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Commit | Line | Data |
---|---|---|
1aa7d4fa | 1 | import sys |
dd359bc0 IB |
2 | import portfolio |
3 | import unittest | |
5ab23e1c | 4 | from decimal import Decimal as D |
dd359bc0 | 5 | from unittest import mock |
80cdd672 IB |
6 | import requests |
7 | import requests_mock | |
c51687d2 | 8 | from io import StringIO |
6ca5a1ec | 9 | import helper |
dd359bc0 | 10 | |
1aa7d4fa IB |
11 | limits = ["acceptance", "unit"] |
12 | for test_type in limits: | |
13 | if "--no{}".format(test_type) in sys.argv: | |
14 | sys.argv.remove("--no{}".format(test_type)) | |
15 | limits.remove(test_type) | |
16 | if "--only{}".format(test_type) in sys.argv: | |
17 | sys.argv.remove("--only{}".format(test_type)) | |
18 | limits = [test_type] | |
19 | break | |
20 | ||
80cdd672 IB |
21 | class WebMockTestCase(unittest.TestCase): |
22 | import time | |
23 | ||
24 | def setUp(self): | |
25 | super(WebMockTestCase, self).setUp() | |
26 | self.wm = requests_mock.Mocker() | |
27 | self.wm.start() | |
28 | ||
29 | self.patchers = [ | |
6ca5a1ec IB |
30 | mock.patch.multiple(portfolio.BalanceStore, |
31 | all={},), | |
32 | mock.patch.multiple(portfolio.TradeStore, | |
33 | all=[], | |
34 | debug=False), | |
80cdd672 | 35 | mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), |
80cdd672 | 36 | mock.patch.multiple(portfolio.Computation, |
6ca5a1ec IB |
37 | computations=portfolio.Computation.computations), |
38 | mock.patch.multiple(helper, | |
39 | fees_cache={}, | |
40 | ticker_cache={}, | |
41 | ticker_cache_timestamp=self.time.time()), | |
80cdd672 IB |
42 | ] |
43 | for patcher in self.patchers: | |
44 | patcher.start() | |
45 | ||
46 | ||
47 | def tearDown(self): | |
48 | for patcher in self.patchers: | |
49 | patcher.stop() | |
50 | self.wm.stop() | |
51 | super(WebMockTestCase, self).tearDown() | |
52 | ||
1aa7d4fa | 53 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
80cdd672 IB |
54 | class PortfolioTest(WebMockTestCase): |
55 | def fill_data(self): | |
56 | if self.json_response is not None: | |
57 | portfolio.Portfolio.data = self.json_response | |
58 | ||
59 | def setUp(self): | |
60 | super(PortfolioTest, self).setUp() | |
61 | ||
62 | with open("test_portfolio.json") as example: | |
63 | self.json_response = example.read() | |
64 | ||
65 | self.wm.get(portfolio.Portfolio.URL, text=self.json_response) | |
66 | ||
67 | def test_get_cryptoportfolio(self): | |
68 | self.wm.get(portfolio.Portfolio.URL, [ | |
69 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
70 | {"text": "System Error", "status_code": 500}, | |
71 | {"exc": requests.exceptions.ConnectTimeout}, | |
72 | ]) | |
73 | portfolio.Portfolio.get_cryptoportfolio() | |
74 | self.assertIn("foo", portfolio.Portfolio.data) | |
75 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
76 | self.assertTrue(self.wm.called) | |
77 | self.assertEqual(1, self.wm.call_count) | |
78 | ||
79 | portfolio.Portfolio.get_cryptoportfolio() | |
80 | self.assertIsNone(portfolio.Portfolio.data) | |
81 | self.assertEqual(2, self.wm.call_count) | |
82 | ||
83 | portfolio.Portfolio.data = "Foo" | |
84 | portfolio.Portfolio.get_cryptoportfolio() | |
85 | self.assertEqual("Foo", portfolio.Portfolio.data) | |
86 | self.assertEqual(3, self.wm.call_count) | |
87 | ||
88 | def test_parse_cryptoportfolio(self): | |
89 | portfolio.Portfolio.parse_cryptoportfolio() | |
90 | ||
91 | self.assertListEqual( | |
92 | ["medium", "high"], | |
93 | list(portfolio.Portfolio.liquidities.keys())) | |
94 | ||
95 | liquidities = portfolio.Portfolio.liquidities | |
96 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
97 | self.assertEqual(10, len(liquidities["high"].keys())) | |
98 | ||
99 | expected = { | |
100 | 'BTC': (D("0.2857"), "long"), | |
101 | 'DGB': (D("0.1015"), "long"), | |
102 | 'DOGE': (D("0.1805"), "long"), | |
103 | 'SC': (D("0.0623"), "long"), | |
104 | 'ZEC': (D("0.3701"), "long"), | |
105 | } | |
106 | self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) | |
107 | ||
108 | expected = { | |
109 | 'BTC': (D("1.1102e-16"), "long"), | |
110 | 'ETC': (D("0.1"), "long"), | |
111 | 'FCT': (D("0.1"), "long"), | |
112 | 'GAS': (D("0.1"), "long"), | |
113 | 'NAV': (D("0.1"), "long"), | |
114 | 'OMG': (D("0.1"), "long"), | |
115 | 'OMNI': (D("0.1"), "long"), | |
116 | 'PPC': (D("0.1"), "long"), | |
117 | 'RIC': (D("0.1"), "long"), | |
118 | 'VIA': (D("0.1"), "long"), | |
119 | 'XCP': (D("0.1"), "long"), | |
120 | } | |
121 | self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) | |
122 | ||
123 | # It doesn't refetch the data when available | |
124 | portfolio.Portfolio.parse_cryptoportfolio() | |
125 | ||
126 | self.assertEqual(1, self.wm.call_count) | |
127 | ||
128 | def test_repartition(self): | |
129 | expected_medium = { | |
130 | 'BTC': (D("1.1102e-16"), "long"), | |
131 | 'USDT': (D("0.1"), "long"), | |
132 | 'ETC': (D("0.1"), "long"), | |
133 | 'FCT': (D("0.1"), "long"), | |
134 | 'OMG': (D("0.1"), "long"), | |
135 | 'STEEM': (D("0.1"), "long"), | |
136 | 'STRAT': (D("0.1"), "long"), | |
137 | 'XEM': (D("0.1"), "long"), | |
138 | 'XMR': (D("0.1"), "long"), | |
139 | 'XVC': (D("0.1"), "long"), | |
140 | 'ZRX': (D("0.1"), "long"), | |
141 | } | |
142 | expected_high = { | |
143 | 'USDT': (D("0.1226"), "long"), | |
144 | 'BTC': (D("0.1429"), "long"), | |
145 | 'ETC': (D("0.1127"), "long"), | |
146 | 'ETH': (D("0.1569"), "long"), | |
147 | 'FCT': (D("0.3341"), "long"), | |
148 | 'GAS': (D("0.1308"), "long"), | |
149 | } | |
150 | ||
151 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) | |
152 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) | |
153 | self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) | |
154 | ||
1aa7d4fa | 155 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
80cdd672 | 156 | class AmountTest(WebMockTestCase): |
dd359bc0 | 157 | def test_values(self): |
5ab23e1c IB |
158 | amount = portfolio.Amount("BTC", "0.65") |
159 | self.assertEqual(D("0.65"), amount.value) | |
dd359bc0 IB |
160 | self.assertEqual("BTC", amount.currency) |
161 | ||
dd359bc0 IB |
162 | def test_in_currency(self): |
163 | amount = portfolio.Amount("ETC", 10) | |
164 | ||
165 | self.assertEqual(amount, amount.in_currency("ETC", None)) | |
166 | ||
167 | ticker_mock = unittest.mock.Mock() | |
6ca5a1ec | 168 | with mock.patch.object(helper, 'get_ticker', new=ticker_mock): |
dd359bc0 | 169 | ticker_mock.return_value = None |
dd359bc0 IB |
170 | |
171 | self.assertRaises(Exception, amount.in_currency, "ETH", None) | |
172 | ||
6ca5a1ec | 173 | with mock.patch.object(helper, 'get_ticker', new=ticker_mock): |
dd359bc0 | 174 | ticker_mock.return_value = { |
deb8924c IB |
175 | "bid": D("0.2"), |
176 | "ask": D("0.4"), | |
5ab23e1c | 177 | "average": D("0.3"), |
dd359bc0 IB |
178 | "foo": "bar", |
179 | } | |
180 | converted_amount = amount.in_currency("ETH", None) | |
181 | ||
5ab23e1c | 182 | self.assertEqual(D("3.0"), converted_amount.value) |
dd359bc0 IB |
183 | self.assertEqual("ETH", converted_amount.currency) |
184 | self.assertEqual(amount, converted_amount.linked_to) | |
185 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
186 | ||
deb8924c IB |
187 | converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") |
188 | self.assertEqual(D("2"), converted_amount.value) | |
189 | ||
190 | converted_amount = amount.in_currency("ETH", None, compute_value="ask") | |
191 | self.assertEqual(D("4"), converted_amount.value) | |
192 | ||
c2644ba8 IB |
193 | converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) |
194 | self.assertEqual(D("0.2"), converted_amount.value) | |
195 | ||
80cdd672 IB |
196 | def test__round(self): |
197 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
198 | self.assertEqual(D("1.23456789"), round(amount).value) | |
199 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
200 | ||
dd359bc0 IB |
201 | def test__abs(self): |
202 | amount = portfolio.Amount("SC", -120) | |
203 | self.assertEqual(120, abs(amount).value) | |
204 | self.assertEqual("SC", abs(amount).currency) | |
205 | ||
206 | amount = portfolio.Amount("SC", 10) | |
207 | self.assertEqual(10, abs(amount).value) | |
208 | self.assertEqual("SC", abs(amount).currency) | |
209 | ||
210 | def test__add(self): | |
5ab23e1c IB |
211 | amount1 = portfolio.Amount("XVG", "12.9") |
212 | amount2 = portfolio.Amount("XVG", "13.1") | |
dd359bc0 IB |
213 | |
214 | self.assertEqual(26, (amount1 + amount2).value) | |
215 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
216 | ||
