]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blame - test.py
Retry running order when available balance is insufficient
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / test.py
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1aa7d4fa 1import sys
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2import portfolio
3import unittest
f86ee140 4import datetime
5ab23e1c 5from decimal import Decimal as D
dd359bc0 6from unittest import mock
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7import requests
8import requests_mock
c51687d2 9from io import StringIO
f86ee140 10import portfolio, helper, market
dd359bc0 11
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12limits = ["acceptance", "unit"]
13for test_type in limits:
14 if "--no{}".format(test_type) in sys.argv:
15 sys.argv.remove("--no{}".format(test_type))
16 limits.remove(test_type)
17 if "--only{}".format(test_type) in sys.argv:
18 sys.argv.remove("--only{}".format(test_type))
19 limits = [test_type]
20 break
21
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22class WebMockTestCase(unittest.TestCase):
23 import time
24
25 def setUp(self):
26 super(WebMockTestCase, self).setUp()
27 self.wm = requests_mock.Mocker()
28 self.wm.start()
29
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30 # market
31 self.m = mock.Mock(name="Market", spec=market.Market)
32 self.m.debug = False
33
80cdd672 34 self.patchers = [
9f54fd9a 35 mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
80cdd672 36 mock.patch.multiple(portfolio.Computation,
6ca5a1ec 37 computations=portfolio.Computation.computations),
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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IB
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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IB
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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IB
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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IB
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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IB
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),
f86ee140
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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IB
2057 self.assertEqual(1, len(order.results))
2058 self.assertEqual("open", order.status)
2059
f86ee140
IB
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),
f86ee140 2075 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858 2076 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
df9e4e7f 2077 order.run()
f86ee140 2078 self.m.ccxt.create_order.assert_called_once()
df9e4e7f
IB
2079 self.assertEqual(0, len(order.results))
2080 self.assertEqual("closed", order.status)
2081 mark_finished_order.assert_called_once()
2082
f70bb858 2083 self.m.ccxt.order_precision.return_value = 8
d24bb10c 2084 self.m.ccxt.create_order.reset_mock()
f70bb858 2085 with self.subTest(insufficient_funds=True),\
d24bb10c 2086 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
f70bb858 2087 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
d24bb10c 2088 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858
IB
2089 self.m.ccxt.create_order.side_effect = [
2090 portfolio.InsufficientFunds,
2091 portfolio.InsufficientFunds,
2092 portfolio.InsufficientFunds,
2093 { "id": 123 },
2094 ]
d24bb10c 2095 order.run()
f70bb858
IB
2096 self.m.ccxt.create_order.assert_has_calls([
2097 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2098 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2099 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2100 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2101 ])
2102 self.assertEqual(4, self.m.ccxt.create_order.call_count)
2103 self.assertEqual(1, len(order.results))
2104 self.assertEqual("open", order.status)
2105 self.assertEqual(4, order.tries)
2106 self.m.report.log_error.assert_called()
2107 self.assertEqual(4, self.m.report.log_error.call_count)
2108
2109 self.m.ccxt.order_precision.return_value = 8
2110 self.m.ccxt.create_order.reset_mock()
2111 self.m.report.log_error.reset_mock()
2112 with self.subTest(insufficient_funds=True),\
2113 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2114 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2115 D("0.1"), "BTC", "long", self.m, "trade")
2116 self.m.ccxt.create_order.side_effect = [
2117 portfolio.InsufficientFunds,
2118 portfolio.InsufficientFunds,
2119 portfolio.InsufficientFunds,
2120 portfolio.InsufficientFunds,
2121 portfolio.InsufficientFunds,
2122 ]
2123 order.run()
2124 self.m.ccxt.create_order.assert_has_calls([
2125 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2126 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2127 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2128 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2129 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
2130 ])
2131 self.assertEqual(5, self.m.ccxt.create_order.call_count)
d24bb10c 2132 self.assertEqual(0, len(order.results))
f70bb858
IB
2133 self.assertEqual("error", order.status)
2134 self.assertEqual(5, order.tries)
2135 self.m.report.log_error.assert_called()
