]>
Commit | Line | Data |
---|---|---|
1 | import sys | |
2 | import portfolio | |
3 | import unittest | |
4 | import datetime | |
5 | from decimal import Decimal as D | |
6 | from unittest import mock | |
7 | import requests | |
8 | import requests_mock | |
9 | from io import StringIO | |
10 | import threading | |
11 | import portfolio, market, main, store | |
12 | ||
13 | limits = ["acceptance", "unit"] | |
14 | for test_type in limits: | |
15 | if "--no{}".format(test_type) in sys.argv: | |
16 | sys.argv.remove("--no{}".format(test_type)) | |
17 | limits.remove(test_type) | |
18 | if "--only{}".format(test_type) in sys.argv: | |
19 | sys.argv.remove("--only{}".format(test_type)) | |
20 | limits = [test_type] | |
21 | break | |
22 | ||
23 | class WebMockTestCase(unittest.TestCase): | |
24 | import time | |
25 | ||
26 | def market_args(self, debug=False, quiet=False): | |
27 | return type('Args', (object,), { "debug": debug, "quiet": quiet })() | |
28 | ||
29 | def setUp(self): | |
30 | super(WebMockTestCase, self).setUp() | |
31 | self.wm = requests_mock.Mocker() | |
32 | self.wm.start() | |
33 | ||
34 | # market | |
35 | self.m = mock.Mock(name="Market", spec=market.Market) | |
36 | self.m.debug = False | |
37 | ||
38 | self.patchers = [ | |
39 | mock.patch.multiple(market.Portfolio, | |
40 | data=store.LockedVar(None), | |
41 | liquidities=store.LockedVar({}), | |
42 | last_date=store.LockedVar(None), | |
43 | report=mock.Mock(), | |
44 | worker=None, | |
45 | worker_notify=None, | |
46 | worker_started=False, | |
47 | callback=None), | |
48 | mock.patch.multiple(portfolio.Computation, | |
49 | computations=portfolio.Computation.computations), | |
50 | ] | |
51 | for patcher in self.patchers: | |
52 | patcher.start() | |
53 | ||
54 | def tearDown(self): | |
55 | for patcher in self.patchers: | |
56 | patcher.stop() | |
57 | self.wm.stop() | |
58 | super(WebMockTestCase, self).tearDown() | |
59 | ||
60 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
61 | class poloniexETest(unittest.TestCase): | |
62 | def setUp(self): | |
63 | super(poloniexETest, self).setUp() | |
64 | self.wm = requests_mock.Mocker() | |
65 | self.wm.start() | |
66 | ||
67 | self.s = market.ccxt.poloniexE() | |
68 | ||
69 | def tearDown(self): | |
70 | self.wm.stop() | |
71 | super(poloniexETest, self).tearDown() | |
72 | ||
73 | def test_nanoseconds(self): | |
74 | with mock.patch.object(market.ccxt.time, "time") as time: | |
75 | time.return_value = 123456.7890123456 | |
76 | self.assertEqual(123456789012345, self.s.nanoseconds()) | |
77 | ||
78 | def test_nonce(self): | |
79 | with mock.patch.object(market.ccxt.time, "time") as time: | |
80 | time.return_value = 123456.7890123456 | |
81 | self.assertEqual(123456789012345, self.s.nonce()) | |
82 | ||
83 | def test_order_precision(self): | |
84 | self.assertEqual(8, self.s.order_precision("FOO")) | |
85 | ||
86 | def test_transfer_balance(self): | |
87 | with self.subTest(success=True),\ | |
88 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | |
89 | t.return_value = { "success": 1 } | |
90 | result = self.s.transfer_balance("FOO", 12, "exchange", "margin") | |
91 | t.assert_called_once_with({ | |
92 | "currency": "FOO", | |
93 | "amount": 12, | |
94 | "fromAccount": "exchange", | |
95 | "toAccount": "margin", | |
96 | "confirmed": 1 | |
97 | }) | |
98 | self.assertTrue(result) | |
99 | ||
100 | with self.subTest(success=False),\ | |
101 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | |
102 | t.return_value = { "success": 0 } | |
103 | self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin")) | |
104 | ||
105 | def test_close_margin_position(self): | |
106 | with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c: | |
107 | self.s.close_margin_position("FOO", "BAR") | |
108 | c.assert_called_with({"currencyPair": "BAR_FOO"}) | |
109 | ||
110 | def test_tradable_balances(self): | |
111 | with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r: | |
112 | r.return_value = { | |
113 | "FOO": { "exchange": "12.1234", "margin": "0.0123" }, | |
114 | "BAR": { "exchange": "1", "margin": "0" }, | |
115 | } | |
116 | balances = self.s.tradable_balances() | |
117 | self.assertEqual(["FOO", "BAR"], list(balances.keys())) | |
118 | self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys())) | |
119 | self.assertEqual(D("12.1234"), balances["FOO"]["exchange"]) | |
120 | self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys())) | |
121 | ||
122 | def test_margin_summary(self): | |
123 | with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r: | |
124 | r.return_value = { | |
125 | "currentMargin": "1.49680968", | |
126 | "lendingFees": "0.0000001", | |
127 | "pl": "0.00008254", | |
128 | "totalBorrowedValue": "0.00673602", | |
129 | "totalValue": "0.01000000", | |
130 | "netValue": "0.01008254", | |
131 | } | |
132 | expected = { | |
133 | 'current_margin': D('1.49680968'), | |
134 | 'gains': D('0.00008254'), | |
135 | 'lending_fees': D('0.0000001'), | |
136 | 'total': D('0.01000000'), | |
137 | 'total_borrowed': D('0.00673602') | |
138 | } | |
139 | self.assertEqual(expected, self.s.margin_summary()) | |
140 | ||
141 | def test_create_order(self): | |
142 | with mock.patch.object(self.s, "create_exchange_order") as exchange,\ | |
143 | mock.patch.object(self.s, "create_margin_order") as margin: | |
144 | with self.subTest(account="unspecified"): | |
145 | self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params") | |
146 | exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | |
147 | margin.assert_not_called() | |
148 | exchange.reset_mock() | |
149 | margin.reset_mock() | |
150 | ||
151 | with self.subTest(account="exchange"): | |
152 | self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params") | |
153 | exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | |
154 | margin.assert_not_called() | |
155 | exchange.reset_mock() | |
156 | margin.reset_mock() | |
157 | ||
158 | with self.subTest(account="margin"): | |
159 | self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params") | |
160 | margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params") | |
161 | exchange.assert_not_called() | |
162 | exchange.reset_mock() | |
163 | margin.reset_mock() | |
164 | ||
165 | with self.subTest(account="unknown"), self.assertRaises(NotImplementedError): | |
166 | self.s.create_order("symbol", "type", "side", "amount", account="unknown") | |
167 | ||
168 | def test_parse_ticker(self): | |
169 | ticker = { | |
170 | "high24hr": "12", | |
171 | "low24hr": "10", | |
172 | "highestBid": "10.5", | |
173 | "lowestAsk": "11.5", | |
174 | "last": "11", | |
175 | "percentChange": "0.1", | |
176 | "quoteVolume": "10", | |
177 | "baseVolume": "20" | |
178 | } | |
179 | market = { | |
180 | "symbol": "BTC/ETC" | |
181 | } | |
182 | with mock.patch.object(self.s, "milliseconds") as ms: | |
183 | ms.return_value = 1520292715123 | |
184 | result = self.s.parse_ticker(ticker, market) | |
185 | ||
186 | expected = { | |
187 | "symbol": "BTC/ETC", | |
188 | "timestamp": 1520292715123, | |
189 | "datetime": "2018-03-05T23:31:55.123Z", | |
190 | "high": D("12"), | |
191 | "low": D("10"), | |
192 | "bid": D("10.5"), | |
193 | "ask": D("11.5"), | |
194 | "vwap": None, | |
195 | "open": None, | |
196 | "close": None, | |
197 | "first": None, | |
198 | "last": D("11"), | |
199 | "change": D("0.1"), | |
200 | "percentage": None, | |
201 | "average": None, | |
202 | "baseVolume": D("10"), | |
203 | "quoteVolume": D("20"), | |
204 | "info": ticker | |
205 | } | |
206 | self.assertEqual(expected, result) | |
207 | ||
208 | def test_fetch_margin_balance(self): | |
209 | with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position: | |
210 | get_margin_position.return_value = { | |
211 | "BTC_DASH": { | |
212 | "amount": "-0.1", | |
213 | "basePrice": "0.06818560", | |
214 | "lendingFees": "0.00000001", | |
215 | "liquidationPrice": "0.15107132", | |
216 | "pl": "-0.00000371", | |
217 | "total": "0.00681856", | |
218 | "type": "short" | |
219 | }, | |
220 | "BTC_ETC": { | |
221 | "amount": "-0.6", | |
222 | "basePrice": "0.1", | |
223 | "lendingFees": "0.00000001", | |
224 | "liquidationPrice": "0.6", | |
225 | "pl": "0.00000371", | |
226 | "total": "0.06", | |
227 | "type": "short" | |
228 | }, | |
229 | "BTC_ETH": { | |
230 | "amount": "0", | |
231 | "basePrice": "0", | |
232 | "lendingFees": "0", | |
233 | "liquidationPrice": "-1", | |
234 | "pl": "0", | |
235 | "total": "0", | |
236 | "type": "none" | |
237 | } | |
238 | } | |
239 | balances = self.s.fetch_margin_balance() | |
240 | self.assertEqual(2, len(balances)) | |
241 | expected = { | |
242 | "DASH": { | |
243 | "amount": D("-0.1"), | |
244 | "borrowedPrice": D("0.06818560"), | |
245 | "lendingFees": D("1E-8"), | |
246 | "pl": D("-0.00000371"), | |
247 | "liquidationPrice": D("0.15107132"), | |
248 | "type": "short", | |
249 | "total": D("0.00681856"), | |
250 | "baseCurrency": "BTC" | |
251 | }, | |
252 | "ETC": { | |
253 | "amount": D("-0.6"), | |
254 | "borrowedPrice": D("0.1"), | |
255 | "lendingFees": D("1E-8"), | |
256 | "pl": D("0.00000371"), | |
257 | "liquidationPrice": D("0.6"), | |
258 | "type": "short", | |
259 | "total": D("0.06"), | |
260 | "baseCurrency": "BTC" | |
261 | } | |
262 | } | |
263 | self.assertEqual(expected, balances) | |
264 | ||
265 | def test_sum(self): | |
266 | self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1"))) | |
267 | ||
268 | def test_fetch_balance(self): | |
269 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | |
270 | mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\ | |
271 | mock.patch.object(self.s, "common_currency_code") as ccc: | |
272 | ccc.side_effect = ["ETH", "BTC", "DASH"] | |
273 | balances.return_value = { | |
274 | "ETH": { | |
275 | "available": "10", | |
276 | "onOrders": "1", | |
277 | }, | |
278 | "BTC": { | |
279 | "available": "1", | |
280 | "onOrders": "0", | |
281 | }, | |
282 | "DASH": { | |
283 | "available": "0", | |
284 | "onOrders": "3" | |
285 | } | |
286 | } | |
287 | ||
288 | expected = { | |
289 | "info": { | |
290 | "ETH": {"available": "10", "onOrders": "1"}, | |
291 | "BTC": {"available": "1", "onOrders": "0"}, | |
292 | "DASH": {"available": "0", "onOrders": "3"} | |
293 | }, | |
294 | "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}, | |
295 | "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}, | |
296 | "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}, | |
297 | "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}, | |
298 | "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}, | |
299 | "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")} | |
300 | } | |
301 | result = self.s.fetch_balance() | |
302 | load_markets.assert_called_once() | |
303 | self.assertEqual(expected, result) | |
304 | ||
305 | def test_fetch_balance_per_type(self): | |
306 | with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances: | |
307 | balances.return_value = { | |
308 | "exchange": { | |
309 | "BLK": "159.83673869", | |
310 | "BTC": "0.00005959", | |
311 | "USDT": "0.00002625", | |
312 | "XMR": "0.18719303" | |
313 | }, | |
314 | "margin": { | |
315 | "BTC": "0.03019227" | |
316 | } | |
317 | } | |
318 | expected = { | |
319 | "info": { | |
320 | "exchange": { | |
321 | "BLK": "159.83673869", | |
322 | "BTC": "0.00005959", | |
323 | "USDT": "0.00002625", | |
324 | "XMR": "0.18719303" | |
325 | }, | |
326 | "margin": { | |
327 | "BTC": "0.03019227" | |
328 | } | |
329 | }, | |
330 | "exchange": { | |
331 | "BLK": D("159.83673869"), | |
332 | "BTC": D("0.00005959"), | |
333 | "USDT": D("0.00002625"), | |
334 | "XMR": D("0.18719303") | |
335 | }, | |
336 | "margin": {"BTC": D("0.03019227")}, | |
337 | "BLK": {"exchange": D("159.83673869")}, | |
338 | "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}, | |
339 | "USDT": {"exchange": D("0.00002625")}, | |
340 | "XMR": {"exchange": D("0.18719303")} | |
341 | } | |
342 | result = self.s.fetch_balance_per_type() | |
343 | self.assertEqual(expected, result) | |
344 | ||
345 | def test_fetch_all_balances(self): | |
346 | import json | |
347 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | |
348 | mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\ | |
349 | mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\ | |
350 | mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type: | |
351 | ||
352 | with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f: | |
353 | balance.return_value = json.load(f) | |
354 | with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f: | |
355 | margin_balance.return_value = json.load(f) | |
356 | with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f: | |
357 | balance_per_type.return_value = json.load(f) | |
358 | ||
359 | result = self.s.fetch_all_balances() | |
360 | expected_doge = { | |
361 | "total": D("-12779.79821852"), | |
362 | "exchange_used": D("0E-8"), | |
363 | "exchange_total": D("0E-8"), | |
364 | "exchange_free": D("0E-8"), | |
365 | "margin_available": 0, | |
366 | "margin_in_position": 0, | |
367 | "margin_borrowed": D("12779.79821852"), | |
368 | "margin_total": D("-12779.79821852"), | |
369 | "margin_pending_gain": 0, | |
370 | "margin_lending_fees": D("-9E-8"), | |
371 | "margin_pending_base_gain": D("0.00024059"), | |
372 | "margin_position_type": "short", | |
373 | "margin_liquidation_price": D("0.00000246"), | |
374 | "margin_borrowed_base_price": D("0.00599149"), | |
375 | "margin_borrowed_base_currency": "BTC" | |
376 | } | |
377 | expected_btc = {"total": D("0.05432165"), | |
378 | "exchange_used": D("0E-8"), | |
379 | "exchange_total": D("0.00005959"), | |
380 | "exchange_free": D("0.00005959"), | |
381 | "margin_available": D("0.03019227"), | |
382 | "margin_in_position": D("0.02406979"), | |
383 | "margin_borrowed": 0, | |
384 | "margin_total": D("0.05426206"), | |
385 | "margin_pending_gain": D("0.00093955"), | |
386 | "margin_lending_fees": 0, | |
387 | "margin_pending_base_gain": 0, | |
388 | "margin_position_type": None, | |
389 | "margin_liquidation_price": 0, | |
390 | "margin_borrowed_base_price": 0, | |
391 | "margin_borrowed_base_currency": None | |
392 | } | |
393 | expected_xmr = {"total": D("0.18719303"), | |
394 | "exchange_used": D("0E-8"), | |
395 | "exchange_total": D("0.18719303"), | |
396 | "exchange_free": D("0.18719303"), | |
397 | "margin_available": 0, | |
398 | "margin_in_position": 0, | |
399 | "margin_borrowed": 0, | |
400 | "margin_total": 0, | |
401 | "margin_pending_gain": 0, | |
402 | "margin_lending_fees": 0, | |
403 | "margin_pending_base_gain": 0, | |
404 | "margin_position_type": None, | |
405 | "margin_liquidation_price": 0, | |
406 | "margin_borrowed_base_price": 0, | |
407 | "margin_borrowed_base_currency": None | |
408 | } | |
409 | self.assertEqual(expected_xmr, result["XMR"]) | |
410 | self.assertEqual(expected_doge, result["DOGE"]) | |
411 | self.assertEqual(expected_btc, result["BTC"]) | |
412 | ||
413 | def test_create_margin_order(self): | |
414 | with self.assertRaises(market.ExchangeError): | |
415 | self.s.create_margin_order("FOO", "market", "buy", "10") | |
416 | ||
417 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | |
418 | mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\ | |
419 | mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\ | |
420 | mock.patch.object(self.s, "market") as market_mock,\ | |
421 | mock.patch.object(self.s, "price_to_precision") as ptp,\ | |
422 | mock.patch.object(self.s, "amount_to_precision") as atp: | |
423 | ||
424 | margin_buy.return_value = { | |
425 | "orderNumber": 123 | |
426 | } | |
427 | margin_sell.return_value = { | |
428 | "orderNumber": 456 | |
429 | } | |
430 | market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" } | |
431 | ptp.return_value = D("0.1") | |
432 | atp.return_value = D("12") | |
433 | ||
434 | order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1") | |
435 | self.assertEqual(123, order["id"]) | |
436 | margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) | |
437 | margin_sell.assert_not_called() | |
438 | margin_buy.reset_mock() | |
439 | margin_sell.reset_mock() | |
440 | ||
441 | order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1") | |
442 | self.assertEqual(456, order["id"]) | |
443 | margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}) | |
444 | margin_buy.assert_not_called() | |
445 | ||
446 | def test_create_exchange_order(self): | |
447 | with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order: | |
448 | self.s.create_order("symbol", "type", "side", "amount", price="price", params="params") | |
449 | ||
450 | create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | |
451 | ||
452 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
453 | class NoopLockTest(unittest.TestCase): | |
454 | def test_with(self): | |
455 | noop_lock = store.NoopLock() | |
456 | with noop_lock: | |
457 | self.assertTrue(True) | |
458 | ||
459 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
460 | class LockedVar(unittest.TestCase): | |
461 | ||
462 | def test_values(self): | |
463 | locked_var = store.LockedVar("Foo") | |
464 | self.assertIsInstance(locked_var.lock, store.NoopLock) | |
465 | self.assertEqual("Foo", locked_var.val) | |
466 | ||
467 | def test_get(self): | |
468 | with self.subTest(desc="Normal case"): | |
469 | locked_var = store.LockedVar("Foo") | |
470 | self.assertEqual("Foo", locked_var.get()) | |
471 | with self.subTest(desc="Dict"): | |
472 | locked_var = store.LockedVar({"foo": "bar"}) | |
473 | self.assertEqual({"foo": "bar"}, locked_var.get()) | |
474 | self.assertEqual("bar", locked_var.get("foo")) | |
475 | self.assertIsNone(locked_var.get("other")) | |
476 | ||
477 | def test_set(self): | |
478 | locked_var = store.LockedVar("Foo") | |
479 | locked_var.set("Bar") | |
480 | self.assertEqual("Bar", locked_var.get()) | |
481 | ||
482 | def test__getattr(self): | |
483 | dummy = type('Dummy', (object,), {})() | |
484 | dummy.attribute = "Hey" | |
485 | ||
486 | locked_var = store.LockedVar(dummy) | |
487 | self.assertEqual("Hey", locked_var.attribute) | |
488 | with self.assertRaises(AttributeError): | |
489 | locked_var.other | |
490 | ||
491 | def test_start_lock(self): | |
492 | locked_var = store.LockedVar("Foo") | |
493 | locked_var.start_lock() | |
494 | self.assertEqual("lock", locked_var.lock.__class__.__name__) | |
495 | ||
496 | thread1 = threading.Thread(target=locked_var.set, args=["Bar1"]) | |
497 | thread2 = threading.Thread(target=locked_var.set, args=["Bar2"]) | |
498 | thread3 = threading.Thread(target=locked_var.set, args=["Bar3"]) | |
499 | ||
500 | with locked_var.lock: | |
501 | thread1.start() | |
502 | thread2.start() | |
503 | thread3.start() | |
504 | ||
505 | self.assertEqual("Foo", locked_var.val) | |
506 | thread1.join() | |
507 | thread2.join() | |
508 | thread3.join() | |
509 | self.assertEqual("Bar", locked_var.get()[0:3]) | |
510 | ||
511 | def test_wait_for_notification(self): | |
512 | with self.assertRaises(RuntimeError): | |
513 | store.Portfolio.wait_for_notification() | |
514 | ||
515 | with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ | |
516 | mock.patch.object(store.Portfolio, "report") as report,\ | |
517 | mock.patch.object(store.time, "sleep") as sleep: | |
518 | store.Portfolio.start_worker(poll=3) | |
519 | ||
520 | store.Portfolio.worker_notify.set() | |
521 | ||
522 | store.Portfolio.callback.wait() | |
523 | ||
524 | report.print_log.assert_called_once_with("Fetching cryptoportfolio") | |
525 | get.assert_called_once_with(refetch=True) | |
526 | sleep.assert_called_once_with(3) | |
527 | self.assertFalse(store.Portfolio.worker_notify.is_set()) | |
528 | self.assertTrue(store.Portfolio.worker.is_alive()) | |
529 | ||
530 | store.Portfolio.callback.clear() | |
531 | store.Portfolio.worker_started = False | |
532 | store.Portfolio.worker_notify.set() | |
533 | store.Portfolio.callback.wait() | |
534 | ||
535 | self.assertFalse(store.Portfolio.worker.is_alive()) | |
536 | ||
537 | def test_notify_and_wait(self): | |
538 | with mock.patch.object(store.Portfolio, "callback") as callback,\ | |
539 | mock.patch.object(store.Portfolio, "worker_notify") as worker_notify: | |
540 | store.Portfolio.notify_and_wait() | |
541 | callback.clear.assert_called_once_with() | |
542 | worker_notify.set.assert_called_once_with() | |
543 | callback.wait.assert_called_once_with() | |
544 | ||
545 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
546 | class PortfolioTest(WebMockTestCase): | |
547 | def setUp(self): | |
548 | super(PortfolioTest, self).setUp() | |
549 | ||
550 | with open("test_samples/test_portfolio.json") as example: | |
551 | self.json_response = example.read() | |
552 | ||
553 | self.wm.get(market.Portfolio.URL, text=self.json_response) | |
554 | ||
555 | @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") | |
