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Add make_order and get_user_market helpers
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / test.py
CommitLineData
1aa7d4fa 1import sys
dd359bc0
IB		 2import portfolio
3import unittest
f86ee140 4import datetime
5ab23e1c 5from decimal import Decimal as D
dd359bc0 6from unittest import mock
80cdd672
IB		 7import requests
8import requests_mock
c51687d2 9from io import StringIO
f86ee140 10import portfolio, helper, market
dd359bc0 11
1aa7d4fa
IB		 12limits = ["acceptance", "unit"]
13for test_type in limits:
14 if "--no{}".format(test_type) in sys.argv:
15 sys.argv.remove("--no{}".format(test_type))
16 limits.remove(test_type)
17 if "--only{}".format(test_type) in sys.argv:
18 sys.argv.remove("--only{}".format(test_type))
19 limits = [test_type]
20 break
21
80cdd672
IB		 22class WebMockTestCase(unittest.TestCase):
23 import time
24
25 def setUp(self):
26 super(WebMockTestCase, self).setUp()
27 self.wm = requests_mock.Mocker()
28 self.wm.start()
29
f86ee140
IB		 30 # market
31 self.m = mock.Mock(name="Market", spec=market.Market)
32 self.m.debug = False
33
80cdd672 34 self.patchers = [
9f54fd9a 35 mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
80cdd672 36 mock.patch.multiple(portfolio.Computation,
6ca5a1ec 37 computations=portfolio.Computation.computations),
f86ee140 38 mock.patch.multiple(market.Market,
6ca5a1ec
IB		 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
80cdd672
IB		 46 def tearDown(self):
47 for patcher in self.patchers:
48 patcher.stop()
49 self.wm.stop()
50 super(WebMockTestCase, self).tearDown()
51
1aa7d4fa 52@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672
IB		 53class PortfolioTest(WebMockTestCase):
54 def fill_data(self):
55 if self.json_response is not None:
56 portfolio.Portfolio.data = self.json_response
57
58 def setUp(self):
59 super(PortfolioTest, self).setUp()
60
61 with open("test_portfolio.json") as example:
62 self.json_response = example.read()
63
64 self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
65
f86ee140 66 def test_get_cryptoportfolio(self):
80cdd672
IB		 67 self.wm.get(portfolio.Portfolio.URL, [
68 {"text":'{ "foo": "bar" }', "status_code": 200},
69 {"text": "System Error", "status_code": 500},
70 {"exc": requests.exceptions.ConnectTimeout},
71 ])
f86ee140 72 portfolio.Portfolio.get_cryptoportfolio(self.m)
80cdd672
IB		 73 self.assertIn("foo", portfolio.Portfolio.data)
74 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
75 self.assertTrue(self.wm.called)
76 self.assertEqual(1, self.wm.call_count)
f86ee140
IB		 77 self.m.report.log_error.assert_not_called()
78 self.m.report.log_http_request.assert_called_once()
79 self.m.report.log_http_request.reset_mock()
80cdd672 80
f86ee140 81 portfolio.Portfolio.get_cryptoportfolio(self.m)
80cdd672
IB		 82 self.assertIsNone(portfolio.Portfolio.data)
83 self.assertEqual(2, self.wm.call_count)
f86ee140
IB		 84 self.m.report.log_error.assert_not_called()
85 self.m.report.log_http_request.assert_called_once()
86 self.m.report.log_http_request.reset_mock()
3d0247f9 87
80cdd672
IB		 88
89 portfolio.Portfolio.data = "Foo"
f86ee140 90 portfolio.Portfolio.get_cryptoportfolio(self.m)
80cdd672
IB		 91 self.assertEqual("Foo", portfolio.Portfolio.data)
92 self.assertEqual(3, self.wm.call_count)
f86ee140 93 self.m.report.log_error.assert_called_once_with("get_cryptoportfolio",
3d0247f9 94 exception=mock.ANY)
f86ee140 95 self.m.report.log_http_request.assert_not_called()
80cdd672 96
f86ee140
IB		 97 def test_parse_cryptoportfolio(self):
98 portfolio.Portfolio.parse_cryptoportfolio(self.m)
80cdd672
IB		 99
100 self.assertListEqual(
101 ["medium", "high"],
102 list(portfolio.Portfolio.liquidities.keys()))
103
104 liquidities = portfolio.Portfolio.liquidities
105 self.assertEqual(10, len(liquidities["medium"].keys()))
106 self.assertEqual(10, len(liquidities["high"].keys()))
107
108 expected = {
109 'BTC': (D("0.2857"), "long"),
110 'DGB': (D("0.1015"), "long"),
111 'DOGE': (D("0.1805"), "long"),
112 'SC': (D("0.0623"), "long"),
113 'ZEC': (D("0.3701"), "long"),
114 }
9f54fd9a
IB		 115 date = portfolio.datetime(2018, 1, 8)
116 self.assertDictEqual(expected, liquidities["high"][date])
80cdd672
IB		 117
118 expected = {
119 'BTC': (D("1.1102e-16"), "long"),
120 'ETC': (D("0.1"), "long"),
121 'FCT': (D("0.1"), "long"),
122 'GAS': (D("0.1"), "long"),
123 'NAV': (D("0.1"), "long"),
124 'OMG': (D("0.1"), "long"),
125 'OMNI': (D("0.1"), "long"),
126 'PPC': (D("0.1"), "long"),
127 'RIC': (D("0.1"), "long"),
128 'VIA': (D("0.1"), "long"),
129 'XCP': (D("0.1"), "long"),
130 }
9f54fd9a
IB		 131 self.assertDictEqual(expected, liquidities["medium"][date])
132 self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date)
80cdd672 133
f86ee140 134 self.m.report.log_http_request.assert_called_once_with("GET",
3d0247f9 135 portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
f86ee140 136 self.m.report.log_http_request.reset_mock()
3d0247f9 137
80cdd672 138 # It doesn't refetch the data when available
f86ee140
IB		 139 portfolio.Portfolio.parse_cryptoportfolio(self.m)
140 self.m.report.log_http_request.assert_not_called()
80cdd672
IB		 141
142 self.assertEqual(1, self.wm.call_count)
143
f86ee140 144 portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True)
9f54fd9a 145 self.assertEqual(2, self.wm.call_count)
f86ee140 146 self.m.report.log_http_request.assert_called_once()
9f54fd9a 147
f86ee140 148 def test_repartition(self):
80cdd672
IB		 149 expected_medium = {
150 'BTC': (D("1.1102e-16"), "long"),
151 'USDT': (D("0.1"), "long"),
152 'ETC': (D("0.1"), "long"),
153 'FCT': (D("0.1"), "long"),
154 'OMG': (D("0.1"), "long"),
155 'STEEM': (D("0.1"), "long"),
156 'STRAT': (D("0.1"), "long"),
157 'XEM': (D("0.1"), "long"),
158 'XMR': (D("0.1"), "long"),
159 'XVC': (D("0.1"), "long"),
160 'ZRX': (D("0.1"), "long"),
161 }
162 expected_high = {
163 'USDT': (D("0.1226"), "long"),
164 'BTC': (D("0.1429"), "long"),
165 'ETC': (D("0.1127"), "long"),
166 'ETH': (D("0.1569"), "long"),
167 'FCT': (D("0.3341"), "long"),
168 'GAS': (D("0.1308"), "long"),
169 }
170
f86ee140
IB		 171 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m))
172 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium"))
173 self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high"))
80cdd672 174
9f54fd9a
IB		 175 self.assertEqual(1, self.wm.call_count)
176
f86ee140 177 portfolio.Portfolio.repartition(self.m)
9f54fd9a
IB		 178 self.assertEqual(1, self.wm.call_count)
179
f86ee140 180 portfolio.Portfolio.repartition(self.m, refetch=True)
9f54fd9a 181 self.assertEqual(2, self.wm.call_count)
f86ee140
IB		 182 self.m.report.log_http_request.assert_called()
183 self.assertEqual(2, self.m.report.log_http_request.call_count)
9f54fd9a
IB		 184
185 @mock.patch.object(portfolio.time, "sleep")
186 @mock.patch.object(portfolio.Portfolio, "repartition")
187 def test_wait_for_recent(self, repartition, sleep):
188 self.call_count = 0
f86ee140
IB		 189 def _repartition(market, refetch):
190 self.assertEqual(self.m, market)
9f54fd9a
IB		 191 self.assertTrue(refetch)
192 self.call_count += 1
193 portfolio.Portfolio.last_date = portfolio.datetime.now()\
194 - portfolio.timedelta(10)\
195 + portfolio.timedelta(self.call_count)
196 repartition.side_effect = _repartition
197
f86ee140 198 portfolio.Portfolio.wait_for_recent(self.m)
9f54fd9a
IB		 199 sleep.assert_called_with(30)
200 self.assertEqual(6, sleep.call_count)
201 self.assertEqual(7, repartition.call_count)
f86ee140 202 self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
9f54fd9a
IB		 203
204 sleep.reset_mock()
205 repartition.reset_mock()
206 portfolio.Portfolio.last_date = None
207 self.call_count = 0
f86ee140 208 portfolio.Portfolio.wait_for_recent(self.m, delta=15)
9f54fd9a
IB		 209 sleep.assert_not_called()
210 self.assertEqual(1, repartition.call_count)
211
212 sleep.reset_mock()
213 repartition.reset_mock()
214 portfolio.Portfolio.last_date = None
215 self.call_count = 0
f86ee140 216 portfolio.Portfolio.wait_for_recent(self.m, delta=1)
9f54fd9a
IB		 217 sleep.assert_called_with(30)
218 self.assertEqual(9, sleep.call_count)
219 self.assertEqual(10, repartition.call_count)
220
1aa7d4fa 221@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672 222class AmountTest(WebMockTestCase):
dd359bc0 223 def test_values(self):
5ab23e1c
IB		 224 amount = portfolio.Amount("BTC", "0.65")
225 self.assertEqual(D("0.65"), amount.value)
dd359bc0
IB		 226 self.assertEqual("BTC", amount.currency)
227
dd359bc0
IB		 228 def test_in_currency(self):
229 amount = portfolio.Amount("ETC", 10)
230
f86ee140 231 self.assertEqual(amount, amount.in_currency("ETC", self.m))
dd359bc0 232
f86ee140
IB		 233 with self.subTest(desc="no ticker for currency"):
234 self.m.get_ticker.return_value = None
dd359bc0 235
f86ee140 236 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
dd359bc0 237
f86ee140
IB		 238 with self.subTest(desc="nominal case"):
239 self.m.get_ticker.return_value = {
deb8924c
IB		 240 "bid": D("0.2"),
241 "ask": D("0.4"),
5ab23e1c 242 "average": D("0.3"),
dd359bc0
IB		 243 "foo": "bar",
244 }
f86ee140 245 converted_amount = amount.in_currency("ETH", self.m)
dd359bc0 246
5ab23e1c 247 self.assertEqual(D("3.0"), converted_amount.value)
dd359bc0
IB		 248 self.assertEqual("ETH", converted_amount.currency)
249 self.assertEqual(amount, converted_amount.linked_to)
250 self.assertEqual("bar", converted_amount.ticker["foo"])
251
f86ee140 252 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
deb8924c
IB		 253 self.assertEqual(D("2"), converted_amount.value)
254
f86ee140 255 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
deb8924c
IB		 256 self.assertEqual(D("4"), converted_amount.value)
257
f86ee140 258 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
c2644ba8
IB		 259 self.assertEqual(D("0.2"), converted_amount.value)
260
80cdd672
IB		 261 def test__round(self):
262 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
263 self.assertEqual(D("1.23456789"), round(amount).value)
264 self.assertEqual(D("1.23"), round(amount, 2).value)
265
dd359bc0
IB		 266 def test__abs(self):
267 amount = portfolio.Amount("SC", -120)
268 self.assertEqual(120, abs(amount).value)
269 self.assertEqual("SC", abs(amount).currency)
270
271 amount = portfolio.Amount("SC", 10)
272 self.assertEqual(10, abs(amount).value)
273 self.assertEqual("SC", abs(amount).currency)
274
275 def test__add(self):
5ab23e1c
IB		 276 amount1 = portfolio.Amount("XVG", "12.9")
277 amount2 = portfolio.Amount("XVG", "13.1")
dd359bc0
IB		 278
279 self.assertEqual(26, (amount1 + amount2).value)
280 self.assertEqual("XVG", (amount1 + amount2).currency)
281
5ab23e1c 282 amount3 = portfolio.Amount("ETH", "1.6")
dd359bc0
IB		 283 with self.assertRaises(Exception):
284 amount1 + amount3
285
286 amount4 = portfolio.Amount("ETH", 0.0)
287 self.assertEqual(amount1, amount1 + amount4)
288
f320eb8a
IB		 289 self.assertEqual(amount1, amount1 + 0)
290
dd359bc0 291 def test__radd(self):
5ab23e1c 292 amount = portfolio.Amount("XVG", "12.9")
dd359bc0
IB		 293
294 self.assertEqual(amount, 0 + amount)
295 with self.assertRaises(Exception):
296 4 + amount
297
298 def test__sub(self):
5ab23e1c
IB		 299 amount1 = portfolio.Amount("XVG", "13.3")
300 amount2 = portfolio.Amount("XVG", "13.1")
dd359bc0 301
5ab23e1c 302 self.assertEqual(D("0.2"), (amount1 - amount2).value)
dd359bc0
IB		 303 self.assertEqual("XVG", (amount1 - amount2).currency)
304
5ab23e1c 305 amount3 = portfolio.Amount("ETH", "1.6")
dd359bc0
IB		 306 with self.assertRaises(Exception):
307 amount1 - amount3
308
309 amount4 = portfolio.Amount("ETH", 0.0)
310 self.assertEqual(amount1, amount1 - amount4)
311
f320eb8a
IB		 312 def test__rsub(self):
313 amount = portfolio.Amount("ETH", "1.6")
314 with self.assertRaises(Exception):
315 3 - amount
316
f86ee140 317 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
f320eb8a 318
dd359bc0
IB		 319 def test__mul(self):
320 amount = portfolio.Amount("XEM", 11)
321
5ab23e1c
IB		 322 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
323 self.assertEqual(D("33"), (amount * 3).value)
dd359bc0
IB		 324
325 with self.assertRaises(Exception):
326 amount * amount
327
328 def test__rmul(self):
329 amount = portfolio.Amount("XEM", 11)
330
5ab23e1c
IB		 331 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
332 self.assertEqual(D("33"), (3 * amount).value)
dd359bc0
IB		 333
334 def test__floordiv(self):
335 amount = portfolio.Amount("XEM", 11)
336
5ab23e1c
IB		 337 self.assertEqual(D("5.5"), (amount / 2).value)
338 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
dd359bc0 339
1aa7d4fa
IB		 340 with self.assertRaises(Exception):
341 amount / amount
342
80cdd672 343 def test__truediv(self):
dd359bc0
IB		 344 amount = portfolio.Amount("XEM", 11)
345
5ab23e1c
IB		 346 self.assertEqual(D("5.5"), (amount / 2).value)
347 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
dd359bc0
IB		 348
349 def test__lt(self):
350 amount1 = portfolio.Amount("BTD", 11.3)
351 amount2 = portfolio.Amount("BTD", 13.1)
352
353 self.assertTrue(amount1 < amount2)
354 self.assertFalse(amount2 < amount1)
355 self.assertFalse(amount1 < amount1)
356
357 amount3 = portfolio.Amount("BTC", 1.6)
358 with self.assertRaises(Exception):
359 amount1 < amount3
360
80cdd672
IB		 361 def test__le(self):
362 amount1 = portfolio.Amount("BTD", 11.3)
363 amount2 = portfolio.Amount("BTD", 13.1)
364
365 self.assertTrue(amount1 <= amount2)
366 self.assertFalse(amount2 <= amount1)
367 self.assertTrue(amount1 <= amount1)
368
369 amount3 = portfolio.Amount("BTC", 1.6)
370 with self.assertRaises(Exception):
371 amount1 <= amount3
372
373 def test__gt(self):
374 amount1 = portfolio.Amount("BTD", 11.3)
375 amount2 = portfolio.Amount("BTD", 13.1)
376
377 self.assertTrue(amount2 > amount1)
378 self.assertFalse(amount1 > amount2)
379 self.assertFalse(amount1 > amount1)
380
381 amount3 = portfolio.Amount("BTC", 1.6)
382 with self.assertRaises(Exception):
383 amount3 > amount1
384
385 def test__ge(self):
386 amount1 = portfolio.Amount("BTD", 11.3)
387 amount2 = portfolio.Amount("BTD", 13.1)
388
389 self.assertTrue(amount2 >= amount1)
390 self.assertFalse(amount1 >= amount2)
391 self.assertTrue(amount1 >= amount1)
392
393 amount3 = portfolio.Amount("BTC", 1.6)
394 with self.assertRaises(Exception):
395 amount3 >= amount1
396
dd359bc0
IB		 397 def test__eq(self):
398 amount1 = portfolio.Amount("BTD", 11.3)
399 amount2 = portfolio.Amount("BTD", 13.1)
400 amount3 = portfolio.Amount("BTD", 11.3)
401
402 self.assertFalse(amount1 == amount2)
403 self.assertFalse(amount2 == amount1)
404 self.assertTrue(amount1 == amount3)
405 self.assertFalse(amount2 == 0)
406
407 amount4 = portfolio.Amount("BTC", 1.6)
408 with self.assertRaises(Exception):
409 amount1 == amount4
410
411 amount5 = portfolio.Amount("BTD", 0)
412 self.assertTrue(amount5 == 0)
413
80cdd672
IB		 414 def test__ne(self):
415 amount1 = portfolio.Amount("BTD", 11.3)
416 amount2 = portfolio.Amount("BTD", 13.1)
417 amount3 = portfolio.Amount("BTD", 11.3)
418
419 self.assertTrue(amount1 != amount2)
420 self.assertTrue(amount2 != amount1)
421 self.assertFalse(amount1 != amount3)
422 self.assertTrue(amount2 != 0)
423
424 amount4 = portfolio.Amount("BTC", 1.6)
425 with self.assertRaises(Exception):
426 amount1 != amount4
427
428 amount5 = portfolio.Amount("BTD", 0)
429 self.assertFalse(amount5 != 0)
430
431 def test__neg(self):
432 amount1 = portfolio.Amount("BTD", "11.3")
433
434 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
435
dd359bc0
IB		 436 def test__str(self):
437 amount1 = portfolio.Amount("BTX", 32)
438 self.assertEqual("32.00000000 BTX", str(amount1))
439