2136 self.assertEqual(5, self.m.report.log_error.call_count)
2137 self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY)
d24bb10c 2138
df9e4e7f 2139
5a72ded7
IB
2140@unittest.skipUnless("unit" in limits, "Unit skipped")
2141class MouvementTest(WebMockTestCase):
2142 def test_values(self):
2143 mouvement = portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 2144 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
2145 "date": "2017-12-30 12:00:12", "rate": "0.1",
2146 "amount": "10", "total": "1"
2147 })
2148 self.assertEqual("ETH", mouvement.currency)
2149 self.assertEqual("BTC", mouvement.base_currency)
2150 self.assertEqual(42, mouvement.id)
2151 self.assertEqual("buy", mouvement.action)
2152 self.assertEqual(D("0.0015"), mouvement.fee_rate)
2153 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2154 self.assertEqual(D("0.1"), mouvement.rate)
2155 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2156 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2157
df9e4e7f
IB
2158 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2159 self.assertIsNone(mouvement.date)
2160 self.assertIsNone(mouvement.id)
2161 self.assertIsNone(mouvement.action)
2162 self.assertEqual(-1, mouvement.fee_rate)
2163 self.assertEqual(0, mouvement.rate)
2164 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2165 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2166
c31df868
IB
2167 def test__repr(self):
2168 mouvement = portfolio.Mouvement("ETH", "BTC", {
2169 "tradeID": 42, "type": "buy", "fee": "0.0015",
2170 "date": "2017-12-30 12:00:12", "rate": "0.1",
2171 "amount": "10", "total": "1"
2172 })
2173 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
3d0247f9 2174
c31df868
IB
2175 mouvement = portfolio.Mouvement("ETH", "BTC", {
2176 "tradeID": 42, "type": "buy",
2177 "date": "garbage", "rate": "0.1",
2178 "amount": "10", "total": "1"
2179 })
2180 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
2181
3d0247f9
IB
2182 def test_as_json(self):
2183 mouvement = portfolio.Mouvement("ETH", "BTC", {
2184 "tradeID": 42, "type": "buy", "fee": "0.0015",
2185 "date": "2017-12-30 12:00:12", "rate": "0.1",
2186 "amount": "10", "total": "1"
2187 })
2188 as_json = mouvement.as_json()
2189
2190 self.assertEqual(D("0.0015"), as_json["fee_rate"])
2191 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
2192 self.assertEqual("buy", as_json["action"])
2193 self.assertEqual(D("10"), as_json["total"])
2194 self.assertEqual(D("1"), as_json["total_in_base"])
2195 self.assertEqual("BTC", as_json["base_currency"])
2196 self.assertEqual("ETH", as_json["currency"])
2197
2198@unittest.skipUnless("unit" in limits, "Unit skipped")
2199class ReportStoreTest(WebMockTestCase):
2200 def test_add_log(self):
f86ee140
IB
2201 report_store = market.ReportStore(self.m)
2202 report_store.add_log({"foo": "bar"})
3d0247f9 2203
f86ee140 2204 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
3d0247f9
IB
2205
2206 def test_set_verbose(self):
f86ee140 2207 report_store = market.ReportStore(self.m)
3d0247f9 2208 with self.subTest(verbose=True):
f86ee140
IB
2209 report_store.set_verbose(True)
2210 self.assertTrue(report_store.verbose_print)
3d0247f9
IB
2211
2212 with self.subTest(verbose=False):
f86ee140
IB
2213 report_store.set_verbose(False)
2214 self.assertFalse(report_store.verbose_print)
3d0247f9
IB
2215
2216 def test_print_log(self):
f86ee140 2217 report_store = market.ReportStore(self.m)
3d0247f9
IB
2218 with self.subTest(verbose=True),\
2219 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2220 report_store.set_verbose(True)
2221 report_store.print_log("Coucou")
2222 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB
2223 self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
2224
2225 with self.subTest(verbose=False),\
2226 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2227 report_store.set_verbose(False)
2228 report_store.print_log("Coucou")
2229 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB
2230 self.assertEqual(stdout_mock.getvalue(), "")
2231
2232 def test_to_json(self):
f86ee140
IB
2233 report_store = market.ReportStore(self.m)
2234 report_store.logs.append({"foo": "bar"})
2235 self.assertEqual('[{"foo": "bar"}]', report_store.to_json())
2236 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
2237 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json())
2238 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
be54a201 2239 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json())
3d0247f9 2240
f86ee140
IB
2241 @mock.patch.object(market.ReportStore, "print_log")
2242 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2243 def test_log_stage(self, add_log, print_log):
f86ee140
IB
2244 report_store = market.ReportStore(self.m)
2245 report_store.log_stage("foo")
3d0247f9
IB
2246 print_log.assert_has_calls([
2247 mock.call("-----------"),
2248 mock.call("[Stage] foo"),
2249 ])
2250 add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'})
2251
f86ee140
IB
2252 @mock.patch.object(market.ReportStore, "print_log")
2253 @mock.patch.object(market.ReportStore, "add_log")
2254 def test_log_balances(self, add_log, print_log):
2255 report_store = market.ReportStore(self.m)
2256 self.m.balances.as_json.return_value = "json"
2257 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