5ab23e1c | 217 | amount3 = portfolio.Amount("ETH", "1.6") |
dd359bc0 IB |
218 | with self.assertRaises(Exception): |
219 | amount1 + amount3 | |
220 | ||
221 | amount4 = portfolio.Amount("ETH", 0.0) | |
222 | self.assertEqual(amount1, amount1 + amount4) | |
223 | ||
224 | def test__radd(self): | |
5ab23e1c | 225 | amount = portfolio.Amount("XVG", "12.9") |
dd359bc0 IB |
226 | |
227 | self.assertEqual(amount, 0 + amount) | |
228 | with self.assertRaises(Exception): | |
229 | 4 + amount | |
230 | ||
231 | def test__sub(self): | |
5ab23e1c IB |
232 | amount1 = portfolio.Amount("XVG", "13.3") |
233 | amount2 = portfolio.Amount("XVG", "13.1") | |
dd359bc0 | 234 | |
5ab23e1c | 235 | self.assertEqual(D("0.2"), (amount1 - amount2).value) |
dd359bc0 IB |
236 | self.assertEqual("XVG", (amount1 - amount2).currency) |
237 | ||
5ab23e1c | 238 | amount3 = portfolio.Amount("ETH", "1.6") |
dd359bc0 IB |
239 | with self.assertRaises(Exception): |
240 | amount1 - amount3 | |
241 | ||
242 | amount4 = portfolio.Amount("ETH", 0.0) | |
243 | self.assertEqual(amount1, amount1 - amount4) | |
244 | ||
dd359bc0 IB |
245 | def test__mul(self): |
246 | amount = portfolio.Amount("XEM", 11) | |
247 | ||
5ab23e1c IB |
248 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) |
249 | self.assertEqual(D("33"), (amount * 3).value) | |
dd359bc0 IB |
250 | |
251 | with self.assertRaises(Exception): | |
252 | amount * amount | |
253 | ||
254 | def test__rmul(self): | |
255 | amount = portfolio.Amount("XEM", 11) | |
256 | ||
5ab23e1c IB |
257 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) |
258 | self.assertEqual(D("33"), (3 * amount).value) | |
dd359bc0 IB |
259 | |
260 | def test__floordiv(self): | |
261 | amount = portfolio.Amount("XEM", 11) | |
262 | ||
5ab23e1c IB |
263 | self.assertEqual(D("5.5"), (amount / 2).value) |
264 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
dd359bc0 | 265 | |
1aa7d4fa IB |
266 | with self.assertRaises(Exception): |
267 | amount / amount | |
268 | ||
80cdd672 | 269 | def test__truediv(self): |
dd359bc0 IB |
270 | amount = portfolio.Amount("XEM", 11) |
271 | ||
5ab23e1c IB |
272 | self.assertEqual(D("5.5"), (amount / 2).value) |
273 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
dd359bc0 IB |
274 | |
275 | def test__lt(self): | |
276 | amount1 = portfolio.Amount("BTD", 11.3) | |
277 | amount2 = portfolio.Amount("BTD", 13.1) | |
278 | ||
279 | self.assertTrue(amount1 < amount2) | |
280 | self.assertFalse(amount2 < amount1) | |
281 | self.assertFalse(amount1 < amount1) | |
282 | ||
283 | amount3 = portfolio.Amount("BTC", 1.6) | |
284 | with self.assertRaises(Exception): | |
285 | amount1 < amount3 | |
286 | ||
80cdd672 IB |
287 | def test__le(self): |
288 | amount1 = portfolio.Amount("BTD", 11.3) | |
289 | amount2 = portfolio.Amount("BTD", 13.1) | |
290 | ||
291 | self.assertTrue(amount1 <= amount2) | |
292 | self.assertFalse(amount2 <= amount1) | |
293 | self.assertTrue(amount1 <= amount1) | |
294 | ||
295 | amount3 = portfolio.Amount("BTC", 1.6) | |
296 | with self.assertRaises(Exception): | |
297 | amount1 <= amount3 | |
298 | ||
299 | def test__gt(self): | |
300 | amount1 = portfolio.Amount("BTD", 11.3) | |
301 | amount2 = portfolio.Amount("BTD", 13.1) | |
302 | ||
303 | self.assertTrue(amount2 > amount1) | |
304 | self.assertFalse(amount1 > amount2) | |
305 | self.assertFalse(amount1 > amount1) | |
306 | ||
307 | amount3 = portfolio.Amount("BTC", 1.6) | |
308 | with self.assertRaises(Exception): | |
309 | amount3 > amount1 | |
310 | ||
311 | def test__ge(self): | |
312 | amount1 = portfolio.Amount("BTD", 11.3) | |
313 | amount2 = portfolio.Amount("BTD", 13.1) | |
314 | ||
315 | self.assertTrue(amount2 >= amount1) | |
316 | self.assertFalse(amount1 >= amount2) | |
317 | self.assertTrue(amount1 >= amount1) | |
318 | ||
319 | amount3 = portfolio.Amount("BTC", 1.6) | |
320 | with self.assertRaises(Exception): | |
321 | amount3 >= amount1 | |
322 | ||
dd359bc0 IB |
323 | def test__eq(self): |
324 | amount1 = portfolio.Amount("BTD", 11.3) | |
325 | amount2 = portfolio.Amount("BTD", 13.1) | |
326 | amount3 = portfolio.Amount("BTD", 11.3) | |
327 | ||
328 | self.assertFalse(amount1 == amount2) | |
329 | self.assertFalse(amount2 == amount1) | |
330 | self.assertTrue(amount1 == amount3) | |
331 | self.assertFalse(amount2 == 0) | |
332 | ||
333 | amount4 = portfolio.Amount("BTC", 1.6) | |
334 | with self.assertRaises(Exception): | |
335 | amount1 == amount4 | |
336 | ||
337 | amount5 = portfolio.Amount("BTD", 0) | |
338 | self.assertTrue(amount5 == 0) | |
339 | ||
80cdd672 IB |
340 | def test__ne(self): |
341 | amount1 = portfolio.Amount("BTD", 11.3) | |
342 | amount2 = portfolio.Amount("BTD", 13.1) | |
343 | amount3 = portfolio.Amount("BTD", 11.3) | |
344 | ||
345 | self.assertTrue(amount1 != amount2) | |
346 | self.assertTrue(amount2 != amount1) | |
347 | self.assertFalse(amount1 != amount3) | |
348 | self.assertTrue(amount2 != 0) | |
349 | ||
350 | amount4 = portfolio.Amount("BTC", 1.6) | |
351 | with self.assertRaises(Exception): | |
352 | amount1 != amount4 | |
353 | ||
354 | amount5 = portfolio.Amount("BTD", 0) | |
355 | self.assertFalse(amount5 != 0) | |
356 | ||
357 | def test__neg(self): | |
358 | amount1 = portfolio.Amount("BTD", "11.3") | |
359 | ||
360 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
361 | ||
dd359bc0 IB |
362 | def test__str(self): |
363 | amount1 = portfolio.Amount("BTX", 32) | |
364 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
365 | ||
366 | amount2 = portfolio.Amount("USDT", 12000) | |
367 | amount1.linked_to = amount2 | |
368 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
369 | ||
370 | def test__repr(self): | |
371 | amount1 = portfolio.Amount("BTX", 32) | |
372 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
373 | ||
374 | amount2 = portfolio.Amount("USDT", 12000) | |
375 | amount1.linked_to = amount2 | |
376 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
377 | ||
378 | amount3 = portfolio.Amount("BTC", 0.1) | |
379 | amount2.linked_to = amount3 | |
380 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
381 | ||
1aa7d4fa | 382 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
80cdd672 | 383 | class BalanceTest(WebMockTestCase): |
f2da6589 | 384 | def test_values(self): |
80cdd672 IB |
385 | balance = portfolio.Balance("BTC", { |
386 | "exchange_total": "0.65", | |
387 | "exchange_free": "0.35", | |
388 | "exchange_used": "0.30", | |
389 | "margin_total": "-10", | |
390 | "margin_borrowed": "-10", | |
391 | "margin_free": "0", | |
392 | "margin_position_type": "short", | |
393 | "margin_borrowed_base_currency": "USDT", | |
394 | "margin_liquidation_price": "1.20", | |
395 | "margin_pending_gain": "10", | |
396 | "margin_lending_fees": "0.4", | |
397 | "margin_borrowed_base_price": "0.15", | |
398 | }) | |
399 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
400 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
401 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
402 | self.assertEqual("BTC", balance.exchange_total.currency) | |
403 | self.assertEqual("BTC", balance.exchange_free.currency) | |
404 | self.assertEqual("BTC", balance.exchange_total.currency) | |
405 | ||
406 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
407 | self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value) | |
408 | self.assertEqual(portfolio.D("0"), balance.margin_free.value) | |
409 | self.assertEqual("BTC", balance.margin_total.currency) | |
410 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
411 | self.assertEqual("BTC", balance.margin_free.currency) | |
f2da6589 | 412 | |
f2da6589 IB |
413 | self.assertEqual("BTC", balance.currency) |
414 | ||
80cdd672 IB |
415 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) |
416 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
417 | ||
6ca5a1ec IB |
418 | def test__repr(self): |
419 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
420 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
421 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
422 | "exchange_used": 1, "exchange_free": 2 }) | |
423 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
f2da6589 | 424 | |
1aa7d4fa IB |
425 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) |
426 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
427 | ||
6ca5a1ec IB |
428 | balance = portfolio.Balance("BTX", { "margin_total": 3, |
429 | "margin_borrowed": 1, "margin_free": 2 }) | |
430 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
f2da6589 | 431 | |
1aa7d4fa IB |
432 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 2 }) |