556 | def test_get_cryptoportfolio(self, parse_cryptoportfolio): | |
557 | with self.subTest(parallel=False): | |
558 | self.wm.get(market.Portfolio.URL, [ | |
559 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
560 | {"text": "System Error", "status_code": 500}, | |
561 | {"exc": requests.exceptions.ConnectTimeout}, | |
562 | ]) | |
563 | market.Portfolio.get_cryptoportfolio() | |
564 | self.assertIn("foo", market.Portfolio.data.get()) | |
565 | self.assertEqual("bar", market.Portfolio.data.get()["foo"]) | |
566 | self.assertTrue(self.wm.called) | |
567 | self.assertEqual(1, self.wm.call_count) | |
568 | market.Portfolio.report.log_error.assert_not_called() | |
569 | market.Portfolio.report.log_http_request.assert_called_once() | |
570 | parse_cryptoportfolio.assert_called_once_with() | |
571 | market.Portfolio.report.log_http_request.reset_mock() | |
572 | parse_cryptoportfolio.reset_mock() | |
573 | market.Portfolio.data = store.LockedVar(None) | |
574 | ||
575 | market.Portfolio.get_cryptoportfolio() | |
576 | self.assertIsNone(market.Portfolio.data.get()) | |
577 | self.assertEqual(2, self.wm.call_count) | |
578 | parse_cryptoportfolio.assert_not_called() | |
579 | market.Portfolio.report.log_error.assert_not_called() | |
580 | market.Portfolio.report.log_http_request.assert_called_once() | |
581 | market.Portfolio.report.log_http_request.reset_mock() | |
582 | parse_cryptoportfolio.reset_mock() | |
583 | ||
584 | market.Portfolio.data = store.LockedVar("Foo") | |
585 | market.Portfolio.get_cryptoportfolio() | |
586 | self.assertEqual(2, self.wm.call_count) | |
587 | parse_cryptoportfolio.assert_not_called() | |
588 | ||
589 | market.Portfolio.get_cryptoportfolio(refetch=True) | |
590 | self.assertEqual("Foo", market.Portfolio.data.get()) | |
591 | self.assertEqual(3, self.wm.call_count) | |
592 | market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", | |
593 | exception=mock.ANY) | |
594 | market.Portfolio.report.log_http_request.assert_not_called() | |
595 | with self.subTest(parallel=True): | |
596 | with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\ | |
597 | mock.patch.object(market.Portfolio, "notify_and_wait") as notify: | |
598 | with self.subTest(worker=True): | |
599 | market.Portfolio.data = store.LockedVar(None) | |
600 | market.Portfolio.worker = mock.Mock() | |
601 | is_worker.return_value = True | |
602 | self.wm.get(market.Portfolio.URL, [ | |
603 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
604 | ]) | |
605 | market.Portfolio.get_cryptoportfolio() | |
606 | self.assertIn("foo", market.Portfolio.data.get()) | |
607 | parse_cryptoportfolio.reset_mock() | |
608 | with self.subTest(worker=False): | |
609 | market.Portfolio.data = store.LockedVar(None) | |
610 | market.Portfolio.worker = mock.Mock() | |
611 | is_worker.return_value = False | |
612 | market.Portfolio.get_cryptoportfolio() | |
613 | notify.assert_called_once_with() | |
614 | parse_cryptoportfolio.assert_not_called() | |
615 | ||
616 | def test_parse_cryptoportfolio(self): | |
617 | with self.subTest(description="Normal case"): | |
618 | market.Portfolio.data = store.LockedVar(store.json.loads( | |
619 | self.json_response, parse_int=D, parse_float=D)) | |
620 | market.Portfolio.parse_cryptoportfolio() | |
621 | ||
622 | self.assertListEqual( | |
623 | ["medium", "high"], | |
624 | list(market.Portfolio.liquidities.get().keys())) | |
625 | ||
626 | liquidities = market.Portfolio.liquidities.get() | |
627 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
628 | self.assertEqual(10, len(liquidities["high"].keys())) | |
629 | ||
630 | expected = { | |
631 | 'BTC': (D("0.2857"), "long"), | |
632 | 'DGB': (D("0.1015"), "long"), | |
633 | 'DOGE': (D("0.1805"), "long"), | |
634 | 'SC': (D("0.0623"), "long"), | |
635 | 'ZEC': (D("0.3701"), "long"), | |
636 | } | |
637 | date = portfolio.datetime(2018, 1, 8) | |
638 | self.assertDictEqual(expected, liquidities["high"][date]) | |
639 | ||
640 | expected = { | |
641 | 'BTC': (D("1.1102e-16"), "long"), | |
642 | 'ETC': (D("0.1"), "long"), | |
643 | 'FCT': (D("0.1"), "long"), | |
644 | 'GAS': (D("0.1"), "long"), | |
645 | 'NAV': (D("0.1"), "long"), | |
646 | 'OMG': (D("0.1"), "long"), | |
647 | 'OMNI': (D("0.1"), "long"), | |
648 | 'PPC': (D("0.1"), "long"), | |
649 | 'RIC': (D("0.1"), "long"), | |
650 | 'VIA': (D("0.1"), "long"), | |
651 | 'XCP': (D("0.1"), "long"), | |
652 | } | |
653 | self.assertDictEqual(expected, liquidities["medium"][date]) | |
654 | self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get()) | |
655 | ||
656 | with self.subTest(description="Missing weight"): | |
657 | data = store.json.loads(self.json_response, parse_int=D, parse_float=D) | |
658 | del(data["portfolio_2"]["weights"]) | |
659 | market.Portfolio.data = store.LockedVar(data) | |
660 | ||
661 | market.Portfolio.parse_cryptoportfolio() | |
662 | self.assertListEqual( | |
663 | ["medium", "high"], | |
664 | list(market.Portfolio.liquidities.get().keys())) | |
665 | self.assertEqual({}, market.Portfolio.liquidities.get("medium")) | |
666 | ||
667 | with self.subTest(description="All missing weights"): | |
668 | data = store.json.loads(self.json_response, parse_int=D, parse_float=D) | |
669 | del(data["portfolio_1"]["weights"]) | |
670 | del(data["portfolio_2"]["weights"]) | |
671 | market.Portfolio.data = store.LockedVar(data) | |
672 | ||
673 | market.Portfolio.parse_cryptoportfolio() | |
674 | self.assertEqual({}, market.Portfolio.liquidities.get("medium")) | |
675 | self.assertEqual({}, market.Portfolio.liquidities.get("high")) | |
676 | self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get()) | |
677 | ||
678 | ||
679 | @mock.patch.object(market.Portfolio, "get_cryptoportfolio") | |
680 | def test_repartition(self, get_cryptoportfolio): | |
681 | market.Portfolio.liquidities = store.LockedVar({ | |
682 | "medium": { | |
683 | "2018-03-01": "medium_2018-03-01", | |
684 | "2018-03-08": "medium_2018-03-08", | |
685 | }, | |
686 | "high": { | |
687 | "2018-03-01": "high_2018-03-01", | |
688 | "2018-03-08": "high_2018-03-08", | |
689 | } | |
690 | }) | |
691 | market.Portfolio.last_date = store.LockedVar("2018-03-08") | |
692 | ||
693 | self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) | |
694 | get_cryptoportfolio.assert_called_once_with() | |
695 | self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) | |
696 | self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) | |
697 | ||
698 | @mock.patch.object(market.time, "sleep") | |
699 | @mock.patch.object(market.Portfolio, "get_cryptoportfolio") | |
700 | def test_wait_for_recent(self, get_cryptoportfolio, sleep): | |
701 | self.call_count = 0 | |
702 | def _get(refetch=False): | |
703 | if self.call_count != 0: | |
704 | self.assertTrue(refetch) | |
705 | else: | |
706 | self.assertFalse(refetch) | |
707 | self.call_count += 1 | |
708 | market.Portfolio.last_date = store.LockedVar(store.datetime.now()\ | |
709 | - store.timedelta(10)\ | |
710 | + store.timedelta(self.call_count)) | |
711 | get_cryptoportfolio.side_effect = _get | |
712 | ||
713 | market.Portfolio.wait_for_recent() | |
714 | sleep.assert_called_with(30) | |
715 | self.assertEqual(6, sleep.call_count) | |
716 | self.assertEqual(7, get_cryptoportfolio.call_count) | |
717 | market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") | |
718 | ||
719 | sleep.reset_mock() | |
720 | get_cryptoportfolio.reset_mock() | |
721 | market.Portfolio.last_date = store.LockedVar(None) | |
722 | self.call_count = 0 | |
723 | market.Portfolio.wait_for_recent(delta=15) | |
724 | sleep.assert_not_called() | |
725 | self.assertEqual(1, get_cryptoportfolio.call_count) | |
726 | ||
727 | sleep.reset_mock() | |
728 | get_cryptoportfolio.reset_mock() | |
729 | market.Portfolio.last_date = store.LockedVar(None) | |
730 | self.call_count = 0 | |
731 | market.Portfolio.wait_for_recent(delta=1) | |
732 | sleep.assert_called_with(30) | |
733 | self.assertEqual(9, sleep.call_count) | |
734 | self.assertEqual(10, get_cryptoportfolio.call_count) | |
735 | ||
736 | def test_is_worker_thread(self): | |
737 | with self.subTest(worker=None): | |
738 | self.assertFalse(store.Portfolio.is_worker_thread()) | |
739 | ||
740 | with self.subTest(worker="not self"),\ | |
741 | mock.patch("threading.current_thread") as current_thread: | |
742 | current = mock.Mock() | |
743 | current_thread.return_value = current | |
744 | store.Portfolio.worker = mock.Mock() | |
745 | self.assertFalse(store.Portfolio.is_worker_thread()) | |
746 | ||
747 | with self.subTest(worker="self"),\ | |
748 | mock.patch("threading.current_thread") as current_thread: | |
749 | current = mock.Mock() | |
750 | current_thread.return_value = current | |
751 | store.Portfolio.worker = current | |
752 | self.assertTrue(store.Portfolio.is_worker_thread()) | |
753 | ||
754 | def test_start_worker(self): | |
755 | with mock.patch.object(store.Portfolio, "wait_for_notification") as notification: | |
756 | store.Portfolio.start_worker() | |
757 | notification.assert_called_once_with(poll=30) | |
758 | ||
759 | self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) | |
760 | self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) | |
761 | store.Portfolio.report.start_lock.assert_called_once_with() | |
762 | ||
763 | self.assertIsNotNone(store.Portfolio.worker) | |
764 | self.assertIsNotNone(store.Portfolio.worker_notify) | |
765 | self.assertIsNotNone(store.Portfolio.callback) | |
766 | self.assertTrue(store.Portfolio.worker_started) | |
767 | ||
768 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
769 | class AmountTest(WebMockTestCase): | |
770 | def test_values(self): | |
771 | amount = portfolio.Amount("BTC", "0.65") | |
772 | self.assertEqual(D("0.65"), amount.value) | |
773 | self.assertEqual("BTC", amount.currency) | |
774 | ||
775 | def test_in_currency(self): | |
776 | amount = portfolio.Amount("ETC", 10) | |
777 | ||
778 | self.assertEqual(amount, amount.in_currency("ETC", self.m)) | |
779 | ||
780 | with self.subTest(desc="no ticker for currency"): | |
781 | self.m.get_ticker.return_value = None | |
782 | ||
783 | self.assertRaises(Exception, amount.in_currency, "ETH", self.m) | |
784 | ||
785 | with self.subTest(desc="nominal case"): | |
786 | self.m.get_ticker.return_value = { | |
787 | "bid": D("0.2"), | |
788 | "ask": D("0.4"), | |
789 | "average": D("0.3"), | |
790 | "foo": "bar", | |
791 | } | |
792 | converted_amount = amount.in_currency("ETH", self.m) | |
793 | ||
794 | self.assertEqual(D("3.0"), converted_amount.value) | |
795 | self.assertEqual("ETH", converted_amount.currency) | |
796 | self.assertEqual(amount, converted_amount.linked_to) | |
797 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
798 | ||
799 | converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") | |
800 | self.assertEqual(D("2"), converted_amount.value) | |
801 | ||
802 | converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") | |
803 | self.assertEqual(D("4"), converted_amount.value) | |
804 | ||
805 | converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) | |
806 | self.assertEqual(D("0.2"), converted_amount.value) | |
807 | ||
808 | def test__round(self): | |
809 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
810 | self.assertEqual(D("1.23456789"), round(amount).value) | |
811 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
812 | ||
813 | def test__abs(self): | |
814 | amount = portfolio.Amount("SC", -120) | |
815 | self.assertEqual(120, abs(amount).value) | |
816 | self.assertEqual("SC", abs(amount).currency) | |
817 | ||
818 | amount = portfolio.Amount("SC", 10) | |
819 | self.assertEqual(10, abs(amount).value) | |
820 | self.assertEqual("SC", abs(amount).currency) | |
821 | ||
822 | def test__add(self): | |
823 | amount1 = portfolio.Amount("XVG", "12.9") | |
824 | amount2 = portfolio.Amount("XVG", "13.1") | |
825 | ||
826 | self.assertEqual(26, (amount1 + amount2).value) | |
827 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
828 | ||
829 | amount3 = portfolio.Amount("ETH", "1.6") | |
830 | with self.assertRaises(Exception): | |
831 | amount1 + amount3 | |
832 | ||
833 | amount4 = portfolio.Amount("ETH", 0.0) | |
834 | self.assertEqual(amount1, amount1 + amount4) | |
835 | ||
836 | self.assertEqual(amount1, amount1 + 0) | |
837 | ||
838 | def test__radd(self): | |
839 | amount = portfolio.Amount("XVG", "12.9") | |
840 | ||
841 | self.assertEqual(amount, 0 + amount) | |
842 | with self.assertRaises(Exception): | |
843 | 4 + amount | |
844 | ||
845 | def test__sub(self): | |
846 | amount1 = portfolio.Amount("XVG", "13.3") | |
847 | amount2 = portfolio.Amount("XVG", "13.1") | |
848 | ||
849 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | |
850 | self.assertEqual("XVG", (amount1 - amount2).currency) | |
851 | ||
852 | amount3 = portfolio.Amount("ETH", "1.6") | |
853 | with self.assertRaises(Exception): | |
854 | amount1 - amount3 | |
855 | ||
856 | amount4 = portfolio.Amount("ETH", 0.0) | |
857 | self.assertEqual(amount1, amount1 - amount4) | |
858 | ||
859 | def test__rsub(self): | |
860 | amount = portfolio.Amount("ETH", "1.6") | |
861 | with self.assertRaises(Exception): | |
862 | 3 - amount | |
863 | ||
864 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) | |
865 | ||
866 | def test__mul(self): | |
867 | amount = portfolio.Amount("XEM", 11) | |
868 | ||
869 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | |
870 | self.assertEqual(D("33"), (amount * 3).value) | |
871 | ||
872 | with self.assertRaises(Exception): | |
873 | amount * amount | |
874 | ||
875 | def test__rmul(self): | |
876 | amount = portfolio.Amount("XEM", 11) | |
877 | ||
878 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | |
879 | self.assertEqual(D("33"), (3 * amount).value) | |
880 | ||
881 | def test__floordiv(self): | |
882 | amount = portfolio.Amount("XEM", 11) | |
883 | ||
884 | self.assertEqual(D("5.5"), (amount / 2).value) | |
885 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
886 | ||
887 | with self.assertRaises(Exception): | |
888 | amount / amount | |
889 | ||
890 | def test__truediv(self): | |
891 | amount = portfolio.Amount("XEM", 11) | |
892 | ||
893 | self.assertEqual(D("5.5"), (amount / 2).value) | |
894 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
895 | ||
896 | def test__lt(self): | |
897 | amount1 = portfolio.Amount("BTD", 11.3) | |
898 | amount2 = portfolio.Amount("BTD", 13.1) | |
899 | ||
900 | self.assertTrue(amount1 < amount2) | |
901 | self.assertFalse(amount2 < amount1) | |
902 | self.assertFalse(amount1 < amount1) | |
903 | ||
904 | amount3 = portfolio.Amount("BTC", 1.6) | |
905 | with self.assertRaises(Exception): | |
906 | amount1 < amount3 | |
907 | ||
908 | def test__le(self): | |
909 | amount1 = portfolio.Amount("BTD", 11.3) | |
910 | amount2 = portfolio.Amount("BTD", 13.1) | |
911 | ||
912 | self.assertTrue(amount1 <= amount2) | |
913 | self.assertFalse(amount2 <= amount1) | |
914 | self.assertTrue(amount1 <= amount1) | |
915 | ||
916 | amount3 = portfolio.Amount("BTC", 1.6) | |
917 | with self.assertRaises(Exception): | |
918 | amount1 <= amount3 | |
919 | ||
920 | def test__gt(self): | |
921 | amount1 = portfolio.Amount("BTD", 11.3) | |
922 | amount2 = portfolio.Amount("BTD", 13.1) | |
923 | ||
924 | self.assertTrue(amount2 > amount1) | |
925 | self.assertFalse(amount1 > amount2) | |
926 | self.assertFalse(amount1 > amount1) | |
927 | ||
928 | amount3 = portfolio.Amount("BTC", 1.6) | |
929 | with self.assertRaises(Exception): | |
930 | amount3 > amount1 | |
931 | ||
932 | def test__ge(self): | |
933 | amount1 = portfolio.Amount("BTD", 11.3) | |
934 | amount2 = portfolio.Amount("BTD", 13.1) | |
935 | ||
936 | self.assertTrue(amount2 >= amount1) | |
937 | self.assertFalse(amount1 >= amount2) | |
938 | self.assertTrue(amount1 >= amount1) | |
939 | ||
940 | amount3 = portfolio.Amount("BTC", 1.6) | |
941 | with self.assertRaises(Exception): | |
942 | amount3 >= amount1 | |
943 | ||
944 | def test__eq(self): | |
945 | amount1 = portfolio.Amount("BTD", 11.3) | |
946 | amount2 = portfolio.Amount("BTD", 13.1) | |
947 | amount3 = portfolio.Amount("BTD", 11.3) | |
948 | ||
949 | self.assertFalse(amount1 == amount2) | |
950 | self.assertFalse(amount2 == amount1) | |
951 | self.assertTrue(amount1 == amount3) | |
952 | self.assertFalse(amount2 == 0) | |
953 | ||
954 | amount4 = portfolio.Amount("BTC", 1.6) | |
955 | with self.assertRaises(Exception): | |
956 | amount1 == amount4 | |
957 | ||
958 | amount5 = portfolio.Amount("BTD", 0) | |
959 | self.assertTrue(amount5 == 0) | |
960 | ||
961 | def test__ne(self): | |
962 | amount1 = portfolio.Amount("BTD", 11.3) | |
963 | amount2 = portfolio.Amount("BTD", 13.1) | |
964 | amount3 = portfolio.Amount("BTD", 11.3) | |
965 | ||
966 | self.assertTrue(amount1 != amount2) | |
967 | self.assertTrue(amount2 != amount1) | |
968 | self.assertFalse(amount1 != amount3) | |
969 | self.assertTrue(amount2 != 0) | |
970 | ||
971 | amount4 = portfolio.Amount("BTC", 1.6) | |
972 | with self.assertRaises(Exception): | |
973 | amount1 != amount4 | |
974 | ||
975 | amount5 = portfolio.Amount("BTD", 0) | |
976 | self.assertFalse(amount5 != 0) | |
977 | ||
978 | def test__neg(self): | |
979 | amount1 = portfolio.Amount("BTD", "11.3") | |
980 | ||
981 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
982 | ||
983 | def test__str(self): | |
984 | amount1 = portfolio.Amount("BTX", 32) | |
985 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
986 | ||
987 | amount2 = portfolio.Amount("USDT", 12000) | |
988 | amount1.linked_to = amount2 | |
989 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
990 | ||
991 | def test__repr(self): | |
992 | amount1 = portfolio.Amount("BTX", 32) | |
993 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
994 | ||
995 | amount2 = portfolio.Amount("USDT", 12000) | |
996 | amount1.linked_to = amount2 | |
997 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
998 | ||
999 | amount3 = portfolio.Amount("BTC", 0.1) | |
1000 | amount2.linked_to = amount3 | |
1001 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
1002 | ||
1003 | def test_as_json(self): | |
1004 | amount = portfolio.Amount("BTX", 32) | |
1005 | self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) | |
1006 | ||
1007 | amount = portfolio.Amount("BTX", "1E-10") | |
1008 | self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) | |
1009 | ||
1010 | amount = portfolio.Amount("BTX", "1E-5") | |
1011 | self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) | |
1012 | self.assertEqual("0.00001", str(amount.as_json()["value"])) | |
1013 | ||
1014 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1015 | class BalanceTest(WebMockTestCase): | |
1016 | def test_values(self): | |
1017 | balance = portfolio.Balance("BTC", { | |
1018 | "exchange_total": "0.65", | |
1019 | "exchange_free": "0.35", | |
1020 | "exchange_used": "0.30", | |
1021 | "margin_total": "-10", | |
1022 | "margin_borrowed": "10", | |
1023 | "margin_available": "0", | |
1024 | "margin_in_position": "0", | |
1025 | "margin_position_type": "short", | |
1026 | "margin_borrowed_base_currency": "USDT", | |
1027 | "margin_liquidation_price": "1.20", | |
1028 | "margin_pending_gain": "10", | |
1029 | "margin_lending_fees": "0.4", | |
1030 | "margin_borrowed_base_price": "0.15", | |
1031 | }) | |
1032 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
1033 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
1034 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
1035 | self.assertEqual("BTC", balance.exchange_total.currency) | |
1036 | self.assertEqual("BTC", balance.exchange_free.currency) | |
1037 | self.assertEqual("BTC", balance.exchange_total.currency) | |
1038 | ||
1039 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
1040 | self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) | |
1041 | self.assertEqual(portfolio.D("0"), balance.margin_available.value) | |
1042 | self.assertEqual("BTC", balance.margin_total.currency) | |
1043 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
1044 | self.assertEqual("BTC", balance.margin_available.currency) | |
1045 | ||
1046 | self.assertEqual("BTC", balance.currency) | |
1047 | ||
1048 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) | |
1049 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
1050 | ||
1051 | def test__repr(self): | |
1052 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
1053 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
1054 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
1055 | "exchange_used": 1, "exchange_free": 2 }) | |
1056 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
1057 | ||
1058 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) | |
1059 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
1060 | ||
1061 | balance = portfolio.Balance("BTX", { "margin_total": 3, | |
1062 | "margin_in_position": 1, "margin_available": 2 }) | |