3d0247f9 2258
f86ee140 2259 report_store.log_balances(tag="tag")
3d0247f9
IB
2260 print_log.assert_has_calls([
2261 mock.call("[Balance]"),
2262 mock.call("\tbar"),
2263 mock.call("\tbaz"),
2264 ])
18167a3c
IB
2265 add_log.assert_called_once_with({
2266 'type': 'balance',
2267 'balances': 'json',
2268 'tag': 'tag'
2269 })
3d0247f9 2270
f86ee140
IB
2271 @mock.patch.object(market.ReportStore, "print_log")
2272 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2273 def test_log_tickers(self, add_log, print_log):
f86ee140 2274 report_store = market.ReportStore(self.m)
3d0247f9
IB
2275 amounts = {
2276 "BTC": portfolio.Amount("BTC", 10),
2277 "ETH": portfolio.Amount("BTC", D("0.3"))
2278 }
2279 amounts["ETH"].rate = D("0.1")
2280
f86ee140 2281 report_store.log_tickers(amounts, "BTC", "default", "total")
3d0247f9
IB
2282 print_log.assert_not_called()
2283 add_log.assert_called_once_with({
2284 'type': 'tickers',
2285 'compute_value': 'default',
2286 'balance_type': 'total',
2287 'currency': 'BTC',
2288 'balances': {
2289 'BTC': D('10'),
2290 'ETH': D('0.3')
2291 },
2292 'rates': {
2293 'BTC': None,
2294 'ETH': D('0.1')
2295 },
2296 'total': D('10.3')
2297 })
2298
f86ee140
IB
2299 @mock.patch.object(market.ReportStore, "print_log")
2300 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2301 def test_log_dispatch(self, add_log, print_log):
f86ee140 2302 report_store = market.ReportStore(self.m)
3d0247f9
IB
2303 amount = portfolio.Amount("BTC", "10.3")
2304 amounts = {
2305 "BTC": portfolio.Amount("BTC", 10),
2306 "ETH": portfolio.Amount("BTC", D("0.3"))
2307 }
f86ee140 2308 report_store.log_dispatch(amount, amounts, "medium", "repartition")
3d0247f9
IB
2309 print_log.assert_not_called()
2310 add_log.assert_called_once_with({
2311 'type': 'dispatch',
2312 'liquidity': 'medium',
2313 'repartition_ratio': 'repartition',
2314 'total_amount': {
2315 'currency': 'BTC',
2316 'value': D('10.3')
2317 },
2318 'repartition': {
2319 'BTC': D('10'),
2320 'ETH': D('0.3')
2321 }
2322 })
2323
f86ee140
IB
2324 @mock.patch.object(market.ReportStore, "print_log")
2325 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2326 def test_log_trades(self, add_log, print_log):
f86ee140 2327 report_store = market.ReportStore(self.m)
3d0247f9
IB
2328 trade_mock1 = mock.Mock()
2329 trade_mock2 = mock.Mock()
2330 trade_mock1.as_json.return_value = { "trade": "1" }
2331 trade_mock2.as_json.return_value = { "trade": "2" }
2332
2333 matching_and_trades = [
2334 (True, trade_mock1),
2335 (False, trade_mock2),
2336 ]
f86ee140 2337 report_store.log_trades(matching_and_trades, "only")
3d0247f9
IB
2338
2339 print_log.assert_not_called()
2340 add_log.assert_called_with({
2341 'type': 'trades',
2342 'only': 'only',
f86ee140 2343 'debug': False,
3d0247f9
IB
2344 'trades': [
2345 {'trade': '1', 'skipped': False},
2346 {'trade': '2', 'skipped': True}
2347 ]
2348 })
2349
f86ee140
IB
2350 @mock.patch.object(market.ReportStore, "print_log")
2351 @mock.patch.object(market.ReportStore, "add_log")
2352 def test_log_orders(self, add_log, print_log):
2353 report_store = market.ReportStore(self.m)
2354
3d0247f9
IB
2355 order_mock1 = mock.Mock()
2356 order_mock2 = mock.Mock()
2357
2358 order_mock1.as_json.return_value = "order1"
2359 order_mock2.as_json.return_value = "order2"
2360
2361 orders = [order_mock1, order_mock2]
2362
f86ee140 2363 report_store.log_orders(orders, tick="tick",
3d0247f9
IB
2364 only="only", compute_value="compute_value")
2365
2366 print_log.assert_called_once_with("[Orders]")
f86ee140 2367 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
3d0247f9
IB
2368
2369 add_log.assert_called_with({
2370 'type': 'orders',
2371 'only': 'only',
2372 'compute_value': 'compute_value',
2373 'tick': 'tick',
2374 'orders': ['order1', 'order2']
2375 })
2376
f86ee140
IB
2377 @mock.patch.object(market.ReportStore, "print_log")
2378 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2379 def test_log_order(self, add_log, print_log):
f86ee140 2380 report_store = market.ReportStore(self.m)
3d0247f9
IB
2381 order_mock = mock.Mock()
2382 order_mock.as_json.return_value = "order"
2383 new_order_mock = mock.Mock()
2384 new_order_mock.as_json.return_value = "new_order"
2385 order_mock.__repr__ = mock.Mock()
2386 order_mock.__repr__.return_value = "Order Mock"
2387 new_order_mock.__repr__ = mock.Mock()
2388 new_order_mock.__repr__.return_value = "New order Mock"
2389
2390 with self.subTest(finished=True):
f86ee140 2391 report_store.log_order(order_mock, 1, finished=True)
3d0247f9
IB
2392 print_log.assert_called_once_with("[Order] Finished Order Mock")
2393 add_log.assert_called_once_with({
2394 'type': 'order',
2395 'tick': 1,
2396 'update': None,
2397 'order': 'order',
2398 'compute_value': None,
2399 'new_order': None
2400 })
2401
2402 add_log.reset_mock()
2403 print_log.reset_mock()
2404
2405 with self.subTest(update="waiting"):
f86ee140 2406 report_store.log_order(order_mock, 1, update="waiting")
3d0247f9
IB
2407 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
2408 add_log.assert_called_once_with({
2409 'type': 'order',
2410 'tick': 1,
2411 'update': 'waiting',
2412 'order': 'order',
2413 'compute_value': None,
2414 'new_order': None
2415 })
2416
2417 add_log.reset_mock()
2418 print_log.reset_mock()