433 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | |
434 | ||
6ca5a1ec IB |
435 | balance = portfolio.Balance("BTX", { "margin_total": -3, |
436 | "margin_borrowed_base_price": D("0.1"), | |
437 | "margin_borrowed_base_currency": "BTC", | |
438 | "margin_lending_fees": D("0.002") }) | |
439 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
f2da6589 | 440 | |
1aa7d4fa IB |
441 | balance = portfolio.Balance("BTX", { "margin_total": 1, |
442 | "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2}) | |
443 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
444 | ||
445 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
6ca5a1ec IB |
446 | class HelperTest(WebMockTestCase): |
447 | def test_get_ticker(self): | |
448 | market = mock.Mock() | |
449 | market.fetch_ticker.side_effect = [ | |
450 | { "bid": 1, "ask": 3 }, | |
451 | helper.ExchangeError("foo"), | |
452 | { "bid": 10, "ask": 40 }, | |
453 | helper.ExchangeError("foo"), | |
454 | helper.ExchangeError("foo"), | |
455 | ] | |
f2da6589 | 456 | |
6ca5a1ec IB |
457 | ticker = helper.get_ticker("ETH", "ETC", market) |
458 | market.fetch_ticker.assert_called_with("ETH/ETC") | |
459 | self.assertEqual(1, ticker["bid"]) | |
460 | self.assertEqual(3, ticker["ask"]) | |
461 | self.assertEqual(2, ticker["average"]) | |
462 | self.assertFalse(ticker["inverted"]) | |
f2da6589 | 463 | |
6ca5a1ec IB |
464 | ticker = helper.get_ticker("ETH", "XVG", market) |
465 | self.assertEqual(0.0625, ticker["average"]) | |
466 | self.assertTrue(ticker["inverted"]) | |
467 | self.assertIn("original", ticker) | |
468 | self.assertEqual(10, ticker["original"]["bid"]) | |
f2da6589 | 469 | |
6ca5a1ec IB |
470 | ticker = helper.get_ticker("XVG", "XMR", market) |
471 | self.assertIsNone(ticker) | |
a9950fd0 | 472 | |
6ca5a1ec IB |
473 | market.fetch_ticker.assert_has_calls([ |
474 | mock.call("ETH/ETC"), | |
475 | mock.call("ETH/XVG"), | |
476 | mock.call("XVG/ETH"), | |
477 | mock.call("XVG/XMR"), | |
478 | mock.call("XMR/XVG"), | |
479 | ]) | |
f2da6589 | 480 | |
6ca5a1ec IB |
481 | market2 = mock.Mock() |
482 | market2.fetch_ticker.side_effect = [ | |
483 | { "bid": 1, "ask": 3 }, | |
484 | { "bid": 1.2, "ask": 3.5 }, | |
485 | ] | |
486 | ticker1 = helper.get_ticker("ETH", "ETC", market2) | |
487 | ticker2 = helper.get_ticker("ETH", "ETC", market2) | |
488 | ticker3 = helper.get_ticker("ETC", "ETH", market2) | |
489 | market2.fetch_ticker.assert_called_once_with("ETH/ETC") | |
490 | self.assertEqual(1, ticker1["bid"]) | |
491 | self.assertDictEqual(ticker1, ticker2) | |
492 | self.assertDictEqual(ticker1, ticker3["original"]) | |
f2da6589 | 493 | |
6ca5a1ec IB |
494 | ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True) |
495 | ticker5 = helper.get_ticker("ETH", "ETC", market2) | |
496 | self.assertEqual(1.2, ticker4["bid"]) | |
497 | self.assertDictEqual(ticker4, ticker5) | |
f2da6589 | 498 | |
6ca5a1ec IB |
499 | market3 = mock.Mock() |
500 | market3.fetch_ticker.side_effect = [ | |
501 | { "bid": 1, "ask": 3 }, | |
502 | { "bid": 1.2, "ask": 3.5 }, | |
503 | ] | |
504 | ticker6 = helper.get_ticker("ETH", "ETC", market3) | |
505 | helper.ticker_cache_timestamp -= 4 | |
506 | ticker7 = helper.get_ticker("ETH", "ETC", market3) | |
507 | helper.ticker_cache_timestamp -= 2 | |
508 | ticker8 = helper.get_ticker("ETH", "ETC", market3) | |
509 | self.assertDictEqual(ticker6, ticker7) | |
510 | self.assertEqual(1.2, ticker8["bid"]) | |
f2da6589 | 511 | |
6ca5a1ec IB |
512 | def test_fetch_fees(self): |
513 | market = mock.Mock() | |
514 | market.fetch_fees.return_value = "Foo" | |
515 | self.assertEqual("Foo", helper.fetch_fees(market)) | |
516 | market.fetch_fees.assert_called_once() | |
517 | self.assertEqual("Foo", helper.fetch_fees(market)) | |
518 | market.fetch_fees.assert_called_once() | |
f2da6589 | 519 | |
350ed24d | 520 | @mock.patch.object(portfolio.Portfolio, "repartition") |
6ca5a1ec IB |
521 | @mock.patch.object(helper, "get_ticker") |
522 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
f2da6589 IB |
523 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): |
524 | repartition.return_value = { | |
350ed24d IB |
525 | "XEM": (D("0.75"), "long"), |
526 | "BTC": (D("0.25"), "long"), | |
f2da6589 | 527 | } |
deb8924c IB |
528 | def _get_ticker(c1, c2, market): |
529 | if c1 == "USDT" and c2 == "BTC": | |
530 | return { "average": D("0.0001") } | |
531 | if c1 == "XVG" and c2 == "BTC": | |
532 | return { "average": D("0.000001") } | |
533 | if c1 == "XEM" and c2 == "BTC": | |
534 | return { "average": D("0.001") } | |
a9950fd0 | 535 | self.fail("Should be called with {}, {}".format(c1, c2)) |
deb8924c IB |
536 | get_ticker.side_effect = _get_ticker |
537 | ||
f2da6589 | 538 | market = mock.Mock() |
c51687d2 | 539 | market.fetch_all_balances.return_value = { |
f2da6589 | 540 | "USDT": { |
c51687d2 IB |
541 | "exchange_free": D("10000.0"), |
542 | "exchange_used": D("0.0"), | |
543 | "exchange_total": D("10000.0"), | |
5ab23e1c | 544 | "total": D("10000.0") |
f2da6589 IB |
545 | }, |
546 | "XVG": { | |
c51687d2 IB |
547 | "exchange_free": D("10000.0"), |
548 | "exchange_used": D("0.0"), | |
549 | "exchange_total": D("10000.0"), | |
5ab23e1c | 550 | "total": D("10000.0") |
f2da6589 IB |
551 | }, |
552 | } | |
6ca5a1ec | 553 | helper.prepare_trades(market) |
f2da6589 IB |
554 | compute_trades.assert_called() |
555 | ||
556 | call = compute_trades.call_args | |
557 | self.assertEqual(market, call[1]["market"]) | |
558 | self.assertEqual(1, call[0][0]["USDT"].value) | |
5ab23e1c IB |
559 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) |
560 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
561 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
f2da6589 | 562 | |
c51687d2 | 563 | @mock.patch.object(portfolio.Portfolio, "repartition") |
6ca5a1ec IB |
564 | @mock.patch.object(helper, "get_ticker") |
565 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
c51687d2 IB |
566 | def test_update_trades(self, compute_trades, get_ticker, repartition): |
567 | repartition.return_value = { | |
568 | "XEM": (D("0.75"), "long"), | |
569 | "BTC": (D("0.25"), "long"), | |
570 | } | |
571 | def _get_ticker(c1, c2, market): | |
572 | if c1 == "USDT" and c2 == "BTC": | |
573 | return { "average": D("0.0001") } | |
574 | if c1 == "XVG" and c2 == "BTC": | |
575 | return { "average": D("0.000001") } | |
576 | if c1 == "XEM" and c2 == "BTC": | |
577 | return { "average": D("0.001") } | |
578 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
579 | get_ticker.side_effect = _get_ticker | |
580 | ||
581 | market = mock.Mock() | |
582 | market.fetch_all_balances.return_value = { | |
583 | "USDT": { | |
584 | "exchange_free": D("10000.0"), | |
585 | "exchange_used": D("0.0"), | |
586 | "exchange_total": D("10000.0"), | |
587 | "total": D("10000.0") | |
588 | }, | |
589 | "XVG": { | |
590 | "exchange_free": D("10000.0"), | |
591 | "exchange_used": D("0.0"), | |
592 | "exchange_total": D("10000.0"), | |
593 | "total": D("10000.0") | |
594 | }, | |
595 | } | |
6ca5a1ec | 596 | helper.update_trades(market) |
c51687d2 IB |
597 | compute_trades.assert_called() |
598 | ||
599 | call = compute_trades.call_args | |
600 | self.assertEqual(market, call[1]["market"]) | |
601 | self.assertEqual(1, call[0][0]["USDT"].value) | |
602 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
603 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
604 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
605 | ||
606 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
6ca5a1ec IB |
607 | @mock.patch.object(helper, "get_ticker") |
608 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
c51687d2 IB |
609 | def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): |
610 | def _get_ticker(c1, c2, market): | |
611 | if c1 == "USDT" and c2 == "BTC": | |
612 | return { "average": D("0.0001") } | |
613 | if c1 == "XVG" and c2 == "BTC": | |
614 | return { "average": D("0.000001") } | |
615 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
616 | get_ticker.side_effect = _get_ticker | |
617 | ||
618 | market = mock.Mock() | |
619 | market.fetch_all_balances.return_value = { | |
620 | "USDT": { | |
621 | "exchange_free": D("10000.0"), | |
622 | "exchange_used": D("0.0"), | |
623 | "exchange_total": D("10000.0"), | |
624 | "total": D("10000.0") | |
625 | }, | |
626 | "XVG": { | |
627 | "exchange_free": D("10000.0"), | |
628 | "exchange_used": D("0.0"), | |
629 | "exchange_total": D("10000.0"), | |
630 | "total": D("10000.0") | |
631 | }, | |
632 | } | |
