projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blame
| Commit | Line | Data |
|---|---|---|
| 1aa7d4fa | 1 | import sys |
| dd359bc0 IB |
2 | import portfolio |
| 3 | import unittest | |
| f86ee140 | 4 | import datetime |
| 5ab23e1c | 5 | from decimal import Decimal as D |
| dd359bc0 | 6 | from unittest import mock |
| 80cdd672 IB |
7 | import requests |
| 8 | import requests_mock | |
| c51687d2 | 9 | from io import StringIO |
| f86ee140 | 10 | import portfolio, helper, market |
| dd359bc0 | 11 | |
| 1aa7d4fa IB |
12 | limits = ["acceptance", "unit"] |
| 13 | for test_type in limits: | |
| 14 | if "--no{}".format(test_type) in sys.argv: | |
| 15 | sys.argv.remove("--no{}".format(test_type)) | |
| 16 | limits.remove(test_type) | |
| 17 | if "--only{}".format(test_type) in sys.argv: | |
| 18 | sys.argv.remove("--only{}".format(test_type)) | |
| 19 | limits = [test_type] | |
| 20 | break | |
| 21 | ||
| 80cdd672 IB |
22 | class WebMockTestCase(unittest.TestCase): |
| 23 | import time | |
| 24 | ||
| 25 | def setUp(self): | |
| 26 | super(WebMockTestCase, self).setUp() | |
| 27 | self.wm = requests_mock.Mocker() | |
| 28 | self.wm.start() | |
| 29 | ||
| f86ee140 IB |
30 | # market |
| 31 | self.m = mock.Mock(name="Market", spec=market.Market) | |
| 32 | self.m.debug = False | |
| 33 | ||
| 80cdd672 | 34 | self.patchers = [ |
| 9f54fd9a | 35 | mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}), |
| 80cdd672 | 36 | mock.patch.multiple(portfolio.Computation, |
| 6ca5a1ec | 37 | computations=portfolio.Computation.computations), |
| 80cdd672 IB |
38 | ] |
| 39 | for patcher in self.patchers: | |
| 40 | patcher.start() | |
| 41 | ||
| 80cdd672 IB |
42 | def tearDown(self): |
| 43 | for patcher in self.patchers: | |
| 44 | patcher.stop() | |
| 45 | self.wm.stop() | |
| 46 | super(WebMockTestCase, self).tearDown() | |
| 47 | ||
| 1aa7d4fa | 48 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 80cdd672 IB |
49 | class PortfolioTest(WebMockTestCase): |
| 50 | def fill_data(self): | |
| 51 | if self.json_response is not None: | |
| 52 | portfolio.Portfolio.data = self.json_response | |
| 53 | ||
| 54 | def setUp(self): | |
| 55 | super(PortfolioTest, self).setUp() | |
| 56 | ||
| 57 | with open("test_portfolio.json") as example: | |
| 58 | self.json_response = example.read() | |
| 59 | ||
| 60 | self.wm.get(portfolio.Portfolio.URL, text=self.json_response) | |
| 61 | ||
| f86ee140 | 62 | def test_get_cryptoportfolio(self): |
| 80cdd672 IB |
63 | self.wm.get(portfolio.Portfolio.URL, [ |
| 64 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
| 65 | {"text": "System Error", "status_code": 500}, | |
| 66 | {"exc": requests.exceptions.ConnectTimeout}, | |
| 67 | ]) | |
| f86ee140 | 68 | portfolio.Portfolio.get_cryptoportfolio(self.m) |
| 80cdd672 IB |
69 | self.assertIn("foo", portfolio.Portfolio.data) |
| 70 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
| 71 | self.assertTrue(self.wm.called) | |
| 72 | self.assertEqual(1, self.wm.call_count) | |
| f86ee140 IB |
73 | self.m.report.log_error.assert_not_called() |
| 74 | self.m.report.log_http_request.assert_called_once() | |
| 75 | self.m.report.log_http_request.reset_mock() | |
| 80cdd672 | 76 | |
| f86ee140 | 77 | portfolio.Portfolio.get_cryptoportfolio(self.m) |
| 80cdd672 IB |
78 | self.assertIsNone(portfolio.Portfolio.data) |
| 79 | self.assertEqual(2, self.wm.call_count) | |
| f86ee140 IB |
80 | self.m.report.log_error.assert_not_called() |
| 81 | self.m.report.log_http_request.assert_called_once() | |
| 82 | self.m.report.log_http_request.reset_mock() | |
| 3d0247f9 | 83 | |
| 80cdd672 IB |
84 | |
| 85 | portfolio.Portfolio.data = "Foo" | |
| f86ee140 | 86 | portfolio.Portfolio.get_cryptoportfolio(self.m) |
| 80cdd672 IB |
87 | self.assertEqual("Foo", portfolio.Portfolio.data) |
| 88 | self.assertEqual(3, self.wm.call_count) | |
| f86ee140 | 89 | self.m.report.log_error.assert_called_once_with("get_cryptoportfolio", |
| 3d0247f9 | 90 | exception=mock.ANY) |
| f86ee140 | 91 | self.m.report.log_http_request.assert_not_called() |
| 80cdd672 | 92 | |
| f86ee140 IB |
93 | def test_parse_cryptoportfolio(self): |
| 94 | portfolio.Portfolio.parse_cryptoportfolio(self.m) | |
| 80cdd672 IB |
95 | |
| 96 | self.assertListEqual( | |
| 97 | ["medium", "high"], | |
| 98 | list(portfolio.Portfolio.liquidities.keys())) | |
| 99 | ||
| 100 | liquidities = portfolio.Portfolio.liquidities | |
| 101 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
| 102 | self.assertEqual(10, len(liquidities["high"].keys())) | |
| 103 | ||
| 104 | expected = { | |
| 105 | 'BTC': (D("0.2857"), "long"), | |
| 106 | 'DGB': (D("0.1015"), "long"), | |
| 107 | 'DOGE': (D("0.1805"), "long"), | |
| 108 | 'SC': (D("0.0623"), "long"), | |
| 109 | 'ZEC': (D("0.3701"), "long"), | |
| 110 | } | |
| 9f54fd9a IB |
111 | date = portfolio.datetime(2018, 1, 8) |
| 112 | self.assertDictEqual(expected, liquidities["high"][date]) | |
| 80cdd672 IB |
113 | |
| 114 | expected = { | |
| 115 | 'BTC': (D("1.1102e-16"), "long"), | |
| 116 | 'ETC': (D("0.1"), "long"), | |
| 117 | 'FCT': (D("0.1"), "long"), | |
| 118 | 'GAS': (D("0.1"), "long"), | |
| 119 | 'NAV': (D("0.1"), "long"), | |
| 120 | 'OMG': (D("0.1"), "long"), | |
| 121 | 'OMNI': (D("0.1"), "long"), | |
| 122 | 'PPC': (D("0.1"), "long"), | |
| 123 | 'RIC': (D("0.1"), "long"), | |
| 124 | 'VIA': (D("0.1"), "long"), | |
| 125 | 'XCP': (D("0.1"), "long"), | |
| 126 | } | |
| 9f54fd9a IB |
127 | self.assertDictEqual(expected, liquidities["medium"][date]) |
| 128 | self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date) | |
| 80cdd672 | 129 | |
| f86ee140 | 130 | self.m.report.log_http_request.assert_called_once_with("GET", |
| 3d0247f9 | 131 | portfolio.Portfolio.URL, None, mock.ANY, mock.ANY) |
| f86ee140 | 132 | self.m.report.log_http_request.reset_mock() |
| 3d0247f9 | 133 | |
| 80cdd672 | 134 | # It doesn't refetch the data when available |
| f86ee140 IB |
135 | portfolio.Portfolio.parse_cryptoportfolio(self.m) |
| 136 | self.m.report.log_http_request.assert_not_called() | |
| 80cdd672 IB |
137 | |
| 138 | self.assertEqual(1, self.wm.call_count) | |
| 139 | ||
| f86ee140 | 140 | portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True) |
| 9f54fd9a | 141 | self.assertEqual(2, self.wm.call_count) |
| f86ee140 | 142 | self.m.report.log_http_request.assert_called_once() |
| 9f54fd9a | 143 | |
| f86ee140 | 144 | def test_repartition(self): |
| 80cdd672 IB |
145 | expected_medium = { |
| 146 | 'BTC': (D("1.1102e-16"), "long"), | |
| 147 | 'USDT': (D("0.1"), "long"), | |
| 148 | 'ETC': (D("0.1"), "long"), | |
| 149 | 'FCT': (D("0.1"), "long"), | |
| 150 | 'OMG': (D("0.1"), "long"), | |
| 151 | 'STEEM': (D("0.1"), "long"), | |
| 152 | 'STRAT': (D("0.1"), "long"), | |
| 153 | 'XEM': (D("0.1"), "long"), | |
| 154 | 'XMR': (D("0.1"), "long"), | |
| 155 | 'XVC': (D("0.1"), "long"), | |
| 156 | 'ZRX': (D("0.1"), "long"), | |
| 157 | } | |
| 158 | expected_high = { | |
| 159 | 'USDT': (D("0.1226"), "long"), | |
| 160 | 'BTC': (D("0.1429"), "long"), | |
| 161 | 'ETC': (D("0.1127"), "long"), | |
| 162 | 'ETH': (D("0.1569"), "long"), | |
| 163 | 'FCT': (D("0.3341"), "long"), | |
| 164 | 'GAS': (D("0.1308"), "long"), | |
| 165 | } | |
| 166 | ||
| f86ee140 IB |
167 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m)) |
| 168 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium")) | |
| 169 | self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high")) | |
| 80cdd672 | 170 | |
| 9f54fd9a IB |
171 | self.assertEqual(1, self.wm.call_count) |
| 172 | ||
| f86ee140 | 173 | portfolio.Portfolio.repartition(self.m) |
| 9f54fd9a IB |
174 | self.assertEqual(1, self.wm.call_count) |
| 175 | ||
| f86ee140 | 176 | portfolio.Portfolio.repartition(self.m, refetch=True) |
| 9f54fd9a | 177 | self.assertEqual(2, self.wm.call_count) |
| f86ee140 IB |
178 | self.m.report.log_http_request.assert_called() |
| 179 | self.assertEqual(2, self.m.report.log_http_request.call_count) | |
| 9f54fd9a IB |
180 | |
| 181 | @mock.patch.object(portfolio.time, "sleep") | |
| 182 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
| 183 | def test_wait_for_recent(self, repartition, sleep): | |
| 184 | self.call_count = 0 | |
| f86ee140 IB |
185 | def _repartition(market, refetch): |
| 186 | self.assertEqual(self.m, market) | |
| 9f54fd9a IB |
187 | self.assertTrue(refetch) |
| 188 | self.call_count += 1 | |
| 189 | portfolio.Portfolio.last_date = portfolio.datetime.now()\ | |
| 190 | - portfolio.timedelta(10)\ | |
| 191 | + portfolio.timedelta(self.call_count) | |
| 192 | repartition.side_effect = _repartition | |
| 193 | ||
| f86ee140 | 194 | portfolio.Portfolio.wait_for_recent(self.m) |
| 9f54fd9a IB |
195 | sleep.assert_called_with(30) |
| 196 | self.assertEqual(6, sleep.call_count) | |
| 197 | self.assertEqual(7, repartition.call_count) | |
| f86ee140 | 198 | self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") |
| 9f54fd9a IB |
199 | |
| 200 | sleep.reset_mock() | |
| 201 | repartition.reset_mock() | |
| 202 | portfolio.Portfolio.last_date = None | |
| 203 | self.call_count = 0 | |
| f86ee140 | 204 | portfolio.Portfolio.wait_for_recent(self.m, delta=15) |
| 9f54fd9a IB |
205 | sleep.assert_not_called() |
| 206 | self.assertEqual(1, repartition.call_count) | |
| 207 | ||
| 208 | sleep.reset_mock() | |
| 209 | repartition.reset_mock() | |
| 210 | portfolio.Portfolio.last_date = None | |
| 211 | self.call_count = 0 | |
| f86ee140 | 212 | portfolio.Portfolio.wait_for_recent(self.m, delta=1) |
| 9f54fd9a IB |
213 | sleep.assert_called_with(30) |
| 214 | self.assertEqual(9, sleep.call_count) | |
| 215 | self.assertEqual(10, repartition.call_count) | |
| 216 | ||
| 1aa7d4fa | 217 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 80cdd672 | 218 | class AmountTest(WebMockTestCase): |
| dd359bc0 | 219 | def test_values(self): |
| 5ab23e1c IB |
220 | amount = portfolio.Amount("BTC", "0.65") |
| 221 | self.assertEqual(D("0.65"), amount.value) | |
| dd359bc0 IB |
222 | self.assertEqual("BTC", amount.currency) |
| 223 | ||
| dd359bc0 IB |
224 | def test_in_currency(self): |
| 225 | amount = portfolio.Amount("ETC", 10) | |
| 226 | ||
| f86ee140 | 227 | self.assertEqual(amount, amount.in_currency("ETC", self.m)) |
| dd359bc0 | 228 | |
| f86ee140 IB |
229 | with self.subTest(desc="no ticker for currency"): |
| 230 | self.m.get_ticker.return_value = None | |
| dd359bc0 | 231 | |
| f86ee140 | 232 | self.assertRaises(Exception, amount.in_currency, "ETH", self.m) |
| dd359bc0 | 233 | |
| f86ee140 IB |
234 | with self.subTest(desc="nominal case"): |
| 235 | self.m.get_ticker.return_value = { | |
| deb8924c IB |
236 | "bid": D("0.2"), |
| 237 | "ask": D("0.4"), | |
| 5ab23e1c | 238 | "average": D("0.3"), |
| dd359bc0 IB |
239 | "foo": "bar", |
| 240 | } | |
| f86ee140 | 241 | converted_amount = amount.in_currency("ETH", self.m) |
| dd359bc0 | 242 | |
| 5ab23e1c | 243 | self.assertEqual(D("3.0"), converted_amount.value) |
| dd359bc0 IB |
244 | self.assertEqual("ETH", converted_amount.currency) |
| 245 | self.assertEqual(amount, converted_amount.linked_to) | |
| 246 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
| 247 | ||
| f86ee140 | 248 | converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") |
| deb8924c IB |
249 | self.assertEqual(D("2"), converted_amount.value) |
| 250 | ||
| f86ee140 | 251 | converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") |
| deb8924c IB |
252 | self.assertEqual(D("4"), converted_amount.value) |
| 253 | ||
| f86ee140 | 254 | converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) |
| c2644ba8 IB |
255 | self.assertEqual(D("0.2"), converted_amount.value) |
| 256 | ||
| 80cdd672 IB |
257 | def test__round(self): |
| 258 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
| 259 | self.assertEqual(D("1.23456789"), round(amount).value) | |
| 260 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
| 261 | ||
| dd359bc0 IB |
262 | def test__abs(self): |
| 263 | amount = portfolio.Amount("SC", -120) | |
| 264 | self.assertEqual(120, abs(amount).value) | |
| 265 | self.assertEqual("SC", abs(amount).currency) | |
| 266 | ||
| 267 | amount = portfolio.Amount("SC", 10) | |
| 268 | self.assertEqual(10, abs(amount).value) | |
| 269 | self.assertEqual("SC", abs(amount).currency) | |
| 270 | ||
| 271 | def test__add(self): | |
| 5ab23e1c IB |
272 | amount1 = portfolio.Amount("XVG", "12.9") |
| 273 | amount2 = portfolio.Amount("XVG", "13.1") | |
| dd359bc0 IB |
274 | |
| 275 | self.assertEqual(26, (amount1 + amount2).value) | |
| 276 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
| 277 | ||
| 5ab23e1c | 278 | amount3 = portfolio.Amount("ETH", "1.6") |
| dd359bc0 IB |
279 | with self.assertRaises(Exception): |
| 280 | amount1 + amount3 | |
| 281 | ||
| 282 | amount4 = portfolio.Amount("ETH", 0.0) | |
| 283 | self.assertEqual(amount1, amount1 + amount4) | |
| 284 | ||
| f320eb8a IB |
285 | self.assertEqual(amount1, amount1 + 0) |
| 286 | ||
| dd359bc0 | 287 | def test__radd(self): |
| 5ab23e1c | 288 | amount = portfolio.Amount("XVG", "12.9") |
| dd359bc0 IB |
289 | |
| 290 | self.assertEqual(amount, 0 + amount) | |
| 291 | with self.assertRaises(Exception): | |
| 292 | 4 + amount | |
| 293 | ||
| 294 | def test__sub(self): | |
| 5ab23e1c IB |
295 | amount1 = portfolio.Amount("XVG", "13.3") |
| 296 | amount2 = portfolio.Amount("XVG", "13.1") | |
| dd359bc0 | 297 | |
| 5ab23e1c | 298 | self.assertEqual(D("0.2"), (amount1 - amount2).value) |
| dd359bc0 IB |
299 | self.assertEqual("XVG", (amount1 - amount2).currency) |
| 300 | ||
| 5ab23e1c | 301 | amount3 = portfolio.Amount("ETH", "1.6") |
| dd359bc0 IB |
302 | with self.assertRaises(Exception): |
| 303 | amount1 - amount3 | |
| 304 | ||
| 305 | amount4 = portfolio.Amount("ETH", 0.0) | |
| 306 | self.assertEqual(amount1, amount1 - amount4) | |
| 307 | ||
| f320eb8a IB |
308 | def test__rsub(self): |
| 309 | amount = portfolio.Amount("ETH", "1.6") | |
| 310 | with self.assertRaises(Exception): | |
| 311 | 3 - amount | |
| 312 | ||
| f86ee140 | 313 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) |
| f320eb8a | 314 | |
| dd359bc0 IB |
315 | def test__mul(self): |
| 316 | amount = portfolio.Amount("XEM", 11) | |
| 317 | ||
| 5ab23e1c IB |
318 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) |
| 319 | self.assertEqual(D("33"), (amount * 3).value) | |
| dd359bc0 IB |
320 | |
| 321 | with self.assertRaises(Exception): | |
| 322 | amount * amount | |
| 323 | ||
| 324 | def test__rmul(self): | |
| 325 | amount = portfolio.Amount("XEM", 11) | |
| 326 | ||
| 5ab23e1c IB |
327 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) |
| 328 | self.assertEqual(D("33"), (3 * amount).value) | |
| dd359bc0 IB |
329 | |
| 330 | def test__floordiv(self): | |
| 331 | amount = portfolio.Amount("XEM", 11) | |
| 332 | ||
| 5ab23e1c IB |
333 | self.assertEqual(D("5.5"), (amount / 2).value) |
| 334 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
| dd359bc0 | 335 | |
| 1aa7d4fa IB |
336 | with self.assertRaises(Exception): |
| 337 | amount / amount | |
| 338 | ||
| 80cdd672 | 339 | def test__truediv(self): |
| dd359bc0 IB |
340 | amount = portfolio.Amount("XEM", 11) |
| 341 | ||
| 5ab23e1c IB |
342 | self.assertEqual(D("5.5"), (amount / 2).value) |
| 343 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
| dd359bc0 IB |
344 | |
| 345 | def test__lt(self): | |
| 346 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 347 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 348 | ||
| 349 | self.assertTrue(amount1 < amount2) | |
| 350 | self.assertFalse(amount2 < amount1) | |
| 351 | self.assertFalse(amount1 < amount1) | |
| 352 | ||
| 353 | amount3 = portfolio.Amount("BTC", 1.6) | |
| 354 | with self.assertRaises(Exception): | |
| 355 | amount1 < amount3 | |
| 356 | ||
| 80cdd672 IB |
357 | def test__le(self): |
| 358 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 359 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 360 | ||
| 361 | self.assertTrue(amount1 <= amount2) | |
| 362 | self.assertFalse(amount2 <= amount1) | |
| 363 | self.assertTrue(amount1 <= amount1) | |
| 364 | ||
| 365 | amount3 = portfolio.Amount("BTC", 1.6) | |
| 366 | with self.assertRaises(Exception): | |
| 367 | amount1 <= amount3 | |
| 368 | ||
| 369 | def test__gt(self): | |
| 370 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 371 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 372 | ||
| 373 | self.assertTrue(amount2 > amount1) | |
| 374 | self.assertFalse(amount1 > amount2) | |
| 375 | self.assertFalse(amount1 > amount1) | |
| 376 | ||
| 377 | amount3 = portfolio.Amount("BTC", 1.6) | |
| 378 | with self.assertRaises(Exception): | |
| 379 | amount3 > amount1 | |
| 380 | ||
| 381 | def test__ge(self): | |
| 382 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 383 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 384 | ||
| 385 | self.assertTrue(amount2 >= amount1) | |
| 386 | self.assertFalse(amount1 >= amount2) | |
| 387 | self.assertTrue(amount1 >= amount1) | |
| 388 | ||
| 389 | amount3 = portfolio.Amount("BTC", 1.6) | |
| 390 | with self.assertRaises(Exception): | |
| 391 | amount3 >= amount1 | |
| 392 | ||
| dd359bc0 IB |
393 | def test__eq(self): |
| 394 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 395 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 396 | amount3 = portfolio.Amount("BTD", 11.3) | |
| 397 | ||
| 398 | self.assertFalse(amount1 == amount2) | |
| 399 | self.assertFalse(amount2 == amount1) | |
| 400 | self.assertTrue(amount1 == amount3) | |
| 401 | self.assertFalse(amount2 == 0) | |
| 402 | ||
| 403 | amount4 = portfolio.Amount("BTC", 1.6) | |
| 404 | with self.assertRaises(Exception): | |
| 405 | amount1 == amount4 | |
| 406 | ||
| 407 | amount5 = portfolio.Amount("BTD", 0) | |
| 408 | self.assertTrue(amount5 == 0) | |
| 409 | ||
| 80cdd672 IB |
410 | def test__ne(self): |
| 411 | amount1 = portfolio.Amount("BTD", 11.3) | |
| 412 | amount2 = portfolio.Amount("BTD", 13.1) | |
| 413 | amount3 = portfolio.Amount("BTD", 11.3) | |
| 414 | ||
| 415 | self.assertTrue(amount1 != amount2) | |
| 416 | self.assertTrue(amount2 != amount1) | |
| 417 | self.assertFalse(amount1 != amount3) | |
| 418 | self.assertTrue(amount2 != 0) | |
| 419 | ||
| 420 | amount4 = portfolio.Amount("BTC", 1.6) | |
| 421 | with self.assertRaises(Exception): | |
| 422 | amount1 != amount4 | |
| 423 | ||
| 424 | amount5 = portfolio.Amount("BTD", 0) | |
| 425 | self.assertFalse(amount5 != 0) | |
| 426 | ||
| 427 | def test__neg(self): | |
| 428 | amount1 = portfolio.Amount("BTD", "11.3") | |
| 429 | ||
| 430 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
| 431 | ||
| dd359bc0 IB |
432 | def test__str(self): |
