]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blame - test.py
Fix test for pretty-printing json
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / test.py
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1aa7d4fa 1import sys
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2import portfolio
3import unittest
f86ee140 4import datetime
5ab23e1c 5from decimal import Decimal as D
dd359bc0 6from unittest import mock
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7import requests
8import requests_mock
c51687d2 9from io import StringIO
f86ee140 10import portfolio, helper, market
dd359bc0 11
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12limits = ["acceptance", "unit"]
13for test_type in limits:
14 if "--no{}".format(test_type) in sys.argv:
15 sys.argv.remove("--no{}".format(test_type))
16 limits.remove(test_type)
17 if "--only{}".format(test_type) in sys.argv:
18 sys.argv.remove("--only{}".format(test_type))
19 limits = [test_type]
20 break
21
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22class WebMockTestCase(unittest.TestCase):
23 import time
24
25 def setUp(self):
26 super(WebMockTestCase, self).setUp()
27 self.wm = requests_mock.Mocker()
28 self.wm.start()
29
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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),
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38 ]
39 for patcher in self.patchers:
40 patcher.start()
41
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42 def tearDown(self):
43 for patcher in self.patchers:
44 patcher.stop()
45 self.wm.stop()
46 super(WebMockTestCase, self).tearDown()
47
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48@unittest.skipUnless("unit" in limits, "Unit skipped")
49class poloniexETest(unittest.TestCase):
50 def setUp(self):
51 super(poloniexETest, self).setUp()
52 self.wm = requests_mock.Mocker()
53 self.wm.start()
54
55 self.s = market.ccxt.poloniexE()
56
57 def tearDown(self):
58 self.wm.stop()
59 super(poloniexETest, self).tearDown()
60
61 def test_nanoseconds(self):
62 with mock.patch.object(market.ccxt.time, "time") as time:
63 time.return_value = 123456.7890123456
64 self.assertEqual(123456789012345, self.s.nanoseconds())
65
66 def test_nonce(self):
67 with mock.patch.object(market.ccxt.time, "time") as time:
68 time.return_value = 123456.7890123456
69 self.assertEqual(123456789012345, self.s.nonce())
70
71 def test_order_precision(self):
72 self.assertEqual(8, self.s.order_precision("FOO"))
73
74 def test_transfer_balance(self):
75 with self.subTest(success=True),\
76 mock.patch.object(self.s, "privatePostTransferBalance") as t:
77 t.return_value = { "success": 1 }
78 result = self.s.transfer_balance("FOO", 12, "exchange", "margin")
79 t.assert_called_once_with({
80 "currency": "FOO",
81 "amount": 12,
82 "fromAccount": "exchange",
83 "toAccount": "margin",
84 "confirmed": 1
85 })
86 self.assertTrue(result)
87
88 with self.subTest(success=False),\
89 mock.patch.object(self.s, "privatePostTransferBalance") as t:
90 t.return_value = { "success": 0 }
91 self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin"))
92
93 def test_close_margin_position(self):
94 with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c:
95 self.s.close_margin_position("FOO", "BAR")
96 c.assert_called_with({"currencyPair": "BAR_FOO"})
97
98 def test_tradable_balances(self):
99 with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r:
100 r.return_value = {
101 "FOO": { "exchange": "12.1234", "margin": "0.0123" },
102 "BAR": { "exchange": "1", "margin": "0" },
103 }
104 balances = self.s.tradable_balances()
105 self.assertEqual(["FOO", "BAR"], list(balances.keys()))
106 self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys()))
107 self.assertEqual(D("12.1234"), balances["FOO"]["exchange"])
108 self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys()))
109
110 def test_margin_summary(self):
111 with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r:
112 r.return_value = {
113 "currentMargin": "1.49680968",
114 "lendingFees": "0.0000001",
115 "pl": "0.00008254",
116 "totalBorrowedValue": "0.00673602",
117 "totalValue": "0.01000000",
118 "netValue": "0.01008254",
119 }
120 expected = {
121 'current_margin': D('1.49680968'),
122 'gains': D('0.00008254'),
123 'lending_fees': D('0.0000001'),
124 'total': D('0.01000000'),
125 'total_borrowed': D('0.00673602')
126 }
127 self.assertEqual(expected, self.s.margin_summary())
128
1aa7d4fa 129@unittest.skipUnless("unit" in limits, "Unit skipped")
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130class PortfolioTest(WebMockTestCase):
131 def fill_data(self):
132 if self.json_response is not None:
133 portfolio.Portfolio.data = self.json_response
134
135 def setUp(self):
136 super(PortfolioTest, self).setUp()
137
138 with open("test_portfolio.json") as example:
139 self.json_response = example.read()
140
141 self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
142
f86ee140 143 def test_get_cryptoportfolio(self):
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144 self.wm.get(portfolio.Portfolio.URL, [
145 {"text":'{ "foo": "bar" }', "status_code": 200},
146 {"text": "System Error", "status_code": 500},
147 {"exc": requests.exceptions.ConnectTimeout},
148 ])
f86ee140 149 portfolio.Portfolio.get_cryptoportfolio(self.m)
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150 self.assertIn("foo", portfolio.Portfolio.data)
151 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
152 self.assertTrue(self.wm.called)
153 self.assertEqual(1, self.wm.call_count)
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154 self.m.report.log_error.assert_not_called()
155 self.m.report.log_http_request.assert_called_once()
156 self.m.report.log_http_request.reset_mock()
80cdd672 157
f86ee140 158 portfolio.Portfolio.get_cryptoportfolio(self.m)
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159 self.assertIsNone(portfolio.Portfolio.data)
160 self.assertEqual(2, self.wm.call_count)
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161 self.m.report.log_error.assert_not_called()
162 self.m.report.log_http_request.assert_called_once()
163 self.m.report.log_http_request.reset_mock()
3d0247f9 164
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165
166 portfolio.Portfolio.data = "Foo"
f86ee140 167 portfolio.Portfolio.get_cryptoportfolio(self.m)
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168 self.assertEqual("Foo", portfolio.Portfolio.data)
169 self.assertEqual(3, self.wm.call_count)
f86ee140 170 self.m.report.log_error.assert_called_once_with("get_cryptoportfolio",
3d0247f9 171 exception=mock.ANY)
f86ee140 172 self.m.report.log_http_request.assert_not_called()
80cdd672 173
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174 def test_parse_cryptoportfolio(self):
175 portfolio.Portfolio.parse_cryptoportfolio(self.m)
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176
177 self.assertListEqual(
178 ["medium", "high"],
179 list(portfolio.Portfolio.liquidities.keys()))
180
181 liquidities = portfolio.Portfolio.liquidities
182 self.assertEqual(10, len(liquidities["medium"].keys()))
183 self.assertEqual(10, len(liquidities["high"].keys()))
184
185 expected = {
186 'BTC': (D("0.2857"), "long"),
187 'DGB': (D("0.1015"), "long"),
188 'DOGE': (D("0.1805"), "long"),
189 'SC': (D("0.0623"), "long"),
190 'ZEC': (D("0.3701"), "long"),
191 }
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192 date = portfolio.datetime(2018, 1, 8)
193 self.assertDictEqual(expected, liquidities["high"][date])
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194
195 expected = {
196 'BTC': (D("1.1102e-16"), "long"),
197 'ETC': (D("0.1"), "long"),
198 'FCT': (D("0.1"), "long"),
199 'GAS': (D("0.1"), "long"),
200 'NAV': (D("0.1"), "long"),
201 'OMG': (D("0.1"), "long"),
202 'OMNI': (D("0.1"), "long"),
203 'PPC': (D("0.1"), "long"),
204 'RIC': (D("0.1"), "long"),
205 'VIA': (D("0.1"), "long"),
206 'XCP': (D("0.1"), "long"),
207 }
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208 self.assertDictEqual(expected, liquidities["medium"][date])
209 self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date)
80cdd672 210
f86ee140 211 self.m.report.log_http_request.assert_called_once_with("GET",
3d0247f9 212 portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
f86ee140 213 self.m.report.log_http_request.reset_mock()
3d0247f9 214
80cdd672 215 # It doesn't refetch the data when available
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216 portfolio.Portfolio.parse_cryptoportfolio(self.m)
217 self.m.report.log_http_request.assert_not_called()
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218
219 self.assertEqual(1, self.wm.call_count)
220
f86ee140 221 portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True)
9f54fd9a 222 self.assertEqual(2, self.wm.call_count)
f86ee140 223 self.m.report.log_http_request.assert_called_once()
9f54fd9a 224
f86ee140 225 def test_repartition(self):
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226 expected_medium = {
227 'BTC': (D("1.1102e-16"), "long"),
228 'USDT': (D("0.1"), "long"),
229 'ETC': (D("0.1"), "long"),
230 'FCT': (D("0.1"), "long"),
231 'OMG': (D("0.1"), "long"),
232 'STEEM': (D("0.1"), "long"),
233 'STRAT': (D("0.1"), "long"),
234 'XEM': (D("0.1"), "long"),
235 'XMR': (D("0.1"), "long"),
236 'XVC': (D("0.1"), "long"),
237 'ZRX': (D("0.1"), "long"),
238 }
239 expected_high = {
240 'USDT': (D("0.1226"), "long"),
241 'BTC': (D("0.1429"), "long"),
242 'ETC': (D("0.1127"), "long"),
243 'ETH': (D("0.1569"), "long"),
244 'FCT': (D("0.3341"), "long"),
245 'GAS': (D("0.1308"), "long"),
246 }
247
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248 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m))
249 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium"))
250 self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high"))
80cdd672 251
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252 self.assertEqual(1, self.wm.call_count)
253
f86ee140 254 portfolio.Portfolio.repartition(self.m)
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255 self.assertEqual(1, self.wm.call_count)
256
f86ee140 257 portfolio.Portfolio.repartition(self.m, refetch=True)
9f54fd9a 258 self.assertEqual(2, self.wm.call_count)
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259 self.m.report.log_http_request.assert_called()
260 self.assertEqual(2, self.m.report.log_http_request.call_count)
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261
262 @mock.patch.object(portfolio.time, "sleep")
263 @mock.patch.object(portfolio.Portfolio, "repartition")
264 def test_wait_for_recent(self, repartition, sleep):
265 self.call_count = 0
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266 def _repartition(market, refetch):
267 self.assertEqual(self.m, market)
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268 self.assertTrue(refetch)
269 self.call_count += 1
270 portfolio.Portfolio.last_date = portfolio.datetime.now()\
271 - portfolio.timedelta(10)\
272 + portfolio.timedelta(self.call_count)
273 repartition.side_effect = _repartition
274
f86ee140 275 portfolio.Portfolio.wait_for_recent(self.m)
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276 sleep.assert_called_with(30)
277 self.assertEqual(6, sleep.call_count)
278 self.assertEqual(7, repartition.call_count)
f86ee140 279 self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
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280
281 sleep.reset_mock()
282 repartition.reset_mock()
283 portfolio.Portfolio.last_date = None
284 self.call_count = 0
f86ee140 285 portfolio.Portfolio.wait_for_recent(self.m, delta=15)
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286 sleep.assert_not_called()
287 self.assertEqual(1, repartition.call_count)
288
289 sleep.reset_mock()
290 repartition.reset_mock()
291 portfolio.Portfolio.last_date = None
292 self.call_count = 0
f86ee140 293 portfolio.Portfolio.wait_for_recent(self.m, delta=1)
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294 sleep.assert_called_with(30)
295 self.assertEqual(9, sleep.call_count)
296 self.assertEqual(10, repartition.call_count)
297
1aa7d4fa 298@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672 299class AmountTest(WebMockTestCase):
dd359bc0 300 def test_values(self):
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301 amount = portfolio.Amount("BTC", "0.65")
302 self.assertEqual(D("0.65"), amount.value)
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303 self.assertEqual("BTC", amount.currency)
304
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305 def test_in_currency(self):
306 amount = portfolio.Amount("ETC", 10)
307
f86ee140 308 self.assertEqual(amount, amount.in_currency("ETC", self.m))
dd359bc0 309
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310 with self.subTest(desc="no ticker for currency"):
311 self.m.get_ticker.return_value = None
dd359bc0 312
f86ee140 313 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
dd359bc0 314
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315 with self.subTest(desc="nominal case"):
316 self.m.get_ticker.return_value = {
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317 "bid": D("0.2"),
318 "ask": D("0.4"),
5ab23e1c 319 "average": D("0.3"),
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320 "foo": "bar",
321 }
f86ee140 322 converted_amount = amount.in_currency("ETH", self.m)
dd359bc0 323
5ab23e1c 324 self.assertEqual(D("3.0"), converted_amount.value)
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325 self.assertEqual("ETH", converted_amount.currency)
326 self.assertEqual(amount, converted_amount.linked_to)
327 self.assertEqual("bar", converted_amount.ticker["foo"])
328
f86ee140 329 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
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330 self.assertEqual(D("2"), converted_amount.value)
331
f86ee140 332 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
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333 self.assertEqual(D("4"), converted_amount.value)
334
f86ee140 335 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
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336 self.assertEqual(D("0.2"), converted_amount.value)
337
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338 def test__round(self):
339 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
340 self.assertEqual(D("1.23456789"), round(amount).value)
341 self.assertEqual(D("1.23"), round(amount, 2).value)
342
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343 def test__abs(self):
344 amount = portfolio.Amount("SC", -120)
345 self.assertEqual(120, abs(amount).value)
346 self.assertEqual("SC", abs(amount).currency)
347
348 amount = portfolio.Amount("SC", 10)
349 self.assertEqual(10, abs(amount).value)
350 self.assertEqual("SC", abs(amount).currency)
351
352 def test__add(self):
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353 amount1 = portfolio.Amount("XVG", "12.9")
354 amount2 = portfolio.Amount("XVG", "13.1")
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355
356 self.assertEqual(26, (amount1 + amount2).value)
357 self.assertEqual("XVG", (amount1 + amount2).currency)
358
5ab23e1c 359 amount3 = portfolio.Amount("ETH", "1.6")
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360 with self.assertRaises(Exception):
361 amount1 + amount3
362
363 amount4 = portfolio.Amount("ETH", 0.0)
364 self.assertEqual(amount1, amount1 + amount4)
365
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366 self.assertEqual(amount1, amount1 + 0)
367
dd359bc0 368 def test__radd(self):
5ab23e1c 369 amount = portfolio.Amount("XVG", "12.9")
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370
371 self.assertEqual(amount, 0 + amount)
372 with self.assertRaises(Exception):
373 4 + amount
374
375 def test__sub(self):
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376 amount1 = portfolio.Amount("XVG", "13.3")
377 amount2 = portfolio.Amount("XVG", "13.1")
dd359bc0 378
5ab23e1c 379 self.assertEqual(D("0.2"), (amount1 - amount2).value)
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380 self.assertEqual("XVG", (amount1 - amount2).currency)
381
5ab23e1c 382 amount3 = portfolio.Amount("ETH", "1.6")
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383 with self.assertRaises(Exception):
384 amount1 - amount3
385
386 amount4 = portfolio.Amount("ETH", 0.0)
387 self.assertEqual(amount1, amount1 - amount4)
388
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389 def test__rsub(self):
390 amount = portfolio.Amount("ETH", "1.6")
391 with self.assertRaises(Exception):
392 3 - amount
393
f86ee140 394 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
f320eb8a 395
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396 def test__mul(self):
397 amount = portfolio.Amount("XEM", 11)
398
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399 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
400 self.assertEqual(D("33"), (amount * 3).value)
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401
402 with self.assertRaises(Exception):
403 amount * amount
404
405 def test__rmul(self):
406 amount = portfolio.Amount("XEM", 11)
407
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408 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
409 self.assertEqual(D("33"), (3 * amount).value)
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410
411 def test__floordiv(self):
412 amount = portfolio.Amount("XEM", 11)
413
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414 self.assertEqual(D("5.5"), (amount / 2).value)
