projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blame
| Commit | Line | Data |
|---|---|---|
| c682bdf4 | 1 | from .helper import * |
| 30700830 | 2 | import market, store, portfolio, dbs |
| c682bdf4 IB |
3 | import datetime |
| 4 | ||
| 3080f31d | 5 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| c682bdf4 IB |
6 | class MarketTest(WebMockTestCase): |
| 7 | def setUp(self): | |
| 8 | super().setUp() | |
| 9 | ||
| 10 | self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
| 11 | ||
| 12 | def test_values(self): | |
| 13 | m = market.Market(self.ccxt, self.market_args()) | |
| 14 | ||
| 15 | self.assertEqual(self.ccxt, m.ccxt) | |
| 16 | self.assertFalse(m.debug) | |
| 17 | self.assertIsInstance(m.report, market.ReportStore) | |
| 18 | self.assertIsInstance(m.trades, market.TradeStore) | |
| 19 | self.assertIsInstance(m.balances, market.BalanceStore) | |
| 20 | self.assertEqual(m, m.report.market) | |
| 21 | self.assertEqual(m, m.trades.market) | |
| 22 | self.assertEqual(m, m.balances.market) | |
| 23 | self.assertEqual(m, m.ccxt._market) | |
| 24 | ||
| 25 | m = market.Market(self.ccxt, self.market_args(debug=True)) | |
| 26 | self.assertTrue(m.debug) | |
| 27 | ||
| 28 | m = market.Market(self.ccxt, self.market_args(debug=False)) | |
| 29 | self.assertFalse(m.debug) | |
| 30 | ||
| 31 | with mock.patch("market.ReportStore") as report_store: | |
| 32 | with self.subTest(quiet=False): | |
| 33 | m = market.Market(self.ccxt, self.market_args(quiet=False)) | |
| 34 | report_store.assert_called_with(m, verbose_print=True) | |
| 35 | report_store().log_market.assert_called_once() | |
| 36 | report_store.reset_mock() | |
| 37 | with self.subTest(quiet=True): | |
| 38 | m = market.Market(self.ccxt, self.market_args(quiet=True)) | |
| 39 | report_store.assert_called_with(m, verbose_print=False) | |
| 40 | report_store().log_market.assert_called_once() | |
| 41 | ||
| 42 | @mock.patch("market.ccxt") | |
| 43 | def test_from_config(self, ccxt): | |
| 44 | with mock.patch("market.ReportStore"): | |
| 45 | ccxt.poloniexE.return_value = self.ccxt | |
| 46 | ||
| 47 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args()) | |
| 48 | ||
| 49 | self.assertEqual(self.ccxt, m.ccxt) | |
| 50 | ||
| 51 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True)) | |
| 52 | self.assertEqual(True, m.debug) | |
| 53 | ||
| 54 | def test_get_tickers(self): | |
| 55 | self.ccxt.fetch_tickers.side_effect = [ | |
| 56 | "tickers", | |
| 57 | market.NotSupported | |
| 58 | ] | |
| 59 | ||
| 60 | m = market.Market(self.ccxt, self.market_args()) | |
| 61 | self.assertEqual("tickers", m.get_tickers()) | |
| 62 | self.assertEqual("tickers", m.get_tickers()) | |
| 63 | self.ccxt.fetch_tickers.assert_called_once() | |
| 64 | ||
| 65 | self.assertIsNone(m.get_tickers(refresh=self.time.time())) | |
| 66 | ||
| 67 | def test_get_ticker(self): | |
| 68 | with self.subTest(get_tickers=True): | |
| 69 | self.ccxt.fetch_tickers.return_value = { | |
| 70 | "ETH/ETC": { "bid": 1, "ask": 3 }, | |
| 71 | "XVG/ETH": { "bid": 10, "ask": 40 }, | |
| 72 | } | |
| 73 | m = market.Market(self.ccxt, self.market_args()) | |
| 74 | ||
| 75 | ticker = m.get_ticker("ETH", "ETC") | |
| 76 | self.assertEqual(1, ticker["bid"]) | |
| 77 | self.assertEqual(3, ticker["ask"]) | |
| 78 | self.assertEqual(2, ticker["average"]) | |
| 79 | self.assertFalse(ticker["inverted"]) | |
| 80 | ||
| 81 | ticker = m.get_ticker("ETH", "XVG") | |
| 82 | self.assertEqual(0.0625, ticker["average"]) | |
| 83 | self.assertTrue(ticker["inverted"]) | |
| 84 | self.assertIn("original", ticker) | |
| 85 | self.assertEqual(10, ticker["original"]["bid"]) | |
| 86 | self.assertEqual(25, ticker["original"]["average"]) | |
| 87 | ||
| 88 | ticker = m.get_ticker("XVG", "XMR") | |
| 89 | self.assertIsNone(ticker) | |
| 90 | ||
| 91 | with self.subTest(get_tickers=False): | |
| 92 | self.ccxt.fetch_tickers.return_value = None | |
| 93 | self.ccxt.fetch_ticker.side_effect = [ | |
| 94 | { "bid": 1, "ask": 3 }, | |
| 95 | market.ExchangeError("foo"), | |
| 96 | { "bid": 10, "ask": 40 }, | |
| 97 | market.ExchangeError("foo"), | |
| 98 | market.ExchangeError("foo"), | |
| 99 | ] | |
| 100 | ||
| 101 | m = market.Market(self.ccxt, self.market_args()) | |
| 102 | ||
| 103 | ticker = m.get_ticker("ETH", "ETC") | |
| 104 | self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") | |
| 105 | self.assertEqual(1, ticker["bid"]) | |
| 106 | self.assertEqual(3, ticker["ask"]) | |
| 107 | self.assertEqual(2, ticker["average"]) | |
| 108 | self.assertFalse(ticker["inverted"]) | |
| 109 | ||
| 110 | ticker = m.get_ticker("ETH", "XVG") | |
| 111 | self.assertEqual(0.0625, ticker["average"]) | |
| 112 | self.assertTrue(ticker["inverted"]) | |
| 113 | self.assertIn("original", ticker) | |
| 114 | self.assertEqual(10, ticker["original"]["bid"]) | |
| 115 | self.assertEqual(25, ticker["original"]["average"]) | |
| 116 | ||
| 117 | ticker = m.get_ticker("XVG", "XMR") | |
| 118 | self.assertIsNone(ticker) | |
| 119 | ||
| 120 | def test_fetch_fees(self): | |
| 121 | m = market.Market(self.ccxt, self.market_args()) | |
| 122 | self.ccxt.fetch_fees.return_value = "Foo" | |
| 123 | self.assertEqual("Foo", m.fetch_fees()) | |
| 124 | self.ccxt.fetch_fees.assert_called_once() | |
| 125 | self.ccxt.reset_mock() | |
| 126 | self.assertEqual("Foo", m.fetch_fees()) | |
| 127 | self.ccxt.fetch_fees.assert_not_called() | |
| 128 | ||
| 129 | @mock.patch.object(market.Portfolio, "repartition") | |
| 130 | @mock.patch.object(market.Market, "get_ticker") | |
| 131 | @mock.patch.object(market.TradeStore, "compute_trades") | |
| 132 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
| 96959cea IB |
133 | with self.subTest(available_balance_only=False),\ |
| 134 | mock.patch("market.ReportStore"): | |
| 135 | def _get_ticker(c1, c2): | |
| 136 | if c1 == "USDT" and c2 == "BTC": | |
| 137 | return { "average": D("0.0001") } | |
| 138 | if c1 == "XVG" and c2 == "BTC": | |
| 139 | return { "average": D("0.000001") } | |
| 140 | self.fail("Should not be called with {}, {}".format(c1, c2)) | |
| 141 | get_ticker.side_effect = _get_ticker | |
| 142 | ||
| 143 | repartition.return_value = { | |
| 144 | "XEM": (D("0.75"), "long"), | |