6ca5a1ec | 633 | helper.prepare_trades_to_sell_all(market) |
c51687d2 IB |
634 | repartition.assert_not_called() |
635 | compute_trades.assert_called() | |
636 | ||
637 | call = compute_trades.call_args | |
638 | self.assertEqual(market, call[1]["market"]) | |
639 | self.assertEqual(1, call[0][0]["USDT"].value) | |
640 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
641 | self.assertEqual(D("1.01"), call[0][1]["BTC"].value) | |
a9950fd0 | 642 | |
1aa7d4fa IB |
643 | @mock.patch.object(portfolio.time, "sleep") |
644 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
645 | def test_follow_orders(self, all_orders, time_mock): | |
646 | for verbose, debug, sleep in [ | |
647 | (True, False, None), (False, False, None), | |
648 | (True, True, None), (True, False, 12), | |
649 | (True, True, 12)]: | |
650 | with self.subTest(sleep=sleep, debug=debug, verbose=verbose), \ | |
651 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
652 | portfolio.TradeStore.debug = debug | |
653 | order_mock1 = mock.Mock() | |
654 | order_mock2 = mock.Mock() | |
655 | order_mock3 = mock.Mock() | |
656 | all_orders.side_effect = [ | |
657 | [order_mock1, order_mock2], | |
658 | [order_mock1, order_mock2], | |
659 | ||
660 | [order_mock1, order_mock3], | |
661 | [order_mock1, order_mock3], | |
662 | ||
663 | [order_mock1, order_mock3], | |
664 | [order_mock1, order_mock3], | |
665 | ||
666 | [] | |
667 | ] | |
668 | ||
669 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
670 | order_mock2.get_status.side_effect = ["open"] | |
671 | order_mock3.get_status.side_effect = ["open", "closed"] | |
672 | ||
673 | order_mock1.trade = mock.Mock() | |
674 | order_mock2.trade = mock.Mock() | |
675 | order_mock3.trade = mock.Mock() | |
676 | ||
677 | helper.follow_orders(verbose=verbose, sleep=sleep) | |
678 | ||
679 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
680 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
681 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
682 | self.assertEqual(3, order_mock1.get_status.call_count) | |
683 | ||
684 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
685 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
686 | self.assertEqual(1, order_mock2.get_status.call_count) | |
687 | ||
688 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
689 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
690 | self.assertEqual(2, order_mock3.get_status.call_count) | |
691 | ||
692 | if sleep is None: | |
693 | if debug: | |
694 | time_mock.assert_called_with(7) | |
695 | else: | |
696 | time_mock.assert_called_with(30) | |
697 | else: | |
698 | time_mock.assert_called_with(sleep) | |
699 | ||
700 | if verbose: | |
701 | self.assertNotEqual("", stdout_mock.getvalue()) | |
702 | else: | |
703 | self.assertEqual("", stdout_mock.getvalue()) | |
704 | ||
705 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
6ca5a1ec | 706 | class TradeStoreTest(WebMockTestCase): |
1aa7d4fa IB |
707 | @mock.patch.object(portfolio.BalanceStore, "currencies") |
708 | @mock.patch.object(portfolio.TradeStore, "add_trade_if_matching") | |
709 | def test_compute_trades(self, add_trade_if_matching, currencies): | |
710 | currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | |
711 | ||
712 | values_in_base = { | |
713 | "XMR": portfolio.Amount("BTC", D("0.9")), | |
714 | "DASH": portfolio.Amount("BTC", D("0.4")), | |
715 | "XVG": portfolio.Amount("BTC", D("-0.5")), | |
716 | "BTC": portfolio.Amount("BTC", D("0.5")), | |
717 | } | |
718 | new_repartition = { | |
719 | "DASH": portfolio.Amount("BTC", D("0.5")), | |
720 | "XVG": portfolio.Amount("BTC", D("0.1")), | |
721 | "BTC": portfolio.Amount("BTC", D("0.4")), | |
722 | "ETH": portfolio.Amount("BTC", D("0.3")), | |
723 | } | |
724 | ||
725 | portfolio.TradeStore.compute_trades(values_in_base, | |
726 | new_repartition, only="only", market="market") | |
727 | ||
728 | self.assertEqual(5, add_trade_if_matching.call_count) | |
729 | add_trade_if_matching.assert_any_call( | |
730 | portfolio.Amount("BTC", D("0.9")), | |
731 | portfolio.Amount("BTC", 0), | |
732 | "XMR", only="only", market="market" | |
733 | ) | |
734 | add_trade_if_matching.assert_any_call( | |
735 | portfolio.Amount("BTC", D("0.4")), | |
736 | portfolio.Amount("BTC", D("0.5")), | |
737 | "DASH", only="only", market="market" | |
738 | ) | |
739 | add_trade_if_matching.assert_any_call( | |
740 | portfolio.Amount("BTC", D("-0.5")), | |
741 | portfolio.Amount("BTC", D("0")), | |
742 | "XVG", only="only", market="market" | |
743 | ) | |
744 | add_trade_if_matching.assert_any_call( | |
745 | portfolio.Amount("BTC", D("0")), | |
746 | portfolio.Amount("BTC", D("0.1")), | |
747 | "XVG", only="only", market="market" | |
748 | ) | |
749 | add_trade_if_matching.assert_any_call( | |
750 | portfolio.Amount("BTC", D("0")), | |
751 | portfolio.Amount("BTC", D("0.3")), | |
752 | "ETH", only="only", market="market" | |
753 | ) | |
754 | ||
755 | def test_add_trade_if_matching(self): | |
756 | result = portfolio.TradeStore.add_trade_if_matching( | |
757 | portfolio.Amount("BTC", D("0")), | |
758 | portfolio.Amount("BTC", D("0.3")), | |
759 | "ETH", only="nope", market="market" | |
760 | ) | |
761 | self.assertEqual(0, len(portfolio.TradeStore.all)) | |
762 | self.assertEqual(False, result) | |
763 | ||
764 | portfolio.TradeStore.all = [] | |
765 | result = portfolio.TradeStore.add_trade_if_matching( | |
766 | portfolio.Amount("BTC", D("0")), | |
767 | portfolio.Amount("BTC", D("0.3")), | |
768 | "ETH", only=None, market="market" | |
769 | ) | |
770 | self.assertEqual(1, len(portfolio.TradeStore.all)) | |
771 | self.assertEqual(True, result) | |
772 | ||
773 | portfolio.TradeStore.all = [] | |
774 | result = portfolio.TradeStore.add_trade_if_matching( | |
775 | portfolio.Amount("BTC", D("0")), | |
776 | portfolio.Amount("BTC", D("0.3")), | |
777 | "ETH", only="acquire", market="market" | |
778 | ) | |
779 | self.assertEqual(1, len(portfolio.TradeStore.all)) | |
780 | self.assertEqual(True, result) | |
781 | ||
782 | portfolio.TradeStore.all = [] | |
783 | result = portfolio.TradeStore.add_trade_if_matching( | |
784 | portfolio.Amount("BTC", D("0")), | |
785 | portfolio.Amount("BTC", D("0.3")), | |
786 | "ETH", only="dispose", market="market" | |
787 | ) | |
788 | self.assertEqual(0, len(portfolio.TradeStore.all)) | |
789 | self.assertEqual(False, result) | |
f2da6589 | 790 | |
6ca5a1ec IB |
791 | def test_prepare_orders(self): |
792 | trade_mock1 = mock.Mock() | |
793 | trade_mock2 = mock.Mock() | |
cfab619d | 794 | |
6ca5a1ec IB |
795 | portfolio.TradeStore.all.append(trade_mock1) |
796 | portfolio.TradeStore.all.append(trade_mock2) | |
797 | ||
798 | portfolio.TradeStore.prepare_orders() | |
799 | trade_mock1.prepare_order.assert_called_with(compute_value="default") | |
800 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
801 | ||
802 | portfolio.TradeStore.prepare_orders(compute_value="bla") | |
803 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") | |
804 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
805 | ||
806 | trade_mock1.prepare_order.reset_mock() | |
807 | trade_mock2.prepare_order.reset_mock() | |
808 | ||
809 | trade_mock1.action = "foo" | |
810 | trade_mock2.action = "bar" | |
811 | portfolio.TradeStore.prepare_orders(only="bar") | |
812 | trade_mock1.prepare_order.assert_not_called() | |
813 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
814 | ||
815 | def test_print_all_with_order(self): | |
816 | trade_mock1 = mock.Mock() | |
817 | trade_mock2 = mock.Mock() | |
818 | trade_mock3 = mock.Mock() | |
819 | portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3] | |
820 | ||
821 | portfolio.TradeStore.print_all_with_order() | |
822 | ||
823 | trade_mock1.print_with_order.assert_called() | |
824 | trade_mock2.print_with_order.assert_called() | |
825 | trade_mock3.print_with_order.assert_called() | |
826 | ||
827 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
828 | def test_run_orders(self, all_orders): | |
829 | order_mock1 = mock.Mock() | |
830 | order_mock2 = mock.Mock() | |
831 | order_mock3 = mock.Mock() | |
832 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
833 | portfolio.TradeStore.run_orders() | |
834 | all_orders.assert_called_with(state="pending") | |
835 | ||
836 | order_mock1.run.assert_called() | |
837 | order_mock2.run.assert_called() | |
838 | order_mock3.run.assert_called() | |
839 | ||
840 | def test_all_orders(self): | |
841 | trade_mock1 = mock.Mock() | |
842 | trade_mock2 = mock.Mock() | |
843 | ||