415 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
dd359bc0 416
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417 with self.assertRaises(Exception):
418 amount / amount
419
80cdd672 420 def test__truediv(self):
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421 amount = portfolio.Amount("XEM", 11)
422
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423 self.assertEqual(D("5.5"), (amount / 2).value)
424 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
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425
426 def test__lt(self):
427 amount1 = portfolio.Amount("BTD", 11.3)
428 amount2 = portfolio.Amount("BTD", 13.1)
429
430 self.assertTrue(amount1 < amount2)
431 self.assertFalse(amount2 < amount1)
432 self.assertFalse(amount1 < amount1)
433
434 amount3 = portfolio.Amount("BTC", 1.6)
435 with self.assertRaises(Exception):
436 amount1 < amount3
437
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438 def test__le(self):
439 amount1 = portfolio.Amount("BTD", 11.3)
440 amount2 = portfolio.Amount("BTD", 13.1)
441
442 self.assertTrue(amount1 <= amount2)
443 self.assertFalse(amount2 <= amount1)
444 self.assertTrue(amount1 <= amount1)
445
446 amount3 = portfolio.Amount("BTC", 1.6)
447 with self.assertRaises(Exception):
448 amount1 <= amount3
449
450 def test__gt(self):
451 amount1 = portfolio.Amount("BTD", 11.3)
452 amount2 = portfolio.Amount("BTD", 13.1)
453
454 self.assertTrue(amount2 > amount1)
455 self.assertFalse(amount1 > amount2)
456 self.assertFalse(amount1 > amount1)
457
458 amount3 = portfolio.Amount("BTC", 1.6)
459 with self.assertRaises(Exception):
460 amount3 > amount1
461
462 def test__ge(self):
463 amount1 = portfolio.Amount("BTD", 11.3)
464 amount2 = portfolio.Amount("BTD", 13.1)
465
466 self.assertTrue(amount2 >= amount1)
467 self.assertFalse(amount1 >= amount2)
468 self.assertTrue(amount1 >= amount1)
469
470 amount3 = portfolio.Amount("BTC", 1.6)
471 with self.assertRaises(Exception):
472 amount3 >= amount1
473
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474 def test__eq(self):
475 amount1 = portfolio.Amount("BTD", 11.3)
476 amount2 = portfolio.Amount("BTD", 13.1)
477 amount3 = portfolio.Amount("BTD", 11.3)
478
479 self.assertFalse(amount1 == amount2)
480 self.assertFalse(amount2 == amount1)
481 self.assertTrue(amount1 == amount3)
482 self.assertFalse(amount2 == 0)
483
484 amount4 = portfolio.Amount("BTC", 1.6)
485 with self.assertRaises(Exception):
486 amount1 == amount4
487
488 amount5 = portfolio.Amount("BTD", 0)
489 self.assertTrue(amount5 == 0)
490
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491 def test__ne(self):
492 amount1 = portfolio.Amount("BTD", 11.3)
493 amount2 = portfolio.Amount("BTD", 13.1)
494 amount3 = portfolio.Amount("BTD", 11.3)
495
496 self.assertTrue(amount1 != amount2)
497 self.assertTrue(amount2 != amount1)
498 self.assertFalse(amount1 != amount3)
499 self.assertTrue(amount2 != 0)
500
501 amount4 = portfolio.Amount("BTC", 1.6)
502 with self.assertRaises(Exception):
503 amount1 != amount4
504
505 amount5 = portfolio.Amount("BTD", 0)
506 self.assertFalse(amount5 != 0)
507
508 def test__neg(self):
509 amount1 = portfolio.Amount("BTD", "11.3")
510
511 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
512
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513 def test__str(self):
514 amount1 = portfolio.Amount("BTX", 32)
515 self.assertEqual("32.00000000 BTX", str(amount1))
516
517 amount2 = portfolio.Amount("USDT", 12000)
518 amount1.linked_to = amount2
519 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
520
521 def test__repr(self):
522 amount1 = portfolio.Amount("BTX", 32)
523 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
524
525 amount2 = portfolio.Amount("USDT", 12000)
526 amount1.linked_to = amount2
527 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
528
529 amount3 = portfolio.Amount("BTC", 0.1)
530 amount2.linked_to = amount3
531 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
532
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533 def test_as_json(self):
534 amount = portfolio.Amount("BTX", 32)
535 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
536
537 amount = portfolio.Amount("BTX", "1E-10")
538 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
539
540 amount = portfolio.Amount("BTX", "1E-5")
541 self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
542 self.assertEqual("0.00001", str(amount.as_json()["value"]))
543
1aa7d4fa 544@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672 545class BalanceTest(WebMockTestCase):
f2da6589 546 def test_values(self):
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547 balance = portfolio.Balance("BTC", {
548 "exchange_total": "0.65",
549 "exchange_free": "0.35",
550 "exchange_used": "0.30",
551 "margin_total": "-10",
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552 "margin_borrowed": "10",
553 "margin_available": "0",
554 "margin_in_position": "0",
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555 "margin_position_type": "short",
556 "margin_borrowed_base_currency": "USDT",
557 "margin_liquidation_price": "1.20",
558 "margin_pending_gain": "10",
559 "margin_lending_fees": "0.4",
560 "margin_borrowed_base_price": "0.15",
561 })
562 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
563 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
564 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
565 self.assertEqual("BTC", balance.exchange_total.currency)
566 self.assertEqual("BTC", balance.exchange_free.currency)
567 self.assertEqual("BTC", balance.exchange_total.currency)
568
569 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
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570 self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value)
571 self.assertEqual(portfolio.D("0"), balance.margin_available.value)
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572 self.assertEqual("BTC", balance.margin_total.currency)
573 self.assertEqual("BTC", balance.margin_borrowed.currency)
aca4d437 574 self.assertEqual("BTC", balance.margin_available.currency)
f2da6589 575
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576 self.assertEqual("BTC", balance.currency)
577
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578 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
579 self.assertEqual("USDT", balance.margin_lending_fees.currency)
580
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581 def test__repr(self):
582 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
583 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
584 balance = portfolio.Balance("BTX", { "exchange_total": 3,
585 "exchange_used": 1, "exchange_free": 2 })
586 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
f2da6589 587
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588 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
589 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
590
6ca5a1ec 591 balance = portfolio.Balance("BTX", { "margin_total": 3,
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592 "margin_in_position": 1, "margin_available": 2 })
593 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
f2da6589 594
aca4d437 595 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 })
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596 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
597
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598 balance = portfolio.Balance("BTX", { "margin_total": -3,
599 "margin_borrowed_base_price": D("0.1"),
600 "margin_borrowed_base_currency": "BTC",
601 "margin_lending_fees": D("0.002") })
602 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
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1aa7d4fa 604 balance = portfolio.Balance("BTX", { "margin_total": 1,
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605 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
606 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
1aa7d4fa 607
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608 def test_as_json(self):
609 balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
610 as_json = balance.as_json()
611 self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
612 self.assertEqual(D(0), as_json["total"])
613 self.assertEqual(D(2), as_json["exchange_total"])
614 self.assertEqual(D(2), as_json["exchange_free"])
615 self.assertEqual(D(0), as_json["exchange_used"])
616 self.assertEqual(D(0), as_json["margin_total"])
aca4d437 617 self.assertEqual(D(0), as_json["margin_available"])
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618 self.assertEqual(D(0), as_json["margin_borrowed"])
619
1aa7d4fa 620@unittest.skipUnless("unit" in limits, "Unit skipped")
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621class MarketTest(WebMockTestCase):
622 def setUp(self):
623 super(MarketTest, self).setUp()
624
625 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
626
627 def test_values(self):
628 m = market.Market(self.ccxt)
629
630 self.assertEqual(self.ccxt, m.ccxt)
631 self.assertFalse(m.debug)
632 self.assertIsInstance(m.report, market.ReportStore)
633 self.assertIsInstance(m.trades, market.TradeStore)
634 self.assertIsInstance(m.balances, market.BalanceStore)
635 self.assertEqual(m, m.report.market)
636 self.assertEqual(m, m.trades.market)
637 self.assertEqual(m, m.balances.market)
638 self.assertEqual(m, m.ccxt._market)
639
640 m = market.Market(self.ccxt, debug=True)
641 self.assertTrue(m.debug)
642
643 m = market.Market(self.ccxt, debug=False)
644 self.assertFalse(m.debug)
645
646 @mock.patch("market.ccxt")
647 def test_from_config(self, ccxt):
648 with mock.patch("market.ReportStore"):
649 ccxt.poloniexE.return_value = self.ccxt
650 self.ccxt.session.request.return_value = "response"
651
d24bb10c 652 m = market.Market.from_config({"key": "key", "secred": "secret"})
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653
654 self.assertEqual(self.ccxt, m.ccxt)
655
656 self.ccxt.session.request("GET", "URL", data="data",
657 headers="headers")
658 m.report.log_http_request.assert_called_with('GET', 'URL', 'data',
659 'headers', 'response')
660
d24bb10c 661 m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True)
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662 self.assertEqual(True, m.debug)
663
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664 def test_get_tickers(self):
665 self.ccxt.fetch_tickers.side_effect = [
666 "tickers",
667 market.NotSupported
6ca5a1ec 668 ]
f2da6589 669
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670 m = market.Market(self.ccxt)
671 self.assertEqual("tickers", m.get_tickers())
672 self.assertEqual("tickers", m.get_tickers())
673 self.ccxt.fetch_tickers.assert_called_once()
f2da6589 674
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675 self.assertIsNone(m.get_tickers(refresh=self.time.time()))
676
677 def test_get_ticker(self):
678 with self.subTest(get_tickers=True):
679 self.ccxt.fetch_tickers.return_value = {
680 "ETH/ETC": { "bid": 1, "ask": 3 },
681 "XVG/ETH": { "bid": 10, "ask": 40 },
682 }
683 m = market.Market(self.ccxt)
684
685 ticker = m.get_ticker("ETH", "ETC")
686 self.assertEqual(1, ticker["bid"])
687 self.assertEqual(3, ticker["ask"])
688 self.assertEqual(2, ticker["average"])
689 self.assertFalse(ticker["inverted"])
690
691 ticker = m.get_ticker("ETH", "XVG")
692 self.assertEqual(0.0625, ticker["average"])
693 self.assertTrue(ticker["inverted"])
694 self.assertIn("original", ticker)
695 self.assertEqual(10, ticker["original"]["bid"])
7192b2e1 696 self.assertEqual(25, ticker["original"]["average"])
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697
698 ticker = m.get_ticker("XVG", "XMR")
699 self.assertIsNone(ticker)
700
701 with self.subTest(get_tickers=False):
702 self.ccxt.fetch_tickers.return_value = None
703 self.ccxt.fetch_ticker.side_effect = [
704 { "bid": 1, "ask": 3 },
705 market.ExchangeError("foo"),
706 { "bid": 10, "ask": 40 },
707 market.ExchangeError("foo"),
708 market.ExchangeError("foo"),
709 ]
710
711 m = market.Market(self.ccxt)
712
713 ticker = m.get_ticker("ETH", "ETC")
714 self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
715 self.assertEqual(1, ticker["bid"])
716 self.assertEqual(3, ticker["ask"])
717 self.assertEqual(2, ticker["average"])
718 self.assertFalse(ticker["inverted"])
719
720 ticker = m.get_ticker("ETH", "XVG")
721 self.assertEqual(0.0625, ticker["average"])
722 self.assertTrue(ticker["inverted"])
723 self.assertIn("original", ticker)
724 self.assertEqual(10, ticker["original"]["bid"])
7192b2e1 725 self.assertEqual(25, ticker["original"]["average"])
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726
727 ticker = m.get_ticker("XVG", "XMR")
728 self.assertIsNone(ticker)
f2da6589 729
6ca5a1ec 730 def test_fetch_fees(self):
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731 m = market.Market(self.ccxt)
732 self.ccxt.fetch_fees.return_value = "Foo"
733 self.assertEqual("Foo", m.fetch_fees())
734 self.ccxt.fetch_fees.assert_called_once()
735 self.ccxt.reset_mock()
736 self.assertEqual("Foo", m.fetch_fees())
737 self.ccxt.fetch_fees.assert_not_called()
f2da6589 738
350ed24d 739 @mock.patch.object(portfolio.Portfolio, "repartition")
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740 @mock.patch.object(market.Market, "get_ticker")
741 @mock.patch.object(market.TradeStore, "compute_trades")
742 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
f2da6589 743 repartition.return_value = {
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744 "XEM": (D("0.75"), "long"),
745 "BTC": (D("0.25"), "long"),
f2da6589 746 }
f86ee140 747 def _get_ticker(c1, c2):
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748 if c1 == "USDT" and c2 == "BTC":
749 return { "average": D("0.0001") }
750 if c1 == "XVG" and c2 == "BTC":
751 return { "average": D("0.000001") }
752 if c1 == "XEM" and c2 == "BTC":
753 return { "average": D("0.001") }
a9950fd0 754 self.fail("Should be called with {}, {}".format(c1, c2))
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755 get_ticker.side_effect = _get_ticker
756
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757 with mock.patch("market.ReportStore"):
758 m = market.Market(self.ccxt)
759 self.ccxt.fetch_all_balances.return_value = {
760 "USDT": {
761 "exchange_free": D("10000.0"),
762 "exchange_used": D("0.0"),
763 "exchange_total": D("10000.0"),
764 "total": D("10000.0")
765 },
766 "XVG": {
767 "exchange_free": D("10000.0"),
768 "exchange_used": D("0.0"),
769 "exchange_total": D("10000.0"),
770 "total": D("10000.0")
771 },
772 }
18167a3c 773
f86ee140 774 m.balances.fetch_balances(tag="tag")
f2da6589 775
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776 m.prepare_trades()
777 compute_trades.assert_called()
778
779 call = compute_trades.call_args
780 self.assertEqual(1, call[0][0]["USDT"].value)
781 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
782 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
783 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
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784 m.report.log_stage.assert_called_once_with("prepare_trades",
785 base_currency='BTC', compute_value='average',
9db7d156 786 liquidity='medium', only=None, repartition=None)
f86ee140 787 m.report.log_balances.assert_called_once_with(tag="tag")
c51687d2 788
a9950fd0 789
1aa7d4fa 790 @mock.patch.object(portfolio.time, "sleep")
f86ee140 791 @mock.patch.object(market.TradeStore, "all_orders")
1aa7d4fa 792 def test_follow_orders(self, all_orders, time_mock):
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793 for debug, sleep in [
794 (False, None), (True, None),
795 (False, 12), (True, 12)]:
796 with self.subTest(sleep=sleep, debug=debug), \
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797 mock.patch("market.ReportStore"):
798 m = market.Market(self.ccxt, debug=debug)
799
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800 order_mock1 = mock.Mock()
801 order_mock2 = mock.Mock()
802 order_mock3 = mock.Mock()
803 all_orders.side_effect = [
804 [order_mock1, order_mock2],
805 [order_mock1, order_mock2],
806
807 [order_mock1, order_mock3],
808 [order_mock1, order_mock3],
809
810 [order_mock1, order_mock3],
811 [order_mock1, order_mock3],
812
813 []
814 ]
815
816 order_mock1.get_status.side_effect = ["open", "open", "closed"]
817 order_mock2.get_status.side_effect = ["open"]
818 order_mock3.get_status.side_effect = ["open", "closed"]
819
820 order_mock1.trade = mock.Mock()
821 order_mock2.trade = mock.Mock()
822 order_mock3.trade = mock.Mock()
823
f86ee140 824 m.follow_orders(sleep=sleep)
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825
826 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
827 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
828 self.assertEqual(2, order_mock1.trade.update_order.call_count)
829 self.assertEqual(3, order_mock1.get_status.call_count)
830
831 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
832 self.assertEqual(1, order_mock2.trade.update_order.call_count)
833 self.assertEqual(1, order_mock2.get_status.call_count)
834
835 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
836 self.assertEqual(1, order_mock3.trade.update_order.call_count)
837 self.assertEqual(2, order_mock3.get_status.call_count)
f86ee140 838 m.report.log_stage.assert_called()
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839 calls = [
840 mock.call("follow_orders_begin"),
841 mock.call("follow_orders_tick_1"),
842 mock.call("follow_orders_tick_2"),
843 mock.call("follow_orders_tick_3"),
844 mock.call("follow_orders_end"),
845 ]
