]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blame - test.py
Fix dust amount error
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / test.py
CommitLineData
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),
f86ee140 38 mock.patch.multiple(market.Market,
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39 fees_cache={},
40 ticker_cache={},
41 ticker_cache_timestamp=self.time.time()),
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42 ]
43 for patcher in self.patchers:
44 patcher.start()
45
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46 def tearDown(self):
47 for patcher in self.patchers:
48 patcher.stop()
49 self.wm.stop()
50 super(WebMockTestCase, self).tearDown()
51
1aa7d4fa 52@unittest.skipUnless("unit" in limits, "Unit skipped")
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53class PortfolioTest(WebMockTestCase):
54 def fill_data(self):
55 if self.json_response is not None:
56 portfolio.Portfolio.data = self.json_response
57
58 def setUp(self):
59 super(PortfolioTest, self).setUp()
60
61 with open("test_portfolio.json") as example:
62 self.json_response = example.read()
63
64 self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
65
f86ee140 66 def test_get_cryptoportfolio(self):
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67 self.wm.get(portfolio.Portfolio.URL, [
68 {"text":'{ "foo": "bar" }', "status_code": 200},
69 {"text": "System Error", "status_code": 500},
70 {"exc": requests.exceptions.ConnectTimeout},
71 ])
f86ee140 72 portfolio.Portfolio.get_cryptoportfolio(self.m)
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73 self.assertIn("foo", portfolio.Portfolio.data)
74 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
75 self.assertTrue(self.wm.called)
76 self.assertEqual(1, self.wm.call_count)
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77 self.m.report.log_error.assert_not_called()
78 self.m.report.log_http_request.assert_called_once()
79 self.m.report.log_http_request.reset_mock()
80cdd672 80
f86ee140 81 portfolio.Portfolio.get_cryptoportfolio(self.m)
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82 self.assertIsNone(portfolio.Portfolio.data)
83 self.assertEqual(2, self.wm.call_count)
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84 self.m.report.log_error.assert_not_called()
85 self.m.report.log_http_request.assert_called_once()
86 self.m.report.log_http_request.reset_mock()
3d0247f9 87
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88
89 portfolio.Portfolio.data = "Foo"
f86ee140 90 portfolio.Portfolio.get_cryptoportfolio(self.m)
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91 self.assertEqual("Foo", portfolio.Portfolio.data)
92 self.assertEqual(3, self.wm.call_count)
f86ee140 93 self.m.report.log_error.assert_called_once_with("get_cryptoportfolio",
3d0247f9 94 exception=mock.ANY)
f86ee140 95 self.m.report.log_http_request.assert_not_called()
80cdd672 96
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97 def test_parse_cryptoportfolio(self):
98 portfolio.Portfolio.parse_cryptoportfolio(self.m)
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99
100 self.assertListEqual(
101 ["medium", "high"],
102 list(portfolio.Portfolio.liquidities.keys()))
103
104 liquidities = portfolio.Portfolio.liquidities
105 self.assertEqual(10, len(liquidities["medium"].keys()))
106 self.assertEqual(10, len(liquidities["high"].keys()))
107
108 expected = {
109 'BTC': (D("0.2857"), "long"),
110 'DGB': (D("0.1015"), "long"),
111 'DOGE': (D("0.1805"), "long"),
112 'SC': (D("0.0623"), "long"),
113 'ZEC': (D("0.3701"), "long"),
114 }
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115 date = portfolio.datetime(2018, 1, 8)
116 self.assertDictEqual(expected, liquidities["high"][date])
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117
118 expected = {
119 'BTC': (D("1.1102e-16"), "long"),
120 'ETC': (D("0.1"), "long"),
121 'FCT': (D("0.1"), "long"),
122 'GAS': (D("0.1"), "long"),
123 'NAV': (D("0.1"), "long"),
124 'OMG': (D("0.1"), "long"),
125 'OMNI': (D("0.1"), "long"),
126 'PPC': (D("0.1"), "long"),
127 'RIC': (D("0.1"), "long"),
128 'VIA': (D("0.1"), "long"),
129 'XCP': (D("0.1"), "long"),
130 }
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131 self.assertDictEqual(expected, liquidities["medium"][date])
132 self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date)
80cdd672 133
f86ee140 134 self.m.report.log_http_request.assert_called_once_with("GET",
3d0247f9 135 portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
f86ee140 136 self.m.report.log_http_request.reset_mock()
3d0247f9 137
80cdd672 138 # It doesn't refetch the data when available
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139 portfolio.Portfolio.parse_cryptoportfolio(self.m)
140 self.m.report.log_http_request.assert_not_called()
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141
142 self.assertEqual(1, self.wm.call_count)
143
f86ee140 144 portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True)
9f54fd9a 145 self.assertEqual(2, self.wm.call_count)
f86ee140 146 self.m.report.log_http_request.assert_called_once()
9f54fd9a 147
f86ee140 148 def test_repartition(self):
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149 expected_medium = {
150 'BTC': (D("1.1102e-16"), "long"),
151 'USDT': (D("0.1"), "long"),
152 'ETC': (D("0.1"), "long"),
153 'FCT': (D("0.1"), "long"),
154 'OMG': (D("0.1"), "long"),
155 'STEEM': (D("0.1"), "long"),
156 'STRAT': (D("0.1"), "long"),
157 'XEM': (D("0.1"), "long"),
158 'XMR': (D("0.1"), "long"),
159 'XVC': (D("0.1"), "long"),
160 'ZRX': (D("0.1"), "long"),
161 }
162 expected_high = {
163 'USDT': (D("0.1226"), "long"),
164 'BTC': (D("0.1429"), "long"),
165 'ETC': (D("0.1127"), "long"),
166 'ETH': (D("0.1569"), "long"),
167 'FCT': (D("0.3341"), "long"),
168 'GAS': (D("0.1308"), "long"),
169 }
170
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171 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m))
172 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium"))
173 self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high"))
80cdd672 174
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175 self.assertEqual(1, self.wm.call_count)
176
f86ee140 177 portfolio.Portfolio.repartition(self.m)
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178 self.assertEqual(1, self.wm.call_count)
179
f86ee140 180 portfolio.Portfolio.repartition(self.m, refetch=True)
9f54fd9a 181 self.assertEqual(2, self.wm.call_count)
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182 self.m.report.log_http_request.assert_called()
183 self.assertEqual(2, self.m.report.log_http_request.call_count)
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184
185 @mock.patch.object(portfolio.time, "sleep")
186 @mock.patch.object(portfolio.Portfolio, "repartition")
187 def test_wait_for_recent(self, repartition, sleep):
188 self.call_count = 0
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189 def _repartition(market, refetch):
190 self.assertEqual(self.m, market)
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191 self.assertTrue(refetch)
192 self.call_count += 1
193 portfolio.Portfolio.last_date = portfolio.datetime.now()\
194 - portfolio.timedelta(10)\
195 + portfolio.timedelta(self.call_count)
196 repartition.side_effect = _repartition
197
f86ee140 198 portfolio.Portfolio.wait_for_recent(self.m)
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199 sleep.assert_called_with(30)
200 self.assertEqual(6, sleep.call_count)
201 self.assertEqual(7, repartition.call_count)
f86ee140 202 self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
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203
204 sleep.reset_mock()
205 repartition.reset_mock()
206 portfolio.Portfolio.last_date = None
207 self.call_count = 0
f86ee140 208 portfolio.Portfolio.wait_for_recent(self.m, delta=15)
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209 sleep.assert_not_called()
210 self.assertEqual(1, repartition.call_count)
211
212 sleep.reset_mock()
213 repartition.reset_mock()
214 portfolio.Portfolio.last_date = None
215 self.call_count = 0
f86ee140 216 portfolio.Portfolio.wait_for_recent(self.m, delta=1)
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217 sleep.assert_called_with(30)
218 self.assertEqual(9, sleep.call_count)
219 self.assertEqual(10, repartition.call_count)
220
1aa7d4fa 221@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672 222class AmountTest(WebMockTestCase):
dd359bc0 223 def test_values(self):
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224 amount = portfolio.Amount("BTC", "0.65")
225 self.assertEqual(D("0.65"), amount.value)
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226 self.assertEqual("BTC", amount.currency)
227
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228 def test_in_currency(self):
229 amount = portfolio.Amount("ETC", 10)
230
f86ee140 231 self.assertEqual(amount, amount.in_currency("ETC", self.m))
dd359bc0 232
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233 with self.subTest(desc="no ticker for currency"):
234 self.m.get_ticker.return_value = None
dd359bc0 235
f86ee140 236 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
dd359bc0 237
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238 with self.subTest(desc="nominal case"):
239 self.m.get_ticker.return_value = {
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240 "bid": D("0.2"),
241 "ask": D("0.4"),
5ab23e1c 242 "average": D("0.3"),
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243 "foo": "bar",
244 }
f86ee140 245 converted_amount = amount.in_currency("ETH", self.m)
dd359bc0 246
5ab23e1c 247 self.assertEqual(D("3.0"), converted_amount.value)
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248 self.assertEqual("ETH", converted_amount.currency)
249 self.assertEqual(amount, converted_amount.linked_to)
250 self.assertEqual("bar", converted_amount.ticker["foo"])
251
f86ee140 252 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
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253 self.assertEqual(D("2"), converted_amount.value)
254
f86ee140 255 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
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256 self.assertEqual(D("4"), converted_amount.value)
257
f86ee140 258 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
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259 self.assertEqual(D("0.2"), converted_amount.value)
260
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261 def test__round(self):
262 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
263 self.assertEqual(D("1.23456789"), round(amount).value)
264 self.assertEqual(D("1.23"), round(amount, 2).value)
265
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266 def test__abs(self):
267 amount = portfolio.Amount("SC", -120)
268 self.assertEqual(120, abs(amount).value)
269 self.assertEqual("SC", abs(amount).currency)
270
271 amount = portfolio.Amount("SC", 10)
272 self.assertEqual(10, abs(amount).value)
273 self.assertEqual("SC", abs(amount).currency)
274
275 def test__add(self):
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276 amount1 = portfolio.Amount("XVG", "12.9")
277 amount2 = portfolio.Amount("XVG", "13.1")
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278
279 self.assertEqual(26, (amount1 + amount2).value)
280 self.assertEqual("XVG", (amount1 + amount2).currency)
281
5ab23e1c 282 amount3 = portfolio.Amount("ETH", "1.6")
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283 with self.assertRaises(Exception):
284 amount1 + amount3
285
286 amount4 = portfolio.Amount("ETH", 0.0)
287 self.assertEqual(amount1, amount1 + amount4)
288
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289 self.assertEqual(amount1, amount1 + 0)
290
dd359bc0 291 def test__radd(self):
5ab23e1c 292 amount = portfolio.Amount("XVG", "12.9")
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293
294 self.assertEqual(amount, 0 + amount)
295 with self.assertRaises(Exception):
296 4 + amount
297
298 def test__sub(self):
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299 amount1 = portfolio.Amount("XVG", "13.3")
300 amount2 = portfolio.Amount("XVG", "13.1")
dd359bc0 301
5ab23e1c 302 self.assertEqual(D("0.2"), (amount1 - amount2).value)
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303 self.assertEqual("XVG", (amount1 - amount2).currency)
304
5ab23e1c 305 amount3 = portfolio.Amount("ETH", "1.6")
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306 with self.assertRaises(Exception):
307 amount1 - amount3
308
309 amount4 = portfolio.Amount("ETH", 0.0)
310 self.assertEqual(amount1, amount1 - amount4)
311
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312 def test__rsub(self):
313 amount = portfolio.Amount("ETH", "1.6")
314 with self.assertRaises(Exception):
315 3 - amount
316
f86ee140 317 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
f320eb8a 318
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319 def test__mul(self):
320 amount = portfolio.Amount("XEM", 11)
321
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322 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
323 self.assertEqual(D("33"), (amount * 3).value)
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324
325 with self.assertRaises(Exception):
326 amount * amount
327
328 def test__rmul(self):
329 amount = portfolio.Amount("XEM", 11)
330
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331 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
332 self.assertEqual(D("33"), (3 * amount).value)
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333
334 def test__floordiv(self):
335 amount = portfolio.Amount("XEM", 11)
336
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337 self.assertEqual(D("5.5"), (amount / 2).value)
338 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
dd359bc0 339
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340 with self.assertRaises(Exception):
341 amount / amount
342
80cdd672 343 def test__truediv(self):
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344 amount = portfolio.Amount("XEM", 11)
345
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346 self.assertEqual(D("5.5"), (amount / 2).value)
347 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
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348
349 def test__lt(self):
350 amount1 = portfolio.Amount("BTD", 11.3)
351 amount2 = portfolio.Amount("BTD", 13.1)
352
353 self.assertTrue(amount1 < amount2)
354 self.assertFalse(amount2 < amount1)
355 self.assertFalse(amount1 < amount1)
356
357 amount3 = portfolio.Amount("BTC", 1.6)
358 with self.assertRaises(Exception):
359 amount1 < amount3
360
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361 def test__le(self):
362 amount1 = portfolio.Amount("BTD", 11.3)
363 amount2 = portfolio.Amount("BTD", 13.1)
364
365 self.assertTrue(amount1 <= amount2)
366 self.assertFalse(amount2 <= amount1)
367 self.assertTrue(amount1 <= amount1)
368
369 amount3 = portfolio.Amount("BTC", 1.6)
370 with self.assertRaises(Exception):
371 amount1 <= amount3
372
373 def test__gt(self):
374 amount1 = portfolio.Amount("BTD", 11.3)
375 amount2 = portfolio.Amount("BTD", 13.1)
376
377 self.assertTrue(amount2 > amount1)
378 self.assertFalse(amount1 > amount2)
379 self.assertFalse(amount1 > amount1)
380
381 amount3 = portfolio.Amount("BTC", 1.6)
382 with self.assertRaises(Exception):
383 amount3 > amount1
384
385 def test__ge(self):
386 amount1 = portfolio.Amount("BTD", 11.3)
387 amount2 = portfolio.Amount("BTD", 13.1)
388
389 self.assertTrue(amount2 >= amount1)
390 self.assertFalse(amount1 >= amount2)
391 self.assertTrue(amount1 >= amount1)
392
393 amount3 = portfolio.Amount("BTC", 1.6)
394 with self.assertRaises(Exception):
395 amount3 >= amount1
396
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397 def test__eq(self):
398 amount1 = portfolio.Amount("BTD", 11.3)
399 amount2 = portfolio.Amount("BTD", 13.1)
400 amount3 = portfolio.Amount("BTD", 11.3)
401
402 self.assertFalse(amount1 == amount2)
403 self.assertFalse(amount2 == amount1)
404 self.assertTrue(amount1 == amount3)