| 433 | amount1 = portfolio.Amount("BTX", 32) | |
| 434 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
| 435 | ||
| 436 | amount2 = portfolio.Amount("USDT", 12000) | |
| 437 | amount1.linked_to = amount2 | |
| 438 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
| 439 | ||
| 440 | def test__repr(self): | |
| 441 | amount1 = portfolio.Amount("BTX", 32) | |
| 442 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
| 443 | ||
| 444 | amount2 = portfolio.Amount("USDT", 12000) | |
| 445 | amount1.linked_to = amount2 | |
| 446 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
| 447 | ||
| 448 | amount3 = portfolio.Amount("BTC", 0.1) | |
| 449 | amount2.linked_to = amount3 | |
| 450 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
| 451 | ||
| 3d0247f9 IB |
452 | def test_as_json(self): |
| 453 | amount = portfolio.Amount("BTX", 32) | |
| 454 | self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) | |
| 455 | ||
| 456 | amount = portfolio.Amount("BTX", "1E-10") | |
| 457 | self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) | |
| 458 | ||
| 459 | amount = portfolio.Amount("BTX", "1E-5") | |
| 460 | self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) | |
| 461 | self.assertEqual("0.00001", str(amount.as_json()["value"])) | |
| 462 | ||
| 1aa7d4fa | 463 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 80cdd672 | 464 | class BalanceTest(WebMockTestCase): |
| f2da6589 | 465 | def test_values(self): |
| 80cdd672 IB |
466 | balance = portfolio.Balance("BTC", { |
| 467 | "exchange_total": "0.65", | |
| 468 | "exchange_free": "0.35", | |
| 469 | "exchange_used": "0.30", | |
| 470 | "margin_total": "-10", | |
| aca4d437 IB |
471 | "margin_borrowed": "10", |
| 472 | "margin_available": "0", | |
| 473 | "margin_in_position": "0", | |
| 80cdd672 IB |
474 | "margin_position_type": "short", |
| 475 | "margin_borrowed_base_currency": "USDT", | |
| 476 | "margin_liquidation_price": "1.20", | |
| 477 | "margin_pending_gain": "10", | |
| 478 | "margin_lending_fees": "0.4", | |
| 479 | "margin_borrowed_base_price": "0.15", | |
| 480 | }) | |
| 481 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
| 482 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
| 483 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
| 484 | self.assertEqual("BTC", balance.exchange_total.currency) | |
| 485 | self.assertEqual("BTC", balance.exchange_free.currency) | |
| 486 | self.assertEqual("BTC", balance.exchange_total.currency) | |
| 487 | ||
| 488 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
| aca4d437 IB |
489 | self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) |
| 490 | self.assertEqual(portfolio.D("0"), balance.margin_available.value) | |
| 80cdd672 IB |
491 | self.assertEqual("BTC", balance.margin_total.currency) |
| 492 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
| aca4d437 | 493 | self.assertEqual("BTC", balance.margin_available.currency) |
| f2da6589 | 494 | |
| f2da6589 IB |
495 | self.assertEqual("BTC", balance.currency) |
| 496 | ||
| 80cdd672 IB |
497 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) |
| 498 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
| 499 | ||
| 6ca5a1ec IB |
500 | def test__repr(self): |
| 501 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
| 502 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
| 503 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
| 504 | "exchange_used": 1, "exchange_free": 2 }) | |
| 505 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
| f2da6589 | 506 | |
| 1aa7d4fa IB |
507 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) |
| 508 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
| 509 | ||
| 6ca5a1ec | 510 | balance = portfolio.Balance("BTX", { "margin_total": 3, |
| aca4d437 IB |
511 | "margin_in_position": 1, "margin_available": 2 }) |
| 512 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
| f2da6589 | 513 | |
| aca4d437 | 514 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) |
| 1aa7d4fa IB |
515 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) |
| 516 | ||
| 6ca5a1ec IB |
517 | balance = portfolio.Balance("BTX", { "margin_total": -3, |
| 518 | "margin_borrowed_base_price": D("0.1"), | |
| 519 | "margin_borrowed_base_currency": "BTC", | |
| 520 | "margin_lending_fees": D("0.002") }) | |
| 521 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
| f2da6589 | 522 | |
| 1aa7d4fa | 523 | balance = portfolio.Balance("BTX", { "margin_total": 1, |
| aca4d437 IB |
524 | "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) |
| 525 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
| 1aa7d4fa | 526 | |
| 3d0247f9 IB |
527 | def test_as_json(self): |
| 528 | balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) | |
| 529 | as_json = balance.as_json() | |
| 530 | self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) | |
| 531 | self.assertEqual(D(0), as_json["total"]) | |
| 532 | self.assertEqual(D(2), as_json["exchange_total"]) | |
| 533 | self.assertEqual(D(2), as_json["exchange_free"]) | |
| 534 | self.assertEqual(D(0), as_json["exchange_used"]) | |
| 535 | self.assertEqual(D(0), as_json["margin_total"]) | |
| aca4d437 | 536 | self.assertEqual(D(0), as_json["margin_available"]) |
| 3d0247f9 IB |
537 | self.assertEqual(D(0), as_json["margin_borrowed"]) |
| 538 | ||
| 1aa7d4fa | 539 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| f86ee140 IB |
540 | class MarketTest(WebMockTestCase): |
| 541 | def setUp(self): | |
| 542 | super(MarketTest, self).setUp() | |
| 543 | ||
| 544 | self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
| 545 | ||
| 546 | def test_values(self): | |
| 547 | m = market.Market(self.ccxt) | |
| 548 | ||
| 549 | self.assertEqual(self.ccxt, m.ccxt) | |
| 550 | self.assertFalse(m.debug) | |
| 551 | self.assertIsInstance(m.report, market.ReportStore) | |
| 552 | self.assertIsInstance(m.trades, market.TradeStore) | |
| 553 | self.assertIsInstance(m.balances, market.BalanceStore) | |
| 554 | self.assertEqual(m, m.report.market) | |
| 555 | self.assertEqual(m, m.trades.market) | |
| 556 | self.assertEqual(m, m.balances.market) | |
| 557 | self.assertEqual(m, m.ccxt._market) | |
| 558 | ||
| 559 | m = market.Market(self.ccxt, debug=True) | |
| 560 | self.assertTrue(m.debug) | |
| 561 | ||
| 562 | m = market.Market(self.ccxt, debug=False) | |
| 563 | self.assertFalse(m.debug) | |
| 564 | ||
| 565 | @mock.patch("market.ccxt") | |
| 566 | def test_from_config(self, ccxt): | |
| 567 | with mock.patch("market.ReportStore"): | |
| 568 | ccxt.poloniexE.return_value = self.ccxt | |
| 569 | self.ccxt.session.request.return_value = "response" | |
| 570 | ||
| d24bb10c | 571 | m = market.Market.from_config({"key": "key", "secred": "secret"}) |
| f86ee140 IB |
572 | |
| 573 | self.assertEqual(self.ccxt, m.ccxt) | |
| 574 | ||
| 575 | self.ccxt.session.request("GET", "URL", data="data", | |
| 576 | headers="headers") | |
| 577 | m.report.log_http_request.assert_called_with('GET', 'URL', 'data', | |
| 578 | 'headers', 'response') | |
| 579 | ||
| d24bb10c | 580 | m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True) |
| f86ee140 IB |
581 | self.assertEqual(True, m.debug) |
| 582 | ||
| aca4d437 IB |
583 | def test_get_tickers(self): |
| 584 | self.ccxt.fetch_tickers.side_effect = [ | |
| 585 | "tickers", | |
| 586 | market.NotSupported | |
| 6ca5a1ec | 587 | ] |
| f2da6589 | 588 | |
| aca4d437 IB |
589 | m = market.Market(self.ccxt) |
| 590 | self.assertEqual("tickers", m.get_tickers()) | |
| 591 | self.assertEqual("tickers", m.get_tickers()) | |
| 592 | self.ccxt.fetch_tickers.assert_called_once() | |
| f2da6589 | 593 | |
| aca4d437 IB |
594 | self.assertIsNone(m.get_tickers(refresh=self.time.time())) |
| 595 | ||
| 596 | def test_get_ticker(self): | |
| 597 | with self.subTest(get_tickers=True): | |
| 598 | self.ccxt.fetch_tickers.return_value = { | |
| 599 | "ETH/ETC": { "bid": 1, "ask": 3 }, | |
| 600 | "XVG/ETH": { "bid": 10, "ask": 40 }, | |
| 601 | } | |
| 602 | m = market.Market(self.ccxt) | |
| 603 | ||
| 604 | ticker = m.get_ticker("ETH", "ETC") | |
| 605 | self.assertEqual(1, ticker["bid"]) | |
| 606 | self.assertEqual(3, ticker["ask"]) | |
| 607 | self.assertEqual(2, ticker["average"]) | |
| 608 | self.assertFalse(ticker["inverted"]) | |
| 609 | ||
| 610 | ticker = m.get_ticker("ETH", "XVG") | |
| 611 | self.assertEqual(0.0625, ticker["average"]) | |
| 612 | self.assertTrue(ticker["inverted"]) | |
| 613 | self.assertIn("original", ticker) | |
| 614 | self.assertEqual(10, ticker["original"]["bid"]) | |
| 615 | ||
| 616 | ticker = m.get_ticker("XVG", "XMR") | |
| 617 | self.assertIsNone(ticker) | |
| 618 | ||
| 619 | with self.subTest(get_tickers=False): | |
| 620 | self.ccxt.fetch_tickers.return_value = None | |
| 621 | self.ccxt.fetch_ticker.side_effect = [ | |
| 622 | { "bid": 1, "ask": 3 }, | |
| 623 | market.ExchangeError("foo"), | |
| 624 | { "bid": 10, "ask": 40 }, | |
| 625 | market.ExchangeError("foo"), | |
| 626 | market.ExchangeError("foo"), | |
| 627 | ] | |
| 628 | ||
| 629 | m = market.Market(self.ccxt) | |
| 630 | ||
| 631 | ticker = m.get_ticker("ETH", "ETC") | |
| 632 | self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") | |
| 633 | self.assertEqual(1, ticker["bid"]) | |
| 634 | self.assertEqual(3, ticker["ask"]) | |
| 635 | self.assertEqual(2, ticker["average"]) | |
| 636 | self.assertFalse(ticker["inverted"]) | |
| 637 | ||
| 638 | ticker = m.get_ticker("ETH", "XVG") | |
| 639 | self.assertEqual(0.0625, ticker["average"]) | |
| 640 | self.assertTrue(ticker["inverted"]) | |
| 641 | self.assertIn("original", ticker) | |
| 642 | self.assertEqual(10, ticker["original"]["bid"]) | |
| 643 | ||
| 644 | ticker = m.get_ticker("XVG", "XMR") | |
| 645 | self.assertIsNone(ticker) | |
| f2da6589 | 646 | |
| 6ca5a1ec | 647 | def test_fetch_fees(self): |
| f86ee140 IB |
648 | m = market.Market(self.ccxt) |
| 649 | self.ccxt.fetch_fees.return_value = "Foo" | |
| 650 | self.assertEqual("Foo", m.fetch_fees()) | |
| 651 | self.ccxt.fetch_fees.assert_called_once() | |
| 652 | self.ccxt.reset_mock() | |
| 653 | self.assertEqual("Foo", m.fetch_fees()) | |
| 654 | self.ccxt.fetch_fees.assert_not_called() | |
| f2da6589 | 655 | |
| 350ed24d | 656 | @mock.patch.object(portfolio.Portfolio, "repartition") |
| f86ee140 IB |
657 | @mock.patch.object(market.Market, "get_ticker") |
| 658 | @mock.patch.object(market.TradeStore, "compute_trades") | |
| 659 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
| f2da6589 | 660 | repartition.return_value = { |
| 350ed24d IB |
661 | "XEM": (D("0.75"), "long"), |
| 662 | "BTC": (D("0.25"), "long"), | |
| f2da6589 | 663 | } |
| f86ee140 | 664 | def _get_ticker(c1, c2): |
| deb8924c IB |
665 | if c1 == "USDT" and c2 == "BTC": |
| 666 | return { "average": D("0.0001") } | |
| 667 | if c1 == "XVG" and c2 == "BTC": | |
| 668 | return { "average": D("0.000001") } | |
| 669 | if c1 == "XEM" and c2 == "BTC": | |
| 670 | return { "average": D("0.001") } | |
| a9950fd0 | 671 | self.fail("Should be called with {}, {}".format(c1, c2)) |
| deb8924c IB |
672 | get_ticker.side_effect = _get_ticker |
| 673 | ||
| f86ee140 IB |
674 | with mock.patch("market.ReportStore"): |
| 675 | m = market.Market(self.ccxt) | |
| 676 | self.ccxt.fetch_all_balances.return_value = { | |
| 677 | "USDT": { | |
| 678 | "exchange_free": D("10000.0"), | |
| 679 | "exchange_used": D("0.0"), | |
| 680 | "exchange_total": D("10000.0"), | |
| 681 | "total": D("10000.0") | |
| 682 | }, | |
| 683 | "XVG": { | |
| 684 | "exchange_free": D("10000.0"), | |
| 685 | "exchange_used": D("0.0"), | |
| 686 | "exchange_total": D("10000.0"), | |
| 687 | "total": D("10000.0") | |
| 688 | }, | |
| 689 | } | |
| 18167a3c | 690 | |
| f86ee140 | 691 | m.balances.fetch_balances(tag="tag") |
| f2da6589 | 692 | |
| f86ee140 IB |
693 | m.prepare_trades() |
| 694 | compute_trades.assert_called() | |
| 695 | ||
| 696 | call = compute_trades.call_args | |
| 697 | self.assertEqual(1, call[0][0]["USDT"].value) | |
| 698 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
| 699 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
| 700 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
| 701 | m.report.log_stage.assert_called_once_with("prepare_trades") | |
| 702 | m.report.log_balances.assert_called_once_with(tag="tag") | |
| f2da6589 | 703 | |
| c51687d2 | 704 | @mock.patch.object(portfolio.Portfolio, "repartition") |
| f86ee140 IB |
705 | @mock.patch.object(market.Market, "get_ticker") |
| 706 | @mock.patch.object(market.TradeStore, "compute_trades") | |
| 707 | def test_update_trades(self, compute_trades, get_ticker, repartition): | |
| c51687d2 IB |
708 | repartition.return_value = { |
| 709 | "XEM": (D("0.75"), "long"), | |
| 710 | "BTC": (D("0.25"), "long"), | |
| 711 | } | |
| f86ee140 | 712 | def _get_ticker(c1, c2): |
| c51687d2 IB |
713 | if c1 == "USDT" and c2 == "BTC": |
| 714 | return { "average": D("0.0001") } | |
| 715 | if c1 == "XVG" and c2 == "BTC": | |
| 716 | return { "average": D("0.000001") } | |
| 717 | if c1 == "XEM" and c2 == "BTC": | |
| 718 | return { "average": D("0.001") } | |
| 719 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
| 720 | get_ticker.side_effect = _get_ticker | |
| 721 | ||
| f86ee140 IB |
722 | with mock.patch("market.ReportStore"): |
| 723 | m = market.Market(self.ccxt) | |
| 724 | self.ccxt.fetch_all_balances.return_value = { | |
| 725 | "USDT": { | |
| 726 | "exchange_free": D("10000.0"), | |
| 727 | "exchange_used": D("0.0"), | |
| 728 | "exchange_total": D("10000.0"), | |
| 729 | "total": D("10000.0") | |
| 730 | }, | |
| 731 | "XVG": { | |
| 732 | "exchange_free": D("10000.0"), | |
| 733 | "exchange_used": D("0.0"), | |
| 734 | "exchange_total": D("10000.0"), | |
| 735 | "total": D("10000.0") | |
| 736 | }, | |
| 737 | } | |
| 738 | ||
| 739 | m.balances.fetch_balances(tag="tag") | |
| 18167a3c | 740 | |
| f86ee140 IB |
741 | m.update_trades() |
| 742 | compute_trades.assert_called() | |
| c51687d2 | 743 | |
| f86ee140 IB |
744 | call = compute_trades.call_args |
| 745 | self.assertEqual(1, call[0][0]["USDT"].value) | |
| 746 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
| 747 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
| 748 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
| 749 | m.report.log_stage.assert_called_once_with("update_trades") | |
| 750 | m.report.log_balances.assert_called_once_with(tag="tag") | |
| c51687d2 IB |
751 | |
| 752 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
| f86ee140 IB |
753 | @mock.patch.object(market.Market, "get_ticker") |
| 754 | @mock.patch.object(market.TradeStore, "compute_trades") | |
| 755 | def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): | |
| 756 | def _get_ticker(c1, c2): | |
| c51687d2 IB |
757 | if c1 == "USDT" and c2 == "BTC": |
| 758 | return { "average": D("0.0001") } | |
| 759 | if c1 == "XVG" and c2 == "BTC": | |
| 760 | return { "average": D("0.000001") } | |
| 761 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
| 762 | get_ticker.side_effect = _get_ticker | |
| 763 | ||
| f86ee140 IB |
764 | with mock.patch("market.ReportStore"): |
| 765 | m = market.Market(self.ccxt) | |
| 766 | self.ccxt.fetch_all_balances.return_value = { | |
| 767 | "USDT": { | |
| 768 | "exchange_free": D("10000.0"), | |
| 769 | "exchange_used": D("0.0"), | |
| 770 | "exchange_total": D("10000.0"), | |
| 771 | "total": D("10000.0") | |
| 772 | }, | |
| 773 | "XVG": { | |
| 774 | "exchange_free": D("10000.0"), | |
| 775 | "exchange_used": D("0.0"), | |
| 776 | "exchange_total": D("10000.0"), | |
| 777 | "total": D("10000.0") | |
| 778 | }, | |
| 779 | } | |
| 780 | ||
| 781 | m.balances.fetch_balances(tag="tag") | |
| 18167a3c | 782 | |
| f86ee140 | 783 | m.prepare_trades_to_sell_all() |
| c51687d2 | 784 | |
| f86ee140 IB |
785 | repartition.assert_not_called() |
| 786 | compute_trades.assert_called() | |
| 787 | ||
| 788 | call = compute_trades.call_args | |
| 789 | self.assertEqual(1, call[0][0]["USDT"].value) | |
| 790 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
| 791 | self.assertEqual(D("1.01"), call[0][1]["BTC"].value) | |
| 792 | m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all") | |
| 793 | m.report.log_balances.assert_called_once_with(tag="tag") | |
| a9950fd0 | 794 | |
| 1aa7d4fa | 795 | @mock.patch.object(portfolio.time, "sleep") |
| f86ee140 | 796 | @mock.patch.object(market.TradeStore, "all_orders") |
| 1aa7d4fa | 797 | def test_follow_orders(self, all_orders, time_mock): |
| 3d0247f9 IB |
798 | for debug, sleep in [ |
| 799 | (False, None), (True, None), | |
| 800 | (False, 12), (True, 12)]: | |
| 801 | with self.subTest(sleep=sleep, debug=debug), \ | |
| f86ee140 IB |
802 | mock.patch("market.ReportStore"): |
| 803 | m = market.Market(self.ccxt, debug=debug) | |
| 804 | ||
| 1aa7d4fa IB |
805 | order_mock1 = mock.Mock() |
| 806 | order_mock2 = mock.Mock() | |
| 807 | order_mock3 = mock.Mock() | |
| 808 | all_orders.side_effect = [ | |
| 809 | [order_mock1, order_mock2], | |
| 810 | [order_mock1, order_mock2], | |
| 811 | ||
| 812 | [order_mock1, order_mock3], | |
| 813 | [order_mock1, order_mock3], | |
| 814 | ||
| 815 | [order_mock1, order_mock3], | |
| 816 | [order_mock1, order_mock3], | |
| 817 | ||
| 818 | [] | |
| 819 | ] | |
| 820 | ||
| 821 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
| 822 | order_mock2.get_status.side_effect = ["open"] | |
| 823 | order_mock3.get_status.side_effect = ["open", "closed"] | |
| 824 | ||
| 825 | order_mock1.trade = mock.Mock() | |
| 826 | order_mock2.trade = mock.Mock() | |
| 827 | order_mock3.trade = mock.Mock() | |
| 828 | ||
| f86ee140 | 829 | m.follow_orders(sleep=sleep) |
| 1aa7d4fa IB |
830 | |
| 831 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
| 832 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
| 833 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
| 834 | self.assertEqual(3, order_mock1.get_status.call_count) | |
| 835 | ||
| 836 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
| 837 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
| 838 | self.assertEqual(1, order_mock2.get_status.call_count) | |
| 839 | ||
| 840 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
| 841 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
| 842 | self.assertEqual(2, order_mock3.get_status.call_count) | |
| f86ee140 | 843 | m.report.log_stage.assert_called() |
| 3d0247f9 IB |
844 | calls = [ |
| 845 | mock.call("follow_orders_begin"), | |
| 846 | mock.call("follow_orders_tick_1"), | |
| 847 | mock.call("follow_orders_tick_2"), | |
| 848 | mock.call("follow_orders_tick_3"), | |
| 849 | mock.call("follow_orders_end"), | |
| 850 | ] | |
| f86ee140 IB |