2419 with self.subTest(update="adjusting"):
f86ee140 2420 report_store.log_order(order_mock, 3,
3d0247f9
IB
2421 update="adjusting", new_order=new_order_mock,
2422 compute_value="default")
2423 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
2424 add_log.assert_called_once_with({
2425 'type': 'order',
2426 'tick': 3,
2427 'update': 'adjusting',
2428 'order': 'order',
2429 'compute_value': "default",
2430 'new_order': 'new_order'
2431 })
2432
2433 add_log.reset_mock()
2434 print_log.reset_mock()
2435 with self.subTest(update="market_fallback"):
f86ee140 2436 report_store.log_order(order_mock, 7,
3d0247f9
IB
2437 update="market_fallback", new_order=new_order_mock)
2438 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
2439 add_log.assert_called_once_with({
2440 'type': 'order',
2441 'tick': 7,
2442 'update': 'market_fallback',
2443 'order': 'order',
2444 'compute_value': None,
2445 'new_order': 'new_order'
2446 })
2447
2448 add_log.reset_mock()
2449 print_log.reset_mock()
2450 with self.subTest(update="market_adjusting"):
f86ee140 2451 report_store.log_order(order_mock, 17,
3d0247f9
IB
2452 update="market_adjust", new_order=new_order_mock)
2453 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
2454 add_log.assert_called_once_with({
2455 'type': 'order',
2456 'tick': 17,
2457 'update': 'market_adjust',
2458 'order': 'order',
2459 'compute_value': None,
2460 'new_order': 'new_order'
2461 })
2462
f86ee140
IB
2463 @mock.patch.object(market.ReportStore, "print_log")
2464 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2465 def test_log_move_balances(self, add_log, print_log):
f86ee140 2466 report_store = market.ReportStore(self.m)
3d0247f9
IB
2467 needed = {
2468 "BTC": portfolio.Amount("BTC", 10),
2469 "USDT": 1
2470 }
2471 moving = {
2472 "BTC": portfolio.Amount("BTC", 3),
2473 "USDT": -2
2474 }
f86ee140 2475 report_store.log_move_balances(needed, moving)
3d0247f9
IB
2476 print_log.assert_not_called()
2477 add_log.assert_called_once_with({
2478 'type': 'move_balances',
f86ee140 2479 'debug': False,
3d0247f9
IB
2480 'needed': {
2481 'BTC': D('10'),
2482 'USDT': 1
2483 },
2484 'moving': {
2485 'BTC': D('3'),
2486 'USDT': -2
2487 }
2488 })
2489
f86ee140
IB
2490 @mock.patch.object(market.ReportStore, "print_log")
2491 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2492 def test_log_http_request(self, add_log, print_log):
f86ee140 2493 report_store = market.ReportStore(self.m)
3d0247f9
IB
2494 response = mock.Mock()
2495 response.status_code = 200
2496 response.text = "Hey"
2497
f86ee140 2498 report_store.log_http_request("method", "url", "body",
3d0247f9
IB
2499 "headers", response)
2500 print_log.assert_not_called()
2501 add_log.assert_called_once_with({
2502 'type': 'http_request',
2503 'method': 'method',
2504 'url': 'url',
2505 'body': 'body',
2506 'headers': 'headers',
2507 'status': 200,
2508 'response': 'Hey'
2509 })
2510
f86ee140
IB
2511 @mock.patch.object(market.ReportStore, "print_log")
2512 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2513 def test_log_error(self, add_log, print_log):
f86ee140 2514 report_store = market.ReportStore(self.m)
3d0247f9 2515 with self.subTest(message=None, exception=None):
f86ee140 2516 report_store.log_error("action")
3d0247f9
IB
2517 print_log.assert_called_once_with("[Error] action")
2518 add_log.assert_called_once_with({
2519 'type': 'error',
2520 'action': 'action',
2521 'exception_class': None,
2522 'exception_message': None,
2523 'message': None
2524 })
2525
2526 print_log.reset_mock()
2527 add_log.reset_mock()
2528 with self.subTest(message="Hey", exception=None):
f86ee140 2529 report_store.log_error("action", message="Hey")
3d0247f9
IB
2530 print_log.assert_has_calls([
2531 mock.call("[Error] action"),
2532 mock.call("\tHey")
2533 ])
2534 add_log.assert_called_once_with({
2535 'type': 'error',
2536 'action': 'action',
2537 'exception_class': None,
2538 'exception_message': None,
2539 'message': "Hey"
2540 })
2541
2542 print_log.reset_mock()
2543 add_log.reset_mock()
2544 with self.subTest(message=None, exception=Exception("bouh")):
f86ee140 2545 report_store.log_error("action", exception=Exception("bouh"))
3d0247f9
IB
2546 print_log.assert_has_calls([
2547 mock.call("[Error] action"),
2548 mock.call("\tException: bouh")
2549 ])
2550 add_log.assert_called_once_with({
2551 'type': 'error',
2552 'action': 'action',
2553 'exception_class': "Exception",
2554 'exception_message': "bouh",
2555 'message': None
2556 })
2557
2558 print_log.reset_mock()
2559 add_log.reset_mock()
2560 with self.subTest(message="Hey", exception=Exception("bouh")):
f86ee140 2561 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
3d0247f9
IB
2562 print_log.assert_has_calls([
2563 mock.call("[Error] action"),
2564 mock.call("\tException: bouh"),
2565 mock.call("\tHey")
2566 ])
2567 add_log.assert_called_once_with({
2568 'type': 'error',
2569 'action': 'action',
2570 'exception_class': "Exception",
2571 'exception_message': "bouh",
2572 'message': "Hey"
2573 })
2574
f86ee140
IB
2575 @mock.patch.object(market.ReportStore, "print_log")
2576 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2577 def test_log_debug_action(self, add_log, print_log):
f86ee140
IB
2578 report_store = market.ReportStore(self.m)