405 self.assertFalse(amount2 == 0)
406
407 amount4 = portfolio.Amount("BTC", 1.6)
408 with self.assertRaises(Exception):
409 amount1 == amount4
410
411 amount5 = portfolio.Amount("BTD", 0)
412 self.assertTrue(amount5 == 0)
413
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414 def test__ne(self):
415 amount1 = portfolio.Amount("BTD", 11.3)
416 amount2 = portfolio.Amount("BTD", 13.1)
417 amount3 = portfolio.Amount("BTD", 11.3)
418
419 self.assertTrue(amount1 != amount2)
420 self.assertTrue(amount2 != amount1)
421 self.assertFalse(amount1 != amount3)
422 self.assertTrue(amount2 != 0)
423
424 amount4 = portfolio.Amount("BTC", 1.6)
425 with self.assertRaises(Exception):
426 amount1 != amount4
427
428 amount5 = portfolio.Amount("BTD", 0)
429 self.assertFalse(amount5 != 0)
430
431 def test__neg(self):
432 amount1 = portfolio.Amount("BTD", "11.3")
433
434 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
435
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436 def test__str(self):
437 amount1 = portfolio.Amount("BTX", 32)
438 self.assertEqual("32.00000000 BTX", str(amount1))
439
440 amount2 = portfolio.Amount("USDT", 12000)
441 amount1.linked_to = amount2
442 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
443
444 def test__repr(self):
445 amount1 = portfolio.Amount("BTX", 32)
446 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
447
448 amount2 = portfolio.Amount("USDT", 12000)
449 amount1.linked_to = amount2
450 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
451
452 amount3 = portfolio.Amount("BTC", 0.1)
453 amount2.linked_to = amount3
454 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
455
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456 def test_as_json(self):
457 amount = portfolio.Amount("BTX", 32)
458 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
459
460 amount = portfolio.Amount("BTX", "1E-10")
461 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
462
463 amount = portfolio.Amount("BTX", "1E-5")
464 self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
465 self.assertEqual("0.00001", str(amount.as_json()["value"]))
466
1aa7d4fa 467@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672 468class BalanceTest(WebMockTestCase):
f2da6589 469 def test_values(self):
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470 balance = portfolio.Balance("BTC", {
471 "exchange_total": "0.65",
472 "exchange_free": "0.35",
473 "exchange_used": "0.30",
474 "margin_total": "-10",
475 "margin_borrowed": "-10",
476 "margin_free": "0",
477 "margin_position_type": "short",
478 "margin_borrowed_base_currency": "USDT",
479 "margin_liquidation_price": "1.20",
480 "margin_pending_gain": "10",
481 "margin_lending_fees": "0.4",
482 "margin_borrowed_base_price": "0.15",
483 })
484 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
485 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
486 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
487 self.assertEqual("BTC", balance.exchange_total.currency)
488 self.assertEqual("BTC", balance.exchange_free.currency)
489 self.assertEqual("BTC", balance.exchange_total.currency)
490
491 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
492 self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value)
493 self.assertEqual(portfolio.D("0"), balance.margin_free.value)
494 self.assertEqual("BTC", balance.margin_total.currency)
495 self.assertEqual("BTC", balance.margin_borrowed.currency)
496 self.assertEqual("BTC", balance.margin_free.currency)
f2da6589 497
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498 self.assertEqual("BTC", balance.currency)
499
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500 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
501 self.assertEqual("USDT", balance.margin_lending_fees.currency)
502
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503 def test__repr(self):
504 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
505 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
506 balance = portfolio.Balance("BTX", { "exchange_total": 3,
507 "exchange_used": 1, "exchange_free": 2 })
508 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
f2da6589 509
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510 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
511 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
512
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513 balance = portfolio.Balance("BTX", { "margin_total": 3,
514 "margin_borrowed": 1, "margin_free": 2 })
515 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance))
f2da6589 516
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517 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 2 })
518 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
519
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520 balance = portfolio.Balance("BTX", { "margin_total": -3,
521 "margin_borrowed_base_price": D("0.1"),
522 "margin_borrowed_base_currency": "BTC",
523 "margin_lending_fees": D("0.002") })
524 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
f2da6589 525
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526 balance = portfolio.Balance("BTX", { "margin_total": 1,
527 "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2})
528 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
529
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530 def test_as_json(self):
531 balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
532 as_json = balance.as_json()
533 self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
534 self.assertEqual(D(0), as_json["total"])
535 self.assertEqual(D(2), as_json["exchange_total"])
536 self.assertEqual(D(2), as_json["exchange_free"])
537 self.assertEqual(D(0), as_json["exchange_used"])
538 self.assertEqual(D(0), as_json["margin_total"])
539 self.assertEqual(D(0), as_json["margin_free"])
540 self.assertEqual(D(0), as_json["margin_borrowed"])
541
1aa7d4fa 542@unittest.skipUnless("unit" in limits, "Unit skipped")
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543class MarketTest(WebMockTestCase):
544 def setUp(self):
545 super(MarketTest, self).setUp()
546
547 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
548
549 def test_values(self):
550 m = market.Market(self.ccxt)
551
552 self.assertEqual(self.ccxt, m.ccxt)
553 self.assertFalse(m.debug)
554 self.assertIsInstance(m.report, market.ReportStore)
555 self.assertIsInstance(m.trades, market.TradeStore)
556 self.assertIsInstance(m.balances, market.BalanceStore)
557 self.assertEqual(m, m.report.market)
558 self.assertEqual(m, m.trades.market)
559 self.assertEqual(m, m.balances.market)
560 self.assertEqual(m, m.ccxt._market)
561
562 m = market.Market(self.ccxt, debug=True)
563 self.assertTrue(m.debug)
564
565 m = market.Market(self.ccxt, debug=False)
566 self.assertFalse(m.debug)
567
568 @mock.patch("market.ccxt")
569 def test_from_config(self, ccxt):
570 with mock.patch("market.ReportStore"):
571 ccxt.poloniexE.return_value = self.ccxt
572 self.ccxt.session.request.return_value = "response"
573
d24bb10c 574 m = market.Market.from_config({"key": "key", "secred": "secret"})
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575
576 self.assertEqual(self.ccxt, m.ccxt)
577
578 self.ccxt.session.request("GET", "URL", data="data",
579 headers="headers")
580 m.report.log_http_request.assert_called_with('GET', 'URL', 'data',
581 'headers', 'response')
582
d24bb10c 583 m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True)
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584 self.assertEqual(True, m.debug)
585
6ca5a1ec 586 def test_get_ticker(self):
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587 m = market.Market(self.ccxt)
588 self.ccxt.fetch_ticker.side_effect = [
6ca5a1ec 589 { "bid": 1, "ask": 3 },
f86ee140 590 market.ExchangeError("foo"),
6ca5a1ec 591 { "bid": 10, "ask": 40 },
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592 market.ExchangeError("foo"),
593 market.ExchangeError("foo"),
6ca5a1ec 594 ]
f2da6589 595
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596 ticker = m.get_ticker("ETH", "ETC")
597 self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
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598 self.assertEqual(1, ticker["bid"])
599 self.assertEqual(3, ticker["ask"])
600 self.assertEqual(2, ticker["average"])
601 self.assertFalse(ticker["inverted"])
f2da6589 602
f86ee140 603 ticker = m.get_ticker("ETH", "XVG")
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604 self.assertEqual(0.0625, ticker["average"])
605 self.assertTrue(ticker["inverted"])
606 self.assertIn("original", ticker)
607 self.assertEqual(10, ticker["original"]["bid"])
f2da6589 608
f86ee140 609 ticker = m.get_ticker("XVG", "XMR")
6ca5a1ec 610 self.assertIsNone(ticker)
a9950fd0 611
f86ee140 612 self.ccxt.fetch_ticker.assert_has_calls([
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613 mock.call("ETH/ETC"),
614 mock.call("ETH/XVG"),
615 mock.call("XVG/ETH"),
616 mock.call("XVG/XMR"),
617 mock.call("XMR/XVG"),
618 ])
f2da6589 619
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620 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
621 m1b = market.Market(self.ccxt)
622 m1b.get_ticker("ETH", "ETC")
623 self.ccxt.fetch_ticker.assert_not_called()
624
625 self.ccxt = mock.Mock(spec=market.ccxt.poloniex)
626 m2 = market.Market(self.ccxt)
627 self.ccxt.fetch_ticker.side_effect = [
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628 { "bid": 1, "ask": 3 },
629 { "bid": 1.2, "ask": 3.5 },
630 ]
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631 ticker1 = m2.get_ticker("ETH", "ETC")
632 ticker2 = m2.get_ticker("ETH", "ETC")
633 ticker3 = m2.get_ticker("ETC", "ETH")
634 self.ccxt.fetch_ticker.assert_called_once_with("ETH/ETC")
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635 self.assertEqual(1, ticker1["bid"])
636 self.assertDictEqual(ticker1, ticker2)
637 self.assertDictEqual(ticker1, ticker3["original"])
f2da6589 638
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639 ticker4 = m2.get_ticker("ETH", "ETC", refresh=True)
640 ticker5 = m2.get_ticker("ETH", "ETC")
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641 self.assertEqual(1.2, ticker4["bid"])
642 self.assertDictEqual(ticker4, ticker5)
f2da6589 643
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644 self.ccxt = mock.Mock(spec=market.ccxt.binance)
645 m3 = market.Market(self.ccxt)
646 self.ccxt.fetch_ticker.side_effect = [
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647 { "bid": 1, "ask": 3 },
648 { "bid": 1.2, "ask": 3.5 },
649 ]
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650 ticker6 = m3.get_ticker("ETH", "ETC")
651 m3.ticker_cache_timestamp -= 4
652 ticker7 = m3.get_ticker("ETH", "ETC")
653 m3.ticker_cache_timestamp -= 2
654 ticker8 = m3.get_ticker("ETH", "ETC")
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655 self.assertDictEqual(ticker6, ticker7)
656 self.assertEqual(1.2, ticker8["bid"])
f2da6589 657
6ca5a1ec 658 def test_fetch_fees(self):
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659 m = market.Market(self.ccxt)
660 self.ccxt.fetch_fees.return_value = "Foo"
661 self.assertEqual("Foo", m.fetch_fees())
662 self.ccxt.fetch_fees.assert_called_once()
663 self.ccxt.reset_mock()
664 self.assertEqual("Foo", m.fetch_fees())
665 self.ccxt.fetch_fees.assert_not_called()
f2da6589 666
350ed24d 667 @mock.patch.object(portfolio.Portfolio, "repartition")
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668 @mock.patch.object(market.Market, "get_ticker")
669 @mock.patch.object(market.TradeStore, "compute_trades")
670 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
f2da6589 671 repartition.return_value = {
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672 "XEM": (D("0.75"), "long"),
673 "BTC": (D("0.25"), "long"),
f2da6589 674 }
f86ee140 675 def _get_ticker(c1, c2):
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676 if c1 == "USDT" and c2 == "BTC":
677 return { "average": D("0.0001") }
678 if c1 == "XVG" and c2 == "BTC":
679 return { "average": D("0.000001") }
680 if c1 == "XEM" and c2 == "BTC":
681 return { "average": D("0.001") }
a9950fd0 682 self.fail("Should be called with {}, {}".format(c1, c2))
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683 get_ticker.side_effect = _get_ticker
684
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685 with mock.patch("market.ReportStore"):
686 m = market.Market(self.ccxt)
687 self.ccxt.fetch_all_balances.return_value = {
688 "USDT": {
689 "exchange_free": D("10000.0"),
690 "exchange_used": D("0.0"),
691 "exchange_total": D("10000.0"),
692 "total": D("10000.0")
693 },
694 "XVG": {
695 "exchange_free": D("10000.0"),
696 "exchange_used": D("0.0"),
697 "exchange_total": D("10000.0"),
698 "total": D("10000.0")
699 },
700 }
18167a3c 701
f86ee140 702 m.balances.fetch_balances(tag="tag")
f2da6589 703
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704 m.prepare_trades()
705 compute_trades.assert_called()
706
707 call = compute_trades.call_args
708 self.assertEqual(1, call[0][0]["USDT"].value)
709 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
710 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
711 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
712 m.report.log_stage.assert_called_once_with("prepare_trades")
713 m.report.log_balances.assert_called_once_with(tag="tag")
f2da6589 714
c51687d2 715 @mock.patch.object(portfolio.Portfolio, "repartition")
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716 @mock.patch.object(market.Market, "get_ticker")
717 @mock.patch.object(market.TradeStore, "compute_trades")
718 def test_update_trades(self, compute_trades, get_ticker, repartition):
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719 repartition.return_value = {
720 "XEM": (D("0.75"), "long"),
721 "BTC": (D("0.25"), "long"),
722 }
f86ee140 723 def _get_ticker(c1, c2):
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724 if c1 == "USDT" and c2 == "BTC":
725 return { "average": D("0.0001") }
726 if c1 == "XVG" and c2 == "BTC":
727 return { "average": D("0.000001") }
728 if c1 == "XEM" and c2 == "BTC":
729 return { "average": D("0.001") }
730 self.fail("Should be called with {}, {}".format(c1, c2))
731 get_ticker.side_effect = _get_ticker
732
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733 with mock.patch("market.ReportStore"):
734 m = market.Market(self.ccxt)
735 self.ccxt.fetch_all_balances.return_value = {
736 "USDT": {
737 "exchange_free": D("10000.0"),
738 "exchange_used": D("0.0"),
739 "exchange_total": D("10000.0"),
740 "total": D("10000.0")
741 },
742 "XVG": {
743 "exchange_free": D("10000.0"),
744 "exchange_used": D("0.0"),
745 "exchange_total": D("10000.0"),
746 "total": D("10000.0")
747 },
748 }
749
750 m.balances.fetch_balances(tag="tag")
18167a3c 751
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752 m.update_trades()
753 compute_trades.assert_called()
c51687d2 754
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755 call = compute_trades.call_args
756 self.assertEqual(1, call[0][0]["USDT"].value)
757 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
758 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
759 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
760 m.report.log_stage.assert_called_once_with("update_trades")
761 m.report.log_balances.assert_called_once_with(tag="tag")
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762
763 @mock.patch.object(portfolio.Portfolio, "repartition")
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764 @mock.patch.object(market.Market, "get_ticker")
765 @mock.patch.object(market.TradeStore, "compute_trades")
766 def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
767 def _get_ticker(c1, c2):
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768 if c1 == "USDT" and c2 == "BTC":
769 return { "average": D("0.0001") }
770 if c1 == "XVG" and c2 == "BTC":
771 return { "average": D("0.000001") }
772 self.fail("Should be called with {}, {}".format(c1, c2))
773 get_ticker.side_effect = _get_ticker
774
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775 with mock.patch("market.ReportStore"):