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846 m.report.log_stage.assert_has_calls(calls)
847 m.report.log_orders.assert_called()
848 self.assertEqual(3, m.report.log_orders.call_count)
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849 calls = [
850 mock.call([order_mock1, order_mock2], tick=1),
851 mock.call([order_mock1, order_mock3], tick=2),
852 mock.call([order_mock1, order_mock3], tick=3),
853 ]
f86ee140 854 m.report.log_orders.assert_has_calls(calls)
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855 calls = [
856 mock.call(order_mock1, 3, finished=True),
857 mock.call(order_mock3, 3, finished=True),
858 ]
f86ee140 859 m.report.log_order.assert_has_calls(calls)
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860
861 if sleep is None:
862 if debug:
f86ee140 863 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
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864 time_mock.assert_called_with(7)
865 else:
866 time_mock.assert_called_with(30)
867 else:
868 time_mock.assert_called_with(sleep)
869
f86ee140 870 @mock.patch.object(market.BalanceStore, "fetch_balances")
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871 def test_move_balance(self, fetch_balances):
872 for debug in [True, False]:
873 with self.subTest(debug=debug),\
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874 mock.patch("market.ReportStore"):
875 m = market.Market(self.ccxt, debug=debug)
876
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877 value_from = portfolio.Amount("BTC", "1.0")
878 value_from.linked_to = portfolio.Amount("ETH", "10.0")
879 value_to = portfolio.Amount("BTC", "10.0")
f86ee140 880 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
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881
882 value_from = portfolio.Amount("BTC", "0.0")
883 value_from.linked_to = portfolio.Amount("ETH", "0.0")
884 value_to = portfolio.Amount("BTC", "-3.0")
f86ee140 885 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
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886
887 value_from = portfolio.Amount("USDT", "0.0")
888 value_from.linked_to = portfolio.Amount("XVG", "0.0")
889 value_to = portfolio.Amount("USDT", "-50.0")
f86ee140 890 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
5a72ded7 891
f86ee140 892 m.trades.all = [trade1, trade2, trade3]
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893 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
894 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
895 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
f86ee140 896 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
5a72ded7 897
f86ee140 898 m.move_balances()
5a72ded7 899
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900 fetch_balances.assert_called_with()
901 m.report.log_move_balances.assert_called_once()
3d0247f9 902
5a72ded7 903 if debug:
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904 m.report.log_debug_action.assert_called()
905 self.assertEqual(3, m.report.log_debug_action.call_count)
5a72ded7 906 else:
f86ee140 907 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
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908 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
909 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
f86ee140 910
1aa7d4fa 911@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 912class TradeStoreTest(WebMockTestCase):
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913 def test_compute_trades(self):
914 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
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915
916 values_in_base = {
917 "XMR": portfolio.Amount("BTC", D("0.9")),
918 "DASH": portfolio.Amount("BTC", D("0.4")),
919 "XVG": portfolio.Amount("BTC", D("-0.5")),
920 "BTC": portfolio.Amount("BTC", D("0.5")),
921 }
922 new_repartition = {
923 "DASH": portfolio.Amount("BTC", D("0.5")),
924 "XVG": portfolio.Amount("BTC", D("0.1")),
925 "BTC": portfolio.Amount("BTC", D("0.4")),
926 "ETH": portfolio.Amount("BTC", D("0.3")),
927 }
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928 side_effect = [
929 (True, 1),
930 (False, 2),
931 (False, 3),
932 (True, 4),
933 (True, 5)
934 ]
1aa7d4fa 935
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936 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
937 trade_store = market.TradeStore(self.m)
938 trade_if_matching.side_effect = side_effect
1aa7d4fa 939
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940 trade_store.compute_trades(values_in_base,
941 new_repartition, only="only")
942
943 self.assertEqual(5, trade_if_matching.call_count)
944 self.assertEqual(3, len(trade_store.all))
945 self.assertEqual([1, 4, 5], trade_store.all)
946 self.m.report.log_trades.assert_called_with(side_effect, "only")
1aa7d4fa 947
3d0247f9 948 def test_trade_if_matching(self):
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949
950 with self.subTest(only="nope"):
951 trade_store = market.TradeStore(self.m)
952 result = trade_store.trade_if_matching(
953 portfolio.Amount("BTC", D("0")),
954 portfolio.Amount("BTC", D("0.3")),
955 "ETH", only="nope")
956 self.assertEqual(False, result[0])
957 self.assertIsInstance(result[1], portfolio.Trade)
958
959 with self.subTest(only=None):
960 trade_store = market.TradeStore(self.m)
961 result = trade_store.trade_if_matching(
962 portfolio.Amount("BTC", D("0")),
963 portfolio.Amount("BTC", D("0.3")),
964 "ETH", only=None)
965 self.assertEqual(True, result[0])
966
967 with self.subTest(only="acquire"):
968 trade_store = market.TradeStore(self.m)
969 result = trade_store.trade_if_matching(
970 portfolio.Amount("BTC", D("0")),
971 portfolio.Amount("BTC", D("0.3")),
972 "ETH", only="acquire")
973 self.assertEqual(True, result[0])
974
975 with self.subTest(only="dispose"):
976 trade_store = market.TradeStore(self.m)
977 result = trade_store.trade_if_matching(
978 portfolio.Amount("BTC", D("0")),
979 portfolio.Amount("BTC", D("0.3")),
980 "ETH", only="dispose")
981 self.assertEqual(False, result[0])
982
983 def test_prepare_orders(self):
984 trade_store = market.TradeStore(self.m)
985
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986 trade_mock1 = mock.Mock()
987 trade_mock2 = mock.Mock()
aca4d437 988 trade_mock3 = mock.Mock()
cfab619d 989
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990 trade_mock1.prepare_order.return_value = 1
991 trade_mock2.prepare_order.return_value = 2
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992 trade_mock3.prepare_order.return_value = 3
993
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994 trade_mock1.pending = True
995 trade_mock2.pending = True
996 trade_mock3.pending = False
3d0247f9 997
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998 trade_store.all.append(trade_mock1)
999 trade_store.all.append(trade_mock2)
aca4d437 1000 trade_store.all.append(trade_mock3)
6ca5a1ec 1001
f86ee140 1002 trade_store.prepare_orders()
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1003 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1004 trade_mock2.prepare_order.assert_called_with(compute_value="default")
aca4d437 1005 trade_mock3.prepare_order.assert_not_called()
f86ee140 1006 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
3d0247f9 1007
f86ee140 1008 self.m.report.log_orders.reset_mock()
6ca5a1ec 1009
f86ee140 1010 trade_store.prepare_orders(compute_value="bla")
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1011 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1012 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
f86ee140 1013 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
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1014
1015 trade_mock1.prepare_order.reset_mock()
1016 trade_mock2.prepare_order.reset_mock()
f86ee140 1017 self.m.report.log_orders.reset_mock()
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1018
1019 trade_mock1.action = "foo"
1020 trade_mock2.action = "bar"
f86ee140 1021 trade_store.prepare_orders(only="bar")
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1022 trade_mock1.prepare_order.assert_not_called()
1023 trade_mock2.prepare_order.assert_called_with(compute_value="default")
f86ee140 1024 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
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1025
1026 def test_print_all_with_order(self):
1027 trade_mock1 = mock.Mock()
1028 trade_mock2 = mock.Mock()
1029 trade_mock3 = mock.Mock()
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1030 trade_store = market.TradeStore(self.m)
1031 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
6ca5a1ec 1032
f86ee140 1033 trade_store.print_all_with_order()
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1034
1035 trade_mock1.print_with_order.assert_called()
1036 trade_mock2.print_with_order.assert_called()
1037 trade_mock3.print_with_order.assert_called()
1038
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1039 def test_run_orders(self):
1040 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1041 order_mock1 = mock.Mock()
1042 order_mock2 = mock.Mock()
1043 order_mock3 = mock.Mock()
1044 trade_store = market.TradeStore(self.m)
1045
1046 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1047
1048 trade_store.run_orders()
1049
1050 all_orders.assert_called_with(state="pending")
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1051
1052 order_mock1.run.assert_called()
1053 order_mock2.run.assert_called()
1054 order_mock3.run.assert_called()
1055
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1056 self.m.report.log_stage.assert_called_with("run_orders")
1057 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
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1058 order_mock3])
1059
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1060 def test_all_orders(self):
1061 trade_mock1 = mock.Mock()
1062 trade_mock2 = mock.Mock()
1063
1064 order_mock1 = mock.Mock()
1065 order_mock2 = mock.Mock()
1066 order_mock3 = mock.Mock()
1067
1068 trade_mock1.orders = [order_mock1, order_mock2]
1069 trade_mock2.orders = [order_mock3]
1070
1071 order_mock1.status = "pending"
1072 order_mock2.status = "open"
1073 order_mock3.status = "open"
1074
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1075 trade_store = market.TradeStore(self.m)
1076 trade_store.all.append(trade_mock1)
1077 trade_store.all.append(trade_mock2)
6ca5a1ec 1078
f86ee140 1079 orders = trade_store.all_orders()
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1080 self.assertEqual(3, len(orders))
1081
f86ee140 1082 open_orders = trade_store.all_orders(state="open")
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1083 self.assertEqual(2, len(open_orders))
1084 self.assertEqual([order_mock2, order_mock3], open_orders)
1085
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1086 def test_update_all_orders_status(self):
1087 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1088 order_mock1 = mock.Mock()
1089 order_mock2 = mock.Mock()
1090 order_mock3 = mock.Mock()
1091
1092 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1093
1094 trade_store = market.TradeStore(self.m)
1095
1096 trade_store.update_all_orders_status()
1097 all_orders.assert_called_with(state="open")
6ca5a1ec 1098
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1099 order_mock1.get_status.assert_called()
1100 order_mock2.get_status.assert_called()
1101 order_mock3.get_status.assert_called()
6ca5a1ec 1102
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1103 def test_close_trades(self):
1104 trade_mock1 = mock.Mock()
1105 trade_mock2 = mock.Mock()
1106 trade_mock3 = mock.Mock()
1107
1108 trade_store = market.TradeStore(self.m)
1109
1110 trade_store.all.append(trade_mock1)
1111 trade_store.all.append(trade_mock2)
1112 trade_store.all.append(trade_mock3)
1113
1114 trade_store.close_trades()
1115
1116 trade_mock1.close.assert_called_once_with()
1117 trade_mock2.close.assert_called_once_with()
1118 trade_mock3.close.assert_called_once_with()
1119
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1120 def test_pending(self):
1121 trade_mock1 = mock.Mock()
17598517 1122 trade_mock1.pending = True
aca4d437 1123 trade_mock2 = mock.Mock()
17598517 1124 trade_mock2.pending = True
aca4d437 1125 trade_mock3 = mock.Mock()
17598517 1126 trade_mock3.pending = False
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1127
1128 trade_store = market.TradeStore(self.m)
1129
1130 trade_store.all.append(trade_mock1)
1131 trade_store.all.append(trade_mock2)
1132 trade_store.all.append(trade_mock3)
1133
1134 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
3d0247f9 1135
1aa7d4fa 1136@unittest.skipUnless("unit" in limits, "Unit skipped")
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1137class BalanceStoreTest(WebMockTestCase):
1138 def setUp(self):
1139 super(BalanceStoreTest, self).setUp()
1140
1141 self.fetch_balance = {
1142 "ETC": {
1143 "exchange_free": 0,
1144 "exchange_used": 0,
1145 "exchange_total": 0,
1146 "margin_total": 0,
1147 },
1148 "USDT": {
1149 "exchange_free": D("6.0"),
1150 "exchange_used": D("1.2"),
1151 "exchange_total": D("7.2"),
1152 "margin_total": 0,
1153 },
1154 "XVG": {
1155 "exchange_free": 16,
1156 "exchange_used": 0,
1157 "exchange_total": 16,
1158 "margin_total": 0,
1159 },
1160 "XMR": {
1161 "exchange_free": 0,
1162 "exchange_used": 0,
1163 "exchange_total": 0,
1164 "margin_total": D("-1.0"),
1165 "margin_free": 0,
1166 },
1167 }
1168
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1169 def test_in_currency(self):
1170 self.m.get_ticker.return_value = {
1171 "bid": D("0.09"),
1172 "ask": D("0.11"),
1173 "average": D("0.1"),
1174 }
1175
1176 balance_store = market.BalanceStore(self.m)
1177 balance_store.all = {
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1178 "BTC": portfolio.Balance("BTC", {
1179 "total": "0.65",
1180 "exchange_total":"0.65",
1181 "exchange_free": "0.35",
1182 "exchange_used": "0.30"}),
1183 "ETH": portfolio.Balance("ETH", {
1184 "total": 3,
1185 "exchange_total": 3,
1186 "exchange_free": 3,
1187 "exchange_used": 0}),
1188 }
cfab619d 1189
f86ee140 1190 amounts = balance_store.in_currency("BTC")
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1191 self.assertEqual("BTC", amounts["ETH"].currency)
1192 self.assertEqual(D("0.65"), amounts["BTC"].value)
1193 self.assertEqual(D("0.30"), amounts["ETH"].value)
f86ee140 1194 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1195 "average", "total")
f86ee140 1196 self.m.report.log_tickers.reset_mock()
cfab619d 1197
f86ee140 1198 amounts = balance_store.in_currency("BTC", compute_value="bid")
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1199 self.assertEqual(D("0.65"), amounts["BTC"].value)
1200 self.assertEqual(D("0.27"), amounts["ETH"].value)
f86ee140 1201 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1202 "bid", "total")
f86ee140 1203 self.m.report.log_tickers.reset_mock()
cfab619d 1204
f86ee140 1205 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
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1206 self.assertEqual(D("0.30"), amounts["BTC"].value)
1207 self.assertEqual(0, amounts["ETH"].value)
f86ee140 1208 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1209 "bid", "exchange_used")
f86ee140 1210 self.m.report.log_tickers.reset_mock()
cfab619d 1211
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1212 def test_fetch_balances(self):
1213 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
cfab619d 1214
f86ee140 1215 balance_store = market.BalanceStore(self.m)
cfab619d 1216
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1217 balance_store.fetch_balances()
1218 self.assertNotIn("ETC", balance_store.currencies())
1219 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
1220
1221 balance_store.all["ETC"] = portfolio.Balance("ETC", {
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1222 "exchange_total": "1", "exchange_free": "0",
1223 "exchange_used": "1" })
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1224 balance_store.fetch_balances(tag="foo")
1225 self.assertEqual(0, balance_store.all["ETC"].total)
1226 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
1227 self.m.report.log_balances.assert_called_with(tag="foo")
cfab619d 1228
6ca5a1ec 1229 @mock.patch.object(portfolio.Portfolio, "repartition")
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1230 def test_dispatch_assets(self, repartition):
1231 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1232
1233 balance_store = market.BalanceStore(self.m)
1234 balance_store.fetch_balances()
6ca5a1ec 1235
f86ee140 1236 self.assertNotIn("XEM", balance_store.currencies())
6ca5a1ec 1237
3d0247f9 1238 repartition_hash = {
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1239 "XEM": (D("0.75"), "long"),
1240 "BTC": (D("0.26"), "long"),
1aa7d4fa 1241 "DASH": (D("0.10"), "short"),
6ca5a1ec 1242 }
3d0247f9 1243 repartition.return_value = repartition_hash
6ca5a1ec 1244
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1245 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1246 repartition.assert_called_with(self.m, liquidity="medium")
1247 self.assertIn("XEM", balance_store.currencies())
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1248 self.assertEqual(D("2.6"), amounts["BTC"].value)
1249 self.assertEqual(D("7.5"), amounts["XEM"].value)
1aa7d4fa 1250 self.assertEqual(D("-1.0"), amounts["DASH"].value)
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1251 self.m.report.log_balances.assert_called_with(tag=None)
1252 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
3d0247f9 1253 "11.1"), amounts, "medium", repartition_hash)
