self, add_log, print_log): | |
| 2425 | report_store = market.ReportStore(self.m) | |
| 2426 | self.m.balances.as_json.return_value = "json" | |
| 2427 | self.m.balances.all = { "FOO": "bar", "BAR": "baz" } | |
| 3d0247f9 | 2428 | |
| f86ee140 | 2429 | report_store.log_balances(tag="tag") |
| 3d0247f9 IB |
2430 | print_log.assert_has_calls([ |
| 2431 | mock.call("[Balance]"), | |
| 2432 | mock.call("\tbar"), | |
| 2433 | mock.call("\tbaz"), | |
| 2434 | ]) | |
| 18167a3c IB |
2435 | add_log.assert_called_once_with({ |
| 2436 | 'type': 'balance', | |
| 2437 | 'balances': 'json', | |
| 2438 | 'tag': 'tag' | |
| 2439 | }) | |
| 3d0247f9 | 2440 | |
| f86ee140 IB |
2441 | @mock.patch.object(market.ReportStore, "print_log") |
| 2442 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2443 | def test_log_tickers(self, add_log, print_log): |
| f86ee140 | 2444 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2445 | amounts = { |
| 2446 | "BTC": portfolio.Amount("BTC", 10), | |
| 2447 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
| 2448 | } | |
| 2449 | amounts["ETH"].rate = D("0.1") | |
| 2450 | ||
| f86ee140 | 2451 | report_store.log_tickers(amounts, "BTC", "default", "total") |
| 3d0247f9 IB |
2452 | print_log.assert_not_called() |
| 2453 | add_log.assert_called_once_with({ | |
| 2454 | 'type': 'tickers', | |
| 2455 | 'compute_value': 'default', | |
| 2456 | 'balance_type': 'total', | |
| 2457 | 'currency': 'BTC', | |
| 2458 | 'balances': { | |
| 2459 | 'BTC': D('10'), | |
| 2460 | 'ETH': D('0.3') | |
| 2461 | }, | |
| 2462 | 'rates': { | |
| 2463 | 'BTC': None, | |
| 2464 | 'ETH': D('0.1') | |
| 2465 | }, | |
| 2466 | 'total': D('10.3') | |
| 2467 | }) | |
| 2468 | ||
| aca4d437 IB |
2469 | add_log.reset_mock() |
| 2470 | compute_value = lambda x: x["bid"] | |
| 2471 | report_store.log_tickers(amounts, "BTC", compute_value, "total") | |
| 2472 | add_log.assert_called_once_with({ | |
| 2473 | 'type': 'tickers', | |
| 2474 | 'compute_value': 'compute_value = lambda x: x["bid"]', | |
| 2475 | 'balance_type': 'total', | |
| 2476 | 'currency': 'BTC', | |
| 2477 | 'balances': { | |
| 2478 | 'BTC': D('10'), | |
| 2479 | 'ETH': D('0.3') | |
| 2480 | }, | |
| 2481 | 'rates': { | |
| 2482 | 'BTC': None, | |
| 2483 | 'ETH': D('0.1') | |
| 2484 | }, | |
| 2485 | 'total': D('10.3') | |
| 2486 | }) | |
| 2487 | ||
| f86ee140 IB |
2488 | @mock.patch.object(market.ReportStore, "print_log") |
| 2489 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2490 | def test_log_dispatch(self, add_log, print_log): |
| f86ee140 | 2491 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2492 | amount = portfolio.Amount("BTC", "10.3") |
| 2493 | amounts = { | |
| 2494 | "BTC": portfolio.Amount("BTC", 10), | |
| 2495 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
| 2496 | } | |
| f86ee140 | 2497 | report_store.log_dispatch(amount, amounts, "medium", "repartition") |
| 3d0247f9 IB |
2498 | print_log.assert_not_called() |
| 2499 | add_log.assert_called_once_with({ | |
| 2500 | 'type': 'dispatch', | |
| 2501 | 'liquidity': 'medium', | |
| 2502 | 'repartition_ratio': 'repartition', | |
| 2503 | 'total_amount': { | |
| 2504 | 'currency': 'BTC', | |
| 2505 | 'value': D('10.3') | |
| 2506 | }, | |
| 2507 | 'repartition': { | |
| 2508 | 'BTC': D('10'), | |
| 2509 | 'ETH': D('0.3') | |
| 2510 | } | |
| 2511 | }) | |
| 2512 | ||
| f86ee140 IB |
2513 | @mock.patch.object(market.ReportStore, "print_log") |
| 2514 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2515 | def test_log_trades(self, add_log, print_log): |
| f86ee140 | 2516 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2517 | trade_mock1 = mock.Mock() |
| 2518 | trade_mock2 = mock.Mock() | |
| 2519 | trade_mock1.as_json.return_value = { "trade": "1" } | |
| 2520 | trade_mock2.as_json.return_value = { "trade": "2" } | |
| 2521 | ||
| 2522 | matching_and_trades = [ | |
| 2523 | (True, trade_mock1), | |
| 2524 | (False, trade_mock2), | |
| 2525 | ] | |
| f86ee140 | 2526 | report_store.log_trades(matching_and_trades, "only") |
| 3d0247f9 IB |
2527 | |
| 2528 | print_log.assert_not_called() | |
| 2529 | add_log.assert_called_with({ | |
| 2530 | 'type': 'trades', | |
| 2531 | 'only': 'only', | |
| f86ee140 | 2532 | 'debug': False, |
| 3d0247f9 IB |
2533 | 'trades': [ |
| 2534 | {'trade': '1', 'skipped': False}, | |
| 2535 | {'trade': '2', 'skipped': True} | |
| 2536 | ] | |
| 2537 | }) | |
| 2538 | ||
| f86ee140 IB |
2539 | @mock.patch.object(market.ReportStore, "print_log") |
| 2540 | @mock.patch.object(market.ReportStore, "add_log") | |
| 2541 | def test_log_orders(self, add_log, print_log): | |
| 2542 | report_store = market.ReportStore(self.m) | |
| 2543 | ||
| 3d0247f9 IB |
2544 | order_mock1 = mock.Mock() |
| 2545 | order_mock2 = mock.Mock() | |
| 2546 | ||
| 2547 | order_mock1.as_json.return_value = "order1" | |
| 2548 | order_mock2.as_json.return_value = "order2" | |
| 2549 | ||
| 2550 | orders = [order_mock1, order_mock2] | |
| 2551 | ||
| f86ee140 | 2552 | report_store.log_orders(orders, tick="tick", |
| 3d0247f9 IB |
2553 | only="only", compute_value="compute_value") |
| 2554 | ||
| 2555 | print_log.assert_called_once_with("[Orders]") | |
| f86ee140 | 2556 | self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") |
| 3d0247f9 IB |
2557 | |
| 2558 | add_log.assert_called_with({ | |
| 2559 | 'type': 'orders', | |
| 2560 | 'only': 'only', | |
| 2561 | 'compute_value': 'compute_value', | |
| 2562 | 'tick': 'tick', | |
| 2563 | 'orders': ['order1', 'order2'] | |
| 2564 | }) | |
| 2565 | ||
| aca4d437 IB |
2566 | add_log.reset_mock() |
| 2567 | def compute_value(x, y): | |
| 2568 | return x[y] | |
| 2569 | report_store.log_orders(orders, tick="tick", | |
| 2570 | only="only", compute_value=compute_value) | |
| 2571 | add_log.assert_called_with({ | |
| 2572 | 'type': 'orders', | |
| 2573 | 'only': 'only', | |
| 2574 | 'compute_value': 'def compute_value(x, y):\n return x[y]', | |
| 2575 | 'tick': 'tick', | |
| 2576 | 'orders': ['order1', 'order2'] | |
| 2577 | }) | |
| 2578 | ||
| 2579 | ||
| f86ee140 IB |
2580 | @mock.patch.object(market.ReportStore, "print_log") |