776 m = market.Market(self.ccxt)
777 self.ccxt.fetch_all_balances.return_value = {
778 "USDT": {
779 "exchange_free": D("10000.0"),
780 "exchange_used": D("0.0"),
781 "exchange_total": D("10000.0"),
782 "total": D("10000.0")
783 },
784 "XVG": {
785 "exchange_free": D("10000.0"),
786 "exchange_used": D("0.0"),
787 "exchange_total": D("10000.0"),
788 "total": D("10000.0")
789 },
790 }
791
792 m.balances.fetch_balances(tag="tag")
18167a3c 793
f86ee140 794 m.prepare_trades_to_sell_all()
c51687d2 795
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796 repartition.assert_not_called()
797 compute_trades.assert_called()
798
799 call = compute_trades.call_args
800 self.assertEqual(1, call[0][0]["USDT"].value)
801 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
802 self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
803 m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all")
804 m.report.log_balances.assert_called_once_with(tag="tag")
a9950fd0 805
1aa7d4fa 806 @mock.patch.object(portfolio.time, "sleep")
f86ee140 807 @mock.patch.object(market.TradeStore, "all_orders")
1aa7d4fa 808 def test_follow_orders(self, all_orders, time_mock):
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809 for debug, sleep in [
810 (False, None), (True, None),
811 (False, 12), (True, 12)]:
812 with self.subTest(sleep=sleep, debug=debug), \
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813 mock.patch("market.ReportStore"):
814 m = market.Market(self.ccxt, debug=debug)
815
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816 order_mock1 = mock.Mock()
817 order_mock2 = mock.Mock()
818 order_mock3 = mock.Mock()
819 all_orders.side_effect = [
820 [order_mock1, order_mock2],
821 [order_mock1, order_mock2],
822
823 [order_mock1, order_mock3],
824 [order_mock1, order_mock3],
825
826 [order_mock1, order_mock3],
827 [order_mock1, order_mock3],
828
829 []
830 ]
831
832 order_mock1.get_status.side_effect = ["open", "open", "closed"]
833 order_mock2.get_status.side_effect = ["open"]
834 order_mock3.get_status.side_effect = ["open", "closed"]
835
836 order_mock1.trade = mock.Mock()
837 order_mock2.trade = mock.Mock()
838 order_mock3.trade = mock.Mock()
839
f86ee140 840 m.follow_orders(sleep=sleep)
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841
842 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
843 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
844 self.assertEqual(2, order_mock1.trade.update_order.call_count)
845 self.assertEqual(3, order_mock1.get_status.call_count)
846
847 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
848 self.assertEqual(1, order_mock2.trade.update_order.call_count)
849 self.assertEqual(1, order_mock2.get_status.call_count)
850
851 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
852 self.assertEqual(1, order_mock3.trade.update_order.call_count)
853 self.assertEqual(2, order_mock3.get_status.call_count)
f86ee140 854 m.report.log_stage.assert_called()
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855 calls = [
856 mock.call("follow_orders_begin"),
857 mock.call("follow_orders_tick_1"),
858 mock.call("follow_orders_tick_2"),
859 mock.call("follow_orders_tick_3"),
860 mock.call("follow_orders_end"),
861 ]
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862 m.report.log_stage.assert_has_calls(calls)
863 m.report.log_orders.assert_called()
864 self.assertEqual(3, m.report.log_orders.call_count)
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865 calls = [
866 mock.call([order_mock1, order_mock2], tick=1),
867 mock.call([order_mock1, order_mock3], tick=2),
868 mock.call([order_mock1, order_mock3], tick=3),
869 ]
f86ee140 870 m.report.log_orders.assert_has_calls(calls)
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871 calls = [
872 mock.call(order_mock1, 3, finished=True),
873 mock.call(order_mock3, 3, finished=True),
874 ]
f86ee140 875 m.report.log_order.assert_has_calls(calls)
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876
877 if sleep is None:
878 if debug:
f86ee140 879 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
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880 time_mock.assert_called_with(7)
881 else:
882 time_mock.assert_called_with(30)
883 else:
884 time_mock.assert_called_with(sleep)
885
f86ee140 886 @mock.patch.object(market.BalanceStore, "fetch_balances")
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887 def test_move_balance(self, fetch_balances):
888 for debug in [True, False]:
889 with self.subTest(debug=debug),\
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890 mock.patch("market.ReportStore"):
891 m = market.Market(self.ccxt, debug=debug)
892
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893 value_from = portfolio.Amount("BTC", "1.0")
894 value_from.linked_to = portfolio.Amount("ETH", "10.0")
895 value_to = portfolio.Amount("BTC", "10.0")
f86ee140 896 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
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897
898 value_from = portfolio.Amount("BTC", "0.0")
899 value_from.linked_to = portfolio.Amount("ETH", "0.0")
900 value_to = portfolio.Amount("BTC", "-3.0")
f86ee140 901 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
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902
903 value_from = portfolio.Amount("USDT", "0.0")
904 value_from.linked_to = portfolio.Amount("XVG", "0.0")
905 value_to = portfolio.Amount("USDT", "-50.0")
f86ee140 906 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
5a72ded7 907
f86ee140 908 m.trades.all = [trade1, trade2, trade3]
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909 balance1 = portfolio.Balance("BTC", { "margin_free": "0" })
910 balance2 = portfolio.Balance("USDT", { "margin_free": "100" })
0c79fad3 911 balance3 = portfolio.Balance("ETC", { "margin_free": "10" })
f86ee140 912 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
5a72ded7 913
f86ee140 914 m.move_balances()
5a72ded7 915
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916 fetch_balances.assert_called_with()
917 m.report.log_move_balances.assert_called_once()
3d0247f9 918
5a72ded7 919 if debug:
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920 m.report.log_debug_action.assert_called()
921 self.assertEqual(3, m.report.log_debug_action.call_count)
5a72ded7 922 else:
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923 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
924 self.ccxt.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange")
925 self.ccxt.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange")
926
1aa7d4fa 927@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 928class TradeStoreTest(WebMockTestCase):
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929 def test_compute_trades(self):
930 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
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931
932 values_in_base = {
933 "XMR": portfolio.Amount("BTC", D("0.9")),
934 "DASH": portfolio.Amount("BTC", D("0.4")),
935 "XVG": portfolio.Amount("BTC", D("-0.5")),
936 "BTC": portfolio.Amount("BTC", D("0.5")),
937 }
938 new_repartition = {
939 "DASH": portfolio.Amount("BTC", D("0.5")),
940 "XVG": portfolio.Amount("BTC", D("0.1")),
941 "BTC": portfolio.Amount("BTC", D("0.4")),
942 "ETH": portfolio.Amount("BTC", D("0.3")),
943 }
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944 side_effect = [
945 (True, 1),
946 (False, 2),
947 (False, 3),
948 (True, 4),
949 (True, 5)
950 ]
1aa7d4fa 951
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952 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
953 trade_store = market.TradeStore(self.m)
954 trade_if_matching.side_effect = side_effect
1aa7d4fa 955
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956 trade_store.compute_trades(values_in_base,
957 new_repartition, only="only")
958
959 self.assertEqual(5, trade_if_matching.call_count)
960 self.assertEqual(3, len(trade_store.all))
961 self.assertEqual([1, 4, 5], trade_store.all)
962 self.m.report.log_trades.assert_called_with(side_effect, "only")
1aa7d4fa 963
3d0247f9 964 def test_trade_if_matching(self):
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965
966 with self.subTest(only="nope"):
967 trade_store = market.TradeStore(self.m)
968 result = trade_store.trade_if_matching(
969 portfolio.Amount("BTC", D("0")),
970 portfolio.Amount("BTC", D("0.3")),
971 "ETH", only="nope")
972 self.assertEqual(False, result[0])
973 self.assertIsInstance(result[1], portfolio.Trade)
974
975 with self.subTest(only=None):
976 trade_store = market.TradeStore(self.m)
977 result = trade_store.trade_if_matching(
978 portfolio.Amount("BTC", D("0")),
979 portfolio.Amount("BTC", D("0.3")),
980 "ETH", only=None)
981 self.assertEqual(True, result[0])
982
983 with self.subTest(only="acquire"):
984 trade_store = market.TradeStore(self.m)
985 result = trade_store.trade_if_matching(
986 portfolio.Amount("BTC", D("0")),
987 portfolio.Amount("BTC", D("0.3")),
988 "ETH", only="acquire")
989 self.assertEqual(True, result[0])
990
991 with self.subTest(only="dispose"):
992 trade_store = market.TradeStore(self.m)
993 result = trade_store.trade_if_matching(
994 portfolio.Amount("BTC", D("0")),
995 portfolio.Amount("BTC", D("0.3")),
996 "ETH", only="dispose")
997 self.assertEqual(False, result[0])
998
999 def test_prepare_orders(self):
1000 trade_store = market.TradeStore(self.m)
1001
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1002 trade_mock1 = mock.Mock()
1003 trade_mock2 = mock.Mock()
cfab619d 1004
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1005 trade_mock1.prepare_order.return_value = 1
1006 trade_mock2.prepare_order.return_value = 2
1007
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1008 trade_store.all.append(trade_mock1)
1009 trade_store.all.append(trade_mock2)
6ca5a1ec 1010
f86ee140 1011 trade_store.prepare_orders()
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1012 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1013 trade_mock2.prepare_order.assert_called_with(compute_value="default")
f86ee140 1014 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
3d0247f9 1015
f86ee140 1016 self.m.report.log_orders.reset_mock()
6ca5a1ec 1017
f86ee140 1018 trade_store.prepare_orders(compute_value="bla")
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1019 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1020 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
f86ee140 1021 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
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1022
1023 trade_mock1.prepare_order.reset_mock()
1024 trade_mock2.prepare_order.reset_mock()
f86ee140 1025 self.m.report.log_orders.reset_mock()
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1026
1027 trade_mock1.action = "foo"
1028 trade_mock2.action = "bar"
f86ee140 1029 trade_store.prepare_orders(only="bar")
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1030 trade_mock1.prepare_order.assert_not_called()
1031 trade_mock2.prepare_order.assert_called_with(compute_value="default")
f86ee140 1032 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
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1033
1034 def test_print_all_with_order(self):
1035 trade_mock1 = mock.Mock()
1036 trade_mock2 = mock.Mock()
1037 trade_mock3 = mock.Mock()
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1038 trade_store = market.TradeStore(self.m)
1039 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
6ca5a1ec 1040
f86ee140 1041 trade_store.print_all_with_order()
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1042
1043 trade_mock1.print_with_order.assert_called()
1044 trade_mock2.print_with_order.assert_called()
1045 trade_mock3.print_with_order.assert_called()
1046
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1047 def test_run_orders(self):
1048 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1049 order_mock1 = mock.Mock()
1050 order_mock2 = mock.Mock()
1051 order_mock3 = mock.Mock()
1052 trade_store = market.TradeStore(self.m)
1053
1054 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1055
1056 trade_store.run_orders()
1057
1058 all_orders.assert_called_with(state="pending")
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1059
1060 order_mock1.run.assert_called()
1061 order_mock2.run.assert_called()
1062 order_mock3.run.assert_called()
1063
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1064 self.m.report.log_stage.assert_called_with("run_orders")
1065 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
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1066 order_mock3])
1067
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1068 def test_all_orders(self):
1069 trade_mock1 = mock.Mock()
1070 trade_mock2 = mock.Mock()
1071
1072 order_mock1 = mock.Mock()
1073 order_mock2 = mock.Mock()
1074 order_mock3 = mock.Mock()
1075
1076 trade_mock1.orders = [order_mock1, order_mock2]
1077 trade_mock2.orders = [order_mock3]
1078
1079 order_mock1.status = "pending"
1080 order_mock2.status = "open"
1081 order_mock3.status = "open"
1082
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1083 trade_store = market.TradeStore(self.m)
1084 trade_store.all.append(trade_mock1)
1085 trade_store.all.append(trade_mock2)
6ca5a1ec 1086
f86ee140 1087 orders = trade_store.all_orders()
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1088 self.assertEqual(3, len(orders))
1089
f86ee140 1090 open_orders = trade_store.all_orders(state="open")
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1091 self.assertEqual(2, len(open_orders))
1092 self.assertEqual([order_mock2, order_mock3], open_orders)
1093
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1094 def test_update_all_orders_status(self):
1095 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1096 order_mock1 = mock.Mock()
1097 order_mock2 = mock.Mock()
1098 order_mock3 = mock.Mock()
1099
1100 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1101
1102 trade_store = market.TradeStore(self.m)
1103
1104 trade_store.update_all_orders_status()
1105 all_orders.assert_called_with(state="open")
6ca5a1ec 1106
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1107 order_mock1.get_status.assert_called()
1108 order_mock2.get_status.assert_called()
1109 order_mock3.get_status.assert_called()
6ca5a1ec 1110
3d0247f9 1111
1aa7d4fa 1112@unittest.skipUnless("unit" in limits, "Unit skipped")
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1113class BalanceStoreTest(WebMockTestCase):
1114 def setUp(self):
1115 super(BalanceStoreTest, self).setUp()
1116
1117 self.fetch_balance = {
1118 "ETC": {
1119 "exchange_free": 0,
1120 "exchange_used": 0,
1121 "exchange_total": 0,
1122 "margin_total": 0,
1123 },
1124 "USDT": {
1125 "exchange_free": D("6.0"),
1126 "exchange_used": D("1.2"),
1127 "exchange_total": D("7.2"),
1128 "margin_total": 0,
1129 },
1130 "XVG": {
1131 "exchange_free": 16,
1132 "exchange_used": 0,
1133 "exchange_total": 16,
1134 "margin_total": 0,
1135 },
1136 "XMR": {
1137 "exchange_free": 0,
1138 "exchange_used": 0,
1139 "exchange_total": 0,
1140 "margin_total": D("-1.0"),
1141 "margin_free": 0,
1142 },
1143 }
1144
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1145 def test_in_currency(self):
1146 self.m.get_ticker.return_value = {
1147 "bid": D("0.09"),
1148 "ask": D("0.11"),
1149 "average": D("0.1"),
1150 }
1151
1152 balance_store = market.BalanceStore(self.m)
1153 balance_store.all = {
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1154 "BTC": portfolio.Balance("BTC", {
1155 "total": "0.65",
1156 "exchange_total":"0.65",
1157 "exchange_free": "0.35",
1158 "exchange_used": "0.30"}),
1159 "ETH": portfolio.Balance("ETH", {
1160 "total": 3,
1161 "exchange_total": 3,
1162 "exchange_free": 3,
1163 "exchange_used": 0}),
1164 }
cfab619d 1165
f86ee140 1166 amounts = balance_store.in_currency("BTC")
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1167 self.assertEqual("BTC", amounts["ETH"].currency)
1168 self.assertEqual(D("0.65"), amounts["BTC"].value)
1169 self.assertEqual(D("0.30"), amounts["ETH"].value)
f86ee140 1170 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1171 "average", "total")