1063 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
1064 | ||
1065 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) | |
1066 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | |
1067 | ||
1068 | balance = portfolio.Balance("BTX", { "margin_total": -3, | |
1069 | "margin_borrowed_base_price": D("0.1"), | |
1070 | "margin_borrowed_base_currency": "BTC", | |
1071 | "margin_lending_fees": D("0.002") }) | |
1072 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
1073 | ||
1074 | balance = portfolio.Balance("BTX", { "margin_total": 1, | |
1075 | "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) | |
1076 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
1077 | ||
1078 | def test_as_json(self): | |
1079 | balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) | |
1080 | as_json = balance.as_json() | |
1081 | self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) | |
1082 | self.assertEqual(D(0), as_json["total"]) | |
1083 | self.assertEqual(D(2), as_json["exchange_total"]) | |
1084 | self.assertEqual(D(2), as_json["exchange_free"]) | |
1085 | self.assertEqual(D(0), as_json["exchange_used"]) | |
1086 | self.assertEqual(D(0), as_json["margin_total"]) | |
1087 | self.assertEqual(D(0), as_json["margin_available"]) | |
1088 | self.assertEqual(D(0), as_json["margin_borrowed"]) | |
1089 | ||
1090 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1091 | class MarketTest(WebMockTestCase): | |
1092 | def setUp(self): | |
1093 | super(MarketTest, self).setUp() | |
1094 | ||
1095 | self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
1096 | ||
1097 | def test_values(self): | |
1098 | m = market.Market(self.ccxt, self.market_args()) | |
1099 | ||
1100 | self.assertEqual(self.ccxt, m.ccxt) | |
1101 | self.assertFalse(m.debug) | |
1102 | self.assertIsInstance(m.report, market.ReportStore) | |
1103 | self.assertIsInstance(m.trades, market.TradeStore) | |
1104 | self.assertIsInstance(m.balances, market.BalanceStore) | |
1105 | self.assertEqual(m, m.report.market) | |
1106 | self.assertEqual(m, m.trades.market) | |
1107 | self.assertEqual(m, m.balances.market) | |
1108 | self.assertEqual(m, m.ccxt._market) | |
1109 | ||
1110 | m = market.Market(self.ccxt, self.market_args(debug=True)) | |
1111 | self.assertTrue(m.debug) | |
1112 | ||
1113 | m = market.Market(self.ccxt, self.market_args(debug=False)) | |
1114 | self.assertFalse(m.debug) | |
1115 | ||
1116 | with mock.patch("market.ReportStore") as report_store: | |
1117 | with self.subTest(quiet=False): | |
1118 | m = market.Market(self.ccxt, self.market_args(quiet=False)) | |
1119 | report_store.assert_called_with(m, verbose_print=True) | |
1120 | with self.subTest(quiet=True): | |
1121 | m = market.Market(self.ccxt, self.market_args(quiet=True)) | |
1122 | report_store.assert_called_with(m, verbose_print=False) | |
1123 | ||
1124 | @mock.patch("market.ccxt") | |
1125 | def test_from_config(self, ccxt): | |
1126 | with mock.patch("market.ReportStore"): | |
1127 | ccxt.poloniexE.return_value = self.ccxt | |
1128 | self.ccxt.session.request.return_value = "response" | |
1129 | ||
1130 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args()) | |
1131 | ||
1132 | self.assertEqual(self.ccxt, m.ccxt) | |
1133 | ||
1134 | self.ccxt.session.request("GET", "URL", data="data", | |
1135 | headers="headers") | |
1136 | m.report.log_http_request.assert_called_with('GET', 'URL', 'data', | |
1137 | 'headers', 'response') | |
1138 | ||
1139 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True)) | |
1140 | self.assertEqual(True, m.debug) | |
1141 | ||
1142 | def test_get_tickers(self): | |
1143 | self.ccxt.fetch_tickers.side_effect = [ | |
1144 | "tickers", | |
1145 | market.NotSupported | |
1146 | ] | |
1147 | ||
1148 | m = market.Market(self.ccxt, self.market_args()) | |
1149 | self.assertEqual("tickers", m.get_tickers()) | |
1150 | self.assertEqual("tickers", m.get_tickers()) | |
1151 | self.ccxt.fetch_tickers.assert_called_once() | |
1152 | ||
1153 | self.assertIsNone(m.get_tickers(refresh=self.time.time())) | |
1154 | ||
1155 | def test_get_ticker(self): | |
1156 | with self.subTest(get_tickers=True): | |
1157 | self.ccxt.fetch_tickers.return_value = { | |
1158 | "ETH/ETC": { "bid": 1, "ask": 3 }, | |
1159 | "XVG/ETH": { "bid": 10, "ask": 40 }, | |
1160 | } | |
1161 | m = market.Market(self.ccxt, self.market_args()) | |
1162 | ||
1163 | ticker = m.get_ticker("ETH", "ETC") | |
1164 | self.assertEqual(1, ticker["bid"]) | |
1165 | self.assertEqual(3, ticker["ask"]) | |
1166 | self.assertEqual(2, ticker["average"]) | |
1167 | self.assertFalse(ticker["inverted"]) | |
1168 | ||
1169 | ticker = m.get_ticker("ETH", "XVG") | |
1170 | self.assertEqual(0.0625, ticker["average"]) | |
1171 | self.assertTrue(ticker["inverted"]) | |
1172 | self.assertIn("original", ticker) | |
1173 | self.assertEqual(10, ticker["original"]["bid"]) | |
1174 | self.assertEqual(25, ticker["original"]["average"]) | |
1175 | ||
1176 | ticker = m.get_ticker("XVG", "XMR") | |
1177 | self.assertIsNone(ticker) | |
1178 | ||
1179 | with self.subTest(get_tickers=False): | |
1180 | self.ccxt.fetch_tickers.return_value = None | |
1181 | self.ccxt.fetch_ticker.side_effect = [ | |
1182 | { "bid": 1, "ask": 3 }, | |
1183 | market.ExchangeError("foo"), | |
1184 | { "bid": 10, "ask": 40 }, | |
1185 | market.ExchangeError("foo"), | |
1186 | market.ExchangeError("foo"), | |
1187 | ] | |
1188 | ||
1189 | m = market.Market(self.ccxt, self.market_args()) | |
1190 | ||
1191 | ticker = m.get_ticker("ETH", "ETC") | |
1192 | self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") | |
1193 | self.assertEqual(1, ticker["bid"]) | |
1194 | self.assertEqual(3, ticker["ask"]) | |
1195 | self.assertEqual(2, ticker["average"]) | |
1196 | self.assertFalse(ticker["inverted"]) | |
1197 | ||
1198 | ticker = m.get_ticker("ETH", "XVG") | |
1199 | self.assertEqual(0.0625, ticker["average"]) | |
1200 | self.assertTrue(ticker["inverted"]) | |
1201 | self.assertIn("original", ticker) | |
1202 | self.assertEqual(10, ticker["original"]["bid"]) | |
1203 | self.assertEqual(25, ticker["original"]["average"]) | |
1204 | ||
1205 | ticker = m.get_ticker("XVG", "XMR") | |
1206 | self.assertIsNone(ticker) | |
1207 | ||
1208 | def test_fetch_fees(self): | |
1209 | m = market.Market(self.ccxt, self.market_args()) | |
1210 | self.ccxt.fetch_fees.return_value = "Foo" | |
1211 | self.assertEqual("Foo", m.fetch_fees()) | |
1212 | self.ccxt.fetch_fees.assert_called_once() | |
1213 | self.ccxt.reset_mock() | |
1214 | self.assertEqual("Foo", m.fetch_fees()) | |
1215 | self.ccxt.fetch_fees.assert_not_called() | |
1216 | ||
1217 | @mock.patch.object(market.Portfolio, "repartition") | |
1218 | @mock.patch.object(market.Market, "get_ticker") | |
1219 | @mock.patch.object(market.TradeStore, "compute_trades") | |
1220 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
1221 | repartition.return_value = { | |
1222 | "XEM": (D("0.75"), "long"), | |
1223 | "BTC": (D("0.25"), "long"), | |
1224 | } | |
1225 | def _get_ticker(c1, c2): | |
1226 | if c1 == "USDT" and c2 == "BTC": | |
1227 | return { "average": D("0.0001") } | |
1228 | if c1 == "XVG" and c2 == "BTC": | |
1229 | return { "average": D("0.000001") } | |
1230 | if c1 == "XEM" and c2 == "BTC": | |
1231 | return { "average": D("0.001") } | |
1232 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
1233 | get_ticker.side_effect = _get_ticker | |
1234 | ||
1235 | with mock.patch("market.ReportStore"): | |
1236 | m = market.Market(self.ccxt, self.market_args()) | |
1237 | self.ccxt.fetch_all_balances.return_value = { | |
1238 | "USDT": { | |
1239 | "exchange_free": D("10000.0"), | |
1240 | "exchange_used": D("0.0"), | |
1241 | "exchange_total": D("10000.0"), | |
1242 | "total": D("10000.0") | |
1243 | }, | |
1244 | "XVG": { | |
1245 | "exchange_free": D("10000.0"), | |
1246 | "exchange_used": D("0.0"), | |
1247 | "exchange_total": D("10000.0"), | |
1248 | "total": D("10000.0") | |
1249 | }, | |
1250 | } | |
1251 | ||
1252 | m.balances.fetch_balances(tag="tag") | |
1253 | ||
1254 | m.prepare_trades() | |
1255 | compute_trades.assert_called() | |
1256 | ||
1257 | call = compute_trades.call_args | |
1258 | self.assertEqual(1, call[0][0]["USDT"].value) | |
1259 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
1260 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
1261 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
1262 | m.report.log_stage.assert_called_once_with("prepare_trades", | |
1263 | base_currency='BTC', compute_value='average', | |
1264 | liquidity='medium', only=None, repartition=None) | |
1265 | m.report.log_balances.assert_called_once_with(tag="tag") | |
1266 | ||
1267 | ||
1268 | @mock.patch.object(market.time, "sleep") | |
1269 | @mock.patch.object(market.TradeStore, "all_orders") | |
1270 | def test_follow_orders(self, all_orders, time_mock): | |
1271 | for debug, sleep in [ | |
1272 | (False, None), (True, None), | |
1273 | (False, 12), (True, 12)]: | |
1274 | with self.subTest(sleep=sleep, debug=debug), \ | |
1275 | mock.patch("market.ReportStore"): | |
1276 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
1277 | ||
1278 | order_mock1 = mock.Mock() | |
1279 | order_mock2 = mock.Mock() | |
1280 | order_mock3 = mock.Mock() | |
1281 | all_orders.side_effect = [ | |
1282 | [order_mock1, order_mock2], | |
1283 | [order_mock1, order_mock2], | |
1284 | ||
1285 | [order_mock1, order_mock3], | |
1286 | [order_mock1, order_mock3], | |
1287 | ||
1288 | [order_mock1, order_mock3], | |
1289 | [order_mock1, order_mock3], | |
1290 | ||
1291 | [] | |
1292 | ] | |
1293 | ||
1294 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
1295 | order_mock2.get_status.side_effect = ["open"] | |
1296 | order_mock3.get_status.side_effect = ["open", "closed"] | |
1297 | ||
1298 | order_mock1.trade = mock.Mock() | |
1299 | order_mock2.trade = mock.Mock() | |
1300 | order_mock3.trade = mock.Mock() | |
1301 | ||
1302 | m.follow_orders(sleep=sleep) | |
1303 | ||
1304 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
1305 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
1306 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
1307 | self.assertEqual(3, order_mock1.get_status.call_count) | |
1308 | ||
1309 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
1310 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
1311 | self.assertEqual(1, order_mock2.get_status.call_count) | |
1312 | ||
1313 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
1314 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
1315 | self.assertEqual(2, order_mock3.get_status.call_count) | |
1316 | m.report.log_stage.assert_called() | |
1317 | calls = [ | |
1318 | mock.call("follow_orders_begin"), | |
1319 | mock.call("follow_orders_tick_1"), | |
1320 | mock.call("follow_orders_tick_2"), | |
1321 | mock.call("follow_orders_tick_3"), | |
1322 | mock.call("follow_orders_end"), | |
1323 | ] | |
1324 | m.report.log_stage.assert_has_calls(calls) | |
1325 | m.report.log_orders.assert_called() | |
1326 | self.assertEqual(3, m.report.log_orders.call_count) | |
1327 | calls = [ | |
1328 | mock.call([order_mock1, order_mock2], tick=1), | |
1329 | mock.call([order_mock1, order_mock3], tick=2), | |
1330 | mock.call([order_mock1, order_mock3], tick=3), | |
1331 | ] | |
1332 | m.report.log_orders.assert_has_calls(calls) | |
1333 | calls = [ | |
1334 | mock.call(order_mock1, 3, finished=True), | |
1335 | mock.call(order_mock3, 3, finished=True), | |
1336 | ] | |
1337 | m.report.log_order.assert_has_calls(calls) | |
1338 | ||
1339 | if sleep is None: | |
1340 | if debug: | |
1341 | m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") | |
1342 | time_mock.assert_called_with(7) | |
1343 | else: | |
1344 | time_mock.assert_called_with(30) | |
1345 | else: | |
1346 | time_mock.assert_called_with(sleep) | |
1347 | ||
1348 | @mock.patch.object(market.BalanceStore, "fetch_balances") | |
1349 | def test_move_balance(self, fetch_balances): | |
1350 | for debug in [True, False]: | |
1351 | with self.subTest(debug=debug),\ | |
1352 | mock.patch("market.ReportStore"): | |
1353 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
1354 | ||
1355 | value_from = portfolio.Amount("BTC", "1.0") | |
1356 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1357 | value_to = portfolio.Amount("BTC", "10.0") | |
1358 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
1359 | ||
1360 | value_from = portfolio.Amount("BTC", "0.0") | |
1361 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
1362 | value_to = portfolio.Amount("BTC", "-3.0") | |
1363 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
1364 | ||
1365 | value_from = portfolio.Amount("USDT", "0.0") | |
1366 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
1367 | value_to = portfolio.Amount("USDT", "-50.0") | |
1368 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
1369 | ||
1370 | m.trades.all = [trade1, trade2, trade3] | |
1371 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
1372 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
1373 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
1374 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
1375 | ||
1376 | m.move_balances() | |
1377 | ||
1378 | fetch_balances.assert_called_with() | |
1379 | m.report.log_move_balances.assert_called_once() | |
1380 | ||
1381 | if debug: | |
1382 | m.report.log_debug_action.assert_called() | |
1383 | self.assertEqual(3, m.report.log_debug_action.call_count) | |
1384 | else: | |
1385 | self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") | |
1386 | self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") | |
1387 | self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") | |
1388 | ||
1389 | def test_store_report(self): | |
1390 | ||
1391 | file_open = mock.mock_open() | |
1392 | m = market.Market(self.ccxt, self.market_args(), user_id=1) | |
1393 | with self.subTest(file=None),\ | |
1394 | mock.patch.object(m, "report") as report,\ | |
1395 | mock.patch("market.open", file_open): | |
1396 | m.store_report() | |
1397 | report.merge.assert_called_with(store.Portfolio.report) | |
1398 | file_open.assert_not_called() | |
1399 | ||
1400 | report.reset_mock() | |
1401 | file_open = mock.mock_open() | |
1402 | m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1) | |
1403 | with self.subTest(file="present"),\ | |
1404 | mock.patch("market.open", file_open),\ | |
1405 | mock.patch.object(m, "report") as report,\ | |
1406 | mock.patch.object(market, "datetime") as time_mock: | |
1407 | ||
1408 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
1409 | report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]] | |
1410 | report.to_json.return_value = "json_content" | |
1411 | ||
1412 | m.store_report() | |
1413 | ||
1414 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") | |
1415 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w") | |
1416 | file_open().write.assert_any_call("json_content") | |
1417 | file_open().write.assert_any_call("Foo\nBar") | |
1418 | m.report.to_json.assert_called_once_with() | |
1419 | report.merge.assert_called_with(store.Portfolio.report) | |
1420 | ||
1421 | report.reset_mock() | |
1422 | ||
1423 | m = market.Market(self.ccxt, self.market_args(), report_path="error", user_id=1) | |
1424 | with self.subTest(file="error"),\ | |
1425 | mock.patch("market.open") as file_open,\ | |
1426 | mock.patch.object(m, "report") as report,\ | |
1427 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1428 | file_open.side_effect = FileNotFoundError | |
1429 | ||
1430 | m.store_report() | |
1431 | ||
1432 | report.merge.assert_called_with(store.Portfolio.report) | |
1433 | self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") | |
1434 | ||
1435 | def test_print_orders(self): | |
1436 | m = market.Market(self.ccxt, self.market_args()) | |
1437 | with mock.patch.object(m.report, "log_stage") as log_stage,\ | |
1438 | mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ | |
1439 | mock.patch.object(m, "prepare_trades") as prepare_trades,\ | |
1440 | mock.patch.object(m.trades, "prepare_orders") as prepare_orders: | |
1441 | m.print_orders() | |
1442 | ||
1443 | log_stage.assert_called_with("print_orders") | |
1444 | fetch_balances.assert_called_with(tag="print_orders") | |
1445 | prepare_trades.assert_called_with(base_currency="BTC", | |
1446 | compute_value="average") | |
1447 | prepare_orders.assert_called_with(compute_value="average") | |
1448 | ||
1449 | def test_print_balances(self): | |
1450 | m = market.Market(self.ccxt, self.market_args()) | |
1451 | ||
1452 | with mock.patch.object(m.balances, "in_currency") as in_currency,\ | |
1453 | mock.patch.object(m.report, "log_stage") as log_stage,\ | |
1454 | mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ | |
1455 | mock.patch.object(m.report, "print_log") as print_log: | |
1456 | ||
1457 | in_currency.return_value = { | |
1458 | "BTC": portfolio.Amount("BTC", "0.65"), | |
1459 | "ETH": portfolio.Amount("BTC", "0.3"), | |
1460 | } | |
1461 | ||
1462 | m.print_balances() | |
1463 | ||
1464 | log_stage.assert_called_once_with("print_balances") | |
1465 | fetch_balances.assert_called_with() | |
1466 | print_log.assert_has_calls([ | |
1467 | mock.call("total:"), | |
1468 | mock.call(portfolio.Amount("BTC", "0.95")), | |
1469 | ]) | |
1470 | ||
1471 | @mock.patch("market.Processor.process") | |
1472 | @mock.patch("market.ReportStore.log_error") | |
1473 | @mock.patch("market.Market.store_report") | |
1474 | def test_process(self, store_report, log_error, process): | |
1475 | m = market.Market(self.ccxt, self.market_args()) | |
1476 | with self.subTest(before=False, after=False): | |
1477 | m.process(None) | |
1478 | ||
1479 | process.assert_not_called() | |
1480 | store_report.assert_called_once() | |
1481 | log_error.assert_not_called() | |
1482 | ||
1483 | process.reset_mock() | |
1484 | log_error.reset_mock() | |
1485 | store_report.reset_mock() | |
1486 | with self.subTest(before=True, after=False): | |
1487 | m.process(None, before=True) | |
1488 | ||
1489 | process.assert_called_once_with("sell_all", steps="before") | |
1490 | store_report.assert_called_once() | |
1491 | log_error.assert_not_called() | |
1492 | ||
1493 | process.reset_mock() | |
1494 | log_error.reset_mock() | |
1495 | store_report.reset_mock() | |
1496 | with self.subTest(before=False, after=True): | |
1497 | m.process(None, after=True) | |
1498 | ||
1499 | process.assert_called_once_with("sell_all", steps="after") | |
1500 | store_report.assert_called_once() | |
1501 | log_error.assert_not_called() | |
1502 | ||
1503 | process.reset_mock() | |
1504 | log_error.reset_mock() | |
1505 | store_report.reset_mock() | |
1506 | with self.subTest(before=True, after=True): | |
1507 | m.process(None, before=True, after=True) | |
1508 | ||
1509 | process.assert_has_calls([ | |
1510 | mock.call("sell_all", steps="before"), | |
1511 | mock.call("sell_all", steps="after"), | |
1512 | ]) | |
1513 | store_report.assert_called_once() | |
1514 | log_error.assert_not_called() | |
1515 | ||
1516 | process.reset_mock() | |
1517 | log_error.reset_mock() | |
1518 | store_report.reset_mock() | |
1519 | with self.subTest(action="print_balances"),\ | |
1520 | mock.patch.object(m, "print_balances") as print_balances: | |
1521 | m.process(["print_balances"]) | |
1522 | ||
1523 | process.assert_not_called() | |
1524 | log_error.assert_not_called() | |
1525 | store_report.assert_called_once() | |
1526 | print_balances.assert_called_once_with() | |
1527 | ||
1528 | log_error.reset_mock() | |
1529 | store_report.reset_mock() | |
1530 | with self.subTest(action="print_orders"),\ | |
1531 | mock.patch.object(m, "print_orders") as print_orders,\ | |
1532 | mock.patch.object(m, "print_balances") as print_balances: | |
1533 | m.process(["print_orders", "print_balances"]) | |
1534 | ||
1535 | process.assert_not_called() | |
1536 | log_error.assert_not_called() | |
1537 | store_report.assert_called_once() | |
1538 | print_orders.assert_called_once_with() | |
1539 | print_balances.assert_called_once_with() | |
1540 | ||
1541 | log_error.reset_mock() | |
1542 | store_report.reset_mock() | |
1543 | with self.subTest(action="unknown"): | |
1544 | m.process(["unknown"]) | |
1545 | log_error.assert_called_once_with("market_process", message="Unknown action unknown") | |
1546 | store_report.assert_called_once() | |
1547 | ||
1548 | log_error.reset_mock() | |
1549 | store_report.reset_mock() | |
1550 | with self.subTest(unhandled_exception=True): | |
1551 | process.side_effect = Exception("bouh") | |
1552 | ||
1553 | m.process(None, before=True) | |
1554 | log_error.assert_called_with("market_process", exception=mock.ANY) | |
1555 | store_report.assert_called_once() | |
1556 | ||
1557 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1558 | class TradeStoreTest(WebMockTestCase): | |