| 2581 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2582 | def test_log_order(self, add_log, print_log): |
| f86ee140 | 2583 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2584 | order_mock = mock.Mock() |
| 2585 | order_mock.as_json.return_value = "order" | |
| 2586 | new_order_mock = mock.Mock() | |
| 2587 | new_order_mock.as_json.return_value = "new_order" | |
| 2588 | order_mock.__repr__ = mock.Mock() | |
| 2589 | order_mock.__repr__.return_value = "Order Mock" | |
| 2590 | new_order_mock.__repr__ = mock.Mock() | |
| 2591 | new_order_mock.__repr__.return_value = "New order Mock" | |
| 2592 | ||
| 2593 | with self.subTest(finished=True): | |
| f86ee140 | 2594 | report_store.log_order(order_mock, 1, finished=True) |
| 3d0247f9 IB |
2595 | print_log.assert_called_once_with("[Order] Finished Order Mock") |
| 2596 | add_log.assert_called_once_with({ | |
| 2597 | 'type': 'order', | |
| 2598 | 'tick': 1, | |
| 2599 | 'update': None, | |
| 2600 | 'order': 'order', | |
| 2601 | 'compute_value': None, | |
| 2602 | 'new_order': None | |
| 2603 | }) | |
| 2604 | ||
| 2605 | add_log.reset_mock() | |
| 2606 | print_log.reset_mock() | |
| 2607 | ||
| 2608 | with self.subTest(update="waiting"): | |
| f86ee140 | 2609 | report_store.log_order(order_mock, 1, update="waiting") |
| 3d0247f9 IB |
2610 | print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") |
| 2611 | add_log.assert_called_once_with({ | |
| 2612 | 'type': 'order', | |
| 2613 | 'tick': 1, | |
| 2614 | 'update': 'waiting', | |
| 2615 | 'order': 'order', | |
| 2616 | 'compute_value': None, | |
| 2617 | 'new_order': None | |
| 2618 | }) | |
| 2619 | ||
| 2620 | add_log.reset_mock() | |
| 2621 | print_log.reset_mock() | |
| 2622 | with self.subTest(update="adjusting"): | |
| aca4d437 | 2623 | compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 |
| f86ee140 | 2624 | report_store.log_order(order_mock, 3, |
| 3d0247f9 | 2625 | update="adjusting", new_order=new_order_mock, |
| aca4d437 | 2626 | compute_value=compute_value) |
| 3d0247f9 IB |
2627 | print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") |
| 2628 | add_log.assert_called_once_with({ | |
| 2629 | 'type': 'order', | |
| 2630 | 'tick': 3, | |
| 2631 | 'update': 'adjusting', | |
| 2632 | 'order': 'order', | |
| aca4d437 | 2633 | 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', |
| 3d0247f9 IB |
2634 | 'new_order': 'new_order' |
| 2635 | }) | |
| 2636 | ||
| 2637 | add_log.reset_mock() | |
| 2638 | print_log.reset_mock() | |
| 2639 | with self.subTest(update="market_fallback"): | |
| f86ee140 | 2640 | report_store.log_order(order_mock, 7, |
| 3d0247f9 IB |
2641 | update="market_fallback", new_order=new_order_mock) |
| 2642 | print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") | |
| 2643 | add_log.assert_called_once_with({ | |
| 2644 | 'type': 'order', | |
| 2645 | 'tick': 7, | |
| 2646 | 'update': 'market_fallback', | |
| 2647 | 'order': 'order', | |
| 2648 | 'compute_value': None, | |
| 2649 | 'new_order': 'new_order' | |
| 2650 | }) | |
| 2651 | ||
| 2652 | add_log.reset_mock() | |
| 2653 | print_log.reset_mock() | |
| 2654 | with self.subTest(update="market_adjusting"): | |
| f86ee140 | 2655 | report_store.log_order(order_mock, 17, |
| 3d0247f9 IB |
2656 | update="market_adjust", new_order=new_order_mock) |
| 2657 | print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") | |
| 2658 | add_log.assert_called_once_with({ | |
| 2659 | 'type': 'order', | |
| 2660 | 'tick': 17, | |
| 2661 | 'update': 'market_adjust', | |
| 2662 | 'order': 'order', | |
| 2663 | 'compute_value': None, | |
| 2664 | 'new_order': 'new_order' | |
| 2665 | }) | |
| 2666 | ||
| f86ee140 IB |
2667 | @mock.patch.object(market.ReportStore, "print_log") |
| 2668 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2669 | def test_log_move_balances(self, add_log, print_log): |
| f86ee140 | 2670 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2671 | needed = { |
| 2672 | "BTC": portfolio.Amount("BTC", 10), | |
| 2673 | "USDT": 1 | |
| 2674 | } | |
| 2675 | moving = { | |
| 2676 | "BTC": portfolio.Amount("BTC", 3), | |
| 2677 | "USDT": -2 | |
| 2678 | } | |
| f86ee140 | 2679 | report_store.log_move_balances(needed, moving) |
| 3d0247f9 IB |
2680 | print_log.assert_not_called() |
| 2681 | add_log.assert_called_once_with({ | |
| 2682 | 'type': 'move_balances', | |
| f86ee140 | 2683 | 'debug': False, |
| 3d0247f9 IB |
2684 | 'needed': { |
| 2685 | 'BTC': D('10'), | |
| 2686 | 'USDT': 1 | |
| 2687 | }, | |
| 2688 | 'moving': { | |
| 2689 | 'BTC': D('3'), | |
| 2690 | 'USDT': -2 | |
| 2691 | } | |
| 2692 | }) | |
| 2693 | ||
| f86ee140 IB |
2694 | @mock.patch.object(market.ReportStore, "print_log") |
| 2695 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2696 | def test_log_http_request(self, add_log, print_log): |
| f86ee140 | 2697 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2698 | response = mock.Mock() |
| 2699 | response.status_code = 200 | |
| 2700 | response.text = "Hey" | |
| 2701 | ||
| f86ee140 | 2702 | report_store.log_http_request("method", "url", "body", |
| 3d0247f9 IB |
2703 | "headers", response) |
| 2704 | print_log.assert_not_called() | |
| 2705 | add_log.assert_called_once_with({ | |
| 2706 | 'type': 'http_request', | |
| 2707 | 'method': 'method', | |
| 2708 | 'url': 'url', | |
| 2709 | 'body': 'body', | |
| 2710 | 'headers': 'headers', | |
| 2711 | 'status': 200, | |
| 2712 | 'response': 'Hey' | |
| 2713 | }) | |
| 2714 | ||
| f86ee140 IB |
2715 | @mock.patch.object(market.ReportStore, "print_log") |
| 2716 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2717 | def test_log_error(self, add_log, print_log): |
| f86ee140 | 2718 | report_store = market.ReportStore(self.m) |
| 3d0247f9 | 2719 | with self.subTest(message=None, exception=None): |
| f86ee140 | 2720 | report_store.log_error("action") |
| 3d0247f9 IB |
2721 | print_log.assert_called_once_with("[Error] action") |
| 2722 | add_log.assert_called_once_with({ | |
| 2723 | 'type': 'error', | |
| 2724 | 'action': 'action', | |
| 2725 | 'exception_class': None, | |