| 145 | "BTC": (D("0.25"), "long"), | |
| 146 | } | |
| c682bdf4 IB |
147 | m = market.Market(self.ccxt, self.market_args()) |
| 148 | self.ccxt.fetch_all_balances.return_value = { | |
| 149 | "USDT": { | |
| 150 | "exchange_free": D("10000.0"), | |
| 151 | "exchange_used": D("0.0"), | |
| 152 | "exchange_total": D("10000.0"), | |
| 153 | "total": D("10000.0") | |
| 154 | }, | |
| 155 | "XVG": { | |
| 156 | "exchange_free": D("10000.0"), | |
| 157 | "exchange_used": D("0.0"), | |
| 158 | "exchange_total": D("10000.0"), | |
| 159 | "total": D("10000.0") | |
| 160 | }, | |
| 161 | } | |
| 162 | ||
| 163 | m.balances.fetch_balances(tag="tag") | |
| 164 | ||
| 165 | m.prepare_trades() | |
| 166 | compute_trades.assert_called() | |
| 167 | ||
| 168 | call = compute_trades.call_args | |
| 169 | self.assertEqual(1, call[0][0]["USDT"].value) | |
| 170 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
| 171 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
| 172 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
| 173 | m.report.log_stage.assert_called_once_with("prepare_trades", | |
| 174 | base_currency='BTC', compute_value='average', | |
| 96959cea IB |
175 | available_balance_only=False, liquidity='medium', |
| 176 | only=None, repartition=None) | |
| bb127bc8 | 177 | m.report.log_balances.assert_called_once_with(tag="tag", checkpoint=None) |
| c682bdf4 | 178 | |
| 96959cea IB |
179 | compute_trades.reset_mock() |
| 180 | with self.subTest(available_balance_only=True),\ | |
| 181 | mock.patch("market.ReportStore"): | |
| 182 | def _get_ticker(c1, c2): | |
| 183 | if c1 == "ZRC" and c2 == "BTC": | |
| 184 | return { "average": D("0.0001") } | |
| 185 | if c1 == "DOGE" and c2 == "BTC": | |
| 186 | return { "average": D("0.000001") } | |
| 187 | if c1 == "ETH" and c2 == "BTC": | |
| 188 | return { "average": D("0.1") } | |
| 189 | self.fail("Should not be called with {}, {}".format(c1, c2)) | |
| 190 | get_ticker.side_effect = _get_ticker | |
| 191 | ||
| 192 | repartition.return_value = { | |
| 193 | "DOGE": (D("0.25"), "short"), | |
| 194 | "BTC": (D("0.25"), "long"), | |
| 195 | "ETH": (D("0.25"), "long"), | |
| 196 | "XMR": (D("0.25"), "long"), | |
| 197 | } | |
| 198 | m = market.Market(self.ccxt, self.market_args()) | |
| 199 | self.ccxt.fetch_all_balances.return_value = { | |
| 200 | "ZRC": { | |
| 201 | "exchange_free": D("2.0"), | |
| 202 | "exchange_used": D("0.0"), | |
| 203 | "exchange_total": D("2.0"), | |
| 204 | "total": D("2.0") | |
| 205 | }, | |
| 206 | "DOGE": { | |
| 207 | "exchange_free": D("5.0"), | |
| 208 | "exchange_used": D("0.0"), | |
| 209 | "exchange_total": D("5.0"), | |
| 210 | "total": D("5.0") | |
| 211 | }, | |
| 212 | "BTC": { | |
| 213 | "exchange_free": D("0.075"), | |
| 214 | "exchange_used": D("0.02"), | |
| 215 | "exchange_total": D("0.095"), | |
| 216 | "margin_available": D("0.025"), | |
| 217 | "margin_in_position": D("0.01"), | |
| 218 | "margin_total": D("0.035"), | |
| 219 | "total": D("0.13") | |
| 220 | }, | |
| 221 | "ETH": { | |
| 222 | "exchange_free": D("1.0"), | |
| 223 | "exchange_used": D("0.0"), | |
| 224 | "exchange_total": D("1.0"), | |
| 225 | "total": D("1.0") | |
| 226 | }, | |
| 227 | } | |
| 228 | ||
| 229 | m.balances.fetch_balances(tag="tag") | |
| 230 | m.prepare_trades(available_balance_only=True) | |
| 231 | compute_trades.assert_called_once() | |
| 232 | ||
| 233 | call = compute_trades.call_args[0] | |
| 234 | values_in_base = call[0] | |
| 235 | new_repartition = call[1] | |
| 236 | ||
| 237 | self.assertEqual(portfolio.Amount("BTC", "-0.025"), | |
| 238 | new_repartition["DOGE"] - values_in_base["DOGE"]) | |
| 239 | self.assertEqual(portfolio.Amount("BTC", "0.025"), | |
| 240 | new_repartition["ETH"] - values_in_base["ETH"]) | |
| 241 | self.assertEqual(0, | |
| 242 | new_repartition["ZRC"] - values_in_base["ZRC"]) | |
| 243 | self.assertEqual(portfolio.Amount("BTC", "0.025"), | |
| 244 | new_repartition["XMR"]) | |
| 245 | ||
| 246 | compute_trades.reset_mock() | |
| 247 | with self.subTest(available_balance_only=True, balance=0),\ | |
| 248 | mock.patch("market.ReportStore"): | |
| 249 | def _get_ticker(c1, c2): | |
| 250 | if c1 == "ETH" and c2 == "BTC": | |
| 251 | return { "average": D("0.1") } | |
| 252 | self.fail("Should not be called with {}, {}".format(c1, c2)) | |
| 253 | get_ticker.side_effect = _get_ticker | |
| 254 | ||
| 255 | repartition.return_value = { | |
| 256 | "BTC": (D("0.5"), "long"), | |
| 257 | "ETH": (D("0.5"), "long"), | |
| 258 | } | |
| 259 | m = market.Market(self.ccxt, self.market_args()) | |
| 260 | self.ccxt.fetch_all_balances.return_value = { | |
| 261 | "ETH": { | |
| 262 | "exchange_free": D("1.0"), | |
| 263 | "exchange_used": D("0.0"), | |
| 264 | "exchange_total": D("1.0"), | |
| 265 | "total": D("1.0") | |
| 266 | }, | |
| 267 | } | |
| 268 | ||
| 269 | m.balances.fetch_balances(tag="tag") | |
| 270 | m.prepare_trades(available_balance_only=True) | |
| 271 | compute_trades.assert_called_once() | |
| 272 | ||
| 273 | call = compute_trades.call_args[0] | |
| 274 | values_in_base = call[0] | |
| 275 | new_repartition = call[1] | |
| 276 | ||
| 277 | self.assertEqual(new_repartition["ETH"], values_in_base["ETH"]) | |
| c682bdf4 IB |
278 | |
| 279 | @mock.patch.object(market.time, "sleep") | |
| 280 | @mock.patch.object(market.TradeStore, "all_orders") | |
| 281 | def test_follow_orders(self, all_orders, time_mock): | |
| 282 | for debug, sleep in [ | |
| 283 | (False, None), (True, None), | |
| 284 | (False, 12), (True, 12)]: | |
| 285 | with self.subTest(sleep=sleep, debug=debug), \ | |
| 286 | mock.patch("market.ReportStore"): | |
| 287 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
| 288 | ||
| 289 | order_mock1 = mock.Mock() | |
| 290 | order_mock2 = mock.Mock() | |
| 291 | order_mock3 = mock.Mock() | |
| 292 | all_orders.side_effect = [ | |
| 293 | [order_mock1, order_mock2], | |
| 294 | [order_mock1, order_mock2], | |
| 295 | ||
| 296 | [order_mock1, order_mock3], | |
| 297 | [order_mock1, order_mock3], | |
| 298 | ||
| 299 | [order_mock1, order_mock3], | |
| 300 | [order_mock1, order_mock3], | |
| 301 | ||
| 302 | [] | |
| 303 | ] | |
| 304 | ||
| 305 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