1559 | def test_compute_trades(self): | |
1560 | self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | |
1561 | ||
1562 | values_in_base = { | |
1563 | "XMR": portfolio.Amount("BTC", D("0.9")), | |
1564 | "DASH": portfolio.Amount("BTC", D("0.4")), | |
1565 | "XVG": portfolio.Amount("BTC", D("-0.5")), | |
1566 | "BTC": portfolio.Amount("BTC", D("0.5")), | |
1567 | } | |
1568 | new_repartition = { | |
1569 | "DASH": portfolio.Amount("BTC", D("0.5")), | |
1570 | "XVG": portfolio.Amount("BTC", D("0.1")), | |
1571 | "BTC": portfolio.Amount("BTC", D("0.4")), | |
1572 | "ETH": portfolio.Amount("BTC", D("0.3")), | |
1573 | } | |
1574 | side_effect = [ | |
1575 | (True, 1), | |
1576 | (False, 2), | |
1577 | (False, 3), | |
1578 | (True, 4), | |
1579 | (True, 5) | |
1580 | ] | |
1581 | ||
1582 | with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: | |
1583 | trade_store = market.TradeStore(self.m) | |
1584 | trade_if_matching.side_effect = side_effect | |
1585 | ||
1586 | trade_store.compute_trades(values_in_base, | |
1587 | new_repartition, only="only") | |
1588 | ||
1589 | self.assertEqual(5, trade_if_matching.call_count) | |
1590 | self.assertEqual(3, len(trade_store.all)) | |
1591 | self.assertEqual([1, 4, 5], trade_store.all) | |
1592 | self.m.report.log_trades.assert_called_with(side_effect, "only") | |
1593 | ||
1594 | def test_trade_if_matching(self): | |
1595 | ||
1596 | with self.subTest(only="nope"): | |
1597 | trade_store = market.TradeStore(self.m) | |
1598 | result = trade_store.trade_if_matching( | |
1599 | portfolio.Amount("BTC", D("0")), | |
1600 | portfolio.Amount("BTC", D("0.3")), | |
1601 | "ETH", only="nope") | |
1602 | self.assertEqual(False, result[0]) | |
1603 | self.assertIsInstance(result[1], portfolio.Trade) | |
1604 | ||
1605 | with self.subTest(only=None): | |
1606 | trade_store = market.TradeStore(self.m) | |
1607 | result = trade_store.trade_if_matching( | |
1608 | portfolio.Amount("BTC", D("0")), | |
1609 | portfolio.Amount("BTC", D("0.3")), | |
1610 | "ETH", only=None) | |
1611 | self.assertEqual(True, result[0]) | |
1612 | ||
1613 | with self.subTest(only="acquire"): | |
1614 | trade_store = market.TradeStore(self.m) | |
1615 | result = trade_store.trade_if_matching( | |
1616 | portfolio.Amount("BTC", D("0")), | |
1617 | portfolio.Amount("BTC", D("0.3")), | |
1618 | "ETH", only="acquire") | |
1619 | self.assertEqual(True, result[0]) | |
1620 | ||
1621 | with self.subTest(only="dispose"): | |
1622 | trade_store = market.TradeStore(self.m) | |
1623 | result = trade_store.trade_if_matching( | |
1624 | portfolio.Amount("BTC", D("0")), | |
1625 | portfolio.Amount("BTC", D("0.3")), | |
1626 | "ETH", only="dispose") | |
1627 | self.assertEqual(False, result[0]) | |
1628 | ||
1629 | def test_prepare_orders(self): | |
1630 | trade_store = market.TradeStore(self.m) | |
1631 | ||
1632 | trade_mock1 = mock.Mock() | |
1633 | trade_mock2 = mock.Mock() | |
1634 | trade_mock3 = mock.Mock() | |
1635 | ||
1636 | trade_mock1.prepare_order.return_value = 1 | |
1637 | trade_mock2.prepare_order.return_value = 2 | |
1638 | trade_mock3.prepare_order.return_value = 3 | |
1639 | ||
1640 | trade_mock1.pending = True | |
1641 | trade_mock2.pending = True | |
1642 | trade_mock3.pending = False | |
1643 | ||
1644 | trade_store.all.append(trade_mock1) | |
1645 | trade_store.all.append(trade_mock2) | |
1646 | trade_store.all.append(trade_mock3) | |
1647 | ||
1648 | trade_store.prepare_orders() | |
1649 | trade_mock1.prepare_order.assert_called_with(compute_value="default") | |
1650 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
1651 | trade_mock3.prepare_order.assert_not_called() | |
1652 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") | |
1653 | ||
1654 | self.m.report.log_orders.reset_mock() | |
1655 | ||
1656 | trade_store.prepare_orders(compute_value="bla") | |
1657 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") | |
1658 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
1659 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") | |
1660 | ||
1661 | trade_mock1.prepare_order.reset_mock() | |
1662 | trade_mock2.prepare_order.reset_mock() | |
1663 | self.m.report.log_orders.reset_mock() | |
1664 | ||
1665 | trade_mock1.action = "foo" | |
1666 | trade_mock2.action = "bar" | |
1667 | trade_store.prepare_orders(only="bar") | |
1668 | trade_mock1.prepare_order.assert_not_called() | |
1669 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
1670 | self.m.report.log_orders.assert_called_once_with([2], "bar", "default") | |
1671 | ||
1672 | def test_print_all_with_order(self): | |
1673 | trade_mock1 = mock.Mock() | |
1674 | trade_mock2 = mock.Mock() | |
1675 | trade_mock3 = mock.Mock() | |
1676 | trade_store = market.TradeStore(self.m) | |
1677 | trade_store.all = [trade_mock1, trade_mock2, trade_mock3] | |
1678 | ||
1679 | trade_store.print_all_with_order() | |
1680 | ||
1681 | trade_mock1.print_with_order.assert_called() | |
1682 | trade_mock2.print_with_order.assert_called() | |
1683 | trade_mock3.print_with_order.assert_called() | |
1684 | ||
1685 | def test_run_orders(self): | |
1686 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
1687 | order_mock1 = mock.Mock() | |
1688 | order_mock2 = mock.Mock() | |
1689 | order_mock3 = mock.Mock() | |
1690 | trade_store = market.TradeStore(self.m) | |
1691 | ||
1692 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
1693 | ||
1694 | trade_store.run_orders() | |
1695 | ||
1696 | all_orders.assert_called_with(state="pending") | |
1697 | ||
1698 | order_mock1.run.assert_called() | |
1699 | order_mock2.run.assert_called() | |
1700 | order_mock3.run.assert_called() | |
1701 | ||
1702 | self.m.report.log_stage.assert_called_with("run_orders") | |
1703 | self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, | |
1704 | order_mock3]) | |
1705 | ||
1706 | def test_all_orders(self): | |
1707 | trade_mock1 = mock.Mock() | |
1708 | trade_mock2 = mock.Mock() | |
1709 | ||
1710 | order_mock1 = mock.Mock() | |
1711 | order_mock2 = mock.Mock() | |
1712 | order_mock3 = mock.Mock() | |
1713 | ||
1714 | trade_mock1.orders = [order_mock1, order_mock2] | |
1715 | trade_mock2.orders = [order_mock3] | |
1716 | ||
1717 | order_mock1.status = "pending" | |
1718 | order_mock2.status = "open" | |
1719 | order_mock3.status = "open" | |
1720 | ||
1721 | trade_store = market.TradeStore(self.m) | |
1722 | trade_store.all.append(trade_mock1) | |
1723 | trade_store.all.append(trade_mock2) | |
1724 | ||
1725 | orders = trade_store.all_orders() | |
1726 | self.assertEqual(3, len(orders)) | |
1727 | ||
1728 | open_orders = trade_store.all_orders(state="open") | |
1729 | self.assertEqual(2, len(open_orders)) | |
1730 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
1731 | ||
1732 | def test_update_all_orders_status(self): | |
1733 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
1734 | order_mock1 = mock.Mock() | |
1735 | order_mock2 = mock.Mock() | |
1736 | order_mock3 = mock.Mock() | |
1737 | ||
1738 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
1739 | ||
1740 | trade_store = market.TradeStore(self.m) | |
1741 | ||
1742 | trade_store.update_all_orders_status() | |
1743 | all_orders.assert_called_with(state="open") | |
1744 | ||
1745 | order_mock1.get_status.assert_called() | |
1746 | order_mock2.get_status.assert_called() | |
1747 | order_mock3.get_status.assert_called() | |
1748 | ||
1749 | def test_close_trades(self): | |
1750 | trade_mock1 = mock.Mock() | |
1751 | trade_mock2 = mock.Mock() | |
1752 | trade_mock3 = mock.Mock() | |
1753 | ||
1754 | trade_store = market.TradeStore(self.m) | |
1755 | ||
1756 | trade_store.all.append(trade_mock1) | |
1757 | trade_store.all.append(trade_mock2) | |
1758 | trade_store.all.append(trade_mock3) | |
1759 | ||
1760 | trade_store.close_trades() | |
1761 | ||
1762 | trade_mock1.close.assert_called_once_with() | |
1763 | trade_mock2.close.assert_called_once_with() | |
1764 | trade_mock3.close.assert_called_once_with() | |
1765 | ||
1766 | def test_pending(self): | |
1767 | trade_mock1 = mock.Mock() | |
1768 | trade_mock1.pending = True | |
1769 | trade_mock2 = mock.Mock() | |
1770 | trade_mock2.pending = True | |
1771 | trade_mock3 = mock.Mock() | |
1772 | trade_mock3.pending = False | |
1773 | ||
1774 | trade_store = market.TradeStore(self.m) | |
1775 | ||
1776 | trade_store.all.append(trade_mock1) | |
1777 | trade_store.all.append(trade_mock2) | |
1778 | trade_store.all.append(trade_mock3) | |
1779 | ||
1780 | self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) | |
1781 | ||
1782 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1783 | class BalanceStoreTest(WebMockTestCase): | |
1784 | def setUp(self): | |
1785 | super(BalanceStoreTest, self).setUp() | |
1786 | ||
1787 | self.fetch_balance = { | |
1788 | "ETC": { | |
1789 | "exchange_free": 0, | |
1790 | "exchange_used": 0, | |
1791 | "exchange_total": 0, | |
1792 | "margin_total": 0, | |
1793 | }, | |
1794 | "USDT": { | |
1795 | "exchange_free": D("6.0"), | |
1796 | "exchange_used": D("1.2"), | |
1797 | "exchange_total": D("7.2"), | |
1798 | "margin_total": 0, | |
1799 | }, | |
1800 | "XVG": { | |
1801 | "exchange_free": 16, | |
1802 | "exchange_used": 0, | |
1803 | "exchange_total": 16, | |
1804 | "margin_total": 0, | |
1805 | }, | |
1806 | "XMR": { | |
1807 | "exchange_free": 0, | |
1808 | "exchange_used": 0, | |
1809 | "exchange_total": 0, | |
1810 | "margin_total": D("-1.0"), | |
1811 | "margin_free": 0, | |
1812 | }, | |
1813 | } | |
1814 | ||
1815 | def test_in_currency(self): | |
1816 | self.m.get_ticker.return_value = { | |
1817 | "bid": D("0.09"), | |
1818 | "ask": D("0.11"), | |
1819 | "average": D("0.1"), | |
1820 | } | |
1821 | ||
1822 | balance_store = market.BalanceStore(self.m) | |
1823 | balance_store.all = { | |
1824 | "BTC": portfolio.Balance("BTC", { | |
1825 | "total": "0.65", | |
1826 | "exchange_total":"0.65", | |
1827 | "exchange_free": "0.35", | |
1828 | "exchange_used": "0.30"}), | |
1829 | "ETH": portfolio.Balance("ETH", { | |
1830 | "total": 3, | |
1831 | "exchange_total": 3, | |
1832 | "exchange_free": 3, | |
1833 | "exchange_used": 0}), | |
1834 | } | |
1835 | ||
1836 | amounts = balance_store.in_currency("BTC") | |
1837 | self.assertEqual("BTC", amounts["ETH"].currency) | |
1838 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
1839 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
1840 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
1841 | "average", "total") | |
1842 | self.m.report.log_tickers.reset_mock() | |
1843 | ||
1844 | amounts = balance_store.in_currency("BTC", compute_value="bid") | |
1845 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
1846 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
1847 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
1848 | "bid", "total") | |
1849 | self.m.report.log_tickers.reset_mock() | |
1850 | ||
1851 | amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") | |
1852 | self.assertEqual(D("0.30"), amounts["BTC"].value) | |
1853 | self.assertEqual(0, amounts["ETH"].value) | |
1854 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
1855 | "bid", "exchange_used") | |
1856 | self.m.report.log_tickers.reset_mock() | |
1857 | ||
1858 | def test_fetch_balances(self): | |
1859 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
1860 | ||
1861 | balance_store = market.BalanceStore(self.m) | |
1862 | ||
1863 | balance_store.fetch_balances() | |
1864 | self.assertNotIn("ETC", balance_store.currencies()) | |
1865 | self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) | |
1866 | ||
1867 | balance_store.all["ETC"] = portfolio.Balance("ETC", { | |
1868 | "exchange_total": "1", "exchange_free": "0", | |
1869 | "exchange_used": "1" }) | |
1870 | balance_store.fetch_balances(tag="foo") | |
1871 | self.assertEqual(0, balance_store.all["ETC"].total) | |
1872 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) | |
1873 | self.m.report.log_balances.assert_called_with(tag="foo") | |
1874 | ||
1875 | @mock.patch.object(market.Portfolio, "repartition") | |
1876 | def test_dispatch_assets(self, repartition): | |
1877 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
1878 | ||
1879 | balance_store = market.BalanceStore(self.m) | |
1880 | balance_store.fetch_balances() | |
1881 | ||
1882 | self.assertNotIn("XEM", balance_store.currencies()) | |
1883 | ||
1884 | repartition_hash = { | |
1885 | "XEM": (D("0.75"), "long"), | |
1886 | "BTC": (D("0.26"), "long"), | |
1887 | "DASH": (D("0.10"), "short"), | |
1888 | } | |
1889 | repartition.return_value = repartition_hash | |
1890 | ||
1891 | amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) | |
1892 | repartition.assert_called_with(liquidity="medium") | |
1893 | self.assertIn("XEM", balance_store.currencies()) | |
1894 | self.assertEqual(D("2.6"), amounts["BTC"].value) | |
1895 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
1896 | self.assertEqual(D("-1.0"), amounts["DASH"].value) | |
1897 | self.m.report.log_balances.assert_called_with(tag=None) | |
1898 | self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", | |
1899 | "11.1"), amounts, "medium", repartition_hash) | |
1900 | ||
1901 | def test_currencies(self): | |
1902 | balance_store = market.BalanceStore(self.m) | |
1903 | ||
1904 | balance_store.all = { | |
1905 | "BTC": portfolio.Balance("BTC", { | |
1906 | "total": "0.65", | |
1907 | "exchange_total":"0.65", | |
1908 | "exchange_free": "0.35", | |
1909 | "exchange_used": "0.30"}), | |
1910 | "ETH": portfolio.Balance("ETH", { | |
1911 | "total": 3, | |
1912 | "exchange_total": 3, | |
1913 | "exchange_free": 3, | |
1914 | "exchange_used": 0}), | |
1915 | } | |
1916 | self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) | |
1917 | ||
1918 | def test_as_json(self): | |
1919 | balance_mock1 = mock.Mock() | |
1920 | balance_mock1.as_json.return_value = 1 | |
1921 | ||
1922 | balance_mock2 = mock.Mock() | |
1923 | balance_mock2.as_json.return_value = 2 | |
1924 | ||
1925 | balance_store = market.BalanceStore(self.m) | |
1926 | balance_store.all = { | |
1927 | "BTC": balance_mock1, | |
1928 | "ETH": balance_mock2, | |
1929 | } | |
1930 | ||
1931 | as_json = balance_store.as_json() | |
1932 | self.assertEqual(1, as_json["BTC"]) | |
1933 | self.assertEqual(2, as_json["ETH"]) | |
1934 | ||
1935 | ||
1936 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1937 | class ComputationTest(WebMockTestCase): | |
1938 | def test_compute_value(self): | |
1939 | compute = mock.Mock() | |
1940 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
1941 | compute.assert_called_with("foo", "ask") | |
1942 | ||
1943 | compute.reset_mock() | |
1944 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
1945 | compute.assert_called_with("foo", "bid") | |
1946 | ||
1947 | compute.reset_mock() | |
1948 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
1949 | compute.assert_called_with("foo", "ask") | |
1950 | ||
1951 | compute.reset_mock() | |
1952 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
1953 | compute.assert_called_with("foo", "bid") | |
1954 | ||
1955 | compute.reset_mock() | |
1956 | portfolio.Computation.computations["test"] = compute | |
1957 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
1958 | compute.assert_called_with("foo", "bid") | |
1959 | ||
1960 | ||
1961 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1962 | class TradeTest(WebMockTestCase): | |
1963 | ||
1964 | def test_values_assertion(self): | |
1965 | value_from = portfolio.Amount("BTC", "1.0") | |
1966 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1967 | value_to = portfolio.Amount("BTC", "1.0") | |
1968 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1969 | self.assertEqual("BTC", trade.base_currency) | |
1970 | self.assertEqual("ETH", trade.currency) | |
1971 | self.assertEqual(self.m, trade.market) | |
1972 | ||
1973 | with self.assertRaises(AssertionError): | |
1974 | portfolio.Trade(value_from, -value_to, "ETH", self.m) | |
1975 | with self.assertRaises(AssertionError): | |
1976 | portfolio.Trade(value_from, value_to, "ETC", self.m) | |
1977 | with self.assertRaises(AssertionError): | |
1978 | value_from.currency = "ETH" | |
1979 | portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1980 | value_from.currency = "BTC" | |
1981 | with self.assertRaises(AssertionError): | |
1982 | value_from2 = portfolio.Amount("BTC", "1.0") | |
1983 | portfolio.Trade(value_from2, value_to, "ETH", self.m) | |
1984 | ||
1985 | value_from = portfolio.Amount("BTC", 0) | |
1986 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1987 | self.assertEqual(0, trade.value_from.linked_to) | |
1988 | ||
1989 | def test_action(self): | |
1990 | value_from = portfolio.Amount("BTC", "1.0") | |
1991 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1992 | value_to = portfolio.Amount("BTC", "1.0") | |
1993 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
1994 | ||
1995 | self.assertIsNone(trade.action) | |
1996 | ||
1997 | value_from = portfolio.Amount("BTC", "1.0") | |
1998 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
1999 | value_to = portfolio.Amount("BTC", "2.0") | |
2000 | trade = portfolio.Trade(value_from, value_to, "BTC", self.m) | |
2001 | ||
2002 | self.assertIsNone(trade.action) | |
2003 | ||
2004 | value_from = portfolio.Amount("BTC", "0.5") | |
2005 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2006 | value_to = portfolio.Amount("BTC", "1.0") | |
2007 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2008 | ||
2009 | self.assertEqual("acquire", trade.action) | |
2010 | ||
2011 | value_from = portfolio.Amount("BTC", "0") | |
2012 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
2013 | value_to = portfolio.Amount("BTC", "-1.0") | |
2014 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2015 | ||
2016 | self.assertEqual("acquire", trade.action) | |
2017 | ||
2018 | def test_order_action(self): | |
2019 | value_from = portfolio.Amount("BTC", "0.5") | |
2020 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2021 | value_to = portfolio.Amount("BTC", "1.0") | |
2022 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2023 | ||
2024 | trade.inverted = False | |
2025 | self.assertEqual("buy", trade.order_action()) | |
2026 | trade.inverted = True | |
2027 | self.assertEqual("sell", trade.order_action()) | |
2028 | ||
2029 | value_from = portfolio.Amount("BTC", "0") | |
2030 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
2031 | value_to = portfolio.Amount("BTC", "-1.0") | |
2032 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2033 | ||
2034 | trade.inverted = False | |
2035 | self.assertEqual("sell", trade.order_action()) | |
2036 | trade.inverted = True | |
2037 | self.assertEqual("buy", trade.order_action()) | |
2038 | ||
2039 | def test_trade_type(self): | |
2040 | value_from = portfolio.Amount("BTC", "0.5") | |
2041 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2042 | value_to = portfolio.Amount("BTC", "1.0") | |
2043 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2044 | ||
2045 | self.assertEqual("long", trade.trade_type) | |
2046 | ||
2047 | value_from = portfolio.Amount("BTC", "0") | |
2048 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
2049 | value_to = portfolio.Amount("BTC", "-1.0") | |
2050 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2051 | ||
2052 | self.assertEqual("short", trade.trade_type) | |
2053 | ||
2054 | def test_is_fullfiled(self): | |
2055 | with self.subTest(inverted=False): | |
2056 | value_from = portfolio.Amount("BTC", "0.5") | |
2057 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2058 | value_to = portfolio.Amount("BTC", "1.0") | |
2059 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2060 | ||
2061 | order1 = mock.Mock() | |
2062 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
2063 | ||
2064 | order2 = mock.Mock() | |
2065 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
2066 | trade.orders.append(order1) | |
2067 | trade.orders.append(order2) | |
2068 | ||
2069 | self.assertFalse(trade.is_fullfiled) | |
2070 | ||
2071 | order3 = mock.Mock() | |
2072 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
2073 | trade.orders.append(order3) | |
2074 | ||
2075 | self.assertTrue(trade.is_fullfiled) | |
2076 | ||
2077 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
2078 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
2079 | order3.filled_amount.assert_called_with(in_base_currency=True) | |
2080 | ||
2081 | with self.subTest(inverted=True): | |
2082 | value_from = portfolio.Amount("BTC", "0.5") | |
2083 | value_from.linked_to = portfolio.Amount("USDT", "1000.0") | |
2084 | value_to = portfolio.Amount("BTC", "1.0") | |
2085 | trade = portfolio.Trade(value_from, value_to, "USDT", self.m) | |
2086 | trade.inverted = True | |
2087 | ||
2088 | order1 = mock.Mock() | |
2089 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
2090 | ||
2091 | order2 = mock.Mock() | |