f86ee140 1172 self.m.report.log_tickers.reset_mock()
cfab619d 1173
f86ee140 1174 amounts = balance_store.in_currency("BTC", compute_value="bid")
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1175 self.assertEqual(D("0.65"), amounts["BTC"].value)
1176 self.assertEqual(D("0.27"), amounts["ETH"].value)
f86ee140 1177 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1178 "bid", "total")
f86ee140 1179 self.m.report.log_tickers.reset_mock()
cfab619d 1180
f86ee140 1181 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
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1182 self.assertEqual(D("0.30"), amounts["BTC"].value)
1183 self.assertEqual(0, amounts["ETH"].value)
f86ee140 1184 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1185 "bid", "exchange_used")
f86ee140 1186 self.m.report.log_tickers.reset_mock()
cfab619d 1187
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1188 def test_fetch_balances(self):
1189 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
cfab619d 1190
f86ee140 1191 balance_store = market.BalanceStore(self.m)
cfab619d 1192
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1193 balance_store.fetch_balances()
1194 self.assertNotIn("ETC", balance_store.currencies())
1195 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
1196
1197 balance_store.all["ETC"] = portfolio.Balance("ETC", {
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1198 "exchange_total": "1", "exchange_free": "0",
1199 "exchange_used": "1" })
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1200 balance_store.fetch_balances(tag="foo")
1201 self.assertEqual(0, balance_store.all["ETC"].total)
1202 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
1203 self.m.report.log_balances.assert_called_with(tag="foo")
cfab619d 1204
6ca5a1ec 1205 @mock.patch.object(portfolio.Portfolio, "repartition")
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1206 def test_dispatch_assets(self, repartition):
1207 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1208
1209 balance_store = market.BalanceStore(self.m)
1210 balance_store.fetch_balances()
6ca5a1ec 1211
f86ee140 1212 self.assertNotIn("XEM", balance_store.currencies())
6ca5a1ec 1213
3d0247f9 1214 repartition_hash = {
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1215 "XEM": (D("0.75"), "long"),
1216 "BTC": (D("0.26"), "long"),
1aa7d4fa 1217 "DASH": (D("0.10"), "short"),
6ca5a1ec 1218 }
3d0247f9 1219 repartition.return_value = repartition_hash
6ca5a1ec 1220
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1221 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1222 repartition.assert_called_with(self.m, liquidity="medium")
1223 self.assertIn("XEM", balance_store.currencies())
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1224 self.assertEqual(D("2.6"), amounts["BTC"].value)
1225 self.assertEqual(D("7.5"), amounts["XEM"].value)
1aa7d4fa 1226 self.assertEqual(D("-1.0"), amounts["DASH"].value)
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1227 self.m.report.log_balances.assert_called_with(tag=None)
1228 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
3d0247f9 1229 "11.1"), amounts, "medium", repartition_hash)
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1230
1231 def test_currencies(self):
f86ee140
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1232 balance_store = market.BalanceStore(self.m)
1233
1234 balance_store.all = {
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1235 "BTC": portfolio.Balance("BTC", {
1236 "total": "0.65",
1237 "exchange_total":"0.65",
1238 "exchange_free": "0.35",
1239 "exchange_used": "0.30"}),
1240 "ETH": portfolio.Balance("ETH", {
1241 "total": 3,
1242 "exchange_total": 3,
1243 "exchange_free": 3,
1244 "exchange_used": 0}),
1245 }
f86ee140 1246 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
6ca5a1ec 1247
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1248 def test_as_json(self):
1249 balance_mock1 = mock.Mock()
1250 balance_mock1.as_json.return_value = 1
1251
1252 balance_mock2 = mock.Mock()
1253 balance_mock2.as_json.return_value = 2
1254
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1255 balance_store = market.BalanceStore(self.m)
1256 balance_store.all = {
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1257 "BTC": balance_mock1,
1258 "ETH": balance_mock2,
1259 }
1260
f86ee140 1261 as_json = balance_store.as_json()
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1262 self.assertEqual(1, as_json["BTC"])
1263 self.assertEqual(2, as_json["ETH"])
1264
1265
1aa7d4fa 1266@unittest.skipUnless("unit" in limits, "Unit skipped")
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1267class ComputationTest(WebMockTestCase):
1268 def test_compute_value(self):
1269 compute = mock.Mock()
1270 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1271 compute.assert_called_with("foo", "ask")
1272
1273 compute.reset_mock()
1274 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1275 compute.assert_called_with("foo", "bid")
1276
1277 compute.reset_mock()
1278 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1279 compute.assert_called_with("foo", "ask")
1280
1281 compute.reset_mock()
1282 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1283 compute.assert_called_with("foo", "bid")
1284
1285 compute.reset_mock()
1286 portfolio.Computation.computations["test"] = compute
1287 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1288 compute.assert_called_with("foo", "bid")
1289
1290
1aa7d4fa 1291@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 1292class TradeTest(WebMockTestCase):
cfab619d 1293
cfab619d 1294 def test_values_assertion(self):
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1295 value_from = portfolio.Amount("BTC", "1.0")
1296 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1297 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1298 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1299 self.assertEqual("BTC", trade.base_currency)
1300 self.assertEqual("ETH", trade.currency)
f86ee140 1301 self.assertEqual(self.m, trade.market)
66c8b3dd
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1302
1303 with self.assertRaises(AssertionError):
f86ee140 1304 portfolio.Trade(value_from, value_to, "ETC", self.m)
66c8b3dd
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1305 with self.assertRaises(AssertionError):
1306 value_from.linked_to = None
f86ee140 1307 portfolio.Trade(value_from, value_to, "ETH", self.m)
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1308 with self.assertRaises(AssertionError):
1309 value_from.currency = "ETH"
f86ee140 1310 portfolio.Trade(value_from, value_to, "ETH", self.m)
cfab619d 1311
c51687d2 1312 value_from = portfolio.Amount("BTC", 0)
f86ee140 1313 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1314 self.assertEqual(0, trade.value_from.linked_to)
cfab619d 1315
cfab619d 1316 def test_action(self):
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1317 value_from = portfolio.Amount("BTC", "1.0")
1318 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1319 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1320 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
cfab619d 1321
c51687d2
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1322 self.assertIsNone(trade.action)
1323
1324 value_from = portfolio.Amount("BTC", "1.0")
1325 value_from.linked_to = portfolio.Amount("BTC", "1.0")
1aa7d4fa 1326 value_to = portfolio.Amount("BTC", "2.0")
f86ee140 1327 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
c51687d2
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1328
1329 self.assertIsNone(trade.action)
1330
1331 value_from = portfolio.Amount("BTC", "0.5")
1332 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1333 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1334 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1335
1336 self.assertEqual("acquire", trade.action)
1337
1338 value_from = portfolio.Amount("BTC", "0")
1339 value_from.linked_to = portfolio.Amount("ETH", "0")
1340 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1341 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1342
5a72ded7 1343 self.assertEqual("acquire", trade.action)
cfab619d 1344
cfab619d 1345 def test_order_action(self):
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IB
1346 value_from = portfolio.Amount("BTC", "0.5")
1347 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1348 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1349 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1350
1351 self.assertEqual("buy", trade.order_action(False))
1352 self.assertEqual("sell", trade.order_action(True))
1353
1354 value_from = portfolio.Amount("BTC", "0")
1355 value_from.linked_to = portfolio.Amount("ETH", "0")
1356 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1357 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1358
1359 self.assertEqual("sell", trade.order_action(False))
1360 self.assertEqual("buy", trade.order_action(True))
1361
1362 def test_trade_type(self):
1363 value_from = portfolio.Amount("BTC", "0.5")
1364 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1365 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1366 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1367
1368 self.assertEqual("long", trade.trade_type)
1369
1370 value_from = portfolio.Amount("BTC", "0")
1371 value_from.linked_to = portfolio.Amount("ETH", "0")
1372 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1373 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1374
1375 self.assertEqual("short", trade.trade_type)
1376
1377 def test_filled_amount(self):
1378 value_from = portfolio.Amount("BTC", "0.5")
1379 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1380 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1381 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1382
1383 order1 = mock.Mock()
1aa7d4fa 1384 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
c51687d2
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1385
1386 order2 = mock.Mock()
1aa7d4fa 1387 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
c51687d2
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1388 trade.orders.append(order1)
1389 trade.orders.append(order2)
1390
1aa7d4fa
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1391 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1392 order1.filled_amount.assert_called_with(in_base_currency=False)
1393 order2.filled_amount.assert_called_with(in_base_currency=False)
c51687d2 1394
1aa7d4fa
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1395 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1396 order1.filled_amount.assert_called_with(in_base_currency=False)
1397 order2.filled_amount.assert_called_with(in_base_currency=False)
1398
1399 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1400 order1.filled_amount.assert_called_with(in_base_currency=True)
1401 order2.filled_amount.assert_called_with(in_base_currency=True)
1402
1aa7d4fa
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1403 @mock.patch.object(portfolio.Computation, "compute_value")
1404 @mock.patch.object(portfolio.Trade, "filled_amount")
1405 @mock.patch.object(portfolio, "Order")
f86ee140 1406 def test_prepare_order(self, Order, filled_amount, compute_value):
1aa7d4fa
IB
1407 Order.return_value = "Order"
1408
1409 with self.subTest(desc="Nothing to do"):
1410 value_from = portfolio.Amount("BTC", "10")
1411 value_from.rate = D("0.1")
1412 value_from.linked_to = portfolio.Amount("FOO", "100")
1413 value_to = portfolio.Amount("BTC", "10")
f86ee140 1414 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
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1415
1416 trade.prepare_order()
1417
1418 filled_amount.assert_not_called()
1419 compute_value.assert_not_called()
1420 self.assertEqual(0, len(trade.orders))
1421 Order.assert_not_called()
1422
f86ee140
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1423 self.m.get_ticker.return_value = { "inverted": False }
1424 with self.subTest(desc="Already filled"):
1aa7d4fa
IB
1425 filled_amount.return_value = portfolio.Amount("FOO", "100")
1426 compute_value.return_value = D("0.125")
1427
1428 value_from = portfolio.Amount("BTC", "10")
1429 value_from.rate = D("0.1")
1430 value_from.linked_to = portfolio.Amount("FOO", "100")
1431 value_to = portfolio.Amount("BTC", "0")
f86ee140 1432 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
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1433
1434 trade.prepare_order()
1435
1436 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1437 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa 1438 self.assertEqual(0, len(trade.orders))
f86ee140 1439 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
1aa7d4fa
IB
1440 Order.assert_not_called()
1441
1442 with self.subTest(action="dispose", inverted=False):
1443 filled_amount.return_value = portfolio.Amount("FOO", "60")
1444 compute_value.return_value = D("0.125")
1445
1446 value_from = portfolio.Amount("BTC", "10")
1447 value_from.rate = D("0.1")
1448 value_from.linked_to = portfolio.Amount("FOO", "100")
1449 value_to = portfolio.Amount("BTC", "1")
f86ee140 1450 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB
1451
1452 trade.prepare_order()
1453
1454 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1455 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa
IB
1456 self.assertEqual(1, len(trade.orders))
1457 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
f86ee140 1458 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
IB
1459 trade, close_if_possible=False)
1460
1461 with self.subTest(action="acquire", inverted=False):
1462 filled_amount.return_value = portfolio.Amount("BTC", "3")
1463 compute_value.return_value = D("0.125")
1464
1465 value_from = portfolio.Amount("BTC", "1")
1466 value_from.rate = D("0.1")
1467 value_from.linked_to = portfolio.Amount("FOO", "10")
1468 value_to = portfolio.Amount("BTC", "10")
f86ee140 1469 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
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1470
1471 trade.prepare_order()
1472
1473 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1474 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
1aa7d4fa
IB
1475 self.assertEqual(1, len(trade.orders))
1476
1477 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
f86ee140 1478 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
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1479 trade, close_if_possible=False)
1480
1481 with self.subTest(close_if_possible=True):
1482 filled_amount.return_value = portfolio.Amount("FOO", "0")
1483 compute_value.return_value = D("0.125")
1484
1485 value_from = portfolio.Amount("BTC", "10")
1486 value_from.rate = D("0.1")
1487 value_from.linked_to = portfolio.Amount("FOO", "100")
1488 value_to = portfolio.Amount("BTC", "0")
f86ee140 1489 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1490
1491 trade.prepare_order()
1492
1493 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1494 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
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1495 self.assertEqual(1, len(trade.orders))
1496 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
f86ee140 1497 D("0.125"), "BTC", "long", self.m,
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1498 trade, close_if_possible=True)
1499
f86ee140 1500 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
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1501 with self.subTest(action="dispose", inverted=True):
1502 filled_amount.return_value = portfolio.Amount("FOO", "300")
1503 compute_value.return_value = D("125")
1504
1505 value_from = portfolio.Amount("BTC", "10")
1506 value_from.rate = D("0.01")
1507 value_from.linked_to = portfolio.Amount("FOO", "1000")
1508 value_to = portfolio.Amount("BTC", "1")
f86ee140 1509 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1510
1511 trade.prepare_order(compute_value="foo")
1512
1513 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1514 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