440 amount2 = portfolio.Amount("USDT", 12000)
441 amount1.linked_to = amount2
442 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
443
444 def test__repr(self):
445 amount1 = portfolio.Amount("BTX", 32)
446 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
447
448 amount2 = portfolio.Amount("USDT", 12000)
449 amount1.linked_to = amount2
450 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
451
452 amount3 = portfolio.Amount("BTC", 0.1)
453 amount2.linked_to = amount3
454 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
455
3d0247f9
IB		 456 def test_as_json(self):
457 amount = portfolio.Amount("BTX", 32)
458 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
459
460 amount = portfolio.Amount("BTX", "1E-10")
461 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
462
463 amount = portfolio.Amount("BTX", "1E-5")
464 self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
465 self.assertEqual("0.00001", str(amount.as_json()["value"]))
466
1aa7d4fa 467@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672 468class BalanceTest(WebMockTestCase):
f2da6589 469 def test_values(self):
80cdd672
IB		 470 balance = portfolio.Balance("BTC", {
471 "exchange_total": "0.65",
472 "exchange_free": "0.35",
473 "exchange_used": "0.30",
474 "margin_total": "-10",
475 "margin_borrowed": "-10",
476 "margin_free": "0",
477 "margin_position_type": "short",
478 "margin_borrowed_base_currency": "USDT",
479 "margin_liquidation_price": "1.20",
480 "margin_pending_gain": "10",
481 "margin_lending_fees": "0.4",
482 "margin_borrowed_base_price": "0.15",
483 })
484 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
485 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
486 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
487 self.assertEqual("BTC", balance.exchange_total.currency)
488 self.assertEqual("BTC", balance.exchange_free.currency)
489 self.assertEqual("BTC", balance.exchange_total.currency)
490
491 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
492 self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value)
493 self.assertEqual(portfolio.D("0"), balance.margin_free.value)
494 self.assertEqual("BTC", balance.margin_total.currency)
495 self.assertEqual("BTC", balance.margin_borrowed.currency)
496 self.assertEqual("BTC", balance.margin_free.currency)
f2da6589 497
f2da6589
IB		 498 self.assertEqual("BTC", balance.currency)
499
80cdd672
IB		 500 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
501 self.assertEqual("USDT", balance.margin_lending_fees.currency)
502
6ca5a1ec
IB		 503 def test__repr(self):
504 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
505 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
506 balance = portfolio.Balance("BTX", { "exchange_total": 3,
507 "exchange_used": 1, "exchange_free": 2 })
508 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
f2da6589 509
1aa7d4fa
IB		 510 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
511 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
512
6ca5a1ec
IB		 513 balance = portfolio.Balance("BTX", { "margin_total": 3,
514 "margin_borrowed": 1, "margin_free": 2 })
515 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance))
f2da6589 516
1aa7d4fa
IB		 517 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 2 })
518 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
519
6ca5a1ec
IB		 520 balance = portfolio.Balance("BTX", { "margin_total": -3,
521 "margin_borrowed_base_price": D("0.1"),
522 "margin_borrowed_base_currency": "BTC",
523 "margin_lending_fees": D("0.002") })
524 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
f2da6589 525
1aa7d4fa
IB		 526 balance = portfolio.Balance("BTX", { "margin_total": 1,
527 "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2})
528 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
529
3d0247f9
IB		 530 def test_as_json(self):
531 balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
532 as_json = balance.as_json()
533 self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
534 self.assertEqual(D(0), as_json["total"])
535 self.assertEqual(D(2), as_json["exchange_total"])
536 self.assertEqual(D(2), as_json["exchange_free"])
537 self.assertEqual(D(0), as_json["exchange_used"])
538 self.assertEqual(D(0), as_json["margin_total"])
539 self.assertEqual(D(0), as_json["margin_free"])
540 self.assertEqual(D(0), as_json["margin_borrowed"])
541
1aa7d4fa 542@unittest.skipUnless("unit" in limits, "Unit skipped")
f86ee140
IB		 543class MarketTest(WebMockTestCase):
544 def setUp(self):
545 super(MarketTest, self).setUp()
546
547 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
548
549 def test_values(self):
550 m = market.Market(self.ccxt)
551
552 self.assertEqual(self.ccxt, m.ccxt)
553 self.assertFalse(m.debug)
554 self.assertIsInstance(m.report, market.ReportStore)
555 self.assertIsInstance(m.trades, market.TradeStore)
556 self.assertIsInstance(m.balances, market.BalanceStore)
557 self.assertEqual(m, m.report.market)
558 self.assertEqual(m, m.trades.market)
559 self.assertEqual(m, m.balances.market)
560 self.assertEqual(m, m.ccxt._market)
561
562 m = market.Market(self.ccxt, debug=True)
563 self.assertTrue(m.debug)
564
565 m = market.Market(self.ccxt, debug=False)
566 self.assertFalse(m.debug)
567
568 @mock.patch("market.ccxt")
569 def test_from_config(self, ccxt):
570 with mock.patch("market.ReportStore"):
571 ccxt.poloniexE.return_value = self.ccxt
572 self.ccxt.session.request.return_value = "response"
573
d24bb10c 574 m = market.Market.from_config({"key": "key", "secred": "secret"})
f86ee140
IB		 575
576 self.assertEqual(self.ccxt, m.ccxt)
577
578 self.ccxt.session.request("GET", "URL", data="data",
579 headers="headers")
580 m.report.log_http_request.assert_called_with('GET', 'URL', 'data',
581 'headers', 'response')
582
d24bb10c 583 m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True)
f86ee140
IB		 584 self.assertEqual(True, m.debug)
585
6ca5a1ec 586 def test_get_ticker(self):
f86ee140
IB		 587 m = market.Market(self.ccxt)
588 self.ccxt.fetch_ticker.side_effect = [
6ca5a1ec 589 { "bid": 1, "ask": 3 },
f86ee140 590 market.ExchangeError("foo"),
6ca5a1ec 591 { "bid": 10, "ask": 40 },
f86ee140
IB		 592 market.ExchangeError("foo"),
593 market.ExchangeError("foo"),
6ca5a1ec 594 ]
f2da6589 595
f86ee140
IB		 596 ticker = m.get_ticker("ETH", "ETC")
597 self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
6ca5a1ec
IB		 598 self.assertEqual(1, ticker["bid"])
599 self.assertEqual(3, ticker["ask"])
600 self.assertEqual(2, ticker["average"])
601 self.assertFalse(ticker["inverted"])
f2da6589 602
f86ee140 603 ticker = m.get_ticker("ETH", "XVG")
6ca5a1ec
IB		 604 self.assertEqual(0.0625, ticker["average"])
605 self.assertTrue(ticker["inverted"])
606 self.assertIn("original", ticker)
607 self.assertEqual(10, ticker["original"]["bid"])
f2da6589 608
f86ee140 609 ticker = m.get_ticker("XVG", "XMR")
6ca5a1ec 610 self.assertIsNone(ticker)
a9950fd0 611
f86ee140 612 self.ccxt.fetch_ticker.assert_has_calls([
6ca5a1ec
IB		 613 mock.call("ETH/ETC"),
614 mock.call("ETH/XVG"),
615 mock.call("XVG/ETH"),
616 mock.call("XVG/XMR"),
617 mock.call("XMR/XVG"),
618 ])
f2da6589 619
f86ee140
IB		 620 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
621 m1b = market.Market(self.ccxt)
622 m1b.get_ticker("ETH", "ETC")
623 self.ccxt.fetch_ticker.assert_not_called()
624
625 self.ccxt = mock.Mock(spec=market.ccxt.poloniex)
626 m2 = market.Market(self.ccxt)
627 self.ccxt.fetch_ticker.side_effect = [
6ca5a1ec
IB		 628 { "bid": 1, "ask": 3 },
629 { "bid": 1.2, "ask": 3.5 },
630 ]
f86ee140
IB		 631 ticker1 = m2.get_ticker("ETH", "ETC")
632 ticker2 = m2.get_ticker("ETH", "ETC")
633 ticker3 = m2.get_ticker("ETC", "ETH")
634 self.ccxt.fetch_ticker.assert_called_once_with("ETH/ETC")
6ca5a1ec
IB		 635 self.assertEqual(1, ticker1["bid"])
636 self.assertDictEqual(ticker1, ticker2)
637 self.assertDictEqual(ticker1, ticker3["original"])
f2da6589 638
f86ee140
IB		 639 ticker4 = m2.get_ticker("ETH", "ETC", refresh=True)
640 ticker5 = m2.get_ticker("ETH", "ETC")
6ca5a1ec
IB		 641 self.assertEqual(1.2, ticker4["bid"])
642 self.assertDictEqual(ticker4, ticker5)
f2da6589 643
f86ee140
IB		 644 self.ccxt = mock.Mock(spec=market.ccxt.binance)
645 m3 = market.Market(self.ccxt)
646 self.ccxt.fetch_ticker.side_effect = [
6ca5a1ec
IB		 647 { "bid": 1, "ask": 3 },
648 { "bid": 1.2, "ask": 3.5 },
649 ]
f86ee140
IB		 650 ticker6 = m3.get_ticker("ETH", "ETC")
651 m3.ticker_cache_timestamp -= 4
652 ticker7 = m3.get_ticker("ETH", "ETC")
653 m3.ticker_cache_timestamp -= 2
654 ticker8 = m3.get_ticker("ETH", "ETC")
6ca5a1ec
IB		 655 self.assertDictEqual(ticker6, ticker7)
656 self.assertEqual(1.2, ticker8["bid"])
f2da6589 657
6ca5a1ec 658 def test_fetch_fees(self):
f86ee140
IB		 659 m = market.Market(self.ccxt)
660 self.ccxt.fetch_fees.return_value = "Foo"
661 self.assertEqual("Foo", m.fetch_fees())
662 self.ccxt.fetch_fees.assert_called_once()
663 self.ccxt.reset_mock()
664 self.assertEqual("Foo", m.fetch_fees())
665 self.ccxt.fetch_fees.assert_not_called()
f2da6589 666
350ed24d 667 @mock.patch.object(portfolio.Portfolio, "repartition")
f86ee140
IB		 668 @mock.patch.object(market.Market, "get_ticker")
669 @mock.patch.object(market.TradeStore, "compute_trades")
670 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
f2da6589 671 repartition.return_value = {
350ed24d
IB		 672 "XEM": (D("0.75"), "long"),
673 "BTC": (D("0.25"), "long"),
f2da6589 674 }
f86ee140 675 def _get_ticker(c1, c2):
deb8924c
IB		 676 if c1 == "USDT" and c2 == "BTC":
677 return { "average": D("0.0001") }
678 if c1 == "XVG" and c2 == "BTC":
679 return { "average": D("0.000001") }
680 if c1 == "XEM" and c2 == "BTC":
681 return { "average": D("0.001") }
a9950fd0 682 self.fail("Should be called with {}, {}".format(c1, c2))
deb8924c
IB		 683 get_ticker.side_effect = _get_ticker
684
f86ee140
IB		 685 with mock.patch("market.ReportStore"):
686 m = market.Market(self.ccxt)
687 self.ccxt.fetch_all_balances.return_value = {
688 "USDT": {
689 "exchange_free": D("10000.0"),
690 "exchange_used": D("0.0"),
691 "exchange_total": D("10000.0"),
692 "total": D("10000.0")
693 },
694 "XVG": {
695 "exchange_free": D("10000.0"),
696 "exchange_used": D("0.0"),
697 "exchange_total": D("10000.0"),
698 "total": D("10000.0")
699 },
700 }
18167a3c 701
f86ee140 702 m.balances.fetch_balances(tag="tag")
f2da6589 703
f86ee140
IB		 704 m.prepare_trades()
705 compute_trades.assert_called()
706
707 call = compute_trades.call_args
708 self.assertEqual(1, call[0][0]["USDT"].value)
709 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
710 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
711 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
712 m.report.log_stage.assert_called_once_with("prepare_trades")
713 m.report.log_balances.assert_called_once_with(tag="tag")
f2da6589 714
c51687d2 715 @mock.patch.object(portfolio.Portfolio, "repartition")
f86ee140
IB		 716 @mock.patch.object(market.Market, "get_ticker")
717 @mock.patch.object(market.TradeStore, "compute_trades")
718 def test_update_trades(self, compute_trades, get_ticker, repartition):
c51687d2
IB		 719 repartition.return_value = {
720 "XEM": (D("0.75"), "long"),
721 "BTC": (D("0.25"), "long"),
722 }
f86ee140 723 def _get_ticker(c1, c2):
c51687d2
IB		 724 if c1 == "USDT" and c2 == "BTC":
725 return { "average": D("0.0001") }
726 if c1 == "XVG" and c2 == "BTC":
727 return { "average": D("0.000001") }
728 if c1 == "XEM" and c2 == "BTC":
729 return { "average": D("0.001") }
730 self.fail("Should be called with {}, {}".format(c1, c2))
731 get_ticker.side_effect = _get_ticker
732
f86ee140
IB		 733 with mock.patch("market.ReportStore"):
734 m = market.Market(self.ccxt)
735 self.ccxt.fetch_all_balances.return_value = {
736 "USDT": {
737 "exchange_free": D("10000.0"),
738 "exchange_used": D("0.0"),
739 "exchange_total": D("10000.0"),
740 "total": D("10000.0")
741 },
742 "XVG": {
743 "exchange_free": D("10000.0"),
744 "exchange_used": D("0.0"),
745 "exchange_total": D("10000.0"),
746 "total": D("10000.0")
747 },
748 }
749
750 m.balances.fetch_balances(tag="tag")
18167a3c 751
f86ee140
IB		 752 m.update_trades()
753 compute_trades.assert_called()
c51687d2 754
f86ee140
IB		 755 call = compute_trades.call_args
756 self.assertEqual(1, call[0][0]["USDT"].value)
757 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
758 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
759 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
760 m.report.log_stage.assert_called_once_with("update_trades")
761 m.report.log_balances.assert_called_once_with(tag="tag")
c51687d2
IB		 762
763 @mock.patch.object(portfolio.Portfolio, "repartition")
f86ee140
IB		 764 @mock.patch.object(market.Market, "get_ticker")
765 @mock.patch.object(market.TradeStore, "compute_trades")
766 def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
767 def _get_ticker(c1, c2):
c51687d2
IB		 768 if c1 == "USDT" and c2 == "BTC":
769 return { "average": D("0.0001") }
770 if c1 == "XVG" and c2 == "BTC":
771 return { "average": D("0.000001") }
772 self.fail("Should be called with {}, {}".format(c1, c2))
773 get_ticker.side_effect = _get_ticker
774
f86ee140
IB		 775 with mock.patch("market.ReportStore"):
776 m = market.Market(self.ccxt)
777 self.ccxt.fetch_all_balances.return_value = {
778 "USDT": {
779 "exchange_free": D("10000.0"),
780 "exchange_used": D("0.0"),
781 "exchange_total": D("10000.0"),
782 "total": D("10000.0")
783 },
784 "XVG": {
785 "exchange_free": D("10000.0"),
786 "exchange_used": D("0.0"),
787 "exchange_total": D("10000.0"),
788 "total": D("10000.0")
789 },
790 }
791
792 m.balances.fetch_balances(tag="tag")
18167a3c 793
f86ee140 794 m.prepare_trades_to_sell_all()
c51687d2 795
f86ee140
IB		 796 repartition.assert_not_called()
797 compute_trades.assert_called()
798
799 call = compute_trades.call_args
800 self.assertEqual(1, call[0][0]["USDT"].value)
801 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
802 self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
803 m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all")
804 m.report.log_balances.assert_called_once_with(tag="tag")
a9950fd0 805
1aa7d4fa 806 @mock.patch.object(portfolio.time, "sleep")
f86ee140 807 @mock.patch.object(market.TradeStore, "all_orders")
1aa7d4fa 808 def test_follow_orders(self, all_orders, time_mock):
3d0247f9
IB		 809 for debug, sleep in [
810 (False, None), (True, None),
811 (False, 12), (True, 12)]:
812 with self.subTest(sleep=sleep, debug=debug), \
f86ee140
IB		 813 mock.patch("market.ReportStore"):
814 m = market.Market(self.ccxt, debug=debug)
815
1aa7d4fa
IB		 816 order_mock1 = mock.Mock()
817 order_mock2 = mock.Mock()
818 order_mock3 = mock.Mock()
819 all_orders.side_effect = [
820 [order_mock1, order_mock2],
821 [order_mock1, order_mock2],
822
823 [order_mock1, order_mock3],
824 [order_mock1, order_mock3],
825
826 [order_mock1, order_mock3],
827 [order_mock1, order_mock3],
828
829 []
830 ]
831
832 order_mock1.get_status.side_effect = ["open", "open", "closed"]
833 order_mock2.get_status.side_effect = ["open"]
834 order_mock3.get_status.side_effect = ["open", "closed"]
835
836 order_mock1.trade = mock.Mock()
837 order_mock2.trade = mock.Mock()
838 order_mock3.trade = mock.Mock()
839
f86ee140 840 m.follow_orders(sleep=sleep)
1aa7d4fa
IB		 841
842 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
843 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
844 self.assertEqual(2, order_mock1.trade.update_order.call_count)
845 self.assertEqual(3, order_mock1.get_status.call_count)
846
847 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
848 self.assertEqual(1, order_mock2.trade.update_order.call_count)