2092 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
2093 | trade.orders.append(order1) | |
2094 | trade.orders.append(order2) | |
2095 | ||
2096 | self.assertFalse(trade.is_fullfiled) | |
2097 | ||
2098 | order3 = mock.Mock() | |
2099 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
2100 | trade.orders.append(order3) | |
2101 | ||
2102 | self.assertTrue(trade.is_fullfiled) | |
2103 | ||
2104 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
2105 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
2106 | order3.filled_amount.assert_called_with(in_base_currency=False) | |
2107 | ||
2108 | ||
2109 | def test_filled_amount(self): | |
2110 | value_from = portfolio.Amount("BTC", "0.5") | |
2111 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2112 | value_to = portfolio.Amount("BTC", "1.0") | |
2113 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2114 | ||
2115 | order1 = mock.Mock() | |
2116 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") | |
2117 | ||
2118 | order2 = mock.Mock() | |
2119 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") | |
2120 | trade.orders.append(order1) | |
2121 | trade.orders.append(order2) | |
2122 | ||
2123 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) | |
2124 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
2125 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
2126 | ||
2127 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) | |
2128 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
2129 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
2130 | ||
2131 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
2132 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
2133 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
2134 | ||
2135 | @mock.patch.object(portfolio.Computation, "compute_value") | |
2136 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
2137 | @mock.patch.object(portfolio, "Order") | |
2138 | def test_prepare_order(self, Order, filled_amount, compute_value): | |
2139 | Order.return_value = "Order" | |
2140 | ||
2141 | with self.subTest(desc="Nothing to do"): | |
2142 | value_from = portfolio.Amount("BTC", "10") | |
2143 | value_from.rate = D("0.1") | |
2144 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2145 | value_to = portfolio.Amount("BTC", "10") | |
2146 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2147 | ||
2148 | trade.prepare_order() | |
2149 | ||
2150 | filled_amount.assert_not_called() | |
2151 | compute_value.assert_not_called() | |
2152 | self.assertEqual(0, len(trade.orders)) | |
2153 | Order.assert_not_called() | |
2154 | ||
2155 | self.m.get_ticker.return_value = { "inverted": False } | |
2156 | with self.subTest(desc="Already filled"): | |
2157 | filled_amount.return_value = portfolio.Amount("FOO", "100") | |
2158 | compute_value.return_value = D("0.125") | |
2159 | ||
2160 | value_from = portfolio.Amount("BTC", "10") | |
2161 | value_from.rate = D("0.1") | |
2162 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2163 | value_to = portfolio.Amount("BTC", "0") | |
2164 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2165 | ||
2166 | trade.prepare_order() | |
2167 | ||
2168 | filled_amount.assert_called_with(in_base_currency=False) | |
2169 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2170 | self.assertEqual(0, len(trade.orders)) | |
2171 | self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) | |
2172 | Order.assert_not_called() | |
2173 | ||
2174 | with self.subTest(action="dispose", inverted=False): | |
2175 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
2176 | compute_value.return_value = D("0.125") | |
2177 | ||
2178 | value_from = portfolio.Amount("BTC", "10") | |
2179 | value_from.rate = D("0.1") | |
2180 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2181 | value_to = portfolio.Amount("BTC", "1") | |
2182 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2183 | ||
2184 | trade.prepare_order() | |
2185 | ||
2186 | filled_amount.assert_called_with(in_base_currency=False) | |
2187 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2188 | self.assertEqual(1, len(trade.orders)) | |
2189 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
2190 | D("0.125"), "BTC", "long", self.m, | |
2191 | trade, close_if_possible=False) | |
2192 | ||
2193 | with self.subTest(action="dispose", inverted=False, close_if_possible=True): | |
2194 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
2195 | compute_value.return_value = D("0.125") | |
2196 | ||
2197 | value_from = portfolio.Amount("BTC", "10") | |
2198 | value_from.rate = D("0.1") | |
2199 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2200 | value_to = portfolio.Amount("BTC", "1") | |
2201 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2202 | ||
2203 | trade.prepare_order(close_if_possible=True) | |
2204 | ||
2205 | filled_amount.assert_called_with(in_base_currency=False) | |
2206 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2207 | self.assertEqual(1, len(trade.orders)) | |
2208 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
2209 | D("0.125"), "BTC", "long", self.m, | |
2210 | trade, close_if_possible=True) | |
2211 | ||
2212 | with self.subTest(action="acquire", inverted=False): | |
2213 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
2214 | compute_value.return_value = D("0.125") | |
2215 | ||
2216 | value_from = portfolio.Amount("BTC", "1") | |
2217 | value_from.rate = D("0.1") | |
2218 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
2219 | value_to = portfolio.Amount("BTC", "10") | |
2220 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2221 | ||
2222 | trade.prepare_order() | |
2223 | ||
2224 | filled_amount.assert_called_with(in_base_currency=True) | |
2225 | compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") | |
2226 | self.assertEqual(1, len(trade.orders)) | |
2227 | ||
2228 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
2229 | D("0.125"), "BTC", "long", self.m, | |
2230 | trade, close_if_possible=False) | |
2231 | ||
2232 | with self.subTest(close_if_possible=True): | |
2233 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
2234 | compute_value.return_value = D("0.125") | |
2235 | ||
2236 | value_from = portfolio.Amount("BTC", "10") | |
2237 | value_from.rate = D("0.1") | |
2238 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2239 | value_to = portfolio.Amount("BTC", "0") | |
2240 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2241 | ||
2242 | trade.prepare_order() | |
2243 | ||
2244 | filled_amount.assert_called_with(in_base_currency=False) | |
2245 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2246 | self.assertEqual(1, len(trade.orders)) | |
2247 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
2248 | D("0.125"), "BTC", "long", self.m, | |
2249 | trade, close_if_possible=True) | |
2250 | ||
2251 | self.m.get_ticker.return_value = { "inverted": True, "original": {} } | |
2252 | with self.subTest(action="dispose", inverted=True): | |
2253 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
2254 | compute_value.return_value = D("125") | |
2255 | ||
2256 | value_from = portfolio.Amount("BTC", "10") | |
2257 | value_from.rate = D("0.01") | |
2258 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
2259 | value_to = portfolio.Amount("BTC", "1") | |
2260 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2261 | ||
2262 | trade.prepare_order(compute_value="foo") | |
2263 | ||
2264 | filled_amount.assert_called_with(in_base_currency=True) | |
2265 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") | |
2266 | self.assertEqual(1, len(trade.orders)) | |
2267 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
2268 | D("125"), "FOO", "long", self.m, | |
2269 | trade, close_if_possible=False) | |
2270 | ||
2271 | with self.subTest(action="acquire", inverted=True): | |
2272 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
2273 | compute_value.return_value = D("125") | |
2274 | ||
2275 | value_from = portfolio.Amount("BTC", "1") | |
2276 | value_from.rate = D("0.01") | |
2277 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2278 | value_to = portfolio.Amount("BTC", "10") | |
2279 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2280 | ||
2281 | trade.prepare_order(compute_value="foo") | |
2282 | ||
2283 | filled_amount.assert_called_with(in_base_currency=False) | |
2284 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") | |
2285 | self.assertEqual(1, len(trade.orders)) | |
2286 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
2287 | D("125"), "FOO", "long", self.m, | |
2288 | trade, close_if_possible=False) | |
2289 | ||
2290 | ||
2291 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
2292 | def test_update_order(self, prepare_order): | |
2293 | order_mock = mock.Mock() | |
2294 | new_order_mock = mock.Mock() | |
2295 | ||
2296 | value_from = portfolio.Amount("BTC", "0.5") | |
2297 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2298 | value_to = portfolio.Amount("BTC", "1.0") | |
2299 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2300 | prepare_order.return_value = new_order_mock | |
2301 | ||
2302 | for i in [0, 1, 3, 4, 6]: | |
2303 | with self.subTest(tick=i): | |
2304 | trade.update_order(order_mock, i) | |
2305 | order_mock.cancel.assert_not_called() | |
2306 | new_order_mock.run.assert_not_called() | |
2307 | self.m.report.log_order.assert_called_once_with(order_mock, i, | |
2308 | update="waiting", compute_value=None, new_order=None) | |
2309 | ||
2310 | order_mock.reset_mock() | |
2311 | new_order_mock.reset_mock() | |
2312 | trade.orders = [] | |
2313 | self.m.report.log_order.reset_mock() | |
2314 | ||
2315 | trade.update_order(order_mock, 2) | |
2316 | order_mock.cancel.assert_called() | |
2317 | new_order_mock.run.assert_called() | |
2318 | prepare_order.assert_called() | |
2319 | self.m.report.log_order.assert_called() | |
2320 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2321 | calls = [ | |
2322 | mock.call(order_mock, 2, update="adjusting", | |
2323 | compute_value=mock.ANY, | |
2324 | new_order=new_order_mock), | |
2325 | mock.call(order_mock, 2, new_order=new_order_mock), | |
2326 | ] | |
2327 | self.m.report.log_order.assert_has_calls(calls) | |
2328 | ||
2329 | order_mock.reset_mock() | |
2330 | new_order_mock.reset_mock() | |
2331 | trade.orders = [] | |
2332 | self.m.report.log_order.reset_mock() | |
2333 | ||
2334 | trade.update_order(order_mock, 5) | |
2335 | order_mock.cancel.assert_called() | |
2336 | new_order_mock.run.assert_called() | |
2337 | prepare_order.assert_called() | |
2338 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2339 | self.m.report.log_order.assert_called() | |
2340 | calls = [ | |
2341 | mock.call(order_mock, 5, update="adjusting", | |
2342 | compute_value=mock.ANY, | |
2343 | new_order=new_order_mock), | |
2344 | mock.call(order_mock, 5, new_order=new_order_mock), | |
2345 | ] | |
2346 | self.m.report.log_order.assert_has_calls(calls) | |
2347 | ||
2348 | order_mock.reset_mock() | |
2349 | new_order_mock.reset_mock() | |
2350 | trade.orders = [] | |
2351 | self.m.report.log_order.reset_mock() | |
2352 | ||
2353 | trade.update_order(order_mock, 7) | |
2354 | order_mock.cancel.assert_called() | |
2355 | new_order_mock.run.assert_called() | |
2356 | prepare_order.assert_called_with(compute_value="default") | |
2357 | self.m.report.log_order.assert_called() | |
2358 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2359 | calls = [ | |
2360 | mock.call(order_mock, 7, update="market_fallback", | |
2361 | compute_value='default', | |
2362 | new_order=new_order_mock), | |
2363 | mock.call(order_mock, 7, new_order=new_order_mock), | |
2364 | ] | |
2365 | self.m.report.log_order.assert_has_calls(calls) | |
2366 | ||
2367 | order_mock.reset_mock() | |
2368 | new_order_mock.reset_mock() | |
2369 | trade.orders = [] | |
2370 | self.m.report.log_order.reset_mock() | |
2371 | ||
2372 | for i in [10, 13, 16]: | |
2373 | with self.subTest(tick=i): | |
2374 | trade.update_order(order_mock, i) | |
2375 | order_mock.cancel.assert_called() | |
2376 | new_order_mock.run.assert_called() | |
2377 | prepare_order.assert_called_with(compute_value="default") | |
2378 | self.m.report.log_order.assert_called() | |
2379 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2380 | calls = [ | |
2381 | mock.call(order_mock, i, update="market_adjust", | |
2382 | compute_value='default', | |
2383 | new_order=new_order_mock), | |
2384 | mock.call(order_mock, i, new_order=new_order_mock), | |
2385 | ] | |
2386 | self.m.report.log_order.assert_has_calls(calls) | |
2387 | ||
2388 | order_mock.reset_mock() | |
2389 | new_order_mock.reset_mock() | |
2390 | trade.orders = [] | |
2391 | self.m.report.log_order.reset_mock() | |
2392 | ||
2393 | for i in [8, 9, 11, 12]: | |
2394 | with self.subTest(tick=i): | |
2395 | trade.update_order(order_mock, i) | |
2396 | order_mock.cancel.assert_not_called() | |
2397 | new_order_mock.run.assert_not_called() | |
2398 | self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", | |
2399 | compute_value=None, new_order=None) | |
2400 | ||
2401 | order_mock.reset_mock() | |
2402 | new_order_mock.reset_mock() | |
2403 | trade.orders = [] | |
2404 | self.m.report.log_order.reset_mock() | |
2405 | ||
2406 | ||
2407 | def test_print_with_order(self): | |
2408 | value_from = portfolio.Amount("BTC", "0.5") | |
2409 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2410 | value_to = portfolio.Amount("BTC", "1.0") | |
2411 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2412 | ||
2413 | order_mock1 = mock.Mock() | |
2414 | order_mock1.__repr__ = mock.Mock() | |
2415 | order_mock1.__repr__.return_value = "Mock 1" | |
2416 | order_mock2 = mock.Mock() | |
2417 | order_mock2.__repr__ = mock.Mock() | |
2418 | order_mock2.__repr__.return_value = "Mock 2" | |
2419 | order_mock1.mouvements = [] | |
2420 | mouvement_mock1 = mock.Mock() | |
2421 | mouvement_mock1.__repr__ = mock.Mock() | |
2422 | mouvement_mock1.__repr__.return_value = "Mouvement 1" | |
2423 | mouvement_mock2 = mock.Mock() | |
2424 | mouvement_mock2.__repr__ = mock.Mock() | |
2425 | mouvement_mock2.__repr__.return_value = "Mouvement 2" | |
2426 | order_mock2.mouvements = [ | |
2427 | mouvement_mock1, mouvement_mock2 | |
2428 | ] | |
2429 | trade.orders.append(order_mock1) | |
2430 | trade.orders.append(order_mock2) | |
2431 | ||
2432 | with mock.patch.object(trade, "filled_amount") as filled: | |
2433 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
2434 | ||
2435 | trade.print_with_order() | |
2436 | ||
2437 | self.m.report.print_log.assert_called() | |
2438 | calls = self.m.report.print_log.mock_calls | |
2439 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) | |
2440 | self.assertEqual("\tMock 1", str(calls[1][1][0])) | |
2441 | self.assertEqual("\tMock 2", str(calls[2][1][0])) | |
2442 | self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) | |
2443 | self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) | |
2444 | ||
2445 | self.m.report.print_log.reset_mock() | |
2446 | ||
2447 | filled.return_value = portfolio.Amount("BTC", "0.5") | |
2448 | trade.print_with_order() | |
2449 | calls = self.m.report.print_log.mock_calls | |
2450 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0])) | |
2451 | ||
2452 | self.m.report.print_log.reset_mock() | |
2453 | ||
2454 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
2455 | trade.closed = True | |
2456 | trade.print_with_order() | |
2457 | calls = self.m.report.print_log.mock_calls | |
2458 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) | |
2459 | ||
2460 | def test_close(self): | |
2461 | value_from = portfolio.Amount("BTC", "0.5") | |
2462 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2463 | value_to = portfolio.Amount("BTC", "1.0") | |
2464 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2465 | order1 = mock.Mock() | |
2466 | trade.orders.append(order1) | |
2467 | ||
2468 | trade.close() | |
2469 | ||
2470 | self.assertEqual(True, trade.closed) | |
2471 | order1.cancel.assert_called_once_with() | |
2472 | ||
2473 | def test_pending(self): | |
2474 | value_from = portfolio.Amount("BTC", "0.5") | |
2475 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2476 | value_to = portfolio.Amount("BTC", "1.0") | |
2477 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2478 | ||
2479 | trade.closed = True | |
2480 | self.assertEqual(False, trade.pending) | |
2481 | ||
2482 | trade.closed = False | |
2483 | self.assertEqual(True, trade.pending) | |
2484 | ||
2485 | order1 = mock.Mock() | |
2486 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") | |
2487 | trade.orders.append(order1) | |
2488 | self.assertEqual(False, trade.pending) | |
2489 | ||
2490 | def test__repr(self): | |
2491 | value_from = portfolio.Amount("BTC", "0.5") | |
2492 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2493 | value_to = portfolio.Amount("BTC", "1.0") | |
2494 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2495 | ||
2496 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
2497 | ||
2498 | def test_as_json(self): | |
2499 | value_from = portfolio.Amount("BTC", "0.5") | |
2500 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2501 | value_to = portfolio.Amount("BTC", "1.0") | |
2502 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2503 | ||
2504 | as_json = trade.as_json() | |
2505 | self.assertEqual("acquire", as_json["action"]) | |
2506 | self.assertEqual(D("0.5"), as_json["from"]) | |
2507 | self.assertEqual(D("1.0"), as_json["to"]) | |
2508 | self.assertEqual("ETH", as_json["currency"]) | |
2509 | self.assertEqual("BTC", as_json["base_currency"]) | |
2510 | ||
2511 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2512 | class OrderTest(WebMockTestCase): | |
2513 | def test_values(self): | |
2514 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2515 | D("0.1"), "BTC", "long", "market", "trade") | |
2516 | self.assertEqual("buy", order.action) | |
2517 | self.assertEqual(10, order.amount.value) | |
2518 | self.assertEqual("ETH", order.amount.currency) | |
2519 | self.assertEqual(D("0.1"), order.rate) | |
2520 | self.assertEqual("BTC", order.base_currency) | |
2521 | self.assertEqual("market", order.market) | |
2522 | self.assertEqual("long", order.trade_type) | |
2523 | self.assertEqual("pending", order.status) | |
2524 | self.assertEqual("trade", order.trade) | |
2525 | self.assertIsNone(order.id) | |
2526 | self.assertFalse(order.close_if_possible) | |
2527 | ||
2528 | def test__repr(self): | |
2529 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2530 | D("0.1"), "BTC", "long", "market", "trade") | |
2531 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
2532 | ||
2533 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2534 | D("0.1"), "BTC", "long", "market", "trade", | |
2535 | close_if_possible=True) | |
2536 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
2537 | ||
2538 | def test_as_json(self): | |
2539 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2540 | D("0.1"), "BTC", "long", "market", "trade") | |
2541 | mouvement_mock1 = mock.Mock() | |
2542 | mouvement_mock1.as_json.return_value = 1 | |
2543 | mouvement_mock2 = mock.Mock() | |
2544 | mouvement_mock2.as_json.return_value = 2 | |
2545 | ||
2546 | order.mouvements = [mouvement_mock1, mouvement_mock2] | |
2547 | as_json = order.as_json() | |
2548 | self.assertEqual("buy", as_json["action"]) | |
2549 | self.assertEqual("long", as_json["trade_type"]) | |
2550 | self.assertEqual(10, as_json["amount"]) | |
2551 | self.assertEqual("ETH", as_json["currency"]) | |
2552 | self.assertEqual("BTC", as_json["base_currency"]) | |
2553 | self.assertEqual(D("0.1"), as_json["rate"]) | |
2554 | self.assertEqual("pending", as_json["status"]) | |
2555 | self.assertEqual(False, as_json["close_if_possible"]) | |
2556 | self.assertIsNone(as_json["id"]) | |
2557 | self.assertEqual([1, 2], as_json["mouvements"]) | |
2558 | ||
2559 | def test_account(self): | |
2560 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2561 | D("0.1"), "BTC", "long", "market", "trade") | |
2562 | self.assertEqual("exchange", order.account) | |
2563 | ||
2564 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
2565 | D("0.1"), "BTC", "short", "market", "trade") | |
2566 | self.assertEqual("margin", order.account) | |
2567 | ||
2568 | def test_pending(self): | |
2569 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2570 | D("0.1"), "BTC", "long", "market", "trade") | |
2571 | self.assertTrue(order.pending) | |
2572 | order.status = "open" | |
2573 | self.assertFalse(order.pending) | |
2574 | ||
2575 | def test_open(self): | |
2576 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2577 | D("0.1"), "BTC", "long", "market", "trade") | |
2578 | self.assertFalse(order.open) | |
2579 | order.status = "open" | |
2580 | self.assertTrue(order.open) | |
2581 | ||