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1254
1255 def test_currencies(self):
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1256 balance_store = market.BalanceStore(self.m)
1257
1258 balance_store.all = {
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1259 "BTC": portfolio.Balance("BTC", {
1260 "total": "0.65",
1261 "exchange_total":"0.65",
1262 "exchange_free": "0.35",
1263 "exchange_used": "0.30"}),
1264 "ETH": portfolio.Balance("ETH", {
1265 "total": 3,
1266 "exchange_total": 3,
1267 "exchange_free": 3,
1268 "exchange_used": 0}),
1269 }
f86ee140 1270 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
6ca5a1ec 1271
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1272 def test_as_json(self):
1273 balance_mock1 = mock.Mock()
1274 balance_mock1.as_json.return_value = 1
1275
1276 balance_mock2 = mock.Mock()
1277 balance_mock2.as_json.return_value = 2
1278
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1279 balance_store = market.BalanceStore(self.m)
1280 balance_store.all = {
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1281 "BTC": balance_mock1,
1282 "ETH": balance_mock2,
1283 }
1284
f86ee140 1285 as_json = balance_store.as_json()
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1286 self.assertEqual(1, as_json["BTC"])
1287 self.assertEqual(2, as_json["ETH"])
1288
1289
1aa7d4fa 1290@unittest.skipUnless("unit" in limits, "Unit skipped")
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1291class ComputationTest(WebMockTestCase):
1292 def test_compute_value(self):
1293 compute = mock.Mock()
1294 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1295 compute.assert_called_with("foo", "ask")
1296
1297 compute.reset_mock()
1298 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1299 compute.assert_called_with("foo", "bid")
1300
1301 compute.reset_mock()
1302 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1303 compute.assert_called_with("foo", "ask")
1304
1305 compute.reset_mock()
1306 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1307 compute.assert_called_with("foo", "bid")
1308
1309 compute.reset_mock()
1310 portfolio.Computation.computations["test"] = compute
1311 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1312 compute.assert_called_with("foo", "bid")
1313
1314
1aa7d4fa 1315@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 1316class TradeTest(WebMockTestCase):
cfab619d 1317
cfab619d 1318 def test_values_assertion(self):
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1319 value_from = portfolio.Amount("BTC", "1.0")
1320 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1321 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1322 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1323 self.assertEqual("BTC", trade.base_currency)
1324 self.assertEqual("ETH", trade.currency)
f86ee140 1325 self.assertEqual(self.m, trade.market)
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1326
1327 with self.assertRaises(AssertionError):
aca4d437 1328 portfolio.Trade(value_from, -value_to, "ETH", self.m)
66c8b3dd 1329 with self.assertRaises(AssertionError):
aca4d437 1330 portfolio.Trade(value_from, value_to, "ETC", self.m)
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1331 with self.assertRaises(AssertionError):
1332 value_from.currency = "ETH"
f86ee140 1333 portfolio.Trade(value_from, value_to, "ETH", self.m)
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1334 value_from.currency = "BTC"
1335 with self.assertRaises(AssertionError):
1336 value_from2 = portfolio.Amount("BTC", "1.0")
1337 portfolio.Trade(value_from2, value_to, "ETH", self.m)
cfab619d 1338
c51687d2 1339 value_from = portfolio.Amount("BTC", 0)
f86ee140 1340 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1341 self.assertEqual(0, trade.value_from.linked_to)
cfab619d 1342
cfab619d 1343 def test_action(self):
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1344 value_from = portfolio.Amount("BTC", "1.0")
1345 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1346 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1347 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
cfab619d 1348
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1349 self.assertIsNone(trade.action)
1350
1351 value_from = portfolio.Amount("BTC", "1.0")
1352 value_from.linked_to = portfolio.Amount("BTC", "1.0")
1aa7d4fa 1353 value_to = portfolio.Amount("BTC", "2.0")
f86ee140 1354 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
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1355
1356 self.assertIsNone(trade.action)
1357
1358 value_from = portfolio.Amount("BTC", "0.5")
1359 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1360 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1361 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1362
1363 self.assertEqual("acquire", trade.action)
1364
1365 value_from = portfolio.Amount("BTC", "0")
1366 value_from.linked_to = portfolio.Amount("ETH", "0")
1367 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1368 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1369
5a72ded7 1370 self.assertEqual("acquire", trade.action)
cfab619d 1371
cfab619d 1372 def test_order_action(self):
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1373 value_from = portfolio.Amount("BTC", "0.5")
1374 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1375 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1376 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1377
1378 self.assertEqual("buy", trade.order_action(False))
1379 self.assertEqual("sell", trade.order_action(True))
1380
1381 value_from = portfolio.Amount("BTC", "0")
1382 value_from.linked_to = portfolio.Amount("ETH", "0")
1383 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1384 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1385
1386 self.assertEqual("sell", trade.order_action(False))
1387 self.assertEqual("buy", trade.order_action(True))
1388
1389 def test_trade_type(self):
1390 value_from = portfolio.Amount("BTC", "0.5")
1391 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1392 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1393 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1394
1395 self.assertEqual("long", trade.trade_type)
1396
1397 value_from = portfolio.Amount("BTC", "0")
1398 value_from.linked_to = portfolio.Amount("ETH", "0")
1399 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1400 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1401
1402 self.assertEqual("short", trade.trade_type)
1403
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1404 def test_is_fullfiled(self):
1405 value_from = portfolio.Amount("BTC", "0.5")
1406 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1407 value_to = portfolio.Amount("BTC", "1.0")
1408 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1409
1410 order1 = mock.Mock()
1411 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
1412
1413 order2 = mock.Mock()
1414 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
1415 trade.orders.append(order1)
1416 trade.orders.append(order2)
1417
1418 self.assertFalse(trade.is_fullfiled)
1419
1420 order3 = mock.Mock()
1421 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
1422 trade.orders.append(order3)
1423
1424 self.assertTrue(trade.is_fullfiled)
1425
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1426 def test_filled_amount(self):
1427 value_from = portfolio.Amount("BTC", "0.5")
1428 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1429 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1430 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1431
1432 order1 = mock.Mock()
1aa7d4fa 1433 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
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1434
1435 order2 = mock.Mock()
1aa7d4fa 1436 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
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1437 trade.orders.append(order1)
1438 trade.orders.append(order2)
1439
1aa7d4fa
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1440 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1441 order1.filled_amount.assert_called_with(in_base_currency=False)
1442 order2.filled_amount.assert_called_with(in_base_currency=False)
c51687d2 1443
1aa7d4fa
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1444 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1445 order1.filled_amount.assert_called_with(in_base_currency=False)
1446 order2.filled_amount.assert_called_with(in_base_currency=False)
1447
1448 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1449 order1.filled_amount.assert_called_with(in_base_currency=True)
1450 order2.filled_amount.assert_called_with(in_base_currency=True)
1451
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1452 @mock.patch.object(portfolio.Computation, "compute_value")
1453 @mock.patch.object(portfolio.Trade, "filled_amount")
1454 @mock.patch.object(portfolio, "Order")
f86ee140 1455 def test_prepare_order(self, Order, filled_amount, compute_value):
1aa7d4fa
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1456 Order.return_value = "Order"
1457
1458 with self.subTest(desc="Nothing to do"):
1459 value_from = portfolio.Amount("BTC", "10")
1460 value_from.rate = D("0.1")
1461 value_from.linked_to = portfolio.Amount("FOO", "100")
1462 value_to = portfolio.Amount("BTC", "10")
f86ee140 1463 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
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1464
1465 trade.prepare_order()
1466
1467 filled_amount.assert_not_called()
1468 compute_value.assert_not_called()
1469 self.assertEqual(0, len(trade.orders))
1470 Order.assert_not_called()
1471
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1472 self.m.get_ticker.return_value = { "inverted": False }
1473 with self.subTest(desc="Already filled"):
1aa7d4fa
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1474 filled_amount.return_value = portfolio.Amount("FOO", "100")
1475 compute_value.return_value = D("0.125")
1476
1477 value_from = portfolio.Amount("BTC", "10")
1478 value_from.rate = D("0.1")
1479 value_from.linked_to = portfolio.Amount("FOO", "100")
1480 value_to = portfolio.Amount("BTC", "0")
f86ee140 1481 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
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1482
1483 trade.prepare_order()
1484
1485 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1486 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa 1487 self.assertEqual(0, len(trade.orders))
f86ee140 1488 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
1aa7d4fa
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1489 Order.assert_not_called()
1490
1491 with self.subTest(action="dispose", inverted=False):
1492 filled_amount.return_value = portfolio.Amount("FOO", "60")
1493 compute_value.return_value = D("0.125")
1494
1495 value_from = portfolio.Amount("BTC", "10")
1496 value_from.rate = D("0.1")
1497 value_from.linked_to = portfolio.Amount("FOO", "100")
1498 value_to = portfolio.Amount("BTC", "1")
f86ee140 1499 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
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1500
1501 trade.prepare_order()
1502
1503 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1504 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa
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1505 self.assertEqual(1, len(trade.orders))
1506 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
f86ee140 1507 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
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1508 trade, close_if_possible=False)
1509
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1510 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
1511 filled_amount.return_value = portfolio.Amount("FOO", "60")
1512 compute_value.return_value = D("0.125")
1513
1514 value_from = portfolio.Amount("BTC", "10")
1515 value_from.rate = D("0.1")
1516 value_from.linked_to = portfolio.Amount("FOO", "100")
1517 value_to = portfolio.Amount("BTC", "1")
1518 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1519
1520 trade.prepare_order(close_if_possible=True)
1521
1522 filled_amount.assert_called_with(in_base_currency=False)
1523 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1524 self.assertEqual(1, len(trade.orders))
1525 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1526 D("0.125"), "BTC", "long", self.m,
1527 trade, close_if_possible=True)
1528
1aa7d4fa
IB
1529 with self.subTest(action="acquire", inverted=False):
1530 filled_amount.return_value = portfolio.Amount("BTC", "3")
1531 compute_value.return_value = D("0.125")
1532
1533 value_from = portfolio.Amount("BTC", "1")
1534 value_from.rate = D("0.1")
1535 value_from.linked_to = portfolio.Amount("FOO", "10")
1536 value_to = portfolio.Amount("BTC", "10")
f86ee140 1537 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1538
1539 trade.prepare_order()
1540
1541 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1542 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
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1543 self.assertEqual(1, len(trade.orders))
1544
1545 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
f86ee140 1546 D("0.125"), "BTC", "long", self.m,
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IB
1547 trade, close_if_possible=False)
1548
1549 with self.subTest(close_if_possible=True):
1550 filled_amount.return_value = portfolio.Amount("FOO", "0")
1551 compute_value.return_value = D("0.125")
1552
1553 value_from = portfolio.Amount("BTC", "10")
1554 value_from.rate = D("0.1")
1555 value_from.linked_to = portfolio.Amount("FOO", "100")
1556 value_to = portfolio.Amount("BTC", "0")
f86ee140 1557 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1558
1559 trade.prepare_order()
1560
1561 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1562 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
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1563 self.assertEqual(1, len(trade.orders))
1564 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
f86ee140 1565 D("0.125"), "BTC", "long", self.m,
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1566 trade, close_if_possible=True)
1567
f86ee140 1568 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
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1569 with self.subTest(action="dispose", inverted=True):
1570 filled_amount.return_value = portfolio.Amount("FOO", "300")
1571 compute_value.return_value = D("125")
1572
1573 value_from = portfolio.Amount("BTC", "10")
1574 value_from.rate = D("0.01")
1575 value_from.linked_to = portfolio.Amount("FOO", "1000")
1576 value_to = portfolio.Amount("BTC", "1")
f86ee140 1577 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1578
1579 trade.prepare_order(compute_value="foo")
1580
1581 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1582 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
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1583 self.assertEqual(1, len(trade.orders))
1584 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
f86ee140 1585 D("125"), "FOO", "long", self.m,
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1586 trade, close_if_possible=False)
1587
1588 with self.subTest(action="acquire", inverted=True):
1589 filled_amount.return_value = portfolio.Amount("BTC", "4")
1590 compute_value.return_value = D("125")
1591
1592 value_from = portfolio.Amount("BTC", "1")
1593 value_from.rate = D("0.01")
1594 value_from.linked_to = portfolio.Amount("FOO", "100")
1595 value_to = portfolio.Amount("BTC", "10")
f86ee140 1596 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1597
1598 trade.prepare_order(compute_value="foo")
1599
1600 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1601 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
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1602 self.assertEqual(1, len(trade.orders))
1603 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
f86ee140 1604 D("125"), "FOO", "long", self.m,
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1605 trade, close_if_possible=False)
1606
1607
1608 @mock.patch.object(portfolio.Trade, "prepare_order")
1609 def test_update_order(self, prepare_order):
1610 order_mock = mock.Mock()
1611 new_order_mock = mock.Mock()
1612
1613 value_from = portfolio.Amount("BTC", "0.5")
1614 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1615 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1616 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
5a72ded7 1617 prepare_order.return_value = new_order_mock
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1618
1619 for i in [0, 1, 3, 4, 6]:
f86ee140 1620 with self.subTest(tick=i):
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1621 trade.update_order(order_mock, i)
1622 order_mock.cancel.assert_not_called()
1623 new_order_mock.run.assert_not_called()
f86ee140 1624 self.m.report.log_order.assert_called_once_with(order_mock, i,
3d0247f9 1625 update="waiting", compute_value=None, new_order=None)
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1626
1627 order_mock.reset_mock()
1628 new_order_mock.reset_mock()
1629 trade.orders = []
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1630 self.m.report.log_order.reset_mock()
1631
1632 trade.update_order(order_mock, 2)
1633 order_mock.cancel.assert_called()
1634 new_order_mock.run.assert_called()
1635 prepare_order.assert_called()
1636 self.m.report.log_order.assert_called()
1637 self.assertEqual(2, self.m.report.log_order.call_count)
1638 calls = [
1639 mock.call(order_mock, 2, update="adjusting",