849 self.assertEqual(1, order_mock2.get_status.call_count)
850
851 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
852 self.assertEqual(1, order_mock3.trade.update_order.call_count)
853 self.assertEqual(2, order_mock3.get_status.call_count)
f86ee140 854 m.report.log_stage.assert_called()
3d0247f9
IB		 855 calls = [
856 mock.call("follow_orders_begin"),
857 mock.call("follow_orders_tick_1"),
858 mock.call("follow_orders_tick_2"),
859 mock.call("follow_orders_tick_3"),
860 mock.call("follow_orders_end"),
861 ]
f86ee140
IB		 862 m.report.log_stage.assert_has_calls(calls)
863 m.report.log_orders.assert_called()
864 self.assertEqual(3, m.report.log_orders.call_count)
3d0247f9
IB		 865 calls = [
866 mock.call([order_mock1, order_mock2], tick=1),
867 mock.call([order_mock1, order_mock3], tick=2),
868 mock.call([order_mock1, order_mock3], tick=3),
869 ]
f86ee140 870 m.report.log_orders.assert_has_calls(calls)
3d0247f9
IB		 871 calls = [
872 mock.call(order_mock1, 3, finished=True),
873 mock.call(order_mock3, 3, finished=True),
874 ]
f86ee140 875 m.report.log_order.assert_has_calls(calls)
1aa7d4fa
IB		 876
877 if sleep is None:
878 if debug:
f86ee140 879 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
1aa7d4fa
IB		 880 time_mock.assert_called_with(7)
881 else:
882 time_mock.assert_called_with(30)
883 else:
884 time_mock.assert_called_with(sleep)
885
f86ee140 886 @mock.patch.object(market.BalanceStore, "fetch_balances")
5a72ded7
IB		 887 def test_move_balance(self, fetch_balances):
888 for debug in [True, False]:
889 with self.subTest(debug=debug),\
f86ee140
IB		 890 mock.patch("market.ReportStore"):
891 m = market.Market(self.ccxt, debug=debug)
892
5a72ded7
IB		 893 value_from = portfolio.Amount("BTC", "1.0")
894 value_from.linked_to = portfolio.Amount("ETH", "10.0")
895 value_to = portfolio.Amount("BTC", "10.0")
f86ee140 896 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
5a72ded7
IB		 897
898 value_from = portfolio.Amount("BTC", "0.0")
899 value_from.linked_to = portfolio.Amount("ETH", "0.0")
900 value_to = portfolio.Amount("BTC", "-3.0")
f86ee140 901 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
5a72ded7
IB		 902
903 value_from = portfolio.Amount("USDT", "0.0")
904 value_from.linked_to = portfolio.Amount("XVG", "0.0")
905 value_to = portfolio.Amount("USDT", "-50.0")
f86ee140 906 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
5a72ded7 907
f86ee140 908 m.trades.all = [trade1, trade2, trade3]
5a72ded7
IB		 909 balance1 = portfolio.Balance("BTC", { "margin_free": "0" })
910 balance2 = portfolio.Balance("USDT", { "margin_free": "100" })
0c79fad3 911 balance3 = portfolio.Balance("ETC", { "margin_free": "10" })
f86ee140 912 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
5a72ded7 913
f86ee140 914 m.move_balances()
5a72ded7 915
f86ee140
IB		 916 fetch_balances.assert_called_with()
917 m.report.log_move_balances.assert_called_once()
3d0247f9 918
5a72ded7 919 if debug:
f86ee140
IB		 920 m.report.log_debug_action.assert_called()
921 self.assertEqual(3, m.report.log_debug_action.call_count)
5a72ded7 922 else:
f86ee140
IB		 923 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
924 self.ccxt.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange")
925 self.ccxt.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange")
926
1aa7d4fa 927@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 928class TradeStoreTest(WebMockTestCase):
f86ee140
IB		 929 def test_compute_trades(self):
930 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
1aa7d4fa
IB		 931
932 values_in_base = {
933 "XMR": portfolio.Amount("BTC", D("0.9")),
934 "DASH": portfolio.Amount("BTC", D("0.4")),
935 "XVG": portfolio.Amount("BTC", D("-0.5")),
936 "BTC": portfolio.Amount("BTC", D("0.5")),
937 }
938 new_repartition = {
939 "DASH": portfolio.Amount("BTC", D("0.5")),
940 "XVG": portfolio.Amount("BTC", D("0.1")),
941 "BTC": portfolio.Amount("BTC", D("0.4")),
942 "ETH": portfolio.Amount("BTC", D("0.3")),
943 }
3d0247f9
IB		 944 side_effect = [
945 (True, 1),
946 (False, 2),
947 (False, 3),
948 (True, 4),
949 (True, 5)
950 ]
1aa7d4fa 951
f86ee140
IB		 952 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
953 trade_store = market.TradeStore(self.m)
954 trade_if_matching.side_effect = side_effect
1aa7d4fa 955
f86ee140
IB		 956 trade_store.compute_trades(values_in_base,
957 new_repartition, only="only")
958
959 self.assertEqual(5, trade_if_matching.call_count)
960 self.assertEqual(3, len(trade_store.all))
961 self.assertEqual([1, 4, 5], trade_store.all)
962 self.m.report.log_trades.assert_called_with(side_effect, "only")
1aa7d4fa 963
3d0247f9 964 def test_trade_if_matching(self):
f86ee140
IB		 965
966 with self.subTest(only="nope"):
967 trade_store = market.TradeStore(self.m)
968 result = trade_store.trade_if_matching(
969 portfolio.Amount("BTC", D("0")),
970 portfolio.Amount("BTC", D("0.3")),
971 "ETH", only="nope")
972 self.assertEqual(False, result[0])
973 self.assertIsInstance(result[1], portfolio.Trade)
974
975 with self.subTest(only=None):
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=None)
981 self.assertEqual(True, result[0])
982
983 with self.subTest(only="acquire"):
984 trade_store = market.TradeStore(self.m)
985 result = trade_store.trade_if_matching(
986 portfolio.Amount("BTC", D("0")),
987 portfolio.Amount("BTC", D("0.3")),
988 "ETH", only="acquire")
989 self.assertEqual(True, result[0])
990
991 with self.subTest(only="dispose"):
992 trade_store = market.TradeStore(self.m)
993 result = trade_store.trade_if_matching(
994 portfolio.Amount("BTC", D("0")),
995 portfolio.Amount("BTC", D("0.3")),
996 "ETH", only="dispose")
997 self.assertEqual(False, result[0])
998
999 def test_prepare_orders(self):
1000 trade_store = market.TradeStore(self.m)
1001
6ca5a1ec
IB		 1002 trade_mock1 = mock.Mock()
1003 trade_mock2 = mock.Mock()
cfab619d 1004
3d0247f9
IB		 1005 trade_mock1.prepare_order.return_value = 1
1006 trade_mock2.prepare_order.return_value = 2
1007
f86ee140
IB		 1008 trade_store.all.append(trade_mock1)
1009 trade_store.all.append(trade_mock2)
6ca5a1ec 1010
f86ee140 1011 trade_store.prepare_orders()
6ca5a1ec
IB		 1012 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1013 trade_mock2.prepare_order.assert_called_with(compute_value="default")
f86ee140 1014 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
3d0247f9 1015
f86ee140 1016 self.m.report.log_orders.reset_mock()
6ca5a1ec 1017
f86ee140 1018 trade_store.prepare_orders(compute_value="bla")
6ca5a1ec
IB		 1019 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1020 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
f86ee140 1021 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
6ca5a1ec
IB		 1022
1023 trade_mock1.prepare_order.reset_mock()
1024 trade_mock2.prepare_order.reset_mock()
f86ee140 1025 self.m.report.log_orders.reset_mock()
6ca5a1ec
IB		 1026
1027 trade_mock1.action = "foo"
1028 trade_mock2.action = "bar"
f86ee140 1029 trade_store.prepare_orders(only="bar")
6ca5a1ec
IB		 1030 trade_mock1.prepare_order.assert_not_called()
1031 trade_mock2.prepare_order.assert_called_with(compute_value="default")
f86ee140 1032 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
6ca5a1ec
IB		 1033
1034 def test_print_all_with_order(self):
1035 trade_mock1 = mock.Mock()
1036 trade_mock2 = mock.Mock()
1037 trade_mock3 = mock.Mock()
f86ee140
IB		 1038 trade_store = market.TradeStore(self.m)
1039 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
6ca5a1ec 1040
f86ee140 1041 trade_store.print_all_with_order()
6ca5a1ec
IB		 1042
1043 trade_mock1.print_with_order.assert_called()
1044 trade_mock2.print_with_order.assert_called()
1045 trade_mock3.print_with_order.assert_called()
1046
f86ee140
IB		 1047 def test_run_orders(self):
1048 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1049 order_mock1 = mock.Mock()
1050 order_mock2 = mock.Mock()
1051 order_mock3 = mock.Mock()
1052 trade_store = market.TradeStore(self.m)
1053
1054 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1055
1056 trade_store.run_orders()
1057
1058 all_orders.assert_called_with(state="pending")
6ca5a1ec
IB		 1059
1060 order_mock1.run.assert_called()
1061 order_mock2.run.assert_called()
1062 order_mock3.run.assert_called()
1063
f86ee140
IB		 1064 self.m.report.log_stage.assert_called_with("run_orders")
1065 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
3d0247f9
IB		 1066 order_mock3])
1067
6ca5a1ec
IB		 1068 def test_all_orders(self):
1069 trade_mock1 = mock.Mock()
1070 trade_mock2 = mock.Mock()
1071
1072 order_mock1 = mock.Mock()
1073 order_mock2 = mock.Mock()
1074 order_mock3 = mock.Mock()
1075
1076 trade_mock1.orders = [order_mock1, order_mock2]
1077 trade_mock2.orders = [order_mock3]
1078
1079 order_mock1.status = "pending"
1080 order_mock2.status = "open"
1081 order_mock3.status = "open"
1082
f86ee140
IB		 1083 trade_store = market.TradeStore(self.m)
1084 trade_store.all.append(trade_mock1)
1085 trade_store.all.append(trade_mock2)
6ca5a1ec 1086
f86ee140 1087 orders = trade_store.all_orders()
6ca5a1ec
IB		 1088 self.assertEqual(3, len(orders))
1089
f86ee140 1090 open_orders = trade_store.all_orders(state="open")
6ca5a1ec
IB		 1091 self.assertEqual(2, len(open_orders))
1092 self.assertEqual([order_mock2, order_mock3], open_orders)
1093
f86ee140
IB		 1094 def test_update_all_orders_status(self):
1095 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1096 order_mock1 = mock.Mock()
1097 order_mock2 = mock.Mock()
1098 order_mock3 = mock.Mock()
1099
1100 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1101
1102 trade_store = market.TradeStore(self.m)
1103
1104 trade_store.update_all_orders_status()
1105 all_orders.assert_called_with(state="open")
6ca5a1ec 1106
f86ee140
IB		 1107 order_mock1.get_status.assert_called()
1108 order_mock2.get_status.assert_called()
1109 order_mock3.get_status.assert_called()
6ca5a1ec 1110
3d0247f9 1111
1aa7d4fa 1112@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec
IB		 1113class BalanceStoreTest(WebMockTestCase):
1114 def setUp(self):
1115 super(BalanceStoreTest, self).setUp()
1116
1117 self.fetch_balance = {
1118 "ETC": {
1119 "exchange_free": 0,
1120 "exchange_used": 0,
1121 "exchange_total": 0,
1122 "margin_total": 0,
1123 },
1124 "USDT": {
1125 "exchange_free": D("6.0"),
1126 "exchange_used": D("1.2"),
1127 "exchange_total": D("7.2"),
1128 "margin_total": 0,
1129 },
1130 "XVG": {
1131 "exchange_free": 16,
1132 "exchange_used": 0,
1133 "exchange_total": 16,
1134 "margin_total": 0,
1135 },
1136 "XMR": {
1137 "exchange_free": 0,
1138 "exchange_used": 0,
1139 "exchange_total": 0,
1140 "margin_total": D("-1.0"),
1141 "margin_free": 0,
1142 },
1143 }
1144
f86ee140
IB		 1145 def test_in_currency(self):
1146 self.m.get_ticker.return_value = {
1147 "bid": D("0.09"),
1148 "ask": D("0.11"),
1149 "average": D("0.1"),
1150 }
1151
1152 balance_store = market.BalanceStore(self.m)
1153 balance_store.all = {
6ca5a1ec
IB		 1154 "BTC": portfolio.Balance("BTC", {
1155 "total": "0.65",
1156 "exchange_total":"0.65",
1157 "exchange_free": "0.35",
1158 "exchange_used": "0.30"}),
1159 "ETH": portfolio.Balance("ETH", {
1160 "total": 3,
1161 "exchange_total": 3,
1162 "exchange_free": 3,
1163 "exchange_used": 0}),
1164 }
cfab619d 1165
f86ee140 1166 amounts = balance_store.in_currency("BTC")
6ca5a1ec
IB		 1167 self.assertEqual("BTC", amounts["ETH"].currency)
1168 self.assertEqual(D("0.65"), amounts["BTC"].value)
1169 self.assertEqual(D("0.30"), amounts["ETH"].value)
f86ee140 1170 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1171 "average", "total")
f86ee140 1172 self.m.report.log_tickers.reset_mock()
cfab619d 1173
f86ee140 1174 amounts = balance_store.in_currency("BTC", compute_value="bid")
6ca5a1ec
IB		 1175 self.assertEqual(D("0.65"), amounts["BTC"].value)
1176 self.assertEqual(D("0.27"), amounts["ETH"].value)
f86ee140 1177 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1178 "bid", "total")
f86ee140 1179 self.m.report.log_tickers.reset_mock()
cfab619d 1180
f86ee140 1181 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
6ca5a1ec
IB		 1182 self.assertEqual(D("0.30"), amounts["BTC"].value)
1183 self.assertEqual(0, amounts["ETH"].value)
f86ee140 1184 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1185 "bid", "exchange_used")
f86ee140 1186 self.m.report.log_tickers.reset_mock()
cfab619d 1187
f86ee140
IB		 1188 def test_fetch_balances(self):
1189 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
cfab619d 1190
f86ee140 1191 balance_store = market.BalanceStore(self.m)
cfab619d 1192
f86ee140
IB		 1193 balance_store.fetch_balances()
1194 self.assertNotIn("ETC", balance_store.currencies())
1195 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
1196
1197 balance_store.all["ETC"] = portfolio.Balance("ETC", {
6ca5a1ec
IB		 1198 "exchange_total": "1", "exchange_free": "0",
1199 "exchange_used": "1" })
f86ee140
IB		 1200 balance_store.fetch_balances(tag="foo")
1201 self.assertEqual(0, balance_store.all["ETC"].total)
1202 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
1203 self.m.report.log_balances.assert_called_with(tag="foo")
cfab619d 1204
6ca5a1ec 1205 @mock.patch.object(portfolio.Portfolio, "repartition")
f86ee140
IB		 1206 def test_dispatch_assets(self, repartition):
1207 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1208
1209 balance_store = market.BalanceStore(self.m)
1210 balance_store.fetch_balances()
6ca5a1ec 1211
f86ee140 1212 self.assertNotIn("XEM", balance_store.currencies())
6ca5a1ec 1213
3d0247f9 1214 repartition_hash = {
6ca5a1ec
IB		 1215 "XEM": (D("0.75"), "long"),
1216 "BTC": (D("0.26"), "long"),
1aa7d4fa 1217 "DASH": (D("0.10"), "short"),
6ca5a1ec 1218 }
3d0247f9 1219 repartition.return_value = repartition_hash
6ca5a1ec 1220
f86ee140
IB		 1221 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1222 repartition.assert_called_with(self.m, liquidity="medium")
1223 self.assertIn("XEM", balance_store.currencies())
6ca5a1ec
IB		 1224 self.assertEqual(D("2.6"), amounts["BTC"].value)
1225 self.assertEqual(D("7.5"), amounts["XEM"].value)
1aa7d4fa 1226 self.assertEqual(D("-1.0"), amounts["DASH"].value)
f86ee140
IB		 1227 self.m.report.log_balances.assert_called_with(tag=None)
1228 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
3d0247f9 1229 "11.1"), amounts, "medium", repartition_hash)
6ca5a1ec
IB		 1230
1231 def test_currencies(self):
f86ee140
IB		 1232 balance_store = market.BalanceStore(self.m)
1233
1234 balance_store.all = {
6ca5a1ec
IB		 1235 "BTC": portfolio.Balance("BTC", {
1236 "total": "0.65",
1237 "exchange_total":"0.65",
1238 "exchange_free": "0.35",
1239 "exchange_used": "0.30"}),
1240 "ETH": portfolio.Balance("ETH", {
1241 "total": 3,
1242 "exchange_total": 3,
1243 "exchange_free": 3,
1244 "exchange_used": 0}),
1245 }
f86ee140 1246 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
6ca5a1ec 1247
3d0247f9
IB		 1248 def test_as_json(self):
1249 balance_mock1 = mock.Mock()
1250 balance_mock1.as_json.return_value = 1
1251
1252 balance_mock2 = mock.Mock()
1253 balance_mock2.as_json.return_value = 2
1254
f86ee140
IB		 1255 balance_store = market.BalanceStore(self.m)
1256 balance_store.all = {
3d0247f9
IB		 1257 "BTC": balance_mock1,
1258 "ETH": balance_mock2,
1259 }
1260
f86ee140 1261 as_json = balance_store.as_json()
3d0247f9
IB		 1262 self.assertEqual(1, as_json["BTC"])
1263 self.assertEqual(2, as_json["ETH"])
1264
1265
1aa7d4fa 1266@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec
IB		 1267class ComputationTest(WebMockTestCase):
1268 def test_compute_value(self):
1269 compute = mock.Mock()
1270 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1271 compute.assert_called_with("foo", "ask")