2582 | def test_finished(self): | |
2583 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2584 | D("0.1"), "BTC", "long", "market", "trade") | |
2585 | self.assertFalse(order.finished) | |
2586 | order.status = "closed" | |
2587 | self.assertTrue(order.finished) | |
2588 | order.status = "canceled" | |
2589 | self.assertTrue(order.finished) | |
2590 | order.status = "error" | |
2591 | self.assertTrue(order.finished) | |
2592 | ||
2593 | @mock.patch.object(portfolio.Order, "fetch") | |
2594 | def test_cancel(self, fetch): | |
2595 | with self.subTest(debug=True): | |
2596 | self.m.debug = True | |
2597 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2598 | D("0.1"), "BTC", "long", self.m, "trade") | |
2599 | order.status = "open" | |
2600 | ||
2601 | order.cancel() | |
2602 | self.m.ccxt.cancel_order.assert_not_called() | |
2603 | self.m.report.log_debug_action.assert_called_once() | |
2604 | self.m.report.log_debug_action.reset_mock() | |
2605 | self.assertEqual("canceled", order.status) | |
2606 | ||
2607 | with self.subTest(desc="Nominal case"): | |
2608 | self.m.debug = False | |
2609 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2610 | D("0.1"), "BTC", "long", self.m, "trade") | |
2611 | order.status = "open" | |
2612 | order.id = 42 | |
2613 | ||
2614 | order.cancel() | |
2615 | self.m.ccxt.cancel_order.assert_called_with(42) | |
2616 | fetch.assert_called_once_with() | |
2617 | self.m.report.log_debug_action.assert_not_called() | |
2618 | ||
2619 | with self.subTest(exception=True): | |
2620 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
2621 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2622 | D("0.1"), "BTC", "long", self.m, "trade") | |
2623 | order.status = "open" | |
2624 | order.id = 42 | |
2625 | order.cancel() | |
2626 | self.m.ccxt.cancel_order.assert_called_with(42) | |
2627 | self.m.report.log_error.assert_called_once() | |
2628 | ||
2629 | self.m.reset_mock() | |
2630 | with self.subTest(id=None): | |
2631 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
2632 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2633 | D("0.1"), "BTC", "long", self.m, "trade") | |
2634 | order.status = "open" | |
2635 | order.cancel() | |
2636 | self.m.ccxt.cancel_order.assert_not_called() | |
2637 | ||
2638 | self.m.reset_mock() | |
2639 | with self.subTest(open=False): | |
2640 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
2641 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2642 | D("0.1"), "BTC", "long", self.m, "trade") | |
2643 | order.status = "closed" | |
2644 | order.cancel() | |
2645 | self.m.ccxt.cancel_order.assert_not_called() | |
2646 | ||
2647 | def test_dust_amount_remaining(self): | |
2648 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2649 | D("0.1"), "BTC", "long", self.m, "trade") | |
2650 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) | |
2651 | self.assertFalse(order.dust_amount_remaining()) | |
2652 | ||
2653 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | |
2654 | self.assertTrue(order.dust_amount_remaining()) | |
2655 | ||
2656 | @mock.patch.object(portfolio.Order, "fetch") | |
2657 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
2658 | def test_remaining_amount(self, filled_amount, fetch): | |
2659 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2660 | D("0.1"), "BTC", "long", self.m, "trade") | |
2661 | ||
2662 | self.assertEqual(9, order.remaining_amount().value) | |
2663 | ||
2664 | order.status = "open" | |
2665 | self.assertEqual(9, order.remaining_amount().value) | |
2666 | ||
2667 | @mock.patch.object(portfolio.Order, "fetch") | |
2668 | def test_filled_amount(self, fetch): | |
2669 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2670 | D("0.1"), "BTC", "long", self.m, "trade") | |
2671 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
2672 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2673 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2674 | "amount": "3", "total": "0.3" | |
2675 | })) | |
2676 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
2677 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
2678 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
2679 | "amount": "2", "total": "0.4" | |
2680 | })) | |
2681 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
2682 | fetch.assert_not_called() | |
2683 | order.status = "open" | |
2684 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
2685 | fetch.assert_called_once() | |
2686 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
2687 | ||
2688 | def test_fetch_mouvements(self): | |
2689 | self.m.ccxt.privatePostReturnOrderTrades.return_value = [ | |
2690 | { | |
2691 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2692 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2693 | "amount": "3", "total": "0.3" | |
2694 | }, | |
2695 | { | |
2696 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
2697 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
2698 | "amount": "2", "total": "0.4" | |
2699 | } | |
2700 | ] | |
2701 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2702 | D("0.1"), "BTC", "long", self.m, "trade") | |
2703 | order.id = 12 | |
2704 | order.mouvements = ["Foo", "Bar", "Baz"] | |
2705 | ||
2706 | order.fetch_mouvements() | |
2707 | ||
2708 | self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) | |
2709 | self.assertEqual(2, len(order.mouvements)) | |
2710 | self.assertEqual(42, order.mouvements[0].id) | |
2711 | self.assertEqual(43, order.mouvements[1].id) | |
2712 | ||
2713 | self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError | |
2714 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2715 | D("0.1"), "BTC", "long", self.m, "trade") | |
2716 | order.fetch_mouvements() | |
2717 | self.assertEqual(0, len(order.mouvements)) | |
2718 | ||
2719 | def test_mark_finished_order(self): | |
2720 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2721 | D("0.1"), "BTC", "short", self.m, "trade", | |
2722 | close_if_possible=True) | |
2723 | order.status = "closed" | |
2724 | self.m.debug = False | |
2725 | ||
2726 | order.mark_finished_order() | |
2727 | self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") | |
2728 | self.m.ccxt.close_margin_position.reset_mock() | |
2729 | ||
2730 | order.status = "open" | |
2731 | order.mark_finished_order() | |
2732 | self.m.ccxt.close_margin_position.assert_not_called() | |
2733 | ||
2734 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2735 | D("0.1"), "BTC", "short", self.m, "trade", | |
2736 | close_if_possible=False) | |
2737 | order.status = "closed" | |
2738 | order.mark_finished_order() | |
2739 | self.m.ccxt.close_margin_position.assert_not_called() | |
2740 | ||
2741 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
2742 | D("0.1"), "BTC", "short", self.m, "trade", | |
2743 | close_if_possible=True) | |
2744 | order.status = "closed" | |
2745 | order.mark_finished_order() | |
2746 | self.m.ccxt.close_margin_position.assert_not_called() | |
2747 | ||
2748 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2749 | D("0.1"), "BTC", "long", self.m, "trade", | |
2750 | close_if_possible=True) | |
2751 | order.status = "closed" | |
2752 | order.mark_finished_order() | |
2753 | self.m.ccxt.close_margin_position.assert_not_called() | |
2754 | ||
2755 | self.m.debug = True | |
2756 | ||
2757 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2758 | D("0.1"), "BTC", "short", self.m, "trade", | |
2759 | close_if_possible=True) | |
2760 | order.status = "closed" | |
2761 | ||
2762 | order.mark_finished_order() | |
2763 | self.m.ccxt.close_margin_position.assert_not_called() | |
2764 | self.m.report.log_debug_action.assert_called_once() | |
2765 | ||
2766 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
2767 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
2768 | def test_fetch(self, mark_finished_order, fetch_mouvements): | |
2769 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2770 | D("0.1"), "BTC", "long", self.m, "trade") | |
2771 | order.id = 45 | |
2772 | with self.subTest(debug=True): | |
2773 | self.m.debug = True | |
2774 | order.fetch() | |
2775 | self.m.report.log_debug_action.assert_called_once() | |
2776 | self.m.report.log_debug_action.reset_mock() | |
2777 | self.m.ccxt.fetch_order.assert_not_called() | |
2778 | mark_finished_order.assert_not_called() | |
2779 | fetch_mouvements.assert_not_called() | |
2780 | ||
2781 | with self.subTest(debug=False): | |
2782 | self.m.debug = False | |
2783 | self.m.ccxt.fetch_order.return_value = { | |
2784 | "status": "foo", | |
2785 | "datetime": "timestamp" | |
2786 | } | |
2787 | order.fetch() | |
2788 | ||
2789 | self.m.ccxt.fetch_order.assert_called_once_with(45) | |
2790 | fetch_mouvements.assert_called_once() | |
2791 | self.assertEqual("foo", order.status) | |
2792 | self.assertEqual("timestamp", order.timestamp) | |
2793 | self.assertEqual(1, len(order.results)) | |
2794 | self.m.report.log_debug_action.assert_not_called() | |
2795 | mark_finished_order.assert_called_once() | |
2796 | ||
2797 | mark_finished_order.reset_mock() | |
2798 | with self.subTest(missing_order=True): | |
2799 | self.m.ccxt.fetch_order.side_effect = [ | |
2800 | portfolio.OrderNotCached, | |
2801 | ] | |
2802 | order.fetch() | |
2803 | self.assertEqual("closed_unknown", order.status) | |
2804 | mark_finished_order.assert_called_once() | |
2805 | ||
2806 | @mock.patch.object(portfolio.Order, "fetch") | |
2807 | def test_get_status(self, fetch): | |
2808 | with self.subTest(debug=True): | |
2809 | self.m.debug = True | |
2810 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2811 | D("0.1"), "BTC", "long", self.m, "trade") | |
2812 | self.assertEqual("pending", order.get_status()) | |
2813 | fetch.assert_not_called() | |
2814 | self.m.report.log_debug_action.assert_called_once() | |
2815 | ||
2816 | with self.subTest(debug=False, finished=False): | |
2817 | self.m.debug = False | |
2818 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2819 | D("0.1"), "BTC", "long", self.m, "trade") | |
2820 | def _fetch(order): | |
2821 | def update_status(): | |
2822 | order.status = "open" | |
2823 | return update_status | |
2824 | fetch.side_effect = _fetch(order) | |
2825 | self.assertEqual("open", order.get_status()) | |
2826 | fetch.assert_called_once() | |
2827 | ||
2828 | fetch.reset_mock() | |
2829 | with self.subTest(debug=False, finished=True): | |
2830 | self.m.debug = False | |
2831 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2832 | D("0.1"), "BTC", "long", self.m, "trade") | |
2833 | def _fetch(order): | |
2834 | def update_status(): | |
2835 | order.status = "closed" | |
2836 | return update_status | |
2837 | fetch.side_effect = _fetch(order) | |
2838 | self.assertEqual("closed", order.get_status()) | |
2839 | fetch.assert_called_once() | |
2840 | ||
2841 | def test_run(self): | |
2842 | self.m.ccxt.order_precision.return_value = 4 | |
2843 | with self.subTest(debug=True): | |
2844 | self.m.debug = True | |
2845 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2846 | D("0.1"), "BTC", "long", self.m, "trade") | |
2847 | order.run() | |
2848 | self.m.ccxt.create_order.assert_not_called() | |
2849 | self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") | |
2850 | self.assertEqual("open", order.status) | |
2851 | self.assertEqual(1, len(order.results)) | |
2852 | self.assertEqual(-1, order.id) | |
2853 | ||
2854 | self.m.ccxt.create_order.reset_mock() | |
2855 | with self.subTest(debug=False): | |
2856 | self.m.debug = False | |
2857 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2858 | D("0.1"), "BTC", "long", self.m, "trade") | |
2859 | self.m.ccxt.create_order.return_value = { "id": 123 } | |
2860 | order.run() | |
2861 | self.m.ccxt.create_order.assert_called_once() | |
2862 | self.assertEqual(1, len(order.results)) | |
2863 | self.assertEqual("open", order.status) | |
2864 | ||
2865 | self.m.ccxt.create_order.reset_mock() | |
2866 | with self.subTest(exception=True): | |
2867 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2868 | D("0.1"), "BTC", "long", self.m, "trade") | |
2869 | self.m.ccxt.create_order.side_effect = Exception("bouh") | |
2870 | order.run() | |
2871 | self.m.ccxt.create_order.assert_called_once() | |
2872 | self.assertEqual(0, len(order.results)) | |
2873 | self.assertEqual("error", order.status) | |
2874 | self.m.report.log_error.assert_called_once() | |
2875 | ||
2876 | self.m.ccxt.create_order.reset_mock() | |
2877 | with self.subTest(dust_amount_exception=True),\ | |
2878 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
2879 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
2880 | D("0.1"), "BTC", "long", self.m, "trade") | |
2881 | self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder | |
2882 | order.run() | |
2883 | self.m.ccxt.create_order.assert_called_once() | |
2884 | self.assertEqual(0, len(order.results)) | |
2885 | self.assertEqual("closed", order.status) | |
2886 | mark_finished_order.assert_called_once() | |
2887 | ||
2888 | self.m.ccxt.order_precision.return_value = 8 | |
2889 | self.m.ccxt.create_order.reset_mock() | |
2890 | with self.subTest(insufficient_funds=True),\ | |
2891 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
2892 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
2893 | D("0.1"), "BTC", "long", self.m, "trade") | |
2894 | self.m.ccxt.create_order.side_effect = [ | |
2895 | portfolio.InsufficientFunds, | |
2896 | portfolio.InsufficientFunds, | |
2897 | portfolio.InsufficientFunds, | |
2898 | { "id": 123 }, | |
2899 | ] | |
2900 | order.run() | |
2901 | self.m.ccxt.create_order.assert_has_calls([ | |
2902 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
2903 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
2904 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
2905 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
2906 | ]) | |
2907 | self.assertEqual(4, self.m.ccxt.create_order.call_count) | |
2908 | self.assertEqual(1, len(order.results)) | |
2909 | self.assertEqual("open", order.status) | |
2910 | self.assertEqual(4, order.tries) | |
2911 | self.m.report.log_error.assert_called() | |
2912 | self.assertEqual(4, self.m.report.log_error.call_count) | |
2913 | ||
2914 | self.m.ccxt.order_precision.return_value = 8 | |
2915 | self.m.ccxt.create_order.reset_mock() | |
2916 | self.m.report.log_error.reset_mock() | |
2917 | with self.subTest(insufficient_funds=True),\ | |
2918 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
2919 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
2920 | D("0.1"), "BTC", "long", self.m, "trade") | |
2921 | self.m.ccxt.create_order.side_effect = [ | |
2922 | portfolio.InsufficientFunds, | |
2923 | portfolio.InsufficientFunds, | |
2924 | portfolio.InsufficientFunds, | |
2925 | portfolio.InsufficientFunds, | |
2926 | portfolio.InsufficientFunds, | |
2927 | ] | |
2928 | order.run() | |
2929 | self.m.ccxt.create_order.assert_has_calls([ | |
2930 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
2931 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
2932 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
2933 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
2934 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), | |
2935 | ]) | |
2936 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
2937 | self.assertEqual(0, len(order.results)) | |
2938 | self.assertEqual("error", order.status) | |
2939 | self.assertEqual(5, order.tries) | |
2940 | self.m.report.log_error.assert_called() | |
2941 | self.assertEqual(5, self.m.report.log_error.call_count) | |
2942 | 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) | |
2943 | ||
2944 | ||
2945 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2946 | class MouvementTest(WebMockTestCase): | |
2947 | def test_values(self): | |
2948 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
2949 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2950 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2951 | "amount": "10", "total": "1" | |
2952 | }) | |
2953 | self.assertEqual("ETH", mouvement.currency) | |
2954 | self.assertEqual("BTC", mouvement.base_currency) | |
2955 | self.assertEqual(42, mouvement.id) | |
2956 | self.assertEqual("buy", mouvement.action) | |
2957 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
2958 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | |
2959 | self.assertEqual(D("0.1"), mouvement.rate) | |
2960 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
2961 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
2962 | ||
2963 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) | |
2964 | self.assertIsNone(mouvement.date) | |
2965 | self.assertIsNone(mouvement.id) | |
2966 | self.assertIsNone(mouvement.action) | |
2967 | self.assertEqual(-1, mouvement.fee_rate) | |
2968 | self.assertEqual(0, mouvement.rate) | |
2969 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
2970 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
2971 | ||
2972 | def test__repr(self): | |
2973 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
2974 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2975 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2976 | "amount": "10", "total": "1" | |
2977 | }) | |
2978 | self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) | |
2979 | ||
2980 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
2981 | "tradeID": 42, "type": "buy", | |
2982 | "date": "garbage", "rate": "0.1", | |
2983 | "amount": "10", "total": "1" | |
2984 | }) | |
2985 | self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) | |
2986 | ||
2987 | def test_as_json(self): | |
2988 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
2989 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2990 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2991 | "amount": "10", "total": "1" | |
2992 | }) | |
2993 | as_json = mouvement.as_json() | |
2994 | ||
2995 | self.assertEqual(D("0.0015"), as_json["fee_rate"]) | |
2996 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) | |
2997 | self.assertEqual("buy", as_json["action"]) | |
2998 | self.assertEqual(D("10"), as_json["total"]) | |
2999 | self.assertEqual(D("1"), as_json["total_in_base"]) | |
3000 | self.assertEqual("BTC", as_json["base_currency"]) | |
3001 | self.assertEqual("ETH", as_json["currency"]) | |
3002 | ||
3003 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
3004 | class ReportStoreTest(WebMockTestCase): | |
3005 | def test_add_log(self): | |
3006 | report_store = market.ReportStore(self.m) | |
3007 | report_store.add_log({"foo": "bar"}) | |
3008 | ||
3009 | self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) | |
3010 | ||
3011 | def test_set_verbose(self): | |
3012 | report_store = market.ReportStore(self.m) | |
3013 | with self.subTest(verbose=True): | |
3014 | report_store.set_verbose(True) | |
3015 | self.assertTrue(report_store.verbose_print) | |
3016 | ||
3017 | with self.subTest(verbose=False): | |
3018 | report_store.set_verbose(False) | |
3019 | self.assertFalse(report_store.verbose_print) | |
3020 | ||
3021 | def test_merge(self): | |
3022 | report_store1 = market.ReportStore(self.m, verbose_print=False) | |
3023 | report_store2 = market.ReportStore(None, verbose_print=False) | |
3024 | ||
3025 | report_store2.log_stage("1") | |
3026 | report_store1.log_stage("2") | |
3027 | report_store2.log_stage("3") | |
3028 | ||
3029 | report_store1.merge(report_store2) | |
3030 | ||
3031 | self.assertEqual(3, len(report_store1.logs)) | |
3032 | self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs))) | |
3033 | self.assertEqual(6, len(report_store1.print_logs)) | |
3034 | ||
3035 | def test_print_log(self): | |
3036 | report_store = market.ReportStore(self.m) | |
3037 | with self.subTest(verbose=True),\ | |
3038 | mock.patch.object(store, "datetime") as time_mock,\ | |
3039 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
3040 | time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10) | |
3041 | report_store.set_verbose(True) | |
3042 | report_store.print_log("Coucou") | |
3043 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
3044 | self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n") | |
3045 | ||
3046 | with self.subTest(verbose=False),\ | |
3047 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
3048 | report_store.set_verbose(False) | |
3049 | report_store.print_log("Coucou") | |
3050 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
3051 | self.assertEqual(stdout_mock.getvalue(), "") | |
3052 | ||
3053 | def test_to_json(self): | |
3054 | report_store = market.ReportStore(self.m) | |
3055 | report_store.logs.append({"foo": "bar"}) | |
3056 | self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json()) | |
3057 | report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) | |
3058 | self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json()) | |