2579 report_store.log_debug_action("Hey")
3d0247f9
IB
2580
2581 print_log.assert_called_once_with("[Debug] Hey")
2582 add_log.assert_called_once_with({
2583 'type': 'debug_action',
2584 'action': 'Hey'
2585 })
2586
f86ee140
IB
2587@unittest.skipUnless("unit" in limits, "Unit skipped")
2588class HelperTest(WebMockTestCase):
2589 def test_main_store_report(self):
2590 file_open = mock.mock_open()
2591 with self.subTest(file=None), mock.patch("__main__.open", file_open):
2592 helper.main_store_report(None, 1, self.m)
2593 file_open.assert_not_called()
2594
2595 file_open = mock.mock_open()
2596 with self.subTest(file="present"), mock.patch("helper.open", file_open),\
2597 mock.patch.object(helper, "datetime") as time_mock:
2598 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
2599 self.m.report.to_json.return_value = "json_content"
2600
2601 helper.main_store_report("present", 1, self.m)
2602
2603 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
2604 file_open().write.assert_called_once_with("json_content")
2605 self.m.report.to_json.assert_called_once_with()
2606
2607 with self.subTest(file="error"),\
2608 mock.patch("helper.open") as file_open,\
2609 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2610 file_open.side_effect = FileNotFoundError
2611
2612 helper.main_store_report("error", 1, self.m)
2613
2614 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
2615
2616 @mock.patch("helper.process_sell_all__1_all_sell")
2617 @mock.patch("helper.process_sell_all__2_all_buy")
2618 @mock.patch("portfolio.Portfolio.wait_for_recent")
2619 def test_main_process_market(self, wait, buy, sell):
2620 with self.subTest(before=False, after=False):
516a2517 2621 helper.main_process_market("user", None)
f86ee140
IB
2622
2623 wait.assert_not_called()
2624 buy.assert_not_called()
2625 sell.assert_not_called()
2626
2627 buy.reset_mock()
2628 wait.reset_mock()
2629 sell.reset_mock()
2630 with self.subTest(before=True, after=False):
516a2517 2631 helper.main_process_market("user", None, before=True)
f86ee140
IB
2632
2633 wait.assert_not_called()
2634 buy.assert_not_called()
2635 sell.assert_called_once_with("user")
2636
2637 buy.reset_mock()
2638 wait.reset_mock()
2639 sell.reset_mock()
2640 with self.subTest(before=False, after=True):
516a2517 2641 helper.main_process_market("user", None, after=True)
f86ee140
IB
2642
2643 wait.assert_called_once_with("user")
2644 buy.assert_called_once_with("user")
2645 sell.assert_not_called()
2646
2647 buy.reset_mock()
2648 wait.reset_mock()
2649 sell.reset_mock()
2650 with self.subTest(before=True, after=True):
516a2517 2651 helper.main_process_market("user", None, before=True, after=True)
f86ee140
IB
2652
2653 wait.assert_called_once_with("user")
2654 buy.assert_called_once_with("user")
2655 sell.assert_called_once_with("user")
2656
516a2517
IB
2657 buy.reset_mock()
2658 wait.reset_mock()
2659 sell.reset_mock()
2660 with self.subTest(action="print_balances"),\
2661 mock.patch("helper.print_balances") as print_balances:
2662 helper.main_process_market("user", "print_balances")
2663
2664 buy.assert_not_called()
2665 wait.assert_not_called()
2666 sell.assert_not_called()
2667 print_balances.assert_called_once_with("user")
2668
2669 with self.subTest(action="print_orders"),\
2670 mock.patch("helper.print_orders") as print_orders:
2671 helper.main_process_market("user", "print_orders")
2672
2673 buy.assert_not_called()
2674 wait.assert_not_called()
2675 sell.assert_not_called()
2676 print_orders.assert_called_once_with("user")
2677
2678 with self.subTest(action="unknown"),\
2679 self.assertRaises(NotImplementedError):
2680 helper.main_process_market("user", "unknown")
2681
f86ee140
IB
2682 @mock.patch.object(helper, "psycopg2")
2683 def test_fetch_markets(self, psycopg2):
2684 connect_mock = mock.Mock()
2685 cursor_mock = mock.MagicMock()
2686 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
2687
2688 connect_mock.cursor.return_value = cursor_mock
2689 psycopg2.connect.return_value = connect_mock
2690
516a2517
IB
2691 with self.subTest(user=None):
2692 rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
2693
2694 psycopg2.connect.assert_called_once_with(foo="bar")
2695 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
2696
2697 self.assertEqual(["row_1", "row_2"], rows)
2698
2699 psycopg2.connect.reset_mock()
2700 cursor_mock.execute.reset_mock()
2701 with self.subTest(user=1):
2702 rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
f86ee140 2703
516a2517
IB
2704 psycopg2.connect.assert_called_once_with(foo="bar")
2705 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
f86ee140 2706
516a2517 2707 self.assertEqual(["row_1", "row_2"], rows)
f86ee140
IB
2708
2709 @mock.patch.object(helper.sys, "exit")
2710 def test_main_parse_args(self, exit):
2711 with self.subTest(config="config.ini"):
2712 args = helper.main_parse_args([])
2713 self.assertEqual("config.ini", args.config)
2714 self.assertFalse(args.before)
2715 self.assertFalse(args.after)
2716 self.assertFalse(args.debug)
2717
2718 args = helper.main_parse_args(["--before", "--after", "--debug"])
2719 self.assertTrue(args.before)
2720 self.assertTrue(args.after)
2721 self.assertTrue(args.debug)
2722
2723 exit.assert_not_called()
2724
2725 with self.subTest(config="inexistant"),\