| 2726 | 'exception_message': None, | |
| 2727 | 'message': None | |
| 2728 | }) | |
| 2729 | ||
| 2730 | print_log.reset_mock() | |
| 2731 | add_log.reset_mock() | |
| 2732 | with self.subTest(message="Hey", exception=None): | |
| f86ee140 | 2733 | report_store.log_error("action", message="Hey") |
| 3d0247f9 IB |
2734 | print_log.assert_has_calls([ |
| 2735 | mock.call("[Error] action"), | |
| 2736 | mock.call("\tHey") | |
| 2737 | ]) | |
| 2738 | add_log.assert_called_once_with({ | |
| 2739 | 'type': 'error', | |
| 2740 | 'action': 'action', | |
| 2741 | 'exception_class': None, | |
| 2742 | 'exception_message': None, | |
| 2743 | 'message': "Hey" | |
| 2744 | }) | |
| 2745 | ||
| 2746 | print_log.reset_mock() | |
| 2747 | add_log.reset_mock() | |
| 2748 | with self.subTest(message=None, exception=Exception("bouh")): | |
| f86ee140 | 2749 | report_store.log_error("action", exception=Exception("bouh")) |
| 3d0247f9 IB |
2750 | print_log.assert_has_calls([ |
| 2751 | mock.call("[Error] action"), | |
| 2752 | mock.call("\tException: bouh") | |
| 2753 | ]) | |
| 2754 | add_log.assert_called_once_with({ | |
| 2755 | 'type': 'error', | |
| 2756 | 'action': 'action', | |
| 2757 | 'exception_class': "Exception", | |
| 2758 | 'exception_message': "bouh", | |
| 2759 | 'message': None | |
| 2760 | }) | |
| 2761 | ||
| 2762 | print_log.reset_mock() | |
| 2763 | add_log.reset_mock() | |
| 2764 | with self.subTest(message="Hey", exception=Exception("bouh")): | |
| f86ee140 | 2765 | report_store.log_error("action", message="Hey", exception=Exception("bouh")) |
| 3d0247f9 IB |
2766 | print_log.assert_has_calls([ |
| 2767 | mock.call("[Error] action"), | |
| 2768 | mock.call("\tException: bouh"), | |
| 2769 | mock.call("\tHey") | |
| 2770 | ]) | |
| 2771 | add_log.assert_called_once_with({ | |
| 2772 | 'type': 'error', | |
| 2773 | 'action': 'action', | |
| 2774 | 'exception_class': "Exception", | |
| 2775 | 'exception_message': "bouh", | |
| 2776 | 'message': "Hey" | |
| 2777 | }) | |
| 2778 | ||
| f86ee140 IB |
2779 | @mock.patch.object(market.ReportStore, "print_log") |
| 2780 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2781 | def test_log_debug_action(self, add_log, print_log): |
| f86ee140 IB |
2782 | report_store = market.ReportStore(self.m) |
| 2783 | report_store.log_debug_action("Hey") | |
| 3d0247f9 IB |
2784 | |
| 2785 | print_log.assert_called_once_with("[Debug] Hey") | |
| 2786 | add_log.assert_called_once_with({ | |
| 2787 | 'type': 'debug_action', | |
| 2788 | 'action': 'Hey' | |
| 2789 | }) | |
| 2790 | ||
| f86ee140 IB |
2791 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 2792 | class HelperTest(WebMockTestCase): | |
| 2033e7fe IB |
2793 | def test_make_order(self): |
| 2794 | self.m.get_ticker.return_value = { | |
| 2795 | "inverted": False, | |
| 2796 | "average": D("0.1"), | |
| 2797 | "bid": D("0.09"), | |
| 2798 | "ask": D("0.11"), | |
| 2799 | } | |
| 2800 | ||
| 2801 | with self.subTest(description="nominal case"): | |
| 2802 | helper.make_order(self.m, 10, "ETH") | |
| 2803 | ||
| 2804 | self.m.report.log_stage.assert_has_calls([ | |
| 2805 | mock.call("make_order_begin"), | |
| 2806 | mock.call("make_order_end"), | |
| 2807 | ]) | |
| 2808 | self.m.balances.fetch_balances.assert_has_calls([ | |
| 2809 | mock.call(tag="make_order_begin"), | |
| 2810 | mock.call(tag="make_order_end"), | |
| 2811 | ]) | |
| 2812 | self.m.trades.all.append.assert_called_once() | |
| 2813 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2814 | self.assertEqual(False, trade.orders[0].close_if_possible) | |
| 2815 | self.assertEqual(0, trade.value_from) | |
| 2816 | self.assertEqual("ETH", trade.currency) | |
| 2817 | self.assertEqual("BTC", trade.base_currency) | |
| 2818 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
| 2819 | self.m.trades.run_orders.assert_called_once_with() | |
| 2820 | self.m.follow_orders.assert_called_once_with() | |
| 2821 | ||
| 2822 | order = trade.orders[0] | |
| 2823 | self.assertEqual(D("0.10"), order.rate) | |
| 2824 | ||
| 2825 | self.m.reset_mock() | |
| 2826 | with self.subTest(compute_value="default"): | |
| 2827 | helper.make_order(self.m, 10, "ETH", action="dispose", | |
| 2828 | compute_value="ask") | |
| 2829 | ||
| 2830 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2831 | order = trade.orders[0] | |
| 2832 | self.assertEqual(D("0.11"), order.rate) | |
| 2833 | ||
| 2834 | self.m.reset_mock() | |
| 2835 | with self.subTest(follow=False): | |
| 2836 | result = helper.make_order(self.m, 10, "ETH", follow=False) | |
| 2837 | ||
| 2838 | self.m.report.log_stage.assert_has_calls([ | |
| 2839 | mock.call("make_order_begin"), | |
| 2840 | mock.call("make_order_end_not_followed"), | |
| 2841 | ]) | |
| 2842 | self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") | |
| 2843 | ||
| 2844 | self.m.trades.all.append.assert_called_once() | |
| 2845 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2846 | self.assertEqual(0, trade.value_from) | |
| 2847 | self.assertEqual("ETH", trade.currency) | |
| 2848 | self.assertEqual("BTC", trade.base_currency) | |
| 2849 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
| 2850 | self.m.trades.run_orders.assert_called_once_with() | |
| 2851 | self.m.follow_orders.assert_not_called() | |
| 2852 | self.assertEqual(trade.orders[0], result) | |
| 2853 | ||
| 2854 | self.m.reset_mock() | |
| 2855 | with self.subTest(base_currency="USDT"): | |
| 2856 | helper.make_order(self.m, 1, "BTC", base_currency="USDT") | |
| 2857 | ||
| 2858 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2859 | self.assertEqual("BTC", trade.currency) | |
| 2860 | self.assertEqual("USDT", trade.base_currency) | |
| 2861 | ||
| 2862 | self.m.reset_mock() | |
| 2863 | with self.subTest(close_if_possible=True): | |
| 2864 | helper.make_order(self.m, 10, "ETH", close_if_possible=True) | |
| 2865 | ||
| 2866 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2867 | self.assertEqual(True, trade.orders[0].close_if_possible) | |
| 2868 | ||
| 2869 | self.m.reset_mock() | |
| 2870 | with self.subTest(action="dispose"): | |