851 | m.report.log_stage.assert_has_calls(calls) |
| 852 | m.report.log_orders.assert_called() | |
| 853 | self.assertEqual(3, m.report.log_orders.call_count) | |
| 3d0247f9 IB |
854 | calls = [ |
| 855 | mock.call([order_mock1, order_mock2], tick=1), | |
| 856 | mock.call([order_mock1, order_mock3], tick=2), | |
| 857 | mock.call([order_mock1, order_mock3], tick=3), | |
| 858 | ] | |
| f86ee140 | 859 | m.report.log_orders.assert_has_calls(calls) |
| 3d0247f9 IB |
860 | calls = [ |
| 861 | mock.call(order_mock1, 3, finished=True), | |
| 862 | mock.call(order_mock3, 3, finished=True), | |
| 863 | ] | |
| f86ee140 | 864 | m.report.log_order.assert_has_calls(calls) |
| 1aa7d4fa IB |
865 | |
| 866 | if sleep is None: | |
| 867 | if debug: | |
| f86ee140 | 868 | m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") |
| 1aa7d4fa IB |
869 | time_mock.assert_called_with(7) |
| 870 | else: | |
| 871 | time_mock.assert_called_with(30) | |
| 872 | else: | |
| 873 | time_mock.assert_called_with(sleep) | |
| 874 | ||
| f86ee140 | 875 | @mock.patch.object(market.BalanceStore, "fetch_balances") |
| 5a72ded7 IB |
876 | def test_move_balance(self, fetch_balances): |
| 877 | for debug in [True, False]: | |
| 878 | with self.subTest(debug=debug),\ | |
| f86ee140 IB |
879 | mock.patch("market.ReportStore"): |
| 880 | m = market.Market(self.ccxt, debug=debug) | |
| 881 | ||
| 5a72ded7 IB |
882 | value_from = portfolio.Amount("BTC", "1.0") |
| 883 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 884 | value_to = portfolio.Amount("BTC", "10.0") | |
| f86ee140 | 885 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) |
| 5a72ded7 IB |
886 | |
| 887 | value_from = portfolio.Amount("BTC", "0.0") | |
| 888 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
| 889 | value_to = portfolio.Amount("BTC", "-3.0") | |
| f86ee140 | 890 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) |
| 5a72ded7 IB |
891 | |
| 892 | value_from = portfolio.Amount("USDT", "0.0") | |
| 893 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
| 894 | value_to = portfolio.Amount("USDT", "-50.0") | |
| f86ee140 | 895 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) |
| 5a72ded7 | 896 | |
| f86ee140 | 897 | m.trades.all = [trade1, trade2, trade3] |
| aca4d437 IB |
898 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) |
| 899 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
| 900 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
| f86ee140 | 901 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} |
| 5a72ded7 | 902 | |
| f86ee140 | 903 | m.move_balances() |
| 5a72ded7 | 904 | |
| f86ee140 IB |
905 | fetch_balances.assert_called_with() |
| 906 | m.report.log_move_balances.assert_called_once() | |
| 3d0247f9 | 907 | |
| 5a72ded7 | 908 | if debug: |
| f86ee140 IB |
909 | m.report.log_debug_action.assert_called() |
| 910 | self.assertEqual(3, m.report.log_debug_action.call_count) | |
| 5a72ded7 | 911 | else: |
| f86ee140 | 912 | self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") |
| aca4d437 IB |
913 | self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") |
| 914 | self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") | |
| f86ee140 | 915 | |
| 1aa7d4fa | 916 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 6ca5a1ec | 917 | class TradeStoreTest(WebMockTestCase): |
| f86ee140 IB |
918 | def test_compute_trades(self): |
| 919 | self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | |
| 1aa7d4fa IB |
920 | |
| 921 | values_in_base = { | |
| 922 | "XMR": portfolio.Amount("BTC", D("0.9")), | |
| 923 | "DASH": portfolio.Amount("BTC", D("0.4")), | |
| 924 | "XVG": portfolio.Amount("BTC", D("-0.5")), | |
| 925 | "BTC": portfolio.Amount("BTC", D("0.5")), | |
| 926 | } | |
| 927 | new_repartition = { | |
| 928 | "DASH": portfolio.Amount("BTC", D("0.5")), | |
| 929 | "XVG": portfolio.Amount("BTC", D("0.1")), | |
| 930 | "BTC": portfolio.Amount("BTC", D("0.4")), | |
| 931 | "ETH": portfolio.Amount("BTC", D("0.3")), | |
| 932 | } | |
| 3d0247f9 IB |
933 | side_effect = [ |
| 934 | (True, 1), | |
| 935 | (False, 2), | |
| 936 | (False, 3), | |
| 937 | (True, 4), | |
| 938 | (True, 5) | |
| 939 | ] | |
| 1aa7d4fa | 940 | |
| f86ee140 IB |
941 | with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: |
| 942 | trade_store = market.TradeStore(self.m) | |
| 943 | trade_if_matching.side_effect = side_effect | |
| 1aa7d4fa | 944 | |
| f86ee140 IB |
945 | trade_store.compute_trades(values_in_base, |
| 946 | new_repartition, only="only") | |
| 947 | ||
| 948 | self.assertEqual(5, trade_if_matching.call_count) | |
| 949 | self.assertEqual(3, len(trade_store.all)) | |
| 950 | self.assertEqual([1, 4, 5], trade_store.all) | |
| 951 | self.m.report.log_trades.assert_called_with(side_effect, "only") | |
| 1aa7d4fa | 952 | |
| 3d0247f9 | 953 | def test_trade_if_matching(self): |
| f86ee140 IB |
954 | |
| 955 | with self.subTest(only="nope"): | |
| 956 | trade_store = market.TradeStore(self.m) | |
| 957 | result = trade_store.trade_if_matching( | |
| 958 | portfolio.Amount("BTC", D("0")), | |
| 959 | portfolio.Amount("BTC", D("0.3")), | |
| 960 | "ETH", only="nope") | |
| 961 | self.assertEqual(False, result[0]) | |
| 962 | self.assertIsInstance(result[1], portfolio.Trade) | |
| 963 | ||
| 964 | with self.subTest(only=None): | |
| 965 | trade_store = market.TradeStore(self.m) | |
| 966 | result = trade_store.trade_if_matching( | |
| 967 | portfolio.Amount("BTC", D("0")), | |
| 968 | portfolio.Amount("BTC", D("0.3")), | |
| 969 | "ETH", only=None) | |
| 970 | self.assertEqual(True, result[0]) | |
| 971 | ||
| 972 | with self.subTest(only="acquire"): | |
| 973 | trade_store = market.TradeStore(self.m) | |
| 974 | result = trade_store.trade_if_matching( | |
| 975 | portfolio.Amount("BTC", D("0")), | |
| 976 | portfolio.Amount("BTC", D("0.3")), | |
| 977 | "ETH", only="acquire") | |
| 978 | self.assertEqual(True, result[0]) | |
| 979 | ||
| 980 | with self.subTest(only="dispose"): | |
| 981 | trade_store = market.TradeStore(self.m) | |
| 982 | result = trade_store.trade_if_matching( | |
| 983 | portfolio.Amount("BTC", D("0")), | |
| 984 | portfolio.Amount("BTC", D("0.3")), | |
| 985 | "ETH", only="dispose") | |
| 986 | self.assertEqual(False, result[0]) | |
| 987 | ||
| 988 | def test_prepare_orders(self): | |
| 989 | trade_store = market.TradeStore(self.m) | |
| 990 | ||
| 6ca5a1ec IB |
991 | trade_mock1 = mock.Mock() |
| 992 | trade_mock2 = mock.Mock() | |
| aca4d437 | 993 | trade_mock3 = mock.Mock() |
| cfab619d | 994 | |
| 3d0247f9 IB |
995 | trade_mock1.prepare_order.return_value = 1 |
| 996 | trade_mock2.prepare_order.return_value = 2 | |
| aca4d437 IB |
997 | trade_mock3.prepare_order.return_value = 3 |
| 998 | ||
| 999 | trade_mock1.is_fullfiled = False | |
| 1000 | trade_mock2.is_fullfiled = False | |
| 1001 | trade_mock3.is_fullfiled = True | |
| 3d0247f9 | 1002 | |
| f86ee140 IB |
1003 | trade_store.all.append(trade_mock1) |
| 1004 | trade_store.all.append(trade_mock2) | |
| aca4d437 | 1005 | trade_store.all.append(trade_mock3) |
| 6ca5a1ec | 1006 | |
| f86ee140 | 1007 | trade_store.prepare_orders() |
| 6ca5a1ec IB |
1008 | trade_mock1.prepare_order.assert_called_with(compute_value="default") |
| 1009 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
| aca4d437 | 1010 | trade_mock3.prepare_order.assert_not_called() |
| f86ee140 | 1011 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") |
| 3d0247f9 | 1012 | |
| f86ee140 | 1013 | self.m.report.log_orders.reset_mock() |
| 6ca5a1ec | 1014 | |
| f86ee140 | 1015 | trade_store.prepare_orders(compute_value="bla") |
| 6ca5a1ec IB |
1016 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") |
| 1017 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
| f86ee140 | 1018 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") |
| 6ca5a1ec IB |
1019 | |
| 1020 | trade_mock1.prepare_order.reset_mock() | |
| 1021 | trade_mock2.prepare_order.reset_mock() | |
| f86ee140 | 1022 | self.m.report.log_orders.reset_mock() |
| 6ca5a1ec IB |
1023 | |
| 1024 | trade_mock1.action = "foo" | |
| 1025 | trade_mock2.action = "bar" | |
| f86ee140 | 1026 | trade_store.prepare_orders(only="bar") |
| 6ca5a1ec IB |
1027 | trade_mock1.prepare_order.assert_not_called() |
| 1028 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
| f86ee140 | 1029 | self.m.report.log_orders.assert_called_once_with([2], "bar", "default") |
| 6ca5a1ec IB |
1030 | |
| 1031 | def test_print_all_with_order(self): | |
| 1032 | trade_mock1 = mock.Mock() | |
| 1033 | trade_mock2 = mock.Mock() | |
| 1034 | trade_mock3 = mock.Mock() | |
| f86ee140 IB |
1035 | trade_store = market.TradeStore(self.m) |
| 1036 | trade_store.all = [trade_mock1, trade_mock2, trade_mock3] | |
| 6ca5a1ec | 1037 | |
| f86ee140 | 1038 | trade_store.print_all_with_order() |
| 6ca5a1ec IB |
1039 | |
| 1040 | trade_mock1.print_with_order.assert_called() | |
| 1041 | trade_mock2.print_with_order.assert_called() | |
| 1042 | trade_mock3.print_with_order.assert_called() | |
| 1043 | ||
| f86ee140 IB |
1044 | def test_run_orders(self): |
| 1045 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
| 1046 | order_mock1 = mock.Mock() | |
| 1047 | order_mock2 = mock.Mock() | |
| 1048 | order_mock3 = mock.Mock() | |
| 1049 | trade_store = market.TradeStore(self.m) | |
| 1050 | ||
| 1051 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
| 1052 | ||
| 1053 | trade_store.run_orders() | |
| 1054 | ||
| 1055 | all_orders.assert_called_with(state="pending") | |
| 6ca5a1ec IB |
1056 | |
| 1057 | order_mock1.run.assert_called() | |
| 1058 | order_mock2.run.assert_called() | |
| 1059 | order_mock3.run.assert_called() | |
| 1060 | ||
| f86ee140 IB |
1061 | self.m.report.log_stage.assert_called_with("run_orders") |
| 1062 | self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, | |
| 3d0247f9 IB |
1063 | order_mock3]) |
| 1064 | ||
| 6ca5a1ec IB |
1065 | def test_all_orders(self): |
| 1066 | trade_mock1 = mock.Mock() | |
| 1067 | trade_mock2 = mock.Mock() | |
| 1068 | ||
| 1069 | order_mock1 = mock.Mock() | |
| 1070 | order_mock2 = mock.Mock() | |
| 1071 | order_mock3 = mock.Mock() | |
| 1072 | ||
| 1073 | trade_mock1.orders = [order_mock1, order_mock2] | |
| 1074 | trade_mock2.orders = [order_mock3] | |
| 1075 | ||
| 1076 | order_mock1.status = "pending" | |
| 1077 | order_mock2.status = "open" | |
| 1078 | order_mock3.status = "open" | |
| 1079 | ||
| f86ee140 IB |
1080 | trade_store = market.TradeStore(self.m) |
| 1081 | trade_store.all.append(trade_mock1) | |
| 1082 | trade_store.all.append(trade_mock2) | |
| 6ca5a1ec | 1083 | |
| f86ee140 | 1084 | orders = trade_store.all_orders() |
| 6ca5a1ec IB |
1085 | self.assertEqual(3, len(orders)) |
| 1086 | ||
| f86ee140 | 1087 | open_orders = trade_store.all_orders(state="open") |
| 6ca5a1ec IB |
1088 | self.assertEqual(2, len(open_orders)) |
| 1089 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
| 1090 | ||
| f86ee140 IB |
1091 | def test_update_all_orders_status(self): |
| 1092 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
| 1093 | order_mock1 = mock.Mock() | |
| 1094 | order_mock2 = mock.Mock() | |
| 1095 | order_mock3 = mock.Mock() | |
| 1096 | ||
| 1097 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
| 1098 | ||
| 1099 | trade_store = market.TradeStore(self.m) | |
| 1100 | ||
| 1101 | trade_store.update_all_orders_status() | |
| 1102 | all_orders.assert_called_with(state="open") | |
| 6ca5a1ec | 1103 | |
| f86ee140 IB |
1104 | order_mock1.get_status.assert_called() |
| 1105 | order_mock2.get_status.assert_called() | |
| 1106 | order_mock3.get_status.assert_called() | |
| 6ca5a1ec | 1107 | |
| aca4d437 IB |
1108 | def test_pending(self): |
| 1109 | trade_mock1 = mock.Mock() | |
| 1110 | trade_mock1.is_fullfiled = False | |
| 1111 | trade_mock2 = mock.Mock() | |
| 1112 | trade_mock2.is_fullfiled = False | |
| 1113 | trade_mock3 = mock.Mock() | |
| 1114 | trade_mock3.is_fullfiled = True | |
| 1115 | ||
| 1116 | trade_store = market.TradeStore(self.m) | |
| 1117 | ||
| 1118 | trade_store.all.append(trade_mock1) | |
| 1119 | trade_store.all.append(trade_mock2) | |
| 1120 | trade_store.all.append(trade_mock3) | |
| 1121 | ||
| 1122 | self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) | |
| 3d0247f9 | 1123 | |
| 1aa7d4fa | 1124 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 6ca5a1ec IB |
1125 | class BalanceStoreTest(WebMockTestCase): |
| 1126 | def setUp(self): | |
| 1127 | super(BalanceStoreTest, self).setUp() | |
| 1128 | ||
| 1129 | self.fetch_balance = { | |
| 1130 | "ETC": { | |
| 1131 | "exchange_free": 0, | |
| 1132 | "exchange_used": 0, | |
| 1133 | "exchange_total": 0, | |
| 1134 | "margin_total": 0, | |
| 1135 | }, | |
| 1136 | "USDT": { | |
| 1137 | "exchange_free": D("6.0"), | |
| 1138 | "exchange_used": D("1.2"), | |
| 1139 | "exchange_total": D("7.2"), | |
| 1140 | "margin_total": 0, | |
| 1141 | }, | |
| 1142 | "XVG": { | |
| 1143 | "exchange_free": 16, | |
| 1144 | "exchange_used": 0, | |
| 1145 | "exchange_total": 16, | |
| 1146 | "margin_total": 0, | |
| 1147 | }, | |
| 1148 | "XMR": { | |
| 1149 | "exchange_free": 0, | |
| 1150 | "exchange_used": 0, | |
| 1151 | "exchange_total": 0, | |
| 1152 | "margin_total": D("-1.0"), | |
| 1153 | "margin_free": 0, | |
| 1154 | }, | |
| 1155 | } | |
| 1156 | ||
| f86ee140 IB |
1157 | def test_in_currency(self): |
| 1158 | self.m.get_ticker.return_value = { | |
| 1159 | "bid": D("0.09"), | |
| 1160 | "ask": D("0.11"), | |
| 1161 | "average": D("0.1"), | |
| 1162 | } | |
| 1163 | ||
| 1164 | balance_store = market.BalanceStore(self.m) | |
| 1165 | balance_store.all = { | |
| 6ca5a1ec IB |
1166 | "BTC": portfolio.Balance("BTC", { |
| 1167 | "total": "0.65", | |
| 1168 | "exchange_total":"0.65", | |
| 1169 | "exchange_free": "0.35", | |
| 1170 | "exchange_used": "0.30"}), | |
| 1171 | "ETH": portfolio.Balance("ETH", { | |
| 1172 | "total": 3, | |
| 1173 | "exchange_total": 3, | |
| 1174 | "exchange_free": 3, | |
| 1175 | "exchange_used": 0}), | |
| 1176 | } | |
| cfab619d | 1177 | |
| f86ee140 | 1178 | amounts = balance_store.in_currency("BTC") |
| 6ca5a1ec IB |
1179 | self.assertEqual("BTC", amounts["ETH"].currency) |
| 1180 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
| 1181 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
| f86ee140 | 1182 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", |
| 3d0247f9 | 1183 | "average", "total") |
| f86ee140 | 1184 | self.m.report.log_tickers.reset_mock() |
| cfab619d | 1185 | |
| f86ee140 | 1186 | amounts = balance_store.in_currency("BTC", compute_value="bid") |
| 6ca5a1ec IB |
1187 | self.assertEqual(D("0.65"), amounts["BTC"].value) |
| 1188 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
| f86ee140 | 1189 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", |
| 3d0247f9 | 1190 | "bid", "total") |
| f86ee140 | 1191 | self.m.report.log_tickers.reset_mock() |
| cfab619d | 1192 | |
| f86ee140 | 1193 | amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") |
| 6ca5a1ec IB |
1194 | self.assertEqual(D("0.30"), amounts["BTC"].value) |
| 1195 | self.assertEqual(0, amounts["ETH"].value) | |
| f86ee140 | 1196 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", |
| 3d0247f9 | 1197 | "bid", "exchange_used") |
| f86ee140 | 1198 | self.m.report.log_tickers.reset_mock() |
| cfab619d | 1199 | |
| f86ee140 IB |
1200 | def test_fetch_balances(self): |
| 1201 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
| cfab619d | 1202 | |
| f86ee140 | 1203 | balance_store = market.BalanceStore(self.m) |
| cfab619d | 1204 | |
| f86ee140 IB |
1205 | balance_store.fetch_balances() |
| 1206 | self.assertNotIn("ETC", balance_store.currencies()) | |
| 1207 | self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) | |
| 1208 | ||
| 1209 | balance_store.all["ETC"] = portfolio.Balance("ETC", { | |
| 6ca5a1ec IB |
1210 | "exchange_total": "1", "exchange_free": "0", |
| 1211 | "exchange_used": "1" }) | |
| f86ee140 IB |
1212 | balance_store.fetch_balances(tag="foo") |
| 1213 | self.assertEqual(0, balance_store.all["ETC"].total) | |
| 1214 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) | |
| 1215 | self.m.report.log_balances.assert_called_with(tag="foo") | |
| cfab619d | 1216 | |
| 6ca5a1ec | 1217 | @mock.patch.object(portfolio.Portfolio, "repartition") |
| f86ee140 IB |
1218 | def test_dispatch_assets(self, repartition): |
| 1219 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
| 1220 | ||
| 1221 | balance_store = market.BalanceStore(self.m) | |
| 1222 | balance_store.fetch_balances() | |
| 6ca5a1ec | 1223 | |
| f86ee140 | 1224 | self.assertNotIn("XEM", balance_store.currencies()) |
| 6ca5a1ec | 1225 | |
| 3d0247f9 | 1226 | repartition_hash = { |
| 6ca5a1ec IB |
1227 | "XEM": (D("0.75"), "long"), |
| 1228 | "BTC": (D("0.26"), "long"), | |
| 1aa7d4fa | 1229 | "DASH": (D("0.10"), "short"), |
| 6ca5a1ec | 1230 | } |
| 3d0247f9 | 1231 | repartition.return_value = repartition_hash |
| 6ca5a1ec | 1232 | |
| f86ee140 IB |
1233 | amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) |
| 1234 | repartition.assert_called_with(self.m, liquidity="medium") | |
| 1235 | self.assertIn("XEM", balance_store.currencies()) | |
| 6ca5a1ec IB |
1236 | self.assertEqual(D("2.6"), amounts["BTC"].value) |
| 1237 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
| 1aa7d4fa | 1238 | self.assertEqual(D("-1.0"), amounts["DASH"].value) |
| f86ee140 IB |
1239 | self.m.report.log_balances.assert_called_with(tag=None) |
| 1240 | self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", | |
| 3d0247f9 | 1241 | "11.1"), amounts, "medium", repartition_hash) |
| 6ca5a1ec IB |
1242 | |
| 1243 | def test_currencies(self): | |
| f86ee140 IB |
1244 | balance_store = market.BalanceStore(self.m) |
| 1245 | ||
| 1246 | balance_store.all = { | |
| 6ca5a1ec IB |
1247 | "BTC": portfolio.Balance("BTC", { |
| 1248 | "total": "0.65", | |
| 1249 | "exchange_total":"0.65", | |
| 1250 | "exchange_free": "0.35", | |
| 1251 | "exchange_used": "0.30"}), | |
| 1252 | "ETH": portfolio.Balance("ETH", { | |
| 1253 | "total": 3, | |
| 1254 | "exchange_total": 3, | |
| 1255 | "exchange_free": 3, | |
| 1256 | "exchange_used": 0}), | |
| 1257 | } | |
| f86ee140 | 1258 | self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) |
| 6ca5a1ec | 1259 | |
| 3d0247f9 IB |
1260 | def test_as_json(self): |
| 1261 | balance_mock1 = mock.Mock() | |
| 1262 | balance_mock1.as_json.return_value = 1 | |
| 1263 | ||
| 1264 | balance_mock2 = mock.Mock() | |
| 1265 | balance_mock2.as_json.return_value = 2 | |
| 1266 | ||
| f86ee140 IB |
1267 | balance_store = market.BalanceStore(self.m) |
| 1268 | balance_store.all = { | |
| 3d0247f9 IB |
1269 | "BTC": balance_mock1, |
| 1270 | "ETH": balance_mock2, | |