2726 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2727 args = helper.main_parse_args(["--config", "foo.bar"])
2728 exit.assert_called_once_with(1)
2729 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
2730
2731 @mock.patch.object(helper.sys, "exit")
2732 @mock.patch("helper.configparser")
2733 @mock.patch("helper.os")
2734 def test_main_parse_config(self, os, configparser, exit):
2735 with self.subTest(pg_config=True, report_path=None):
2736 config_mock = mock.MagicMock()
2737 configparser.ConfigParser.return_value = config_mock
2738 def config(element):
2739 return element == "postgresql"
2740
2741 config_mock.__contains__.side_effect = config
2742 config_mock.__getitem__.return_value = "pg_config"
2743
2744 result = helper.main_parse_config("configfile")
2745
2746 config_mock.read.assert_called_with("configfile")
2747
2748 self.assertEqual(["pg_config", None], result)
2749
2750 with self.subTest(pg_config=True, report_path="present"):
2751 config_mock = mock.MagicMock()
2752 configparser.ConfigParser.return_value = config_mock
2753
2754 config_mock.__contains__.return_value = True
2755 config_mock.__getitem__.side_effect = [
2756 {"report_path": "report_path"},
2757 {"report_path": "report_path"},
2758 "pg_config",
2759 ]
2760
2761 os.path.exists.return_value = False
2762 result = helper.main_parse_config("configfile")
2763
2764 config_mock.read.assert_called_with("configfile")
2765 self.assertEqual(["pg_config", "report_path"], result)
2766 os.path.exists.assert_called_once_with("report_path")
2767 os.makedirs.assert_called_once_with("report_path")
2768
2769 with self.subTest(pg_config=False),\
2770 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2771 config_mock = mock.MagicMock()
2772 configparser.ConfigParser.return_value = config_mock
2773 result = helper.main_parse_config("configfile")
2774
2775 config_mock.read.assert_called_with("configfile")
2776 exit.assert_called_once_with(1)
2777 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
2778
2779
2780 def test_print_orders(self):
2781 helper.print_orders(self.m)
2782
2783 self.m.report.log_stage.assert_called_with("print_orders")
2784 self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
2785 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2786 compute_value="average")
2787 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
2788
2789 def test_print_balances(self):
2790 self.m.balances.in_currency.return_value = {
2791 "BTC": portfolio.Amount("BTC", "0.65"),
2792 "ETH": portfolio.Amount("BTC", "0.3"),
2793 }
2794
2795 helper.print_balances(self.m)
2796
f70bb858 2797 self.m.report.log_stage.assert_called_once_with("print_balances")
f86ee140
IB
2798 self.m.balances.fetch_balances.assert_called_with()
2799 self.m.report.print_log.assert_has_calls([
2800 mock.call("total:"),
2801 mock.call(portfolio.Amount("BTC", "0.95")),
2802 ])
2803
2804 def test_process_sell_needed__1_sell(self):
2805 helper.process_sell_needed__1_sell(self.m)
2806
2807 self.m.balances.fetch_balances.assert_has_calls([
2808 mock.call(tag="process_sell_needed__1_sell_begin"),
2809 mock.call(tag="process_sell_needed__1_sell_end"),
2810 ])
2811 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2812 liquidity="medium")
2813 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
2814 only="dispose")
2815 self.m.trades.run_orders.assert_called()
2816 self.m.follow_orders.assert_called()
2817 self.m.report.log_stage.assert_has_calls([
2818 mock.call("process_sell_needed__1_sell_begin"),
2819 mock.call("process_sell_needed__1_sell_end")
2820 ])
2821
2822 def test_process_sell_needed__2_buy(self):
2823 helper.process_sell_needed__2_buy(self.m)
2824
2825 self.m.balances.fetch_balances.assert_has_calls([
2826 mock.call(tag="process_sell_needed__2_buy_begin"),
2827 mock.call(tag="process_sell_needed__2_buy_end"),
2828 ])
2829 self.m.update_trades.assert_called_with(base_currency="BTC",
2830 liquidity="medium", only="acquire")
2831 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
2832 only="acquire")
2833 self.m.move_balances.assert_called_with()
2834 self.m.trades.run_orders.assert_called()
2835 self.m.follow_orders.assert_called()
2836 self.m.report.log_stage.assert_has_calls([
2837 mock.call("process_sell_needed__2_buy_begin"),
2838 mock.call("process_sell_needed__2_buy_end")
2839 ])
2840
2841 def test_process_sell_all__1_sell(self):
2842 helper.process_sell_all__1_all_sell(self.m)
2843
2844 self.m.balances.fetch_balances.assert_has_calls([
2845 mock.call(tag="process_sell_all__1_all_sell_begin"),
2846 mock.call(tag="process_sell_all__1_all_sell_end"),
2847 ])
2848 self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC")
2849 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
2850 self.m.trades.run_orders.assert_called()
2851 self.m.follow_orders.assert_called()
2852 self.m.report.log_stage.assert_has_calls([
2853 mock.call("process_sell_all__1_all_sell_begin"),
2854 mock.call("process_sell_all__1_all_sell_end")
2855 ])
2856
2857 def test_process_sell_all__2_all_buy(self):
2858 helper.process_sell_all__2_all_buy(self.m)
2859
2860 self.m.balances.fetch_balances.assert_has_calls([
2861 mock.call(tag="process_sell_all__2_all_buy_begin"),
2862 mock.call(tag="process_sell_all__2_all_buy_end"),
2863 ])