| 2871 | helper.make_order(self.m, 10, "ETH", action="dispose") | |
| 2872 | ||
| 2873 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2874 | self.assertEqual(0, trade.value_to) | |
| 2875 | self.assertEqual(1, trade.value_from.value) | |
| 2876 | self.assertEqual("ETH", trade.currency) | |
| 2877 | self.assertEqual("BTC", trade.base_currency) | |
| 2878 | ||
| 2879 | self.m.reset_mock() | |
| 2880 | with self.subTest(compute_value="default"): | |
| 2881 | helper.make_order(self.m, 10, "ETH", action="dispose", | |
| 2882 | compute_value="bid") | |
| 2883 | ||
| 2884 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2885 | self.assertEqual(D("0.9"), trade.value_from.value) | |
| 2886 | ||
| 2887 | def test_user_market(self): | |
| 2888 | with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\ | |
| 2889 | mock.patch("helper.main_parse_config") as main_parse_config: | |
| 2890 | with self.subTest(debug=False): | |
| 2891 | main_parse_config.return_value = ["pg_config", "report_path"] | |
| 2892 | main_fetch_markets.return_value = [({"key": "market_config"},)] | |
| 2893 | m = helper.get_user_market("config_path.ini", 1) | |
| 2894 | ||
| 2895 | self.assertIsInstance(m, market.Market) | |
| 2896 | self.assertFalse(m.debug) | |
| 2897 | ||
| 2898 | with self.subTest(debug=True): | |
| 2899 | main_parse_config.return_value = ["pg_config", "report_path"] | |
| 2900 | main_fetch_markets.return_value = [({"key": "market_config"},)] | |
| 2901 | m = helper.get_user_market("config_path.ini", 1, debug=True) | |
| 2902 | ||
| 2903 | self.assertIsInstance(m, market.Market) | |
| 2904 | self.assertTrue(m.debug) | |
| 2905 | ||
| f86ee140 IB |
2906 | def test_main_store_report(self): |
| 2907 | file_open = mock.mock_open() | |
| 2908 | with self.subTest(file=None), mock.patch("__main__.open", file_open): | |
| 2909 | helper.main_store_report(None, 1, self.m) | |
| 2910 | file_open.assert_not_called() | |
| 2911 | ||
| 2912 | file_open = mock.mock_open() | |
| 2913 | with self.subTest(file="present"), mock.patch("helper.open", file_open),\ | |
| 2914 | mock.patch.object(helper, "datetime") as time_mock: | |
| 2915 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
| 2916 | self.m.report.to_json.return_value = "json_content" | |
| 2917 | ||
| 2918 | helper.main_store_report("present", 1, self.m) | |
| 2919 | ||
| 2920 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") | |
| 2921 | file_open().write.assert_called_once_with("json_content") | |
| 2922 | self.m.report.to_json.assert_called_once_with() | |
| 2923 | ||
| 2924 | with self.subTest(file="error"),\ | |
| 2925 | mock.patch("helper.open") as file_open,\ | |
| 2926 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 2927 | file_open.side_effect = FileNotFoundError | |
| 2928 | ||
| 2929 | helper.main_store_report("error", 1, self.m) | |
| 2930 | ||
| 2931 | self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") | |
| 2932 | ||
| 9db7d156 IB |
2933 | @mock.patch("helper.Processor.process") |
| 2934 | def test_main_process_market(self, process): | |
| f86ee140 | 2935 | with self.subTest(before=False, after=False): |
| 9db7d156 IB |
2936 | m = mock.Mock() |
| 2937 | helper.main_process_market(m, None) | |
| 2938 | ||
| 2939 | process.assert_not_called() | |
| f86ee140 | 2940 | |
| 9db7d156 | 2941 | process.reset_mock() |
| f86ee140 | 2942 | with self.subTest(before=True, after=False): |
| 9db7d156 | 2943 | helper.main_process_market(m, None, before=True) |
| f86ee140 | 2944 | |
| 9db7d156 IB |
2945 | process.assert_called_once_with("sell_all", steps="before") |
| 2946 | ||
| 2947 | process.reset_mock() | |
| f86ee140 | 2948 | with self.subTest(before=False, after=True): |
| 9db7d156 | 2949 | helper.main_process_market(m, None, after=True) |
| f86ee140 | 2950 | |
| 9db7d156 | 2951 | process.assert_called_once_with("sell_all", steps="after") |
| f86ee140 | 2952 | |
| 9db7d156 | 2953 | process.reset_mock() |
| f86ee140 | 2954 | with self.subTest(before=True, after=True): |
| 9db7d156 | 2955 | helper.main_process_market(m, None, before=True, after=True) |
| f86ee140 | 2956 | |
| 9db7d156 IB |
2957 | process.assert_has_calls([ |
| 2958 | mock.call("sell_all", steps="before"), | |
| 2959 | mock.call("sell_all", steps="after"), | |
| 2960 | ]) | |
| 2961 | ||
| 2962 | process.reset_mock() | |
| 516a2517 IB |
2963 | with self.subTest(action="print_balances"),\ |
| 2964 | mock.patch("helper.print_balances") as print_balances: | |
| 23f4616a | 2965 | helper.main_process_market("user", ["print_balances"]) |
| 516a2517 | 2966 | |
| 9db7d156 | 2967 | process.assert_not_called() |
| 516a2517 IB |
2968 | print_balances.assert_called_once_with("user") |
| 2969 | ||
| 2970 | with self.subTest(action="print_orders"),\ | |
| 23f4616a IB |
2971 | mock.patch("helper.print_orders") as print_orders,\ |
| 2972 | mock.patch("helper.print_balances") as print_balances: | |
| 2973 | helper.main_process_market("user", ["print_orders", "print_balances"]) | |
| 516a2517 | 2974 | |
| 9db7d156 | 2975 | process.assert_not_called() |
| 516a2517 | 2976 | print_orders.assert_called_once_with("user") |
| 23f4616a | 2977 | print_balances.assert_called_once_with("user") |
| 516a2517 IB |
2978 | |
| 2979 | with self.subTest(action="unknown"),\ | |
| 2980 | self.assertRaises(NotImplementedError): | |
| 23f4616a | 2981 | helper.main_process_market("user", ["unknown"]) |
| 516a2517 | 2982 | |
| f86ee140 IB |
2983 | @mock.patch.object(helper, "psycopg2") |
| 2984 | def test_fetch_markets(self, psycopg2): | |
| 2985 | connect_mock = mock.Mock() | |
| 2986 | cursor_mock = mock.MagicMock() | |
| 2987 | cursor_mock.__iter__.return_value = ["row_1", "row_2"] | |
| 2988 | ||
| 2989 | connect_mock.cursor.return_value = cursor_mock | |
| 2990 | psycopg2.connect.return_value = connect_mock | |
| 2991 | ||
| 516a2517 IB |
2992 | with self.subTest(user=None): |
| 2993 | rows = list(helper.main_fetch_markets({"foo": "bar"}, None)) | |
| 2994 | ||
| 2995 | psycopg2.connect.assert_called_once_with(foo="bar") | |
| 2996 | cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") | |