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1515 self.assertEqual(1, len(trade.orders))
1516 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
f86ee140 1517 D("125"), "FOO", "long", self.m,
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1518 trade, close_if_possible=False)
1519
1520 with self.subTest(action="acquire", inverted=True):
1521 filled_amount.return_value = portfolio.Amount("BTC", "4")
1522 compute_value.return_value = D("125")
1523
1524 value_from = portfolio.Amount("BTC", "1")
1525 value_from.rate = D("0.01")
1526 value_from.linked_to = portfolio.Amount("FOO", "100")
1527 value_to = portfolio.Amount("BTC", "10")
f86ee140 1528 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1529
1530 trade.prepare_order(compute_value="foo")
1531
1532 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1533 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
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1534 self.assertEqual(1, len(trade.orders))
1535 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
f86ee140 1536 D("125"), "FOO", "long", self.m,
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1537 trade, close_if_possible=False)
1538
1539
1540 @mock.patch.object(portfolio.Trade, "prepare_order")
1541 def test_update_order(self, prepare_order):
1542 order_mock = mock.Mock()
1543 new_order_mock = mock.Mock()
1544
1545 value_from = portfolio.Amount("BTC", "0.5")
1546 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1547 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1548 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
5a72ded7 1549 prepare_order.return_value = new_order_mock
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1550
1551 for i in [0, 1, 3, 4, 6]:
f86ee140 1552 with self.subTest(tick=i):
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1553 trade.update_order(order_mock, i)
1554 order_mock.cancel.assert_not_called()
1555 new_order_mock.run.assert_not_called()
f86ee140 1556 self.m.report.log_order.assert_called_once_with(order_mock, i,
3d0247f9 1557 update="waiting", compute_value=None, new_order=None)
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1558
1559 order_mock.reset_mock()
1560 new_order_mock.reset_mock()
1561 trade.orders = []
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1562 self.m.report.log_order.reset_mock()
1563
1564 trade.update_order(order_mock, 2)
1565 order_mock.cancel.assert_called()
1566 new_order_mock.run.assert_called()
1567 prepare_order.assert_called()
1568 self.m.report.log_order.assert_called()
1569 self.assertEqual(2, self.m.report.log_order.call_count)
1570 calls = [
1571 mock.call(order_mock, 2, update="adjusting",
1572 compute_value='lambda x, y: (x[y] + x["average"]) / 2',
1573 new_order=new_order_mock),
1574 mock.call(order_mock, 2, new_order=new_order_mock),
1575 ]
1576 self.m.report.log_order.assert_has_calls(calls)
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1577
1578 order_mock.reset_mock()
1579 new_order_mock.reset_mock()
1580 trade.orders = []
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1581 self.m.report.log_order.reset_mock()
1582
1583 trade.update_order(order_mock, 5)
1584 order_mock.cancel.assert_called()
1585 new_order_mock.run.assert_called()
1586 prepare_order.assert_called()
1587 self.assertEqual(2, self.m.report.log_order.call_count)
1588 self.m.report.log_order.assert_called()
1589 calls = [
1590 mock.call(order_mock, 5, update="adjusting",
1591 compute_value='lambda x, y: (x[y]*2 + x["average"]) / 3',
1592 new_order=new_order_mock),
1593 mock.call(order_mock, 5, new_order=new_order_mock),
1594 ]
1595 self.m.report.log_order.assert_has_calls(calls)
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1596
1597 order_mock.reset_mock()
1598 new_order_mock.reset_mock()
1599 trade.orders = []
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1600 self.m.report.log_order.reset_mock()
1601
1602 trade.update_order(order_mock, 7)
1603 order_mock.cancel.assert_called()
1604 new_order_mock.run.assert_called()
1605 prepare_order.assert_called_with(compute_value="default")
1606 self.m.report.log_order.assert_called()
1607 self.assertEqual(2, self.m.report.log_order.call_count)
1608 calls = [
1609 mock.call(order_mock, 7, update="market_fallback",
1610 compute_value='default',
1611 new_order=new_order_mock),
1612 mock.call(order_mock, 7, new_order=new_order_mock),
1613 ]
1614 self.m.report.log_order.assert_has_calls(calls)
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1615
1616 order_mock.reset_mock()
1617 new_order_mock.reset_mock()
1618 trade.orders = []
f86ee140 1619 self.m.report.log_order.reset_mock()
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1620
1621 for i in [10, 13, 16]:
f86ee140 1622 with self.subTest(tick=i):
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1623 trade.update_order(order_mock, i)
1624 order_mock.cancel.assert_called()
1625 new_order_mock.run.assert_called()
1626 prepare_order.assert_called_with(compute_value="default")
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1627 self.m.report.log_order.assert_called()
1628 self.assertEqual(2, self.m.report.log_order.call_count)
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1629 calls = [
1630 mock.call(order_mock, i, update="market_adjust",
1631 compute_value='default',
1632 new_order=new_order_mock),
1633 mock.call(order_mock, i, new_order=new_order_mock),
1634 ]
f86ee140 1635 self.m.report.log_order.assert_has_calls(calls)
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1636
1637 order_mock.reset_mock()
1638 new_order_mock.reset_mock()
1639 trade.orders = []
f86ee140 1640 self.m.report.log_order.reset_mock()
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1641
1642 for i in [8, 9, 11, 12]:
f86ee140 1643 with self.subTest(tick=i):
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1644 trade.update_order(order_mock, i)
1645 order_mock.cancel.assert_not_called()
1646 new_order_mock.run.assert_not_called()
f86ee140 1647 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
3d0247f9 1648 compute_value=None, new_order=None)
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1649
1650 order_mock.reset_mock()
1651 new_order_mock.reset_mock()
1652 trade.orders = []
f86ee140 1653 self.m.report.log_order.reset_mock()
cfab619d 1654
cfab619d 1655
f86ee140 1656 def test_print_with_order(self):
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1657 value_from = portfolio.Amount("BTC", "0.5")
1658 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1659 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1660 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1661
1662 order_mock1 = mock.Mock()
1663 order_mock1.__repr__ = mock.Mock()
1664 order_mock1.__repr__.return_value = "Mock 1"
1665 order_mock2 = mock.Mock()
1666 order_mock2.__repr__ = mock.Mock()
1667 order_mock2.__repr__.return_value = "Mock 2"
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1668 order_mock1.mouvements = []
1669 mouvement_mock1 = mock.Mock()
1670 mouvement_mock1.__repr__ = mock.Mock()
1671 mouvement_mock1.__repr__.return_value = "Mouvement 1"
1672 mouvement_mock2 = mock.Mock()
1673 mouvement_mock2.__repr__ = mock.Mock()
1674 mouvement_mock2.__repr__.return_value = "Mouvement 2"
1675 order_mock2.mouvements = [
1676 mouvement_mock1, mouvement_mock2
1677 ]
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1678 trade.orders.append(order_mock1)
1679 trade.orders.append(order_mock2)
1680
1681 trade.print_with_order()
1682
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1683 self.m.report.print_log.assert_called()
1684 calls = self.m.report.print_log.mock_calls
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1685 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
1686 self.assertEqual("\tMock 1", str(calls[1][1][0]))
1687 self.assertEqual("\tMock 2", str(calls[2][1][0]))
1688 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
1689 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
c51687d2 1690
cfab619d 1691 def test__repr(self):
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1692 value_from = portfolio.Amount("BTC", "0.5")
1693 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1694 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1695 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1696
1697 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
cfab619d 1698
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1699 def test_as_json(self):
1700 value_from = portfolio.Amount("BTC", "0.5")
1701 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1702 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1703 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1704
1705 as_json = trade.as_json()
1706 self.assertEqual("acquire", as_json["action"])
1707 self.assertEqual(D("0.5"), as_json["from"])
1708 self.assertEqual(D("1.0"), as_json["to"])
1709 self.assertEqual("ETH", as_json["currency"])
1710 self.assertEqual("BTC", as_json["base_currency"])
1711
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1712@unittest.skipUnless("unit" in limits, "Unit skipped")
1713class OrderTest(WebMockTestCase):
1714 def test_values(self):
1715 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1716 D("0.1"), "BTC", "long", "market", "trade")
1717 self.assertEqual("buy", order.action)
1718 self.assertEqual(10, order.amount.value)
1719 self.assertEqual("ETH", order.amount.currency)
1720 self.assertEqual(D("0.1"), order.rate)
1721 self.assertEqual("BTC", order.base_currency)
1722 self.assertEqual("market", order.market)
1723 self.assertEqual("long", order.trade_type)
1724 self.assertEqual("pending", order.status)
1725 self.assertEqual("trade", order.trade)
1726 self.assertIsNone(order.id)
1727 self.assertFalse(order.close_if_possible)
1728
1729 def test__repr(self):
1730 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1731 D("0.1"), "BTC", "long", "market", "trade")
1732 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
1733
1734 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1735 D("0.1"), "BTC", "long", "market", "trade",
1736 close_if_possible=True)
1737 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
1738
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1739 def test_as_json(self):
1740 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1741 D("0.1"), "BTC", "long", "market", "trade")
1742 mouvement_mock1 = mock.Mock()
1743 mouvement_mock1.as_json.return_value = 1
1744 mouvement_mock2 = mock.Mock()
1745 mouvement_mock2.as_json.return_value = 2
1746
1747 order.mouvements = [mouvement_mock1, mouvement_mock2]
1748 as_json = order.as_json()
1749 self.assertEqual("buy", as_json["action"])
1750 self.assertEqual("long", as_json["trade_type"])
1751 self.assertEqual(10, as_json["amount"])
1752 self.assertEqual("ETH", as_json["currency"])
1753 self.assertEqual("BTC", as_json["base_currency"])
1754 self.assertEqual(D("0.1"), as_json["rate"])
1755 self.assertEqual("pending", as_json["status"])
1756 self.assertEqual(False, as_json["close_if_possible"])
1757 self.assertIsNone(as_json["id"])
1758 self.assertEqual([1, 2], as_json["mouvements"])
1759
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1760 def test_account(self):
1761 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1762 D("0.1"), "BTC", "long", "market", "trade")
1763 self.assertEqual("exchange", order.account)
1764
1765 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1766 D("0.1"), "BTC", "short", "market", "trade")
1767 self.assertEqual("margin", order.account)
1768
1769 def test_pending(self):
1770 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1771 D("0.1"), "BTC", "long", "market", "trade")
1772 self.assertTrue(order.pending)
1773 order.status = "open"
1774 self.assertFalse(order.pending)
1775
1776 def test_open(self):
1777 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1778 D("0.1"), "BTC", "long", "market", "trade")
1779 self.assertFalse(order.open)
1780 order.status = "open"
1781 self.assertTrue(order.open)
1782
1783 def test_finished(self):
1784 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1785 D("0.1"), "BTC", "long", "market", "trade")
1786 self.assertFalse(order.finished)
1787 order.status = "closed"
1788 self.assertTrue(order.finished)
1789 order.status = "canceled"
1790 self.assertTrue(order.finished)
1791 order.status = "error"
1792 self.assertTrue(order.finished)
1793
1794 @mock.patch.object(portfolio.Order, "fetch")
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1795 def test_cancel(self, fetch):
1796 self.m.debug = True
5a72ded7 1797 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1798 D("0.1"), "BTC", "long", self.m, "trade")
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1799 order.status = "open"
1800
1801 order.cancel()
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1802 self.m.ccxt.cancel_order.assert_not_called()
1803 self.m.report.log_debug_action.assert_called_once()
1804 self.m.report.log_debug_action.reset_mock()
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1805 self.assertEqual("canceled", order.status)
1806
f86ee140 1807 self.m.debug = False
5a72ded7 1808 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1809 D("0.1"), "BTC", "long", self.m, "trade")
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1810 order.status = "open"
1811 order.id = 42
1812
1813 order.cancel()
f86ee140 1814 self.m.ccxt.cancel_order.assert_called_with(42)
5a72ded7 1815 fetch.assert_called_once()
f86ee140 1816 self.m.report.log_debug_action.assert_not_called()
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1817
1818 def test_dust_amount_remaining(self):
1819 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1820 D("0.1"), "BTC", "long", self.m, "trade")
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1821 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
1822 self.assertFalse(order.dust_amount_remaining())
1823
1824 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
1825 self.assertTrue(order.dust_amount_remaining())
1826
1827 @mock.patch.object(portfolio.Order, "fetch")
1828 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
1829 def test_remaining_amount(self, filled_amount, fetch):
1830 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1831 D("0.1"), "BTC", "long", self.m, "trade")
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1832
1833 self.assertEqual(9, order.remaining_amount().value)
1834 order.fetch.assert_not_called()
1835
1836 order.status = "open"
1837 self.assertEqual(9, order.remaining_amount().value)
1838 fetch.assert_called_once()
1839
1840 @mock.patch.object(portfolio.Order, "fetch")
1841 def test_filled_amount(self, fetch):
1842 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1843 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 1844 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1845 "tradeID": 42, "type": "buy", "fee": "0.0015",
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1846 "date": "2017-12-30 12:00:12", "rate": "0.1",
1847 "amount": "3", "total": "0.3"
1848 }))
1849 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1850 "tradeID": 43, "type": "buy", "fee": "0.0015",
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1851 "date": "2017-12-30 13:00:12", "rate": "0.2",
1852 "amount": "2", "total": "0.4"
1853 }))
1854 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
1855 fetch.assert_not_called()
1856 order.status = "open"
1857 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
1858 fetch.assert_called_once()
1859 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
1860
1861 def test_fetch_mouvements(self):
f86ee140 1862 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
5a72ded7 1863 {
df9e4e7f 1864 "tradeID": 42, "type": "buy", "fee": "0.0015",
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1865 "date": "2017-12-30 12:00:12", "rate": "0.1",
1866 "amount": "3", "total": "0.3"
1867 },
1868 {
df9e4e7f 1869 "tradeID": 43, "type": "buy", "fee": "0.0015",
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1870 "date": "2017-12-30 13:00:12", "rate": "0.2",
1871 "amount": "2", "total": "0.4"
1872 }
1873 ]