844 | order_mock1 = mock.Mock() | |
845 | order_mock2 = mock.Mock() | |
846 | order_mock3 = mock.Mock() | |
847 | ||
848 | trade_mock1.orders = [order_mock1, order_mock2] | |
849 | trade_mock2.orders = [order_mock3] | |
850 | ||
851 | order_mock1.status = "pending" | |
852 | order_mock2.status = "open" | |
853 | order_mock3.status = "open" | |
854 | ||
855 | portfolio.TradeStore.all.append(trade_mock1) | |
856 | portfolio.TradeStore.all.append(trade_mock2) | |
857 | ||
858 | orders = portfolio.TradeStore.all_orders() | |
859 | self.assertEqual(3, len(orders)) | |
860 | ||
861 | open_orders = portfolio.TradeStore.all_orders(state="open") | |
862 | self.assertEqual(2, len(open_orders)) | |
863 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
864 | ||
865 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
866 | def test_update_all_orders_status(self, all_orders): | |
867 | order_mock1 = mock.Mock() | |
868 | order_mock2 = mock.Mock() | |
869 | order_mock3 = mock.Mock() | |
870 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
871 | portfolio.TradeStore.update_all_orders_status() | |
872 | all_orders.assert_called_with(state="open") | |
873 | ||
874 | order_mock1.get_status.assert_called() | |
875 | order_mock2.get_status.assert_called() | |
876 | order_mock3.get_status.assert_called() | |
877 | ||
1aa7d4fa | 878 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
6ca5a1ec IB |
879 | class BalanceStoreTest(WebMockTestCase): |
880 | def setUp(self): | |
881 | super(BalanceStoreTest, self).setUp() | |
882 | ||
883 | self.fetch_balance = { | |
884 | "ETC": { | |
885 | "exchange_free": 0, | |
886 | "exchange_used": 0, | |
887 | "exchange_total": 0, | |
888 | "margin_total": 0, | |
889 | }, | |
890 | "USDT": { | |
891 | "exchange_free": D("6.0"), | |
892 | "exchange_used": D("1.2"), | |
893 | "exchange_total": D("7.2"), | |
894 | "margin_total": 0, | |
895 | }, | |
896 | "XVG": { | |
897 | "exchange_free": 16, | |
898 | "exchange_used": 0, | |
899 | "exchange_total": 16, | |
900 | "margin_total": 0, | |
901 | }, | |
902 | "XMR": { | |
903 | "exchange_free": 0, | |
904 | "exchange_used": 0, | |
905 | "exchange_total": 0, | |
906 | "margin_total": D("-1.0"), | |
907 | "margin_free": 0, | |
908 | }, | |
909 | } | |
910 | ||
911 | @mock.patch.object(helper, "get_ticker") | |
912 | def test_in_currency(self, get_ticker): | |
913 | portfolio.BalanceStore.all = { | |
914 | "BTC": portfolio.Balance("BTC", { | |
915 | "total": "0.65", | |
916 | "exchange_total":"0.65", | |
917 | "exchange_free": "0.35", | |
918 | "exchange_used": "0.30"}), | |
919 | "ETH": portfolio.Balance("ETH", { | |
920 | "total": 3, | |
921 | "exchange_total": 3, | |
922 | "exchange_free": 3, | |
923 | "exchange_used": 0}), | |
924 | } | |
cfab619d | 925 | market = mock.Mock() |
6ca5a1ec IB |
926 | get_ticker.return_value = { |
927 | "bid": D("0.09"), | |
928 | "ask": D("0.11"), | |
929 | "average": D("0.1"), | |
930 | } | |
cfab619d | 931 | |
6ca5a1ec IB |
932 | amounts = portfolio.BalanceStore.in_currency("BTC", market) |
933 | self.assertEqual("BTC", amounts["ETH"].currency) | |
934 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
935 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
cfab619d | 936 | |
6ca5a1ec IB |
937 | amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid") |
938 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
939 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
cfab619d | 940 | |
6ca5a1ec IB |
941 | amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used") |
942 | self.assertEqual(D("0.30"), amounts["BTC"].value) | |
943 | self.assertEqual(0, amounts["ETH"].value) | |
cfab619d | 944 | |
6ca5a1ec IB |
945 | def test_fetch_balances(self): |
946 | market = mock.Mock() | |
947 | market.fetch_all_balances.return_value = self.fetch_balance | |
cfab619d | 948 | |
6ca5a1ec IB |
949 | portfolio.BalanceStore.fetch_balances(market) |
950 | self.assertNotIn("ETC", portfolio.BalanceStore.currencies()) | |
951 | self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies())) | |
cfab619d | 952 | |
6ca5a1ec IB |
953 | portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { |
954 | "exchange_total": "1", "exchange_free": "0", | |
955 | "exchange_used": "1" }) | |
956 | portfolio.BalanceStore.fetch_balances(market) | |
957 | self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) | |
958 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) | |
cfab619d | 959 | |
6ca5a1ec IB |
960 | @mock.patch.object(portfolio.Portfolio, "repartition") |
961 | def test_dispatch_assets(self, repartition): | |
962 | market = mock.Mock() | |
963 | market.fetch_all_balances.return_value = self.fetch_balance | |
964 | portfolio.BalanceStore.fetch_balances(market) | |
965 | ||
966 | self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) | |
967 | ||
968 | repartition.return_value = { | |
969 | "XEM": (D("0.75"), "long"), | |
970 | "BTC": (D("0.26"), "long"), | |
1aa7d4fa | 971 | "DASH": (D("0.10"), "short"), |
6ca5a1ec IB |
972 | } |
973 | ||
1aa7d4fa | 974 | amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1")) |
6ca5a1ec IB |
975 | self.assertIn("XEM", portfolio.BalanceStore.currencies()) |
976 | self.assertEqual(D("2.6"), amounts["BTC"].value) | |
977 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
1aa7d4fa | 978 | self.assertEqual(D("-1.0"), amounts["DASH"].value) |
6ca5a1ec IB |
979 | |
980 | def test_currencies(self): | |
981 | portfolio.BalanceStore.all = { | |
982 | "BTC": portfolio.Balance("BTC", { | |
983 | "total": "0.65", | |
984 | "exchange_total":"0.65", | |
985 | "exchange_free": "0.35", | |
986 | "exchange_used": "0.30"}), | |
987 | "ETH": portfolio.Balance("ETH", { | |
988 | "total": 3, | |
989 | "exchange_total": 3, | |
990 | "exchange_free": 3, | |
991 | "exchange_used": 0}), | |
992 | } | |
993 | self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies())) | |
994 | ||
1aa7d4fa | 995 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
6ca5a1ec IB |
996 | class ComputationTest(WebMockTestCase): |
997 | def test_compute_value(self): | |
998 | compute = mock.Mock() | |
999 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
1000 | compute.assert_called_with("foo", "ask") | |
1001 | ||
1002 | compute.reset_mock() | |
1003 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
1004 | compute.assert_called_with("foo", "bid") | |
1005 | ||
1006 | compute.reset_mock() | |
1007 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
1008 | compute.assert_called_with("foo", "ask") | |
1009 | ||
1010 | compute.reset_mock() | |
1011 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
1012 | compute.assert_called_with("foo", "bid") | |
1013 | ||
1014 | compute.reset_mock() | |
1015 | portfolio.Computation.computations["test"] = compute | |
1016 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
1017 | compute.assert_called_with("foo", "bid") | |
1018 | ||
1019 | ||
1aa7d4fa | 1020 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
6ca5a1ec | 1021 | class TradeTest(WebMockTestCase): |
cfab619d | 1022 | |
cfab619d | 1023 | def test_values_assertion(self): |
c51687d2 IB |
1024 | value_from = portfolio.Amount("BTC", "1.0") |
1025 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1026 | value_to = portfolio.Amount("BTC", "1.0") | |
1027 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
66c8b3dd IB |
1028 | self.assertEqual("BTC", trade.base_currency) |
1029 | self.assertEqual("ETH", trade.currency) | |
1030 | ||
1031 | with self.assertRaises(AssertionError): | |
1032 | portfolio.Trade(value_from, value_to, "ETC") | |
1033 | with self.assertRaises(AssertionError): | |
1034 | value_from.linked_to = None | |
1035 | portfolio.Trade(value_from, value_to, "ETH") | |
1036 | with self.assertRaises(AssertionError): | |
1037 | value_from.currency = "ETH" | |
1038 | portfolio.Trade(value_from, value_to, "ETH") | |
cfab619d | 1039 | |
c51687d2 IB |
1040 | value_from = portfolio.Amount("BTC", 0) |
1041 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1042 | self.assertEqual(0, trade.value_from.linked_to) | |
cfab619d | 1043 | |
cfab619d | 1044 | def test_action(self): |
c51687d2 IB |
1045 | value_from = portfolio.Amount("BTC", "1.0") |
1046 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1047 | value_to = portfolio.Amount("BTC", "1.0") | |
1048 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
cfab619d | 1049 | |
c51687d2 IB |
1050 | self.assertIsNone(trade.action) |
1051 | ||
1052 | value_from = portfolio.Amount("BTC", "1.0") | |
1053 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