| 306 | order_mock2.get_status.side_effect = ["open"] | |
| 307 | order_mock3.get_status.side_effect = ["open", "closed"] | |
| 308 | ||
| 309 | order_mock1.trade = mock.Mock() | |
| 310 | order_mock2.trade = mock.Mock() | |
| 311 | order_mock3.trade = mock.Mock() | |
| 312 | ||
| 313 | m.follow_orders(sleep=sleep) | |
| 314 | ||
| 315 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
| 316 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
| 317 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
| 318 | self.assertEqual(3, order_mock1.get_status.call_count) | |
| 319 | ||
| 320 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
| 321 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
| 322 | self.assertEqual(1, order_mock2.get_status.call_count) | |
| 323 | ||
| 324 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
| 325 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
| 326 | self.assertEqual(2, order_mock3.get_status.call_count) | |
| 327 | m.report.log_stage.assert_called() | |
| 328 | calls = [ | |
| 329 | mock.call("follow_orders_begin"), | |
| 330 | mock.call("follow_orders_tick_1"), | |
| 331 | mock.call("follow_orders_tick_2"), | |
| 332 | mock.call("follow_orders_tick_3"), | |
| 333 | mock.call("follow_orders_end"), | |
| 334 | ] | |
| 335 | m.report.log_stage.assert_has_calls(calls) | |
| 336 | m.report.log_orders.assert_called() | |
| 337 | self.assertEqual(3, m.report.log_orders.call_count) | |
| 338 | calls = [ | |
| 339 | mock.call([order_mock1, order_mock2], tick=1), | |
| 340 | mock.call([order_mock1, order_mock3], tick=2), | |
| 341 | mock.call([order_mock1, order_mock3], tick=3), | |
| 342 | ] | |
| 343 | m.report.log_orders.assert_has_calls(calls) | |
| 344 | calls = [ | |
| 345 | mock.call(order_mock1, 3, finished=True), | |
| 346 | mock.call(order_mock3, 3, finished=True), | |
| 347 | ] | |
| 348 | m.report.log_order.assert_has_calls(calls) | |
| 349 | ||
| 350 | if sleep is None: | |
| 351 | if debug: | |
| 352 | m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") | |
| 353 | time_mock.assert_called_with(7) | |
| 354 | else: | |
| 355 | time_mock.assert_called_with(30) | |
| 356 | else: | |
| 357 | time_mock.assert_called_with(sleep) | |
| 358 | ||
| 359 | with self.subTest("disappearing order"), \ | |
| 360 | mock.patch("market.ReportStore"): | |
| 361 | all_orders.reset_mock() | |
| 362 | m = market.Market(self.ccxt, self.market_args()) | |
| 363 | ||
| 364 | order_mock1 = mock.Mock() | |
| 365 | order_mock2 = mock.Mock() | |
| 366 | all_orders.side_effect = [ | |
| 367 | [order_mock1, order_mock2], | |
| 368 | [order_mock1, order_mock2], | |
| 369 | ||
| 370 | [order_mock1, order_mock2], | |
| 371 | [order_mock1, order_mock2], | |
| 372 | ||
| 373 | [] | |
| 374 | ] | |
| 375 | ||
| 376 | order_mock1.get_status.side_effect = ["open", "closed"] | |
| 377 | order_mock2.get_status.side_effect = ["open", "error_disappeared"] | |
| 378 | ||
| 379 | order_mock1.trade = mock.Mock() | |
| 380 | trade_mock = mock.Mock() | |
| 381 | order_mock2.trade = trade_mock | |
| 382 | ||
| 383 | trade_mock.tick_actions_recreate.return_value = "tick1" | |
| af928d32 IB |
384 | new_order_mock = mock.Mock() |
| 385 | trade_mock.prepare_order.return_value = new_order_mock | |
| c682bdf4 IB |
386 | |
| 387 | m.follow_orders() | |
| 388 | ||
| 389 | trade_mock.tick_actions_recreate.assert_called_once_with(2) | |
| 390 | trade_mock.prepare_order.assert_called_once_with(compute_value="tick1") | |
| 391 | m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY) | |
| af928d32 IB |
392 | m.report.log_order.assert_called_with(order_mock2, 2, new_order=new_order_mock) |
| 393 | new_order_mock.run.assert_called_once_with() | |
| c682bdf4 IB |
394 | |
| 395 | @mock.patch.object(market.BalanceStore, "fetch_balances") | |
| 396 | def test_move_balance(self, fetch_balances): | |
| 397 | for debug in [True, False]: | |
| 398 | with self.subTest(debug=debug),\ | |
| 399 | mock.patch("market.ReportStore"): | |
| 400 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
| 401 | ||
| 402 | value_from = portfolio.Amount("BTC", "1.0") | |
| 403 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 404 | value_to = portfolio.Amount("BTC", "10.0") | |
| 405 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 406 | ||
| 407 | value_from = portfolio.Amount("BTC", "0.0") | |
| 408 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
| 409 | value_to = portfolio.Amount("BTC", "-3.0") | |
| 410 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 411 | ||
| 412 | value_from = portfolio.Amount("USDT", "0.0") | |
| 413 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
| 414 | value_to = portfolio.Amount("USDT", "-50.0") | |
| 415 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
| 416 | ||
| 417 | m.trades.all = [trade1, trade2, trade3] | |
| 418 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
| 419 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
| 420 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
| 421 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
| 422 | ||
| 423 | m.move_balances() | |
| 424 | ||
| 425 | fetch_balances.assert_called_with() | |
| 426 | m.report.log_move_balances.assert_called_once() | |
| 427 | ||
| 428 | if debug: | |
| 429 | m.report.log_debug_action.assert_called() | |
| 430 | self.assertEqual(3, m.report.log_debug_action.call_count) | |
| 431 | else: | |
| 432 | self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") | |
| 433 | self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") | |
| 434 | self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") | |
| 435 | ||
| 436 | m.report.reset_mock() | |
| 437 | fetch_balances.reset_mock() | |
| 438 | with self.subTest(retry=True): | |
| 439 | with mock.patch("market.ReportStore"): | |
| 440 | m = market.Market(self.ccxt, self.market_args()) | |
| 441 | ||
| 442 | value_from = portfolio.Amount("BTC", "0.0") | |
| 443 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
| 444 | value_to = portfolio.Amount("BTC", "-3.0") | |
| 445 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 446 | ||
| 447 | m.trades.all = [trade] | |
| 448 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