| 2997 | ||
| 2998 | self.assertEqual(["row_1", "row_2"], rows) | |
| 2999 | ||
| 3000 | psycopg2.connect.reset_mock() | |
| 3001 | cursor_mock.execute.reset_mock() | |
| 3002 | with self.subTest(user=1): | |
| 3003 | rows = list(helper.main_fetch_markets({"foo": "bar"}, 1)) | |
| f86ee140 | 3004 | |
| 516a2517 IB |
3005 | psycopg2.connect.assert_called_once_with(foo="bar") |
| 3006 | cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) | |
| f86ee140 | 3007 | |
| 516a2517 | 3008 | self.assertEqual(["row_1", "row_2"], rows) |
| f86ee140 IB |
3009 | |
| 3010 | @mock.patch.object(helper.sys, "exit") | |
| 3011 | def test_main_parse_args(self, exit): | |
| 3012 | with self.subTest(config="config.ini"): | |
| 3013 | args = helper.main_parse_args([]) | |
| 3014 | self.assertEqual("config.ini", args.config) | |
| 3015 | self.assertFalse(args.before) | |
| 3016 | self.assertFalse(args.after) | |
| 3017 | self.assertFalse(args.debug) | |
| 3018 | ||
| 3019 | args = helper.main_parse_args(["--before", "--after", "--debug"]) | |
| 3020 | self.assertTrue(args.before) | |
| 3021 | self.assertTrue(args.after) | |
| 3022 | self.assertTrue(args.debug) | |
| 3023 | ||
| 3024 | exit.assert_not_called() | |
| 3025 | ||
| 3026 | with self.subTest(config="inexistant"),\ | |
| 3027 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 3028 | args = helper.main_parse_args(["--config", "foo.bar"]) | |
| 3029 | exit.assert_called_once_with(1) | |
| 3030 | self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) | |
| 3031 | ||
| 3032 | @mock.patch.object(helper.sys, "exit") | |
| 3033 | @mock.patch("helper.configparser") | |
| 3034 | @mock.patch("helper.os") | |
| 3035 | def test_main_parse_config(self, os, configparser, exit): | |
| 3036 | with self.subTest(pg_config=True, report_path=None): | |
| 3037 | config_mock = mock.MagicMock() | |
| 3038 | configparser.ConfigParser.return_value = config_mock | |
| 3039 | def config(element): | |
| 3040 | return element == "postgresql" | |
| 3041 | ||
| 3042 | config_mock.__contains__.side_effect = config | |
| 3043 | config_mock.__getitem__.return_value = "pg_config" | |
| 3044 | ||
| 3045 | result = helper.main_parse_config("configfile") | |
| 3046 | ||
| 3047 | config_mock.read.assert_called_with("configfile") | |
| 3048 | ||
| 3049 | self.assertEqual(["pg_config", None], result) | |
| 3050 | ||
| 3051 | with self.subTest(pg_config=True, report_path="present"): | |
| 3052 | config_mock = mock.MagicMock() | |
| 3053 | configparser.ConfigParser.return_value = config_mock | |
| 3054 | ||
| 3055 | config_mock.__contains__.return_value = True | |
| 3056 | config_mock.__getitem__.side_effect = [ | |
| 3057 | {"report_path": "report_path"}, | |
| 3058 | {"report_path": "report_path"}, | |
| 3059 | "pg_config", | |
| 3060 | ] | |
| 3061 | ||
| 3062 | os.path.exists.return_value = False | |
| 3063 | result = helper.main_parse_config("configfile") | |
| 3064 | ||
| 3065 | config_mock.read.assert_called_with("configfile") | |
| 3066 | self.assertEqual(["pg_config", "report_path"], result) | |
| 3067 | os.path.exists.assert_called_once_with("report_path") | |
| 3068 | os.makedirs.assert_called_once_with("report_path") | |
| 3069 | ||
| 3070 | with self.subTest(pg_config=False),\ | |
| 3071 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 3072 | config_mock = mock.MagicMock() | |
| 3073 | configparser.ConfigParser.return_value = config_mock | |
| 3074 | result = helper.main_parse_config("configfile") | |
| 3075 | ||
| 3076 | config_mock.read.assert_called_with("configfile") | |
| 3077 | exit.assert_called_once_with(1) | |
| 3078 | self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) | |
| 3079 | ||
| 3080 | ||
| 3081 | def test_print_orders(self): | |
| 3082 | helper.print_orders(self.m) | |
| 3083 | ||
| 3084 | self.m.report.log_stage.assert_called_with("print_orders") | |
| 3085 | self.m.balances.fetch_balances.assert_called_with(tag="print_orders") | |
| 3086 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | |
| 3087 | compute_value="average") | |
| 3088 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | |
| 3089 | ||
| 3090 | def test_print_balances(self): | |
| 3091 | self.m.balances.in_currency.return_value = { | |
| 3092 | "BTC": portfolio.Amount("BTC", "0.65"), | |
| 3093 | "ETH": portfolio.Amount("BTC", "0.3"), | |
| 3094 | } | |
| 3095 | ||
| 3096 | helper.print_balances(self.m) | |
| 3097 | ||
| f70bb858 | 3098 | self.m.report.log_stage.assert_called_once_with("print_balances") |
| f86ee140 IB |
3099 | self.m.balances.fetch_balances.assert_called_with() |
| 3100 | self.m.report.print_log.assert_has_calls([ | |
| 3101 | mock.call("total:"), | |
| 3102 | mock.call(portfolio.Amount("BTC", "0.95")), | |
| 3103 | ]) | |
| 3104 | ||
| 66f1aed5 IB |
3105 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 3106 | class ProcessorTest(WebMockTestCase): | |
| 3107 | def test_values(self): | |
| 3108 | processor = helper.Processor(self.m) | |
| f86ee140 | 3109 | |
| 66f1aed5 | 3110 | self.assertEqual(self.m, processor.market) |
| f86ee140 | 3111 | |
| 66f1aed5 IB |
3112 | def test_run_action(self): |
| 3113 | processor = helper.Processor(self.m) | |
| f86ee140 | 3114 | |
| 66f1aed5 IB |
3115 | with mock.patch.object(processor, "parse_args") as parse_args: |
| 3116 | method_mock = mock.Mock() | |
| 3117 | parse_args.return_value = [method_mock, { "foo": "bar" }] | |
| f86ee140 | 3118 | |
| 66f1aed5 | 3119 | processor.run_action("foo", "bar", "baz") |
| f86ee140 | 3120 | |
| 66f1aed5 | 3121 | parse_args.assert_called_with("foo", "bar", "baz") |
| f86ee140 | 3122 | |
| 66f1aed5 | 3123 | method_mock.assert_called_with(foo="bar") |
| 065ee342 | 3124 | |
| 66f1aed5 | 3125 | processor.run_action("wait_for_recent", "bar", "baz") |
| 065ee342 | 3126 | |
| 66f1aed5 IB |
3127 | method_mock.assert_called_with(self.m, foo="bar") |
| 3128 | ||
| 3129 | def test_select_step(self): | |
| 3130 | processor = helper.Processor(self.m) | |
| 3131 | ||
| 3132 | scenario = processor.scenarios["sell_all"] | |
| 3133 | ||