1272
1273 compute.reset_mock()
1274 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1275 compute.assert_called_with("foo", "bid")
1276
1277 compute.reset_mock()
1278 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1279 compute.assert_called_with("foo", "ask")
1280
1281 compute.reset_mock()
1282 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1283 compute.assert_called_with("foo", "bid")
1284
1285 compute.reset_mock()
1286 portfolio.Computation.computations["test"] = compute
1287 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1288 compute.assert_called_with("foo", "bid")
1289
1290
1aa7d4fa 1291@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 1292class TradeTest(WebMockTestCase):
cfab619d 1293
cfab619d 1294 def test_values_assertion(self):
c51687d2
IB		 1295 value_from = portfolio.Amount("BTC", "1.0")
1296 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1297 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1298 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
66c8b3dd
IB		 1299 self.assertEqual("BTC", trade.base_currency)
1300 self.assertEqual("ETH", trade.currency)
f86ee140 1301 self.assertEqual(self.m, trade.market)
66c8b3dd
IB		 1302
1303 with self.assertRaises(AssertionError):
f86ee140 1304 portfolio.Trade(value_from, value_to, "ETC", self.m)
66c8b3dd
IB		 1305 with self.assertRaises(AssertionError):
1306 value_from.linked_to = None
f86ee140 1307 portfolio.Trade(value_from, value_to, "ETH", self.m)
66c8b3dd
IB		 1308 with self.assertRaises(AssertionError):
1309 value_from.currency = "ETH"
f86ee140 1310 portfolio.Trade(value_from, value_to, "ETH", self.m)
cfab619d 1311
c51687d2 1312 value_from = portfolio.Amount("BTC", 0)
f86ee140 1313 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1314 self.assertEqual(0, trade.value_from.linked_to)
cfab619d 1315
cfab619d 1316 def test_action(self):
c51687d2
IB		 1317 value_from = portfolio.Amount("BTC", "1.0")
1318 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1319 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1320 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
cfab619d 1321
c51687d2
IB		 1322 self.assertIsNone(trade.action)
1323
1324 value_from = portfolio.Amount("BTC", "1.0")
1325 value_from.linked_to = portfolio.Amount("BTC", "1.0")
1aa7d4fa 1326 value_to = portfolio.Amount("BTC", "2.0")
f86ee140 1327 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
c51687d2
IB		 1328
1329 self.assertIsNone(trade.action)
1330
1331 value_from = portfolio.Amount("BTC", "0.5")
1332 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1333 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1334 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1335
1336 self.assertEqual("acquire", trade.action)
1337
1338 value_from = portfolio.Amount("BTC", "0")
1339 value_from.linked_to = portfolio.Amount("ETH", "0")
1340 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1341 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1342
5a72ded7 1343 self.assertEqual("acquire", trade.action)
cfab619d 1344
cfab619d 1345 def test_order_action(self):
c51687d2
IB		 1346 value_from = portfolio.Amount("BTC", "0.5")
1347 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1348 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1349 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1350
1351 self.assertEqual("buy", trade.order_action(False))
1352 self.assertEqual("sell", trade.order_action(True))
1353
1354 value_from = portfolio.Amount("BTC", "0")
1355 value_from.linked_to = portfolio.Amount("ETH", "0")
1356 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1357 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1358
1359 self.assertEqual("sell", trade.order_action(False))
1360 self.assertEqual("buy", trade.order_action(True))
1361
1362 def test_trade_type(self):
1363 value_from = portfolio.Amount("BTC", "0.5")
1364 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1365 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1366 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1367
1368 self.assertEqual("long", trade.trade_type)
1369
1370 value_from = portfolio.Amount("BTC", "0")
1371 value_from.linked_to = portfolio.Amount("ETH", "0")
1372 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1373 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1374
1375 self.assertEqual("short", trade.trade_type)
1376
1377 def test_filled_amount(self):
1378 value_from = portfolio.Amount("BTC", "0.5")
1379 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1380 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1381 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1382
1383 order1 = mock.Mock()
1aa7d4fa 1384 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
c51687d2
IB		 1385
1386 order2 = mock.Mock()
1aa7d4fa 1387 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
c51687d2
IB		 1388 trade.orders.append(order1)
1389 trade.orders.append(order2)
1390
1aa7d4fa
IB		 1391 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1392 order1.filled_amount.assert_called_with(in_base_currency=False)
1393 order2.filled_amount.assert_called_with(in_base_currency=False)
c51687d2 1394
1aa7d4fa
IB		 1395 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1396 order1.filled_amount.assert_called_with(in_base_currency=False)
1397 order2.filled_amount.assert_called_with(in_base_currency=False)
1398
1399 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1400 order1.filled_amount.assert_called_with(in_base_currency=True)
1401 order2.filled_amount.assert_called_with(in_base_currency=True)
1402
1aa7d4fa
IB		 1403 @mock.patch.object(portfolio.Computation, "compute_value")
1404 @mock.patch.object(portfolio.Trade, "filled_amount")
1405 @mock.patch.object(portfolio, "Order")
f86ee140 1406 def test_prepare_order(self, Order, filled_amount, compute_value):
1aa7d4fa
IB		 1407 Order.return_value = "Order"
1408
1409 with self.subTest(desc="Nothing to do"):
1410 value_from = portfolio.Amount("BTC", "10")
1411 value_from.rate = D("0.1")
1412 value_from.linked_to = portfolio.Amount("FOO", "100")
1413 value_to = portfolio.Amount("BTC", "10")
f86ee140 1414 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 1415
1416 trade.prepare_order()
1417
1418 filled_amount.assert_not_called()
1419 compute_value.assert_not_called()
1420 self.assertEqual(0, len(trade.orders))
1421 Order.assert_not_called()
1422
f86ee140
IB		 1423 self.m.get_ticker.return_value = { "inverted": False }
1424 with self.subTest(desc="Already filled"):
1aa7d4fa
IB		 1425 filled_amount.return_value = portfolio.Amount("FOO", "100")
1426 compute_value.return_value = D("0.125")
1427
1428 value_from = portfolio.Amount("BTC", "10")
1429 value_from.rate = D("0.1")
1430 value_from.linked_to = portfolio.Amount("FOO", "100")
1431 value_to = portfolio.Amount("BTC", "0")
f86ee140 1432 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 1433
1434 trade.prepare_order()
1435
1436 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1437 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa 1438 self.assertEqual(0, len(trade.orders))
f86ee140 1439 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
1aa7d4fa
IB		 1440 Order.assert_not_called()
1441
1442 with self.subTest(action="dispose", inverted=False):
1443 filled_amount.return_value = portfolio.Amount("FOO", "60")
1444 compute_value.return_value = D("0.125")
1445
1446 value_from = portfolio.Amount("BTC", "10")
1447 value_from.rate = D("0.1")
1448 value_from.linked_to = portfolio.Amount("FOO", "100")
1449 value_to = portfolio.Amount("BTC", "1")
f86ee140 1450 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 1451
1452 trade.prepare_order()
1453
1454 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1455 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa
IB		 1456 self.assertEqual(1, len(trade.orders))
1457 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
f86ee140 1458 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
IB		 1459 trade, close_if_possible=False)
1460
2033e7fe
IB		 1461 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
1462 filled_amount.return_value = portfolio.Amount("FOO", "60")
1463 compute_value.return_value = D("0.125")
1464
1465 value_from = portfolio.Amount("BTC", "10")
1466 value_from.rate = D("0.1")
1467 value_from.linked_to = portfolio.Amount("FOO", "100")
1468 value_to = portfolio.Amount("BTC", "1")
1469 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1470
1471 trade.prepare_order(close_if_possible=True)
1472
1473 filled_amount.assert_called_with(in_base_currency=False)
1474 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1475 self.assertEqual(1, len(trade.orders))
1476 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1477 D("0.125"), "BTC", "long", self.m,
1478 trade, close_if_possible=True)
1479
1aa7d4fa
IB		 1480 with self.subTest(action="acquire", inverted=False):
1481 filled_amount.return_value = portfolio.Amount("BTC", "3")
1482 compute_value.return_value = D("0.125")
1483
1484 value_from = portfolio.Amount("BTC", "1")
1485 value_from.rate = D("0.1")
1486 value_from.linked_to = portfolio.Amount("FOO", "10")
1487 value_to = portfolio.Amount("BTC", "10")
f86ee140 1488 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 1489
1490 trade.prepare_order()
1491
1492 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1493 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
1aa7d4fa
IB		 1494 self.assertEqual(1, len(trade.orders))
1495
1496 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
f86ee140 1497 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
IB		 1498 trade, close_if_possible=False)
1499
1500 with self.subTest(close_if_possible=True):
1501 filled_amount.return_value = portfolio.Amount("FOO", "0")
1502 compute_value.return_value = D("0.125")
1503
1504 value_from = portfolio.Amount("BTC", "10")
1505 value_from.rate = D("0.1")
1506 value_from.linked_to = portfolio.Amount("FOO", "100")
1507 value_to = portfolio.Amount("BTC", "0")
f86ee140 1508 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 1509
1510 trade.prepare_order()
1511
1512 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1513 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa
IB		 1514 self.assertEqual(1, len(trade.orders))
1515 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
f86ee140 1516 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
IB		 1517 trade, close_if_possible=True)
1518
f86ee140 1519 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
1aa7d4fa
IB		 1520 with self.subTest(action="dispose", inverted=True):
1521 filled_amount.return_value = portfolio.Amount("FOO", "300")
1522 compute_value.return_value = D("125")
1523
1524 value_from = portfolio.Amount("BTC", "10")
1525 value_from.rate = D("0.01")
1526 value_from.linked_to = portfolio.Amount("FOO", "1000")
1527 value_to = portfolio.Amount("BTC", "1")
f86ee140 1528 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 1529
1530 trade.prepare_order(compute_value="foo")
1531
1532 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1533 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
1aa7d4fa
IB		 1534 self.assertEqual(1, len(trade.orders))
1535 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
f86ee140 1536 D("125"), "FOO", "long", self.m,
1aa7d4fa
IB		 1537 trade, close_if_possible=False)
1538
1539 with self.subTest(action="acquire", inverted=True):
1540 filled_amount.return_value = portfolio.Amount("BTC", "4")
1541 compute_value.return_value = D("125")
1542
1543 value_from = portfolio.Amount("BTC", "1")
1544 value_from.rate = D("0.01")
1545 value_from.linked_to = portfolio.Amount("FOO", "100")
1546 value_to = portfolio.Amount("BTC", "10")
f86ee140 1547 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB		 1548
1549 trade.prepare_order(compute_value="foo")
1550
1551 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1552 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
1aa7d4fa
IB		 1553 self.assertEqual(1, len(trade.orders))
1554 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
f86ee140 1555 D("125"), "FOO", "long", self.m,
1aa7d4fa
IB		 1556 trade, close_if_possible=False)
1557
1558
1559 @mock.patch.object(portfolio.Trade, "prepare_order")
1560 def test_update_order(self, prepare_order):
1561 order_mock = mock.Mock()
1562 new_order_mock = mock.Mock()
1563
1564 value_from = portfolio.Amount("BTC", "0.5")
1565 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1566 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1567 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
5a72ded7 1568 prepare_order.return_value = new_order_mock
1aa7d4fa
IB		 1569
1570 for i in [0, 1, 3, 4, 6]:
f86ee140 1571 with self.subTest(tick=i):
1aa7d4fa
IB		 1572 trade.update_order(order_mock, i)
1573 order_mock.cancel.assert_not_called()
1574 new_order_mock.run.assert_not_called()
f86ee140 1575 self.m.report.log_order.assert_called_once_with(order_mock, i,
3d0247f9 1576 update="waiting", compute_value=None, new_order=None)
1aa7d4fa
IB		 1577
1578 order_mock.reset_mock()
1579 new_order_mock.reset_mock()
1580 trade.orders = []
f86ee140
IB		 1581 self.m.report.log_order.reset_mock()
1582
1583 trade.update_order(order_mock, 2)
1584 order_mock.cancel.assert_called()
1585 new_order_mock.run.assert_called()
1586 prepare_order.assert_called()
1587 self.m.report.log_order.assert_called()
1588 self.assertEqual(2, self.m.report.log_order.call_count)
1589 calls = [
1590 mock.call(order_mock, 2, update="adjusting",
1591 compute_value='lambda x, y: (x[y] + x["average"]) / 2',
1592 new_order=new_order_mock),
1593 mock.call(order_mock, 2, new_order=new_order_mock),
1594 ]
1595 self.m.report.log_order.assert_has_calls(calls)
1aa7d4fa
IB		 1596
1597 order_mock.reset_mock()
1598 new_order_mock.reset_mock()
1599 trade.orders = []
f86ee140
IB		 1600 self.m.report.log_order.reset_mock()
1601
1602 trade.update_order(order_mock, 5)
1603 order_mock.cancel.assert_called()
1604 new_order_mock.run.assert_called()
1605 prepare_order.assert_called()
1606 self.assertEqual(2, self.m.report.log_order.call_count)
1607 self.m.report.log_order.assert_called()
1608 calls = [
1609 mock.call(order_mock, 5, update="adjusting",
1610 compute_value='lambda x, y: (x[y]*2 + x["average"]) / 3',
1611 new_order=new_order_mock),
1612 mock.call(order_mock, 5, new_order=new_order_mock),
1613 ]
1614 self.m.report.log_order.assert_has_calls(calls)
1aa7d4fa
IB		 1615
1616 order_mock.reset_mock()
1617 new_order_mock.reset_mock()
1618 trade.orders = []
f86ee140
IB		 1619 self.m.report.log_order.reset_mock()
1620
1621 trade.update_order(order_mock, 7)
1622 order_mock.cancel.assert_called()
1623 new_order_mock.run.assert_called()
1624 prepare_order.assert_called_with(compute_value="default")
1625 self.m.report.log_order.assert_called()
1626 self.assertEqual(2, self.m.report.log_order.call_count)
1627 calls = [
1628 mock.call(order_mock, 7, update="market_fallback",
1629 compute_value='default',
1630 new_order=new_order_mock),
1631 mock.call(order_mock, 7, new_order=new_order_mock),
1632 ]
1633 self.m.report.log_order.assert_has_calls(calls)
1aa7d4fa
IB		 1634
1635 order_mock.reset_mock()
1636 new_order_mock.reset_mock()
1637 trade.orders = []
f86ee140 1638 self.m.report.log_order.reset_mock()
1aa7d4fa
IB		 1639
1640 for i in [10, 13, 16]:
f86ee140 1641 with self.subTest(tick=i):
1aa7d4fa
IB		 1642 trade.update_order(order_mock, i)
1643 order_mock.cancel.assert_called()
1644 new_order_mock.run.assert_called()
1645 prepare_order.assert_called_with(compute_value="default")
f86ee140
IB		 1646 self.m.report.log_order.assert_called()
1647 self.assertEqual(2, self.m.report.log_order.call_count)
3d0247f9