| 449 | m.balances.all = {"BTC": balance} | |
| 450 | ||
| 451 | m.ccxt.transfer_balance.side_effect = [ | |
| 452 | market.ccxt.RequestTimeout, | |
| 453 | market.ccxt.InvalidNonce, | |
| 454 | True | |
| 455 | ] | |
| 456 | m.move_balances() | |
| 457 | self.ccxt.transfer_balance.assert_has_calls([ | |
| 458 | mock.call("BTC", 3, "exchange", "margin"), | |
| 459 | mock.call("BTC", 3, "exchange", "margin"), | |
| 460 | mock.call("BTC", 3, "exchange", "margin") | |
| 461 | ]) | |
| 462 | self.assertEqual(3, fetch_balances.call_count) | |
| 463 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | |
| 464 | self.assertEqual(3, m.report.log_move_balances.call_count) | |
| 465 | ||
| 466 | self.ccxt.transfer_balance.reset_mock() | |
| 467 | m.report.reset_mock() | |
| 468 | fetch_balances.reset_mock() | |
| 469 | with self.subTest(retry=True, too_much=True): | |
| 470 | with mock.patch("market.ReportStore"): | |
| 471 | m = market.Market(self.ccxt, self.market_args()) | |
| 472 | ||
| 473 | value_from = portfolio.Amount("BTC", "0.0") | |
| 474 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
| 475 | value_to = portfolio.Amount("BTC", "-3.0") | |
| 476 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 477 | ||
| 478 | m.trades.all = [trade] | |
| 479 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
| 480 | m.balances.all = {"BTC": balance} | |
| 481 | ||
| 482 | m.ccxt.transfer_balance.side_effect = [ | |
| 483 | market.ccxt.RequestTimeout, | |
| 484 | market.ccxt.RequestTimeout, | |
| 485 | market.ccxt.RequestTimeout, | |
| 486 | market.ccxt.RequestTimeout, | |
| 487 | market.ccxt.RequestTimeout, | |
| 488 | ] | |
| 489 | with self.assertRaises(market.ccxt.RequestTimeout): | |
| 490 | m.move_balances() | |
| 491 | ||
| 492 | self.ccxt.transfer_balance.reset_mock() | |
| 493 | m.report.reset_mock() | |
| 494 | fetch_balances.reset_mock() | |
| 495 | with self.subTest(retry=True, partial_result=True): | |
| 496 | with mock.patch("market.ReportStore"): | |
| 497 | m = market.Market(self.ccxt, self.market_args()) | |
| 498 | ||
| 499 | value_from = portfolio.Amount("BTC", "1.0") | |
| 500 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 501 | value_to = portfolio.Amount("BTC", "10.0") | |
| 502 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 503 | ||
| 504 | value_from = portfolio.Amount("BTC", "0.0") | |
| 505 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
| 506 | value_to = portfolio.Amount("BTC", "-3.0") | |
| 507 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 508 | ||
| 509 | value_from = portfolio.Amount("USDT", "0.0") | |
| 510 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
| 511 | value_to = portfolio.Amount("USDT", "-50.0") | |
| 512 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
| 513 | ||
| 514 | m.trades.all = [trade1, trade2, trade3] | |
| 515 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
| 516 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
| 517 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
| 518 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
| 519 | ||
| 520 | call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 } | |
| 521 | def _transfer_balance(currency, amount, from_, to_): | |
| 522 | call_counts[currency] += 1 | |
| 523 | if currency == "BTC": | |
| 524 | m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }) | |
| 525 | if currency == "USDT": | |
| 526 | if call_counts["USDT"] == 1: | |
| 527 | raise market.ccxt.RequestTimeout | |
| 528 | else: | |
| 529 | m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }) | |
| 530 | if currency == "ETC": | |
| 531 | m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }) | |
| 532 | ||
| 533 | ||
| 534 | m.ccxt.transfer_balance.side_effect = _transfer_balance | |
| 535 | ||
| 536 | m.move_balances() | |
| 537 | self.ccxt.transfer_balance.assert_has_calls([ | |
| 538 | mock.call("BTC", 3, "exchange", "margin"), | |
| 539 | mock.call('USDT', 100, 'exchange', 'margin'), | |
| 540 | mock.call('USDT', 100, 'exchange', 'margin'), | |
| 541 | mock.call("ETC", 5, "margin", "exchange") | |
| 542 | ]) | |
| 543 | self.assertEqual(2, fetch_balances.call_count) | |
| 544 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | |
| 545 | self.assertEqual(2, m.report.log_move_balances.call_count) | |
| 546 | m.report.log_move_balances.asser_has_calls([ | |
| 547 | mock.call( | |
| 548 | { | |
| 549 | 'BTC': portfolio.Amount("BTC", "3"), | |
| 550 | 'USDT': portfolio.Amount("USDT", "150"), | |
| 551 | 'ETC': portfolio.Amount("ETC", "10"), | |
| 552 | }, | |
| 553 | { | |
| 554 | 'BTC': portfolio.Amount("BTC", "3"), | |
| 555 | 'USDT': portfolio.Amount("USDT", "100"), | |
| 556 | }), | |
| 557 | mock.call( | |
| 558 | { | |
| 559 | 'BTC': portfolio.Amount("BTC", "3"), | |
| 560 | 'USDT': portfolio.Amount("USDT", "150"), | |
| 561 | 'ETC': portfolio.Amount("ETC", "10"), | |
| 562 | }, | |
| 563 | { | |
| 564 | 'BTC': portfolio.Amount("BTC", "0"), | |
| 565 | 'USDT': portfolio.Amount("USDT", "100"), | |
| 566 | 'ETC': portfolio.Amount("ETC", "-5"), | |
| 567 | }), | |
| 568 | ]) | |
| 569 | ||
| 570 | ||
| 571 | def test_store_file_report(self): | |
| 572 | file_open = mock.mock_open() | |
| 573 | m = market.Market(self.ccxt, | |
| 574 | self.market_args(report_path="present"), user_id=1) | |
| 575 | with self.subTest(file="present"),\ | |
| 576 | mock.patch("market.open", file_open),\ | |
| 577 | mock.patch.object(m, "report") as report,\ | |
| 578 | mock.patch.object(market, "datetime") as time_mock: | |
| 579 | ||
| 580 | report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]] | |
| 581 | report.to_json.return_value = "json_content" | |
| 582 | ||
| 583 | m.store_file_report(datetime.datetime(2018, 2, 25)) | |
| 584 | ||
| 585 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") | |
| 586 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w") | |
| 587 | file_open().write.assert_any_call("json_content") | |
| 588 | file_open().write.assert_any_call("Foo\nBar") | |
| 589 | m.report.to_json.assert_called_once_with() | |
| 590 | ||
| 591 | m = market.Market(self.ccxt, self.market_args(report_path="error"), user_id=1) | |
| 592 | with self.subTest(file="error"),\ | |