| 1271 | } | |
| 1272 | ||
| f86ee140 | 1273 | as_json = balance_store.as_json() |
| 3d0247f9 IB |
1274 | self.assertEqual(1, as_json["BTC"]) |
| 1275 | self.assertEqual(2, as_json["ETH"]) | |
| 1276 | ||
| 1277 | ||
| 1aa7d4fa | 1278 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 6ca5a1ec IB |
1279 | class ComputationTest(WebMockTestCase): |
| 1280 | def test_compute_value(self): | |
| 1281 | compute = mock.Mock() | |
| 1282 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
| 1283 | compute.assert_called_with("foo", "ask") | |
| 1284 | ||
| 1285 | compute.reset_mock() | |
| 1286 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
| 1287 | compute.assert_called_with("foo", "bid") | |
| 1288 | ||
| 1289 | compute.reset_mock() | |
| 1290 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
| 1291 | compute.assert_called_with("foo", "ask") | |
| 1292 | ||
| 1293 | compute.reset_mock() | |
| 1294 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
| 1295 | compute.assert_called_with("foo", "bid") | |
| 1296 | ||
| 1297 | compute.reset_mock() | |
| 1298 | portfolio.Computation.computations["test"] = compute | |
| 1299 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
| 1300 | compute.assert_called_with("foo", "bid") | |
| 1301 | ||
| 1302 | ||
| 1aa7d4fa | 1303 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 6ca5a1ec | 1304 | class TradeTest(WebMockTestCase): |
| cfab619d | 1305 | |
| cfab619d | 1306 | def test_values_assertion(self): |
| c51687d2 IB |
1307 | value_from = portfolio.Amount("BTC", "1.0") |
| 1308 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1309 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1310 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| 66c8b3dd IB |
1311 | self.assertEqual("BTC", trade.base_currency) |
| 1312 | self.assertEqual("ETH", trade.currency) | |
| f86ee140 | 1313 | self.assertEqual(self.m, trade.market) |
| 66c8b3dd IB |
1314 | |
| 1315 | with self.assertRaises(AssertionError): | |
| aca4d437 | 1316 | portfolio.Trade(value_from, -value_to, "ETH", self.m) |
| 66c8b3dd | 1317 | with self.assertRaises(AssertionError): |
| aca4d437 | 1318 | portfolio.Trade(value_from, value_to, "ETC", self.m) |
| 66c8b3dd IB |
1319 | with self.assertRaises(AssertionError): |
| 1320 | value_from.currency = "ETH" | |
| f86ee140 | 1321 | portfolio.Trade(value_from, value_to, "ETH", self.m) |
| aca4d437 IB |
1322 | value_from.currency = "BTC" |
| 1323 | with self.assertRaises(AssertionError): | |
| 1324 | value_from2 = portfolio.Amount("BTC", "1.0") | |
| 1325 | portfolio.Trade(value_from2, value_to, "ETH", self.m) | |
| cfab619d | 1326 | |
| c51687d2 | 1327 | value_from = portfolio.Amount("BTC", 0) |
| f86ee140 | 1328 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 | 1329 | self.assertEqual(0, trade.value_from.linked_to) |
| cfab619d | 1330 | |
| cfab619d | 1331 | def test_action(self): |
| c51687d2 IB |
1332 | value_from = portfolio.Amount("BTC", "1.0") |
| 1333 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1334 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1335 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| cfab619d | 1336 | |
| c51687d2 IB |
1337 | self.assertIsNone(trade.action) |
| 1338 | ||
| 1339 | value_from = portfolio.Amount("BTC", "1.0") | |
| 1340 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
| 1aa7d4fa | 1341 | value_to = portfolio.Amount("BTC", "2.0") |
| f86ee140 | 1342 | trade = portfolio.Trade(value_from, value_to, "BTC", self.m) |
| c51687d2 IB |
1343 | |
| 1344 | self.assertIsNone(trade.action) | |
| 1345 | ||
| 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("acquire", trade.action) | |
| 1352 | ||
| 1353 | value_from = portfolio.Amount("BTC", "0") | |
| 1354 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
| 1355 | value_to = portfolio.Amount("BTC", "-1.0") | |
| f86ee140 | 1356 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 | 1357 | |
| 5a72ded7 | 1358 | self.assertEqual("acquire", trade.action) |
| cfab619d | 1359 | |
| cfab619d | 1360 | def test_order_action(self): |
| c51687d2 IB |
1361 | value_from = portfolio.Amount("BTC", "0.5") |
| 1362 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1363 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1364 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1365 | |
| 1366 | self.assertEqual("buy", trade.order_action(False)) | |
| 1367 | self.assertEqual("sell", trade.order_action(True)) | |
| 1368 | ||
| 1369 | value_from = portfolio.Amount("BTC", "0") | |
| 1370 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
| 1371 | value_to = portfolio.Amount("BTC", "-1.0") | |
| f86ee140 | 1372 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1373 | |
| 1374 | self.assertEqual("sell", trade.order_action(False)) | |
| 1375 | self.assertEqual("buy", trade.order_action(True)) | |
| 1376 | ||
| 1377 | def test_trade_type(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 | self.assertEqual("long", trade.trade_type) | |
| 1384 | ||
| 1385 | value_from = portfolio.Amount("BTC", "0") | |
| 1386 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
| 1387 | value_to = portfolio.Amount("BTC", "-1.0") | |
| f86ee140 | 1388 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1389 | |
| 1390 | self.assertEqual("short", trade.trade_type) | |
| 1391 | ||
| aca4d437 IB |
1392 | def test_is_fullfiled(self): |
| 1393 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1394 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1395 | value_to = portfolio.Amount("BTC", "1.0") | |
| 1396 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
| 1397 | ||
| 1398 | order1 = mock.Mock() | |
| 1399 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
| 1400 | ||
| 1401 | order2 = mock.Mock() | |
| 1402 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
| 1403 | trade.orders.append(order1) | |
| 1404 | trade.orders.append(order2) | |
| 1405 | ||
| 1406 | self.assertFalse(trade.is_fullfiled) | |
| 1407 | ||
| 1408 | order3 = mock.Mock() | |
| 1409 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
| 1410 | trade.orders.append(order3) | |
| 1411 | ||
| 1412 | self.assertTrue(trade.is_fullfiled) | |
| 1413 | ||
| c51687d2 IB |
1414 | def test_filled_amount(self): |
| 1415 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1416 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1417 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1418 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1419 | |
| 1420 | order1 = mock.Mock() | |
| 1aa7d4fa | 1421 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") |
| c51687d2 IB |
1422 | |
| 1423 | order2 = mock.Mock() | |
| 1aa7d4fa | 1424 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") |
| c51687d2 IB |
1425 | trade.orders.append(order1) |
| 1426 | trade.orders.append(order2) | |
| 1427 | ||
| 1aa7d4fa IB |
1428 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) |
| 1429 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
| 1430 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
| c51687d2 | 1431 | |
| 1aa7d4fa IB |
1432 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) |
| 1433 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
| 1434 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
| 1435 | ||
| 1436 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
| 1437 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
| 1438 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
| 1439 | ||
| 1aa7d4fa IB |
1440 | @mock.patch.object(portfolio.Computation, "compute_value") |
| 1441 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
| 1442 | @mock.patch.object(portfolio, "Order") | |
| f86ee140 | 1443 | def test_prepare_order(self, Order, filled_amount, compute_value): |
| 1aa7d4fa IB |
1444 | Order.return_value = "Order" |
| 1445 | ||
| 1446 | with self.subTest(desc="Nothing to do"): | |
| 1447 | value_from = portfolio.Amount("BTC", "10") | |
| 1448 | value_from.rate = D("0.1") | |
| 1449 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
| 1450 | value_to = portfolio.Amount("BTC", "10") | |
| f86ee140 | 1451 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1452 | |
| 1453 | trade.prepare_order() | |
| 1454 | ||
| 1455 | filled_amount.assert_not_called() | |
| 1456 | compute_value.assert_not_called() | |
| 1457 | self.assertEqual(0, len(trade.orders)) | |
| 1458 | Order.assert_not_called() | |
| 1459 | ||
| f86ee140 IB |
1460 | self.m.get_ticker.return_value = { "inverted": False } |
| 1461 | with self.subTest(desc="Already filled"): | |
| 1aa7d4fa IB |
1462 | filled_amount.return_value = portfolio.Amount("FOO", "100") |
| 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", "0") | |
| f86ee140 | 1469 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1470 | |
| 1471 | trade.prepare_order() | |
| 1472 | ||
| 1473 | filled_amount.assert_called_with(in_base_currency=False) | |
| f86ee140 | 1474 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") |
| 1aa7d4fa | 1475 | self.assertEqual(0, len(trade.orders)) |
| f86ee140 | 1476 | self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) |
| 1aa7d4fa IB |
1477 | Order.assert_not_called() |
| 1478 | ||
| 1479 | with self.subTest(action="dispose", inverted=False): | |
| 1480 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
| 1481 | compute_value.return_value = D("0.125") | |
| 1482 | ||
| 1483 | value_from = portfolio.Amount("BTC", "10") | |
| 1484 | value_from.rate = D("0.1") | |
| 1485 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
| 1486 | value_to = portfolio.Amount("BTC", "1") | |
| f86ee140 | 1487 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1488 | |
| 1489 | trade.prepare_order() | |
| 1490 | ||
| 1491 | filled_amount.assert_called_with(in_base_currency=False) | |
| f86ee140 | 1492 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") |
| 1aa7d4fa IB |
1493 | self.assertEqual(1, len(trade.orders)) |
| 1494 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
| f86ee140 | 1495 | D("0.125"), "BTC", "long", self.m, |
| 1aa7d4fa IB |
1496 | trade, close_if_possible=False) |
| 1497 | ||
| 2033e7fe IB |
1498 | with self.subTest(action="dispose", inverted=False, close_if_possible=True): |
| 1499 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
| 1500 | compute_value.return_value = D("0.125") | |
| 1501 | ||
| 1502 | value_from = portfolio.Amount("BTC", "10") | |
| 1503 | value_from.rate = D("0.1") | |
| 1504 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
| 1505 | value_to = portfolio.Amount("BTC", "1") | |
| 1506 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
| 1507 | ||
| 1508 | trade.prepare_order(close_if_possible=True) | |
| 1509 | ||
| 1510 | filled_amount.assert_called_with(in_base_currency=False) | |
| 1511 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
| 1512 | self.assertEqual(1, len(trade.orders)) | |
| 1513 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
| 1514 | D("0.125"), "BTC", "long", self.m, | |
| 1515 | trade, close_if_possible=True) | |
| 1516 | ||
| 1aa7d4fa IB |
1517 | with self.subTest(action="acquire", inverted=False): |
| 1518 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
| 1519 | compute_value.return_value = D("0.125") | |
| 1520 | ||
| 1521 | value_from = portfolio.Amount("BTC", "1") | |
| 1522 | value_from.rate = D("0.1") | |
| 1523 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
| 1524 | value_to = portfolio.Amount("BTC", "10") | |
| f86ee140 | 1525 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1526 | |
| 1527 | trade.prepare_order() | |
| 1528 | ||
| 1529 | filled_amount.assert_called_with(in_base_currency=True) | |
| f86ee140 | 1530 | compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") |
| 1aa7d4fa IB |
1531 | self.assertEqual(1, len(trade.orders)) |
| 1532 | ||
| 1533 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
| f86ee140 | 1534 | D("0.125"), "BTC", "long", self.m, |
| 1aa7d4fa IB |
1535 | trade, close_if_possible=False) |
| 1536 | ||
| 1537 | with self.subTest(close_if_possible=True): | |
| 1538 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
| 1539 | compute_value.return_value = D("0.125") | |
| 1540 | ||
| 1541 | value_from = portfolio.Amount("BTC", "10") | |
| 1542 | value_from.rate = D("0.1") | |
| 1543 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
| 1544 | value_to = portfolio.Amount("BTC", "0") | |
| f86ee140 | 1545 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1546 | |
| 1547 | trade.prepare_order() | |
| 1548 | ||
| 1549 | filled_amount.assert_called_with(in_base_currency=False) | |
| f86ee140 | 1550 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") |
| 1aa7d4fa IB |
1551 | self.assertEqual(1, len(trade.orders)) |
| 1552 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
| f86ee140 | 1553 | D("0.125"), "BTC", "long", self.m, |
| 1aa7d4fa IB |
1554 | trade, close_if_possible=True) |
| 1555 | ||
| f86ee140 | 1556 | self.m.get_ticker.return_value = { "inverted": True, "original": {} } |
| 1aa7d4fa IB |
1557 | with self.subTest(action="dispose", inverted=True): |
| 1558 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
| 1559 | compute_value.return_value = D("125") | |
| 1560 | ||
| 1561 | value_from = portfolio.Amount("BTC", "10") | |
| 1562 | value_from.rate = D("0.01") | |
| 1563 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
| 1564 | value_to = portfolio.Amount("BTC", "1") | |
| f86ee140 | 1565 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1566 | |
| 1567 | trade.prepare_order(compute_value="foo") | |
| 1568 | ||
| 1569 | filled_amount.assert_called_with(in_base_currency=True) | |
| f86ee140 | 1570 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") |
| 1aa7d4fa IB |
1571 | self.assertEqual(1, len(trade.orders)) |
| 1572 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
| f86ee140 | 1573 | D("125"), "FOO", "long", self.m, |
| 1aa7d4fa IB |
1574 | trade, close_if_possible=False) |
| 1575 | ||
| 1576 | with self.subTest(action="acquire", inverted=True): | |
| 1577 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
| 1578 | compute_value.return_value = D("125") | |
| 1579 | ||
| 1580 | value_from = portfolio.Amount("BTC", "1") | |
| 1581 | value_from.rate = D("0.01") | |
| 1582 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
| 1583 | value_to = portfolio.Amount("BTC", "10") | |
| f86ee140 | 1584 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) |
| 1aa7d4fa IB |
1585 | |
| 1586 | trade.prepare_order(compute_value="foo") | |
| 1587 | ||
| 1588 | filled_amount.assert_called_with(in_base_currency=False) | |
| f86ee140 | 1589 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") |
| 1aa7d4fa IB |
1590 | self.assertEqual(1, len(trade.orders)) |
| 1591 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
| f86ee140 | 1592 | D("125"), "FOO", "long", self.m, |
| 1aa7d4fa IB |
1593 | trade, close_if_possible=False) |
| 1594 | ||
| 1595 | ||
| 1596 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
| 1597 | def test_update_order(self, prepare_order): | |
| 1598 | order_mock = mock.Mock() | |
| 1599 | new_order_mock = mock.Mock() | |
| 1600 | ||
| 1601 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1602 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1603 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1604 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| 5a72ded7 | 1605 | prepare_order.return_value = new_order_mock |
| 1aa7d4fa IB |
1606 | |
| 1607 | for i in [0, 1, 3, 4, 6]: | |
| f86ee140 | 1608 | with self.subTest(tick=i): |
| 1aa7d4fa IB |
1609 | trade.update_order(order_mock, i) |
| 1610 | order_mock.cancel.assert_not_called() | |
| 1611 | new_order_mock.run.assert_not_called() | |
| f86ee140 | 1612 | self.m.report.log_order.assert_called_once_with(order_mock, i, |
| 3d0247f9 | 1613 | update="waiting", compute_value=None, new_order=None) |
| 1aa7d4fa IB |
1614 | |
| 1615 | order_mock.reset_mock() | |
| 1616 | new_order_mock.reset_mock() | |
| 1617 | trade.orders = [] | |
| f86ee140 IB |
1618 | self.m.report.log_order.reset_mock() |
| 1619 | ||
| 1620 | trade.update_order(order_mock, 2) | |
| 1621 | order_mock.cancel.assert_called() | |
| 1622 | new_order_mock.run.assert_called() | |
| 1623 | prepare_order.assert_called() | |
| 1624 | self.m.report.log_order.assert_called() | |
| 1625 | self.assertEqual(2, self.m.report.log_order.call_count) | |
| 1626 | calls = [ | |
| 1627 | mock.call(order_mock, 2, update="adjusting", | |
| aca4d437 | 1628 | compute_value=mock.ANY, |
| f86ee140 IB |
1629 | new_order=new_order_mock), |
| 1630 | mock.call(order_mock, 2, new_order=new_order_mock), | |
| 1631 | ] | |
| 1632 | self.m.report.log_order.assert_has_calls(calls) | |
| 1aa7d4fa IB |
1633 | |
| 1634 | order_mock.reset_mock() | |
| 1635 | new_order_mock.reset_mock() | |
| 1636 | trade.orders = [] | |
| f86ee140 IB |
1637 | self.m.report.log_order.reset_mock() |
| 1638 | ||
| 1639 | trade.update_order(order_mock, 5) | |
| 1640 | order_mock.cancel.assert_called() | |
| 1641 | new_order_mock.run.assert_called() | |
| 1642 | prepare_order.assert_called() | |
| 1643 | self.assertEqual(2, self.m.report.log_order.call_count) | |
| 1644 | self.m.report.log_order.assert_called() | |
| 1645 | calls = [ | |
| 1646 | mock.call(order_mock, 5, update="adjusting", | |
| aca4d437 | 1647 | compute_value=mock.ANY, |
| f86ee140 IB |
1648 | new_order=new_order_mock), |
| 1649 | mock.call(order_mock, 5, new_order=new_order_mock), | |
| 1650 | ] | |
| 1651 | self.m.report.log_order.assert_has_calls(calls) | |
| 1aa7d4fa IB |
1652 | |
| 1653 | order_mock.reset_mock() | |
| 1654 | new_order_mock.reset_mock() | |
| 1655 | trade.orders = [] | |
| f86ee140 IB |
1656 | self.m.report.log_order.reset_mock() |
| 1657 | ||
| 1658 | trade.update_order(order_mock, 7) | |
| 1659 | order_mock.cancel.assert_called() | |
| 1660 | new_order_mock.run.assert_called() | |
| 1661 | prepare_order.assert_called_with(compute_value="default") | |
| 1662 | self.m.report.log_order.assert_called() | |
| 1663 | self.assertEqual(2, self.m.report.log_order.call_count) | |
| 1664 | calls = [ | |
| 1665 | mock.call(order_mock, 7, update="market_fallback", | |
| 1666 | compute_value='default', | |
| 1667 | new_order=new_order_mock), | |
| 1668 | mock.call(order_mock, 7, new_order=new_order_mock), | |
| 1669 | ] | |
| 1670 | self.m.report.log_order.assert_has_calls(calls) | |
| 1aa7d4fa IB |
1671 | |
| 1672 | order_mock.reset_mock() | |
| 1673 | new_order_mock.reset_mock() | |
| 1674 | trade.orders = [] | |
| f86ee140 | 1675 | self.m.report.log_order.reset_mock() |
| 1aa7d4fa IB |
1676 | |
| 1677 | for i in [10, 13, 16]: | |
| f86ee140 | 1678 | with self.subTest(tick=i): |
| 1aa7d4fa IB |