IB		 1648 calls = [
1649 mock.call(order_mock, i, update="market_adjust",
1650 compute_value='default',
1651 new_order=new_order_mock),
1652 mock.call(order_mock, i, new_order=new_order_mock),
1653 ]
f86ee140 1654 self.m.report.log_order.assert_has_calls(calls)
1aa7d4fa
IB		 1655
1656 order_mock.reset_mock()
1657 new_order_mock.reset_mock()
1658 trade.orders = []
f86ee140 1659 self.m.report.log_order.reset_mock()
1aa7d4fa
IB		 1660
1661 for i in [8, 9, 11, 12]:
f86ee140 1662 with self.subTest(tick=i):
1aa7d4fa
IB		 1663 trade.update_order(order_mock, i)
1664 order_mock.cancel.assert_not_called()
1665 new_order_mock.run.assert_not_called()
f86ee140 1666 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
3d0247f9 1667 compute_value=None, new_order=None)
1aa7d4fa
IB		 1668
1669 order_mock.reset_mock()
1670 new_order_mock.reset_mock()
1671 trade.orders = []
f86ee140 1672 self.m.report.log_order.reset_mock()
cfab619d 1673
cfab619d 1674
f86ee140 1675 def test_print_with_order(self):
c51687d2
IB		 1676 value_from = portfolio.Amount("BTC", "0.5")
1677 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1678 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1679 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1680
1681 order_mock1 = mock.Mock()
1682 order_mock1.__repr__ = mock.Mock()
1683 order_mock1.__repr__.return_value = "Mock 1"
1684 order_mock2 = mock.Mock()
1685 order_mock2.__repr__ = mock.Mock()
1686 order_mock2.__repr__.return_value = "Mock 2"
c31df868
IB		 1687 order_mock1.mouvements = []
1688 mouvement_mock1 = mock.Mock()
1689 mouvement_mock1.__repr__ = mock.Mock()
1690 mouvement_mock1.__repr__.return_value = "Mouvement 1"
1691 mouvement_mock2 = mock.Mock()
1692 mouvement_mock2.__repr__ = mock.Mock()
1693 mouvement_mock2.__repr__.return_value = "Mouvement 2"
1694 order_mock2.mouvements = [
1695 mouvement_mock1, mouvement_mock2
1696 ]
c51687d2
IB		 1697 trade.orders.append(order_mock1)
1698 trade.orders.append(order_mock2)
1699
1700 trade.print_with_order()
1701
f86ee140
IB		 1702 self.m.report.print_log.assert_called()
1703 calls = self.m.report.print_log.mock_calls
3d0247f9
IB		 1704 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
1705 self.assertEqual("\tMock 1", str(calls[1][1][0]))
1706 self.assertEqual("\tMock 2", str(calls[2][1][0]))
1707 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
1708 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
c51687d2 1709
cfab619d 1710 def test__repr(self):
c51687d2
IB		 1711 value_from = portfolio.Amount("BTC", "0.5")
1712 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1713 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1714 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB		 1715
1716 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
cfab619d 1717
3d0247f9
IB		 1718 def test_as_json(self):
1719 value_from = portfolio.Amount("BTC", "0.5")
1720 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1721 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1722 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
3d0247f9
IB		 1723
1724 as_json = trade.as_json()
1725 self.assertEqual("acquire", as_json["action"])
1726 self.assertEqual(D("0.5"), as_json["from"])
1727 self.assertEqual(D("1.0"), as_json["to"])
1728 self.assertEqual("ETH", as_json["currency"])
1729 self.assertEqual("BTC", as_json["base_currency"])
1730
5a72ded7
IB		 1731@unittest.skipUnless("unit" in limits, "Unit skipped")
1732class OrderTest(WebMockTestCase):
1733 def test_values(self):
1734 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1735 D("0.1"), "BTC", "long", "market", "trade")
1736 self.assertEqual("buy", order.action)
1737 self.assertEqual(10, order.amount.value)
1738 self.assertEqual("ETH", order.amount.currency)
1739 self.assertEqual(D("0.1"), order.rate)
1740 self.assertEqual("BTC", order.base_currency)
1741 self.assertEqual("market", order.market)
1742 self.assertEqual("long", order.trade_type)
1743 self.assertEqual("pending", order.status)
1744 self.assertEqual("trade", order.trade)
1745 self.assertIsNone(order.id)
1746 self.assertFalse(order.close_if_possible)
1747
1748 def test__repr(self):
1749 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1750 D("0.1"), "BTC", "long", "market", "trade")
1751 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
1752
1753 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1754 D("0.1"), "BTC", "long", "market", "trade",
1755 close_if_possible=True)
1756 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
1757
3d0247f9
IB		 1758 def test_as_json(self):
1759 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1760 D("0.1"), "BTC", "long", "market", "trade")
1761 mouvement_mock1 = mock.Mock()
1762 mouvement_mock1.as_json.return_value = 1
1763 mouvement_mock2 = mock.Mock()
1764 mouvement_mock2.as_json.return_value = 2
1765
1766 order.mouvements = [mouvement_mock1, mouvement_mock2]
1767 as_json = order.as_json()
1768 self.assertEqual("buy", as_json["action"])
1769 self.assertEqual("long", as_json["trade_type"])
1770 self.assertEqual(10, as_json["amount"])
1771 self.assertEqual("ETH", as_json["currency"])
1772 self.assertEqual("BTC", as_json["base_currency"])
1773 self.assertEqual(D("0.1"), as_json["rate"])
1774 self.assertEqual("pending", as_json["status"])
1775 self.assertEqual(False, as_json["close_if_possible"])
1776 self.assertIsNone(as_json["id"])
1777 self.assertEqual([1, 2], as_json["mouvements"])
1778
5a72ded7
IB		 1779 def test_account(self):
1780 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1781 D("0.1"), "BTC", "long", "market", "trade")
1782 self.assertEqual("exchange", order.account)
1783
1784 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1785 D("0.1"), "BTC", "short", "market", "trade")
1786 self.assertEqual("margin", order.account)
1787
1788 def test_pending(self):
1789 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1790 D("0.1"), "BTC", "long", "market", "trade")
1791 self.assertTrue(order.pending)
1792 order.status = "open"
1793 self.assertFalse(order.pending)
1794
1795 def test_open(self):
1796 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1797 D("0.1"), "BTC", "long", "market", "trade")
1798 self.assertFalse(order.open)
1799 order.status = "open"
1800 self.assertTrue(order.open)
1801
1802 def test_finished(self):
1803 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1804 D("0.1"), "BTC", "long", "market", "trade")
1805 self.assertFalse(order.finished)
1806 order.status = "closed"
1807 self.assertTrue(order.finished)
1808 order.status = "canceled"
1809 self.assertTrue(order.finished)
1810 order.status = "error"
1811 self.assertTrue(order.finished)
1812
1813 @mock.patch.object(portfolio.Order, "fetch")
f86ee140
IB		 1814 def test_cancel(self, fetch):
1815 self.m.debug = True
5a72ded7 1816 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1817 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 1818 order.status = "open"
1819
1820 order.cancel()
f86ee140
IB		 1821 self.m.ccxt.cancel_order.assert_not_called()
1822 self.m.report.log_debug_action.assert_called_once()
1823 self.m.report.log_debug_action.reset_mock()
5a72ded7
IB		 1824 self.assertEqual("canceled", order.status)
1825
f86ee140 1826 self.m.debug = False
5a72ded7 1827 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1828 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 1829 order.status = "open"
1830 order.id = 42
1831
1832 order.cancel()
f86ee140 1833 self.m.ccxt.cancel_order.assert_called_with(42)
2033e7fe 1834 fetch.assert_called_once_with(force=True)
f86ee140 1835 self.m.report.log_debug_action.assert_not_called()
5a72ded7
IB		 1836
1837 def test_dust_amount_remaining(self):
1838 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1839 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 1840 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
1841 self.assertFalse(order.dust_amount_remaining())
1842
1843 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
1844 self.assertTrue(order.dust_amount_remaining())
1845
1846 @mock.patch.object(portfolio.Order, "fetch")
1847 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
1848 def test_remaining_amount(self, filled_amount, fetch):
1849 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1850 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 1851
1852 self.assertEqual(9, order.remaining_amount().value)
1853 order.fetch.assert_not_called()
1854
1855 order.status = "open"
1856 self.assertEqual(9, order.remaining_amount().value)
1857 fetch.assert_called_once()
1858
1859 @mock.patch.object(portfolio.Order, "fetch")
1860 def test_filled_amount(self, fetch):
1861 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1862 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 1863 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1864 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 1865 "date": "2017-12-30 12:00:12", "rate": "0.1",
1866 "amount": "3", "total": "0.3"
1867 }))
1868 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1869 "tradeID": 43, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 1870 "date": "2017-12-30 13:00:12", "rate": "0.2",
1871 "amount": "2", "total": "0.4"
1872 }))
1873 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
1874 fetch.assert_not_called()
1875 order.status = "open"
1876 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
1877 fetch.assert_called_once()
1878 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
1879
1880 def test_fetch_mouvements(self):
f86ee140 1881 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
5a72ded7 1882 {
df9e4e7f 1883 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 1884 "date": "2017-12-30 12:00:12", "rate": "0.1",
1885 "amount": "3", "total": "0.3"
1886 },
1887 {
df9e4e7f 1888 "tradeID": 43, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 1889 "date": "2017-12-30 13:00:12", "rate": "0.2",
1890 "amount": "2", "total": "0.4"
1891 }
1892 ]
1893 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1894 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 1895 order.id = 12
1896 order.mouvements = ["Foo", "Bar", "Baz"]
1897
1898 order.fetch_mouvements()
1899
f86ee140 1900 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
5a72ded7
IB		 1901 self.assertEqual(2, len(order.mouvements))
1902 self.assertEqual(42, order.mouvements[0].id)
1903 self.assertEqual(43, order.mouvements[1].id)
1904
f86ee140 1905 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
df9e4e7f 1906 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1907 D("0.1"), "BTC", "long", self.m, "trade")
df9e4e7f
IB		 1908 order.fetch_mouvements()
1909 self.assertEqual(0, len(order.mouvements))
1910
f86ee140 1911 def test_mark_finished_order(self):
5a72ded7 1912 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1913 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB		 1914 close_if_possible=True)
1915 order.status = "closed"
f86ee140 1916 self.m.debug = False
5a72ded7
IB		 1917
1918 order.mark_finished_order()
f86ee140
IB		 1919 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
1920 self.m.ccxt.close_margin_position.reset_mock()
5a72ded7
IB		 1921
1922 order.status = "open"
1923 order.mark_finished_order()
f86ee140 1924 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB		 1925
1926 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1927 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB		 1928 close_if_possible=False)
1929 order.status = "closed"
1930 order.mark_finished_order()
f86ee140 1931 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB		 1932
1933 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
f86ee140 1934 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB		 1935 close_if_possible=True)
1936 order.status = "closed"
1937 order.mark_finished_order()
f86ee140 1938 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB		 1939
1940 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1941 D("0.1"), "BTC", "long", self.m, "trade",
5a72ded7
IB		 1942 close_if_possible=True)
1943 order.status = "closed"
1944 order.mark_finished_order()
f86ee140 1945 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7 1946
f86ee140 1947 self.m.debug = True
5a72ded7
IB		 1948
1949 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1950 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB		 1951 close_if_possible=True)
1952 order.status = "closed"
1953
1954 order.mark_finished_order()
f86ee140
IB		 1955 self.m.ccxt.close_margin_position.assert_not_called()
1956 self.m.report.log_debug_action.assert_called_once()
5a72ded7
IB		 1957
1958 @mock.patch.object(portfolio.Order, "fetch_mouvements")
f86ee140 1959 def test_fetch(self, fetch_mouvements):
5a72ded7
IB		 1960 time = self.time.time()
1961 with mock.patch.object(portfolio.time, "time") as time_mock:
5a72ded7 1962 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1963 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 1964 order.id = 45
1965 with self.subTest(debug=True):
f86ee140 1966 self.m.debug = True
5a72ded7
IB		 1967 order.fetch()
1968 time_mock.assert_not_called()
f86ee140
IB		 1969 self.m.report.log_debug_action.assert_called_once()
1970 self.m.report.log_debug_action.reset_mock()
5a72ded7
IB		 1971 order.fetch(force=True)
1972 time_mock.assert_not_called()
f86ee140 1973 self.m.ccxt.fetch_order.assert_not_called()
5a72ded7 1974 fetch_mouvements.assert_not_called()
f86ee140
IB		 1975 self.m.report.log_debug_action.assert_called_once()
1976 self.m.report.log_debug_action.reset_mock()
5a72ded7
IB		 1977 self.assertIsNone(order.fetch_cache_timestamp)
1978
1979 with self.subTest(debug=False):
f86ee140 1980 self.m.debug = False
5a72ded7 1981 time_mock.return_value = time
f86ee140 1982 self.m.ccxt.fetch_order.return_value = {
5a72ded7
IB		 1983 "status": "foo",
1984 "datetime": "timestamp"
1985 }
1986 order.fetch()
1987
2033e7fe 1988 self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
5a72ded7
IB		 1989 fetch_mouvements.assert_called_once()
1990 self.assertEqual("foo", order.status)
1991 self.assertEqual("timestamp", order.timestamp)
1992 self.assertEqual(time, order.fetch_cache_timestamp)
1993 self.assertEqual(1, len(order.results))
1994
f86ee140 1995 self.m.ccxt.fetch_order.reset_mock()
5a72ded7
IB		 1996 fetch_mouvements.reset_mock()
1997
1998 time_mock.return_value = time + 8
1999 order.fetch()
f86ee140 2000 self.m.ccxt.fetch_order.assert_not_called()
5a72ded7
IB		 2001 fetch_mouvements.assert_not_called()
2002
2003 order.fetch(force=True)
2033e7fe 2004 self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
5a72ded7
IB		 2005 fetch_mouvements.assert_called_once()
2006
f86ee140 2007 self.m.ccxt.fetch_order.reset_mock()
5a72ded7
IB		 2008 fetch_mouvements.reset_mock()
2009
2010 time_mock.return_value = time + 19
2011 order.fetch()
2033e7fe 2012 self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
5a72ded7 2013 fetch_mouvements.assert_called_once()
f86ee140 2014 self.m.report.log_debug_action.assert_not_called()
5a72ded7
IB		 2015
2016 @mock.patch.object(portfolio.Order, "fetch")
2017 @mock.patch.object(portfolio.Order, "mark_finished_order")
f86ee140 2018 def test_get_status(self, mark_finished_order, fetch):
5a72ded7 2019 with self.subTest(debug=True):
f86ee140 2020 self.m.debug = True
5a72ded7 2021 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2022 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 2023 self.assertEqual("pending", order.get_status())
2024 fetch.assert_not_called()
f86ee140 2025 self.m.report.log_debug_action.assert_called_once()
5a72ded7
IB		 2026
2027 with self.subTest(debug=False, finished=False):
f86ee140 2028 self.m.debug = False