2864 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2865 liquidity="medium")
2866 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
2867 self.m.move_balances.assert_called_with()
2868 self.m.trades.run_orders.assert_called()
2869 self.m.follow_orders.assert_called()
2870 self.m.report.log_stage.assert_has_calls([
2871 mock.call("process_sell_all__2_all_buy_begin"),
2872 mock.call("process_sell_all__2_all_buy_end")
2873 ])
2874
1aa7d4fa 2875@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
80cdd672
IB
2876class AcceptanceTest(WebMockTestCase):
2877 @unittest.expectedFailure
a9950fd0 2878 def test_success_sell_only_necessary(self):
3d0247f9 2879 # FIXME: catch stdout
f86ee140 2880 self.m.report.verbose_print = False
a9950fd0
IB
2881 fetch_balance = {
2882 "ETH": {
c51687d2
IB
2883 "exchange_free": D("1.0"),
2884 "exchange_used": D("0.0"),
2885 "exchange_total": D("1.0"),
a9950fd0
IB
2886 "total": D("1.0"),
2887 },
2888 "ETC": {
c51687d2
IB
2889 "exchange_free": D("4.0"),
2890 "exchange_used": D("0.0"),
2891 "exchange_total": D("4.0"),
a9950fd0
IB
2892 "total": D("4.0"),
2893 },
2894 "XVG": {
c51687d2
IB
2895 "exchange_free": D("1000.0"),
2896 "exchange_used": D("0.0"),
2897 "exchange_total": D("1000.0"),
a9950fd0
IB
2898 "total": D("1000.0"),
2899 },
2900 }
2901 repartition = {
350ed24d
IB
2902 "ETH": (D("0.25"), "long"),
2903 "ETC": (D("0.25"), "long"),
2904 "BTC": (D("0.4"), "long"),
2905 "BTD": (D("0.01"), "short"),
2906 "B2X": (D("0.04"), "long"),
2907 "USDT": (D("0.05"), "long"),
a9950fd0
IB
2908 }
2909
2910 def fetch_ticker(symbol):
2911 if symbol == "ETH/BTC":
2912 return {
2913 "symbol": "ETH/BTC",
2914 "bid": D("0.14"),
2915 "ask": D("0.16")
2916 }
2917 if symbol == "ETC/BTC":
2918 return {
2919 "symbol": "ETC/BTC",
2920 "bid": D("0.002"),
2921 "ask": D("0.003")
2922 }
2923 if symbol == "XVG/BTC":
2924 return {
2925 "symbol": "XVG/BTC",
2926 "bid": D("0.00003"),
2927 "ask": D("0.00005")
2928 }
2929 if symbol == "BTD/BTC":
2930 return {
2931 "symbol": "BTD/BTC",
2932 "bid": D("0.0008"),
2933 "ask": D("0.0012")
2934 }
350ed24d
IB
2935 if symbol == "B2X/BTC":
2936 return {
2937 "symbol": "B2X/BTC",
2938 "bid": D("0.0008"),
2939 "ask": D("0.0012")
2940 }
a9950fd0 2941 if symbol == "USDT/BTC":
6ca5a1ec 2942 raise helper.ExchangeError
a9950fd0
IB
2943 if symbol == "BTC/USDT":
2944 return {
2945 "symbol": "BTC/USDT",
2946 "bid": D("14000"),
2947 "ask": D("16000")
2948 }
2949 self.fail("Shouldn't have been called with {}".format(symbol))
2950
2951 market = mock.Mock()
c51687d2 2952 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 2953 market.fetch_ticker.side_effect = fetch_ticker
350ed24d 2954 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 2955 # Action 1
6ca5a1ec 2956 helper.prepare_trades(market)
a9950fd0 2957
6ca5a1ec 2958 balances = portfolio.BalanceStore.all
a9950fd0
IB
2959 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
2960 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
2961 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
2962
2963
5a72ded7 2964 trades = portfolio.TradeStore.all
c51687d2
IB
2965 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
2966 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
2967 self.assertEqual("dispose", trades[0].action)
a9950fd0 2968
c51687d2
IB
2969 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
2970 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
2971 self.assertEqual("acquire", trades[1].action)
a9950fd0 2972
c51687d2
IB
2973 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
2974 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
2975 self.assertEqual("dispose", trades[2].action)
a9950fd0 2976
c51687d2
IB
2977 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
2978 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
5a72ded7 2979 self.assertEqual("acquire", trades[3].action)
350ed24d 2980
c51687d2
IB
2981 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
2982 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
2983 self.assertEqual("acquire", trades[4].action)
a9950fd0 2984
c51687d2
IB
2985 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
2986 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
2987 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
2988
2989 # Action 2
5a72ded7 2990 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
a9950fd0 2991
5a72ded7 2992 all_orders = portfolio.TradeStore.all_orders(state="pending")
a9950fd0
IB
2993 self.assertEqual(2, len(all_orders))
2994 self.assertEqual(2, 3*all_orders[0].amount.value)
2995 self.assertEqual(D("0.14014"), all_orders[0].rate)
2996 self.assertEqual(1000, all_orders[1].amount.value)
2997 self.assertEqual(D("0.00003003"), all_orders[1].rate)
2998
2999
ecba1113 3000 def create_order(symbol, type, action, amount, price=None, account="exchange"):
a9950fd0
IB
3001 self.assertEqual("limit", type)
3002 if symbol == "ETH/BTC":
b83d4897 3003 self.assertEqual("sell", action)
350ed24d 3004 self.assertEqual(D('0.66666666'), amount)
a9950fd0
IB
3005 self.assertEqual(D("0.14014"), price)
3006 elif symbol == "XVG/BTC":
b83d4897 3007 self.assertEqual("sell", action)
a9950fd0
IB
3008 self.assertEqual(1000, amount)
3009 self.assertEqual(D("0.00003003"), price)
3010 else:
3011 self.fail("I shouldn't have been called")