1874 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1875 D("0.1"), "BTC", "long", self.m, "trade")
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1876 order.id = 12
1877 order.mouvements = ["Foo", "Bar", "Baz"]
1878
1879 order.fetch_mouvements()
1880
f86ee140 1881 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
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1882 self.assertEqual(2, len(order.mouvements))
1883 self.assertEqual(42, order.mouvements[0].id)
1884 self.assertEqual(43, order.mouvements[1].id)
1885
f86ee140 1886 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
df9e4e7f 1887 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1888 D("0.1"), "BTC", "long", self.m, "trade")
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1889 order.fetch_mouvements()
1890 self.assertEqual(0, len(order.mouvements))
1891
f86ee140 1892 def test_mark_finished_order(self):
5a72ded7 1893 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1894 D("0.1"), "BTC", "short", self.m, "trade",
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1895 close_if_possible=True)
1896 order.status = "closed"
f86ee140 1897 self.m.debug = False
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1898
1899 order.mark_finished_order()
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1900 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
1901 self.m.ccxt.close_margin_position.reset_mock()
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1902
1903 order.status = "open"
1904 order.mark_finished_order()
f86ee140 1905 self.m.ccxt.close_margin_position.assert_not_called()
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1906
1907 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1908 D("0.1"), "BTC", "short", self.m, "trade",
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1909 close_if_possible=False)
1910 order.status = "closed"
1911 order.mark_finished_order()
f86ee140 1912 self.m.ccxt.close_margin_position.assert_not_called()
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1913
1914 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
f86ee140 1915 D("0.1"), "BTC", "short", self.m, "trade",
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1916 close_if_possible=True)
1917 order.status = "closed"
1918 order.mark_finished_order()
f86ee140 1919 self.m.ccxt.close_margin_position.assert_not_called()
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1920
1921 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1922 D("0.1"), "BTC", "long", self.m, "trade",
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1923 close_if_possible=True)
1924 order.status = "closed"
1925 order.mark_finished_order()
f86ee140 1926 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7 1927
f86ee140 1928 self.m.debug = True
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1929
1930 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1931 D("0.1"), "BTC", "short", self.m, "trade",
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1932 close_if_possible=True)
1933 order.status = "closed"
1934
1935 order.mark_finished_order()
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1936 self.m.ccxt.close_margin_position.assert_not_called()
1937 self.m.report.log_debug_action.assert_called_once()
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1938
1939 @mock.patch.object(portfolio.Order, "fetch_mouvements")
f86ee140 1940 def test_fetch(self, fetch_mouvements):
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1941 time = self.time.time()
1942 with mock.patch.object(portfolio.time, "time") as time_mock:
5a72ded7 1943 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1944 D("0.1"), "BTC", "long", self.m, "trade")
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1945 order.id = 45
1946 with self.subTest(debug=True):
f86ee140 1947 self.m.debug = True
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1948 order.fetch()
1949 time_mock.assert_not_called()
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1950 self.m.report.log_debug_action.assert_called_once()
1951 self.m.report.log_debug_action.reset_mock()
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1952 order.fetch(force=True)
1953 time_mock.assert_not_called()
f86ee140 1954 self.m.ccxt.fetch_order.assert_not_called()
5a72ded7 1955 fetch_mouvements.assert_not_called()
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1956 self.m.report.log_debug_action.assert_called_once()
1957 self.m.report.log_debug_action.reset_mock()
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1958 self.assertIsNone(order.fetch_cache_timestamp)
1959
1960 with self.subTest(debug=False):
f86ee140 1961 self.m.debug = False
5a72ded7 1962 time_mock.return_value = time
f86ee140 1963 self.m.ccxt.fetch_order.return_value = {
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1964 "status": "foo",
1965 "datetime": "timestamp"
1966 }
1967 order.fetch()
1968
f86ee140 1969 self.m.ccxt.fetch_order.assert_called_once()
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1970 fetch_mouvements.assert_called_once()
1971 self.assertEqual("foo", order.status)
1972 self.assertEqual("timestamp", order.timestamp)
1973 self.assertEqual(time, order.fetch_cache_timestamp)
1974 self.assertEqual(1, len(order.results))
1975
f86ee140 1976 self.m.ccxt.fetch_order.reset_mock()
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1977 fetch_mouvements.reset_mock()
1978
1979 time_mock.return_value = time + 8
1980 order.fetch()
f86ee140 1981 self.m.ccxt.fetch_order.assert_not_called()
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1982 fetch_mouvements.assert_not_called()
1983
1984 order.fetch(force=True)
f86ee140 1985 self.m.ccxt.fetch_order.assert_called_once()
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1986 fetch_mouvements.assert_called_once()
1987
f86ee140 1988 self.m.ccxt.fetch_order.reset_mock()
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1989 fetch_mouvements.reset_mock()
1990
1991 time_mock.return_value = time + 19
1992 order.fetch()
f86ee140 1993 self.m.ccxt.fetch_order.assert_called_once()
5a72ded7 1994 fetch_mouvements.assert_called_once()
f86ee140 1995 self.m.report.log_debug_action.assert_not_called()
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1996
1997 @mock.patch.object(portfolio.Order, "fetch")
1998 @mock.patch.object(portfolio.Order, "mark_finished_order")
f86ee140 1999 def test_get_status(self, mark_finished_order, fetch):
5a72ded7 2000 with self.subTest(debug=True):
f86ee140 2001 self.m.debug = True
5a72ded7 2002 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2003 D("0.1"), "BTC", "long", self.m, "trade")
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2004 self.assertEqual("pending", order.get_status())
2005 fetch.assert_not_called()
f86ee140 2006 self.m.report.log_debug_action.assert_called_once()
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IB
2007
2008 with self.subTest(debug=False, finished=False):
f86ee140 2009 self.m.debug = False
5a72ded7 2010 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2011 D("0.1"), "BTC", "long", self.m, "trade")
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2012 def _fetch(order):
2013 def update_status():
2014 order.status = "open"
2015 return update_status
2016 fetch.side_effect = _fetch(order)
2017 self.assertEqual("open", order.get_status())
2018 mark_finished_order.assert_not_called()
2019 fetch.assert_called_once()
2020
2021 mark_finished_order.reset_mock()
2022 fetch.reset_mock()
2023 with self.subTest(debug=False, finished=True):
f86ee140 2024 self.m.debug = False
5a72ded7 2025 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2026 D("0.1"), "BTC", "long", self.m, "trade")
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IB
2027 def _fetch(order):
2028 def update_status():
2029 order.status = "closed"
2030 return update_status
2031 fetch.side_effect = _fetch(order)
2032 self.assertEqual("closed", order.get_status())
2033 mark_finished_order.assert_called_once()
2034 fetch.assert_called_once()
2035
2036 def test_run(self):
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IB
2037 self.m.ccxt.order_precision.return_value = 4
2038 with self.subTest(debug=True):
2039 self.m.debug = True
5a72ded7 2040 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2041 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 2042 order.run()
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2043 self.m.ccxt.create_order.assert_not_called()
2044 self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
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2045 self.assertEqual("open", order.status)
2046 self.assertEqual(1, len(order.results))
2047 self.assertEqual(-1, order.id)
2048
f86ee140 2049 self.m.ccxt.create_order.reset_mock()
5a72ded7 2050 with self.subTest(debug=False):
f86ee140 2051 self.m.debug = False
5a72ded7 2052 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
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IB
2053 D("0.1"), "BTC", "long", self.m, "trade")
2054 self.m.ccxt.create_order.return_value = { "id": 123 }
5a72ded7 2055 order.run()
f86ee140 2056 self.m.ccxt.create_order.assert_called_once()
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2057 self.assertEqual(1, len(order.results))
2058 self.assertEqual("open", order.status)
2059
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2060 self.m.ccxt.create_order.reset_mock()
2061 with self.subTest(exception=True):
5a72ded7 2062 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB
2063 D("0.1"), "BTC", "long", self.m, "trade")
2064 self.m.ccxt.create_order.side_effect = Exception("bouh")
5a72ded7 2065 order.run()
f86ee140 2066 self.m.ccxt.create_order.assert_called_once()
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IB
2067 self.assertEqual(0, len(order.results))
2068 self.assertEqual("error", order.status)
f86ee140 2069 self.m.report.log_error.assert_called_once()
5a72ded7 2070
f86ee140 2071 self.m.ccxt.create_order.reset_mock()
df9e4e7f
IB
2072 with self.subTest(dust_amount_exception=True),\
2073 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2074 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
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2075 D("0.1"), "BTC", "long", self.m, "trade")
2076 self.m.ccxt.create_order.side_effect = portfolio.ExchangeNotAvailable
df9e4e7f 2077 order.run()
f86ee140 2078 self.m.ccxt.create_order.assert_called_once()
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IB
2079 self.assertEqual(0, len(order.results))
2080 self.assertEqual("closed", order.status)
2081 mark_finished_order.assert_called_once()
2082
d24bb10c
IB
2083 self.m.ccxt.create_order.reset_mock()
2084 with self.subTest(dust_amount_exception=True),\
2085 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2086 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
2087 D("0.1"), "BTC", "long", self.m, "trade")
2088 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
2089 order.run()
2090 self.m.ccxt.create_order.assert_called_once()
2091 self.assertEqual(0, len(order.results))
2092 self.assertEqual("closed", order.status)
2093 mark_finished_order.assert_called_once()
2094
df9e4e7f 2095
5a72ded7
IB
2096@unittest.skipUnless("unit" in limits, "Unit skipped")
2097class MouvementTest(WebMockTestCase):
2098 def test_values(self):
2099 mouvement = portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 2100 "tradeID": 42, "type": "buy", "fee": "0.0015",
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IB
2101 "date": "2017-12-30 12:00:12", "rate": "0.1",
2102 "amount": "10", "total": "1"
2103 })
2104 self.assertEqual("ETH", mouvement.currency)
2105 self.assertEqual("BTC", mouvement.base_currency)
2106 self.assertEqual(42, mouvement.id)
2107 self.assertEqual("buy", mouvement.action)
2108 self.assertEqual(D("0.0015"), mouvement.fee_rate)
2109 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2110 self.assertEqual(D("0.1"), mouvement.rate)
2111 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2112 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2113
df9e4e7f
IB
2114 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2115 self.assertIsNone(mouvement.date)
2116 self.assertIsNone(mouvement.id)
2117 self.assertIsNone(mouvement.action)
2118 self.assertEqual(-1, mouvement.fee_rate)
2119 self.assertEqual(0, mouvement.rate)
2120 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2121 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2122
c31df868
IB
2123 def test__repr(self):
2124 mouvement = portfolio.Mouvement("ETH", "BTC", {
2125 "tradeID": 42, "type": "buy", "fee": "0.0015",
2126 "date": "2017-12-30 12:00:12", "rate": "0.1",
2127 "amount": "10", "total": "1"
2128 })
2129 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
3d0247f9 2130
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2131 mouvement = portfolio.Mouvement("ETH", "BTC", {
2132 "tradeID": 42, "type": "buy",
2133 "date": "garbage", "rate": "0.1",
2134 "amount": "10", "total": "1"
2135 })
2136 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
2137
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IB
2138 def test_as_json(self):
2139 mouvement = portfolio.Mouvement("ETH", "BTC", {
2140 "tradeID": 42, "type": "buy", "fee": "0.0015",
2141 "date": "2017-12-30 12:00:12", "rate": "0.1",
2142 "amount": "10", "total": "1"
2143 })
2144 as_json = mouvement.as_json()
2145
2146 self.assertEqual(D("0.0015"), as_json["fee_rate"])
2147 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
2148 self.assertEqual("buy", as_json["action"])
2149 self.assertEqual(D("10"), as_json["total"])
2150 self.assertEqual(D("1"), as_json["total_in_base"])
2151 self.assertEqual("BTC", as_json["base_currency"])
2152 self.assertEqual("ETH", as_json["currency"])
2153
2154@unittest.skipUnless("unit" in limits, "Unit skipped")
2155class ReportStoreTest(WebMockTestCase):
2156 def test_add_log(self):
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IB
2157 report_store = market.ReportStore(self.m)
2158 report_store.add_log({"foo": "bar"})
3d0247f9 2159
f86ee140 2160 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
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IB
2161
2162 def test_set_verbose(self):
f86ee140 2163 report_store = market.ReportStore(self.m)
3d0247f9 2164 with self.subTest(verbose=True):
f86ee140
IB
2165 report_store.set_verbose(True)
2166 self.assertTrue(report_store.verbose_print)
3d0247f9
IB
2167
2168 with self.subTest(verbose=False):
f86ee140
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2169 report_store.set_verbose(False)
2170 self.assertFalse(report_store.verbose_print)
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IB
2171
2172 def test_print_log(self):
f86ee140 2173 report_store = market.ReportStore(self.m)
3d0247f9
IB
2174 with self.subTest(verbose=True),\
2175 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2176 report_store.set_verbose(True)
2177 report_store.print_log("Coucou")
2178 report_store.print_log(portfolio.Amount("BTC", 1))
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2179 self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
2180
2181 with self.subTest(verbose=False),\
2182 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2183 report_store.set_verbose(False)
2184 report_store.print_log("Coucou")
2185 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
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2186 self.assertEqual(stdout_mock.getvalue(), "")
2187
2188 def test_to_json(self):
f86ee140
IB
2189 report_store = market.ReportStore(self.m)
2190 report_store.logs.append({"foo": "bar"})
2191 self.assertEqual('[{"foo": "bar"}]', report_store.to_json())
2192 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
2193 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json())
2194 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
be54a201 2195 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json())
3d0247f9 2196
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IB
2197 @mock.patch.object(market.ReportStore, "print_log")
2198 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2199 def test_log_stage(self, add_log, print_log):