3059 | report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) | |
3060 | self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json()) | |
3061 | ||
3062 | @mock.patch.object(market.ReportStore, "print_log") | |
3063 | @mock.patch.object(market.ReportStore, "add_log") | |
3064 | def test_log_stage(self, add_log, print_log): | |
3065 | report_store = market.ReportStore(self.m) | |
3066 | c = lambda x: x | |
3067 | report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1)) | |
3068 | print_log.assert_has_calls([ | |
3069 | mock.call("-----------"), | |
3070 | mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"), | |
3071 | ]) | |
3072 | add_log.assert_called_once_with({ | |
3073 | 'type': 'stage', | |
3074 | 'stage': 'foo', | |
3075 | 'args': { | |
3076 | 'bar': 'baz', | |
3077 | 'c': 'c = lambda x: x', | |
3078 | 'd': { | |
3079 | 'currency': 'BTC', | |
3080 | 'value': D('1') | |
3081 | } | |
3082 | } | |
3083 | }) | |
3084 | ||
3085 | @mock.patch.object(market.ReportStore, "print_log") | |
3086 | @mock.patch.object(market.ReportStore, "add_log") | |
3087 | def test_log_balances(self, add_log, print_log): | |
3088 | report_store = market.ReportStore(self.m) | |
3089 | self.m.balances.as_json.return_value = "json" | |
3090 | self.m.balances.all = { "FOO": "bar", "BAR": "baz" } | |
3091 | ||
3092 | report_store.log_balances(tag="tag") | |
3093 | print_log.assert_has_calls([ | |
3094 | mock.call("[Balance]"), | |
3095 | mock.call("\tbar"), | |
3096 | mock.call("\tbaz"), | |
3097 | ]) | |
3098 | add_log.assert_called_once_with({ | |
3099 | 'type': 'balance', | |
3100 | 'balances': 'json', | |
3101 | 'tag': 'tag' | |
3102 | }) | |
3103 | ||
3104 | @mock.patch.object(market.ReportStore, "print_log") | |
3105 | @mock.patch.object(market.ReportStore, "add_log") | |
3106 | def test_log_tickers(self, add_log, print_log): | |
3107 | report_store = market.ReportStore(self.m) | |
3108 | amounts = { | |
3109 | "BTC": portfolio.Amount("BTC", 10), | |
3110 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
3111 | } | |
3112 | amounts["ETH"].rate = D("0.1") | |
3113 | ||
3114 | report_store.log_tickers(amounts, "BTC", "default", "total") | |
3115 | print_log.assert_not_called() | |
3116 | add_log.assert_called_once_with({ | |
3117 | 'type': 'tickers', | |
3118 | 'compute_value': 'default', | |
3119 | 'balance_type': 'total', | |
3120 | 'currency': 'BTC', | |
3121 | 'balances': { | |
3122 | 'BTC': D('10'), | |
3123 | 'ETH': D('0.3') | |
3124 | }, | |
3125 | 'rates': { | |
3126 | 'BTC': None, | |
3127 | 'ETH': D('0.1') | |
3128 | }, | |
3129 | 'total': D('10.3') | |
3130 | }) | |
3131 | ||
3132 | add_log.reset_mock() | |
3133 | compute_value = lambda x: x["bid"] | |
3134 | report_store.log_tickers(amounts, "BTC", compute_value, "total") | |
3135 | add_log.assert_called_once_with({ | |
3136 | 'type': 'tickers', | |
3137 | 'compute_value': 'compute_value = lambda x: x["bid"]', | |
3138 | 'balance_type': 'total', | |
3139 | 'currency': 'BTC', | |
3140 | 'balances': { | |
3141 | 'BTC': D('10'), | |
3142 | 'ETH': D('0.3') | |
3143 | }, | |
3144 | 'rates': { | |
3145 | 'BTC': None, | |
3146 | 'ETH': D('0.1') | |
3147 | }, | |
3148 | 'total': D('10.3') | |
3149 | }) | |
3150 | ||
3151 | @mock.patch.object(market.ReportStore, "print_log") | |
3152 | @mock.patch.object(market.ReportStore, "add_log") | |
3153 | def test_log_dispatch(self, add_log, print_log): | |
3154 | report_store = market.ReportStore(self.m) | |
3155 | amount = portfolio.Amount("BTC", "10.3") | |
3156 | amounts = { | |
3157 | "BTC": portfolio.Amount("BTC", 10), | |
3158 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
3159 | } | |
3160 | report_store.log_dispatch(amount, amounts, "medium", "repartition") | |
3161 | print_log.assert_not_called() | |
3162 | add_log.assert_called_once_with({ | |
3163 | 'type': 'dispatch', | |
3164 | 'liquidity': 'medium', | |
3165 | 'repartition_ratio': 'repartition', | |
3166 | 'total_amount': { | |
3167 | 'currency': 'BTC', | |
3168 | 'value': D('10.3') | |
3169 | }, | |
3170 | 'repartition': { | |
3171 | 'BTC': D('10'), | |
3172 | 'ETH': D('0.3') | |
3173 | } | |
3174 | }) | |
3175 | ||
3176 | @mock.patch.object(market.ReportStore, "print_log") | |
3177 | @mock.patch.object(market.ReportStore, "add_log") | |
3178 | def test_log_trades(self, add_log, print_log): | |
3179 | report_store = market.ReportStore(self.m) | |
3180 | trade_mock1 = mock.Mock() | |
3181 | trade_mock2 = mock.Mock() | |
3182 | trade_mock1.as_json.return_value = { "trade": "1" } | |
3183 | trade_mock2.as_json.return_value = { "trade": "2" } | |
3184 | ||
3185 | matching_and_trades = [ | |
3186 | (True, trade_mock1), | |
3187 | (False, trade_mock2), | |
3188 | ] | |
3189 | report_store.log_trades(matching_and_trades, "only") | |
3190 | ||
3191 | print_log.assert_not_called() | |
3192 | add_log.assert_called_with({ | |
3193 | 'type': 'trades', | |
3194 | 'only': 'only', | |
3195 | 'debug': False, | |
3196 | 'trades': [ | |
3197 | {'trade': '1', 'skipped': False}, | |
3198 | {'trade': '2', 'skipped': True} | |
3199 | ] | |
3200 | }) | |
3201 | ||
3202 | @mock.patch.object(market.ReportStore, "print_log") | |
3203 | @mock.patch.object(market.ReportStore, "add_log") | |
3204 | def test_log_orders(self, add_log, print_log): | |
3205 | report_store = market.ReportStore(self.m) | |
3206 | ||
3207 | order_mock1 = mock.Mock() | |
3208 | order_mock2 = mock.Mock() | |
3209 | ||
3210 | order_mock1.as_json.return_value = "order1" | |
3211 | order_mock2.as_json.return_value = "order2" | |
3212 | ||
3213 | orders = [order_mock1, order_mock2] | |
3214 | ||
3215 | report_store.log_orders(orders, tick="tick", | |
3216 | only="only", compute_value="compute_value") | |
3217 | ||
3218 | print_log.assert_called_once_with("[Orders]") | |
3219 | self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") | |
3220 | ||
3221 | add_log.assert_called_with({ | |
3222 | 'type': 'orders', | |
3223 | 'only': 'only', | |
3224 | 'compute_value': 'compute_value', | |
3225 | 'tick': 'tick', | |
3226 | 'orders': ['order1', 'order2'] | |
3227 | }) | |
3228 | ||
3229 | add_log.reset_mock() | |
3230 | def compute_value(x, y): | |
3231 | return x[y] | |
3232 | report_store.log_orders(orders, tick="tick", | |
3233 | only="only", compute_value=compute_value) | |
3234 | add_log.assert_called_with({ | |
3235 | 'type': 'orders', | |
3236 | 'only': 'only', | |
3237 | 'compute_value': 'def compute_value(x, y):\n return x[y]', | |
3238 | 'tick': 'tick', | |
3239 | 'orders': ['order1', 'order2'] | |
3240 | }) | |
3241 | ||
3242 | ||
3243 | @mock.patch.object(market.ReportStore, "print_log") | |
3244 | @mock.patch.object(market.ReportStore, "add_log") | |
3245 | def test_log_order(self, add_log, print_log): | |
3246 | report_store = market.ReportStore(self.m) | |
3247 | order_mock = mock.Mock() | |
3248 | order_mock.as_json.return_value = "order" | |
3249 | new_order_mock = mock.Mock() | |
3250 | new_order_mock.as_json.return_value = "new_order" | |
3251 | order_mock.__repr__ = mock.Mock() | |
3252 | order_mock.__repr__.return_value = "Order Mock" | |
3253 | new_order_mock.__repr__ = mock.Mock() | |
3254 | new_order_mock.__repr__.return_value = "New order Mock" | |
3255 | ||
3256 | with self.subTest(finished=True): | |
3257 | report_store.log_order(order_mock, 1, finished=True) | |
3258 | print_log.assert_called_once_with("[Order] Finished Order Mock") | |
3259 | add_log.assert_called_once_with({ | |
3260 | 'type': 'order', | |
3261 | 'tick': 1, | |
3262 | 'update': None, | |
3263 | 'order': 'order', | |
3264 | 'compute_value': None, | |
3265 | 'new_order': None | |
3266 | }) | |
3267 | ||
3268 | add_log.reset_mock() | |
3269 | print_log.reset_mock() | |
3270 | ||
3271 | with self.subTest(update="waiting"): | |
3272 | report_store.log_order(order_mock, 1, update="waiting") | |
3273 | print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") | |
3274 | add_log.assert_called_once_with({ | |
3275 | 'type': 'order', | |
3276 | 'tick': 1, | |
3277 | 'update': 'waiting', | |
3278 | 'order': 'order', | |
3279 | 'compute_value': None, | |
3280 | 'new_order': None | |
3281 | }) | |
3282 | ||
3283 | add_log.reset_mock() | |
3284 | print_log.reset_mock() | |
3285 | with self.subTest(update="adjusting"): | |
3286 | compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 | |
3287 | report_store.log_order(order_mock, 3, | |
3288 | update="adjusting", new_order=new_order_mock, | |
3289 | compute_value=compute_value) | |
3290 | print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") | |
3291 | add_log.assert_called_once_with({ | |
3292 | 'type': 'order', | |
3293 | 'tick': 3, | |
3294 | 'update': 'adjusting', | |
3295 | 'order': 'order', | |
3296 | 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', | |
3297 | 'new_order': 'new_order' | |
3298 | }) | |
3299 | ||
3300 | add_log.reset_mock() | |
3301 | print_log.reset_mock() | |
3302 | with self.subTest(update="market_fallback"): | |
3303 | report_store.log_order(order_mock, 7, | |
3304 | update="market_fallback", new_order=new_order_mock) | |
3305 | print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") | |
3306 | add_log.assert_called_once_with({ | |
3307 | 'type': 'order', | |
3308 | 'tick': 7, | |
3309 | 'update': 'market_fallback', | |
3310 | 'order': 'order', | |
3311 | 'compute_value': None, | |
3312 | 'new_order': 'new_order' | |
3313 | }) | |
3314 | ||
3315 | add_log.reset_mock() | |
3316 | print_log.reset_mock() | |
3317 | with self.subTest(update="market_adjusting"): | |
3318 | report_store.log_order(order_mock, 17, | |
3319 | update="market_adjust", new_order=new_order_mock) | |
3320 | print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") | |
3321 | add_log.assert_called_once_with({ | |
3322 | 'type': 'order', | |
3323 | 'tick': 17, | |
3324 | 'update': 'market_adjust', | |
3325 | 'order': 'order', | |
3326 | 'compute_value': None, | |
3327 | 'new_order': 'new_order' | |
3328 | }) | |
3329 | ||
3330 | @mock.patch.object(market.ReportStore, "print_log") | |
3331 | @mock.patch.object(market.ReportStore, "add_log") | |
3332 | def test_log_move_balances(self, add_log, print_log): | |
3333 | report_store = market.ReportStore(self.m) | |
3334 | needed = { | |
3335 | "BTC": portfolio.Amount("BTC", 10), | |
3336 | "USDT": 1 | |
3337 | } | |
3338 | moving = { | |
3339 | "BTC": portfolio.Amount("BTC", 3), | |
3340 | "USDT": -2 | |
3341 | } | |
3342 | report_store.log_move_balances(needed, moving) | |
3343 | print_log.assert_not_called() | |
3344 | add_log.assert_called_once_with({ | |
3345 | 'type': 'move_balances', | |
3346 | 'debug': False, | |
3347 | 'needed': { | |
3348 | 'BTC': D('10'), | |
3349 | 'USDT': 1 | |
3350 | }, | |
3351 | 'moving': { | |
3352 | 'BTC': D('3'), | |
3353 | 'USDT': -2 | |
3354 | } | |
3355 | }) | |
3356 | ||
3357 | @mock.patch.object(market.ReportStore, "print_log") | |
3358 | @mock.patch.object(market.ReportStore, "add_log") | |
3359 | def test_log_http_request(self, add_log, print_log): | |
3360 | report_store = market.ReportStore(self.m) | |
3361 | response = mock.Mock() | |
3362 | response.status_code = 200 | |
3363 | response.text = "Hey" | |
3364 | ||
3365 | report_store.log_http_request("method", "url", "body", | |
3366 | "headers", response) | |
3367 | print_log.assert_not_called() | |
3368 | add_log.assert_called_once_with({ | |
3369 | 'type': 'http_request', | |
3370 | 'method': 'method', | |
3371 | 'url': 'url', | |
3372 | 'body': 'body', | |
3373 | 'headers': 'headers', | |
3374 | 'status': 200, | |
3375 | 'response': 'Hey' | |
3376 | }) | |
3377 | ||
3378 | @mock.patch.object(market.ReportStore, "print_log") | |
3379 | @mock.patch.object(market.ReportStore, "add_log") | |
3380 | def test_log_error(self, add_log, print_log): | |
3381 | report_store = market.ReportStore(self.m) | |
3382 | with self.subTest(message=None, exception=None): | |
3383 | report_store.log_error("action") | |
3384 | print_log.assert_called_once_with("[Error] action") | |
3385 | add_log.assert_called_once_with({ | |
3386 | 'type': 'error', | |
3387 | 'action': 'action', | |
3388 | 'exception_class': None, | |
3389 | 'exception_message': None, | |
3390 | 'message': None | |
3391 | }) | |
3392 | ||
3393 | print_log.reset_mock() | |
3394 | add_log.reset_mock() | |
3395 | with self.subTest(message="Hey", exception=None): | |
3396 | report_store.log_error("action", message="Hey") | |
3397 | print_log.assert_has_calls([ | |
3398 | mock.call("[Error] action"), | |
3399 | mock.call("\tHey") | |
3400 | ]) | |
3401 | add_log.assert_called_once_with({ | |
3402 | 'type': 'error', | |
3403 | 'action': 'action', | |
3404 | 'exception_class': None, | |
3405 | 'exception_message': None, | |
3406 | 'message': "Hey" | |
3407 | }) | |
3408 | ||
3409 | print_log.reset_mock() | |
3410 | add_log.reset_mock() | |
3411 | with self.subTest(message=None, exception=Exception("bouh")): | |
3412 | report_store.log_error("action", exception=Exception("bouh")) | |
3413 | print_log.assert_has_calls([ | |
3414 | mock.call("[Error] action"), | |
3415 | mock.call("\tException: bouh") | |
3416 | ]) | |
3417 | add_log.assert_called_once_with({ | |
3418 | 'type': 'error', | |
3419 | 'action': 'action', | |
3420 | 'exception_class': "Exception", | |
3421 | 'exception_message': "bouh", | |
3422 | 'message': None | |
3423 | }) | |
3424 | ||
3425 | print_log.reset_mock() | |
3426 | add_log.reset_mock() | |
3427 | with self.subTest(message="Hey", exception=Exception("bouh")): | |
3428 | report_store.log_error("action", message="Hey", exception=Exception("bouh")) | |
3429 | print_log.assert_has_calls([ | |
3430 | mock.call("[Error] action"), | |
3431 | mock.call("\tException: bouh"), | |
3432 | mock.call("\tHey") | |
3433 | ]) | |
3434 | add_log.assert_called_once_with({ | |
3435 | 'type': 'error', | |
3436 | 'action': 'action', | |
3437 | 'exception_class': "Exception", | |
3438 | 'exception_message': "bouh", | |
3439 | 'message': "Hey" | |
3440 | }) | |
3441 | ||
3442 | @mock.patch.object(market.ReportStore, "print_log") | |
3443 | @mock.patch.object(market.ReportStore, "add_log") | |
3444 | def test_log_debug_action(self, add_log, print_log): | |
3445 | report_store = market.ReportStore(self.m) | |
3446 | report_store.log_debug_action("Hey") | |
3447 | ||
3448 | print_log.assert_called_once_with("[Debug] Hey") | |
3449 | add_log.assert_called_once_with({ | |
3450 | 'type': 'debug_action', | |
3451 | 'action': 'Hey' | |
3452 | }) | |
3453 | ||
3454 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
3455 | class MainTest(WebMockTestCase): | |
3456 | def test_make_order(self): | |
3457 | self.m.get_ticker.return_value = { | |
3458 | "inverted": False, | |
3459 | "average": D("0.1"), | |
3460 | "bid": D("0.09"), | |
3461 | "ask": D("0.11"), | |
3462 | } | |
3463 | ||
3464 | with self.subTest(description="nominal case"): | |
3465 | main.make_order(self.m, 10, "ETH") | |
3466 | ||
3467 | self.m.report.log_stage.assert_has_calls([ | |
3468 | mock.call("make_order_begin"), | |
3469 | mock.call("make_order_end"), | |
3470 | ]) | |
3471 | self.m.balances.fetch_balances.assert_has_calls([ | |
3472 | mock.call(tag="make_order_begin"), | |
3473 | mock.call(tag="make_order_end"), | |
3474 | ]) | |
3475 | self.m.trades.all.append.assert_called_once() | |
3476 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3477 | self.assertEqual(False, trade.orders[0].close_if_possible) | |
3478 | self.assertEqual(0, trade.value_from) | |
3479 | self.assertEqual("ETH", trade.currency) | |
3480 | self.assertEqual("BTC", trade.base_currency) | |
3481 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
3482 | self.m.trades.run_orders.assert_called_once_with() | |
3483 | self.m.follow_orders.assert_called_once_with() | |
3484 | ||
3485 | order = trade.orders[0] | |
3486 | self.assertEqual(D("0.10"), order.rate) | |
3487 | ||
3488 | self.m.reset_mock() | |
3489 | with self.subTest(compute_value="default"): | |
3490 | main.make_order(self.m, 10, "ETH", action="dispose", | |
3491 | compute_value="ask") | |
3492 | ||
3493 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3494 | order = trade.orders[0] | |
3495 | self.assertEqual(D("0.11"), order.rate) | |
3496 | ||
3497 | self.m.reset_mock() | |
3498 | with self.subTest(follow=False): | |
3499 | result = main.make_order(self.m, 10, "ETH", follow=False) | |
3500 | ||
3501 | self.m.report.log_stage.assert_has_calls([ | |
3502 | mock.call("make_order_begin"), | |
3503 | mock.call("make_order_end_not_followed"), | |
3504 | ]) | |
3505 | self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") | |
3506 | ||
3507 | self.m.trades.all.append.assert_called_once() | |
3508 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3509 | self.assertEqual(0, trade.value_from) | |
3510 | self.assertEqual("ETH", trade.currency) | |
3511 | self.assertEqual("BTC", trade.base_currency) | |
3512 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
3513 | self.m.trades.run_orders.assert_called_once_with() | |
3514 | self.m.follow_orders.assert_not_called() | |
3515 | self.assertEqual(trade.orders[0], result) | |
3516 | ||
3517 | self.m.reset_mock() | |
3518 | with self.subTest(base_currency="USDT"): | |
3519 | main.make_order(self.m, 1, "BTC", base_currency="USDT") | |
3520 | ||
3521 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3522 | self.assertEqual("BTC", trade.currency) | |
3523 | self.assertEqual("USDT", trade.base_currency) | |
3524 | ||
3525 | self.m.reset_mock() | |
3526 | with self.subTest(close_if_possible=True): | |
3527 | main.make_order(self.m, 10, "ETH", close_if_possible=True) | |
3528 | ||
3529 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3530 | self.assertEqual(True, trade.orders[0].close_if_possible) | |
3531 | ||
3532 | self.m.reset_mock() | |
3533 | with self.subTest(action="dispose"): | |
3534 | main.make_order(self.m, 10, "ETH", action="dispose") | |
3535 | ||
3536 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3537 | self.assertEqual(0, trade.value_to) | |
3538 | self.assertEqual(1, trade.value_from.value) | |
3539 | self.assertEqual("ETH", trade.currency) | |
3540 | self.assertEqual("BTC", trade.base_currency) | |
3541 | ||
3542 | self.m.reset_mock() | |
3543 | with self.subTest(compute_value="default"): | |
3544 | main.make_order(self.m, 10, "ETH", action="dispose", | |
3545 | compute_value="bid") | |
3546 | ||
3547 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
3548 | self.assertEqual(D("0.9"), trade.value_from.value) | |
3549 | ||
3550 | def test_get_user_market(self): | |
3551 | with mock.patch("main.fetch_markets") as main_fetch_markets,\ | |
3552 | mock.patch("main.parse_config") as main_parse_config: | |
3553 | with self.subTest(debug=False): | |
3554 | main_parse_config.return_value = ["pg_config", "report_path"] | |
3555 | main_fetch_markets.return_value = [({"key": "market_config"},)] | |
3556 | m = main.get_user_market("config_path.ini", 1) | |
3557 | ||
3558 | self.assertIsInstance(m, market.Market) | |
3559 | self.assertFalse(m.debug) | |
3560 | ||
3561 | with self.subTest(debug=True): | |
3562 | main_parse_config.return_value = ["pg_config", "report_path"] | |
3563 | main_fetch_markets.return_value = [({"key": "market_config"},)] | |
3564 | m = main.get_user_market("config_path.ini", 1, debug=True) | |
3565 | ||
3566 | self.assertIsInstance(m, market.Market) | |
3567 | self.assertTrue(m.debug) | |
3568 | ||
3569 | def test_process(self): | |
3570 | with mock.patch("market.Market") as market_mock,\ | |
3571 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
3572 | ||
3573 | args_mock = mock.Mock() | |
3574 | args_mock.action = "action" | |
3575 | args_mock.config = "config" | |
3576 | args_mock.user = "user" | |
3577 | args_mock.debug = "debug" | |
3578 | args_mock.before = "before" | |
3579 | args_mock.after = "after" | |
3580 | self.assertEqual("", stdout_mock.getvalue()) | |
3581 | ||
3582 | main.process("config", 1, "report_path", args_mock) | |
3583 | ||
3584 | market_mock.from_config.assert_has_calls([ | |
3585 | mock.call("config", args_mock, user_id=1, report_path="report_path"), | |
3586 | mock.call().process("action", before="before", after="after"), | |
3587 | ]) | |
3588 | ||
3589 | with self.subTest(exception=True): | |
3590 | market_mock.from_config.side_effect = Exception("boo") | |
3591 | main.process("config", 1, "report_path", args_mock) | |
3592 | self.assertEqual("Exception: boo\n", stdout_mock.getvalue()) | |
3593 | ||
3594 | def test_main(self): | |
3595 | with self.subTest(parallel=False): | |
3596 | with mock.patch("main.parse_args") as parse_args,\ | |
3597 | mock.patch("main.parse_config") as parse_config,\ | |
3598 | mock.patch("main.fetch_markets") as fetch_markets,\ | |
3599 | mock.patch("main.process") as process: | |
3600 | ||
3601 | args_mock = mock.Mock() | |
3602 | args_mock.parallel = False | |
3603 | args_mock.config = "config" | |
3604 | args_mock.user = "user" | |