| 593 | mock.patch("market.open") as file_open,\ | |
| 594 | mock.patch.object(m, "report") as report,\ | |
| 595 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 596 | file_open.side_effect = FileNotFoundError | |
| 597 | ||
| 598 | m.store_file_report(datetime.datetime(2018, 2, 25)) | |
| 599 | ||
| 600 | self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") | |
| 601 | ||
| 30700830 IB |
602 | @mock.patch.object(dbs, "psql") |
| 603 | def test_store_database_report(self, psql): | |
| c682bdf4 IB |
604 | cursor_mock = mock.MagicMock() |
| 605 | ||
| 30700830 | 606 | psql.cursor.return_value = cursor_mock |
| c682bdf4 IB |
607 | m = market.Market(self.ccxt, self.market_args(), |
| 608 | pg_config={"config": "pg_config"}, user_id=1) | |
| 609 | cursor_mock.fetchone.return_value = [42] | |
| 610 | ||
| 611 | with self.subTest(error=False),\ | |
| 612 | mock.patch.object(m, "report") as report: | |
| 613 | report.to_json_array.return_value = [ | |
| 614 | ("date1", "type1", "payload1"), | |
| 615 | ("date2", "type2", "payload2"), | |
| 616 | ] | |
| 617 | m.store_database_report(datetime.datetime(2018, 3, 24)) | |
| 30700830 | 618 | psql.assert_has_calls([ |
| c682bdf4 IB |
619 | mock.call.cursor(), |
| 620 | mock.call.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime.datetime(2018, 3, 24), None, False)), | |
| 621 | mock.call.cursor().fetchone(), | |
| 622 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')), | |
| 623 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')), | |
| 624 | mock.call.commit(), | |
| 625 | mock.call.cursor().close(), | |
| c682bdf4 IB |
626 | ]) |
| 627 | ||
| c682bdf4 IB |
628 | with self.subTest(error=True),\ |
| 629 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 30700830 | 630 | psql.cursor.side_effect = Exception("Bouh") |
| c682bdf4 IB |
631 | m.store_database_report(datetime.datetime(2018, 3, 24)) |
| 632 | self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n") | |
| 633 | ||
| 30700830 | 634 | @mock.patch.object(dbs, "redis") |
| 1593c7a9 | 635 | def test_store_redis_report(self, redis): |
| 1593c7a9 IB |
636 | m = market.Market(self.ccxt, self.market_args(), |
| 637 | redis_config={"config": "redis_config"}, market_id=1) | |
| 638 | ||
| 639 | with self.subTest(error=False),\ | |
| 640 | mock.patch.object(m, "report") as report: | |
| 641 | report.to_json_redis.return_value = [ | |
| 642 | ("type1", "payload1"), | |
| 643 | ("type2", "payload2"), | |
| 644 | ] | |
| 645 | m.store_redis_report(datetime.datetime(2018, 3, 24)) | |
| 30700830 | 646 | redis.assert_has_calls([ |
| 1593c7a9 IB |
647 | mock.call.set("/cryptoportfolio/1/2018-03-24T00:00:00/type1", "payload1", ex=31*24*60*60), |
| 648 | mock.call.set("/cryptoportfolio/1/latest/type1", "payload1"), | |
| 649 | mock.call.set("/cryptoportfolio/1/2018-03-24T00:00:00/type2", "payload2", ex=31*24*60*60), | |
| 650 | mock.call.set("/cryptoportfolio/1/latest/type2", "payload2"), | |
| 17fd3f75 | 651 | mock.call.set("/cryptoportfolio/1/latest/date", "2018-03-24T00:00:00"), |
| 1593c7a9 IB |
652 | ]) |
| 653 | ||
| 30700830 | 654 | redis.reset_mock() |
| 1593c7a9 IB |
655 | with self.subTest(error=True),\ |
| 656 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 30700830 | 657 | redis.set.side_effect = Exception("Bouh") |
| 1593c7a9 IB |
658 | m.store_redis_report(datetime.datetime(2018, 3, 24)) |
| 659 | self.assertEqual(stdout_mock.getvalue(), "impossible to store report to redis: Exception; Bouh\n") | |
| 660 | ||
| c682bdf4 IB |
661 | def test_store_report(self): |
| 662 | m = market.Market(self.ccxt, self.market_args(report_db=False), user_id=1) | |
| 30700830 IB |
663 | with self.subTest(file=None, pg_connected=None),\ |
| 664 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 665 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| c682bdf4 IB |
666 | mock.patch.object(m, "report") as report,\ |
| 667 | mock.patch.object(m, "store_database_report") as db_report,\ | |
| 1593c7a9 | 668 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
| c682bdf4 | 669 | mock.patch.object(m, "store_file_report") as file_report: |
| 30700830 IB |
670 | psql.return_value = False |
| 671 | redis.return_value = False | |
| c682bdf4 IB |
672 | m.store_report() |
| 673 | report.merge.assert_called_with(store.Portfolio.report) | |
| 674 | ||
| 675 | file_report.assert_not_called() | |
| 676 | db_report.assert_not_called() | |
| 1593c7a9 | 677 | redis_report.assert_not_called() |
| c682bdf4 IB |
678 | |
| 679 | report.reset_mock() | |
| 680 | m = market.Market(self.ccxt, self.market_args(report_db=False, report_path="present"), user_id=1) | |
| 30700830 IB |
681 | with self.subTest(file="present", pg_connected=None),\ |
| 682 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 683 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| c682bdf4 IB |
684 | mock.patch.object(m, "report") as report,\ |
| 685 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 1593c7a9 | 686 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
| c682bdf4 | 687 | mock.patch.object(m, "store_database_report") as db_report,\ |
| e7d7c0e5 | 688 | mock.patch.object(market.datetime, "datetime") as time_mock: |
| 30700830 IB |
689 | psql.return_value = False |
| 690 | redis.return_value = False | |
| c682bdf4 IB |
691 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 692 | ||
| 693 | m.store_report() | |
| 694 | ||
| 695 | report.merge.assert_called_with(store.Portfolio.report) | |
| 696 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| 697 | db_report.assert_not_called() | |
| 1593c7a9 | 698 | redis_report.assert_not_called() |
| c682bdf4 IB |
699 | |
| 700 | report.reset_mock() | |
| 701 | m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), user_id=1) | |
| 30700830 IB |
702 | with self.subTest(file="present", pg_connected=None, report_db=True),\ |
| 703 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 704 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| c682bdf4 IB |
705 | mock.patch.object(m, "report") as report,\ |
| 706 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 1593c7a9 | 707 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
| c682bdf4 | 708 | mock.patch.object(m, "store_database_report") as db_report,\ |