1aa7d4fa | 1054 | value_to = portfolio.Amount("BTC", "2.0") |
c51687d2 IB |
1055 | trade = portfolio.Trade(value_from, value_to, "BTC") |
1056 | ||
1057 | self.assertIsNone(trade.action) | |
1058 | ||
1059 | value_from = portfolio.Amount("BTC", "0.5") | |
1060 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1061 | value_to = portfolio.Amount("BTC", "1.0") | |
1062 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1063 | ||
1064 | self.assertEqual("acquire", trade.action) | |
1065 | ||
1066 | value_from = portfolio.Amount("BTC", "0") | |
1067 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1068 | value_to = portfolio.Amount("BTC", "-1.0") | |
1069 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1070 | ||
1071 | self.assertEqual("dispose", trade.action) | |
cfab619d | 1072 | |
cfab619d | 1073 | def test_order_action(self): |
c51687d2 IB |
1074 | value_from = portfolio.Amount("BTC", "0.5") |
1075 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1076 | value_to = portfolio.Amount("BTC", "1.0") | |
1077 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1078 | ||
1079 | self.assertEqual("buy", trade.order_action(False)) | |
1080 | self.assertEqual("sell", trade.order_action(True)) | |
1081 | ||
1082 | value_from = portfolio.Amount("BTC", "0") | |
1083 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1084 | value_to = portfolio.Amount("BTC", "-1.0") | |
1085 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1086 | ||
1087 | self.assertEqual("sell", trade.order_action(False)) | |
1088 | self.assertEqual("buy", trade.order_action(True)) | |
1089 | ||
1090 | def test_trade_type(self): | |
1091 | value_from = portfolio.Amount("BTC", "0.5") | |
1092 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1093 | value_to = portfolio.Amount("BTC", "1.0") | |
1094 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1095 | ||
1096 | self.assertEqual("long", trade.trade_type) | |
1097 | ||
1098 | value_from = portfolio.Amount("BTC", "0") | |
1099 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1100 | value_to = portfolio.Amount("BTC", "-1.0") | |
1101 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1102 | ||
1103 | self.assertEqual("short", trade.trade_type) | |
1104 | ||
1105 | def test_filled_amount(self): | |
1106 | value_from = portfolio.Amount("BTC", "0.5") | |
1107 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1108 | value_to = portfolio.Amount("BTC", "1.0") | |
1109 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1110 | ||
1111 | order1 = mock.Mock() | |
1aa7d4fa | 1112 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") |
c51687d2 IB |
1113 | |
1114 | order2 = mock.Mock() | |
1aa7d4fa | 1115 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") |
c51687d2 IB |
1116 | trade.orders.append(order1) |
1117 | trade.orders.append(order2) | |
1118 | ||
1aa7d4fa IB |
1119 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) |
1120 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1121 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
c51687d2 | 1122 | |
1aa7d4fa IB |
1123 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) |
1124 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1125 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
1126 | ||
1127 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
1128 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
1129 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
1130 | ||
1131 | @mock.patch.object(helper, "get_ticker") | |
1132 | @mock.patch.object(portfolio.Computation, "compute_value") | |
1133 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
1134 | @mock.patch.object(portfolio, "Order") | |
1135 | def test_prepare_order(self, Order, filled_amount, compute_value, get_ticker): | |
1136 | Order.return_value = "Order" | |
1137 | ||
1138 | with self.subTest(desc="Nothing to do"): | |
1139 | value_from = portfolio.Amount("BTC", "10") | |
1140 | value_from.rate = D("0.1") | |
1141 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1142 | value_to = portfolio.Amount("BTC", "10") | |
1143 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1144 | ||
1145 | trade.prepare_order() | |
1146 | ||
1147 | filled_amount.assert_not_called() | |
1148 | compute_value.assert_not_called() | |
1149 | self.assertEqual(0, len(trade.orders)) | |
1150 | Order.assert_not_called() | |
1151 | ||
1152 | get_ticker.return_value = { "inverted": False } | |
1153 | with self.subTest(desc="Already filled"), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1154 | filled_amount.return_value = portfolio.Amount("FOO", "100") | |
1155 | compute_value.return_value = D("0.125") | |
1156 | ||
1157 | value_from = portfolio.Amount("BTC", "10") | |
1158 | value_from.rate = D("0.1") | |
1159 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1160 | value_to = portfolio.Amount("BTC", "0") | |
1161 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1162 | ||
1163 | trade.prepare_order() | |
1164 | ||
1165 | filled_amount.assert_called_with(in_base_currency=False) | |
1166 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1167 | self.assertEqual(0, len(trade.orders)) | |
1168 | self.assertRegex(stdout_mock.getvalue(), "Less to do than already filled: ") | |
1169 | Order.assert_not_called() | |
1170 | ||
1171 | with self.subTest(action="dispose", inverted=False): | |
1172 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
1173 | compute_value.return_value = D("0.125") | |
1174 | ||
1175 | value_from = portfolio.Amount("BTC", "10") | |
1176 | value_from.rate = D("0.1") | |
1177 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1178 | value_to = portfolio.Amount("BTC", "1") | |
1179 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1180 | ||
1181 | trade.prepare_order() | |
1182 | ||
1183 | filled_amount.assert_called_with(in_base_currency=False) | |
1184 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1185 | self.assertEqual(1, len(trade.orders)) | |
1186 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
1187 | D("0.125"), "BTC", "long", "market", | |
1188 | trade, close_if_possible=False) | |
1189 | ||
1190 | with self.subTest(action="acquire", inverted=False): | |
1191 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
1192 | compute_value.return_value = D("0.125") | |
1193 | ||
1194 | value_from = portfolio.Amount("BTC", "1") | |
1195 | value_from.rate = D("0.1") | |
1196 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
1197 | value_to = portfolio.Amount("BTC", "10") | |
1198 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1199 | ||
1200 | trade.prepare_order() | |
1201 | ||
1202 | filled_amount.assert_called_with(in_base_currency=True) | |
1203 | compute_value.assert_called_with(get_ticker.return_value, "buy", compute_value="default") | |
1204 | self.assertEqual(1, len(trade.orders)) | |
1205 | ||
1206 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
1207 | D("0.125"), "BTC", "long", "market", | |
1208 | trade, close_if_possible=False) | |
1209 | ||
1210 | with self.subTest(close_if_possible=True): | |
1211 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
1212 | compute_value.return_value = D("0.125") | |
1213 | ||
1214 | value_from = portfolio.Amount("BTC", "10") | |
1215 | value_from.rate = D("0.1") | |
1216 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1217 | value_to = portfolio.Amount("BTC", "0") | |
1218 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1219 | ||
1220 | trade.prepare_order() | |
1221 | ||
1222 | filled_amount.assert_called_with(in_base_currency=False) | |
1223 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1224 | self.assertEqual(1, len(trade.orders)) | |
1225 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
1226 | D("0.125"), "BTC", "long", "market", | |
1227 | trade, close_if_possible=True) | |
1228 | ||
1229 | get_ticker.return_value = { "inverted": True, "original": {} } | |
1230 | with self.subTest(action="dispose", inverted=True): | |
1231 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
1232 | compute_value.return_value = D("125") | |
1233 | ||
1234 | value_from = portfolio.Amount("BTC", "10") | |
1235 | value_from.rate = D("0.01") | |
1236 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
1237 | value_to = portfolio.Amount("BTC", "1") | |
1238 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1239 | ||
1240 | trade.prepare_order(compute_value="foo") | |
1241 | ||
1242 | filled_amount.assert_called_with(in_base_currency=True) | |
1243 | compute_value.assert_called_with(get_ticker.return_value["original"], "buy", compute_value="foo") | |