f86ee140
IB
2200 report_store = market.ReportStore(self.m)
2201 report_store.log_stage("foo")
3d0247f9
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2202 print_log.assert_has_calls([
2203 mock.call("-----------"),
2204 mock.call("[Stage] foo"),
2205 ])
2206 add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'})
2207
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IB
2208 @mock.patch.object(market.ReportStore, "print_log")
2209 @mock.patch.object(market.ReportStore, "add_log")
2210 def test_log_balances(self, add_log, print_log):
2211 report_store = market.ReportStore(self.m)
2212 self.m.balances.as_json.return_value = "json"
2213 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
3d0247f9 2214
f86ee140 2215 report_store.log_balances(tag="tag")
3d0247f9
IB
2216 print_log.assert_has_calls([
2217 mock.call("[Balance]"),
2218 mock.call("\tbar"),
2219 mock.call("\tbaz"),
2220 ])
18167a3c
IB
2221 add_log.assert_called_once_with({
2222 'type': 'balance',
2223 'balances': 'json',
2224 'tag': 'tag'
2225 })
3d0247f9 2226
f86ee140
IB
2227 @mock.patch.object(market.ReportStore, "print_log")
2228 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2229 def test_log_tickers(self, add_log, print_log):
f86ee140 2230 report_store = market.ReportStore(self.m)
3d0247f9
IB
2231 amounts = {
2232 "BTC": portfolio.Amount("BTC", 10),
2233 "ETH": portfolio.Amount("BTC", D("0.3"))
2234 }
2235 amounts["ETH"].rate = D("0.1")
2236
f86ee140 2237 report_store.log_tickers(amounts, "BTC", "default", "total")
3d0247f9
IB
2238 print_log.assert_not_called()
2239 add_log.assert_called_once_with({
2240 'type': 'tickers',
2241 'compute_value': 'default',
2242 'balance_type': 'total',
2243 'currency': 'BTC',
2244 'balances': {
2245 'BTC': D('10'),
2246 'ETH': D('0.3')
2247 },
2248 'rates': {
2249 'BTC': None,
2250 'ETH': D('0.1')
2251 },
2252 'total': D('10.3')
2253 })
2254
f86ee140
IB
2255 @mock.patch.object(market.ReportStore, "print_log")
2256 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2257 def test_log_dispatch(self, add_log, print_log):
f86ee140 2258 report_store = market.ReportStore(self.m)
3d0247f9
IB
2259 amount = portfolio.Amount("BTC", "10.3")
2260 amounts = {
2261 "BTC": portfolio.Amount("BTC", 10),
2262 "ETH": portfolio.Amount("BTC", D("0.3"))
2263 }
f86ee140 2264 report_store.log_dispatch(amount, amounts, "medium", "repartition")
3d0247f9
IB
2265 print_log.assert_not_called()
2266 add_log.assert_called_once_with({
2267 'type': 'dispatch',
2268 'liquidity': 'medium',
2269 'repartition_ratio': 'repartition',
2270 'total_amount': {
2271 'currency': 'BTC',
2272 'value': D('10.3')
2273 },
2274 'repartition': {
2275 'BTC': D('10'),
2276 'ETH': D('0.3')
2277 }
2278 })
2279
f86ee140
IB
2280 @mock.patch.object(market.ReportStore, "print_log")
2281 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2282 def test_log_trades(self, add_log, print_log):
f86ee140 2283 report_store = market.ReportStore(self.m)
3d0247f9
IB
2284 trade_mock1 = mock.Mock()
2285 trade_mock2 = mock.Mock()
2286 trade_mock1.as_json.return_value = { "trade": "1" }
2287 trade_mock2.as_json.return_value = { "trade": "2" }
2288
2289 matching_and_trades = [
2290 (True, trade_mock1),
2291 (False, trade_mock2),
2292 ]
f86ee140 2293 report_store.log_trades(matching_and_trades, "only")
3d0247f9
IB
2294
2295 print_log.assert_not_called()
2296 add_log.assert_called_with({
2297 'type': 'trades',
2298 'only': 'only',
f86ee140 2299 'debug': False,
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IB
2300 'trades': [
2301 {'trade': '1', 'skipped': False},
2302 {'trade': '2', 'skipped': True}
2303 ]
2304 })
2305
f86ee140
IB
2306 @mock.patch.object(market.ReportStore, "print_log")
2307 @mock.patch.object(market.ReportStore, "add_log")
2308 def test_log_orders(self, add_log, print_log):
2309 report_store = market.ReportStore(self.m)
2310
3d0247f9
IB
2311 order_mock1 = mock.Mock()
2312 order_mock2 = mock.Mock()
2313
2314 order_mock1.as_json.return_value = "order1"
2315 order_mock2.as_json.return_value = "order2"
2316
2317 orders = [order_mock1, order_mock2]
2318
f86ee140 2319 report_store.log_orders(orders, tick="tick",
3d0247f9
IB
2320 only="only", compute_value="compute_value")
2321
2322 print_log.assert_called_once_with("[Orders]")
f86ee140 2323 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
3d0247f9
IB
2324
2325 add_log.assert_called_with({
2326 'type': 'orders',
2327 'only': 'only',
2328 'compute_value': 'compute_value',
2329 'tick': 'tick',
2330 'orders': ['order1', 'order2']
2331 })
2332
f86ee140
IB
2333 @mock.patch.object(market.ReportStore, "print_log")
2334 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2335 def test_log_order(self, add_log, print_log):
f86ee140 2336 report_store = market.ReportStore(self.m)
3d0247f9
IB
2337 order_mock = mock.Mock()
2338 order_mock.as_json.return_value = "order"
2339 new_order_mock = mock.Mock()
2340 new_order_mock.as_json.return_value = "new_order"
2341 order_mock.__repr__ = mock.Mock()
2342 order_mock.__repr__.return_value = "Order Mock"
2343 new_order_mock.__repr__ = mock.Mock()
2344 new_order_mock.__repr__.return_value = "New order Mock"
2345
2346 with self.subTest(finished=True):
f86ee140 2347 report_store.log_order(order_mock, 1, finished=True)
3d0247f9
IB
2348 print_log.assert_called_once_with("[Order] Finished Order Mock")
2349 add_log.assert_called_once_with({
2350 'type': 'order',
2351 'tick': 1,
2352 'update': None,
2353 'order': 'order',
2354 'compute_value': None,
2355 'new_order': None
2356 })
2357
2358 add_log.reset_mock()
2359 print_log.reset_mock()
2360
2361 with self.subTest(update="waiting"):
f86ee140 2362 report_store.log_order(order_mock, 1, update="waiting")
3d0247f9
IB
2363 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
2364 add_log.assert_called_once_with({
2365 'type': 'order',
2366 'tick': 1,
2367 'update': 'waiting',
2368 'order': 'order',
2369 'compute_value': None,
2370 'new_order': None
2371 })
2372
2373 add_log.reset_mock()
2374 print_log.reset_mock()
2375 with self.subTest(update="adjusting"):
f86ee140 2376 report_store.log_order(order_mock, 3,
3d0247f9
IB
2377 update="adjusting", new_order=new_order_mock,
2378 compute_value="default")
2379 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
2380 add_log.assert_called_once_with({
2381 'type': 'order',
2382 'tick': 3,
2383 'update': 'adjusting',
2384 'order': 'order',
2385 'compute_value': "default",
2386 'new_order': 'new_order'
2387 })
2388
2389 add_log.reset_mock()
2390 print_log.reset_mock()
2391 with self.subTest(update="market_fallback"):
f86ee140 2392 report_store.log_order(order_mock, 7,
3d0247f9
IB
2393 update="market_fallback", new_order=new_order_mock)
2394 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
2395 add_log.assert_called_once_with({
2396 'type': 'order',
2397 'tick': 7,
2398 'update': 'market_fallback',
2399 'order': 'order',
2400 'compute_value': None,
2401 'new_order': 'new_order'
2402 })
2403
2404 add_log.reset_mock()
2405 print_log.reset_mock()
2406 with self.subTest(update="market_adjusting"):
f86ee140 2407 report_store.log_order(order_mock, 17,
3d0247f9
IB
2408 update="market_adjust", new_order=new_order_mock)
2409 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
2410 add_log.assert_called_once_with({
2411 'type': 'order',
2412 'tick': 17,
2413 'update': 'market_adjust',
2414 'order': 'order',
2415 'compute_value': None,
2416 'new_order': 'new_order'
2417 })
2418
f86ee140
IB
2419 @mock.patch.object(market.ReportStore, "print_log")
2420 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2421 def test_log_move_balances(self, add_log, print_log):
f86ee140 2422 report_store = market.ReportStore(self.m)
3d0247f9
IB
2423 needed = {
2424 "BTC": portfolio.Amount("BTC", 10),
2425 "USDT": 1
2426 }
2427 moving = {
2428 "BTC": portfolio.Amount("BTC", 3),
2429 "USDT": -2
2430 }
f86ee140 2431 report_store.log_move_balances(needed, moving)
3d0247f9
IB
2432 print_log.assert_not_called()
2433 add_log.assert_called_once_with({
2434 'type': 'move_balances',
f86ee140 2435 'debug': False,
3d0247f9
IB
2436 'needed': {
2437 'BTC': D('10'),
2438 'USDT': 1
2439 },
2440 'moving': {
2441 'BTC': D('3'),
2442 'USDT': -2
2443 }
2444 })
2445
f86ee140
IB
2446 @mock.patch.object(market.ReportStore, "print_log")
2447 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2448 def test_log_http_request(self, add_log, print_log):
f86ee140 2449 report_store = market.ReportStore(self.m)
3d0247f9
IB
2450 response = mock.Mock()
2451 response.status_code = 200
2452 response.text = "Hey"
2453
f86ee140 2454 report_store.log_http_request("method", "url", "body",
3d0247f9
IB
2455 "headers", response)
2456 print_log.assert_not_called()
2457 add_log.assert_called_once_with({
2458 'type': 'http_request',
2459 'method': 'method',
2460 'url': 'url',
2461 'body': 'body',
2462 'headers': 'headers',
2463 'status': 200,
2464 'response': 'Hey'
2465 })
2466
f86ee140
IB
2467 @mock.patch.object(market.ReportStore, "print_log")
2468 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2469 def test_log_error(self, add_log, print_log):
f86ee140 2470 report_store = market.ReportStore(self.m)
3d0247f9 2471 with self.subTest(message=None, exception=None):
f86ee140 2472 report_store.log_error("action")
3d0247f9
IB
2473 print_log.assert_called_once_with("[Error] action")
2474 add_log.assert_called_once_with({
2475 'type': 'error',
2476 'action': 'action',
2477 'exception_class': None,
2478 'exception_message': None,
2479 'message': None
2480 })
2481
2482 print_log.reset_mock()
2483 add_log.reset_mock()
2484 with self.subTest(message="Hey", exception=None):
f86ee140 2485 report_store.log_error("action", message="Hey")
3d0247f9
IB
2486 print_log.assert_has_calls([
2487 mock.call("[Error] action"),
2488 mock.call("\tHey")
2489 ])
2490 add_log.assert_called_once_with({
2491 'type': 'error',
2492 'action': 'action',
2493 'exception_class': None,
2494 'exception_message': None,
2495 'message': "Hey"
2496 })
2497
2498 print_log.reset_mock()
2499 add_log.reset_mock()
2500 with self.subTest(message=None, exception=Exception("bouh")):
f86ee140 2501 report_store.log_error("action", exception=Exception("bouh"))
3d0247f9
IB
2502 print_log.assert_has_calls([
2503 mock.call("[Error] action"),
2504 mock.call("\tException: bouh")
2505 ])
2506 add_log.assert_called_once_with({
2507 'type': 'error',
2508 'action': 'action',
2509 'exception_class': "Exception",
2510 'exception_message': "bouh",
2511 'message': None
2512 })
2513
2514 print_log.reset_mock()
2515 add_log.reset_mock()
2516 with self.subTest(message="Hey", exception=Exception("bouh")):
f86ee140 2517 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
3d0247f9
IB
2518 print_log.assert_has_calls([
2519 mock.call("[Error] action"),
2520 mock.call("\tException: bouh"),
2521 mock.call("\tHey")
2522 ])
2523 add_log.assert_called_once_with({
2524 'type': 'error',
2525 'action': 'action',
2526 'exception_class': "Exception",
2527 'exception_message': "bouh",
2528 'message': "Hey"
2529 })
2530
f86ee140
IB
2531 @mock.patch.object(market.ReportStore, "print_log")
2532 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2533 def test_log_debug_action(self, add_log, print_log):
f86ee140
IB
2534 report_store = market.ReportStore(self.m)
2535 report_store.log_debug_action("Hey")
3d0247f9
IB
2536
2537 print_log.assert_called_once_with("[Debug] Hey")
2538 add_log.assert_called_once_with({
2539 'type': 'debug_action',
2540 'action': 'Hey'
2541 })
2542
f86ee140
IB
2543@unittest.skipUnless("unit" in limits, "Unit skipped")
2544class HelperTest(WebMockTestCase):
2545 def test_main_store_report(self):
2546 file_open = mock.mock_open()
2547 with self.subTest(file=None), mock.patch("__main__.open", file_open):
2548 helper.main_store_report(None, 1, self.m)
2549 file_open.assert_not_called()
2550
2551 file_open = mock.mock_open()
2552 with self.subTest(file="present"), mock.patch("helper.open", file_open),\
2553 mock.patch.object(helper, "datetime") as time_mock:
2554 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
2555 self.m.report.to_json.return_value = "json_content"
2556
2557 helper.main_store_report("present", 1, self.m)
2558
2559 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
2560 file_open().write.assert_called_once_with("json_content")
2561 self.m.report.to_json.assert_called_once_with()
2562
2563 with self.subTest(file="error"),\
2564 mock.patch("helper.open") as file_open,\
2565 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2566 file_open.side_effect = FileNotFoundError
2567
2568 helper.main_store_report("error", 1, self.m)
2569
2570 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
2571
2572 @mock.patch("helper.process_sell_all__1_all_sell")
2573 @mock.patch("helper.process_sell_all__2_all_buy")
2574 @mock.patch("portfolio.Portfolio.wait_for_recent")
2575 def test_main_process_market(self, wait, buy, sell):
2576 with self.subTest(before=False, after=False):
516a2517 2577 helper.main_process_market("user", None)
f86ee140
IB
2578
2579 wait.assert_not_called()
2580 buy.assert_not_called()
2581 sell.assert_not_called()
2582
2583 buy.reset_mock()
2584 wait.reset_mock()
2585 sell.reset_mock()
2586 with self.subTest(before=True, after=False):
516a2517 2587 helper.main_process_market("user", None, before=True)
f86ee140
IB
2588
2589 wait.assert_not_called()
2590 buy.assert_not_called()
2591 sell.assert_called_once_with("user")
2592
2593 buy.reset_mock()
2594 wait.reset_mock()
2595 sell.reset_mock()
2596 with self.subTest(before=False, after=True):
516a2517 2597 helper.main_process_market("user", None, after=True)
f86ee140
IB
2598
2599 wait.assert_called_once_with("user")
2600 buy.assert_called_once_with("user")
2601 sell.assert_not_called()
2602
2603 buy.reset_mock()
2604 wait.reset_mock()
2605 sell.reset_mock()
2606 with self.subTest(before=True, after=True):
516a2517 2607 helper.main_process_market("user", None, before=True, after=True)
f86ee140
IB
2608
2609 wait.assert_called_once_with("user")
2610 buy.assert_called_once_with("user")
2611 sell.assert_called_once_with("user")
2612
516a2517
IB
2613 buy.reset_mock()
2614 wait.reset_mock()
2615 sell.reset_mock()
2616 with self.subTest(action="print_balances"),\
2617 mock.patch("helper.print_balances") as print_balances:
2618 helper.main_process_market("user", "print_balances")
2619
2620 buy.assert_not_called()
2621 wait.assert_not_called()
2622 sell.assert_not_called()
2623 print_balances.assert_called_once_with("user")
2624
2625 with self.subTest(action="print_orders"),\
2626 mock.patch("helper.print_orders") as print_orders:
2627 helper.main_process_market("user", "print_orders")
2628
2629 buy.assert_not_called()
2630 wait.assert_not_called()
2631 sell.assert_not_called()
2632 print_orders.assert_called_once_with("user")
2633
2634 with self.subTest(action="unknown"),\
2635 self.assertRaises(NotImplementedError):
2636 helper.main_process_market("user", "unknown")
2637
f86ee140
IB
2638 @mock.patch.object(helper, "psycopg2")
2639 def test_fetch_markets(self, psycopg2):
2640 connect_mock = mock.Mock()
2641 cursor_mock = mock.MagicMock()
2642 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
2643
2644 connect_mock.cursor.return_value = cursor_mock
2645 psycopg2.connect.return_value = connect_mock
2646
516a2517
IB
2647 with self.subTest(user=None):
2648 rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
2649
2650 psycopg2.connect.assert_called_once_with(foo="bar")
2651 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
2652
2653 self.assertEqual(["row_1", "row_2"], rows)
2654
2655 psycopg2.connect.reset_mock()
2656 cursor_mock.execute.reset_mock()
2657 with self.subTest(user=1):
2658 rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
f86ee140 2659
516a2517
IB
2660 psycopg2.connect.assert_called_once_with(foo="bar")
2661 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
f86ee140 2662
516a2517 2663 self.assertEqual(["row_1", "row_2"], rows)
f86ee140
IB
2664
2665 @mock.patch.object(helper.sys, "exit")
2666 def test_main_parse_args(self, exit):
2667 with self.subTest(config="config.ini"):
2668 args = helper.main_parse_args([])