| e7d7c0e5 | 709 | mock.patch.object(market.datetime, "datetime") as time_mock: |
| 30700830 IB |
710 | psql.return_value = False |
| 711 | redis.return_value = False | |
| c682bdf4 IB |
712 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 713 | ||
| 714 | m.store_report() | |
| 715 | ||
| 716 | report.merge.assert_called_with(store.Portfolio.report) | |
| 717 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| 718 | db_report.assert_not_called() | |
| 1593c7a9 | 719 | redis_report.assert_not_called() |
| c682bdf4 IB |
720 | |
| 721 | report.reset_mock() | |
| 30700830 IB |
722 | m = market.Market(self.ccxt, self.market_args(report_db=True), user_id=1) |
| 723 | with self.subTest(file=None, pg_connected=True),\ | |
| 724 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 725 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| c682bdf4 IB |
726 | mock.patch.object(m, "report") as report,\ |
| 727 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 1593c7a9 | 728 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
| c682bdf4 | 729 | mock.patch.object(m, "store_database_report") as db_report,\ |
| e7d7c0e5 | 730 | mock.patch.object(market.datetime, "datetime") as time_mock: |
| 30700830 IB |
731 | psql.return_value = True |
| 732 | redis.return_value = False | |
| c682bdf4 IB |
733 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 734 | ||
| 735 | m.store_report() | |
| 736 | ||
| 737 | report.merge.assert_called_with(store.Portfolio.report) | |
| 738 | file_report.assert_not_called() | |
| 739 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| 1593c7a9 | 740 | redis_report.assert_not_called() |
| c682bdf4 IB |
741 | |
| 742 | report.reset_mock() | |
| 743 | m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), | |
| 30700830 IB |
744 | user_id=1) |
| 745 | with self.subTest(file="present", pg_connected=True),\ | |
| 746 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 747 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| c682bdf4 IB |
748 | mock.patch.object(m, "report") as report,\ |
| 749 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 1593c7a9 | 750 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
| c682bdf4 | 751 | mock.patch.object(m, "store_database_report") as db_report,\ |
| e7d7c0e5 | 752 | mock.patch.object(market.datetime, "datetime") as time_mock: |
| 30700830 IB |
753 | psql.return_value = True |
| 754 | redis.return_value = False | |
| c682bdf4 IB |
755 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 756 | ||
| 757 | m.store_report() | |
| 758 | ||
| 759 | report.merge.assert_called_with(store.Portfolio.report) | |
| 760 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| 761 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| 1593c7a9 IB |
762 | redis_report.assert_not_called() |
| 763 | ||
| 764 | report.reset_mock() | |
| 765 | m = market.Market(self.ccxt, self.market_args(report_redis=False), | |
| 30700830 IB |
766 | user_id=1) |
| 767 | with self.subTest(redis_connected=True, report_redis=False),\ | |
| 768 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 769 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| 1593c7a9 IB |
770 | mock.patch.object(m, "report") as report,\ |
| 771 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 772 | mock.patch.object(m, "store_redis_report") as redis_report,\ | |
| 773 | mock.patch.object(m, "store_database_report") as db_report,\ | |
| 774 | mock.patch.object(market.datetime, "datetime") as time_mock: | |
| 30700830 IB |
775 | psql.return_value = False |
| 776 | redis.return_value = True | |
| 1593c7a9 IB |
777 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 778 | ||
| 779 | m.store_report() | |
| 780 | redis_report.assert_not_called() | |
| 781 | ||
| 782 | report.reset_mock() | |
| 783 | m = market.Market(self.ccxt, self.market_args(report_redis=True), | |
| 784 | user_id=1) | |
| 30700830 IB |
785 | with self.subTest(redis_connected=False, report_redis=True),\ |
| 786 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 787 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| 1593c7a9 IB |
788 | mock.patch.object(m, "report") as report,\ |
| 789 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 790 | mock.patch.object(m, "store_redis_report") as redis_report,\ | |
| 791 | mock.patch.object(m, "store_database_report") as db_report,\ | |
| 792 | mock.patch.object(market.datetime, "datetime") as time_mock: | |
| 30700830 IB |
793 | psql.return_value = False |
| 794 | redis.return_value = False | |
| 1593c7a9 IB |
795 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 796 | ||
| 797 | m.store_report() | |
| 798 | redis_report.assert_not_called() | |
| 799 | ||
| 800 | report.reset_mock() | |
| 801 | m = market.Market(self.ccxt, self.market_args(report_redis=True), | |
| 30700830 IB |
802 | user_id=1) |
| 803 | with self.subTest(redis_connected=True, report_redis=True),\ | |
| 804 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 805 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| 1593c7a9 IB |
806 | mock.patch.object(m, "report") as report,\ |
| 807 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 808 | mock.patch.object(m, "store_redis_report") as redis_report,\ | |
| 809 | mock.patch.object(m, "store_database_report") as db_report,\ | |
| 810 | mock.patch.object(market.datetime, "datetime") as time_mock: | |
| 30700830 IB |
811 | psql.return_value = False |
| 812 | redis.return_value = True | |
| 1593c7a9 IB |
813 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 814 | ||
| 815 | m.store_report() | |
| 816 | redis_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| c682bdf4 | 817 | |
| ceb7fc4c | 818 | def test_print_tickers(self): |
| c682bdf4 IB |
819 | m = market.Market(self.ccxt, self.market_args()) |
| 820 | ||
| 821 | with mock.patch.object(m.balances, "in_currency") as in_currency,\ | |
| 822 | mock.patch.object(m.report, "log_stage") as log_stage,\ | |
| 823 | mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ | |
| 824 | mock.patch.object(m.report, "print_log") as print_log: | |
| 825 | ||
| 826 | in_currency.return_value = { | |
| 827 | "BTC": portfolio.Amount("BTC", "0.65"), | |
| 828 | "ETH": portfolio.Amount("BTC", "0.3"), | |