| 3134 | self.assertEqual(scenario, processor.select_steps(scenario, "all")) | |
| 3135 | self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) | |
| 3136 | self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) | |
| 3137 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) | |
| 3138 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) | |
| 3139 | ||
| 3140 | with self.assertRaises(TypeError): | |
| 3141 | processor.select_steps(scenario, ["wait"]) | |
| 3142 | ||
| 3143 | @mock.patch("helper.Processor.process_step") | |
| 3144 | def test_process(self, process_step): | |
| 3145 | processor = helper.Processor(self.m) | |
| 3146 | ||
| 3147 | processor.process("sell_all", foo="bar") | |
| 3148 | self.assertEqual(3, process_step.call_count) | |
| 3149 | ||
| 3150 | steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) | |
| 3151 | scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) | |
| 3152 | kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) | |
| 3153 | self.assertEqual(["all_sell", "wait", "all_buy"], steps) | |
| 3154 | self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) | |
| 3155 | self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) | |
| 3156 | ||
| 3157 | process_step.reset_mock() | |
| 3158 | ||
| 3159 | processor.process("sell_needed", steps=["before", "after"]) | |
| 3160 | self.assertEqual(3, process_step.call_count) | |
| 3161 | ||
| 3162 | def test_method_arguments(self): | |
| 3163 | ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
| 3164 | m = market.Market(ccxt) | |
| 3165 | ||
| 3166 | processor = helper.Processor(m) | |
| 3167 | ||
| 3168 | method, arguments = processor.method_arguments("wait_for_recent") | |
| 3169 | self.assertEqual(portfolio.Portfolio.wait_for_recent, method) | |
| 3170 | self.assertEqual(["delta"], arguments) | |
| 3171 | ||
| 3172 | method, arguments = processor.method_arguments("prepare_trades") | |
| 3173 | self.assertEqual(m.prepare_trades, method) | |
| 3174 | self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) | |
| 3175 | ||
| 3176 | method, arguments = processor.method_arguments("prepare_orders") | |
| 3177 | self.assertEqual(m.trades.prepare_orders, method) | |
| 3178 | ||
| 3179 | method, arguments = processor.method_arguments("move_balances") | |
| 3180 | self.assertEqual(m.move_balances, method) | |
| 3181 | ||
| 3182 | method, arguments = processor.method_arguments("run_orders") | |
| 3183 | self.assertEqual(m.trades.run_orders, method) | |
| 3184 | ||
| 3185 | method, arguments = processor.method_arguments("follow_orders") | |
| 3186 | self.assertEqual(m.follow_orders, method) | |
| 3187 | ||
| 3188 | method, arguments = processor.method_arguments("close_trades") | |
| 3189 | self.assertEqual(m.trades.close_trades, method) | |
| 3190 | ||
| 3191 | def test_process_step(self): | |
| 3192 | processor = helper.Processor(self.m) | |
| 3193 | ||
| 3194 | with mock.patch.object(processor, "run_action") as run_action: | |
| 3195 | step = processor.scenarios["sell_needed"][1] | |
| 3196 | ||
| 3197 | processor.process_step("foo", step, {"foo":"bar"}) | |
| 3198 | ||
| 3199 | self.m.report.log_stage.assert_has_calls([ | |
| 3200 | mock.call("process_foo__1_sell_begin"), | |
| 3201 | mock.call("process_foo__1_sell_end"), | |
| 3202 | ]) | |
| 3203 | self.m.balances.fetch_balances.assert_has_calls([ | |
| 3204 | mock.call(tag="process_foo__1_sell_begin"), | |
| 3205 | mock.call(tag="process_foo__1_sell_end"), | |
| 3206 | ]) | |
| 3207 | ||
| 3208 | self.assertEqual(5, run_action.call_count) | |
| 3209 | ||
| 3210 | run_action.assert_has_calls([ | |
| 3211 | mock.call('prepare_trades', {}, {'foo': 'bar'}), | |
| 3212 | mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), | |
| 3213 | mock.call('run_orders', {}, {'foo': 'bar'}), | |
| 3214 | mock.call('follow_orders', {}, {'foo': 'bar'}), | |
| 3215 | mock.call('close_trades', {}, {'foo': 'bar'}), | |
| 3216 | ]) | |
| 3217 | ||
| 3218 | self.m.reset_mock() | |
| 3219 | with mock.patch.object(processor, "run_action") as run_action: | |
| 3220 | step = processor.scenarios["sell_needed"][0] | |
| 3221 | ||
| 3222 | processor.process_step("foo", step, {"foo":"bar"}) | |
| 3223 | self.m.balances.fetch_balances.assert_not_called() | |
| 3224 | ||
| 3225 | def test_parse_args(self): | |
| 3226 | processor = helper.Processor(self.m) | |
| 3227 | ||
| 3228 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 3229 | method_mock = mock.Mock() | |
| 3230 | method_arguments.return_value = [ | |
| 3231 | method_mock, | |
| 3232 | ["foo2", "foo"] | |
| 3233 | ] | |
| 3234 | method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) | |
| 3235 | ||
| 3236 | self.assertEqual(method_mock, method) | |
| 3237 | self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) | |
| 3238 | ||
| 3239 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 3240 | method_mock = mock.Mock() | |
| 3241 | method_arguments.return_value = [ | |
| 3242 | method_mock, | |
| 3243 | ["repartition"] | |
| 3244 | ] | |
| 3245 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) | |
| 3246 | ||
| 3247 | self.assertEqual(1, len(args["repartition"])) | |
| 3248 | self.assertIn("BTC", args["repartition"]) | |
| 3249 | ||
| 3250 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 3251 | method_mock = mock.Mock() | |
| 3252 | method_arguments.return_value = [ | |
| 3253 | method_mock, | |
| 3254 | ["repartition", "base_currency"] | |
| 3255 | ] | |
| 3256 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) | |
| 3257 | ||
| 3258 | self.assertEqual(1, len(args["repartition"])) | |
| 3259 | self.assertIn("USDT", args["repartition"]) | |
| 3260 | ||
| 3261 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 3262 | method_mock = mock.Mock() | |
| 3263 | method_arguments.return_value = [ | |
| 3264 | method_mock, | |
| 3265 | ["repartition", "base_currency"] | |
| 3266 | ] | |
| 3267 | method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) | |
| 3268 | ||
| 3269 | self.assertEqual(1, len(args["repartition"])) | |
| 3270 | self.assertIn("ETH", args["repartition"]) | |
| f86ee140 | 3271 | |
| f86ee140 | 3272 | |