1244 | self.assertEqual(1, len(trade.orders)) | |
1245 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
1246 | D("125"), "FOO", "long", "market", | |
1247 | trade, close_if_possible=False) | |
1248 | ||
1249 | with self.subTest(action="acquire", inverted=True): | |
1250 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
1251 | compute_value.return_value = D("125") | |
1252 | ||
1253 | value_from = portfolio.Amount("BTC", "1") | |
1254 | value_from.rate = D("0.01") | |
1255 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1256 | value_to = portfolio.Amount("BTC", "10") | |
1257 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1258 | ||
1259 | trade.prepare_order(compute_value="foo") | |
1260 | ||
1261 | filled_amount.assert_called_with(in_base_currency=False) | |
1262 | compute_value.assert_called_with(get_ticker.return_value["original"], "sell", compute_value="foo") | |
1263 | self.assertEqual(1, len(trade.orders)) | |
1264 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
1265 | D("125"), "FOO", "long", "market", | |
1266 | trade, close_if_possible=False) | |
1267 | ||
1268 | ||
1269 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
1270 | def test_update_order(self, prepare_order): | |
1271 | order_mock = mock.Mock() | |
1272 | new_order_mock = mock.Mock() | |
1273 | ||
1274 | value_from = portfolio.Amount("BTC", "0.5") | |
1275 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1276 | value_to = portfolio.Amount("BTC", "1.0") | |
1277 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1278 | def _prepare_order(compute_value=None): | |
1279 | trade.orders.append(new_order_mock) | |
1280 | prepare_order.side_effect = _prepare_order | |
1281 | ||
1282 | for i in [0, 1, 3, 4, 6]: | |
1283 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1284 | trade.update_order(order_mock, i) | |
1285 | order_mock.cancel.assert_not_called() | |
1286 | new_order_mock.run.assert_not_called() | |
1287 | self.assertRegex(stdout_mock.getvalue(), "tick {}, waiting".format(i)) | |
1288 | self.assertEqual(0, len(trade.orders)) | |
1289 | ||
1290 | order_mock.reset_mock() | |
1291 | new_order_mock.reset_mock() | |
1292 | trade.orders = [] | |
1293 | ||
1294 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1295 | trade.update_order(order_mock, 2) | |
1296 | order_mock.cancel.assert_called() | |
1297 | new_order_mock.run.assert_called() | |
1298 | prepare_order.assert_called() | |
1299 | self.assertRegex(stdout_mock.getvalue(), "tick 2, cancelling and adjusting") | |
1300 | self.assertEqual(1, len(trade.orders)) | |
1301 | ||
1302 | order_mock.reset_mock() | |
1303 | new_order_mock.reset_mock() | |
1304 | trade.orders = [] | |
1305 | ||
1306 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1307 | trade.update_order(order_mock, 5) | |
1308 | order_mock.cancel.assert_called() | |
1309 | new_order_mock.run.assert_called() | |
1310 | prepare_order.assert_called() | |
1311 | self.assertRegex(stdout_mock.getvalue(), "tick 5, cancelling and adjusting") | |
1312 | self.assertEqual(1, len(trade.orders)) | |
1313 | ||
1314 | order_mock.reset_mock() | |
1315 | new_order_mock.reset_mock() | |
1316 | trade.orders = [] | |
1317 | ||
1318 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1319 | trade.update_order(order_mock, 7) | |
1320 | order_mock.cancel.assert_called() | |
1321 | new_order_mock.run.assert_called() | |
1322 | prepare_order.assert_called_with(compute_value="default") | |
1323 | self.assertRegex(stdout_mock.getvalue(), "tick 7, fallbacking to market value") | |
1324 | self.assertRegex(stdout_mock.getvalue(), "tick 7, market value, cancelling and adjusting to") | |
1325 | self.assertEqual(1, len(trade.orders)) | |
1326 | ||
1327 | order_mock.reset_mock() | |
1328 | new_order_mock.reset_mock() | |
1329 | trade.orders = [] | |
1330 | ||
1331 | for i in [10, 13, 16]: | |
1332 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1333 | trade.update_order(order_mock, i) | |
1334 | order_mock.cancel.assert_called() | |
1335 | new_order_mock.run.assert_called() | |
1336 | prepare_order.assert_called_with(compute_value="default") | |
1337 | self.assertNotRegex(stdout_mock.getvalue(), "tick {}, fallbacking to market value".format(i)) | |
1338 | self.assertRegex(stdout_mock.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i)) | |
1339 | self.assertEqual(1, len(trade.orders)) | |
1340 | ||
1341 | order_mock.reset_mock() | |
1342 | new_order_mock.reset_mock() | |
1343 | trade.orders = [] | |
1344 | ||
1345 | for i in [8, 9, 11, 12]: | |
1346 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1347 | trade.update_order(order_mock, i) | |
1348 | order_mock.cancel.assert_not_called() | |
1349 | new_order_mock.run.assert_not_called() | |
1350 | self.assertEqual("", stdout_mock.getvalue()) | |
1351 | self.assertEqual(0, len(trade.orders)) | |
1352 | ||
1353 | order_mock.reset_mock() | |
1354 | new_order_mock.reset_mock() | |
1355 | trade.orders = [] | |
cfab619d | 1356 | |
cfab619d | 1357 | |
c51687d2 IB |
1358 | @mock.patch('sys.stdout', new_callable=StringIO) |
1359 | def test_print_with_order(self, mock_stdout): | |
1360 | value_from = portfolio.Amount("BTC", "0.5") | |
1361 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1362 | value_to = portfolio.Amount("BTC", "1.0") | |
1363 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1364 | ||
1365 | order_mock1 = mock.Mock() | |
1366 | order_mock1.__repr__ = mock.Mock() | |
1367 | order_mock1.__repr__.return_value = "Mock 1" | |
1368 | order_mock2 = mock.Mock() | |
1369 | order_mock2.__repr__ = mock.Mock() | |
1370 | order_mock2.__repr__.return_value = "Mock 2" | |
1371 | trade.orders.append(order_mock1) | |
1372 | trade.orders.append(order_mock2) | |
1373 | ||
1374 | trade.print_with_order() | |
1375 | ||
1376 | out = mock_stdout.getvalue().split("\n") | |
1377 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0]) | |
1378 | self.assertEqual("\tMock 1", out[1]) | |
1379 | self.assertEqual("\tMock 2", out[2]) | |
1380 | ||
cfab619d | 1381 | def test__repr(self): |
c51687d2 IB |
1382 | value_from = portfolio.Amount("BTC", "0.5") |
1383 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1384 | value_to = portfolio.Amount("BTC", "1.0") | |
1385 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1386 | ||
1387 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
cfab619d | 1388 | |
1aa7d4fa | 1389 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") |
80cdd672 IB |
1390 | class AcceptanceTest(WebMockTestCase): |
1391 | @unittest.expectedFailure | |
a9950fd0 IB |
1392 | def test_success_sell_only_necessary(self): |
1393 | fetch_balance = { | |
1394 | "ETH": { | |
c51687d2 IB |
1395 | "exchange_free": D("1.0"), |
1396 | "exchange_used": D("0.0"), | |
1397 | "exchange_total": D("1.0"), | |
a9950fd0 IB |
1398 | "total": D("1.0"), |
1399 | }, | |
1400 | "ETC": { | |
c51687d2 IB |
1401 | "exchange_free": D("4.0"), |
1402 | "exchange_used": D("0.0"), | |
1403 | "exchange_total": D("4.0"), | |
a9950fd0 IB |
1404 | "total": D("4.0"), |
1405 | }, | |
1406 | "XVG": { | |
c51687d2 IB |
1407 | "exchange_free": D("1000.0"), |
1408 | "exchange_used": D("0.0"), | |
1409 | "exchange_total": D("1000.0"), | |
a9950fd0 IB |
1410 | "total": D("1000.0"), |
1411 | }, | |
1412 | } | |
1413 | repartition = { | |
350ed24d IB |
1414 | "ETH": (D("0.25"), "long"), |
1415 | "ETC": (D("0.25"), "long"), | |
1416 | "BTC": (D("0.4"), "long"), | |
1417 | "BTD": (D("0.01"), "short"), | |
1418 | "B2X": (D("0.04"), "long"), | |
1419 | "USDT": (D("0.05"), "long"), | |
a9950fd0 IB |
1420 | } |
1421 | ||
1422 | def fetch_ticker(symbol): | |
1423 | if symbol == "ETH/BTC": | |
1424 | return { | |
1425 | "symbol": "ETH/BTC", | |
1426 | "bid": D("0.14"), | |
1427 | "ask": D("0.16") | |
1428 | } | |
1429 | if symbol == "ETC/BTC": | |
1430 | return { | |
1431 | "symbol": "ETC/BTC", | |
1432 | "bid": D("0.002"), | |
1433 | "ask": D("0.003") | |
1434 | } | |
1435 | if symbol == "XVG/BTC": | |
1436 | return { | |
1437 | "symbol": "XVG/BTC", | |
1438 | "bid": D("0.00003"), | |
1439 | "ask": D("0.00005") | |
1440 | } | |
1441 | if symbol == "BTD/BTC": | |
1442 | return { | |
1443 | "symbol": "BTD/BTC", | |
1444 | "bid": D("0.0008"), | |
1445 | "ask": D("0.0012") | |
1446 | } | |
350ed24d IB |
1447 | if symbol == "B2X/BTC": |
1448 | return { | |
1449 | "symbol": "B2X/BTC", | |
1450 | "bid": D("0.0008"), | |
1451 | "ask": D("0.0012") | |
1452 | } | |
a9950fd0 | 1453 | if symbol == "USDT/BTC": |
6ca5a1ec | 1454 | raise helper.ExchangeError |