| 829 | } | |
| 830 | ||
| ceb7fc4c | 831 | m.print_tickers() |
| c682bdf4 | 832 | |
| c682bdf4 IB |
833 | print_log.assert_has_calls([ |
| 834 | mock.call("total:"), | |
| 835 | mock.call(portfolio.Amount("BTC", "0.95")), | |
| 836 | ]) | |
| 837 | ||
| 838 | @mock.patch("market.Processor.process") | |
| 839 | @mock.patch("market.ReportStore.log_error") | |
| 840 | @mock.patch("market.Market.store_report") | |
| 841 | def test_process(self, store_report, log_error, process): | |
| 842 | m = market.Market(self.ccxt, self.market_args()) | |
| ceb7fc4c IB |
843 | with self.subTest(actions=[], before=False, after=False): |
| 844 | m.process([]) | |
| c682bdf4 IB |
845 | |
| 846 | process.assert_not_called() | |
| 847 | store_report.assert_called_once() | |
| 848 | log_error.assert_not_called() | |
| 849 | ||
| 850 | process.reset_mock() | |
| 851 | log_error.reset_mock() | |
| 852 | store_report.reset_mock() | |
| 853 | with self.subTest(before=True, after=False): | |
| ceb7fc4c | 854 | m.process(["foo"], before=True) |
| c682bdf4 | 855 | |
| ceb7fc4c | 856 | process.assert_called_once_with("foo", steps="before") |
| c682bdf4 IB |
857 | store_report.assert_called_once() |
| 858 | log_error.assert_not_called() | |
| 859 | ||
| 860 | process.reset_mock() | |
| 861 | log_error.reset_mock() | |
| 862 | store_report.reset_mock() | |
| 863 | with self.subTest(before=False, after=True): | |
| ceb7fc4c | 864 | m.process(["sell_all"], after=True) |
| c682bdf4 IB |
865 | |
| 866 | process.assert_called_once_with("sell_all", steps="after") | |
| 867 | store_report.assert_called_once() | |
| 868 | log_error.assert_not_called() | |
| 869 | ||
| 870 | process.reset_mock() | |
| 871 | log_error.reset_mock() | |
| 872 | store_report.reset_mock() | |
| ceb7fc4c IB |
873 | with self.subTest(before=False, after=False): |
| 874 | m.process(["foo"]) | |
| c682bdf4 | 875 | |
| ceb7fc4c | 876 | process.assert_called_once_with("foo", steps="all") |
| c682bdf4 IB |
877 | store_report.assert_called_once() |
| 878 | log_error.assert_not_called() | |
| 879 | ||
| 880 | process.reset_mock() | |
| 881 | log_error.reset_mock() | |
| 882 | store_report.reset_mock() | |
| ceb7fc4c IB |
883 | with self.subTest(before=True, after=True): |
| 884 | m.process(["sell_all"], before=True, after=True) | |
| c682bdf4 | 885 | |
| ceb7fc4c | 886 | process.assert_called_once_with("sell_all", steps="all") |
| c682bdf4 | 887 | store_report.assert_called_once() |
| c682bdf4 | 888 | log_error.assert_not_called() |
| c682bdf4 | 889 | |
| ceb7fc4c | 890 | process.reset_mock() |
| c682bdf4 IB |
891 | log_error.reset_mock() |
| 892 | store_report.reset_mock() | |
| 893 | with self.subTest(unhandled_exception=True): | |
| 894 | process.side_effect = Exception("bouh") | |
| 895 | ||
| ceb7fc4c | 896 | m.process(["some_action"], before=True) |
| 4ae84fb7 | 897 | log_error.assert_called_with("market_process", exception=mock.ANY, message=mock.ANY) |
| c682bdf4 IB |
898 | store_report.assert_called_once() |
| 899 | ||
| 900 | ||
| 3080f31d | 901 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| c682bdf4 IB |
902 | class ProcessorTest(WebMockTestCase): |
| 903 | def test_values(self): | |
| 904 | processor = market.Processor(self.m) | |
| 905 | ||
| 906 | self.assertEqual(self.m, processor.market) | |
| 907 | ||
| 908 | def test_run_action(self): | |
| 909 | processor = market.Processor(self.m) | |
| 910 | ||
| 911 | with mock.patch.object(processor, "parse_args") as parse_args: | |
| 912 | method_mock = mock.Mock() | |
| 913 | parse_args.return_value = [method_mock, { "foo": "bar" }] | |
| 914 | ||
| 915 | processor.run_action("foo", "bar", "baz") | |
| 916 | ||
| 917 | parse_args.assert_called_with("foo", "bar", "baz") | |
| 918 | ||
| 919 | method_mock.assert_called_with(foo="bar") | |
| 920 | ||
| 921 | processor.run_action("wait_for_recent", "bar", "baz") | |
| 922 | ||
| 923 | method_mock.assert_called_with(foo="bar") | |
| 924 | ||
| 925 | def test_select_step(self): | |
| 926 | processor = market.Processor(self.m) | |
| 927 | ||
| 928 | scenario = processor.scenarios["sell_all"] | |
| 929 | ||
| 930 | self.assertEqual(scenario, processor.select_steps(scenario, "all")) | |
| 931 | self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) | |
| 932 | self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) | |
| 933 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) | |
| 934 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) | |
| 935 | ||
| 936 | with self.assertRaises(TypeError): | |
| 937 | processor.select_steps(scenario, ["wait"]) | |
| 938 | ||
| ceb7fc4c IB |
939 | def test_can_process(self): |
| 940 | processor = market.Processor(self.m) | |
| 941 | ||
| 942 | with self.subTest(True): | |
| 943 | self.assertTrue(processor.can_process("sell_all")) | |
| 944 | ||
| 945 | with self.subTest(False): | |
| 946 | self.assertFalse(processor.can_process("unknown_action")) | |
| 947 | ||
| c682bdf4 IB |
948 | @mock.patch("market.Processor.process_step") |
| 949 | def test_process(self, process_step): | |
| ceb7fc4c IB |
950 | with self.subTest("unknown action"): |
| 951 | processor = market.Processor(self.m) | |
| 952 | with self.assertRaises(TypeError): | |
| 953 | processor.process("unknown_action") | |
| 954 | ||
| 955 | with self.subTest("nominal case"): | |
| 956 | processor = market.Processor(self.m) | |
| c682bdf4 | 957 | |
| ceb7fc4c IB |
958 | processor.process("sell_all", foo="bar") |
| 959 | self.assertEqual(3, process_step.call_count) | |
| c682bdf4 | 960 | |
| ceb7fc4c IB |
961 | steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) |
| 962 | scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) | |
| 963 | kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) | |
| 964 | self.assertEqual(["all_sell", "wait", "all_buy"], steps) | |
| 965 | self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) | |
| 966 | self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) | |
| c682bdf4 | 967 | |
| ceb7fc4c | 968 | process_step.reset_mock() |
| c682bdf4 | 969 | |
| ceb7fc4c | 970 | processor.process("sell_needed", steps=["before", "after"]) |
| bb127bc8 | 971 | self.assertEqual(4, process_step.call_count) |
| c682bdf4 IB |
972 | |