2669 self.assertEqual("config.ini", args.config)
2670 self.assertFalse(args.before)
2671 self.assertFalse(args.after)
2672 self.assertFalse(args.debug)
2673
2674 args = helper.main_parse_args(["--before", "--after", "--debug"])
2675 self.assertTrue(args.before)
2676 self.assertTrue(args.after)
2677 self.assertTrue(args.debug)
2678
2679 exit.assert_not_called()
2680
2681 with self.subTest(config="inexistant"),\
2682 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2683 args = helper.main_parse_args(["--config", "foo.bar"])
2684 exit.assert_called_once_with(1)
2685 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
2686
2687 @mock.patch.object(helper.sys, "exit")
2688 @mock.patch("helper.configparser")
2689 @mock.patch("helper.os")
2690 def test_main_parse_config(self, os, configparser, exit):
2691 with self.subTest(pg_config=True, report_path=None):
2692 config_mock = mock.MagicMock()
2693 configparser.ConfigParser.return_value = config_mock
2694 def config(element):
2695 return element == "postgresql"
2696
2697 config_mock.__contains__.side_effect = config
2698 config_mock.__getitem__.return_value = "pg_config"
2699
2700 result = helper.main_parse_config("configfile")
2701
2702 config_mock.read.assert_called_with("configfile")
2703
2704 self.assertEqual(["pg_config", None], result)
2705
2706 with self.subTest(pg_config=True, report_path="present"):
2707 config_mock = mock.MagicMock()
2708 configparser.ConfigParser.return_value = config_mock
2709
2710 config_mock.__contains__.return_value = True
2711 config_mock.__getitem__.side_effect = [
2712 {"report_path": "report_path"},
2713 {"report_path": "report_path"},
2714 "pg_config",
2715 ]
2716
2717 os.path.exists.return_value = False
2718 result = helper.main_parse_config("configfile")
2719
2720 config_mock.read.assert_called_with("configfile")
2721 self.assertEqual(["pg_config", "report_path"], result)
2722 os.path.exists.assert_called_once_with("report_path")
2723 os.makedirs.assert_called_once_with("report_path")
2724
2725 with self.subTest(pg_config=False),\
2726 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2727 config_mock = mock.MagicMock()
2728 configparser.ConfigParser.return_value = config_mock
2729 result = helper.main_parse_config("configfile")
2730
2731 config_mock.read.assert_called_with("configfile")
2732 exit.assert_called_once_with(1)
2733 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
2734
2735
2736 def test_print_orders(self):
2737 helper.print_orders(self.m)
2738
2739 self.m.report.log_stage.assert_called_with("print_orders")
2740 self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
2741 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2742 compute_value="average")
2743 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
2744
2745 def test_print_balances(self):
2746 self.m.balances.in_currency.return_value = {
2747 "BTC": portfolio.Amount("BTC", "0.65"),
2748 "ETH": portfolio.Amount("BTC", "0.3"),
2749 }
2750
2751 helper.print_balances(self.m)
2752
2753 self.m.balances.fetch_balances.assert_called_with()
2754 self.m.report.print_log.assert_has_calls([
2755 mock.call("total:"),
2756 mock.call(portfolio.Amount("BTC", "0.95")),
2757 ])
2758
2759 def test_process_sell_needed__1_sell(self):
2760 helper.process_sell_needed__1_sell(self.m)
2761
2762 self.m.balances.fetch_balances.assert_has_calls([
2763 mock.call(tag="process_sell_needed__1_sell_begin"),
2764 mock.call(tag="process_sell_needed__1_sell_end"),
2765 ])
2766 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2767 liquidity="medium")
2768 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
2769 only="dispose")
2770 self.m.trades.run_orders.assert_called()
2771 self.m.follow_orders.assert_called()
2772 self.m.report.log_stage.assert_has_calls([
2773 mock.call("process_sell_needed__1_sell_begin"),
2774 mock.call("process_sell_needed__1_sell_end")
2775 ])
2776
2777 def test_process_sell_needed__2_buy(self):
2778 helper.process_sell_needed__2_buy(self.m)
2779
2780 self.m.balances.fetch_balances.assert_has_calls([
2781 mock.call(tag="process_sell_needed__2_buy_begin"),
2782 mock.call(tag="process_sell_needed__2_buy_end"),
2783 ])
2784 self.m.update_trades.assert_called_with(base_currency="BTC",
2785 liquidity="medium", only="acquire")
2786 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
2787 only="acquire")
2788 self.m.move_balances.assert_called_with()
2789 self.m.trades.run_orders.assert_called()
2790 self.m.follow_orders.assert_called()
2791 self.m.report.log_stage.assert_has_calls([
2792 mock.call("process_sell_needed__2_buy_begin"),
2793 mock.call("process_sell_needed__2_buy_end")
2794 ])
2795
2796 def test_process_sell_all__1_sell(self):
2797 helper.process_sell_all__1_all_sell(self.m)
2798
2799 self.m.balances.fetch_balances.assert_has_calls([
2800 mock.call(tag="process_sell_all__1_all_sell_begin"),
2801 mock.call(tag="process_sell_all__1_all_sell_end"),
2802 ])
2803 self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC")
2804 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
2805 self.m.trades.run_orders.assert_called()
2806 self.m.follow_orders.assert_called()
2807 self.m.report.log_stage.assert_has_calls([
2808 mock.call("process_sell_all__1_all_sell_begin"),
2809 mock.call("process_sell_all__1_all_sell_end")
2810 ])
2811
2812 def test_process_sell_all__2_all_buy(self):
2813 helper.process_sell_all__2_all_buy(self.m)
2814
2815 self.m.balances.fetch_balances.assert_has_calls([
2816 mock.call(tag="process_sell_all__2_all_buy_begin"),
2817 mock.call(tag="process_sell_all__2_all_buy_end"),
2818 ])
2819 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2820 liquidity="medium")
2821 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
2822 self.m.move_balances.assert_called_with()
2823 self.m.trades.run_orders.assert_called()
2824 self.m.follow_orders.assert_called()
2825 self.m.report.log_stage.assert_has_calls([
2826 mock.call("process_sell_all__2_all_buy_begin"),
2827 mock.call("process_sell_all__2_all_buy_end")
2828 ])
2829
1aa7d4fa 2830@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
80cdd672
IB
2831class AcceptanceTest(WebMockTestCase):
2832 @unittest.expectedFailure
a9950fd0 2833 def test_success_sell_only_necessary(self):
3d0247f9 2834 # FIXME: catch stdout
f86ee140 2835 self.m.report.verbose_print = False
a9950fd0
IB
2836 fetch_balance = {
2837 "ETH": {
c51687d2
IB
2838 "exchange_free": D("1.0"),
2839 "exchange_used": D("0.0"),
2840 "exchange_total": D("1.0"),
a9950fd0
IB
2841 "total": D("1.0"),
2842 },
2843 "ETC": {
c51687d2
IB
2844 "exchange_free": D("4.0"),
2845 "exchange_used": D("0.0"),
2846 "exchange_total": D("4.0"),
a9950fd0
IB
2847 "total": D("4.0"),
2848 },
2849 "XVG": {
c51687d2
IB
2850 "exchange_free": D("1000.0"),
2851 "exchange_used": D("0.0"),
2852 "exchange_total": D("1000.0"),
a9950fd0
IB
2853 "total": D("1000.0"),
2854 },
2855 }
2856 repartition = {
350ed24d
IB
2857 "ETH": (D("0.25"), "long"),
2858 "ETC": (D("0.25"), "long"),
2859 "BTC": (D("0.4"), "long"),
2860 "BTD": (D("0.01"), "short"),
2861 "B2X": (D("0.04"), "long"),
2862 "USDT": (D("0.05"), "long"),
a9950fd0
IB
2863 }
2864
2865 def fetch_ticker(symbol):
2866 if symbol == "ETH/BTC":
2867 return {
2868 "symbol": "ETH/BTC",
2869 "bid": D("0.14"),
2870 "ask": D("0.16")
2871 }
2872 if symbol == "ETC/BTC":
2873 return {
2874 "symbol": "ETC/BTC",
2875 "bid": D("0.002"),
2876 "ask": D("0.003")
2877 }
2878 if symbol == "XVG/BTC":
2879 return {
2880 "symbol": "XVG/BTC",
2881 "bid": D("0.00003"),
2882 "ask": D("0.00005")
2883 }
2884 if symbol == "BTD/BTC":
2885 return {
2886 "symbol": "BTD/BTC",
2887 "bid": D("0.0008"),
2888 "ask": D("0.0012")
2889 }
350ed24d
IB
2890 if symbol == "B2X/BTC":
2891 return {
2892 "symbol": "B2X/BTC",
2893 "bid": D("0.0008"),
2894 "ask": D("0.0012")
2895 }
a9950fd0 2896 if symbol == "USDT/BTC":
6ca5a1ec 2897 raise helper.ExchangeError
a9950fd0
IB
2898 if symbol == "BTC/USDT":
2899 return {
2900 "symbol": "BTC/USDT",
2901 "bid": D("14000"),
2902 "ask": D("16000")
2903 }
2904 self.fail("Shouldn't have been called with {}".format(symbol))
2905
2906 market = mock.Mock()
c51687d2 2907 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 2908 market.fetch_ticker.side_effect = fetch_ticker
350ed24d 2909 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 2910 # Action 1
6ca5a1ec 2911 helper.prepare_trades(market)
a9950fd0 2912
6ca5a1ec 2913 balances = portfolio.BalanceStore.all
a9950fd0
IB
2914 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
2915 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
2916 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
2917
2918
5a72ded7 2919 trades = portfolio.TradeStore.all
c51687d2
IB
2920 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
2921 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
2922 self.assertEqual("dispose", trades[0].action)
a9950fd0 2923
c51687d2
IB
2924 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
2925 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
2926 self.assertEqual("acquire", trades[1].action)
a9950fd0 2927
c51687d2
IB
2928 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
2929 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
2930 self.assertEqual("dispose", trades[2].action)
a9950fd0 2931
c51687d2
IB
2932 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
2933 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
5a72ded7 2934 self.assertEqual("acquire", trades[3].action)
350ed24d 2935
c51687d2
IB
2936 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
2937 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
2938 self.assertEqual("acquire", trades[4].action)
a9950fd0 2939
c51687d2
IB
2940 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
2941 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
2942 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
2943
2944 # Action 2
5a72ded7 2945 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
a9950fd0 2946
5a72ded7 2947 all_orders = portfolio.TradeStore.all_orders(state="pending")
a9950fd0
IB
2948 self.assertEqual(2, len(all_orders))
2949 self.assertEqual(2, 3*all_orders[0].amount.value)
2950 self.assertEqual(D("0.14014"), all_orders[0].rate)
2951 self.assertEqual(1000, all_orders[1].amount.value)
2952 self.assertEqual(D("0.00003003"), all_orders[1].rate)
2953
2954
ecba1113 2955 def create_order(symbol, type, action, amount, price=None, account="exchange"):
a9950fd0
IB
2956 self.assertEqual("limit", type)
2957 if symbol == "ETH/BTC":
b83d4897 2958 self.assertEqual("sell", action)
350ed24d 2959 self.assertEqual(D('0.66666666'), amount)
a9950fd0
IB
2960 self.assertEqual(D("0.14014"), price)
2961 elif symbol == "XVG/BTC":
b83d4897 2962 self.assertEqual("sell", action)
a9950fd0
IB
2963 self.assertEqual(1000, amount)
2964 self.assertEqual(D("0.00003003"), price)
2965 else:
2966 self.fail("I shouldn't have been called")
2967
2968 return {
2969 "id": symbol,
2970 }
2971 market.create_order.side_effect = create_order
350ed24d 2972 market.order_precision.return_value = 8
a9950fd0
IB
2973
2974 # Action 3
6ca5a1ec 2975 portfolio.TradeStore.run_orders()
a9950fd0
IB
2976
2977 self.assertEqual("open", all_orders[0].status)
2978 self.assertEqual("open", all_orders[1].status)
2979
5a72ded7
IB
2980 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
2981 market.privatePostReturnOrderTrades.return_value = [
2982 {
df9e4e7f 2983 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
2984 "date": "2017-12-30 12:00:12", "rate": "0.1",
2985 "amount": "10", "total": "1"
2986 }
2987 ]
a9950fd0
IB
2988 with mock.patch.object(portfolio.time, "sleep") as sleep:
2989 # Action 4
6ca5a1ec 2990 helper.follow_orders(verbose=False)
a9950fd0
IB
2991
2992 sleep.assert_called_with(30)
2993
2994 for order in all_orders:
2995 self.assertEqual("closed", order.status)
2996
2997 fetch_balance = {
2998 "ETH": {
5a72ded7
IB
2999 "exchange_free": D("1.0") / 3,
3000 "exchange_used": D("0.0"),
3001 "exchange_total": D("1.0") / 3,
3002 "margin_total": 0,
a9950fd0
IB
3003 "total": D("1.0") / 3,
3004 },
3005 "BTC": {
5a72ded7
IB
3006 "exchange_free": D("0.134"),
3007 "exchange_used": D("0.0"),
3008 "exchange_total": D("0.134"),
3009 "margin_total": 0,
a9950fd0
IB
3010 "total": D("0.134"),
3011 },
3012 "ETC": {
5a72ded7
IB
3013 "exchange_free": D("4.0"),
3014 "exchange_used": D("0.0"),
3015 "exchange_total": D("4.0"),
3016 "margin_total": 0,
a9950fd0
IB
3017 "total": D("4.0"),
3018 },
3019 "XVG": {
5a72ded7
IB
3020 "exchange_free": D("0.0"),
3021 "exchange_used": D("0.0"),
3022 "exchange_total": D("0.0"),
3023 "margin_total": 0,
a9950fd0
IB
3024 "total": D("0.0"),
3025 },
3026 }
5a72ded7 3027 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3028
350ed24d 3029 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3030 # Action 5
5a72ded7 3031 helper.update_trades(market, only="acquire", compute_value="average")
a9950fd0 3032
6ca5a1ec 3033 balances = portfolio.BalanceStore.all
a9950fd0
IB
3034 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
3035 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3036 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
3037 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
3038
3039
5a72ded7
IB
3040 trades = portfolio.TradeStore.all
3041 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3042 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3043 self.assertEqual("dispose", trades[0].action)
a9950fd0 3044
5a72ded7
IB
3045 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3046 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3047 self.assertEqual("acquire", trades[1].action)
a9950fd0
IB
3048
3049 self.assertNotIn("BTC", trades)
3050
5a72ded7
IB
3051 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3052 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3053 self.assertEqual("dispose", trades[2].action)
a9950fd0 3054
5a72ded7
IB
3055 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3056 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
3057 self.assertEqual("acquire", trades[3].action)
350ed24d 3058
5a72ded7
IB
3059 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3060 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3061 self.assertEqual("acquire", trades[4].action)
a9950fd0 3062
5a72ded7
IB
3063 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3064 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3065 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
3066
3067 # Action 6
5a72ded7 3068 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
b83d4897 3069
5a72ded7 3070 all_orders = portfolio.TradeStore.all_orders(state="pending")
350ed24d
IB
3071 self.assertEqual(4, len(all_orders))
3072 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
b83d4897
IB
3073 self.assertEqual(D("0.003"), all_orders[0].rate)
3074 self.assertEqual("buy", all_orders[0].action)
350ed24d 3075 self.assertEqual("long", all_orders[0].trade_type)
b83d4897 3076
350ed24d 3077 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
b83d4897 3078 self.assertEqual(D("0.0012"), all_orders[1].rate)
350ed24d
IB
3079 self.assertEqual("sell", all_orders[1].action)
3080 self.assertEqual("short", all_orders[1].trade_type)
3081
3082 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
3083 self.assertAlmostEqual(0, diff.value)
3084 self.assertEqual(D("0.0012"), all_orders[2].rate)
3085 self.assertEqual("buy", all_orders[2].action)
3086 self.assertEqual("long", all_orders[2].trade_type)
3087
3088 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
3089 self.assertEqual(D("16000"), all_orders[3].rate)
3090 self.assertEqual("sell", all_orders[3].action)
3091 self.assertEqual("long", all_orders[3].trade_type)
b83d4897 3092
006a2084
IB
3093 # Action 6b
3094 # TODO:
3095 # Move balances to margin
3096
350ed24d
IB
3097 # Action 7
3098 # TODO
6ca5a1ec 3099 # portfolio.TradeStore.run_orders()
a9950fd0
IB
3100
3101 with mock.patch.object(portfolio.time, "sleep") as sleep:
350ed24d 3102 # Action 8
6ca5a1ec 3103 helper.follow_orders(verbose=False)
a9950fd0
IB
3104
3105 sleep.assert_called_with(30)
3106
dd359bc0
IB
3107if __name__ == '__main__':
3108 unittest.main()