| 1aa7d4fa | 3273 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") |
| 80cdd672 IB |
3274 | class AcceptanceTest(WebMockTestCase): |
| 3275 | @unittest.expectedFailure | |
| a9950fd0 | 3276 | def test_success_sell_only_necessary(self): |
| 3d0247f9 | 3277 | # FIXME: catch stdout |
| f86ee140 | 3278 | self.m.report.verbose_print = False |
| a9950fd0 IB |
3279 | fetch_balance = { |
| 3280 | "ETH": { | |
| c51687d2 IB |
3281 | "exchange_free": D("1.0"), |
| 3282 | "exchange_used": D("0.0"), | |
| 3283 | "exchange_total": D("1.0"), | |
| a9950fd0 IB |
3284 | "total": D("1.0"), |
| 3285 | }, | |
| 3286 | "ETC": { | |
| c51687d2 IB |
3287 | "exchange_free": D("4.0"), |
| 3288 | "exchange_used": D("0.0"), | |
| 3289 | "exchange_total": D("4.0"), | |
| a9950fd0 IB |
3290 | "total": D("4.0"), |
| 3291 | }, | |
| 3292 | "XVG": { | |
| c51687d2 IB |
3293 | "exchange_free": D("1000.0"), |
| 3294 | "exchange_used": D("0.0"), | |
| 3295 | "exchange_total": D("1000.0"), | |
| a9950fd0 IB |
3296 | "total": D("1000.0"), |
| 3297 | }, | |
| 3298 | } | |
| 3299 | repartition = { | |
| 350ed24d IB |
3300 | "ETH": (D("0.25"), "long"), |
| 3301 | "ETC": (D("0.25"), "long"), | |
| 3302 | "BTC": (D("0.4"), "long"), | |
| 3303 | "BTD": (D("0.01"), "short"), | |
| 3304 | "B2X": (D("0.04"), "long"), | |
| 3305 | "USDT": (D("0.05"), "long"), | |
| a9950fd0 IB |
3306 | } |
| 3307 | ||
| 3308 | def fetch_ticker(symbol): | |
| 3309 | if symbol == "ETH/BTC": | |
| 3310 | return { | |
| 3311 | "symbol": "ETH/BTC", | |
| 3312 | "bid": D("0.14"), | |
| 3313 | "ask": D("0.16") | |
| 3314 | } | |
| 3315 | if symbol == "ETC/BTC": | |
| 3316 | return { | |
| 3317 | "symbol": "ETC/BTC", | |
| 3318 | "bid": D("0.002"), | |
| 3319 | "ask": D("0.003") | |
| 3320 | } | |
| 3321 | if symbol == "XVG/BTC": | |
| 3322 | return { | |
| 3323 | "symbol": "XVG/BTC", | |
| 3324 | "bid": D("0.00003"), | |
| 3325 | "ask": D("0.00005") | |
| 3326 | } | |
| 3327 | if symbol == "BTD/BTC": | |
| 3328 | return { | |
| 3329 | "symbol": "BTD/BTC", | |
| 3330 | "bid": D("0.0008"), | |
| 3331 | "ask": D("0.0012") | |
| 3332 | } | |
| 350ed24d IB |
3333 | if symbol == "B2X/BTC": |
| 3334 | return { | |
| 3335 | "symbol": "B2X/BTC", | |
| 3336 | "bid": D("0.0008"), | |
| 3337 | "ask": D("0.0012") | |
| 3338 | } | |
| a9950fd0 | 3339 | if symbol == "USDT/BTC": |
| 6ca5a1ec | 3340 | raise helper.ExchangeError |
| a9950fd0 IB |
3341 | if symbol == "BTC/USDT": |
| 3342 | return { | |
| 3343 | "symbol": "BTC/USDT", | |
| 3344 | "bid": D("14000"), | |
| 3345 | "ask": D("16000") | |
| 3346 | } | |
| 3347 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
| 3348 | ||
| 3349 | market = mock.Mock() | |
| c51687d2 | 3350 | market.fetch_all_balances.return_value = fetch_balance |
| a9950fd0 | 3351 | market.fetch_ticker.side_effect = fetch_ticker |
| 350ed24d | 3352 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
| a9950fd0 | 3353 | # Action 1 |
| 6ca5a1ec | 3354 | helper.prepare_trades(market) |
| a9950fd0 | 3355 | |
| 6ca5a1ec | 3356 | balances = portfolio.BalanceStore.all |
| a9950fd0 IB |
3357 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) |
| 3358 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
| 3359 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
| 3360 | ||
| 3361 | ||
| 5a72ded7 | 3362 | trades = portfolio.TradeStore.all |
| c51687d2 IB |
3363 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) |
| 3364 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
| 3365 | self.assertEqual("dispose", trades[0].action) | |
| a9950fd0 | 3366 | |
| c51687d2 IB |
3367 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) |
| 3368 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
| 3369 | self.assertEqual("acquire", trades[1].action) | |
| a9950fd0 | 3370 | |
| c51687d2 IB |
3371 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) |
| 3372 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
| 3373 | self.assertEqual("dispose", trades[2].action) | |
| a9950fd0 | 3374 | |
| c51687d2 IB |
3375 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) |
| 3376 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
| 5a72ded7 | 3377 | self.assertEqual("acquire", trades[3].action) |
| 350ed24d | 3378 | |
| c51687d2 IB |
3379 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) |
| 3380 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
| 3381 | self.assertEqual("acquire", trades[4].action) | |
| a9950fd0 | 3382 | |
| c51687d2 IB |
3383 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) |
| 3384 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
| 3385 | self.assertEqual("acquire", trades[5].action) | |
| a9950fd0 IB |
3386 | |
| 3387 | # Action 2 | |
| 5a72ded7 | 3388 | portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) |
| a9950fd0 | 3389 | |
| 5a72ded7 | 3390 | all_orders = portfolio.TradeStore.all_orders(state="pending") |
| a9950fd0 IB |
3391 | self.assertEqual(2, len(all_orders)) |
| 3392 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
| 3393 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
| 3394 | self.assertEqual(1000, all_orders[1].amount.value) | |
| 3395 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
| 3396 | ||
| 3397 | ||
| ecba1113 | 3398 | def create_order(symbol, type, action, amount, price=None, account="exchange"): |
| a9950fd0 IB |
3399 | self.assertEqual("limit", type) |
| 3400 | if symbol == "ETH/BTC": | |
| b83d4897 | 3401 | self.assertEqual("sell", action) |
| 350ed24d | 3402 | self.assertEqual(D('0.66666666'), amount) |
| a9950fd0 IB |
3403 | self.assertEqual(D("0.14014"), price) |
| 3404 | elif symbol == "XVG/BTC": | |
| b83d4897 | 3405 | self.assertEqual("sell", action) |
| a9950fd0 IB |
3406 | self.assertEqual(1000, amount) |
| 3407 | self.assertEqual(D("0.00003003"), price) | |
| 3408 | else: | |
| 3409 | self.fail("I shouldn't have been called") | |
| 3410 | ||
| 3411 | return { | |
| 3412 | "id": symbol, | |
| 3413 | } | |
| 3414 | market.create_order.side_effect = create_order | |
| 350ed24d | 3415 | market.order_precision.return_value = 8 |
| a9950fd0 IB |