1679 | trade.update_order(order_mock, i) |
| 1680 | order_mock.cancel.assert_called() | |
| 1681 | new_order_mock.run.assert_called() | |
| 1682 | prepare_order.assert_called_with(compute_value="default") | |
| f86ee140 IB |
1683 | self.m.report.log_order.assert_called() |
| 1684 | self.assertEqual(2, self.m.report.log_order.call_count) | |
| 3d0247f9 IB |
1685 | calls = [ |
| 1686 | mock.call(order_mock, i, update="market_adjust", | |
| 1687 | compute_value='default', | |
| 1688 | new_order=new_order_mock), | |
| 1689 | mock.call(order_mock, i, new_order=new_order_mock), | |
| 1690 | ] | |
| f86ee140 | 1691 | self.m.report.log_order.assert_has_calls(calls) |
| 1aa7d4fa IB |
1692 | |
| 1693 | order_mock.reset_mock() | |
| 1694 | new_order_mock.reset_mock() | |
| 1695 | trade.orders = [] | |
| f86ee140 | 1696 | self.m.report.log_order.reset_mock() |
| 1aa7d4fa IB |
1697 | |
| 1698 | for i in [8, 9, 11, 12]: | |
| f86ee140 | 1699 | with self.subTest(tick=i): |
| 1aa7d4fa IB |
1700 | trade.update_order(order_mock, i) |
| 1701 | order_mock.cancel.assert_not_called() | |
| 1702 | new_order_mock.run.assert_not_called() | |
| f86ee140 | 1703 | self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", |
| 3d0247f9 | 1704 | compute_value=None, new_order=None) |
| 1aa7d4fa IB |
1705 | |
| 1706 | order_mock.reset_mock() | |
| 1707 | new_order_mock.reset_mock() | |
| 1708 | trade.orders = [] | |
| f86ee140 | 1709 | self.m.report.log_order.reset_mock() |
| cfab619d | 1710 | |
| cfab619d | 1711 | |
| f86ee140 | 1712 | def test_print_with_order(self): |
| c51687d2 IB |
1713 | value_from = portfolio.Amount("BTC", "0.5") |
| 1714 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1715 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1716 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1717 | |
| 1718 | order_mock1 = mock.Mock() | |
| 1719 | order_mock1.__repr__ = mock.Mock() | |
| 1720 | order_mock1.__repr__.return_value = "Mock 1" | |
| 1721 | order_mock2 = mock.Mock() | |
| 1722 | order_mock2.__repr__ = mock.Mock() | |
| 1723 | order_mock2.__repr__.return_value = "Mock 2" | |
| c31df868 IB |
1724 | order_mock1.mouvements = [] |
| 1725 | mouvement_mock1 = mock.Mock() | |
| 1726 | mouvement_mock1.__repr__ = mock.Mock() | |
| 1727 | mouvement_mock1.__repr__.return_value = "Mouvement 1" | |
| 1728 | mouvement_mock2 = mock.Mock() | |
| 1729 | mouvement_mock2.__repr__ = mock.Mock() | |
| 1730 | mouvement_mock2.__repr__.return_value = "Mouvement 2" | |
| 1731 | order_mock2.mouvements = [ | |
| 1732 | mouvement_mock1, mouvement_mock2 | |
| 1733 | ] | |
| c51687d2 IB |
1734 | trade.orders.append(order_mock1) |
| 1735 | trade.orders.append(order_mock2) | |
| 1736 | ||
| 1737 | trade.print_with_order() | |
| 1738 | ||
| f86ee140 IB |
1739 | self.m.report.print_log.assert_called() |
| 1740 | calls = self.m.report.print_log.mock_calls | |
| 3d0247f9 IB |
1741 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) |
| 1742 | self.assertEqual("\tMock 1", str(calls[1][1][0])) | |
| 1743 | self.assertEqual("\tMock 2", str(calls[2][1][0])) | |
| 1744 | self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) | |
| 1745 | self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) | |
| c51687d2 | 1746 | |
| cfab619d | 1747 | def test__repr(self): |
| c51687d2 IB |
1748 | value_from = portfolio.Amount("BTC", "0.5") |
| 1749 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1750 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1751 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| c51687d2 IB |
1752 | |
| 1753 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
| cfab619d | 1754 | |
| 3d0247f9 IB |
1755 | def test_as_json(self): |
| 1756 | value_from = portfolio.Amount("BTC", "0.5") | |
| 1757 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 1758 | value_to = portfolio.Amount("BTC", "1.0") | |
| f86ee140 | 1759 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) |
| 3d0247f9 IB |
1760 | |
| 1761 | as_json = trade.as_json() | |
| 1762 | self.assertEqual("acquire", as_json["action"]) | |
| 1763 | self.assertEqual(D("0.5"), as_json["from"]) | |
| 1764 | self.assertEqual(D("1.0"), as_json["to"]) | |
| 1765 | self.assertEqual("ETH", as_json["currency"]) | |
| 1766 | self.assertEqual("BTC", as_json["base_currency"]) | |
| 1767 | ||
| 5a72ded7 IB |
1768 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 1769 | class OrderTest(WebMockTestCase): | |
| 1770 | def test_values(self): | |
| 1771 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1772 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1773 | self.assertEqual("buy", order.action) | |
| 1774 | self.assertEqual(10, order.amount.value) | |
| 1775 | self.assertEqual("ETH", order.amount.currency) | |
| 1776 | self.assertEqual(D("0.1"), order.rate) | |
| 1777 | self.assertEqual("BTC", order.base_currency) | |
| 1778 | self.assertEqual("market", order.market) | |
| 1779 | self.assertEqual("long", order.trade_type) | |
| 1780 | self.assertEqual("pending", order.status) | |
| 1781 | self.assertEqual("trade", order.trade) | |
| 1782 | self.assertIsNone(order.id) | |
| 1783 | self.assertFalse(order.close_if_possible) | |
| 1784 | ||
| 1785 | def test__repr(self): | |
| 1786 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1787 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1788 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
| 1789 | ||
| 1790 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1791 | D("0.1"), "BTC", "long", "market", "trade", | |
| 1792 | close_if_possible=True) | |
| 1793 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
| 1794 | ||
| 3d0247f9 IB |
1795 | def test_as_json(self): |
| 1796 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1797 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1798 | mouvement_mock1 = mock.Mock() | |
| 1799 | mouvement_mock1.as_json.return_value = 1 | |
| 1800 | mouvement_mock2 = mock.Mock() | |
| 1801 | mouvement_mock2.as_json.return_value = 2 | |
| 1802 | ||
| 1803 | order.mouvements = [mouvement_mock1, mouvement_mock2] | |
| 1804 | as_json = order.as_json() | |
| 1805 | self.assertEqual("buy", as_json["action"]) | |
| 1806 | self.assertEqual("long", as_json["trade_type"]) | |
| 1807 | self.assertEqual(10, as_json["amount"]) | |
| 1808 | self.assertEqual("ETH", as_json["currency"]) | |
| 1809 | self.assertEqual("BTC", as_json["base_currency"]) | |
| 1810 | self.assertEqual(D("0.1"), as_json["rate"]) | |
| 1811 | self.assertEqual("pending", as_json["status"]) | |
| 1812 | self.assertEqual(False, as_json["close_if_possible"]) | |
| 1813 | self.assertIsNone(as_json["id"]) | |
| 1814 | self.assertEqual([1, 2], as_json["mouvements"]) | |
| 1815 | ||
| 5a72ded7 IB |
1816 | def test_account(self): |
| 1817 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1818 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1819 | self.assertEqual("exchange", order.account) | |
| 1820 | ||
| 1821 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
| 1822 | D("0.1"), "BTC", "short", "market", "trade") | |
| 1823 | self.assertEqual("margin", order.account) | |
| 1824 | ||
| 1825 | def test_pending(self): | |
| 1826 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1827 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1828 | self.assertTrue(order.pending) | |
| 1829 | order.status = "open" | |
| 1830 | self.assertFalse(order.pending) | |
| 1831 | ||
| 1832 | def test_open(self): | |
| 1833 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1834 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1835 | self.assertFalse(order.open) | |
| 1836 | order.status = "open" | |
| 1837 | self.assertTrue(order.open) | |
| 1838 | ||
| 1839 | def test_finished(self): | |
| 1840 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| 1841 | D("0.1"), "BTC", "long", "market", "trade") | |
| 1842 | self.assertFalse(order.finished) | |
| 1843 | order.status = "closed" | |
| 1844 | self.assertTrue(order.finished) | |
| 1845 | order.status = "canceled" | |
| 1846 | self.assertTrue(order.finished) | |
| 1847 | order.status = "error" | |
| 1848 | self.assertTrue(order.finished) | |
| 1849 | ||
| 1850 | @mock.patch.object(portfolio.Order, "fetch") | |
| f86ee140 IB |
1851 | def test_cancel(self, fetch): |
| 1852 | self.m.debug = True | |
| 5a72ded7 | 1853 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 1854 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
1855 | order.status = "open" |
| 1856 | ||
| 1857 | order.cancel() | |
| f86ee140 IB |
1858 | self.m.ccxt.cancel_order.assert_not_called() |
| 1859 | self.m.report.log_debug_action.assert_called_once() | |
| 1860 | self.m.report.log_debug_action.reset_mock() | |
| 5a72ded7 IB |
1861 | self.assertEqual("canceled", order.status) |
| 1862 | ||
| f86ee140 | 1863 | self.m.debug = False |
| 5a72ded7 | 1864 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 1865 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
1866 | order.status = "open" |
| 1867 | order.id = 42 | |
| 1868 | ||
| 1869 | order.cancel() | |
| f86ee140 | 1870 | self.m.ccxt.cancel_order.assert_called_with(42) |
| aca4d437 | 1871 | fetch.assert_called_once_with() |
| f86ee140 | 1872 | self.m.report.log_debug_action.assert_not_called() |
| 5a72ded7 IB |
1873 | |
| 1874 | def test_dust_amount_remaining(self): | |
| 1875 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 1876 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
1877 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) |
| 1878 | self.assertFalse(order.dust_amount_remaining()) | |
| 1879 | ||
| 1880 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | |
| 1881 | self.assertTrue(order.dust_amount_remaining()) | |
| 1882 | ||
| 1883 | @mock.patch.object(portfolio.Order, "fetch") | |
| 1884 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
| 1885 | def test_remaining_amount(self, filled_amount, fetch): | |
| 1886 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 1887 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
1888 | |
| 1889 | self.assertEqual(9, order.remaining_amount().value) | |
| 5a72ded7 IB |
1890 | |
| 1891 | order.status = "open" | |
| 1892 | self.assertEqual(9, order.remaining_amount().value) | |
| 5a72ded7 IB |
1893 | |
| 1894 | @mock.patch.object(portfolio.Order, "fetch") | |
| 1895 | def test_filled_amount(self, fetch): | |
| 1896 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 1897 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 | 1898 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { |
| df9e4e7f | 1899 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
1900 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
| 1901 | "amount": "3", "total": "0.3" | |
| 1902 | })) | |
| 1903 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
| df9e4e7f | 1904 | "tradeID": 43, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
1905 | "date": "2017-12-30 13:00:12", "rate": "0.2", |
| 1906 | "amount": "2", "total": "0.4" | |
| 1907 | })) | |
| 1908 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
| 1909 | fetch.assert_not_called() | |
| 1910 | order.status = "open" | |
| 1911 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
| 1912 | fetch.assert_called_once() | |
| 1913 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
| 1914 | ||
| 1915 | def test_fetch_mouvements(self): | |
| f86ee140 | 1916 | self.m.ccxt.privatePostReturnOrderTrades.return_value = [ |
| 5a72ded7 | 1917 | { |
| df9e4e7f | 1918 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
1919 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
| 1920 | "amount": "3", "total": "0.3" | |
| 1921 | }, | |
| 1922 | { | |
| df9e4e7f | 1923 | "tradeID": 43, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
1924 | "date": "2017-12-30 13:00:12", "rate": "0.2", |
| 1925 | "amount": "2", "total": "0.4" | |
| 1926 | } | |
| 1927 | ] | |
| 1928 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 1929 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
1930 | order.id = 12 |
| 1931 | order.mouvements = ["Foo", "Bar", "Baz"] | |
| 1932 | ||
| 1933 | order.fetch_mouvements() | |
| 1934 | ||
| f86ee140 | 1935 | self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) |
| 5a72ded7 IB |
1936 | self.assertEqual(2, len(order.mouvements)) |
| 1937 | self.assertEqual(42, order.mouvements[0].id) | |
| 1938 | self.assertEqual(43, order.mouvements[1].id) | |
| 1939 | ||
| f86ee140 | 1940 | self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError |
| df9e4e7f | 1941 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 1942 | D("0.1"), "BTC", "long", self.m, "trade") |
| df9e4e7f IB |
1943 | order.fetch_mouvements() |
| 1944 | self.assertEqual(0, len(order.mouvements)) | |
| 1945 | ||
| f86ee140 | 1946 | def test_mark_finished_order(self): |
| 5a72ded7 | 1947 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 1948 | D("0.1"), "BTC", "short", self.m, "trade", |
| 5a72ded7 IB |
1949 | close_if_possible=True) |
| 1950 | order.status = "closed" | |
| f86ee140 | 1951 | self.m.debug = False |
| 5a72ded7 IB |
1952 | |
| 1953 | order.mark_finished_order() | |
| f86ee140 IB |
1954 | self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") |
| 1955 | self.m.ccxt.close_margin_position.reset_mock() | |
| 5a72ded7 IB |
1956 | |
| 1957 | order.status = "open" | |
| 1958 | order.mark_finished_order() | |
| f86ee140 | 1959 | self.m.ccxt.close_margin_position.assert_not_called() |
| 5a72ded7 IB |
1960 | |
| 1961 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 1962 | D("0.1"), "BTC", "short", self.m, "trade", |
| 5a72ded7 IB |
1963 | close_if_possible=False) |
| 1964 | order.status = "closed" | |
| 1965 | order.mark_finished_order() | |
| f86ee140 | 1966 | self.m.ccxt.close_margin_position.assert_not_called() |
| 5a72ded7 IB |
1967 | |
| 1968 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
| f86ee140 | 1969 | D("0.1"), "BTC", "short", self.m, "trade", |
| 5a72ded7 IB |
1970 | close_if_possible=True) |
| 1971 | order.status = "closed" | |
| 1972 | order.mark_finished_order() | |
| f86ee140 | 1973 | self.m.ccxt.close_margin_position.assert_not_called() |
| 5a72ded7 IB |
1974 | |
| 1975 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 1976 | D("0.1"), "BTC", "long", self.m, "trade", |
| 5a72ded7 IB |
1977 | close_if_possible=True) |
| 1978 | order.status = "closed" | |
| 1979 | order.mark_finished_order() | |
| f86ee140 | 1980 | self.m.ccxt.close_margin_position.assert_not_called() |
| 5a72ded7 | 1981 | |
| f86ee140 | 1982 | self.m.debug = True |
| 5a72ded7 IB |
1983 | |
| 1984 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
| f86ee140 | 1985 | D("0.1"), "BTC", "short", self.m, "trade", |
| 5a72ded7 IB |
1986 | close_if_possible=True) |
| 1987 | order.status = "closed" | |
| 1988 | ||
| 1989 | order.mark_finished_order() | |
| f86ee140 IB |
1990 | self.m.ccxt.close_margin_position.assert_not_called() |
| 1991 | self.m.report.log_debug_action.assert_called_once() | |
| 5a72ded7 IB |
1992 | |
| 1993 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
| f86ee140 | 1994 | def test_fetch(self, fetch_mouvements): |
| aca4d437 IB |
1995 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| 1996 | D("0.1"), "BTC", "long", self.m, "trade") | |
| 1997 | order.id = 45 | |
| 1998 | with self.subTest(debug=True): | |
| 1999 | self.m.debug = True | |
| 2000 | order.fetch() | |
| 2001 | self.m.report.log_debug_action.assert_called_once() | |
| 2002 | self.m.report.log_debug_action.reset_mock() | |
| 2003 | self.m.ccxt.fetch_order.assert_not_called() | |
| 2004 | fetch_mouvements.assert_not_called() | |
| 5a72ded7 | 2005 | |
| aca4d437 IB |
2006 | with self.subTest(debug=False): |
| 2007 | self.m.debug = False | |
| 2008 | self.m.ccxt.fetch_order.return_value = { | |
| 2009 | "status": "foo", | |
| 2010 | "datetime": "timestamp" | |
| 2011 | } | |
| 2012 | order.fetch() | |
| 5a72ded7 | 2013 | |
| aca4d437 IB |
2014 | self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH") |
| 2015 | fetch_mouvements.assert_called_once() | |
| 2016 | self.assertEqual("foo", order.status) | |
| 2017 | self.assertEqual("timestamp", order.timestamp) | |
| 2018 | self.assertEqual(1, len(order.results)) | |
| 2019 | self.m.report.log_debug_action.assert_not_called() | |
| 5a72ded7 | 2020 | |
| aca4d437 IB |
2021 | with self.subTest(missing_order=True): |
| 2022 | self.m.ccxt.fetch_order.side_effect = [ | |
| 2023 | portfolio.OrderNotCached, | |
| 2024 | ] | |
| 5a72ded7 | 2025 | order.fetch() |
| aca4d437 | 2026 | self.assertEqual("closed_unknown", order.status) |
| 5a72ded7 IB |
2027 | |
| 2028 | @mock.patch.object(portfolio.Order, "fetch") | |
| 2029 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
| f86ee140 | 2030 | def test_get_status(self, mark_finished_order, fetch): |
| 5a72ded7 | 2031 | with self.subTest(debug=True): |
| f86ee140 | 2032 | self.m.debug = True |
| 5a72ded7 | 2033 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 2034 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
2035 | self.assertEqual("pending", order.get_status()) |
| 2036 | fetch.assert_not_called() | |
| f86ee140 | 2037 | self.m.report.log_debug_action.assert_called_once() |
| 5a72ded7 IB |
2038 | |
| 2039 | with self.subTest(debug=False, finished=False): | |
| f86ee140 | 2040 | self.m.debug = False |
| 5a72ded7 | 2041 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 2042 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
2043 | def _fetch(order): |
| 2044 | def update_status(): | |
| 2045 | order.status = "open" | |
| 2046 | return update_status | |
| 2047 | fetch.side_effect = _fetch(order) | |
| 2048 | self.assertEqual("open", order.get_status()) | |
| 2049 | mark_finished_order.assert_not_called() | |
| 2050 | fetch.assert_called_once() | |
| 2051 | ||
| 2052 | mark_finished_order.reset_mock() | |
| 2053 | fetch.reset_mock() | |
| 2054 | with self.subTest(debug=False, finished=True): | |
| f86ee140 | 2055 | self.m.debug = False |
| 5a72ded7 | 2056 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 2057 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 IB |
2058 | def _fetch(order): |
| 2059 | def update_status(): | |
| 2060 | order.status = "closed" | |
| 2061 | return update_status | |
| 2062 | fetch.side_effect = _fetch(order) | |
| 2063 | self.assertEqual("closed", order.get_status()) | |
| 2064 | mark_finished_order.assert_called_once() | |
| 2065 | fetch.assert_called_once() | |
| 2066 | ||
| 2067 | def test_run(self): | |
| f86ee140 IB |
2068 | self.m.ccxt.order_precision.return_value = 4 |
| 2069 | with self.subTest(debug=True): | |
| 2070 | self.m.debug = True | |
| 5a72ded7 | 2071 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 | 2072 | D("0.1"), "BTC", "long", self.m, "trade") |