3012
3013 return {
3014 "id": symbol,
3015 }
3016 market.create_order.side_effect = create_order
350ed24d 3017 market.order_precision.return_value = 8
a9950fd0
IB
3018
3019 # Action 3
6ca5a1ec 3020 portfolio.TradeStore.run_orders()
a9950fd0
IB
3021
3022 self.assertEqual("open", all_orders[0].status)
3023 self.assertEqual("open", all_orders[1].status)
3024
5a72ded7
IB
3025 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
3026 market.privatePostReturnOrderTrades.return_value = [
3027 {
df9e4e7f 3028 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
3029 "date": "2017-12-30 12:00:12", "rate": "0.1",
3030 "amount": "10", "total": "1"
3031 }
3032 ]
a9950fd0
IB
3033 with mock.patch.object(portfolio.time, "sleep") as sleep:
3034 # Action 4
6ca5a1ec 3035 helper.follow_orders(verbose=False)
a9950fd0
IB
3036
3037 sleep.assert_called_with(30)
3038
3039 for order in all_orders:
3040 self.assertEqual("closed", order.status)
3041
3042 fetch_balance = {
3043 "ETH": {
5a72ded7
IB
3044 "exchange_free": D("1.0") / 3,
3045 "exchange_used": D("0.0"),
3046 "exchange_total": D("1.0") / 3,
3047 "margin_total": 0,
a9950fd0
IB
3048 "total": D("1.0") / 3,
3049 },
3050 "BTC": {
5a72ded7
IB
3051 "exchange_free": D("0.134"),
3052 "exchange_used": D("0.0"),
3053 "exchange_total": D("0.134"),
3054 "margin_total": 0,
a9950fd0
IB
3055 "total": D("0.134"),
3056 },
3057 "ETC": {
5a72ded7
IB
3058 "exchange_free": D("4.0"),
3059 "exchange_used": D("0.0"),
3060 "exchange_total": D("4.0"),
3061 "margin_total": 0,
a9950fd0
IB
3062 "total": D("4.0"),
3063 },
3064 "XVG": {
5a72ded7
IB
3065 "exchange_free": D("0.0"),
3066 "exchange_used": D("0.0"),
3067 "exchange_total": D("0.0"),
3068 "margin_total": 0,
a9950fd0
IB
3069 "total": D("0.0"),
3070 },
3071 }
5a72ded7 3072 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3073
350ed24d 3074 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3075 # Action 5
5a72ded7 3076 helper.update_trades(market, only="acquire", compute_value="average")
a9950fd0 3077
6ca5a1ec 3078 balances = portfolio.BalanceStore.all
a9950fd0
IB
3079 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
3080 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3081 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
3082 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
3083
3084
5a72ded7
IB
3085 trades = portfolio.TradeStore.all
3086 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3087 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3088 self.assertEqual("dispose", trades[0].action)
a9950fd0 3089
5a72ded7
IB
3090 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3091 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3092 self.assertEqual("acquire", trades[1].action)
a9950fd0
IB
3093
3094 self.assertNotIn("BTC", trades)
3095
5a72ded7
IB
3096 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3097 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3098 self.assertEqual("dispose", trades[2].action)
a9950fd0 3099
5a72ded7
IB
3100 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3101 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
3102 self.assertEqual("acquire", trades[3].action)
350ed24d 3103
5a72ded7
IB
3104 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3105 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3106 self.assertEqual("acquire", trades[4].action)
a9950fd0 3107
5a72ded7
IB
3108 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3109 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3110 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
3111
3112 # Action 6
5a72ded7 3113 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
b83d4897 3114
5a72ded7 3115 all_orders = portfolio.TradeStore.all_orders(state="pending")
350ed24d
IB
3116 self.assertEqual(4, len(all_orders))
3117 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
b83d4897
IB
3118 self.assertEqual(D("0.003"), all_orders[0].rate)
3119 self.assertEqual("buy", all_orders[0].action)
350ed24d 3120 self.assertEqual("long", all_orders[0].trade_type)
b83d4897 3121
350ed24d 3122 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
b83d4897 3123 self.assertEqual(D("0.0012"), all_orders[1].rate)
350ed24d
IB
3124 self.assertEqual("sell", all_orders[1].action)
3125 self.assertEqual("short", all_orders[1].trade_type)
3126
3127 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
3128 self.assertAlmostEqual(0, diff.value)
3129 self.assertEqual(D("0.0012"), all_orders[2].rate)
3130 self.assertEqual("buy", all_orders[2].action)
3131 self.assertEqual("long", all_orders[2].trade_type)
3132
3133 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
3134 self.assertEqual(D("16000"), all_orders[3].rate)
3135 self.assertEqual("sell", all_orders[3].action)
3136 self.assertEqual("long", all_orders[3].trade_type)
b83d4897 3137
006a2084
IB
3138 # Action 6b
3139 # TODO:
3140 # Move balances to margin
3141
350ed24d
IB
3142 # Action 7
3143 # TODO
6ca5a1ec 3144 # portfolio.TradeStore.run_orders()
a9950fd0
IB
3145
3146 with mock.patch.object(portfolio.time, "sleep") as sleep:
350ed24d 3147 # Action 8
6ca5a1ec 3148 helper.follow_orders(verbose=False)
a9950fd0
IB
3149
3150 sleep.assert_called_with(30)
3151
dd359bc0
IB
3152if __name__ == '__main__':
3153 unittest.main()