3416 | |
| 3417 | # Action 3 | |
| 6ca5a1ec | 3418 | portfolio.TradeStore.run_orders() |
| a9950fd0 IB |
3419 | |
| 3420 | self.assertEqual("open", all_orders[0].status) | |
| 3421 | self.assertEqual("open", all_orders[1].status) | |
| 3422 | ||
| 5a72ded7 IB |
3423 | market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } |
| 3424 | market.privatePostReturnOrderTrades.return_value = [ | |
| 3425 | { | |
| df9e4e7f | 3426 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
3427 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
| 3428 | "amount": "10", "total": "1" | |
| 3429 | } | |
| 3430 | ] | |
| a9950fd0 IB |
3431 | with mock.patch.object(portfolio.time, "sleep") as sleep: |
| 3432 | # Action 4 | |
| 6ca5a1ec | 3433 | helper.follow_orders(verbose=False) |
| a9950fd0 IB |
3434 | |
| 3435 | sleep.assert_called_with(30) | |
| 3436 | ||
| 3437 | for order in all_orders: | |
| 3438 | self.assertEqual("closed", order.status) | |
| 3439 | ||
| 3440 | fetch_balance = { | |
| 3441 | "ETH": { | |
| 5a72ded7 IB |
3442 | "exchange_free": D("1.0") / 3, |
| 3443 | "exchange_used": D("0.0"), | |
| 3444 | "exchange_total": D("1.0") / 3, | |
| 3445 | "margin_total": 0, | |
| a9950fd0 IB |
3446 | "total": D("1.0") / 3, |
| 3447 | }, | |
| 3448 | "BTC": { | |
| 5a72ded7 IB |
3449 | "exchange_free": D("0.134"), |
| 3450 | "exchange_used": D("0.0"), | |
| 3451 | "exchange_total": D("0.134"), | |
| 3452 | "margin_total": 0, | |
| a9950fd0 IB |
3453 | "total": D("0.134"), |
| 3454 | }, | |
| 3455 | "ETC": { | |
| 5a72ded7 IB |
3456 | "exchange_free": D("4.0"), |
| 3457 | "exchange_used": D("0.0"), | |
| 3458 | "exchange_total": D("4.0"), | |
| 3459 | "margin_total": 0, | |
| a9950fd0 IB |
3460 | "total": D("4.0"), |
| 3461 | }, | |
| 3462 | "XVG": { | |
| 5a72ded7 IB |
3463 | "exchange_free": D("0.0"), |
| 3464 | "exchange_used": D("0.0"), | |
| 3465 | "exchange_total": D("0.0"), | |
| 3466 | "margin_total": 0, | |
| a9950fd0 IB |
3467 | "total": D("0.0"), |
| 3468 | }, | |
| 3469 | } | |
| 5a72ded7 | 3470 | market.fetch_all_balances.return_value = fetch_balance |
| a9950fd0 | 3471 | |
| 350ed24d | 3472 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
| a9950fd0 | 3473 | # Action 5 |
| 7bd830a8 | 3474 | helper.prepare_trades(market, only="acquire", compute_value="average") |
| a9950fd0 | 3475 | |
| 6ca5a1ec | 3476 | balances = portfolio.BalanceStore.all |
| a9950fd0 IB |
3477 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) |
| 3478 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
| 3479 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
| 3480 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
| 3481 | ||
| 3482 | ||
| 5a72ded7 IB |
3483 | trades = portfolio.TradeStore.all |
| 3484 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
| 3485 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
| 3486 | self.assertEqual("dispose", trades[0].action) | |
| a9950fd0 | 3487 | |
| 5a72ded7 IB |
3488 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) |
| 3489 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
| 3490 | self.assertEqual("acquire", trades[1].action) | |
| a9950fd0 IB |
3491 | |
| 3492 | self.assertNotIn("BTC", trades) | |
| 3493 | ||
| 5a72ded7 IB |
3494 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) |
| 3495 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
| 3496 | self.assertEqual("dispose", trades[2].action) | |
| a9950fd0 | 3497 | |
| 5a72ded7 IB |
3498 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) |
| 3499 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
| 3500 | self.assertEqual("acquire", trades[3].action) | |
| 350ed24d | 3501 | |
| 5a72ded7 IB |
3502 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) |
| 3503 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
| 3504 | self.assertEqual("acquire", trades[4].action) | |
| a9950fd0 | 3505 | |
| 5a72ded7 IB |
3506 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) |
| 3507 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
| 3508 | self.assertEqual("acquire", trades[5].action) | |
| a9950fd0 IB |
3509 | |
| 3510 | # Action 6 | |
| 5a72ded7 | 3511 | portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) |
| b83d4897 | 3512 | |
| 5a72ded7 | 3513 | all_orders = portfolio.TradeStore.all_orders(state="pending") |
| 350ed24d IB |
3514 | self.assertEqual(4, len(all_orders)) |
| 3515 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
| b83d4897 IB |
3516 | self.assertEqual(D("0.003"), all_orders[0].rate) |
| 3517 | self.assertEqual("buy", all_orders[0].action) | |
| 350ed24d | 3518 | self.assertEqual("long", all_orders[0].trade_type) |
| b83d4897 | 3519 | |
| 350ed24d | 3520 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) |
| b83d4897 | 3521 | self.assertEqual(D("0.0012"), all_orders[1].rate) |
| 350ed24d IB |
3522 | self.assertEqual("sell", all_orders[1].action) |
| 3523 | self.assertEqual("short", all_orders[1].trade_type) | |
| 3524 | ||
| 3525 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
| 3526 | self.assertAlmostEqual(0, diff.value) | |
| 3527 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
| 3528 | self.assertEqual("buy", all_orders[2].action) | |
| 3529 | self.assertEqual("long", all_orders[2].trade_type) | |
| 3530 | ||
| 3531 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
| 3532 | self.assertEqual(D("16000"), all_orders[3].rate) | |
| 3533 | self.assertEqual("sell", all_orders[3].action) | |
| 3534 | self.assertEqual("long", all_orders[3].trade_type) | |
| b83d4897 | 3535 | |
| 006a2084 IB |
3536 | # Action 6b |
| 3537 | # TODO: | |
| 3538 | # Move balances to margin | |
| 3539 | ||
| 350ed24d IB |
3540 | # Action 7 |
| 3541 | # TODO | |
| 6ca5a1ec | 3542 | # portfolio.TradeStore.run_orders() |
| a9950fd0 IB |
3543 | |
| 3544 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
| 350ed24d | 3545 | # Action 8 |
| 6ca5a1ec | 3546 | helper.follow_orders(verbose=False) |
| a9950fd0 IB |
3547 | |
| 3548 | sleep.assert_called_with(30) | |
| 3549 | ||
| dd359bc0 IB |
3550 | if __name__ == '__main__': |
| 3551 | unittest.main() |