a9950fd0 IB |
1455 | if symbol == "BTC/USDT": |
1456 | return { | |
1457 | "symbol": "BTC/USDT", | |
1458 | "bid": D("14000"), | |
1459 | "ask": D("16000") | |
1460 | } | |
1461 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
1462 | ||
1463 | market = mock.Mock() | |
c51687d2 | 1464 | market.fetch_all_balances.return_value = fetch_balance |
a9950fd0 | 1465 | market.fetch_ticker.side_effect = fetch_ticker |
350ed24d | 1466 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
a9950fd0 | 1467 | # Action 1 |
6ca5a1ec | 1468 | helper.prepare_trades(market) |
a9950fd0 | 1469 | |
6ca5a1ec | 1470 | balances = portfolio.BalanceStore.all |
a9950fd0 IB |
1471 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) |
1472 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
1473 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
1474 | ||
1475 | ||
6ca5a1ec | 1476 | trades = TradeStore.all |
c51687d2 IB |
1477 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) |
1478 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
1479 | self.assertEqual("dispose", trades[0].action) | |
a9950fd0 | 1480 | |
c51687d2 IB |
1481 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) |
1482 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
1483 | self.assertEqual("acquire", trades[1].action) | |
a9950fd0 | 1484 | |
c51687d2 IB |
1485 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) |
1486 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
1487 | self.assertEqual("dispose", trades[2].action) | |
a9950fd0 | 1488 | |
c51687d2 IB |
1489 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) |
1490 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
1491 | self.assertEqual("dispose", trades[3].action) | |
350ed24d | 1492 | |
c51687d2 IB |
1493 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) |
1494 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
1495 | self.assertEqual("acquire", trades[4].action) | |
a9950fd0 | 1496 | |
c51687d2 IB |
1497 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) |
1498 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
1499 | self.assertEqual("acquire", trades[5].action) | |
a9950fd0 IB |
1500 | |
1501 | # Action 2 | |
c51687d2 | 1502 | portfolio.Trade.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) |
a9950fd0 IB |
1503 | |
1504 | all_orders = portfolio.Trade.all_orders() | |
1505 | self.assertEqual(2, len(all_orders)) | |
1506 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
1507 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
1508 | self.assertEqual(1000, all_orders[1].amount.value) | |
1509 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
1510 | ||
1511 | ||
ecba1113 | 1512 | def create_order(symbol, type, action, amount, price=None, account="exchange"): |
a9950fd0 IB |
1513 | self.assertEqual("limit", type) |
1514 | if symbol == "ETH/BTC": | |
b83d4897 | 1515 | self.assertEqual("sell", action) |
350ed24d | 1516 | self.assertEqual(D('0.66666666'), amount) |
a9950fd0 IB |
1517 | self.assertEqual(D("0.14014"), price) |
1518 | elif symbol == "XVG/BTC": | |
b83d4897 | 1519 | self.assertEqual("sell", action) |
a9950fd0 IB |
1520 | self.assertEqual(1000, amount) |
1521 | self.assertEqual(D("0.00003003"), price) | |
1522 | else: | |
1523 | self.fail("I shouldn't have been called") | |
1524 | ||
1525 | return { | |
1526 | "id": symbol, | |
1527 | } | |
1528 | market.create_order.side_effect = create_order | |
350ed24d | 1529 | market.order_precision.return_value = 8 |
a9950fd0 IB |
1530 | |
1531 | # Action 3 | |
6ca5a1ec | 1532 | portfolio.TradeStore.run_orders() |
a9950fd0 IB |
1533 | |
1534 | self.assertEqual("open", all_orders[0].status) | |
1535 | self.assertEqual("open", all_orders[1].status) | |
1536 | ||
1537 | market.fetch_order.return_value = { "status": "closed" } | |
1538 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
1539 | # Action 4 | |
6ca5a1ec | 1540 | helper.follow_orders(verbose=False) |
a9950fd0 IB |
1541 | |
1542 | sleep.assert_called_with(30) | |
1543 | ||
1544 | for order in all_orders: | |
1545 | self.assertEqual("closed", order.status) | |
1546 | ||
1547 | fetch_balance = { | |
1548 | "ETH": { | |
1549 | "free": D("1.0") / 3, | |
1550 | "used": D("0.0"), | |
1551 | "total": D("1.0") / 3, | |
1552 | }, | |
1553 | "BTC": { | |
1554 | "free": D("0.134"), | |
1555 | "used": D("0.0"), | |
1556 | "total": D("0.134"), | |
1557 | }, | |
1558 | "ETC": { | |
1559 | "free": D("4.0"), | |
1560 | "used": D("0.0"), | |
1561 | "total": D("4.0"), | |
1562 | }, | |
1563 | "XVG": { | |
1564 | "free": D("0.0"), | |
1565 | "used": D("0.0"), | |
1566 | "total": D("0.0"), | |
1567 | }, | |
1568 | } | |
1569 | market.fetch_balance.return_value = fetch_balance | |
1570 | ||
350ed24d | 1571 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
a9950fd0 | 1572 | # Action 5 |
6ca5a1ec | 1573 | helper.update_trades(market, only="buy", compute_value="average") |
a9950fd0 | 1574 | |
6ca5a1ec | 1575 | balances = portfolio.BalanceStore.all |
a9950fd0 IB |
1576 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) |
1577 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
1578 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
1579 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
1580 | ||
1581 | ||
6ca5a1ec | 1582 | trades = TradeStore.all |
a9950fd0 IB |
1583 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) |
1584 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) | |
1585 | self.assertEqual("sell", trades["ETH"].action) | |
1586 | ||
1587 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) | |
1588 | self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to) | |
1589 | self.assertEqual("buy", trades["ETC"].action) | |
1590 | ||
1591 | self.assertNotIn("BTC", trades) | |
1592 | ||
1593 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) | |
350ed24d | 1594 | self.assertEqual(portfolio.Amount("BTC", D("0.00194")), trades["BTD"].value_to) |
a9950fd0 IB |
1595 | self.assertEqual("buy", trades["BTD"].action) |
1596 | ||
350ed24d IB |
1597 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) |
1598 | self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to) | |
1599 | self.assertEqual("buy", trades["B2X"].action) | |
1600 | ||
a9950fd0 IB |
1601 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) |
1602 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to) | |
1603 | self.assertEqual("buy", trades["USDT"].action) | |
1604 | ||
1605 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) | |
1606 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) | |
1607 | self.assertEqual("sell", trades["XVG"].action) | |
1608 | ||
1609 | # Action 6 | |
b83d4897 IB |
1610 | portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"]) |
1611 | ||
a9950fd0 | 1612 | all_orders = portfolio.Trade.all_orders(state="pending") |
350ed24d IB |
1613 | self.assertEqual(4, len(all_orders)) |
1614 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
b83d4897 IB |
1615 | self.assertEqual(D("0.003"), all_orders[0].rate) |
1616 | self.assertEqual("buy", all_orders[0].action) | |
350ed24d | 1617 | self.assertEqual("long", all_orders[0].trade_type) |
b83d4897 | 1618 | |
350ed24d | 1619 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) |
b83d4897 | 1620 | self.assertEqual(D("0.0012"), all_orders[1].rate) |
350ed24d IB |
1621 | self.assertEqual("sell", all_orders[1].action) |
1622 | self.assertEqual("short", all_orders[1].trade_type) | |
1623 | ||
1624 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
1625 | self.assertAlmostEqual(0, diff.value) | |
1626 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
1627 | self.assertEqual("buy", all_orders[2].action) | |
1628 | self.assertEqual("long", all_orders[2].trade_type) | |
1629 | ||
1630 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
1631 | self.assertEqual(D("16000"), all_orders[3].rate) | |
1632 | self.assertEqual("sell", all_orders[3].action) | |
1633 | self.assertEqual("long", all_orders[3].trade_type) | |
b83d4897 | 1634 | |
006a2084 IB |
1635 | # Action 6b |
1636 | # TODO: | |
1637 | # Move balances to margin | |
1638 | ||
350ed24d IB |
1639 | # Action 7 |
1640 | # TODO | |
6ca5a1ec | 1641 | # portfolio.TradeStore.run_orders() |
a9950fd0 IB |
1642 | |
1643 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
350ed24d | 1644 | # Action 8 |
6ca5a1ec | 1645 | helper.follow_orders(verbose=False) |
a9950fd0 IB |
1646 | |
1647 | sleep.assert_called_with(30) | |
1648 | ||
dd359bc0 IB |
1649 | if __name__ == '__main__': |
1650 | unittest.main() |