aca4d437 1640 compute_value=mock.ANY,
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1641 new_order=new_order_mock),
1642 mock.call(order_mock, 2, new_order=new_order_mock),
1643 ]
1644 self.m.report.log_order.assert_has_calls(calls)
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1645
1646 order_mock.reset_mock()
1647 new_order_mock.reset_mock()
1648 trade.orders = []
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1649 self.m.report.log_order.reset_mock()
1650
1651 trade.update_order(order_mock, 5)
1652 order_mock.cancel.assert_called()
1653 new_order_mock.run.assert_called()
1654 prepare_order.assert_called()
1655 self.assertEqual(2, self.m.report.log_order.call_count)
1656 self.m.report.log_order.assert_called()
1657 calls = [
1658 mock.call(order_mock, 5, update="adjusting",
aca4d437 1659 compute_value=mock.ANY,
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1660 new_order=new_order_mock),
1661 mock.call(order_mock, 5, new_order=new_order_mock),
1662 ]
1663 self.m.report.log_order.assert_has_calls(calls)
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1664
1665 order_mock.reset_mock()
1666 new_order_mock.reset_mock()
1667 trade.orders = []
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1668 self.m.report.log_order.reset_mock()
1669
1670 trade.update_order(order_mock, 7)
1671 order_mock.cancel.assert_called()
1672 new_order_mock.run.assert_called()
1673 prepare_order.assert_called_with(compute_value="default")
1674 self.m.report.log_order.assert_called()
1675 self.assertEqual(2, self.m.report.log_order.call_count)
1676 calls = [
1677 mock.call(order_mock, 7, update="market_fallback",
1678 compute_value='default',
1679 new_order=new_order_mock),
1680 mock.call(order_mock, 7, new_order=new_order_mock),
1681 ]
1682 self.m.report.log_order.assert_has_calls(calls)
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1683
1684 order_mock.reset_mock()
1685 new_order_mock.reset_mock()
1686 trade.orders = []
f86ee140 1687 self.m.report.log_order.reset_mock()
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1688
1689 for i in [10, 13, 16]:
f86ee140 1690 with self.subTest(tick=i):
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1691 trade.update_order(order_mock, i)
1692 order_mock.cancel.assert_called()
1693 new_order_mock.run.assert_called()
1694 prepare_order.assert_called_with(compute_value="default")
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1695 self.m.report.log_order.assert_called()
1696 self.assertEqual(2, self.m.report.log_order.call_count)
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1697 calls = [
1698 mock.call(order_mock, i, update="market_adjust",
1699 compute_value='default',
1700 new_order=new_order_mock),
1701 mock.call(order_mock, i, new_order=new_order_mock),
1702 ]
f86ee140 1703 self.m.report.log_order.assert_has_calls(calls)
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1704
1705 order_mock.reset_mock()
1706 new_order_mock.reset_mock()
1707 trade.orders = []
f86ee140 1708 self.m.report.log_order.reset_mock()
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1709
1710 for i in [8, 9, 11, 12]:
f86ee140 1711 with self.subTest(tick=i):
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1712 trade.update_order(order_mock, i)
1713 order_mock.cancel.assert_not_called()
1714 new_order_mock.run.assert_not_called()
f86ee140 1715 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
3d0247f9 1716 compute_value=None, new_order=None)
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1717
1718 order_mock.reset_mock()
1719 new_order_mock.reset_mock()
1720 trade.orders = []
f86ee140 1721 self.m.report.log_order.reset_mock()
cfab619d 1722
cfab619d 1723
f86ee140 1724 def test_print_with_order(self):
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1725 value_from = portfolio.Amount("BTC", "0.5")
1726 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1727 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1728 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1729
1730 order_mock1 = mock.Mock()
1731 order_mock1.__repr__ = mock.Mock()
1732 order_mock1.__repr__.return_value = "Mock 1"
1733 order_mock2 = mock.Mock()
1734 order_mock2.__repr__ = mock.Mock()
1735 order_mock2.__repr__.return_value = "Mock 2"
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1736 order_mock1.mouvements = []
1737 mouvement_mock1 = mock.Mock()
1738 mouvement_mock1.__repr__ = mock.Mock()
1739 mouvement_mock1.__repr__.return_value = "Mouvement 1"
1740 mouvement_mock2 = mock.Mock()
1741 mouvement_mock2.__repr__ = mock.Mock()
1742 mouvement_mock2.__repr__.return_value = "Mouvement 2"
1743 order_mock2.mouvements = [
1744 mouvement_mock1, mouvement_mock2
1745 ]
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IB
1746 trade.orders.append(order_mock1)
1747 trade.orders.append(order_mock2)
1748
1749 trade.print_with_order()
1750
f86ee140
IB
1751 self.m.report.print_log.assert_called()
1752 calls = self.m.report.print_log.mock_calls
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1753 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
1754 self.assertEqual("\tMock 1", str(calls[1][1][0]))
1755 self.assertEqual("\tMock 2", str(calls[2][1][0]))
1756 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
1757 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
c51687d2 1758
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IB
1759 def test_close(self):
1760 value_from = portfolio.Amount("BTC", "0.5")
1761 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1762 value_to = portfolio.Amount("BTC", "1.0")
1763 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1764
1765 trade.close()
1766
1767 self.assertEqual(True, trade.closed)
1768
1769 def test_pending(self):
1770 value_from = portfolio.Amount("BTC", "0.5")
1771 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1772 value_to = portfolio.Amount("BTC", "1.0")
1773 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1774
1775 trade.closed = True
1776 self.assertEqual(False, trade.pending)
1777
1778 trade.closed = False
1779 self.assertEqual(True, trade.pending)
1780
1781 order1 = mock.Mock()
1782 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5")
1783 trade.orders.append(order1)
1784 self.assertEqual(False, trade.pending)
1785
cfab619d 1786 def test__repr(self):
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1787 value_from = portfolio.Amount("BTC", "0.5")
1788 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1789 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1790 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1791
1792 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
cfab619d 1793
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1794 def test_as_json(self):
1795 value_from = portfolio.Amount("BTC", "0.5")
1796 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1797 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1798 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1799
1800 as_json = trade.as_json()
1801 self.assertEqual("acquire", as_json["action"])
1802 self.assertEqual(D("0.5"), as_json["from"])
1803 self.assertEqual(D("1.0"), as_json["to"])
1804 self.assertEqual("ETH", as_json["currency"])
1805 self.assertEqual("BTC", as_json["base_currency"])
1806
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1807@unittest.skipUnless("unit" in limits, "Unit skipped")
1808class OrderTest(WebMockTestCase):
1809 def test_values(self):
1810 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1811 D("0.1"), "BTC", "long", "market", "trade")
1812 self.assertEqual("buy", order.action)
1813 self.assertEqual(10, order.amount.value)
1814 self.assertEqual("ETH", order.amount.currency)
1815 self.assertEqual(D("0.1"), order.rate)
1816 self.assertEqual("BTC", order.base_currency)
1817 self.assertEqual("market", order.market)
1818 self.assertEqual("long", order.trade_type)
1819 self.assertEqual("pending", order.status)
1820 self.assertEqual("trade", order.trade)
1821 self.assertIsNone(order.id)
1822 self.assertFalse(order.close_if_possible)
1823
1824 def test__repr(self):
1825 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1826 D("0.1"), "BTC", "long", "market", "trade")
1827 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
1828
1829 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1830 D("0.1"), "BTC", "long", "market", "trade",
1831 close_if_possible=True)
1832 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
1833
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1834 def test_as_json(self):
1835 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1836 D("0.1"), "BTC", "long", "market", "trade")
1837 mouvement_mock1 = mock.Mock()
1838 mouvement_mock1.as_json.return_value = 1
1839 mouvement_mock2 = mock.Mock()
1840 mouvement_mock2.as_json.return_value = 2
1841
1842 order.mouvements = [mouvement_mock1, mouvement_mock2]
1843 as_json = order.as_json()
1844 self.assertEqual("buy", as_json["action"])
1845 self.assertEqual("long", as_json["trade_type"])
1846 self.assertEqual(10, as_json["amount"])
1847 self.assertEqual("ETH", as_json["currency"])
1848 self.assertEqual("BTC", as_json["base_currency"])
1849 self.assertEqual(D("0.1"), as_json["rate"])
1850 self.assertEqual("pending", as_json["status"])
1851 self.assertEqual(False, as_json["close_if_possible"])
1852 self.assertIsNone(as_json["id"])
1853 self.assertEqual([1, 2], as_json["mouvements"])
1854
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1855 def test_account(self):
1856 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1857 D("0.1"), "BTC", "long", "market", "trade")
1858 self.assertEqual("exchange", order.account)
1859
1860 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1861 D("0.1"), "BTC", "short", "market", "trade")
1862 self.assertEqual("margin", order.account)
1863
1864 def test_pending(self):
1865 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1866 D("0.1"), "BTC", "long", "market", "trade")
1867 self.assertTrue(order.pending)
1868 order.status = "open"
1869 self.assertFalse(order.pending)
1870
1871 def test_open(self):
1872 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1873 D("0.1"), "BTC", "long", "market", "trade")
1874 self.assertFalse(order.open)
1875 order.status = "open"
1876 self.assertTrue(order.open)
1877
1878 def test_finished(self):
1879 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1880 D("0.1"), "BTC", "long", "market", "trade")
1881 self.assertFalse(order.finished)
1882 order.status = "closed"
1883 self.assertTrue(order.finished)
1884 order.status = "canceled"
1885 self.assertTrue(order.finished)
1886 order.status = "error"
1887 self.assertTrue(order.finished)
1888
1889 @mock.patch.object(portfolio.Order, "fetch")
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1890 def test_cancel(self, fetch):
1891 self.m.debug = True
5a72ded7 1892 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1893 D("0.1"), "BTC", "long", self.m, "trade")
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1894 order.status = "open"
1895
1896 order.cancel()
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1897 self.m.ccxt.cancel_order.assert_not_called()
1898 self.m.report.log_debug_action.assert_called_once()
1899 self.m.report.log_debug_action.reset_mock()
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1900 self.assertEqual("canceled", order.status)
1901
f86ee140 1902 self.m.debug = False
5a72ded7 1903 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1904 D("0.1"), "BTC", "long", self.m, "trade")
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1905 order.status = "open"
1906 order.id = 42
1907
1908 order.cancel()
f86ee140 1909 self.m.ccxt.cancel_order.assert_called_with(42)
aca4d437 1910 fetch.assert_called_once_with()
f86ee140 1911 self.m.report.log_debug_action.assert_not_called()
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1912
1913 def test_dust_amount_remaining(self):
1914 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1915 D("0.1"), "BTC", "long", self.m, "trade")
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1916 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
1917 self.assertFalse(order.dust_amount_remaining())
1918
1919 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
1920 self.assertTrue(order.dust_amount_remaining())
1921
1922 @mock.patch.object(portfolio.Order, "fetch")
1923 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
1924 def test_remaining_amount(self, filled_amount, fetch):
1925 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1926 D("0.1"), "BTC", "long", self.m, "trade")
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1927
1928 self.assertEqual(9, order.remaining_amount().value)
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1929
1930 order.status = "open"
1931 self.assertEqual(9, order.remaining_amount().value)
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1932
1933 @mock.patch.object(portfolio.Order, "fetch")
1934 def test_filled_amount(self, fetch):
1935 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1936 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 1937 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1938 "tradeID": 42, "type": "buy", "fee": "0.0015",
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IB
1939 "date": "2017-12-30 12:00:12", "rate": "0.1",
1940 "amount": "3", "total": "0.3"
1941 }))
1942 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1943 "tradeID": 43, "type": "buy", "fee": "0.0015",
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1944 "date": "2017-12-30 13:00:12", "rate": "0.2",
1945 "amount": "2", "total": "0.4"
1946 }))
1947 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
1948 fetch.assert_not_called()
1949 order.status = "open"
1950 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
1951 fetch.assert_called_once()
1952 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
1953
1954 def test_fetch_mouvements(self):
f86ee140 1955 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
5a72ded7 1956 {
df9e4e7f 1957 "tradeID": 42, "type": "buy", "fee": "0.0015",
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1958 "date": "2017-12-30 12:00:12", "rate": "0.1",
1959 "amount": "3", "total": "0.3"
1960 },
1961 {
df9e4e7f 1962 "tradeID": 43, "type": "buy", "fee": "0.0015",
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1963 "date": "2017-12-30 13:00:12", "rate": "0.2",
1964 "amount": "2", "total": "0.4"
1965 }
1966 ]
1967 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1968 D("0.1"), "BTC", "long", self.m, "trade")
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1969 order.id = 12
1970 order.mouvements = ["Foo", "Bar", "Baz"]
1971
1972 order.fetch_mouvements()
1973
f86ee140 1974 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
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IB
1975 self.assertEqual(2, len(order.mouvements))
1976 self.assertEqual(42, order.mouvements[0].id)
1977 self.assertEqual(43, order.mouvements[1].id)
1978
f86ee140 1979 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
df9e4e7f 1980 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1981 D("0.1"), "BTC", "long", self.m, "trade")
df9e4e7f
IB
1982 order.fetch_mouvements()
1983 self.assertEqual(0, len(order.mouvements))
1984
f86ee140 1985 def test_mark_finished_order(self):
5a72ded7 1986 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1987 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
1988 close_if_possible=True)
1989 order.status = "closed"
f86ee140 1990 self.m.debug = False
5a72ded7
IB
1991
1992 order.mark_finished_order()
f86ee140
IB
1993 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
1994 self.m.ccxt.close_margin_position.reset_mock()
5a72ded7
IB
1995
1996 order.status = "open"
1997 order.mark_finished_order()
f86ee140 1998 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
1999
2000 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2001 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2002 close_if_possible=False)
2003 order.status = "closed"
2004 order.mark_finished_order()
f86ee140 2005 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
2006
2007 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
f86ee140 2008 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2009 close_if_possible=True)
2010 order.status = "closed"
2011 order.mark_finished_order()
f86ee140 2012 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
2013
2014 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2015 D("0.1"), "BTC", "long", self.m, "trade",
5a72ded7
IB
2016 close_if_possible=True)
2017 order.status = "closed"
2018 order.mark_finished_order()
f86ee140 2019 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7 2020
f86ee140 2021 self.m.debug = True
5a72ded7
IB
2022
2023 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2024 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2025 close_if_possible=True)
2026 order.status = "closed"
2027
2028 order.mark_finished_order()
f86ee140
IB
2029 self.m.ccxt.close_margin_position.assert_not_called()
2030 self.m.report.log_debug_action.assert_called_once()
5a72ded7
IB
2031
2032 @mock.patch.object(portfolio.Order, "fetch_mouvements")
f86ee140 2033 def test_fetch(self, fetch_mouvements):
aca4d437
IB
2034 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2035 D("0.1"), "BTC", "long", self.m, "trade")
2036 order.id = 45
2037 with self.subTest(debug=True):
2038 self.m.debug = True
2039 order.fetch()
2040 self.m.report.log_debug_action.assert_called_once()
2041 self.m.report.log_debug_action.reset_mock()
2042 self.m.ccxt.fetch_order.assert_not_called()