5a72ded7 2029 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2030 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 2031 def _fetch(order):
2032 def update_status():
2033 order.status = "open"
2034 return update_status
2035 fetch.side_effect = _fetch(order)
2036 self.assertEqual("open", order.get_status())
2037 mark_finished_order.assert_not_called()
2038 fetch.assert_called_once()
2039
2040 mark_finished_order.reset_mock()
2041 fetch.reset_mock()
2042 with self.subTest(debug=False, finished=True):
f86ee140 2043 self.m.debug = False
5a72ded7 2044 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2045 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB		 2046 def _fetch(order):
2047 def update_status():
2048 order.status = "closed"
2049 return update_status
2050 fetch.side_effect = _fetch(order)
2051 self.assertEqual("closed", order.get_status())
2052 mark_finished_order.assert_called_once()
2053 fetch.assert_called_once()
2054
2055 def test_run(self):
f86ee140
IB		 2056 self.m.ccxt.order_precision.return_value = 4
2057 with self.subTest(debug=True):
2058 self.m.debug = True
5a72ded7 2059 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2060 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 2061 order.run()
f86ee140
IB		 2062 self.m.ccxt.create_order.assert_not_called()
2063 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		 2064 self.assertEqual("open", order.status)
2065 self.assertEqual(1, len(order.results))
2066 self.assertEqual(-1, order.id)
2067
f86ee140 2068 self.m.ccxt.create_order.reset_mock()
5a72ded7 2069 with self.subTest(debug=False):
f86ee140 2070 self.m.debug = False
5a72ded7 2071 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB		 2072 D("0.1"), "BTC", "long", self.m, "trade")
2073 self.m.ccxt.create_order.return_value = { "id": 123 }
5a72ded7 2074 order.run()
f86ee140 2075 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB		 2076 self.assertEqual(1, len(order.results))
2077 self.assertEqual("open", order.status)
2078
f86ee140
IB		 2079 self.m.ccxt.create_order.reset_mock()
2080 with self.subTest(exception=True):
5a72ded7 2081 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB		 2082 D("0.1"), "BTC", "long", self.m, "trade")
2083 self.m.ccxt.create_order.side_effect = Exception("bouh")
5a72ded7 2084 order.run()
f86ee140 2085 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB		 2086 self.assertEqual(0, len(order.results))
2087 self.assertEqual("error", order.status)
f86ee140 2088 self.m.report.log_error.assert_called_once()
5a72ded7 2089
f86ee140 2090 self.m.ccxt.create_order.reset_mock()
df9e4e7f
IB		 2091 with self.subTest(dust_amount_exception=True),\
2092 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2093 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
f86ee140 2094 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858 2095 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
df9e4e7f 2096 order.run()
f86ee140 2097 self.m.ccxt.create_order.assert_called_once()
df9e4e7f
IB		 2098 self.assertEqual(0, len(order.results))
2099 self.assertEqual("closed", order.status)
2100 mark_finished_order.assert_called_once()
2101
f70bb858 2102 self.m.ccxt.order_precision.return_value = 8
d24bb10c 2103 self.m.ccxt.create_order.reset_mock()
f70bb858 2104 with self.subTest(insufficient_funds=True),\
d24bb10c 2105 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
f70bb858 2106 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
d24bb10c 2107 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858
IB		 2108 self.m.ccxt.create_order.side_effect = [
2109 portfolio.InsufficientFunds,
2110 portfolio.InsufficientFunds,
2111 portfolio.InsufficientFunds,
2112 { "id": 123 },
2113 ]
d24bb10c 2114 order.run()
f70bb858
IB		 2115 self.m.ccxt.create_order.assert_has_calls([
2116 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2117 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2118 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2119 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2120 ])
2121 self.assertEqual(4, self.m.ccxt.create_order.call_count)
2122 self.assertEqual(1, len(order.results))
2123 self.assertEqual("open", order.status)
2124 self.assertEqual(4, order.tries)
2125 self.m.report.log_error.assert_called()
2126 self.assertEqual(4, self.m.report.log_error.call_count)
2127
2128 self.m.ccxt.order_precision.return_value = 8
2129 self.m.ccxt.create_order.reset_mock()
2130 self.m.report.log_error.reset_mock()
2131 with self.subTest(insufficient_funds=True),\
2132 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2133 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2134 D("0.1"), "BTC", "long", self.m, "trade")
2135 self.m.ccxt.create_order.side_effect = [
2136 portfolio.InsufficientFunds,
2137 portfolio.InsufficientFunds,
2138 portfolio.InsufficientFunds,
2139 portfolio.InsufficientFunds,
2140 portfolio.InsufficientFunds,
2141 ]
2142 order.run()
2143 self.m.ccxt.create_order.assert_has_calls([
2144 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2145 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2146 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2147 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2148 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
2149 ])
2150 self.assertEqual(5, self.m.ccxt.create_order.call_count)
d24bb10c 2151 self.assertEqual(0, len(order.results))
f70bb858
IB		 2152 self.assertEqual("error", order.status)
2153 self.assertEqual(5, order.tries)
2154 self.m.report.log_error.assert_called()
2155 self.assertEqual(5, self.m.report.log_error.call_count)
2156 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 2157
df9e4e7f 2158
5a72ded7
IB		 2159@unittest.skipUnless("unit" in limits, "Unit skipped")
2160class MouvementTest(WebMockTestCase):
2161 def test_values(self):
2162 mouvement = portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 2163 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 2164 "date": "2017-12-30 12:00:12", "rate": "0.1",
2165 "amount": "10", "total": "1"
2166 })
2167 self.assertEqual("ETH", mouvement.currency)
2168 self.assertEqual("BTC", mouvement.base_currency)
2169 self.assertEqual(42, mouvement.id)
2170 self.assertEqual("buy", mouvement.action)
2171 self.assertEqual(D("0.0015"), mouvement.fee_rate)
2172 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2173 self.assertEqual(D("0.1"), mouvement.rate)
2174 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2175 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2176
df9e4e7f
IB		 2177 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2178 self.assertIsNone(mouvement.date)
2179 self.assertIsNone(mouvement.id)
2180 self.assertIsNone(mouvement.action)
2181 self.assertEqual(-1, mouvement.fee_rate)
2182 self.assertEqual(0, mouvement.rate)
2183 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2184 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2185
c31df868
IB		 2186 def test__repr(self):
2187 mouvement = portfolio.Mouvement("ETH", "BTC", {
2188 "tradeID": 42, "type": "buy", "fee": "0.0015",
2189 "date": "2017-12-30 12:00:12", "rate": "0.1",
2190 "amount": "10", "total": "1"
2191 })
2192 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
3d0247f9 2193
c31df868
IB		 2194 mouvement = portfolio.Mouvement("ETH", "BTC", {
2195 "tradeID": 42, "type": "buy",
2196 "date": "garbage", "rate": "0.1",
2197 "amount": "10", "total": "1"
2198 })
2199 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
2200
3d0247f9
IB		 2201 def test_as_json(self):
2202 mouvement = portfolio.Mouvement("ETH", "BTC", {
2203 "tradeID": 42, "type": "buy", "fee": "0.0015",
2204 "date": "2017-12-30 12:00:12", "rate": "0.1",
2205 "amount": "10", "total": "1"
2206 })
2207 as_json = mouvement.as_json()
2208
2209 self.assertEqual(D("0.0015"), as_json["fee_rate"])
2210 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
2211 self.assertEqual("buy", as_json["action"])
2212 self.assertEqual(D("10"), as_json["total"])
2213 self.assertEqual(D("1"), as_json["total_in_base"])
2214 self.assertEqual("BTC", as_json["base_currency"])
2215 self.assertEqual("ETH", as_json["currency"])
2216
2217@unittest.skipUnless("unit" in limits, "Unit skipped")
2218class ReportStoreTest(WebMockTestCase):
2219 def test_add_log(self):
f86ee140
IB		 2220 report_store = market.ReportStore(self.m)
2221 report_store.add_log({"foo": "bar"})
3d0247f9 2222
f86ee140 2223 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
3d0247f9
IB		 2224
2225 def test_set_verbose(self):
f86ee140 2226 report_store = market.ReportStore(self.m)
3d0247f9 2227 with self.subTest(verbose=True):
f86ee140
IB		 2228 report_store.set_verbose(True)
2229 self.assertTrue(report_store.verbose_print)
3d0247f9
IB		 2230
2231 with self.subTest(verbose=False):
f86ee140
IB		 2232 report_store.set_verbose(False)
2233 self.assertFalse(report_store.verbose_print)
3d0247f9
IB		 2234
2235 def test_print_log(self):
f86ee140 2236 report_store = market.ReportStore(self.m)
3d0247f9
IB		 2237 with self.subTest(verbose=True),\
2238 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB		 2239 report_store.set_verbose(True)
2240 report_store.print_log("Coucou")
2241 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB		 2242 self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
2243
2244 with self.subTest(verbose=False),\
2245 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB		 2246 report_store.set_verbose(False)
2247 report_store.print_log("Coucou")
2248 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB		 2249 self.assertEqual(stdout_mock.getvalue(), "")
2250
2251 def test_to_json(self):
f86ee140
IB		 2252 report_store = market.ReportStore(self.m)
2253 report_store.logs.append({"foo": "bar"})
2254 self.assertEqual('[{"foo": "bar"}]', report_store.to_json())
2255 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
2256 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json())
2257 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
be54a201 2258 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json())
3d0247f9 2259
f86ee140
IB		 2260 @mock.patch.object(market.ReportStore, "print_log")
2261 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2262 def test_log_stage(self, add_log, print_log):
f86ee140
IB		 2263 report_store = market.ReportStore(self.m)
2264 report_store.log_stage("foo")
3d0247f9
IB		 2265 print_log.assert_has_calls([
2266 mock.call("-----------"),
2267 mock.call("[Stage] foo"),
2268 ])
2269 add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'})
2270
f86ee140
IB		 2271 @mock.patch.object(market.ReportStore, "print_log")
2272 @mock.patch.object(market.ReportStore, "add_log")
2273 def test_log_balances(self, add_log, print_log):
2274 report_store = market.ReportStore(self.m)
2275 self.m.balances.as_json.return_value = "json"
2276 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
3d0247f9 2277
f86ee140 2278 report_store.log_balances(tag="tag")
3d0247f9
IB		 2279 print_log.assert_has_calls([
2280 mock.call("[Balance]"),
2281 mock.call("\tbar"),
2282 mock.call("\tbaz"),
2283 ])
18167a3c
IB		 2284 add_log.assert_called_once_with({
2285 'type': 'balance',
2286 'balances': 'json',
2287 'tag': 'tag'
2288 })
3d0247f9 2289
f86ee140
IB		 2290 @mock.patch.object(market.ReportStore, "print_log")
2291 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2292 def test_log_tickers(self, add_log, print_log):
f86ee140 2293 report_store = market.ReportStore(self.m)
3d0247f9
IB		 2294 amounts = {
2295 "BTC": portfolio.Amount("BTC", 10),
2296 "ETH": portfolio.Amount("BTC", D("0.3"))
2297 }
2298 amounts["ETH"].rate = D("0.1")
2299
f86ee140 2300 report_store.log_tickers(amounts, "BTC", "default", "total")
3d0247f9
IB		 2301 print_log.assert_not_called()
2302 add_log.assert_called_once_with({
2303 'type': 'tickers',
2304 'compute_value': 'default',
2305 'balance_type': 'total',
2306 'currency': 'BTC',
2307 'balances': {
2308 'BTC': D('10'),
2309 'ETH': D('0.3')
2310 },
2311 'rates': {
2312 'BTC': None,
2313 'ETH': D('0.1')
2314 },
2315 'total': D('10.3')
2316 })
2317
f86ee140
IB		 2318 @mock.patch.object(market.ReportStore, "print_log")
2319 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2320 def test_log_dispatch(self, add_log, print_log):
f86ee140 2321 report_store = market.ReportStore(self.m)
3d0247f9
IB		 2322 amount = portfolio.Amount("BTC", "10.3")
2323 amounts = {
2324 "BTC": portfolio.Amount("BTC", 10),
2325 "ETH": portfolio.Amount("BTC", D("0.3"))
2326 }
f86ee140 2327 report_store.log_dispatch(amount, amounts, "medium", "repartition")
3d0247f9
IB		 2328 print_log.assert_not_called()
2329 add_log.assert_called_once_with({
2330 'type': 'dispatch',
2331 'liquidity': 'medium',
2332 'repartition_ratio': 'repartition',
2333 'total_amount': {
2334 'currency': 'BTC',
2335 'value': D('10.3')
2336 },
2337 'repartition': {
2338 'BTC': D('10'),
2339 'ETH': D('0.3')
2340 }
2341 })
2342
f86ee140
IB		 2343 @mock.patch.object(market.ReportStore, "print_log")
2344 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2345 def test_log_trades(self, add_log, print_log):
f86ee140 2346 report_store = market.ReportStore(self.m)
3d0247f9
IB		 2347 trade_mock1 = mock.Mock()
2348 trade_mock2 = mock.Mock()
2349 trade_mock1.as_json.return_value = { "trade": "1" }
2350 trade_mock2.as_json.return_value = { "trade": "2" }
2351
2352 matching_and_trades = [
2353 (True, trade_mock1),
2354 (False, trade_mock2),
2355 ]
f86ee140 2356 report_store.log_trades(matching_and_trades, "only")
3d0247f9
IB		 2357
2358 print_log.assert_not_called()
2359 add_log.assert_called_with({
2360 'type': 'trades',
2361 'only': 'only',
f86ee140 2362 'debug': False,
3d0247f9
IB		 2363 'trades': [
2364 {'trade': '1', 'skipped': False},
2365 {'trade': '2', 'skipped': True}
2366 ]
2367 })
2368
f86ee140
IB		 2369 @mock.patch.object(market.ReportStore, "print_log")
2370 @mock.patch.object(market.ReportStore, "add_log")
2371 def test_log_orders(self, add_log, print_log):
2372 report_store = market.ReportStore(self.m)
2373
3d0247f9
IB		 2374 order_mock1 = mock.Mock()
2375 order_mock2 = mock.Mock()
2376
2377 order_mock1.as_json.return_value = "order1"
2378 order_mock2.as_json.return_value = "order2"
2379
2380 orders = [order_mock1, order_mock2]
2381
f86ee140 2382 report_store.log_orders(orders, tick="tick",
3d0247f9
IB		 2383 only="only", compute_value="compute_value")
2384
2385 print_log.assert_called_once_with("[Orders]")
f86ee140 2386 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
3d0247f9
IB		 2387
2388 add_log.assert_called_with({
2389 'type': 'orders',
2390 'only': 'only',
2391 'compute_value': 'compute_value',
2392 'tick': 'tick',
2393 'orders': ['order1', 'order2']
2394 })
2395
f86ee140
IB		 2396 @mock.patch.object(market.ReportStore, "print_log")
2397 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2398 def test_log_order(self, add_log, print_log):
f86ee140 2399 report_store = market.ReportStore(self.m)
3d0247f9
IB		 2400 order_mock = mock.Mock()
2401 order_mock.as_json.return_value = "order"
2402 new_order_mock = mock.Mock()
2403 new_order_mock.as_json.return_value = "new_order"
2404 order_mock.__repr__ = mock.Mock()
2405 order_mock.__repr__.return_value = "Order Mock"
2406 new_order_mock.__repr__ = mock.Mock()
2407 new_order_mock.__repr__.return_value = "New order Mock"
2408
2409 with self.subTest(finished=True):
f86ee140 2410 report_store.log_order(order_mock, 1, finished=True)
3d0247f9
IB		 2411 print_log.assert_called_once_with("[Order] Finished Order Mock")
2412 add_log.assert_called_once_with({
2413 'type': 'order',
2414 'tick': 1,
2415 'update': None,
2416 'order': 'order',
2417 'compute_value': None,
2418 'new_order': None
2419 })
2420