| 5a72ded7 | 2073 | order.run() |
| f86ee140 IB |
2074 | self.m.ccxt.create_order.assert_not_called() |
| 2075 | 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 |
2076 | self.assertEqual("open", order.status) |
| 2077 | self.assertEqual(1, len(order.results)) | |
| 2078 | self.assertEqual(-1, order.id) | |
| 2079 | ||
| f86ee140 | 2080 | self.m.ccxt.create_order.reset_mock() |
| 5a72ded7 | 2081 | with self.subTest(debug=False): |
| f86ee140 | 2082 | self.m.debug = False |
| 5a72ded7 | 2083 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 IB |
2084 | D("0.1"), "BTC", "long", self.m, "trade") |
| 2085 | self.m.ccxt.create_order.return_value = { "id": 123 } | |
| 5a72ded7 | 2086 | order.run() |
| f86ee140 | 2087 | self.m.ccxt.create_order.assert_called_once() |
| 5a72ded7 IB |
2088 | self.assertEqual(1, len(order.results)) |
| 2089 | self.assertEqual("open", order.status) | |
| 2090 | ||
| f86ee140 IB |
2091 | self.m.ccxt.create_order.reset_mock() |
| 2092 | with self.subTest(exception=True): | |
| 5a72ded7 | 2093 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), |
| f86ee140 IB |
2094 | D("0.1"), "BTC", "long", self.m, "trade") |
| 2095 | self.m.ccxt.create_order.side_effect = Exception("bouh") | |
| 5a72ded7 | 2096 | order.run() |
| f86ee140 | 2097 | self.m.ccxt.create_order.assert_called_once() |
| 5a72ded7 IB |
2098 | self.assertEqual(0, len(order.results)) |
| 2099 | self.assertEqual("error", order.status) | |
| f86ee140 | 2100 | self.m.report.log_error.assert_called_once() |
| 5a72ded7 | 2101 | |
| f86ee140 | 2102 | self.m.ccxt.create_order.reset_mock() |
| df9e4e7f IB |
2103 | with self.subTest(dust_amount_exception=True),\ |
| 2104 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
| 2105 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
| f86ee140 | 2106 | D("0.1"), "BTC", "long", self.m, "trade") |
| f70bb858 | 2107 | self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder |
| df9e4e7f | 2108 | order.run() |
| f86ee140 | 2109 | self.m.ccxt.create_order.assert_called_once() |
| df9e4e7f IB |
2110 | self.assertEqual(0, len(order.results)) |
| 2111 | self.assertEqual("closed", order.status) | |
| 2112 | mark_finished_order.assert_called_once() | |
| 2113 | ||
| f70bb858 | 2114 | self.m.ccxt.order_precision.return_value = 8 |
| d24bb10c | 2115 | self.m.ccxt.create_order.reset_mock() |
| f70bb858 | 2116 | with self.subTest(insufficient_funds=True),\ |
| d24bb10c | 2117 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: |
| f70bb858 | 2118 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), |
| d24bb10c | 2119 | D("0.1"), "BTC", "long", self.m, "trade") |
| f70bb858 IB |
2120 | self.m.ccxt.create_order.side_effect = [ |
| 2121 | portfolio.InsufficientFunds, | |
| 2122 | portfolio.InsufficientFunds, | |
| 2123 | portfolio.InsufficientFunds, | |
| 2124 | { "id": 123 }, | |
| 2125 | ] | |
| d24bb10c | 2126 | order.run() |
| f70bb858 IB |
2127 | self.m.ccxt.create_order.assert_has_calls([ |
| 2128 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
| 2129 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
| 2130 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
| 2131 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
| 2132 | ]) | |
| 2133 | self.assertEqual(4, self.m.ccxt.create_order.call_count) | |
| 2134 | self.assertEqual(1, len(order.results)) | |
| 2135 | self.assertEqual("open", order.status) | |
| 2136 | self.assertEqual(4, order.tries) | |
| 2137 | self.m.report.log_error.assert_called() | |
| 2138 | self.assertEqual(4, self.m.report.log_error.call_count) | |
| 2139 | ||
| 2140 | self.m.ccxt.order_precision.return_value = 8 | |
| 2141 | self.m.ccxt.create_order.reset_mock() | |
| 2142 | self.m.report.log_error.reset_mock() | |
| 2143 | with self.subTest(insufficient_funds=True),\ | |
| 2144 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
| 2145 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
| 2146 | D("0.1"), "BTC", "long", self.m, "trade") | |
| 2147 | self.m.ccxt.create_order.side_effect = [ | |
| 2148 | portfolio.InsufficientFunds, | |
| 2149 | portfolio.InsufficientFunds, | |
| 2150 | portfolio.InsufficientFunds, | |
| 2151 | portfolio.InsufficientFunds, | |
| 2152 | portfolio.InsufficientFunds, | |
| 2153 | ] | |
| 2154 | order.run() | |
| 2155 | self.m.ccxt.create_order.assert_has_calls([ | |
| 2156 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
| 2157 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
| 2158 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
| 2159 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
| 2160 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), | |
| 2161 | ]) | |
| 2162 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
| d24bb10c | 2163 | self.assertEqual(0, len(order.results)) |
| f70bb858 IB |
2164 | self.assertEqual("error", order.status) |
| 2165 | self.assertEqual(5, order.tries) | |
| 2166 | self.m.report.log_error.assert_called() | |
| 2167 | self.assertEqual(5, self.m.report.log_error.call_count) | |
| 2168 | 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 | 2169 | |
| df9e4e7f | 2170 | |
| 5a72ded7 IB |
2171 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 2172 | class MouvementTest(WebMockTestCase): | |
| 2173 | def test_values(self): | |
| 2174 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
| df9e4e7f | 2175 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
2176 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
| 2177 | "amount": "10", "total": "1" | |
| 2178 | }) | |
| 2179 | self.assertEqual("ETH", mouvement.currency) | |
| 2180 | self.assertEqual("BTC", mouvement.base_currency) | |
| 2181 | self.assertEqual(42, mouvement.id) | |
| 2182 | self.assertEqual("buy", mouvement.action) | |
| 2183 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
| 2184 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | |
| 2185 | self.assertEqual(D("0.1"), mouvement.rate) | |
| 2186 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
| 2187 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
| 2188 | ||
| df9e4e7f IB |
2189 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) |
| 2190 | self.assertIsNone(mouvement.date) | |
| 2191 | self.assertIsNone(mouvement.id) | |
| 2192 | self.assertIsNone(mouvement.action) | |
| 2193 | self.assertEqual(-1, mouvement.fee_rate) | |
| 2194 | self.assertEqual(0, mouvement.rate) | |
| 2195 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
| 2196 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
| 2197 | ||
| c31df868 IB |
2198 | def test__repr(self): |
| 2199 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
| 2200 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
| 2201 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
| 2202 | "amount": "10", "total": "1" | |
| 2203 | }) | |
| 2204 | self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) | |
| 3d0247f9 | 2205 | |
| c31df868 IB |
2206 | mouvement = portfolio.Mouvement("ETH", "BTC", { |
| 2207 | "tradeID": 42, "type": "buy", | |
| 2208 | "date": "garbage", "rate": "0.1", | |
| 2209 | "amount": "10", "total": "1" | |
| 2210 | }) | |
| 2211 | self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) | |
| 2212 | ||
| 3d0247f9 IB |
2213 | def test_as_json(self): |
| 2214 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
| 2215 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
| 2216 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
| 2217 | "amount": "10", "total": "1" | |
| 2218 | }) | |
| 2219 | as_json = mouvement.as_json() | |
| 2220 | ||
| 2221 | self.assertEqual(D("0.0015"), as_json["fee_rate"]) | |
| 2222 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) | |
| 2223 | self.assertEqual("buy", as_json["action"]) | |
| 2224 | self.assertEqual(D("10"), as_json["total"]) | |
| 2225 | self.assertEqual(D("1"), as_json["total_in_base"]) | |
| 2226 | self.assertEqual("BTC", as_json["base_currency"]) | |
| 2227 | self.assertEqual("ETH", as_json["currency"]) | |
| 2228 | ||
| 2229 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
| 2230 | class ReportStoreTest(WebMockTestCase): | |
| 2231 | def test_add_log(self): | |
| f86ee140 IB |
2232 | report_store = market.ReportStore(self.m) |
| 2233 | report_store.add_log({"foo": "bar"}) | |
| 3d0247f9 | 2234 | |
| f86ee140 | 2235 | self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) |
| 3d0247f9 IB |
2236 | |
| 2237 | def test_set_verbose(self): | |
| f86ee140 | 2238 | report_store = market.ReportStore(self.m) |
| 3d0247f9 | 2239 | with self.subTest(verbose=True): |
| f86ee140 IB |
2240 | report_store.set_verbose(True) |
| 2241 | self.assertTrue(report_store.verbose_print) | |
| 3d0247f9 IB |
2242 | |
| 2243 | with self.subTest(verbose=False): | |
| f86ee140 IB |
2244 | report_store.set_verbose(False) |
| 2245 | self.assertFalse(report_store.verbose_print) | |
| 3d0247f9 IB |
2246 | |
| 2247 | def test_print_log(self): | |
| f86ee140 | 2248 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2249 | with self.subTest(verbose=True),\ |
| 2250 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| f86ee140 IB |
2251 | report_store.set_verbose(True) |
| 2252 | report_store.print_log("Coucou") | |
| 2253 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
| 3d0247f9 IB |
2254 | self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n") |
| 2255 | ||
| 2256 | with self.subTest(verbose=False),\ | |
| 2257 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| f86ee140 IB |
2258 | report_store.set_verbose(False) |
| 2259 | report_store.print_log("Coucou") | |
| 2260 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
| 3d0247f9 IB |
2261 | self.assertEqual(stdout_mock.getvalue(), "") |
| 2262 | ||
| 2263 | def test_to_json(self): | |
| f86ee140 IB |
2264 | report_store = market.ReportStore(self.m) |
| 2265 | report_store.logs.append({"foo": "bar"}) | |
| 2266 | self.assertEqual('[{"foo": "bar"}]', report_store.to_json()) | |
| 2267 | report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) | |
| 2268 | self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json()) | |
| 2269 | report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) | |
| be54a201 | 2270 | self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json()) |
| 3d0247f9 | 2271 | |
| f86ee140 IB |
2272 | @mock.patch.object(market.ReportStore, "print_log") |
| 2273 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2274 | def test_log_stage(self, add_log, print_log): |
| f86ee140 IB |
2275 | report_store = market.ReportStore(self.m) |
| 2276 | report_store.log_stage("foo") | |
| 3d0247f9 IB |
2277 | print_log.assert_has_calls([ |
| 2278 | mock.call("-----------"), | |
| 2279 | mock.call("[Stage] foo"), | |
| 2280 | ]) | |
| 2281 | add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'}) | |
| 2282 | ||
| f86ee140 IB |
2283 | @mock.patch.object(market.ReportStore, "print_log") |
| 2284 | @mock.patch.object(market.ReportStore, "add_log") | |
| 2285 | def test_log_balances(self, add_log, print_log): | |
| 2286 | report_store = market.ReportStore(self.m) | |
| 2287 | self.m.balances.as_json.return_value = "json" | |
| 2288 | self.m.balances.all = { "FOO": "bar", "BAR": "baz" } | |
| 3d0247f9 | 2289 | |
| f86ee140 | 2290 | report_store.log_balances(tag="tag") |
| 3d0247f9 IB |
2291 | print_log.assert_has_calls([ |
| 2292 | mock.call("[Balance]"), | |
| 2293 | mock.call("\tbar"), | |
| 2294 | mock.call("\tbaz"), | |
| 2295 | ]) | |
| 18167a3c IB |
2296 | add_log.assert_called_once_with({ |
| 2297 | 'type': 'balance', | |
| 2298 | 'balances': 'json', | |
| 2299 | 'tag': 'tag' | |
| 2300 | }) | |
| 3d0247f9 | 2301 | |
| f86ee140 IB |
2302 | @mock.patch.object(market.ReportStore, "print_log") |
| 2303 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2304 | def test_log_tickers(self, add_log, print_log): |
| f86ee140 | 2305 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2306 | amounts = { |
| 2307 | "BTC": portfolio.Amount("BTC", 10), | |
| 2308 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
| 2309 | } | |
| 2310 | amounts["ETH"].rate = D("0.1") | |
| 2311 | ||
| f86ee140 | 2312 | report_store.log_tickers(amounts, "BTC", "default", "total") |
| 3d0247f9 IB |
2313 | print_log.assert_not_called() |
| 2314 | add_log.assert_called_once_with({ | |
| 2315 | 'type': 'tickers', | |
| 2316 | 'compute_value': 'default', | |
| 2317 | 'balance_type': 'total', | |
| 2318 | 'currency': 'BTC', | |
| 2319 | 'balances': { | |
| 2320 | 'BTC': D('10'), | |
| 2321 | 'ETH': D('0.3') | |
| 2322 | }, | |
| 2323 | 'rates': { | |
| 2324 | 'BTC': None, | |
| 2325 | 'ETH': D('0.1') | |
| 2326 | }, | |
| 2327 | 'total': D('10.3') | |
| 2328 | }) | |
| 2329 | ||
| aca4d437 IB |
2330 | add_log.reset_mock() |
| 2331 | compute_value = lambda x: x["bid"] | |
| 2332 | report_store.log_tickers(amounts, "BTC", compute_value, "total") | |
| 2333 | add_log.assert_called_once_with({ | |
| 2334 | 'type': 'tickers', | |
| 2335 | 'compute_value': 'compute_value = lambda x: x["bid"]', | |
| 2336 | 'balance_type': 'total', | |
| 2337 | 'currency': 'BTC', | |
| 2338 | 'balances': { | |
| 2339 | 'BTC': D('10'), | |
| 2340 | 'ETH': D('0.3') | |
| 2341 | }, | |
| 2342 | 'rates': { | |
| 2343 | 'BTC': None, | |
| 2344 | 'ETH': D('0.1') | |
| 2345 | }, | |
| 2346 | 'total': D('10.3') | |
| 2347 | }) | |
| 2348 | ||
| f86ee140 IB |
2349 | @mock.patch.object(market.ReportStore, "print_log") |
| 2350 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2351 | def test_log_dispatch(self, add_log, print_log): |
| f86ee140 | 2352 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2353 | amount = portfolio.Amount("BTC", "10.3") |
| 2354 | amounts = { | |
| 2355 | "BTC": portfolio.Amount("BTC", 10), | |
| 2356 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
| 2357 | } | |
| f86ee140 | 2358 | report_store.log_dispatch(amount, amounts, "medium", "repartition") |
| 3d0247f9 IB |
2359 | print_log.assert_not_called() |
| 2360 | add_log.assert_called_once_with({ | |
| 2361 | 'type': 'dispatch', | |
| 2362 | 'liquidity': 'medium', | |
| 2363 | 'repartition_ratio': 'repartition', | |
| 2364 | 'total_amount': { | |
| 2365 | 'currency': 'BTC', | |
| 2366 | 'value': D('10.3') | |
| 2367 | }, | |
| 2368 | 'repartition': { | |
| 2369 | 'BTC': D('10'), | |
| 2370 | 'ETH': D('0.3') | |
| 2371 | } | |
| 2372 | }) | |
| 2373 | ||
| f86ee140 IB |
2374 | @mock.patch.object(market.ReportStore, "print_log") |
| 2375 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2376 | def test_log_trades(self, add_log, print_log): |
| f86ee140 | 2377 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2378 | trade_mock1 = mock.Mock() |
| 2379 | trade_mock2 = mock.Mock() | |
| 2380 | trade_mock1.as_json.return_value = { "trade": "1" } | |
| 2381 | trade_mock2.as_json.return_value = { "trade": "2" } | |
| 2382 | ||
| 2383 | matching_and_trades = [ | |
| 2384 | (True, trade_mock1), | |
| 2385 | (False, trade_mock2), | |
| 2386 | ] | |
| f86ee140 | 2387 | report_store.log_trades(matching_and_trades, "only") |
| 3d0247f9 IB |
2388 | |
| 2389 | print_log.assert_not_called() | |
| 2390 | add_log.assert_called_with({ | |
| 2391 | 'type': 'trades', | |
| 2392 | 'only': 'only', | |
| f86ee140 | 2393 | 'debug': False, |
| 3d0247f9 IB |
2394 | 'trades': [ |
| 2395 | {'trade': '1', 'skipped': False}, | |
| 2396 | {'trade': '2', 'skipped': True} | |
| 2397 | ] | |
| 2398 | }) | |
| 2399 | ||
| f86ee140 IB |
2400 | @mock.patch.object(market.ReportStore, "print_log") |
| 2401 | @mock.patch.object(market.ReportStore, "add_log") | |
| 2402 | def test_log_orders(self, add_log, print_log): | |
| 2403 | report_store = market.ReportStore(self.m) | |
| 2404 | ||
| 3d0247f9 IB |
2405 | order_mock1 = mock.Mock() |
| 2406 | order_mock2 = mock.Mock() | |
| 2407 | ||
| 2408 | order_mock1.as_json.return_value = "order1" | |
| 2409 | order_mock2.as_json.return_value = "order2" | |
| 2410 | ||
| 2411 | orders = [order_mock1, order_mock2] | |
| 2412 | ||
| f86ee140 | 2413 | report_store.log_orders(orders, tick="tick", |
| 3d0247f9 IB |
2414 | only="only", compute_value="compute_value") |
| 2415 | ||
| 2416 | print_log.assert_called_once_with("[Orders]") | |
| f86ee140 | 2417 | self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") |
| 3d0247f9 IB |
2418 | |
| 2419 | add_log.assert_called_with({ | |
| 2420 | 'type': 'orders', | |
| 2421 | 'only': 'only', | |
| 2422 | 'compute_value': 'compute_value', | |
| 2423 | 'tick': 'tick', | |
| 2424 | 'orders': ['order1', 'order2'] | |
| 2425 | }) | |
| 2426 | ||
| aca4d437 IB |
2427 | add_log.reset_mock() |
| 2428 | def compute_value(x, y): | |
| 2429 | return x[y] | |
| 2430 | report_store.log_orders(orders, tick="tick", | |
| 2431 | only="only", compute_value=compute_value) | |
| 2432 | add_log.assert_called_with({ | |
| 2433 | 'type': 'orders', | |
| 2434 | 'only': 'only', | |
| 2435 | 'compute_value': 'def compute_value(x, y):\n return x[y]', | |
| 2436 | 'tick': 'tick', | |
| 2437 | 'orders': ['order1', 'order2'] | |
| 2438 | }) | |
| 2439 | ||
| 2440 | ||
| f86ee140 IB |
2441 | @mock.patch.object(market.ReportStore, "print_log") |
| 2442 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2443 | def test_log_order(self, add_log, print_log): |
| f86ee140 | 2444 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2445 | order_mock = mock.Mock() |
| 2446 | order_mock.as_json.return_value = "order" | |
| 2447 | new_order_mock = mock.Mock() | |
| 2448 | new_order_mock.as_json.return_value = "new_order" | |
| 2449 | order_mock.__repr__ = mock.Mock() | |
| 2450 | order_mock.__repr__.return_value = "Order Mock" | |
| 2451 | new_order_mock.__repr__ = mock.Mock() | |
| 2452 | new_order_mock.__repr__.return_value = "New order Mock" | |
| 2453 | ||
| 2454 | with self.subTest(finished=True): | |
| f86ee140 | 2455 | report_store.log_order(order_mock, 1, finished=True) |
| 3d0247f9 IB |
2456 | print_log.assert_called_once_with("[Order] Finished Order Mock") |
| 2457 | add_log.assert_called_once_with({ | |
| 2458 | 'type': 'order', | |
| 2459 | 'tick': 1, | |
| 2460 | 'update': None, | |
| 2461 | 'order': 'order', | |
| 2462 | 'compute_value': None, | |
| 2463 | 'new_order': None | |
| 2464 | }) | |
| 2465 | ||
| 2466 | add_log.reset_mock() | |
| 2467 | print_log.reset_mock() | |
| 2468 | ||
| 2469 | with self.subTest(update="waiting"): | |
| f86ee140 | 2470 | report_store.log_order(order_mock, 1, update="waiting") |
| 3d0247f9 IB |
2471 | print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") |
| 2472 | add_log.assert_called_once_with({ | |
| 2473 | 'type': 'order', | |
| 2474 | 'tick': 1, | |
| 2475 | 'update': 'waiting', | |
| 2476 | 'order': 'order', | |
| 2477 | 'compute_value': None, | |