2043 fetch_mouvements.assert_not_called()
5a72ded7 2044
aca4d437
IB
2045 with self.subTest(debug=False):
2046 self.m.debug = False
2047 self.m.ccxt.fetch_order.return_value = {
2048 "status": "foo",
2049 "datetime": "timestamp"
2050 }
2051 order.fetch()
5a72ded7 2052
aca4d437
IB
2053 self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
2054 fetch_mouvements.assert_called_once()
2055 self.assertEqual("foo", order.status)
2056 self.assertEqual("timestamp", order.timestamp)
2057 self.assertEqual(1, len(order.results))
2058 self.m.report.log_debug_action.assert_not_called()
5a72ded7 2059
aca4d437
IB
2060 with self.subTest(missing_order=True):
2061 self.m.ccxt.fetch_order.side_effect = [
2062 portfolio.OrderNotCached,
2063 ]
5a72ded7 2064 order.fetch()
aca4d437 2065 self.assertEqual("closed_unknown", order.status)
5a72ded7
IB
2066
2067 @mock.patch.object(portfolio.Order, "fetch")
2068 @mock.patch.object(portfolio.Order, "mark_finished_order")
f86ee140 2069 def test_get_status(self, mark_finished_order, fetch):
5a72ded7 2070 with self.subTest(debug=True):
f86ee140 2071 self.m.debug = True
5a72ded7 2072 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2073 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2074 self.assertEqual("pending", order.get_status())
2075 fetch.assert_not_called()
f86ee140 2076 self.m.report.log_debug_action.assert_called_once()
5a72ded7
IB
2077
2078 with self.subTest(debug=False, finished=False):
f86ee140 2079 self.m.debug = False
5a72ded7 2080 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2081 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2082 def _fetch(order):
2083 def update_status():
2084 order.status = "open"
2085 return update_status
2086 fetch.side_effect = _fetch(order)
2087 self.assertEqual("open", order.get_status())
2088 mark_finished_order.assert_not_called()
2089 fetch.assert_called_once()
2090
2091 mark_finished_order.reset_mock()
2092 fetch.reset_mock()
2093 with self.subTest(debug=False, finished=True):
f86ee140 2094 self.m.debug = False
5a72ded7 2095 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2096 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2097 def _fetch(order):
2098 def update_status():
2099 order.status = "closed"
2100 return update_status
2101 fetch.side_effect = _fetch(order)
2102 self.assertEqual("closed", order.get_status())
2103 mark_finished_order.assert_called_once()
2104 fetch.assert_called_once()
2105
2106 def test_run(self):
f86ee140
IB
2107 self.m.ccxt.order_precision.return_value = 4
2108 with self.subTest(debug=True):
2109 self.m.debug = True
5a72ded7 2110 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2111 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 2112 order.run()
f86ee140
IB
2113 self.m.ccxt.create_order.assert_not_called()
2114 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
2115 self.assertEqual("open", order.status)
2116 self.assertEqual(1, len(order.results))
2117 self.assertEqual(-1, order.id)
2118
f86ee140 2119 self.m.ccxt.create_order.reset_mock()
5a72ded7 2120 with self.subTest(debug=False):
f86ee140 2121 self.m.debug = False
5a72ded7 2122 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB
2123 D("0.1"), "BTC", "long", self.m, "trade")
2124 self.m.ccxt.create_order.return_value = { "id": 123 }
5a72ded7 2125 order.run()
f86ee140 2126 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB
2127 self.assertEqual(1, len(order.results))
2128 self.assertEqual("open", order.status)
2129
f86ee140
IB
2130 self.m.ccxt.create_order.reset_mock()
2131 with self.subTest(exception=True):
5a72ded7 2132 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB
2133 D("0.1"), "BTC", "long", self.m, "trade")
2134 self.m.ccxt.create_order.side_effect = Exception("bouh")
5a72ded7 2135 order.run()
f86ee140 2136 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB
2137 self.assertEqual(0, len(order.results))
2138 self.assertEqual("error", order.status)
f86ee140 2139 self.m.report.log_error.assert_called_once()
5a72ded7 2140
f86ee140 2141 self.m.ccxt.create_order.reset_mock()
df9e4e7f
IB
2142 with self.subTest(dust_amount_exception=True),\
2143 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2144 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
f86ee140 2145 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858 2146 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
df9e4e7f 2147 order.run()
f86ee140 2148 self.m.ccxt.create_order.assert_called_once()
df9e4e7f
IB
2149 self.assertEqual(0, len(order.results))
2150 self.assertEqual("closed", order.status)
2151 mark_finished_order.assert_called_once()
2152
f70bb858 2153 self.m.ccxt.order_precision.return_value = 8
d24bb10c 2154 self.m.ccxt.create_order.reset_mock()
f70bb858 2155 with self.subTest(insufficient_funds=True),\
d24bb10c 2156 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
f70bb858 2157 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
d24bb10c 2158 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858
IB
2159 self.m.ccxt.create_order.side_effect = [
2160 portfolio.InsufficientFunds,
2161 portfolio.InsufficientFunds,
2162 portfolio.InsufficientFunds,
2163 { "id": 123 },
2164 ]
d24bb10c 2165 order.run()
f70bb858
IB
2166 self.m.ccxt.create_order.assert_has_calls([
2167 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2168 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2169 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2170 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2171 ])
2172 self.assertEqual(4, self.m.ccxt.create_order.call_count)
2173 self.assertEqual(1, len(order.results))
2174 self.assertEqual("open", order.status)
2175 self.assertEqual(4, order.tries)
2176 self.m.report.log_error.assert_called()
2177 self.assertEqual(4, self.m.report.log_error.call_count)
2178
2179 self.m.ccxt.order_precision.return_value = 8
2180 self.m.ccxt.create_order.reset_mock()
2181 self.m.report.log_error.reset_mock()
2182 with self.subTest(insufficient_funds=True),\
2183 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2184 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2185 D("0.1"), "BTC", "long", self.m, "trade")
2186 self.m.ccxt.create_order.side_effect = [
2187 portfolio.InsufficientFunds,
2188 portfolio.InsufficientFunds,
2189 portfolio.InsufficientFunds,
2190 portfolio.InsufficientFunds,
2191 portfolio.InsufficientFunds,
2192 ]
2193 order.run()
2194 self.m.ccxt.create_order.assert_has_calls([
2195 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2196 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2197 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2198 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2199 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
2200 ])
2201 self.assertEqual(5, self.m.ccxt.create_order.call_count)
d24bb10c 2202 self.assertEqual(0, len(order.results))
f70bb858
IB
2203 self.assertEqual("error", order.status)
2204 self.assertEqual(5, order.tries)
2205 self.m.report.log_error.assert_called()
2206 self.assertEqual(5, self.m.report.log_error.call_count)
2207 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 2208
df9e4e7f 2209
5a72ded7
IB
2210@unittest.skipUnless("unit" in limits, "Unit skipped")
2211class MouvementTest(WebMockTestCase):
2212 def test_values(self):
2213 mouvement = portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 2214 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
2215 "date": "2017-12-30 12:00:12", "rate": "0.1",
2216 "amount": "10", "total": "1"
2217 })
2218 self.assertEqual("ETH", mouvement.currency)
2219 self.assertEqual("BTC", mouvement.base_currency)
2220 self.assertEqual(42, mouvement.id)
2221 self.assertEqual("buy", mouvement.action)
2222 self.assertEqual(D("0.0015"), mouvement.fee_rate)
2223 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2224 self.assertEqual(D("0.1"), mouvement.rate)
2225 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2226 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2227
df9e4e7f
IB
2228 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2229 self.assertIsNone(mouvement.date)
2230 self.assertIsNone(mouvement.id)
2231 self.assertIsNone(mouvement.action)
2232 self.assertEqual(-1, mouvement.fee_rate)
2233 self.assertEqual(0, mouvement.rate)
2234 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2235 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2236
c31df868
IB
2237 def test__repr(self):
2238 mouvement = portfolio.Mouvement("ETH", "BTC", {
2239 "tradeID": 42, "type": "buy", "fee": "0.0015",
2240 "date": "2017-12-30 12:00:12", "rate": "0.1",
2241 "amount": "10", "total": "1"
2242 })
2243 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
3d0247f9 2244
c31df868
IB
2245 mouvement = portfolio.Mouvement("ETH", "BTC", {
2246 "tradeID": 42, "type": "buy",
2247 "date": "garbage", "rate": "0.1",
2248 "amount": "10", "total": "1"
2249 })
2250 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
2251
3d0247f9
IB
2252 def test_as_json(self):
2253 mouvement = portfolio.Mouvement("ETH", "BTC", {
2254 "tradeID": 42, "type": "buy", "fee": "0.0015",
2255 "date": "2017-12-30 12:00:12", "rate": "0.1",
2256 "amount": "10", "total": "1"
2257 })
2258 as_json = mouvement.as_json()
2259
2260 self.assertEqual(D("0.0015"), as_json["fee_rate"])
2261 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
2262 self.assertEqual("buy", as_json["action"])
2263 self.assertEqual(D("10"), as_json["total"])
2264 self.assertEqual(D("1"), as_json["total_in_base"])
2265 self.assertEqual("BTC", as_json["base_currency"])
2266 self.assertEqual("ETH", as_json["currency"])
2267
2268@unittest.skipUnless("unit" in limits, "Unit skipped")
2269class ReportStoreTest(WebMockTestCase):
2270 def test_add_log(self):
f86ee140
IB
2271 report_store = market.ReportStore(self.m)
2272 report_store.add_log({"foo": "bar"})
3d0247f9 2273
f86ee140 2274 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
3d0247f9
IB
2275
2276 def test_set_verbose(self):
f86ee140 2277 report_store = market.ReportStore(self.m)
3d0247f9 2278 with self.subTest(verbose=True):
f86ee140
IB
2279 report_store.set_verbose(True)
2280 self.assertTrue(report_store.verbose_print)
3d0247f9
IB
2281
2282 with self.subTest(verbose=False):
f86ee140
IB
2283 report_store.set_verbose(False)
2284 self.assertFalse(report_store.verbose_print)
3d0247f9
IB
2285
2286 def test_print_log(self):
f86ee140 2287 report_store = market.ReportStore(self.m)
3d0247f9
IB
2288 with self.subTest(verbose=True),\
2289 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2290 report_store.set_verbose(True)
2291 report_store.print_log("Coucou")
2292 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB
2293 self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
2294
2295 with self.subTest(verbose=False),\
2296 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2297 report_store.set_verbose(False)
2298 report_store.print_log("Coucou")
2299 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB
2300 self.assertEqual(stdout_mock.getvalue(), "")
2301
2302 def test_to_json(self):
f86ee140
IB
2303 report_store = market.ReportStore(self.m)
2304 report_store.logs.append({"foo": "bar"})
c5a7f286 2305 self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
f86ee140 2306 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
c5a7f286 2307 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
f86ee140 2308 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
c5a7f286 2309 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json())
3d0247f9 2310
f86ee140
IB
2311 @mock.patch.object(market.ReportStore, "print_log")
2312 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2313 def test_log_stage(self, add_log, print_log):
f86ee140 2314 report_store = market.ReportStore(self.m)
7bd830a8
IB
2315 c = lambda x: x
2316 report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
3d0247f9
IB
2317 print_log.assert_has_calls([
2318 mock.call("-----------"),
7bd830a8 2319 mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3d0247f9 2320 ])
7bd830a8
IB
2321 add_log.assert_called_once_with({
2322 'type': 'stage',
2323 'stage': 'foo',
2324 'args': {
2325 'bar': 'baz',
2326 'c': 'c = lambda x: x',
2327 'd': {
2328 'currency': 'BTC',
2329 'value': D('1')
2330 }
2331 }
2332 })
3d0247f9 2333
f86ee140
IB
2334 @mock.patch.object(market.ReportStore, "print_log")
2335 @mock.patch.object(market.ReportStore, "add_log")
2336 def test_log_balances(self, add_log, print_log):
2337 report_store = market.ReportStore(self.m)
2338 self.m.balances.as_json.return_value = "json"
2339 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
3d0247f9 2340
f86ee140 2341 report_store.log_balances(tag="tag")
3d0247f9
IB
2342 print_log.assert_has_calls([
2343 mock.call("[Balance]"),
2344 mock.call("\tbar"),
2345 mock.call("\tbaz"),
2346 ])
18167a3c
IB
2347 add_log.assert_called_once_with({
2348 'type': 'balance',
2349 'balances': 'json',
2350 'tag': 'tag'
2351 })
3d0247f9 2352
f86ee140
IB
2353 @mock.patch.object(market.ReportStore, "print_log")
2354 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2355 def test_log_tickers(self, add_log, print_log):
f86ee140 2356 report_store = market.ReportStore(self.m)
3d0247f9
IB
2357 amounts = {
2358 "BTC": portfolio.Amount("BTC", 10),
2359 "ETH": portfolio.Amount("BTC", D("0.3"))
2360 }
2361 amounts["ETH"].rate = D("0.1")
2362
f86ee140 2363 report_store.log_tickers(amounts, "BTC", "default", "total")
3d0247f9
IB
2364 print_log.assert_not_called()
2365 add_log.assert_called_once_with({
2366 'type': 'tickers',
2367 'compute_value': 'default',
2368 'balance_type': 'total',
2369 'currency': 'BTC',
2370 'balances': {
2371 'BTC': D('10'),
2372 'ETH': D('0.3')
2373 },
2374 'rates': {
2375 'BTC': None,
2376 'ETH': D('0.1')
2377 },
2378 'total': D('10.3')
2379 })
2380
aca4d437
IB
2381 add_log.reset_mock()
2382 compute_value = lambda x: x["bid"]
2383 report_store.log_tickers(amounts, "BTC", compute_value, "total")
2384 add_log.assert_called_once_with({
2385 'type': 'tickers',
2386 'compute_value': 'compute_value = lambda x: x["bid"]',
2387 'balance_type': 'total',
2388 'currency': 'BTC',
2389 'balances': {
2390 'BTC': D('10'),
2391 'ETH': D('0.3')
2392 },
2393 'rates': {
2394 'BTC': None,
2395 'ETH': D('0.1')
2396 },
2397 'total': D('10.3')
2398 })
2399
f86ee140
IB
2400 @mock.patch.object(market.ReportStore, "print_log")
2401 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2402 def test_log_dispatch(self, add_log, print_log):
f86ee140 2403 report_store = market.ReportStore(self.m)
3d0247f9
IB
2404 amount = portfolio.Amount("BTC", "10.3")
2405 amounts = {
2406 "BTC": portfolio.Amount("BTC", 10),
2407 "ETH": portfolio.Amount("BTC", D("0.3"))
2408 }
f86ee140 2409 report_store.log_dispatch(amount, amounts, "medium", "repartition")
3d0247f9
IB
2410 print_log.assert_not_called()
2411 add_log.assert_called_once_with({
2412 'type': 'dispatch',
2413 'liquidity': 'medium',
2414 'repartition_ratio': 'repartition',
2415 'total_amount': {
2416 'currency': 'BTC',
2417 'value': D('10.3')
2418 },
2419 'repartition': {
2420 'BTC': D('10'),
2421 'ETH': D('0.3')
2422 }
2423 })
2424
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IB
2425 @mock.patch.object(market.ReportStore, "print_log")
2426 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2427 def test_log_trades(self, add_log, print_log):
f86ee140 2428 report_store = market.ReportStore(self.m)
3d0247f9
IB
2429 trade_mock1 = mock.Mock()
2430 trade_mock2 = mock.Mock()
2431 trade_mock1.as_json.return_value = { "trade": "1" }
2432 trade_mock2.as_json.return_value = { "trade": "2" }
2433
2434 matching_and_trades = [
2435 (True, trade_mock1),
2436 (False, trade_mock2),
2437 ]
f86ee140 2438 report_store.log_trades(matching_and_trades, "only")
3d0247f9
IB
2439
2440 print_log.assert_not_called()
2441 add_log.assert_called_with({
2442 'type': 'trades',
2443 'only': 'only',
f86ee140 2444 'debug': False,
3d0247f9
IB
2445 'trades': [
2446 {'trade': '1', 'skipped': False},
2447 {'trade': '2', 'skipped': True}
2448 ]
2449 })
2450
f86ee140
IB
2451 @mock.patch.object(market.ReportStore, "print_log")
2452 @mock.patch.object(market.ReportStore, "add_log")
2453 def test_log_orders(self, add_log, print_log):
2454 report_store = market.ReportStore(self.m)
2455
3d0247f9
IB
2456 order_mock1 = mock.Mock()
2457 order_mock2 = mock.Mock()
2458
2459 order_mock1.as_json.return_value = "order1"
2460 order_mock2.as_json.return_value = "order2"
2461
2462 orders = [order_mock1, order_mock2]
2463
f86ee140 2464 report_store.log_orders(orders, tick="tick",
3d0247f9
IB
2465 only="only", compute_value="compute_value")
2466
2467 print_log.assert_called_once_with("[Orders]")
f86ee140 2468 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
3d0247f9
IB
2469
2470 add_log.assert_called_with({
2471 'type': 'orders',
2472 'only': 'only',
2473 'compute_value': 'compute_value',
2474 'tick': 'tick',
2475 'orders': ['order1', 'order2']
2476 })
2477
aca4d437
IB
2478 add_log.reset_mock()
2479 def compute_value(x, y):
2480 return x[y]
2481 report_store.log_orders(orders, tick="tick",
2482 only="only", compute_value=compute_value)
2483 add_log.assert_called_with({
2484 'type': 'orders',
2485 'only': 'only',
2486 'compute_value': 'def compute_value(x, y):\n return x[y]',
2487 'tick': 'tick',
2488 'orders': ['order1', 'order2']
2489 })
2490
2491
f86ee140
IB
2492 @mock.patch.object(market.ReportStore, "print_log")
2493 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2494 def test_log_order(self, add_log, print_log):
f86ee140 2495 report_store = market.ReportStore(self.m)
3d0247f9
IB
2496 order_mock = mock.Mock()