2421 add_log.reset_mock()
2422 print_log.reset_mock()
2423
2424 with self.subTest(update="waiting"):
f86ee140 2425 report_store.log_order(order_mock, 1, update="waiting")
3d0247f9
IB		 2426 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
2427 add_log.assert_called_once_with({
2428 'type': 'order',
2429 'tick': 1,
2430 'update': 'waiting',
2431 'order': 'order',
2432 'compute_value': None,
2433 'new_order': None
2434 })
2435
2436 add_log.reset_mock()
2437 print_log.reset_mock()
2438 with self.subTest(update="adjusting"):
f86ee140 2439 report_store.log_order(order_mock, 3,
3d0247f9
IB		 2440 update="adjusting", new_order=new_order_mock,
2441 compute_value="default")
2442 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
2443 add_log.assert_called_once_with({
2444 'type': 'order',
2445 'tick': 3,
2446 'update': 'adjusting',
2447 'order': 'order',
2448 'compute_value': "default",
2449 'new_order': 'new_order'
2450 })
2451
2452 add_log.reset_mock()
2453 print_log.reset_mock()
2454 with self.subTest(update="market_fallback"):
f86ee140 2455 report_store.log_order(order_mock, 7,
3d0247f9
IB		 2456 update="market_fallback", new_order=new_order_mock)
2457 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
2458 add_log.assert_called_once_with({
2459 'type': 'order',
2460 'tick': 7,
2461 'update': 'market_fallback',
2462 'order': 'order',
2463 'compute_value': None,
2464 'new_order': 'new_order'
2465 })
2466
2467 add_log.reset_mock()
2468 print_log.reset_mock()
2469 with self.subTest(update="market_adjusting"):
f86ee140 2470 report_store.log_order(order_mock, 17,
3d0247f9
IB		 2471 update="market_adjust", new_order=new_order_mock)
2472 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
2473 add_log.assert_called_once_with({
2474 'type': 'order',
2475 'tick': 17,
2476 'update': 'market_adjust',
2477 'order': 'order',
2478 'compute_value': None,
2479 'new_order': 'new_order'
2480 })
2481
f86ee140
IB		 2482 @mock.patch.object(market.ReportStore, "print_log")
2483 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2484 def test_log_move_balances(self, add_log, print_log):
f86ee140 2485 report_store = market.ReportStore(self.m)
3d0247f9
IB		 2486 needed = {
2487 "BTC": portfolio.Amount("BTC", 10),
2488 "USDT": 1
2489 }
2490 moving = {
2491 "BTC": portfolio.Amount("BTC", 3),
2492 "USDT": -2
2493 }
f86ee140 2494 report_store.log_move_balances(needed, moving)
3d0247f9
IB		 2495 print_log.assert_not_called()
2496 add_log.assert_called_once_with({
2497 'type': 'move_balances',
f86ee140 2498 'debug': False,
3d0247f9
IB		 2499 'needed': {
2500 'BTC': D('10'),
2501 'USDT': 1
2502 },
2503 'moving': {
2504 'BTC': D('3'),
2505 'USDT': -2
2506 }
2507 })
2508
f86ee140
IB		 2509 @mock.patch.object(market.ReportStore, "print_log")
2510 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2511 def test_log_http_request(self, add_log, print_log):
f86ee140 2512 report_store = market.ReportStore(self.m)
3d0247f9
IB		 2513 response = mock.Mock()
2514 response.status_code = 200
2515 response.text = "Hey"
2516
f86ee140 2517 report_store.log_http_request("method", "url", "body",
3d0247f9
IB		 2518 "headers", response)
2519 print_log.assert_not_called()
2520 add_log.assert_called_once_with({
2521 'type': 'http_request',
2522 'method': 'method',
2523 'url': 'url',
2524 'body': 'body',
2525 'headers': 'headers',
2526 'status': 200,
2527 'response': 'Hey'
2528 })
2529
f86ee140
IB		 2530 @mock.patch.object(market.ReportStore, "print_log")
2531 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2532 def test_log_error(self, add_log, print_log):
f86ee140 2533 report_store = market.ReportStore(self.m)
3d0247f9 2534 with self.subTest(message=None, exception=None):
f86ee140 2535 report_store.log_error("action")
3d0247f9
IB		 2536 print_log.assert_called_once_with("[Error] action")
2537 add_log.assert_called_once_with({
2538 'type': 'error',
2539 'action': 'action',
2540 'exception_class': None,
2541 'exception_message': None,
2542 'message': None
2543 })
2544
2545 print_log.reset_mock()
2546 add_log.reset_mock()
2547 with self.subTest(message="Hey", exception=None):
f86ee140 2548 report_store.log_error("action", message="Hey")
3d0247f9
IB		 2549 print_log.assert_has_calls([
2550 mock.call("[Error] action"),
2551 mock.call("\tHey")
2552 ])
2553 add_log.assert_called_once_with({
2554 'type': 'error',
2555 'action': 'action',
2556 'exception_class': None,
2557 'exception_message': None,
2558 'message': "Hey"
2559 })
2560
2561 print_log.reset_mock()
2562 add_log.reset_mock()
2563 with self.subTest(message=None, exception=Exception("bouh")):
f86ee140 2564 report_store.log_error("action", exception=Exception("bouh"))
3d0247f9
IB		 2565 print_log.assert_has_calls([
2566 mock.call("[Error] action"),
2567 mock.call("\tException: bouh")
2568 ])
2569 add_log.assert_called_once_with({
2570 'type': 'error',
2571 'action': 'action',
2572 'exception_class': "Exception",
2573 'exception_message': "bouh",
2574 'message': None
2575 })
2576
2577 print_log.reset_mock()
2578 add_log.reset_mock()
2579 with self.subTest(message="Hey", exception=Exception("bouh")):
f86ee140 2580 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
3d0247f9
IB		 2581 print_log.assert_has_calls([
2582 mock.call("[Error] action"),
2583 mock.call("\tException: bouh"),
2584 mock.call("\tHey")
2585 ])
2586 add_log.assert_called_once_with({
2587 'type': 'error',
2588 'action': 'action',
2589 'exception_class': "Exception",
2590 'exception_message': "bouh",
2591 'message': "Hey"
2592 })
2593
f86ee140
IB		 2594 @mock.patch.object(market.ReportStore, "print_log")
2595 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2596 def test_log_debug_action(self, add_log, print_log):
f86ee140
IB		 2597 report_store = market.ReportStore(self.m)
2598 report_store.log_debug_action("Hey")
3d0247f9
IB		 2599
2600 print_log.assert_called_once_with("[Debug] Hey")
2601 add_log.assert_called_once_with({
2602 'type': 'debug_action',
2603 'action': 'Hey'
2604 })
2605
f86ee140
IB		 2606@unittest.skipUnless("unit" in limits, "Unit skipped")
2607class HelperTest(WebMockTestCase):
2033e7fe
IB		 2608 def test_make_order(self):
2609 self.m.get_ticker.return_value = {
2610 "inverted": False,
2611 "average": D("0.1"),
2612 "bid": D("0.09"),
2613 "ask": D("0.11"),
2614 }
2615
2616 with self.subTest(description="nominal case"):
2617 helper.make_order(self.m, 10, "ETH")
2618
2619 self.m.report.log_stage.assert_has_calls([
2620 mock.call("make_order_begin"),
2621 mock.call("make_order_end"),
2622 ])
2623 self.m.balances.fetch_balances.assert_has_calls([
2624 mock.call(tag="make_order_begin"),
2625 mock.call(tag="make_order_end"),
2626 ])
2627 self.m.trades.all.append.assert_called_once()
2628 trade = self.m.trades.all.append.mock_calls[0][1][0]
2629 self.assertEqual(False, trade.orders[0].close_if_possible)
2630 self.assertEqual(0, trade.value_from)
2631 self.assertEqual("ETH", trade.currency)
2632 self.assertEqual("BTC", trade.base_currency)
2633 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2634 self.m.trades.run_orders.assert_called_once_with()
2635 self.m.follow_orders.assert_called_once_with()
2636
2637 order = trade.orders[0]
2638 self.assertEqual(D("0.10"), order.rate)
2639
2640 self.m.reset_mock()
2641 with self.subTest(compute_value="default"):
2642 helper.make_order(self.m, 10, "ETH", action="dispose",
2643 compute_value="ask")
2644
2645 trade = self.m.trades.all.append.mock_calls[0][1][0]
2646 order = trade.orders[0]
2647 self.assertEqual(D("0.11"), order.rate)
2648
2649 self.m.reset_mock()
2650 with self.subTest(follow=False):
2651 result = helper.make_order(self.m, 10, "ETH", follow=False)
2652
2653 self.m.report.log_stage.assert_has_calls([
2654 mock.call("make_order_begin"),
2655 mock.call("make_order_end_not_followed"),
2656 ])
2657 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
2658
2659 self.m.trades.all.append.assert_called_once()
2660 trade = self.m.trades.all.append.mock_calls[0][1][0]
2661 self.assertEqual(0, trade.value_from)
2662 self.assertEqual("ETH", trade.currency)
2663 self.assertEqual("BTC", trade.base_currency)
2664 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2665 self.m.trades.run_orders.assert_called_once_with()
2666 self.m.follow_orders.assert_not_called()
2667 self.assertEqual(trade.orders[0], result)
2668
2669 self.m.reset_mock()
2670 with self.subTest(base_currency="USDT"):
2671 helper.make_order(self.m, 1, "BTC", base_currency="USDT")
2672
2673 trade = self.m.trades.all.append.mock_calls[0][1][0]
2674 self.assertEqual("BTC", trade.currency)
2675 self.assertEqual("USDT", trade.base_currency)
2676
2677 self.m.reset_mock()
2678 with self.subTest(close_if_possible=True):
2679 helper.make_order(self.m, 10, "ETH", close_if_possible=True)
2680
2681 trade = self.m.trades.all.append.mock_calls[0][1][0]
2682 self.assertEqual(True, trade.orders[0].close_if_possible)
2683
2684 self.m.reset_mock()
2685 with self.subTest(action="dispose"):
2686 helper.make_order(self.m, 10, "ETH", action="dispose")
2687
2688 trade = self.m.trades.all.append.mock_calls[0][1][0]
2689 self.assertEqual(0, trade.value_to)
2690 self.assertEqual(1, trade.value_from.value)
2691 self.assertEqual("ETH", trade.currency)
2692 self.assertEqual("BTC", trade.base_currency)
2693
2694 self.m.reset_mock()
2695 with self.subTest(compute_value="default"):
2696 helper.make_order(self.m, 10, "ETH", action="dispose",
2697 compute_value="bid")
2698
2699 trade = self.m.trades.all.append.mock_calls[0][1][0]
2700 self.assertEqual(D("0.9"), trade.value_from.value)
2701
2702 def test_user_market(self):
2703 with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\
2704 mock.patch("helper.main_parse_config") as main_parse_config:
2705 with self.subTest(debug=False):
2706 main_parse_config.return_value = ["pg_config", "report_path"]
2707 main_fetch_markets.return_value = [({"key": "market_config"},)]
2708 m = helper.get_user_market("config_path.ini", 1)
2709
2710 self.assertIsInstance(m, market.Market)
2711 self.assertFalse(m.debug)
2712
2713 with self.subTest(debug=True):
2714 main_parse_config.return_value = ["pg_config", "report_path"]
2715 main_fetch_markets.return_value = [({"key": "market_config"},)]
2716 m = helper.get_user_market("config_path.ini", 1, debug=True)
2717
2718 self.assertIsInstance(m, market.Market)
2719 self.assertTrue(m.debug)
2720
f86ee140
IB		 2721 def test_main_store_report(self):
2722 file_open = mock.mock_open()
2723 with self.subTest(file=None), mock.patch("__main__.open", file_open):
2724 helper.main_store_report(None, 1, self.m)
2725 file_open.assert_not_called()
2726
2727 file_open = mock.mock_open()
2728 with self.subTest(file="present"), mock.patch("helper.open", file_open),\
2729 mock.patch.object(helper, "datetime") as time_mock:
2730 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
2731 self.m.report.to_json.return_value = "json_content"
2732
2733 helper.main_store_report("present", 1, self.m)
2734
2735 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
2736 file_open().write.assert_called_once_with("json_content")
2737 self.m.report.to_json.assert_called_once_with()
2738
2739 with self.subTest(file="error"),\
2740 mock.patch("helper.open") as file_open,\
2741 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2742 file_open.side_effect = FileNotFoundError
2743
2744 helper.main_store_report("error", 1, self.m)
2745
2746 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
2747
2748 @mock.patch("helper.process_sell_all__1_all_sell")
2749 @mock.patch("helper.process_sell_all__2_all_buy")
2750 @mock.patch("portfolio.Portfolio.wait_for_recent")
2751 def test_main_process_market(self, wait, buy, sell):
2752 with self.subTest(before=False, after=False):
516a2517 2753 helper.main_process_market("user", None)
f86ee140
IB		 2754
2755 wait.assert_not_called()
2756 buy.assert_not_called()
2757 sell.assert_not_called()
2758
2759 buy.reset_mock()
2760 wait.reset_mock()
2761 sell.reset_mock()
2762 with self.subTest(before=True, after=False):
516a2517 2763 helper.main_process_market("user", None, before=True)
f86ee140
IB		 2764
2765 wait.assert_not_called()
2766 buy.assert_not_called()
2767 sell.assert_called_once_with("user")
2768
2769 buy.reset_mock()
2770 wait.reset_mock()
2771 sell.reset_mock()
2772 with self.subTest(before=False, after=True):
516a2517 2773 helper.main_process_market("user", None, after=True)
f86ee140
IB		 2774
2775 wait.assert_called_once_with("user")
2776 buy.assert_called_once_with("user")
2777 sell.assert_not_called()
2778
2779 buy.reset_mock()
2780 wait.reset_mock()
2781 sell.reset_mock()
2782 with self.subTest(before=True, after=True):
516a2517 2783 helper.main_process_market("user", None, before=True, after=True)
f86ee140
IB		 2784
2785 wait.assert_called_once_with("user")
2786 buy.assert_called_once_with("user")
2787 sell.assert_called_once_with("user")
2788
516a2517
IB		 2789 buy.reset_mock()
2790 wait.reset_mock()
2791 sell.reset_mock()
2792 with self.subTest(action="print_balances"),\
2793 mock.patch("helper.print_balances") as print_balances:
2794 helper.main_process_market("user", "print_balances")
2795
2796 buy.assert_not_called()
2797 wait.assert_not_called()
2798 sell.assert_not_called()
2799 print_balances.assert_called_once_with("user")
2800
2801 with self.subTest(action="print_orders"),\
2802 mock.patch("helper.print_orders") as print_orders:
2803 helper.main_process_market("user", "print_orders")
2804
2805 buy.assert_not_called()
2806 wait.assert_not_called()
2807 sell.assert_not_called()
2808 print_orders.assert_called_once_with("user")
2809
2810 with self.subTest(action="unknown"),\
2811 self.assertRaises(NotImplementedError):
2812 helper.main_process_market("user", "unknown")
2813
f86ee140
IB		 2814 @mock.patch.object(helper, "psycopg2")
2815 def test_fetch_markets(self, psycopg2):
2816 connect_mock = mock.Mock()
2817 cursor_mock = mock.MagicMock()
2818 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
2819
2820 connect_mock.cursor.return_value = cursor_mock
2821 psycopg2.connect.return_value = connect_mock
2822
516a2517
IB		 2823 with self.subTest(user=None):
2824 rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
2825
2826 psycopg2.connect.assert_called_once_with(foo="bar")
2827 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
2828
2829 self.assertEqual(["row_1", "row_2"], rows)
2830
2831 psycopg2.connect.reset_mock()
2832 cursor_mock.execute.reset_mock()
2833 with self.subTest(user=1):
2834 rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
f86ee140 2835
516a2517
IB		 2836 psycopg2.connect.assert_called_once_with(foo="bar")
2837 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
f86ee140 2838
516a2517 2839 self.assertEqual(["row_1", "row_2"], rows)
f86ee140
IB		 2840
2841 @mock.patch.object(helper.sys, "exit")
2842 def test_main_parse_args(self, exit):
2843 with self.subTest(config="config.ini"):
2844 args = helper.main_parse_args([])
2845 self.assertEqual("config.ini", args.config)
2846 self.assertFalse(args.before)
2847 self.assertFalse(args.after)
2848 self.assertFalse(args.debug)
2849
2850 args = helper.main_parse_args(["--before", "--after", "--debug"])
2851 self.assertTrue(args.before)
2852 self.assertTrue(args.after)
2853 self.assertTrue(args.debug)
2854
2855 exit.assert_not_called()
2856
2857 with self.subTest(config="inexistant"),\
2858 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2859 args = helper.main_parse_args(["--config", "foo.bar"])
2860 exit.assert_called_once_with(1)
2861 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
2862
2863 @mock.patch.object(helper.sys, "exit")
2864 @mock.patch("helper.configparser")
2865 @mock.patch("helper.os")