| 2478 | 'new_order': None | |
| 2479 | }) | |
| 2480 | ||
| 2481 | add_log.reset_mock() | |
| 2482 | print_log.reset_mock() | |
| 2483 | with self.subTest(update="adjusting"): | |
| aca4d437 | 2484 | compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 |
| f86ee140 | 2485 | report_store.log_order(order_mock, 3, |
| 3d0247f9 | 2486 | update="adjusting", new_order=new_order_mock, |
| aca4d437 | 2487 | compute_value=compute_value) |
| 3d0247f9 IB |
2488 | print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") |
| 2489 | add_log.assert_called_once_with({ | |
| 2490 | 'type': 'order', | |
| 2491 | 'tick': 3, | |
| 2492 | 'update': 'adjusting', | |
| 2493 | 'order': 'order', | |
| aca4d437 | 2494 | 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', |
| 3d0247f9 IB |
2495 | 'new_order': 'new_order' |
| 2496 | }) | |
| 2497 | ||
| 2498 | add_log.reset_mock() | |
| 2499 | print_log.reset_mock() | |
| 2500 | with self.subTest(update="market_fallback"): | |
| f86ee140 | 2501 | report_store.log_order(order_mock, 7, |
| 3d0247f9 IB |
2502 | update="market_fallback", new_order=new_order_mock) |
| 2503 | print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") | |
| 2504 | add_log.assert_called_once_with({ | |
| 2505 | 'type': 'order', | |
| 2506 | 'tick': 7, | |
| 2507 | 'update': 'market_fallback', | |
| 2508 | 'order': 'order', | |
| 2509 | 'compute_value': None, | |
| 2510 | 'new_order': 'new_order' | |
| 2511 | }) | |
| 2512 | ||
| 2513 | add_log.reset_mock() | |
| 2514 | print_log.reset_mock() | |
| 2515 | with self.subTest(update="market_adjusting"): | |
| f86ee140 | 2516 | report_store.log_order(order_mock, 17, |
| 3d0247f9 IB |
2517 | update="market_adjust", new_order=new_order_mock) |
| 2518 | print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") | |
| 2519 | add_log.assert_called_once_with({ | |
| 2520 | 'type': 'order', | |
| 2521 | 'tick': 17, | |
| 2522 | 'update': 'market_adjust', | |
| 2523 | 'order': 'order', | |
| 2524 | 'compute_value': None, | |
| 2525 | 'new_order': 'new_order' | |
| 2526 | }) | |
| 2527 | ||
| f86ee140 IB |
2528 | @mock.patch.object(market.ReportStore, "print_log") |
| 2529 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2530 | def test_log_move_balances(self, add_log, print_log): |
| f86ee140 | 2531 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2532 | needed = { |
| 2533 | "BTC": portfolio.Amount("BTC", 10), | |
| 2534 | "USDT": 1 | |
| 2535 | } | |
| 2536 | moving = { | |
| 2537 | "BTC": portfolio.Amount("BTC", 3), | |
| 2538 | "USDT": -2 | |
| 2539 | } | |
| f86ee140 | 2540 | report_store.log_move_balances(needed, moving) |
| 3d0247f9 IB |
2541 | print_log.assert_not_called() |
| 2542 | add_log.assert_called_once_with({ | |
| 2543 | 'type': 'move_balances', | |
| f86ee140 | 2544 | 'debug': False, |
| 3d0247f9 IB |
2545 | 'needed': { |
| 2546 | 'BTC': D('10'), | |
| 2547 | 'USDT': 1 | |
| 2548 | }, | |
| 2549 | 'moving': { | |
| 2550 | 'BTC': D('3'), | |
| 2551 | 'USDT': -2 | |
| 2552 | } | |
| 2553 | }) | |
| 2554 | ||
| f86ee140 IB |
2555 | @mock.patch.object(market.ReportStore, "print_log") |
| 2556 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2557 | def test_log_http_request(self, add_log, print_log): |
| f86ee140 | 2558 | report_store = market.ReportStore(self.m) |
| 3d0247f9 IB |
2559 | response = mock.Mock() |
| 2560 | response.status_code = 200 | |
| 2561 | response.text = "Hey" | |
| 2562 | ||
| f86ee140 | 2563 | report_store.log_http_request("method", "url", "body", |
| 3d0247f9 IB |
2564 | "headers", response) |
| 2565 | print_log.assert_not_called() | |
| 2566 | add_log.assert_called_once_with({ | |
| 2567 | 'type': 'http_request', | |
| 2568 | 'method': 'method', | |
| 2569 | 'url': 'url', | |
| 2570 | 'body': 'body', | |
| 2571 | 'headers': 'headers', | |
| 2572 | 'status': 200, | |
| 2573 | 'response': 'Hey' | |
| 2574 | }) | |
| 2575 | ||
| f86ee140 IB |
2576 | @mock.patch.object(market.ReportStore, "print_log") |
| 2577 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2578 | def test_log_error(self, add_log, print_log): |
| f86ee140 | 2579 | report_store = market.ReportStore(self.m) |
| 3d0247f9 | 2580 | with self.subTest(message=None, exception=None): |
| f86ee140 | 2581 | report_store.log_error("action") |
| 3d0247f9 IB |
2582 | print_log.assert_called_once_with("[Error] action") |
| 2583 | add_log.assert_called_once_with({ | |
| 2584 | 'type': 'error', | |
| 2585 | 'action': 'action', | |
| 2586 | 'exception_class': None, | |
| 2587 | 'exception_message': None, | |
| 2588 | 'message': None | |
| 2589 | }) | |
| 2590 | ||
| 2591 | print_log.reset_mock() | |
| 2592 | add_log.reset_mock() | |
| 2593 | with self.subTest(message="Hey", exception=None): | |
| f86ee140 | 2594 | report_store.log_error("action", message="Hey") |
| 3d0247f9 IB |
2595 | print_log.assert_has_calls([ |
| 2596 | mock.call("[Error] action"), | |
| 2597 | mock.call("\tHey") | |
| 2598 | ]) | |
| 2599 | add_log.assert_called_once_with({ | |
| 2600 | 'type': 'error', | |
| 2601 | 'action': 'action', | |
| 2602 | 'exception_class': None, | |
| 2603 | 'exception_message': None, | |
| 2604 | 'message': "Hey" | |
| 2605 | }) | |
| 2606 | ||
| 2607 | print_log.reset_mock() | |
| 2608 | add_log.reset_mock() | |
| 2609 | with self.subTest(message=None, exception=Exception("bouh")): | |
| f86ee140 | 2610 | report_store.log_error("action", exception=Exception("bouh")) |
| 3d0247f9 IB |
2611 | print_log.assert_has_calls([ |
| 2612 | mock.call("[Error] action"), | |
| 2613 | mock.call("\tException: bouh") | |
| 2614 | ]) | |
| 2615 | add_log.assert_called_once_with({ | |
| 2616 | 'type': 'error', | |
| 2617 | 'action': 'action', | |
| 2618 | 'exception_class': "Exception", | |
| 2619 | 'exception_message': "bouh", | |
| 2620 | 'message': None | |
| 2621 | }) | |
| 2622 | ||
| 2623 | print_log.reset_mock() | |
| 2624 | add_log.reset_mock() | |
| 2625 | with self.subTest(message="Hey", exception=Exception("bouh")): | |
| f86ee140 | 2626 | report_store.log_error("action", message="Hey", exception=Exception("bouh")) |
| 3d0247f9 IB |
2627 | print_log.assert_has_calls([ |
| 2628 | mock.call("[Error] action"), | |
| 2629 | mock.call("\tException: bouh"), | |
| 2630 | mock.call("\tHey") | |
| 2631 | ]) | |
| 2632 | add_log.assert_called_once_with({ | |
| 2633 | 'type': 'error', | |
| 2634 | 'action': 'action', | |
| 2635 | 'exception_class': "Exception", | |
| 2636 | 'exception_message': "bouh", | |
| 2637 | 'message': "Hey" | |
| 2638 | }) | |
| 2639 | ||
| f86ee140 IB |
2640 | @mock.patch.object(market.ReportStore, "print_log") |
| 2641 | @mock.patch.object(market.ReportStore, "add_log") | |
| 3d0247f9 | 2642 | def test_log_debug_action(self, add_log, print_log): |
| f86ee140 IB |
2643 | report_store = market.ReportStore(self.m) |
| 2644 | report_store.log_debug_action("Hey") | |
| 3d0247f9 IB |
2645 | |
| 2646 | print_log.assert_called_once_with("[Debug] Hey") | |
| 2647 | add_log.assert_called_once_with({ | |
| 2648 | 'type': 'debug_action', | |
| 2649 | 'action': 'Hey' | |
| 2650 | }) | |
| 2651 | ||
| f86ee140 IB |
2652 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| 2653 | class HelperTest(WebMockTestCase): | |
| 2033e7fe IB |
2654 | def test_make_order(self): |
| 2655 | self.m.get_ticker.return_value = { | |
| 2656 | "inverted": False, | |
| 2657 | "average": D("0.1"), | |
| 2658 | "bid": D("0.09"), | |
| 2659 | "ask": D("0.11"), | |
| 2660 | } | |
| 2661 | ||
| 2662 | with self.subTest(description="nominal case"): | |
| 2663 | helper.make_order(self.m, 10, "ETH") | |
| 2664 | ||
| 2665 | self.m.report.log_stage.assert_has_calls([ | |
| 2666 | mock.call("make_order_begin"), | |
| 2667 | mock.call("make_order_end"), | |
| 2668 | ]) | |
| 2669 | self.m.balances.fetch_balances.assert_has_calls([ | |
| 2670 | mock.call(tag="make_order_begin"), | |
| 2671 | mock.call(tag="make_order_end"), | |
| 2672 | ]) | |
| 2673 | self.m.trades.all.append.assert_called_once() | |
| 2674 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2675 | self.assertEqual(False, trade.orders[0].close_if_possible) | |
| 2676 | self.assertEqual(0, trade.value_from) | |
| 2677 | self.assertEqual("ETH", trade.currency) | |
| 2678 | self.assertEqual("BTC", trade.base_currency) | |
| 2679 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
| 2680 | self.m.trades.run_orders.assert_called_once_with() | |
| 2681 | self.m.follow_orders.assert_called_once_with() | |
| 2682 | ||
| 2683 | order = trade.orders[0] | |
| 2684 | self.assertEqual(D("0.10"), order.rate) | |
| 2685 | ||
| 2686 | self.m.reset_mock() | |
| 2687 | with self.subTest(compute_value="default"): | |
| 2688 | helper.make_order(self.m, 10, "ETH", action="dispose", | |
| 2689 | compute_value="ask") | |
| 2690 | ||
| 2691 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2692 | order = trade.orders[0] | |
| 2693 | self.assertEqual(D("0.11"), order.rate) | |
| 2694 | ||
| 2695 | self.m.reset_mock() | |
| 2696 | with self.subTest(follow=False): | |
| 2697 | result = helper.make_order(self.m, 10, "ETH", follow=False) | |
| 2698 | ||
| 2699 | self.m.report.log_stage.assert_has_calls([ | |
| 2700 | mock.call("make_order_begin"), | |
| 2701 | mock.call("make_order_end_not_followed"), | |
| 2702 | ]) | |
| 2703 | self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") | |
| 2704 | ||
| 2705 | self.m.trades.all.append.assert_called_once() | |
| 2706 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2707 | self.assertEqual(0, trade.value_from) | |
| 2708 | self.assertEqual("ETH", trade.currency) | |
| 2709 | self.assertEqual("BTC", trade.base_currency) | |
| 2710 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
| 2711 | self.m.trades.run_orders.assert_called_once_with() | |
| 2712 | self.m.follow_orders.assert_not_called() | |
| 2713 | self.assertEqual(trade.orders[0], result) | |
| 2714 | ||
| 2715 | self.m.reset_mock() | |
| 2716 | with self.subTest(base_currency="USDT"): | |
| 2717 | helper.make_order(self.m, 1, "BTC", base_currency="USDT") | |
| 2718 | ||
| 2719 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2720 | self.assertEqual("BTC", trade.currency) | |
| 2721 | self.assertEqual("USDT", trade.base_currency) | |
| 2722 | ||
| 2723 | self.m.reset_mock() | |
| 2724 | with self.subTest(close_if_possible=True): | |
| 2725 | helper.make_order(self.m, 10, "ETH", close_if_possible=True) | |
| 2726 | ||
| 2727 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2728 | self.assertEqual(True, trade.orders[0].close_if_possible) | |
| 2729 | ||
| 2730 | self.m.reset_mock() | |
| 2731 | with self.subTest(action="dispose"): | |
| 2732 | helper.make_order(self.m, 10, "ETH", action="dispose") | |
| 2733 | ||
| 2734 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2735 | self.assertEqual(0, trade.value_to) | |
| 2736 | self.assertEqual(1, trade.value_from.value) | |
| 2737 | self.assertEqual("ETH", trade.currency) | |
| 2738 | self.assertEqual("BTC", trade.base_currency) | |
| 2739 | ||
| 2740 | self.m.reset_mock() | |
| 2741 | with self.subTest(compute_value="default"): | |
| 2742 | helper.make_order(self.m, 10, "ETH", action="dispose", | |
| 2743 | compute_value="bid") | |
| 2744 | ||
| 2745 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
| 2746 | self.assertEqual(D("0.9"), trade.value_from.value) | |
| 2747 | ||
| 2748 | def test_user_market(self): | |
| 2749 | with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\ | |
| 2750 | mock.patch("helper.main_parse_config") as main_parse_config: | |
| 2751 | with self.subTest(debug=False): | |
| 2752 | main_parse_config.return_value = ["pg_config", "report_path"] | |
| 2753 | main_fetch_markets.return_value = [({"key": "market_config"},)] | |
| 2754 | m = helper.get_user_market("config_path.ini", 1) | |
| 2755 | ||
| 2756 | self.assertIsInstance(m, market.Market) | |
| 2757 | self.assertFalse(m.debug) | |
| 2758 | ||
| 2759 | with self.subTest(debug=True): | |
| 2760 | main_parse_config.return_value = ["pg_config", "report_path"] | |
| 2761 | main_fetch_markets.return_value = [({"key": "market_config"},)] | |
| 2762 | m = helper.get_user_market("config_path.ini", 1, debug=True) | |
| 2763 | ||
| 2764 | self.assertIsInstance(m, market.Market) | |
| 2765 | self.assertTrue(m.debug) | |
| 2766 | ||
| f86ee140 IB |
2767 | def test_main_store_report(self): |
| 2768 | file_open = mock.mock_open() | |
| 2769 | with self.subTest(file=None), mock.patch("__main__.open", file_open): | |
| 2770 | helper.main_store_report(None, 1, self.m) | |
| 2771 | file_open.assert_not_called() | |
| 2772 | ||
| 2773 | file_open = mock.mock_open() | |
| 2774 | with self.subTest(file="present"), mock.patch("helper.open", file_open),\ | |
| 2775 | mock.patch.object(helper, "datetime") as time_mock: | |
| 2776 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
| 2777 | self.m.report.to_json.return_value = "json_content" | |
| 2778 | ||
| 2779 | helper.main_store_report("present", 1, self.m) | |
| 2780 | ||
| 2781 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") | |
| 2782 | file_open().write.assert_called_once_with("json_content") | |
| 2783 | self.m.report.to_json.assert_called_once_with() | |
| 2784 | ||
| 2785 | with self.subTest(file="error"),\ | |
| 2786 | mock.patch("helper.open") as file_open,\ | |
| 2787 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 2788 | file_open.side_effect = FileNotFoundError | |
| 2789 | ||
| 2790 | helper.main_store_report("error", 1, self.m) | |
| 2791 | ||
| 2792 | self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") | |
| 2793 | ||
| 2794 | @mock.patch("helper.process_sell_all__1_all_sell") | |
| 2795 | @mock.patch("helper.process_sell_all__2_all_buy") | |
| 2796 | @mock.patch("portfolio.Portfolio.wait_for_recent") | |
| 2797 | def test_main_process_market(self, wait, buy, sell): | |
| 2798 | with self.subTest(before=False, after=False): | |
| 516a2517 | 2799 | helper.main_process_market("user", None) |
| f86ee140 IB |
2800 | |
| 2801 | wait.assert_not_called() | |
| 2802 | buy.assert_not_called() | |
| 2803 | sell.assert_not_called() | |
| 2804 | ||
| 2805 | buy.reset_mock() | |
| 2806 | wait.reset_mock() | |
| 2807 | sell.reset_mock() | |
| 2808 | with self.subTest(before=True, after=False): | |
| 516a2517 | 2809 | helper.main_process_market("user", None, before=True) |
| f86ee140 IB |
2810 | |
| 2811 | wait.assert_not_called() | |
| 2812 | buy.assert_not_called() | |
| 2813 | sell.assert_called_once_with("user") | |
| 2814 | ||
| 2815 | buy.reset_mock() | |
| 2816 | wait.reset_mock() | |
| 2817 | sell.reset_mock() | |
| 2818 | with self.subTest(before=False, after=True): | |
| 516a2517 | 2819 | helper.main_process_market("user", None, after=True) |
| f86ee140 IB |
2820 | |
| 2821 | wait.assert_called_once_with("user") | |
| 2822 | buy.assert_called_once_with("user") | |
| 2823 | sell.assert_not_called() | |
| 2824 | ||
| 2825 | buy.reset_mock() | |
| 2826 | wait.reset_mock() | |
| 2827 | sell.reset_mock() | |
| 2828 | with self.subTest(before=True, after=True): | |
| 516a2517 | 2829 | helper.main_process_market("user", None, before=True, after=True) |
| f86ee140 IB |
2830 | |
| 2831 | wait.assert_called_once_with("user") | |
| 2832 | buy.assert_called_once_with("user") | |
| 2833 | sell.assert_called_once_with("user") | |
| 2834 | ||
| 516a2517 IB |
2835 | buy.reset_mock() |
| 2836 | wait.reset_mock() | |
| 2837 | sell.reset_mock() | |
| 2838 | with self.subTest(action="print_balances"),\ | |
| 2839 | mock.patch("helper.print_balances") as print_balances: | |
| 2840 | helper.main_process_market("user", "print_balances") | |
| 2841 | ||
| 2842 | buy.assert_not_called() | |
| 2843 | wait.assert_not_called() | |
| 2844 | sell.assert_not_called() | |
| 2845 | print_balances.assert_called_once_with("user") | |
| 2846 | ||
| 2847 | with self.subTest(action="print_orders"),\ | |
| 2848 | mock.patch("helper.print_orders") as print_orders: | |
| 2849 | helper.main_process_market("user", "print_orders") | |
| 2850 | ||
| 2851 | buy.assert_not_called() | |
| 2852 | wait.assert_not_called() | |
| 2853 | sell.assert_not_called() | |
| 2854 | print_orders.assert_called_once_with("user") | |
| 2855 | ||
| 2856 | with self.subTest(action="unknown"),\ | |
| 2857 | self.assertRaises(NotImplementedError): | |
| 2858 | helper.main_process_market("user", "unknown") | |
| 2859 | ||
| f86ee140 IB |
2860 | @mock.patch.object(helper, "psycopg2") |
| 2861 | def test_fetch_markets(self, psycopg2): | |
| 2862 | connect_mock = mock.Mock() | |
| 2863 | cursor_mock = mock.MagicMock() | |
| 2864 | cursor_mock.__iter__.return_value = ["row_1", "row_2"] | |
| 2865 | ||
| 2866 | connect_mock.cursor.return_value = cursor_mock | |
| 2867 | psycopg2.connect.return_value = connect_mock | |
| 2868 | ||
| 516a2517 IB |
2869 | with self.subTest(user=None): |
| 2870 | rows = list(helper.main_fetch_markets({"foo": "bar"}, None)) | |
| 2871 | ||
| 2872 | psycopg2.connect.assert_called_once_with(foo="bar") | |
| 2873 | cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") | |
| 2874 | ||
| 2875 | self.assertEqual(["row_1", "row_2"], rows) | |
| 2876 | ||
| 2877 | psycopg2.connect.reset_mock() | |
| 2878 | cursor_mock.execute.reset_mock() | |
| 2879 | with self.subTest(user=1): | |
| 2880 | rows = list(helper.main_fetch_markets({"foo": "bar"}, 1)) | |
| f86ee140 | 2881 | |
| 516a2517 IB |
2882 | psycopg2.connect.assert_called_once_with(foo="bar") |
| 2883 | cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) | |
| f86ee140 | 2884 | |
| 516a2517 | 2885 | self.assertEqual(["row_1", "row_2"], rows) |
| f86ee140 IB |
2886 | |
| 2887 | @mock.patch.object(helper.sys, "exit") | |
| 2888 | def test_main_parse_args(self, exit): | |
| 2889 | with self.subTest(config="config.ini"): | |
| 2890 | args = helper.main_parse_args([]) | |
| 2891 | self.assertEqual("config.ini", args.config) | |
| 2892 | self.assertFalse(args.before) | |
| 2893 | self.assertFalse(args.after) | |
| 2894 | self.assertFalse(args.debug) | |
| 2895 | ||
| 2896 | args = helper.main_parse_args(["--before", "--after", "--debug"]) | |
| 2897 | self.assertTrue(args.before) | |
| 2898 | self.assertTrue(args.after) | |
| 2899 | self.assertTrue(args.debug) | |
| 2900 | ||
| 2901 | exit.assert_not_called() | |
| 2902 | ||
| 2903 | with self.subTest(config="inexistant"),\ | |
| 2904 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 2905 | args = helper.main_parse_args(["--config", "foo.bar"]) | |
| 2906 | exit.assert_called_once_with(1) | |
| 2907 | self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) | |
| 2908 | ||
| 2909 | @mock.patch.object(helper.sys, "exit") | |
| 2910 | @mock.patch("helper.configparser") | |
| 2911 | @mock.patch("helper.os") | |