2497 order_mock.as_json.return_value = "order"
2498 new_order_mock = mock.Mock()
2499 new_order_mock.as_json.return_value = "new_order"
2500 order_mock.__repr__ = mock.Mock()
2501 order_mock.__repr__.return_value = "Order Mock"
2502 new_order_mock.__repr__ = mock.Mock()
2503 new_order_mock.__repr__.return_value = "New order Mock"
2504
2505 with self.subTest(finished=True):
f86ee140 2506 report_store.log_order(order_mock, 1, finished=True)
3d0247f9
IB
2507 print_log.assert_called_once_with("[Order] Finished Order Mock")
2508 add_log.assert_called_once_with({
2509 'type': 'order',
2510 'tick': 1,
2511 'update': None,
2512 'order': 'order',
2513 'compute_value': None,
2514 'new_order': None
2515 })
2516
2517 add_log.reset_mock()
2518 print_log.reset_mock()
2519
2520 with self.subTest(update="waiting"):
f86ee140 2521 report_store.log_order(order_mock, 1, update="waiting")
3d0247f9
IB
2522 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
2523 add_log.assert_called_once_with({
2524 'type': 'order',
2525 'tick': 1,
2526 'update': 'waiting',
2527 'order': 'order',
2528 'compute_value': None,
2529 'new_order': None
2530 })
2531
2532 add_log.reset_mock()
2533 print_log.reset_mock()
2534 with self.subTest(update="adjusting"):
aca4d437 2535 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
f86ee140 2536 report_store.log_order(order_mock, 3,
3d0247f9 2537 update="adjusting", new_order=new_order_mock,
aca4d437 2538 compute_value=compute_value)
3d0247f9
IB
2539 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
2540 add_log.assert_called_once_with({
2541 'type': 'order',
2542 'tick': 3,
2543 'update': 'adjusting',
2544 'order': 'order',
aca4d437 2545 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
3d0247f9
IB
2546 'new_order': 'new_order'
2547 })
2548
2549 add_log.reset_mock()
2550 print_log.reset_mock()
2551 with self.subTest(update="market_fallback"):
f86ee140 2552 report_store.log_order(order_mock, 7,
3d0247f9
IB
2553 update="market_fallback", new_order=new_order_mock)
2554 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
2555 add_log.assert_called_once_with({
2556 'type': 'order',
2557 'tick': 7,
2558 'update': 'market_fallback',
2559 'order': 'order',
2560 'compute_value': None,
2561 'new_order': 'new_order'
2562 })
2563
2564 add_log.reset_mock()
2565 print_log.reset_mock()
2566 with self.subTest(update="market_adjusting"):
f86ee140 2567 report_store.log_order(order_mock, 17,
3d0247f9
IB
2568 update="market_adjust", new_order=new_order_mock)
2569 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
2570 add_log.assert_called_once_with({
2571 'type': 'order',
2572 'tick': 17,
2573 'update': 'market_adjust',
2574 'order': 'order',
2575 'compute_value': None,
2576 'new_order': 'new_order'
2577 })
2578
f86ee140
IB
2579 @mock.patch.object(market.ReportStore, "print_log")
2580 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2581 def test_log_move_balances(self, add_log, print_log):
f86ee140 2582 report_store = market.ReportStore(self.m)
3d0247f9
IB
2583 needed = {
2584 "BTC": portfolio.Amount("BTC", 10),
2585 "USDT": 1
2586 }
2587 moving = {
2588 "BTC": portfolio.Amount("BTC", 3),
2589 "USDT": -2
2590 }
f86ee140 2591 report_store.log_move_balances(needed, moving)
3d0247f9
IB
2592 print_log.assert_not_called()
2593 add_log.assert_called_once_with({
2594 'type': 'move_balances',
f86ee140 2595 'debug': False,
3d0247f9
IB
2596 'needed': {
2597 'BTC': D('10'),
2598 'USDT': 1
2599 },
2600 'moving': {
2601 'BTC': D('3'),
2602 'USDT': -2
2603 }
2604 })
2605
f86ee140
IB
2606 @mock.patch.object(market.ReportStore, "print_log")
2607 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2608 def test_log_http_request(self, add_log, print_log):
f86ee140 2609 report_store = market.ReportStore(self.m)
3d0247f9
IB
2610 response = mock.Mock()
2611 response.status_code = 200
2612 response.text = "Hey"
2613
f86ee140 2614 report_store.log_http_request("method", "url", "body",
3d0247f9
IB
2615 "headers", response)
2616 print_log.assert_not_called()
2617 add_log.assert_called_once_with({
2618 'type': 'http_request',
2619 'method': 'method',
2620 'url': 'url',
2621 'body': 'body',
2622 'headers': 'headers',
2623 'status': 200,
2624 'response': 'Hey'
2625 })
2626
f86ee140
IB
2627 @mock.patch.object(market.ReportStore, "print_log")
2628 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2629 def test_log_error(self, add_log, print_log):
f86ee140 2630 report_store = market.ReportStore(self.m)
3d0247f9 2631 with self.subTest(message=None, exception=None):
f86ee140 2632 report_store.log_error("action")
3d0247f9
IB
2633 print_log.assert_called_once_with("[Error] action")
2634 add_log.assert_called_once_with({
2635 'type': 'error',
2636 'action': 'action',
2637 'exception_class': None,
2638 'exception_message': None,
2639 'message': None
2640 })
2641
2642 print_log.reset_mock()
2643 add_log.reset_mock()
2644 with self.subTest(message="Hey", exception=None):
f86ee140 2645 report_store.log_error("action", message="Hey")
3d0247f9
IB
2646 print_log.assert_has_calls([
2647 mock.call("[Error] action"),
2648 mock.call("\tHey")
2649 ])
2650 add_log.assert_called_once_with({
2651 'type': 'error',
2652 'action': 'action',
2653 'exception_class': None,
2654 'exception_message': None,
2655 'message': "Hey"
2656 })
2657
2658 print_log.reset_mock()
2659 add_log.reset_mock()
2660 with self.subTest(message=None, exception=Exception("bouh")):
f86ee140 2661 report_store.log_error("action", exception=Exception("bouh"))
3d0247f9
IB
2662 print_log.assert_has_calls([
2663 mock.call("[Error] action"),
2664 mock.call("\tException: bouh")
2665 ])
2666 add_log.assert_called_once_with({
2667 'type': 'error',
2668 'action': 'action',
2669 'exception_class': "Exception",
2670 'exception_message': "bouh",
2671 'message': None
2672 })
2673
2674 print_log.reset_mock()
2675 add_log.reset_mock()
2676 with self.subTest(message="Hey", exception=Exception("bouh")):
f86ee140 2677 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
3d0247f9
IB
2678 print_log.assert_has_calls([
2679 mock.call("[Error] action"),
2680 mock.call("\tException: bouh"),
2681 mock.call("\tHey")
2682 ])
2683 add_log.assert_called_once_with({
2684 'type': 'error',
2685 'action': 'action',
2686 'exception_class': "Exception",
2687 'exception_message': "bouh",
2688 'message': "Hey"
2689 })
2690
f86ee140
IB
2691 @mock.patch.object(market.ReportStore, "print_log")
2692 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2693 def test_log_debug_action(self, add_log, print_log):
f86ee140
IB
2694 report_store = market.ReportStore(self.m)
2695 report_store.log_debug_action("Hey")
3d0247f9
IB
2696
2697 print_log.assert_called_once_with("[Debug] Hey")
2698 add_log.assert_called_once_with({
2699 'type': 'debug_action',
2700 'action': 'Hey'
2701 })
2702
f86ee140
IB
2703@unittest.skipUnless("unit" in limits, "Unit skipped")
2704class HelperTest(WebMockTestCase):
2033e7fe
IB
2705 def test_make_order(self):
2706 self.m.get_ticker.return_value = {
2707 "inverted": False,
2708 "average": D("0.1"),
2709 "bid": D("0.09"),
2710 "ask": D("0.11"),
2711 }
2712
2713 with self.subTest(description="nominal case"):
2714 helper.make_order(self.m, 10, "ETH")
2715
2716 self.m.report.log_stage.assert_has_calls([
2717 mock.call("make_order_begin"),
2718 mock.call("make_order_end"),
2719 ])
2720 self.m.balances.fetch_balances.assert_has_calls([
2721 mock.call(tag="make_order_begin"),
2722 mock.call(tag="make_order_end"),
2723 ])
2724 self.m.trades.all.append.assert_called_once()
2725 trade = self.m.trades.all.append.mock_calls[0][1][0]
2726 self.assertEqual(False, trade.orders[0].close_if_possible)
2727 self.assertEqual(0, trade.value_from)
2728 self.assertEqual("ETH", trade.currency)
2729 self.assertEqual("BTC", trade.base_currency)
2730 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2731 self.m.trades.run_orders.assert_called_once_with()
2732 self.m.follow_orders.assert_called_once_with()
2733
2734 order = trade.orders[0]
2735 self.assertEqual(D("0.10"), order.rate)
2736
2737 self.m.reset_mock()
2738 with self.subTest(compute_value="default"):
2739 helper.make_order(self.m, 10, "ETH", action="dispose",
2740 compute_value="ask")
2741
2742 trade = self.m.trades.all.append.mock_calls[0][1][0]
2743 order = trade.orders[0]
2744 self.assertEqual(D("0.11"), order.rate)
2745
2746 self.m.reset_mock()
2747 with self.subTest(follow=False):
2748 result = helper.make_order(self.m, 10, "ETH", follow=False)
2749
2750 self.m.report.log_stage.assert_has_calls([
2751 mock.call("make_order_begin"),
2752 mock.call("make_order_end_not_followed"),
2753 ])
2754 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
2755
2756 self.m.trades.all.append.assert_called_once()
2757 trade = self.m.trades.all.append.mock_calls[0][1][0]
2758 self.assertEqual(0, trade.value_from)
2759 self.assertEqual("ETH", trade.currency)
2760 self.assertEqual("BTC", trade.base_currency)
2761 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2762 self.m.trades.run_orders.assert_called_once_with()
2763 self.m.follow_orders.assert_not_called()
2764 self.assertEqual(trade.orders[0], result)
2765
2766 self.m.reset_mock()
2767 with self.subTest(base_currency="USDT"):
2768 helper.make_order(self.m, 1, "BTC", base_currency="USDT")
2769
2770 trade = self.m.trades.all.append.mock_calls[0][1][0]
2771 self.assertEqual("BTC", trade.currency)
2772 self.assertEqual("USDT", trade.base_currency)
2773
2774 self.m.reset_mock()
2775 with self.subTest(close_if_possible=True):
2776 helper.make_order(self.m, 10, "ETH", close_if_possible=True)
2777
2778 trade = self.m.trades.all.append.mock_calls[0][1][0]
2779 self.assertEqual(True, trade.orders[0].close_if_possible)
2780
2781 self.m.reset_mock()
2782 with self.subTest(action="dispose"):
2783 helper.make_order(self.m, 10, "ETH", action="dispose")
2784
2785 trade = self.m.trades.all.append.mock_calls[0][1][0]
2786 self.assertEqual(0, trade.value_to)
2787 self.assertEqual(1, trade.value_from.value)
2788 self.assertEqual("ETH", trade.currency)
2789 self.assertEqual("BTC", trade.base_currency)
2790
2791 self.m.reset_mock()
2792 with self.subTest(compute_value="default"):
2793 helper.make_order(self.m, 10, "ETH", action="dispose",
2794 compute_value="bid")
2795
2796 trade = self.m.trades.all.append.mock_calls[0][1][0]
2797 self.assertEqual(D("0.9"), trade.value_from.value)
2798
2799 def test_user_market(self):
2800 with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\
2801 mock.patch("helper.main_parse_config") as main_parse_config:
2802 with self.subTest(debug=False):
2803 main_parse_config.return_value = ["pg_config", "report_path"]
2804 main_fetch_markets.return_value = [({"key": "market_config"},)]
2805 m = helper.get_user_market("config_path.ini", 1)
2806
2807 self.assertIsInstance(m, market.Market)
2808 self.assertFalse(m.debug)
2809
2810 with self.subTest(debug=True):
2811 main_parse_config.return_value = ["pg_config", "report_path"]
2812 main_fetch_markets.return_value = [({"key": "market_config"},)]
2813 m = helper.get_user_market("config_path.ini", 1, debug=True)
2814
2815 self.assertIsInstance(m, market.Market)
2816 self.assertTrue(m.debug)
2817
f86ee140
IB
2818 def test_main_store_report(self):
2819 file_open = mock.mock_open()
2820 with self.subTest(file=None), mock.patch("__main__.open", file_open):
2821 helper.main_store_report(None, 1, self.m)
2822 file_open.assert_not_called()
2823
2824 file_open = mock.mock_open()
2825 with self.subTest(file="present"), mock.patch("helper.open", file_open),\
2826 mock.patch.object(helper, "datetime") as time_mock:
2827 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
2828 self.m.report.to_json.return_value = "json_content"
2829
2830 helper.main_store_report("present", 1, self.m)
2831
2832 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
2833 file_open().write.assert_called_once_with("json_content")
2834 self.m.report.to_json.assert_called_once_with()
2835
2836 with self.subTest(file="error"),\
2837 mock.patch("helper.open") as file_open,\
2838 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2839 file_open.side_effect = FileNotFoundError
2840
2841 helper.main_store_report("error", 1, self.m)
2842
2843 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
2844
9db7d156
IB
2845 @mock.patch("helper.Processor.process")
2846 def test_main_process_market(self, process):
f86ee140 2847 with self.subTest(before=False, after=False):
9db7d156
IB
2848 m = mock.Mock()
2849 helper.main_process_market(m, None)
2850
2851 process.assert_not_called()
f86ee140 2852
9db7d156 2853 process.reset_mock()
f86ee140 2854 with self.subTest(before=True, after=False):
9db7d156 2855 helper.main_process_market(m, None, before=True)
f86ee140 2856
9db7d156
IB
2857 process.assert_called_once_with("sell_all", steps="before")
2858
2859 process.reset_mock()
f86ee140 2860 with self.subTest(before=False, after=True):
9db7d156 2861 helper.main_process_market(m, None, after=True)
f86ee140 2862
9db7d156 2863 process.assert_called_once_with("sell_all", steps="after")
f86ee140 2864
9db7d156 2865 process.reset_mock()
f86ee140 2866 with self.subTest(before=True, after=True):
9db7d156 2867 helper.main_process_market(m, None, before=True, after=True)
f86ee140 2868
9db7d156
IB
2869 process.assert_has_calls([
2870 mock.call("sell_all", steps="before"),
2871 mock.call("sell_all", steps="after"),
2872 ])
2873
2874 process.reset_mock()
516a2517
IB
2875 with self.subTest(action="print_balances"),\
2876 mock.patch("helper.print_balances") as print_balances:
23f4616a 2877 helper.main_process_market("user", ["print_balances"])
516a2517 2878
9db7d156 2879 process.assert_not_called()
516a2517
IB
2880 print_balances.assert_called_once_with("user")
2881
2882 with self.subTest(action="print_orders"),\
23f4616a
IB
2883 mock.patch("helper.print_orders") as print_orders,\
2884 mock.patch("helper.print_balances") as print_balances:
2885 helper.main_process_market("user", ["print_orders", "print_balances"])
516a2517 2886
9db7d156 2887 process.assert_not_called()
516a2517 2888 print_orders.assert_called_once_with("user")
23f4616a 2889 print_balances.assert_called_once_with("user")
516a2517
IB
2890
2891 with self.subTest(action="unknown"),\
2892 self.assertRaises(NotImplementedError):
23f4616a 2893 helper.main_process_market("user", ["unknown"])
516a2517 2894
f86ee140
IB
2895 @mock.patch.object(helper, "psycopg2")
2896 def test_fetch_markets(self, psycopg2):
2897 connect_mock = mock.Mock()
2898 cursor_mock = mock.MagicMock()
2899 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
2900
2901 connect_mock.cursor.return_value = cursor_mock
2902 psycopg2.connect.return_value = connect_mock
2903
516a2517
IB
2904 with self.subTest(user=None):
2905 rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
2906
2907 psycopg2.connect.assert_called_once_with(foo="bar")
2908 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
2909
2910 self.assertEqual(["row_1", "row_2"], rows)
2911
2912 psycopg2.connect.reset_mock()
2913 cursor_mock.execute.reset_mock()
2914 with self.subTest(user=1):
2915 rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
f86ee140 2916
516a2517
IB
2917 psycopg2.connect.assert_called_once_with(foo="bar")
2918 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
f86ee140 2919
516a2517 2920 self.assertEqual(["row_1", "row_2"], rows)
f86ee140
IB
2921
2922 @mock.patch.object(helper.sys, "exit")
2923 def test_main_parse_args(self, exit):
2924 with self.subTest(config="config.ini"):
2925 args = helper.main_parse_args([])
2926 self.assertEqual("config.ini", args.config)
2927 self.assertFalse(args.before)
2928 self.assertFalse(args.after)
2929 self.assertFalse(args.debug)
2930
2931 args = helper.main_parse_args(["--before", "--after", "--debug"])
2932 self.assertTrue(args.before)
2933 self.assertTrue(args.after)
2934 self.assertTrue(args.debug)
2935
2936 exit.assert_not_called()
2937
2938 with self.subTest(config="inexistant"),\
2939 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2940 args = helper.main_parse_args(["--config", "foo.bar"])
2941 exit.assert_called_once_with(1)
2942 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
2943
2944 @mock.patch.object(helper.sys, "exit")
2945 @mock.patch("helper.configparser")
2946 @mock.patch("helper.os")
2947 def test_main_parse_config(self, os, configparser, exit):
2948 with self.subTest(pg_config=True, report_path=None):
2949 config_mock = mock.MagicMock()
2950 configparser.ConfigParser.return_value = config_mock
2951 def config(element):
2952 return element == "postgresql"
2953
2954 config_mock.__contains__.side_effect = config
2955 config_mock.__getitem__.return_value = "pg_config"
2956
2957 result = helper.main_parse_config("configfile")
2958
2959 config_mock.read.assert_called_with("configfile")
2960
2961 self.assertEqual(["pg_config", None], result)
2962
2963 with self.subTest(pg_config=True, report_path="present"):
2964 config_mock = mock.MagicMock()
2965 configparser.ConfigParser.return_value = config_mock
2966
2967 config_mock.__contains__.return_value = True
2968 config_mock.__getitem__.side_effect = [
2969 {"report_path": "report_path"},
2970 {"report_path": "report_path"},
2971 "pg_config",
2972 ]
2973
2974 os.path.exists.return_value = False
2975 result = helper.main_parse_config("configfile")
2976
2977 config_mock.read.assert_called_with("configfile")
2978 self.assertEqual(["pg_config", "report_path"], result)
2979 os.path.exists.assert_called_once_with("report_path")
2980 os.makedirs.assert_called_once_with("report_path")
2981
2982 with self.subTest(pg_config=False),\