2866 def test_main_parse_config(self, os, configparser, exit):
2867 with self.subTest(pg_config=True, report_path=None):
2868 config_mock = mock.MagicMock()
2869 configparser.ConfigParser.return_value = config_mock
2870 def config(element):
2871 return element == "postgresql"
2872
2873 config_mock.__contains__.side_effect = config
2874 config_mock.__getitem__.return_value = "pg_config"
2875
2876 result = helper.main_parse_config("configfile")
2877
2878 config_mock.read.assert_called_with("configfile")
2879
2880 self.assertEqual(["pg_config", None], result)
2881
2882 with self.subTest(pg_config=True, report_path="present"):
2883 config_mock = mock.MagicMock()
2884 configparser.ConfigParser.return_value = config_mock
2885
2886 config_mock.__contains__.return_value = True
2887 config_mock.__getitem__.side_effect = [
2888 {"report_path": "report_path"},
2889 {"report_path": "report_path"},
2890 "pg_config",
2891 ]
2892
2893 os.path.exists.return_value = False
2894 result = helper.main_parse_config("configfile")
2895
2896 config_mock.read.assert_called_with("configfile")
2897 self.assertEqual(["pg_config", "report_path"], result)
2898 os.path.exists.assert_called_once_with("report_path")
2899 os.makedirs.assert_called_once_with("report_path")
2900
2901 with self.subTest(pg_config=False),\
2902 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2903 config_mock = mock.MagicMock()
2904 configparser.ConfigParser.return_value = config_mock
2905 result = helper.main_parse_config("configfile")
2906
2907 config_mock.read.assert_called_with("configfile")
2908 exit.assert_called_once_with(1)
2909 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
2910
2911
2912 def test_print_orders(self):
2913 helper.print_orders(self.m)
2914
2915 self.m.report.log_stage.assert_called_with("print_orders")
2916 self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
2917 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2918 compute_value="average")
2919 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
2920
2921 def test_print_balances(self):
2922 self.m.balances.in_currency.return_value = {
2923 "BTC": portfolio.Amount("BTC", "0.65"),
2924 "ETH": portfolio.Amount("BTC", "0.3"),
2925 }
2926
2927 helper.print_balances(self.m)
2928
f70bb858 2929 self.m.report.log_stage.assert_called_once_with("print_balances")
f86ee140
IB		 2930 self.m.balances.fetch_balances.assert_called_with()
2931 self.m.report.print_log.assert_has_calls([
2932 mock.call("total:"),
2933 mock.call(portfolio.Amount("BTC", "0.95")),
2934 ])
2935
2936 def test_process_sell_needed__1_sell(self):
2937 helper.process_sell_needed__1_sell(self.m)
2938
2939 self.m.balances.fetch_balances.assert_has_calls([
2940 mock.call(tag="process_sell_needed__1_sell_begin"),
2941 mock.call(tag="process_sell_needed__1_sell_end"),
2942 ])
2943 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2944 liquidity="medium")
2945 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
2946 only="dispose")
2947 self.m.trades.run_orders.assert_called()
2948 self.m.follow_orders.assert_called()
2949 self.m.report.log_stage.assert_has_calls([
2950 mock.call("process_sell_needed__1_sell_begin"),
2951 mock.call("process_sell_needed__1_sell_end")
2952 ])
2953
2954 def test_process_sell_needed__2_buy(self):
2955 helper.process_sell_needed__2_buy(self.m)
2956
2957 self.m.balances.fetch_balances.assert_has_calls([
2958 mock.call(tag="process_sell_needed__2_buy_begin"),
2959 mock.call(tag="process_sell_needed__2_buy_end"),
2960 ])
2961 self.m.update_trades.assert_called_with(base_currency="BTC",
2962 liquidity="medium", only="acquire")
2963 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
2964 only="acquire")
2965 self.m.move_balances.assert_called_with()
2966 self.m.trades.run_orders.assert_called()
2967 self.m.follow_orders.assert_called()
2968 self.m.report.log_stage.assert_has_calls([
2969 mock.call("process_sell_needed__2_buy_begin"),
2970 mock.call("process_sell_needed__2_buy_end")
2971 ])
2972
2973 def test_process_sell_all__1_sell(self):
2974 helper.process_sell_all__1_all_sell(self.m)
2975
2976 self.m.balances.fetch_balances.assert_has_calls([
2977 mock.call(tag="process_sell_all__1_all_sell_begin"),
2978 mock.call(tag="process_sell_all__1_all_sell_end"),
2979 ])
2980 self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC")
2981 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
2982 self.m.trades.run_orders.assert_called()
2983 self.m.follow_orders.assert_called()
2984 self.m.report.log_stage.assert_has_calls([
2985 mock.call("process_sell_all__1_all_sell_begin"),
2986 mock.call("process_sell_all__1_all_sell_end")
2987 ])
2988
2989 def test_process_sell_all__2_all_buy(self):
2990 helper.process_sell_all__2_all_buy(self.m)
2991
2992 self.m.balances.fetch_balances.assert_has_calls([
2993 mock.call(tag="process_sell_all__2_all_buy_begin"),
2994 mock.call(tag="process_sell_all__2_all_buy_end"),
2995 ])
2996 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2997 liquidity="medium")
2998 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
2999 self.m.move_balances.assert_called_with()
3000 self.m.trades.run_orders.assert_called()
3001 self.m.follow_orders.assert_called()
3002 self.m.report.log_stage.assert_has_calls([
3003 mock.call("process_sell_all__2_all_buy_begin"),
3004 mock.call("process_sell_all__2_all_buy_end")
3005 ])
3006
1aa7d4fa 3007@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
80cdd672
IB		 3008class AcceptanceTest(WebMockTestCase):
3009 @unittest.expectedFailure
a9950fd0 3010 def test_success_sell_only_necessary(self):
3d0247f9 3011 # FIXME: catch stdout
f86ee140 3012 self.m.report.verbose_print = False
a9950fd0
IB		 3013 fetch_balance = {
3014 "ETH": {
c51687d2
IB		 3015 "exchange_free": D("1.0"),
3016 "exchange_used": D("0.0"),
3017 "exchange_total": D("1.0"),
a9950fd0
IB		 3018 "total": D("1.0"),
3019 },
3020 "ETC": {
c51687d2
IB		 3021 "exchange_free": D("4.0"),
3022 "exchange_used": D("0.0"),
3023 "exchange_total": D("4.0"),
a9950fd0
IB		 3024 "total": D("4.0"),
3025 },
3026 "XVG": {
c51687d2
IB		 3027 "exchange_free": D("1000.0"),
3028 "exchange_used": D("0.0"),
3029 "exchange_total": D("1000.0"),
a9950fd0
IB		 3030 "total": D("1000.0"),
3031 },
3032 }
3033 repartition = {
350ed24d
IB		 3034 "ETH": (D("0.25"), "long"),
3035 "ETC": (D("0.25"), "long"),
3036 "BTC": (D("0.4"), "long"),
3037 "BTD": (D("0.01"), "short"),
3038 "B2X": (D("0.04"), "long"),
3039 "USDT": (D("0.05"), "long"),
a9950fd0
IB		 3040 }
3041
3042 def fetch_ticker(symbol):
3043 if symbol == "ETH/BTC":
3044 return {
3045 "symbol": "ETH/BTC",
3046 "bid": D("0.14"),
3047 "ask": D("0.16")
3048 }
3049 if symbol == "ETC/BTC":
3050 return {
3051 "symbol": "ETC/BTC",
3052 "bid": D("0.002"),
3053 "ask": D("0.003")
3054 }
3055 if symbol == "XVG/BTC":
3056 return {
3057 "symbol": "XVG/BTC",
3058 "bid": D("0.00003"),
3059 "ask": D("0.00005")
3060 }
3061 if symbol == "BTD/BTC":
3062 return {
3063 "symbol": "BTD/BTC",
3064 "bid": D("0.0008"),
3065 "ask": D("0.0012")
3066 }
350ed24d
IB		 3067 if symbol == "B2X/BTC":
3068 return {
3069 "symbol": "B2X/BTC",
3070 "bid": D("0.0008"),
3071 "ask": D("0.0012")
3072 }
a9950fd0 3073 if symbol == "USDT/BTC":
6ca5a1ec 3074 raise helper.ExchangeError
a9950fd0
IB		 3075 if symbol == "BTC/USDT":
3076 return {
3077 "symbol": "BTC/USDT",
3078 "bid": D("14000"),
3079 "ask": D("16000")
3080 }
3081 self.fail("Shouldn't have been called with {}".format(symbol))
3082
3083 market = mock.Mock()
c51687d2 3084 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3085 market.fetch_ticker.side_effect = fetch_ticker
350ed24d 3086 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3087 # Action 1
6ca5a1ec 3088 helper.prepare_trades(market)
a9950fd0 3089
6ca5a1ec 3090 balances = portfolio.BalanceStore.all
a9950fd0
IB		 3091 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
3092 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3093 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
3094
3095
5a72ded7 3096 trades = portfolio.TradeStore.all
c51687d2
IB		 3097 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3098 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3099 self.assertEqual("dispose", trades[0].action)
a9950fd0 3100
c51687d2
IB		 3101 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3102 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3103 self.assertEqual("acquire", trades[1].action)
a9950fd0 3104
c51687d2
IB		 3105 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3106 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3107 self.assertEqual("dispose", trades[2].action)
a9950fd0 3108
c51687d2
IB		 3109 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3110 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
5a72ded7 3111 self.assertEqual("acquire", trades[3].action)
350ed24d 3112
c51687d2
IB		 3113 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3114 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3115 self.assertEqual("acquire", trades[4].action)
a9950fd0 3116
c51687d2
IB		 3117 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3118 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3119 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB		 3120
3121 # Action 2
5a72ded7 3122 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
a9950fd0 3123
5a72ded7 3124 all_orders = portfolio.TradeStore.all_orders(state="pending")
a9950fd0
IB		 3125 self.assertEqual(2, len(all_orders))
3126 self.assertEqual(2, 3*all_orders[0].amount.value)
3127 self.assertEqual(D("0.14014"), all_orders[0].rate)
3128 self.assertEqual(1000, all_orders[1].amount.value)
3129 self.assertEqual(D("0.00003003"), all_orders[1].rate)
3130
3131
ecba1113 3132 def create_order(symbol, type, action, amount, price=None, account="exchange"):
a9950fd0
IB		 3133 self.assertEqual("limit", type)
3134 if symbol == "ETH/BTC":
b83d4897 3135 self.assertEqual("sell", action)
350ed24d 3136 self.assertEqual(D('0.66666666'), amount)
a9950fd0
IB		 3137 self.assertEqual(D("0.14014"), price)
3138 elif symbol == "XVG/BTC":
b83d4897 3139 self.assertEqual("sell", action)
a9950fd0
IB		 3140 self.assertEqual(1000, amount)
3141 self.assertEqual(D("0.00003003"), price)
3142 else:
3143 self.fail("I shouldn't have been called")
3144
3145 return {
3146 "id": symbol,
3147 }
3148 market.create_order.side_effect = create_order
350ed24d 3149 market.order_precision.return_value = 8
a9950fd0
IB		 3150
3151 # Action 3
6ca5a1ec 3152 portfolio.TradeStore.run_orders()
a9950fd0
IB		 3153
3154 self.assertEqual("open", all_orders[0].status)
3155 self.assertEqual("open", all_orders[1].status)
3156
5a72ded7
IB		 3157 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
3158 market.privatePostReturnOrderTrades.return_value = [
3159 {
df9e4e7f 3160 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB		 3161 "date": "2017-12-30 12:00:12", "rate": "0.1",
3162 "amount": "10", "total": "1"
3163 }
3164 ]
a9950fd0
IB		 3165 with mock.patch.object(portfolio.time, "sleep") as sleep:
3166 # Action 4
6ca5a1ec 3167 helper.follow_orders(verbose=False)
a9950fd0
IB		 3168
3169 sleep.assert_called_with(30)
3170
3171 for order in all_orders:
3172 self.assertEqual("closed", order.status)
3173
3174 fetch_balance = {
3175 "ETH": {
5a72ded7
IB		 3176 "exchange_free": D("1.0") / 3,
3177 "exchange_used": D("0.0"),
3178 "exchange_total": D("1.0") / 3,
3179 "margin_total": 0,
a9950fd0
IB		 3180 "total": D("1.0") / 3,
3181 },
3182 "BTC": {
5a72ded7
IB		 3183 "exchange_free": D("0.134"),
3184 "exchange_used": D("0.0"),
3185 "exchange_total": D("0.134"),
3186 "margin_total": 0,
a9950fd0
IB		 3187 "total": D("0.134"),
3188 },
3189 "ETC": {
5a72ded7
IB		 3190 "exchange_free": D("4.0"),
3191 "exchange_used": D("0.0"),
3192 "exchange_total": D("4.0"),
3193 "margin_total": 0,
a9950fd0
IB		 3194 "total": D("4.0"),
3195 },
3196 "XVG": {
5a72ded7
IB		 3197 "exchange_free": D("0.0"),
3198 "exchange_used": D("0.0"),
3199 "exchange_total": D("0.0"),
3200 "margin_total": 0,
a9950fd0
IB		 3201 "total": D("0.0"),
3202 },
3203 }
5a72ded7 3204 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3205
350ed24d 3206 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3207 # Action 5
5a72ded7 3208 helper.update_trades(market, only="acquire", compute_value="average")
a9950fd0 3209
6ca5a1ec 3210 balances = portfolio.BalanceStore.all
a9950fd0
IB		 3211 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
3212 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3213 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
3214 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
3215
3216
5a72ded7
IB		 3217 trades = portfolio.TradeStore.all
3218 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3219 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3220 self.assertEqual("dispose", trades[0].action)
a9950fd0 3221
5a72ded7
IB		 3222 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3223 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3224 self.assertEqual("acquire", trades[1].action)
a9950fd0
IB		 3225
3226 self.assertNotIn("BTC", trades)
3227
5a72ded7
IB		 3228 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3229 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3230 self.assertEqual("dispose", trades[2].action)
a9950fd0 3231
5a72ded7
IB		 3232 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3233 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
3234 self.assertEqual("acquire", trades[3].action)
350ed24d 3235
5a72ded7
IB		 3236 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3237 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3238 self.assertEqual("acquire", trades[4].action)
a9950fd0 3239
5a72ded7
IB		 3240 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3241 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3242 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB		 3243
3244 # Action 6
5a72ded7 3245 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
b83d4897 3246
5a72ded7 3247 all_orders = portfolio.TradeStore.all_orders(state="pending")
350ed24d
IB		 3248 self.assertEqual(4, len(all_orders))
3249 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
b83d4897
IB		 3250 self.assertEqual(D("0.003"), all_orders[0].rate)
3251 self.assertEqual("buy", all_orders[0].action)
350ed24d 3252 self.assertEqual("long", all_orders[0].trade_type)
b83d4897 3253
350ed24d 3254 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
b83d4897 3255 self.assertEqual(D("0.0012"), all_orders[1].rate)
350ed24d
IB		 3256 self.assertEqual("sell", all_orders[1].action)
3257 self.assertEqual("short", all_orders[1].trade_type)
3258
3259 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
3260 self.assertAlmostEqual(0, diff.value)
3261 self.assertEqual(D("0.0012"), all_orders[2].rate)
3262 self.assertEqual("buy", all_orders[2].action)
3263 self.assertEqual("long", all_orders[2].trade_type)
3264
3265 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
3266 self.assertEqual(D("16000"), all_orders[3].rate)
3267 self.assertEqual("sell", all_orders[3].action)
3268 self.assertEqual("long", all_orders[3].trade_type)
b83d4897 3269
006a2084
IB		 3270 # Action 6b
3271 # TODO:
3272 # Move balances to margin
3273
350ed24d
IB		 3274 # Action 7
3275 # TODO
6ca5a1ec 3276 # portfolio.TradeStore.run_orders()
a9950fd0
IB		 3277
3278 with mock.patch.object(portfolio.time, "sleep") as sleep:
350ed24d 3279 # Action 8
6ca5a1ec 3280 helper.follow_orders(verbose=False)
a9950fd0
IB		 3281
3282 sleep.assert_called_with(30)
3283
dd359bc0
IB		 3284if __name__ == '__main__':
3285 unittest.main()
The trade bot responsible to follow the cryptoportfolio every week