| 2912 | def test_main_parse_config(self, os, configparser, exit): | |
| 2913 | with self.subTest(pg_config=True, report_path=None): | |
| 2914 | config_mock = mock.MagicMock() | |
| 2915 | configparser.ConfigParser.return_value = config_mock | |
| 2916 | def config(element): | |
| 2917 | return element == "postgresql" | |
| 2918 | ||
| 2919 | config_mock.__contains__.side_effect = config | |
| 2920 | config_mock.__getitem__.return_value = "pg_config" | |
| 2921 | ||
| 2922 | result = helper.main_parse_config("configfile") | |
| 2923 | ||
| 2924 | config_mock.read.assert_called_with("configfile") | |
| 2925 | ||
| 2926 | self.assertEqual(["pg_config", None], result) | |
| 2927 | ||
| 2928 | with self.subTest(pg_config=True, report_path="present"): | |
| 2929 | config_mock = mock.MagicMock() | |
| 2930 | configparser.ConfigParser.return_value = config_mock | |
| 2931 | ||
| 2932 | config_mock.__contains__.return_value = True | |
| 2933 | config_mock.__getitem__.side_effect = [ | |
| 2934 | {"report_path": "report_path"}, | |
| 2935 | {"report_path": "report_path"}, | |
| 2936 | "pg_config", | |
| 2937 | ] | |
| 2938 | ||
| 2939 | os.path.exists.return_value = False | |
| 2940 | result = helper.main_parse_config("configfile") | |
| 2941 | ||
| 2942 | config_mock.read.assert_called_with("configfile") | |
| 2943 | self.assertEqual(["pg_config", "report_path"], result) | |
| 2944 | os.path.exists.assert_called_once_with("report_path") | |
| 2945 | os.makedirs.assert_called_once_with("report_path") | |
| 2946 | ||
| 2947 | with self.subTest(pg_config=False),\ | |
| 2948 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 2949 | config_mock = mock.MagicMock() | |
| 2950 | configparser.ConfigParser.return_value = config_mock | |
| 2951 | result = helper.main_parse_config("configfile") | |
| 2952 | ||
| 2953 | config_mock.read.assert_called_with("configfile") | |
| 2954 | exit.assert_called_once_with(1) | |
| 2955 | self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) | |
| 2956 | ||
| 2957 | ||
| 2958 | def test_print_orders(self): | |
| 2959 | helper.print_orders(self.m) | |
| 2960 | ||
| 2961 | self.m.report.log_stage.assert_called_with("print_orders") | |
| 2962 | self.m.balances.fetch_balances.assert_called_with(tag="print_orders") | |
| 2963 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | |
| 2964 | compute_value="average") | |
| 2965 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | |
| 2966 | ||
| 2967 | def test_print_balances(self): | |
| 2968 | self.m.balances.in_currency.return_value = { | |
| 2969 | "BTC": portfolio.Amount("BTC", "0.65"), | |
| 2970 | "ETH": portfolio.Amount("BTC", "0.3"), | |
| 2971 | } | |
| 2972 | ||
| 2973 | helper.print_balances(self.m) | |
| 2974 | ||
| f70bb858 | 2975 | self.m.report.log_stage.assert_called_once_with("print_balances") |
| f86ee140 IB |
2976 | self.m.balances.fetch_balances.assert_called_with() |
| 2977 | self.m.report.print_log.assert_has_calls([ | |
| 2978 | mock.call("total:"), | |
| 2979 | mock.call(portfolio.Amount("BTC", "0.95")), | |
| 2980 | ]) | |
| 2981 | ||
| 2982 | def test_process_sell_needed__1_sell(self): | |
| 2983 | helper.process_sell_needed__1_sell(self.m) | |
| 2984 | ||
| 2985 | self.m.balances.fetch_balances.assert_has_calls([ | |
| 2986 | mock.call(tag="process_sell_needed__1_sell_begin"), | |
| 2987 | mock.call(tag="process_sell_needed__1_sell_end"), | |
| 2988 | ]) | |
| 2989 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | |
| 2990 | liquidity="medium") | |
| 2991 | self.m.trades.prepare_orders.assert_called_with(compute_value="average", | |
| 2992 | only="dispose") | |
| 2993 | self.m.trades.run_orders.assert_called() | |
| 2994 | self.m.follow_orders.assert_called() | |
| 2995 | self.m.report.log_stage.assert_has_calls([ | |
| 2996 | mock.call("process_sell_needed__1_sell_begin"), | |
| 2997 | mock.call("process_sell_needed__1_sell_end") | |
| 2998 | ]) | |
| 2999 | ||
| 3000 | def test_process_sell_needed__2_buy(self): | |
| 3001 | helper.process_sell_needed__2_buy(self.m) | |
| 3002 | ||
| 3003 | self.m.balances.fetch_balances.assert_has_calls([ | |
| 3004 | mock.call(tag="process_sell_needed__2_buy_begin"), | |
| 3005 | mock.call(tag="process_sell_needed__2_buy_end"), | |
| 3006 | ]) | |
| 3007 | self.m.update_trades.assert_called_with(base_currency="BTC", | |
| 3008 | liquidity="medium", only="acquire") | |
| 3009 | self.m.trades.prepare_orders.assert_called_with(compute_value="average", | |
| 3010 | only="acquire") | |
| 3011 | self.m.move_balances.assert_called_with() | |
| 3012 | self.m.trades.run_orders.assert_called() | |
| 3013 | self.m.follow_orders.assert_called() | |
| 3014 | self.m.report.log_stage.assert_has_calls([ | |
| 3015 | mock.call("process_sell_needed__2_buy_begin"), | |
| 3016 | mock.call("process_sell_needed__2_buy_end") | |
| 3017 | ]) | |
| 3018 | ||
| 3019 | def test_process_sell_all__1_sell(self): | |
| 3020 | helper.process_sell_all__1_all_sell(self.m) | |
| 3021 | ||
| 3022 | self.m.balances.fetch_balances.assert_has_calls([ | |
| 3023 | mock.call(tag="process_sell_all__1_all_sell_begin"), | |
| 3024 | mock.call(tag="process_sell_all__1_all_sell_end"), | |
| 3025 | ]) | |
| 3026 | self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC") | |
| 3027 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | |
| 3028 | self.m.trades.run_orders.assert_called() | |
| 3029 | self.m.follow_orders.assert_called() | |
| 3030 | self.m.report.log_stage.assert_has_calls([ | |
| 3031 | mock.call("process_sell_all__1_all_sell_begin"), | |
| 3032 | mock.call("process_sell_all__1_all_sell_end") | |
| 3033 | ]) | |
| 3034 | ||
| 3035 | def test_process_sell_all__2_all_buy(self): | |
| 3036 | helper.process_sell_all__2_all_buy(self.m) | |
| 3037 | ||
| 3038 | self.m.balances.fetch_balances.assert_has_calls([ | |
| 3039 | mock.call(tag="process_sell_all__2_all_buy_begin"), | |
| 3040 | mock.call(tag="process_sell_all__2_all_buy_end"), | |
| 3041 | ]) | |
| 3042 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | |
| 3043 | liquidity="medium") | |
| 3044 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | |
| 3045 | self.m.move_balances.assert_called_with() | |
| 3046 | self.m.trades.run_orders.assert_called() | |
| 3047 | self.m.follow_orders.assert_called() | |
| 3048 | self.m.report.log_stage.assert_has_calls([ | |
| 3049 | mock.call("process_sell_all__2_all_buy_begin"), | |
| 3050 | mock.call("process_sell_all__2_all_buy_end") | |
| 3051 | ]) | |
| 3052 | ||
| 1aa7d4fa | 3053 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") |
| 80cdd672 IB |
3054 | class AcceptanceTest(WebMockTestCase): |
| 3055 | @unittest.expectedFailure | |
| a9950fd0 | 3056 | def test_success_sell_only_necessary(self): |
| 3d0247f9 | 3057 | # FIXME: catch stdout |
| f86ee140 | 3058 | self.m.report.verbose_print = False |
| a9950fd0 IB |
3059 | fetch_balance = { |
| 3060 | "ETH": { | |
| c51687d2 IB |
3061 | "exchange_free": D("1.0"), |
| 3062 | "exchange_used": D("0.0"), | |
| 3063 | "exchange_total": D("1.0"), | |
| a9950fd0 IB |
3064 | "total": D("1.0"), |
| 3065 | }, | |
| 3066 | "ETC": { | |
| c51687d2 IB |
3067 | "exchange_free": D("4.0"), |
| 3068 | "exchange_used": D("0.0"), | |
| 3069 | "exchange_total": D("4.0"), | |
| a9950fd0 IB |
3070 | "total": D("4.0"), |
| 3071 | }, | |
| 3072 | "XVG": { | |
| c51687d2 IB |
3073 | "exchange_free": D("1000.0"), |
| 3074 | "exchange_used": D("0.0"), | |
| 3075 | "exchange_total": D("1000.0"), | |
| a9950fd0 IB |
3076 | "total": D("1000.0"), |
| 3077 | }, | |
| 3078 | } | |
| 3079 | repartition = { | |
| 350ed24d IB |
3080 | "ETH": (D("0.25"), "long"), |
| 3081 | "ETC": (D("0.25"), "long"), | |
| 3082 | "BTC": (D("0.4"), "long"), | |
| 3083 | "BTD": (D("0.01"), "short"), | |
| 3084 | "B2X": (D("0.04"), "long"), | |
| 3085 | "USDT": (D("0.05"), "long"), | |
| a9950fd0 IB |
3086 | } |
| 3087 | ||
| 3088 | def fetch_ticker(symbol): | |
| 3089 | if symbol == "ETH/BTC": | |
| 3090 | return { | |
| 3091 | "symbol": "ETH/BTC", | |
| 3092 | "bid": D("0.14"), | |
| 3093 | "ask": D("0.16") | |
| 3094 | } | |
| 3095 | if symbol == "ETC/BTC": | |
| 3096 | return { | |
| 3097 | "symbol": "ETC/BTC", | |
| 3098 | "bid": D("0.002"), | |
| 3099 | "ask": D("0.003") | |
| 3100 | } | |
| 3101 | if symbol == "XVG/BTC": | |
| 3102 | return { | |
| 3103 | "symbol": "XVG/BTC", | |
| 3104 | "bid": D("0.00003"), | |
| 3105 | "ask": D("0.00005") | |
| 3106 | } | |
| 3107 | if symbol == "BTD/BTC": | |
| 3108 | return { | |
| 3109 | "symbol": "BTD/BTC", | |
| 3110 | "bid": D("0.0008"), | |
| 3111 | "ask": D("0.0012") | |
| 3112 | } | |
| 350ed24d IB |
3113 | if symbol == "B2X/BTC": |
| 3114 | return { | |
| 3115 | "symbol": "B2X/BTC", | |
| 3116 | "bid": D("0.0008"), | |
| 3117 | "ask": D("0.0012") | |
| 3118 | } | |
| a9950fd0 | 3119 | if symbol == "USDT/BTC": |
| 6ca5a1ec | 3120 | raise helper.ExchangeError |
| a9950fd0 IB |
3121 | if symbol == "BTC/USDT": |
| 3122 | return { | |
| 3123 | "symbol": "BTC/USDT", | |
| 3124 | "bid": D("14000"), | |
| 3125 | "ask": D("16000") | |
| 3126 | } | |
| 3127 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
| 3128 | ||
| 3129 | market = mock.Mock() | |
| c51687d2 | 3130 | market.fetch_all_balances.return_value = fetch_balance |
| a9950fd0 | 3131 | market.fetch_ticker.side_effect = fetch_ticker |
| 350ed24d | 3132 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
| a9950fd0 | 3133 | # Action 1 |
| 6ca5a1ec | 3134 | helper.prepare_trades(market) |
| a9950fd0 | 3135 | |
| 6ca5a1ec | 3136 | balances = portfolio.BalanceStore.all |
| a9950fd0 IB |
3137 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) |
| 3138 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
| 3139 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
| 3140 | ||
| 3141 | ||
| 5a72ded7 | 3142 | trades = portfolio.TradeStore.all |
| c51687d2 IB |
3143 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) |
| 3144 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
| 3145 | self.assertEqual("dispose", trades[0].action) | |
| a9950fd0 | 3146 | |
| c51687d2 IB |
3147 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) |
| 3148 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
| 3149 | self.assertEqual("acquire", trades[1].action) | |
| a9950fd0 | 3150 | |
| c51687d2 IB |
3151 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) |
| 3152 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
| 3153 | self.assertEqual("dispose", trades[2].action) | |
| a9950fd0 | 3154 | |
| c51687d2 IB |
3155 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) |
| 3156 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
| 5a72ded7 | 3157 | self.assertEqual("acquire", trades[3].action) |
| 350ed24d | 3158 | |
| c51687d2 IB |
3159 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) |
| 3160 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
| 3161 | self.assertEqual("acquire", trades[4].action) | |
| a9950fd0 | 3162 | |
| c51687d2 IB |
3163 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) |
| 3164 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
| 3165 | self.assertEqual("acquire", trades[5].action) | |
| a9950fd0 IB |
3166 | |
| 3167 | # Action 2 | |
| 5a72ded7 | 3168 | portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) |
| a9950fd0 | 3169 | |
| 5a72ded7 | 3170 | all_orders = portfolio.TradeStore.all_orders(state="pending") |
| a9950fd0 IB |
3171 | self.assertEqual(2, len(all_orders)) |
| 3172 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
| 3173 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
| 3174 | self.assertEqual(1000, all_orders[1].amount.value) | |
| 3175 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
| 3176 | ||
| 3177 | ||
| ecba1113 | 3178 | def create_order(symbol, type, action, amount, price=None, account="exchange"): |
| a9950fd0 IB |
3179 | self.assertEqual("limit", type) |
| 3180 | if symbol == "ETH/BTC": | |
| b83d4897 | 3181 | self.assertEqual("sell", action) |
| 350ed24d | 3182 | self.assertEqual(D('0.66666666'), amount) |
| a9950fd0 IB |
3183 | self.assertEqual(D("0.14014"), price) |
| 3184 | elif symbol == "XVG/BTC": | |
| b83d4897 | 3185 | self.assertEqual("sell", action) |
| a9950fd0 IB |
3186 | self.assertEqual(1000, amount) |
| 3187 | self.assertEqual(D("0.00003003"), price) | |
| 3188 | else: | |
| 3189 | self.fail("I shouldn't have been called") | |
| 3190 | ||
| 3191 | return { | |
| 3192 | "id": symbol, | |
| 3193 | } | |
| 3194 | market.create_order.side_effect = create_order | |
| 350ed24d | 3195 | market.order_precision.return_value = 8 |
| a9950fd0 IB |
3196 | |
| 3197 | # Action 3 | |
| 6ca5a1ec | 3198 | portfolio.TradeStore.run_orders() |
| a9950fd0 IB |
3199 | |
| 3200 | self.assertEqual("open", all_orders[0].status) | |
| 3201 | self.assertEqual("open", all_orders[1].status) | |
| 3202 | ||
| 5a72ded7 IB |
3203 | market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } |
| 3204 | market.privatePostReturnOrderTrades.return_value = [ | |
| 3205 | { | |
| df9e4e7f | 3206 | "tradeID": 42, "type": "buy", "fee": "0.0015", |
| 5a72ded7 IB |
3207 | "date": "2017-12-30 12:00:12", "rate": "0.1", |
| 3208 | "amount": "10", "total": "1" | |
| 3209 | } | |
| 3210 | ] | |
| a9950fd0 IB |
3211 | with mock.patch.object(portfolio.time, "sleep") as sleep: |
| 3212 | # Action 4 | |
| 6ca5a1ec | 3213 | helper.follow_orders(verbose=False) |
| a9950fd0 IB |
3214 | |
| 3215 | sleep.assert_called_with(30) | |
| 3216 | ||
| 3217 | for order in all_orders: | |
| 3218 | self.assertEqual("closed", order.status) | |
| 3219 | ||
| 3220 | fetch_balance = { | |
| 3221 | "ETH": { | |
| 5a72ded7 IB |
3222 | "exchange_free": D("1.0") / 3, |
| 3223 | "exchange_used": D("0.0"), | |
| 3224 | "exchange_total": D("1.0") / 3, | |
| 3225 | "margin_total": 0, | |
| a9950fd0 IB |
3226 | "total": D("1.0") / 3, |
| 3227 | }, | |
| 3228 | "BTC": { | |
| 5a72ded7 IB |
3229 | "exchange_free": D("0.134"), |
| 3230 | "exchange_used": D("0.0"), | |
| 3231 | "exchange_total": D("0.134"), | |
| 3232 | "margin_total": 0, | |
| a9950fd0 IB |
3233 | "total": D("0.134"), |
| 3234 | }, | |
| 3235 | "ETC": { | |
| 5a72ded7 IB |
3236 | "exchange_free": D("4.0"), |
| 3237 | "exchange_used": D("0.0"), | |
| 3238 | "exchange_total": D("4.0"), | |
| 3239 | "margin_total": 0, | |
| a9950fd0 IB |
3240 | "total": D("4.0"), |
| 3241 | }, | |
| 3242 | "XVG": { | |
| 5a72ded7 IB |
3243 | "exchange_free": D("0.0"), |
| 3244 | "exchange_used": D("0.0"), | |
| 3245 | "exchange_total": D("0.0"), | |
| 3246 | "margin_total": 0, | |
| a9950fd0 IB |
3247 | "total": D("0.0"), |
| 3248 | }, | |
| 3249 | } | |
| 5a72ded7 | 3250 | market.fetch_all_balances.return_value = fetch_balance |
| a9950fd0 | 3251 | |
| 350ed24d | 3252 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
| a9950fd0 | 3253 | # Action 5 |
| 5a72ded7 | 3254 | helper.update_trades(market, only="acquire", compute_value="average") |
| a9950fd0 | 3255 | |
| 6ca5a1ec | 3256 | balances = portfolio.BalanceStore.all |
| a9950fd0 IB |
3257 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) |
| 3258 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
| 3259 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
| 3260 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
| 3261 | ||
| 3262 | ||
| 5a72ded7 IB |
3263 | trades = portfolio.TradeStore.all |
| 3264 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
| 3265 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
| 3266 | self.assertEqual("dispose", trades[0].action) | |
| a9950fd0 | 3267 | |
| 5a72ded7 IB |
3268 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) |
| 3269 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
| 3270 | self.assertEqual("acquire", trades[1].action) | |
| a9950fd0 IB |
3271 | |
| 3272 | self.assertNotIn("BTC", trades) | |
| 3273 | ||
| 5a72ded7 IB |
3274 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) |
| 3275 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
| 3276 | self.assertEqual("dispose", trades[2].action) | |
| a9950fd0 | 3277 | |
| 5a72ded7 IB |
3278 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) |
| 3279 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
| 3280 | self.assertEqual("acquire", trades[3].action) | |
| 350ed24d | 3281 | |
| 5a72ded7 IB |
3282 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) |
| 3283 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
| 3284 | self.assertEqual("acquire", trades[4].action) | |
| a9950fd0 | 3285 | |
| 5a72ded7 IB |
3286 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) |
| 3287 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
| 3288 | self.assertEqual("acquire", trades[5].action) | |
| a9950fd0 IB |
3289 | |
| 3290 | # Action 6 | |
| 5a72ded7 | 3291 | portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) |
| b83d4897 | 3292 | |
| 5a72ded7 | 3293 | all_orders = portfolio.TradeStore.all_orders(state="pending") |
| 350ed24d IB |
3294 | self.assertEqual(4, len(all_orders)) |
| 3295 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
| b83d4897 IB |
3296 | self.assertEqual(D("0.003"), all_orders[0].rate) |
| 3297 | self.assertEqual("buy", all_orders[0].action) | |
| 350ed24d | 3298 | self.assertEqual("long", all_orders[0].trade_type) |
| b83d4897 | 3299 | |
| 350ed24d | 3300 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) |
| b83d4897 | 3301 | self.assertEqual(D("0.0012"), all_orders[1].rate) |
| 350ed24d IB |
3302 | self.assertEqual("sell", all_orders[1].action) |
| 3303 | self.assertEqual("short", all_orders[1].trade_type) | |
| 3304 | ||
| 3305 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
| 3306 | self.assertAlmostEqual(0, diff.value) | |
| 3307 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
| 3308 | self.assertEqual("buy", all_orders[2].action) | |
| 3309 | self.assertEqual("long", all_orders[2].trade_type) | |
| 3310 | ||
| 3311 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
| 3312 | self.assertEqual(D("16000"), all_orders[3].rate) | |
| 3313 | self.assertEqual("sell", all_orders[3].action) | |
| 3314 | self.assertEqual("long", all_orders[3].trade_type) | |
| b83d4897 | 3315 | |
| 006a2084 IB |
3316 | # Action 6b |
| 3317 | # TODO: | |
| 3318 | # Move balances to margin | |
| 3319 | ||
| 350ed24d IB |
3320 | # Action 7 |
| 3321 | # TODO | |
| 6ca5a1ec | 3322 | # portfolio.TradeStore.run_orders() |
| a9950fd0 IB |
3323 | |
| 3324 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
| 350ed24d | 3325 | # Action 8 |
| 6ca5a1ec | 3326 | helper.follow_orders(verbose=False) |
| a9950fd0 IB |
3327 | |
| 3328 | sleep.assert_called_with(30) | |
| 3329 | ||
| dd359bc0 IB |
3330 | if __name__ == '__main__': |
| 3331 | unittest.main() |