| 973 | def test_method_arguments(self): | |
| 974 | ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
| 975 | m = market.Market(ccxt, self.market_args()) | |
| 976 | ||
| 977 | processor = market.Processor(m) | |
| 978 | ||
| 979 | method, arguments = processor.method_arguments("wait_for_recent") | |
| 980 | self.assertEqual(market.Portfolio.wait_for_recent, method) | |
| 981 | self.assertEqual(["delta", "poll"], arguments) | |
| 982 | ||
| 983 | method, arguments = processor.method_arguments("prepare_trades") | |
| 984 | self.assertEqual(m.prepare_trades, method) | |
| 96959cea | 985 | self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only', 'available_balance_only'], arguments) |
| c682bdf4 IB |
986 | |
| 987 | method, arguments = processor.method_arguments("prepare_orders") | |
| 988 | self.assertEqual(m.trades.prepare_orders, method) | |
| 989 | ||
| 990 | method, arguments = processor.method_arguments("move_balances") | |
| 991 | self.assertEqual(m.move_balances, method) | |
| 992 | ||
| 993 | method, arguments = processor.method_arguments("run_orders") | |
| 994 | self.assertEqual(m.trades.run_orders, method) | |
| 995 | ||
| 996 | method, arguments = processor.method_arguments("follow_orders") | |
| 997 | self.assertEqual(m.follow_orders, method) | |
| 998 | ||
| 999 | method, arguments = processor.method_arguments("close_trades") | |
| 1000 | self.assertEqual(m.trades.close_trades, method) | |
| 1001 | ||
| ceb7fc4c IB |
1002 | method, arguments = processor.method_arguments("print_tickers") |
| 1003 | self.assertEqual(m.print_tickers, method) | |
| 1004 | ||
| c682bdf4 IB |
1005 | def test_process_step(self): |
| 1006 | processor = market.Processor(self.m) | |
| 1007 | ||
| 1008 | with mock.patch.object(processor, "run_action") as run_action: | |
| bb127bc8 | 1009 | step = processor.scenarios["sell_needed"][2] |
| c682bdf4 IB |
1010 | |
| 1011 | processor.process_step("foo", step, {"foo":"bar"}) | |
| 1012 | ||
| 1013 | self.m.report.log_stage.assert_has_calls([ | |
| bb127bc8 IB |
1014 | mock.call("process_foo__2_sell_begin"), |
| 1015 | mock.call("process_foo__2_sell_end"), | |
| c682bdf4 IB |
1016 | ]) |
| 1017 | self.m.balances.fetch_balances.assert_has_calls([ | |
| bb127bc8 IB |
1018 | mock.call(tag="process_foo__2_sell_begin"), |
| 1019 | mock.call(tag="process_foo__2_sell_end"), | |
| c682bdf4 IB |
1020 | ]) |
| 1021 | ||
| 1022 | self.assertEqual(5, run_action.call_count) | |
| 1023 | ||
| 1024 | run_action.assert_has_calls([ | |
| 1025 | mock.call('prepare_trades', {}, {'foo': 'bar'}), | |
| 1026 | mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), | |
| 1027 | mock.call('run_orders', {}, {'foo': 'bar'}), | |
| 1028 | mock.call('follow_orders', {}, {'foo': 'bar'}), | |
| 1029 | mock.call('close_trades', {}, {'foo': 'bar'}), | |
| 1030 | ]) | |
| 1031 | ||
| 1032 | self.m.reset_mock() | |
| 1033 | with mock.patch.object(processor, "run_action") as run_action: | |
| 1034 | step = processor.scenarios["sell_needed"][0] | |
| 1035 | ||
| bb127bc8 IB |
1036 | processor.process_step("foo", step, {"foo":"bar"}) |
| 1037 | ||
| 1038 | self.m.report.log_stage.assert_has_calls([ | |
| 1039 | mock.call("process_foo__0_print_balances_begin"), | |
| 1040 | mock.call("process_foo__0_print_balances_end"), | |
| 1041 | ]) | |
| 1042 | self.m.balances.fetch_balances.assert_has_calls([ | |
| 1043 | mock.call(add_portfolio=True, checkpoint='end', | |
| 1044 | log_tickers=True, | |
| 1045 | tag='process_foo__0_print_balances_begin') | |
| 1046 | ]) | |
| 1047 | ||
| 1048 | self.assertEqual(0, run_action.call_count) | |
| 1049 | ||
| 1050 | self.m.reset_mock() | |
| 1051 | with mock.patch.object(processor, "run_action") as run_action: | |
| 1052 | step = processor.scenarios["sell_needed"][1] | |
| 1053 | ||
| c682bdf4 IB |
1054 | processor.process_step("foo", step, {"foo":"bar"}) |
| 1055 | self.m.balances.fetch_balances.assert_not_called() | |
| 1056 | ||
| 9b697863 IB |
1057 | self.m.reset_mock() |
| 1058 | with mock.patch.object(processor, "run_action") as run_action: | |
| 1059 | step = processor.scenarios["print_balances"][0] | |
| 1060 | ||
| 1061 | processor.process_step("foo", step, {"foo":"bar"}) | |
| 1062 | self.m.balances.fetch_balances.assert_called_once_with( | |
| 1063 | add_portfolio=True, log_tickers=True, | |
| 1064 | tag='process_foo__1_print_balances_begin') | |
| 1065 | ||
| c682bdf4 IB |
1066 | def test_parse_args(self): |
| 1067 | processor = market.Processor(self.m) | |
| 1068 | ||
| 1069 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 1070 | method_mock = mock.Mock() | |
| 1071 | method_arguments.return_value = [ | |
| 1072 | method_mock, | |
| 1073 | ["foo2", "foo"] | |
| 1074 | ] | |
| 1075 | method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) | |
| 1076 | ||
| 1077 | self.assertEqual(method_mock, method) | |
| 1078 | self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) | |
| 1079 | ||
| 1080 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 1081 | method_mock = mock.Mock() | |
| 1082 | method_arguments.return_value = [ | |
| 1083 | method_mock, | |
| 1084 | ["repartition"] | |
| 1085 | ] | |
| 1086 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) | |
| 1087 | ||
| 1088 | self.assertEqual(1, len(args["repartition"])) | |
| 1089 | self.assertIn("BTC", args["repartition"]) | |
| 1090 | ||
| 1091 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 1092 | method_mock = mock.Mock() | |
| 1093 | method_arguments.return_value = [ | |
| 1094 | method_mock, | |
| 1095 | ["repartition", "base_currency"] | |
| 1096 | ] | |
| 1097 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) | |
| 1098 | ||
| 1099 | self.assertEqual(1, len(args["repartition"])) | |
| 1100 | self.assertIn("USDT", args["repartition"]) | |
| 1101 | ||
| 1102 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 1103 | method_mock = mock.Mock() | |
| 1104 | method_arguments.return_value = [ | |
| 1105 | method_mock, | |
| 1106 | ["repartition", "base_currency"] | |
| 1107 | ] | |
| 1108 | method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) | |
| 1109 | ||
| 1110 | self.assertEqual(1, len(args["repartition"])) | |
| 1111 | self.assertIn("ETH", args["repartition"]) | |
| 1112 | ||
| 1113 |