2983 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2984 config_mock = mock.MagicMock()
2985 configparser.ConfigParser.return_value = config_mock
2986 result = helper.main_parse_config("configfile")
2987
2988 config_mock.read.assert_called_with("configfile")
2989 exit.assert_called_once_with(1)
2990 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
2991
2992
2993 def test_print_orders(self):
2994 helper.print_orders(self.m)
2995
2996 self.m.report.log_stage.assert_called_with("print_orders")
2997 self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
2998 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2999 compute_value="average")
3000 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3001
3002 def test_print_balances(self):
3003 self.m.balances.in_currency.return_value = {
3004 "BTC": portfolio.Amount("BTC", "0.65"),
3005 "ETH": portfolio.Amount("BTC", "0.3"),
3006 }
3007
3008 helper.print_balances(self.m)
3009
f70bb858 3010 self.m.report.log_stage.assert_called_once_with("print_balances")
f86ee140
IB
3011 self.m.balances.fetch_balances.assert_called_with()
3012 self.m.report.print_log.assert_has_calls([
3013 mock.call("total:"),
3014 mock.call(portfolio.Amount("BTC", "0.95")),
3015 ])
3016
66f1aed5
IB
3017@unittest.skipUnless("unit" in limits, "Unit skipped")
3018class ProcessorTest(WebMockTestCase):
3019 def test_values(self):
3020 processor = helper.Processor(self.m)
f86ee140 3021
66f1aed5 3022 self.assertEqual(self.m, processor.market)
f86ee140 3023
66f1aed5
IB
3024 def test_run_action(self):
3025 processor = helper.Processor(self.m)
f86ee140 3026
66f1aed5
IB
3027 with mock.patch.object(processor, "parse_args") as parse_args:
3028 method_mock = mock.Mock()
3029 parse_args.return_value = [method_mock, { "foo": "bar" }]
f86ee140 3030
66f1aed5 3031 processor.run_action("foo", "bar", "baz")
f86ee140 3032
66f1aed5 3033 parse_args.assert_called_with("foo", "bar", "baz")
f86ee140 3034
66f1aed5 3035 method_mock.assert_called_with(foo="bar")
065ee342 3036
66f1aed5 3037 processor.run_action("wait_for_recent", "bar", "baz")
065ee342 3038
66f1aed5
IB
3039 method_mock.assert_called_with(self.m, foo="bar")
3040
3041 def test_select_step(self):
3042 processor = helper.Processor(self.m)
3043
3044 scenario = processor.scenarios["sell_all"]
3045
3046 self.assertEqual(scenario, processor.select_steps(scenario, "all"))
3047 self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before"))))
3048 self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after"))))
3049 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2))))
3050 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait"))))
3051
3052 with self.assertRaises(TypeError):
3053 processor.select_steps(scenario, ["wait"])
3054
3055 @mock.patch("helper.Processor.process_step")
3056 def test_process(self, process_step):
3057 processor = helper.Processor(self.m)
3058
3059 processor.process("sell_all", foo="bar")
3060 self.assertEqual(3, process_step.call_count)
3061
3062 steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls))
3063 scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls))
3064 kwargs = list(map(lambda x: x[1][2], process_step.mock_calls))
3065 self.assertEqual(["all_sell", "wait", "all_buy"], steps)
3066 self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names)
3067 self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs)
3068
3069 process_step.reset_mock()
3070
3071 processor.process("sell_needed", steps=["before", "after"])
3072 self.assertEqual(3, process_step.call_count)
3073
3074 def test_method_arguments(self):
3075 ccxt = mock.Mock(spec=market.ccxt.poloniexE)
3076 m = market.Market(ccxt)
3077
3078 processor = helper.Processor(m)
3079
3080 method, arguments = processor.method_arguments("wait_for_recent")
3081 self.assertEqual(portfolio.Portfolio.wait_for_recent, method)
3082 self.assertEqual(["delta"], arguments)
3083
3084 method, arguments = processor.method_arguments("prepare_trades")
3085 self.assertEqual(m.prepare_trades, method)
3086 self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
3087
3088 method, arguments = processor.method_arguments("prepare_orders")
3089 self.assertEqual(m.trades.prepare_orders, method)
3090
3091 method, arguments = processor.method_arguments("move_balances")
3092 self.assertEqual(m.move_balances, method)
3093
3094 method, arguments = processor.method_arguments("run_orders")
3095 self.assertEqual(m.trades.run_orders, method)
3096
3097 method, arguments = processor.method_arguments("follow_orders")
3098 self.assertEqual(m.follow_orders, method)
3099
3100 method, arguments = processor.method_arguments("close_trades")
3101 self.assertEqual(m.trades.close_trades, method)
3102
3103 def test_process_step(self):
3104 processor = helper.Processor(self.m)
3105
3106 with mock.patch.object(processor, "run_action") as run_action:
3107 step = processor.scenarios["sell_needed"][1]
3108
3109 processor.process_step("foo", step, {"foo":"bar"})
3110
3111 self.m.report.log_stage.assert_has_calls([
3112 mock.call("process_foo__1_sell_begin"),
3113 mock.call("process_foo__1_sell_end"),
3114 ])
3115 self.m.balances.fetch_balances.assert_has_calls([
3116 mock.call(tag="process_foo__1_sell_begin"),
3117 mock.call(tag="process_foo__1_sell_end"),
3118 ])
3119
3120 self.assertEqual(5, run_action.call_count)
3121
3122 run_action.assert_has_calls([
3123 mock.call('prepare_trades', {}, {'foo': 'bar'}),
3124 mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}),
3125 mock.call('run_orders', {}, {'foo': 'bar'}),
3126 mock.call('follow_orders', {}, {'foo': 'bar'}),
3127 mock.call('close_trades', {}, {'foo': 'bar'}),
3128 ])
3129
3130 self.m.reset_mock()
3131 with mock.patch.object(processor, "run_action") as run_action:
3132 step = processor.scenarios["sell_needed"][0]
3133
3134 processor.process_step("foo", step, {"foo":"bar"})
3135 self.m.balances.fetch_balances.assert_not_called()
3136
3137 def test_parse_args(self):
3138 processor = helper.Processor(self.m)
3139
3140 with mock.patch.object(processor, "method_arguments") as method_arguments:
3141 method_mock = mock.Mock()
3142 method_arguments.return_value = [
3143 method_mock,
3144 ["foo2", "foo"]
3145 ]
3146 method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"})
3147
3148 self.assertEqual(method_mock, method)
3149 self.assertEqual({"foo": "bar2", "foo2": "bar"}, args)
3150
3151 with mock.patch.object(processor, "method_arguments") as method_arguments:
3152 method_mock = mock.Mock()
3153 method_arguments.return_value = [
3154 method_mock,
3155 ["repartition"]
3156 ]
3157 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {})
3158
3159 self.assertEqual(1, len(args["repartition"]))
3160 self.assertIn("BTC", args["repartition"])
3161
3162 with mock.patch.object(processor, "method_arguments") as method_arguments:
3163 method_mock = mock.Mock()
3164 method_arguments.return_value = [
3165 method_mock,
3166 ["repartition", "base_currency"]
3167 ]
3168 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"})
3169
3170 self.assertEqual(1, len(args["repartition"]))
3171 self.assertIn("USDT", args["repartition"])
3172
3173 with mock.patch.object(processor, "method_arguments") as method_arguments:
3174 method_mock = mock.Mock()
3175 method_arguments.return_value = [
3176 method_mock,
3177 ["repartition", "base_currency"]
3178 ]
3179 method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"})
3180
3181 self.assertEqual(1, len(args["repartition"]))
3182 self.assertIn("ETH", args["repartition"])
f86ee140 3183
f86ee140 3184
1aa7d4fa 3185@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
80cdd672
IB
3186class AcceptanceTest(WebMockTestCase):
3187 @unittest.expectedFailure
a9950fd0 3188 def test_success_sell_only_necessary(self):
3d0247f9 3189 # FIXME: catch stdout
f86ee140 3190 self.m.report.verbose_print = False
a9950fd0
IB
3191 fetch_balance = {
3192 "ETH": {
c51687d2
IB
3193 "exchange_free": D("1.0"),
3194 "exchange_used": D("0.0"),
3195 "exchange_total": D("1.0"),
a9950fd0
IB
3196 "total": D("1.0"),
3197 },
3198 "ETC": {
c51687d2
IB
3199 "exchange_free": D("4.0"),
3200 "exchange_used": D("0.0"),
3201 "exchange_total": D("4.0"),
a9950fd0
IB
3202 "total": D("4.0"),
3203 },
3204 "XVG": {
c51687d2
IB
3205 "exchange_free": D("1000.0"),
3206 "exchange_used": D("0.0"),
3207 "exchange_total": D("1000.0"),
a9950fd0
IB
3208 "total": D("1000.0"),
3209 },
3210 }
3211 repartition = {
350ed24d
IB
3212 "ETH": (D("0.25"), "long"),
3213 "ETC": (D("0.25"), "long"),
3214 "BTC": (D("0.4"), "long"),
3215 "BTD": (D("0.01"), "short"),
3216 "B2X": (D("0.04"), "long"),
3217 "USDT": (D("0.05"), "long"),
a9950fd0
IB
3218 }
3219
3220 def fetch_ticker(symbol):
3221 if symbol == "ETH/BTC":
3222 return {
3223 "symbol": "ETH/BTC",
3224 "bid": D("0.14"),
3225 "ask": D("0.16")
3226 }
3227 if symbol == "ETC/BTC":
3228 return {
3229 "symbol": "ETC/BTC",
3230 "bid": D("0.002"),
3231 "ask": D("0.003")
3232 }
3233 if symbol == "XVG/BTC":
3234 return {
3235 "symbol": "XVG/BTC",
3236 "bid": D("0.00003"),
3237 "ask": D("0.00005")
3238 }
3239 if symbol == "BTD/BTC":
3240 return {
3241 "symbol": "BTD/BTC",
3242 "bid": D("0.0008"),
3243 "ask": D("0.0012")
3244 }
350ed24d
IB
3245 if symbol == "B2X/BTC":
3246 return {
3247 "symbol": "B2X/BTC",
3248 "bid": D("0.0008"),
3249 "ask": D("0.0012")
3250 }
a9950fd0 3251 if symbol == "USDT/BTC":
6ca5a1ec 3252 raise helper.ExchangeError
a9950fd0
IB
3253 if symbol == "BTC/USDT":
3254 return {
3255 "symbol": "BTC/USDT",
3256 "bid": D("14000"),
3257 "ask": D("16000")
3258 }
3259 self.fail("Shouldn't have been called with {}".format(symbol))
3260
3261 market = mock.Mock()
c51687d2 3262 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3263 market.fetch_ticker.side_effect = fetch_ticker
350ed24d 3264 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3265 # Action 1
6ca5a1ec 3266 helper.prepare_trades(market)
a9950fd0 3267
6ca5a1ec 3268 balances = portfolio.BalanceStore.all
a9950fd0
IB
3269 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
3270 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3271 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
3272
3273
5a72ded7 3274 trades = portfolio.TradeStore.all
c51687d2
IB
3275 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3276 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3277 self.assertEqual("dispose", trades[0].action)
a9950fd0 3278
c51687d2
IB
3279 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3280 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3281 self.assertEqual("acquire", trades[1].action)
a9950fd0 3282
c51687d2
IB
3283 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3284 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3285 self.assertEqual("dispose", trades[2].action)
a9950fd0 3286
c51687d2
IB
3287 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3288 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
5a72ded7 3289 self.assertEqual("acquire", trades[3].action)
350ed24d 3290
c51687d2
IB
3291 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3292 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3293 self.assertEqual("acquire", trades[4].action)
a9950fd0 3294
c51687d2
IB
3295 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3296 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3297 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
3298
3299 # Action 2
5a72ded7 3300 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
a9950fd0 3301
5a72ded7 3302 all_orders = portfolio.TradeStore.all_orders(state="pending")
a9950fd0
IB
3303 self.assertEqual(2, len(all_orders))
3304 self.assertEqual(2, 3*all_orders[0].amount.value)
3305 self.assertEqual(D("0.14014"), all_orders[0].rate)
3306 self.assertEqual(1000, all_orders[1].amount.value)
3307 self.assertEqual(D("0.00003003"), all_orders[1].rate)
3308
3309
ecba1113 3310 def create_order(symbol, type, action, amount, price=None, account="exchange"):
a9950fd0
IB
3311 self.assertEqual("limit", type)
3312 if symbol == "ETH/BTC":
b83d4897 3313 self.assertEqual("sell", action)
350ed24d 3314 self.assertEqual(D('0.66666666'), amount)
a9950fd0
IB
3315 self.assertEqual(D("0.14014"), price)
3316 elif symbol == "XVG/BTC":
b83d4897 3317 self.assertEqual("sell", action)
a9950fd0
IB
3318 self.assertEqual(1000, amount)
3319 self.assertEqual(D("0.00003003"), price)
3320 else:
3321 self.fail("I shouldn't have been called")
3322
3323 return {
3324 "id": symbol,
3325 }
3326 market.create_order.side_effect = create_order
350ed24d 3327 market.order_precision.return_value = 8
a9950fd0
IB
3328
3329 # Action 3
6ca5a1ec 3330 portfolio.TradeStore.run_orders()
a9950fd0
IB
3331
3332 self.assertEqual("open", all_orders[0].status)
3333 self.assertEqual("open", all_orders[1].status)
3334
5a72ded7
IB
3335 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
3336 market.privatePostReturnOrderTrades.return_value = [
3337 {
df9e4e7f 3338 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
3339 "date": "2017-12-30 12:00:12", "rate": "0.1",
3340 "amount": "10", "total": "1"
3341 }
3342 ]
a9950fd0
IB
3343 with mock.patch.object(portfolio.time, "sleep") as sleep:
3344 # Action 4
6ca5a1ec 3345 helper.follow_orders(verbose=False)
a9950fd0
IB
3346
3347 sleep.assert_called_with(30)
3348
3349 for order in all_orders:
3350 self.assertEqual("closed", order.status)
3351
3352 fetch_balance = {
3353 "ETH": {
5a72ded7
IB
3354 "exchange_free": D("1.0") / 3,
3355 "exchange_used": D("0.0"),
3356 "exchange_total": D("1.0") / 3,
3357 "margin_total": 0,
a9950fd0
IB
3358 "total": D("1.0") / 3,
3359 },
3360 "BTC": {
5a72ded7
IB
3361 "exchange_free": D("0.134"),
3362 "exchange_used": D("0.0"),
3363 "exchange_total": D("0.134"),
3364 "margin_total": 0,
a9950fd0
IB
3365 "total": D("0.134"),
3366 },
3367 "ETC": {
5a72ded7
IB
3368 "exchange_free": D("4.0"),
3369 "exchange_used": D("0.0"),
3370 "exchange_total": D("4.0"),
3371 "margin_total": 0,
a9950fd0
IB
3372 "total": D("4.0"),
3373 },
3374 "XVG": {
5a72ded7
IB
3375 "exchange_free": D("0.0"),
3376 "exchange_used": D("0.0"),
3377 "exchange_total": D("0.0"),
3378 "margin_total": 0,
a9950fd0
IB
3379 "total": D("0.0"),
3380 },
3381 }
5a72ded7 3382 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3383
350ed24d 3384 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3385 # Action 5
7bd830a8 3386 helper.prepare_trades(market, only="acquire", compute_value="average")
a9950fd0 3387
6ca5a1ec 3388 balances = portfolio.BalanceStore.all
a9950fd0
IB
3389 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
3390 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3391 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
3392 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
3393
3394
5a72ded7
IB
3395 trades = portfolio.TradeStore.all
3396 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3397 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3398 self.assertEqual("dispose", trades[0].action)
a9950fd0 3399
5a72ded7
IB
3400 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3401 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3402 self.assertEqual("acquire", trades[1].action)
a9950fd0
IB
3403
3404 self.assertNotIn("BTC", trades)
3405
5a72ded7
IB
3406 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3407 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3408 self.assertEqual("dispose", trades[2].action)
a9950fd0 3409
5a72ded7
IB
3410 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3411 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
3412 self.assertEqual("acquire", trades[3].action)
350ed24d 3413
5a72ded7
IB
3414 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3415 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3416 self.assertEqual("acquire", trades[4].action)
a9950fd0 3417
5a72ded7
IB
3418 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3419 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3420 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
3421
3422 # Action 6
5a72ded7 3423 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
b83d4897 3424
5a72ded7 3425 all_orders = portfolio.TradeStore.all_orders(state="pending")
350ed24d
IB
3426 self.assertEqual(4, len(all_orders))
3427 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
b83d4897
IB
3428 self.assertEqual(D("0.003"), all_orders[0].rate)
3429 self.assertEqual("buy", all_orders[0].action)
350ed24d 3430 self.assertEqual("long", all_orders[0].trade_type)
b83d4897 3431
350ed24d 3432 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
b83d4897 3433 self.assertEqual(D("0.0012"), all_orders[1].rate)
350ed24d
IB
3434 self.assertEqual("sell", all_orders[1].action)
3435 self.assertEqual("short", all_orders[1].trade_type)
3436
3437 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
3438 self.assertAlmostEqual(0, diff.value)
3439 self.assertEqual(D("0.0012"), all_orders[2].rate)
3440 self.assertEqual("buy", all_orders[2].action)
3441 self.assertEqual("long", all_orders[2].trade_type)
3442
3443 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
3444 self.assertEqual(D("16000"), all_orders[3].rate)
3445 self.assertEqual("sell", all_orders[3].action)
3446 self.assertEqual("long", all_orders[3].trade_type)
b83d4897 3447
006a2084
IB
3448 # Action 6b
3449 # TODO:
3450 # Move balances to margin
3451
350ed24d
IB
3452 # Action 7
3453 # TODO
6ca5a1ec 3454 # portfolio.TradeStore.run_orders()
a9950fd0
IB
3455
3456 with mock.patch.object(portfolio.time, "sleep") as sleep:
350ed24d 3457 # Action 8
6ca5a1ec 3458 helper.follow_orders(verbose=False)
a9950fd0
IB
3459
3460 sleep.assert_called_with(30)
3461
dd359bc0
IB
3462if __name__ == '__main__':
3463 unittest.main()