3605 | parse_args.return_value = args_mock | |
3606 | ||
3607 | parse_config.return_value = ["pg_config", "report_path"] | |
3608 | ||
3609 | fetch_markets.return_value = [["config1", 1], ["config2", 2]] | |
3610 | ||
3611 | main.main(["Foo", "Bar"]) | |
3612 | ||
3613 | parse_args.assert_called_with(["Foo", "Bar"]) | |
3614 | parse_config.assert_called_with("config") | |
3615 | fetch_markets.assert_called_with("pg_config", "user") | |
3616 | ||
3617 | self.assertEqual(2, process.call_count) | |
3618 | process.assert_has_calls([ | |
3619 | mock.call("config1", 1, "report_path", args_mock), | |
3620 | mock.call("config2", 2, "report_path", args_mock), | |
3621 | ]) | |
3622 | with self.subTest(parallel=True): | |
3623 | with mock.patch("main.parse_args") as parse_args,\ | |
3624 | mock.patch("main.parse_config") as parse_config,\ | |
3625 | mock.patch("main.fetch_markets") as fetch_markets,\ | |
3626 | mock.patch("main.process") as process,\ | |
3627 | mock.patch("store.Portfolio.start_worker") as start: | |
3628 | ||
3629 | args_mock = mock.Mock() | |
3630 | args_mock.parallel = True | |
3631 | args_mock.config = "config" | |
3632 | args_mock.user = "user" | |
3633 | parse_args.return_value = args_mock | |
3634 | ||
3635 | parse_config.return_value = ["pg_config", "report_path"] | |
3636 | ||
3637 | fetch_markets.return_value = [["config1", 1], ["config2", 2]] | |
3638 | ||
3639 | main.main(["Foo", "Bar"]) | |
3640 | ||
3641 | parse_args.assert_called_with(["Foo", "Bar"]) | |
3642 | parse_config.assert_called_with("config") | |
3643 | fetch_markets.assert_called_with("pg_config", "user") | |
3644 | ||
3645 | start.assert_called_once_with() | |
3646 | self.assertEqual(2, process.call_count) | |
3647 | process.assert_has_calls([ | |
3648 | mock.call.__bool__(), | |
3649 | mock.call("config1", 1, "report_path", args_mock), | |
3650 | mock.call.__bool__(), | |
3651 | mock.call("config2", 2, "report_path", args_mock), | |
3652 | ]) | |
3653 | ||
3654 | @mock.patch.object(main.sys, "exit") | |
3655 | @mock.patch("main.configparser") | |
3656 | @mock.patch("main.os") | |
3657 | def test_parse_config(self, os, configparser, exit): | |
3658 | with self.subTest(pg_config=True, report_path=None): | |
3659 | config_mock = mock.MagicMock() | |
3660 | configparser.ConfigParser.return_value = config_mock | |
3661 | def config(element): | |
3662 | return element == "postgresql" | |
3663 | ||
3664 | config_mock.__contains__.side_effect = config | |
3665 | config_mock.__getitem__.return_value = "pg_config" | |
3666 | ||
3667 | result = main.parse_config("configfile") | |
3668 | ||
3669 | config_mock.read.assert_called_with("configfile") | |
3670 | ||
3671 | self.assertEqual(["pg_config", None], result) | |
3672 | ||
3673 | with self.subTest(pg_config=True, report_path="present"): | |
3674 | config_mock = mock.MagicMock() | |
3675 | configparser.ConfigParser.return_value = config_mock | |
3676 | ||
3677 | config_mock.__contains__.return_value = True | |
3678 | config_mock.__getitem__.side_effect = [ | |
3679 | {"report_path": "report_path"}, | |
3680 | {"report_path": "report_path"}, | |
3681 | "pg_config", | |
3682 | ] | |
3683 | ||
3684 | os.path.exists.return_value = False | |
3685 | result = main.parse_config("configfile") | |
3686 | ||
3687 | config_mock.read.assert_called_with("configfile") | |
3688 | self.assertEqual(["pg_config", "report_path"], result) | |
3689 | os.path.exists.assert_called_once_with("report_path") | |
3690 | os.makedirs.assert_called_once_with("report_path") | |
3691 | ||
3692 | with self.subTest(pg_config=False),\ | |
3693 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
3694 | config_mock = mock.MagicMock() | |
3695 | configparser.ConfigParser.return_value = config_mock | |
3696 | result = main.parse_config("configfile") | |
3697 | ||
3698 | config_mock.read.assert_called_with("configfile") | |
3699 | exit.assert_called_once_with(1) | |
3700 | self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) | |
3701 | ||
3702 | @mock.patch.object(main.sys, "exit") | |
3703 | def test_parse_args(self, exit): | |
3704 | with self.subTest(config="config.ini"): | |
3705 | args = main.parse_args([]) | |
3706 | self.assertEqual("config.ini", args.config) | |
3707 | self.assertFalse(args.before) | |
3708 | self.assertFalse(args.after) | |
3709 | self.assertFalse(args.debug) | |
3710 | ||
3711 | args = main.parse_args(["--before", "--after", "--debug"]) | |
3712 | self.assertTrue(args.before) | |
3713 | self.assertTrue(args.after) | |
3714 | self.assertTrue(args.debug) | |
3715 | ||
3716 | exit.assert_not_called() | |
3717 | ||
3718 | with self.subTest(config="inexistant"),\ | |
3719 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
3720 | args = main.parse_args(["--config", "foo.bar"]) | |
3721 | exit.assert_called_once_with(1) | |
3722 | self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) | |
3723 | ||
3724 | @mock.patch.object(main, "psycopg2") | |
3725 | def test_fetch_markets(self, psycopg2): | |
3726 | connect_mock = mock.Mock() | |
3727 | cursor_mock = mock.MagicMock() | |
3728 | cursor_mock.__iter__.return_value = ["row_1", "row_2"] | |
3729 | ||
3730 | connect_mock.cursor.return_value = cursor_mock | |
3731 | psycopg2.connect.return_value = connect_mock | |
3732 | ||
3733 | with self.subTest(user=None): | |
3734 | rows = list(main.fetch_markets({"foo": "bar"}, None)) | |
3735 | ||
3736 | psycopg2.connect.assert_called_once_with(foo="bar") | |
3737 | cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") | |
3738 | ||
3739 | self.assertEqual(["row_1", "row_2"], rows) | |
3740 | ||
3741 | psycopg2.connect.reset_mock() | |
3742 | cursor_mock.execute.reset_mock() | |
3743 | with self.subTest(user=1): | |
3744 | rows = list(main.fetch_markets({"foo": "bar"}, 1)) | |
3745 | ||
3746 | psycopg2.connect.assert_called_once_with(foo="bar") | |
3747 | cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) | |
3748 | ||
3749 | self.assertEqual(["row_1", "row_2"], rows) | |
3750 | ||
3751 | ||
3752 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
3753 | class ProcessorTest(WebMockTestCase): | |
3754 | def test_values(self): | |
3755 | processor = market.Processor(self.m) | |
3756 | ||
3757 | self.assertEqual(self.m, processor.market) | |
3758 | ||
3759 | def test_run_action(self): | |
3760 | processor = market.Processor(self.m) | |
3761 | ||
3762 | with mock.patch.object(processor, "parse_args") as parse_args: | |
3763 | method_mock = mock.Mock() | |
3764 | parse_args.return_value = [method_mock, { "foo": "bar" }] | |
3765 | ||
3766 | processor.run_action("foo", "bar", "baz") | |
3767 | ||
3768 | parse_args.assert_called_with("foo", "bar", "baz") | |
3769 | ||
3770 | method_mock.assert_called_with(foo="bar") | |
3771 | ||
3772 | processor.run_action("wait_for_recent", "bar", "baz") | |
3773 | ||
3774 | method_mock.assert_called_with(foo="bar") | |
3775 | ||
3776 | def test_select_step(self): | |
3777 | processor = market.Processor(self.m) | |
3778 | ||
3779 | scenario = processor.scenarios["sell_all"] | |
3780 | ||
3781 | self.assertEqual(scenario, processor.select_steps(scenario, "all")) | |
3782 | self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) | |
3783 | self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) | |
3784 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) | |
3785 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) | |
3786 | ||
3787 | with self.assertRaises(TypeError): | |
3788 | processor.select_steps(scenario, ["wait"]) | |
3789 | ||
3790 | @mock.patch("market.Processor.process_step") | |
3791 | def test_process(self, process_step): | |
3792 | processor = market.Processor(self.m) | |
3793 | ||
3794 | processor.process("sell_all", foo="bar") | |
3795 | self.assertEqual(3, process_step.call_count) | |
3796 | ||
3797 | steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) | |
3798 | scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) | |
3799 | kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) | |
3800 | self.assertEqual(["all_sell", "wait", "all_buy"], steps) | |
3801 | self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) | |
3802 | self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) | |
3803 | ||
3804 | process_step.reset_mock() | |
3805 | ||
3806 | processor.process("sell_needed", steps=["before", "after"]) | |
3807 | self.assertEqual(3, process_step.call_count) | |
3808 | ||
3809 | def test_method_arguments(self): | |
3810 | ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
3811 | m = market.Market(ccxt, self.market_args()) | |
3812 | ||
3813 | processor = market.Processor(m) | |
3814 | ||
3815 | method, arguments = processor.method_arguments("wait_for_recent") | |
3816 | self.assertEqual(market.Portfolio.wait_for_recent, method) | |
3817 | self.assertEqual(["delta", "poll"], arguments) | |
3818 | ||
3819 | method, arguments = processor.method_arguments("prepare_trades") | |
3820 | self.assertEqual(m.prepare_trades, method) | |
3821 | self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) | |
3822 | ||
3823 | method, arguments = processor.method_arguments("prepare_orders") | |
3824 | self.assertEqual(m.trades.prepare_orders, method) | |
3825 | ||
3826 | method, arguments = processor.method_arguments("move_balances") | |
3827 | self.assertEqual(m.move_balances, method) | |
3828 | ||
3829 | method, arguments = processor.method_arguments("run_orders") | |
3830 | self.assertEqual(m.trades.run_orders, method) | |
3831 | ||
3832 | method, arguments = processor.method_arguments("follow_orders") | |
3833 | self.assertEqual(m.follow_orders, method) | |
3834 | ||
3835 | method, arguments = processor.method_arguments("close_trades") | |
3836 | self.assertEqual(m.trades.close_trades, method) | |
3837 | ||
3838 | def test_process_step(self): | |
3839 | processor = market.Processor(self.m) | |
3840 | ||
3841 | with mock.patch.object(processor, "run_action") as run_action: | |
3842 | step = processor.scenarios["sell_needed"][1] | |
3843 | ||
3844 | processor.process_step("foo", step, {"foo":"bar"}) | |
3845 | ||
3846 | self.m.report.log_stage.assert_has_calls([ | |
3847 | mock.call("process_foo__1_sell_begin"), | |
3848 | mock.call("process_foo__1_sell_end"), | |
3849 | ]) | |
3850 | self.m.balances.fetch_balances.assert_has_calls([ | |
3851 | mock.call(tag="process_foo__1_sell_begin"), | |
3852 | mock.call(tag="process_foo__1_sell_end"), | |
3853 | ]) | |
3854 | ||
3855 | self.assertEqual(5, run_action.call_count) | |
3856 | ||
3857 | run_action.assert_has_calls([ | |
3858 | mock.call('prepare_trades', {}, {'foo': 'bar'}), | |
3859 | mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), | |
3860 | mock.call('run_orders', {}, {'foo': 'bar'}), | |
3861 | mock.call('follow_orders', {}, {'foo': 'bar'}), | |
3862 | mock.call('close_trades', {}, {'foo': 'bar'}), | |
3863 | ]) | |
3864 | ||
3865 | self.m.reset_mock() | |
3866 | with mock.patch.object(processor, "run_action") as run_action: | |
3867 | step = processor.scenarios["sell_needed"][0] | |
3868 | ||
3869 | processor.process_step("foo", step, {"foo":"bar"}) | |
3870 | self.m.balances.fetch_balances.assert_not_called() | |
3871 | ||
3872 | def test_parse_args(self): | |
3873 | processor = market.Processor(self.m) | |
3874 | ||
3875 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
3876 | method_mock = mock.Mock() | |
3877 | method_arguments.return_value = [ | |
3878 | method_mock, | |
3879 | ["foo2", "foo"] | |
3880 | ] | |
3881 | method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) | |
3882 | ||
3883 | self.assertEqual(method_mock, method) | |
3884 | self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) | |
3885 | ||
3886 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
3887 | method_mock = mock.Mock() | |
3888 | method_arguments.return_value = [ | |
3889 | method_mock, | |
3890 | ["repartition"] | |
3891 | ] | |
3892 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) | |
3893 | ||
3894 | self.assertEqual(1, len(args["repartition"])) | |
3895 | self.assertIn("BTC", args["repartition"]) | |
3896 | ||
3897 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
3898 | method_mock = mock.Mock() | |
3899 | method_arguments.return_value = [ | |
3900 | method_mock, | |
3901 | ["repartition", "base_currency"] | |
3902 | ] | |
3903 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) | |
3904 | ||
3905 | self.assertEqual(1, len(args["repartition"])) | |
3906 | self.assertIn("USDT", args["repartition"]) | |
3907 | ||
3908 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
3909 | method_mock = mock.Mock() | |
3910 | method_arguments.return_value = [ | |
3911 | method_mock, | |
3912 | ["repartition", "base_currency"] | |
3913 | ] | |
3914 | method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) | |
3915 | ||
3916 | self.assertEqual(1, len(args["repartition"])) | |
3917 | self.assertIn("ETH", args["repartition"]) | |
3918 | ||
3919 | ||
3920 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") | |
3921 | class AcceptanceTest(WebMockTestCase): | |
3922 | @unittest.expectedFailure | |
3923 | def test_success_sell_only_necessary(self): | |
3924 | # FIXME: catch stdout | |
3925 | self.m.report.verbose_print = False | |
3926 | fetch_balance = { | |
3927 | "ETH": { | |
3928 | "exchange_free": D("1.0"), | |
3929 | "exchange_used": D("0.0"), | |
3930 | "exchange_total": D("1.0"), | |
3931 | "total": D("1.0"), | |
3932 | }, | |
3933 | "ETC": { | |
3934 | "exchange_free": D("4.0"), | |
3935 | "exchange_used": D("0.0"), | |
3936 | "exchange_total": D("4.0"), | |
3937 | "total": D("4.0"), | |
3938 | }, | |
3939 | "XVG": { | |
3940 | "exchange_free": D("1000.0"), | |
3941 | "exchange_used": D("0.0"), | |
3942 | "exchange_total": D("1000.0"), | |
3943 | "total": D("1000.0"), | |
3944 | }, | |
3945 | } | |
3946 | repartition = { | |
3947 | "ETH": (D("0.25"), "long"), | |
3948 | "ETC": (D("0.25"), "long"), | |
3949 | "BTC": (D("0.4"), "long"), | |
3950 | "BTD": (D("0.01"), "short"), | |
3951 | "B2X": (D("0.04"), "long"), | |
3952 | "USDT": (D("0.05"), "long"), | |
3953 | } | |
3954 | ||
3955 | def fetch_ticker(symbol): | |
3956 | if symbol == "ETH/BTC": | |
3957 | return { | |
3958 | "symbol": "ETH/BTC", | |
3959 | "bid": D("0.14"), | |
3960 | "ask": D("0.16") | |
3961 | } | |
3962 | if symbol == "ETC/BTC": | |
3963 | return { | |
3964 | "symbol": "ETC/BTC", | |
3965 | "bid": D("0.002"), | |
3966 | "ask": D("0.003") | |
3967 | } | |
3968 | if symbol == "XVG/BTC": | |
3969 | return { | |
3970 | "symbol": "XVG/BTC", | |
3971 | "bid": D("0.00003"), | |
3972 | "ask": D("0.00005") | |
3973 | } | |
3974 | if symbol == "BTD/BTC": | |
3975 | return { | |
3976 | "symbol": "BTD/BTC", | |
3977 | "bid": D("0.0008"), | |
3978 | "ask": D("0.0012") | |
3979 | } | |
3980 | if symbol == "B2X/BTC": | |
3981 | return { | |
3982 | "symbol": "B2X/BTC", | |
3983 | "bid": D("0.0008"), | |
3984 | "ask": D("0.0012") | |
3985 | } | |
3986 | if symbol == "USDT/BTC": | |
3987 | raise helper.ExchangeError | |
3988 | if symbol == "BTC/USDT": | |
3989 | return { | |
3990 | "symbol": "BTC/USDT", | |
3991 | "bid": D("14000"), | |
3992 | "ask": D("16000") | |
3993 | } | |
3994 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
3995 | ||
3996 | market = mock.Mock() | |
3997 | market.fetch_all_balances.return_value = fetch_balance | |
3998 | market.fetch_ticker.side_effect = fetch_ticker | |
3999 | with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): | |
4000 | # Action 1 | |
4001 | helper.prepare_trades(market) | |
4002 | ||
4003 | balances = portfolio.BalanceStore.all | |
4004 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) | |
4005 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
4006 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
4007 | ||
4008 | ||
4009 | trades = portfolio.TradeStore.all | |
4010 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
4011 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
4012 | self.assertEqual("dispose", trades[0].action) | |
4013 | ||
4014 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
4015 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
4016 | self.assertEqual("acquire", trades[1].action) | |
4017 | ||
4018 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
4019 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
4020 | self.assertEqual("dispose", trades[2].action) | |
4021 | ||
4022 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
4023 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
4024 | self.assertEqual("acquire", trades[3].action) | |
4025 | ||
4026 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
4027 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
4028 | self.assertEqual("acquire", trades[4].action) | |
4029 | ||
4030 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
4031 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
4032 | self.assertEqual("acquire", trades[5].action) | |
4033 | ||
4034 | # Action 2 | |
4035 | portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) | |
4036 | ||
4037 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
4038 | self.assertEqual(2, len(all_orders)) | |
4039 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
4040 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
4041 | self.assertEqual(1000, all_orders[1].amount.value) | |
4042 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
4043 | ||
4044 | ||
4045 | def create_order(symbol, type, action, amount, price=None, account="exchange"): | |
4046 | self.assertEqual("limit", type) | |
4047 | if symbol == "ETH/BTC": | |
4048 | self.assertEqual("sell", action) | |
4049 | self.assertEqual(D('0.66666666'), amount) | |
4050 | self.assertEqual(D("0.14014"), price) | |
4051 | elif symbol == "XVG/BTC": | |
4052 | self.assertEqual("sell", action) | |
4053 | self.assertEqual(1000, amount) | |
4054 | self.assertEqual(D("0.00003003"), price) | |
4055 | else: | |
4056 | self.fail("I shouldn't have been called") | |
4057 | ||
4058 | return { | |
4059 | "id": symbol, | |
4060 | } | |
4061 | market.create_order.side_effect = create_order | |
4062 | market.order_precision.return_value = 8 | |
4063 | ||
4064 | # Action 3 | |
4065 | portfolio.TradeStore.run_orders() | |
4066 | ||
4067 | self.assertEqual("open", all_orders[0].status) | |
4068 | self.assertEqual("open", all_orders[1].status) | |
4069 | ||
4070 | market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } | |
4071 | market.privatePostReturnOrderTrades.return_value = [ | |
4072 | { | |
4073 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
4074 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
4075 | "amount": "10", "total": "1" | |
4076 | } | |
4077 | ] | |
4078 | with mock.patch.object(market.time, "sleep") as sleep: | |
4079 | # Action 4 | |
4080 | helper.follow_orders(verbose=False) | |
4081 | ||
4082 | sleep.assert_called_with(30) | |
4083 | ||
4084 | for order in all_orders: | |
4085 | self.assertEqual("closed", order.status) | |
4086 | ||
4087 | fetch_balance = { | |
4088 | "ETH": { | |
4089 | "exchange_free": D("1.0") / 3, | |
4090 | "exchange_used": D("0.0"), | |
4091 | "exchange_total": D("1.0") / 3, | |
4092 | "margin_total": 0, | |
4093 | "total": D("1.0") / 3, | |
4094 | }, | |
4095 | "BTC": { | |
4096 | "exchange_free": D("0.134"), | |
4097 | "exchange_used": D("0.0"), | |
4098 | "exchange_total": D("0.134"), | |
4099 | "margin_total": 0, | |
4100 | "total": D("0.134"), | |
4101 | }, | |
4102 | "ETC": { | |
4103 | "exchange_free": D("4.0"), | |
4104 | "exchange_used": D("0.0"), | |
4105 | "exchange_total": D("4.0"), | |
4106 | "margin_total": 0, | |
4107 | "total": D("4.0"), | |
4108 | }, | |
4109 | "XVG": { | |
4110 | "exchange_free": D("0.0"), | |
4111 | "exchange_used": D("0.0"), | |
4112 | "exchange_total": D("0.0"), | |
4113 | "margin_total": 0, | |
4114 | "total": D("0.0"), | |
4115 | }, | |
4116 | } | |
4117 | market.fetch_all_balances.return_value = fetch_balance | |
4118 | ||
4119 | with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): | |
4120 | # Action 5 | |
4121 | helper.prepare_trades(market, only="acquire", compute_value="average") | |
4122 | ||
4123 | balances = portfolio.BalanceStore.all | |
4124 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) | |
4125 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
4126 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
4127 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
4128 | ||
4129 | ||
4130 | trades = portfolio.TradeStore.all | |
4131 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
4132 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
4133 | self.assertEqual("dispose", trades[0].action) | |
4134 | ||
4135 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
4136 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
4137 | self.assertEqual("acquire", trades[1].action) | |
4138 | ||
4139 | self.assertNotIn("BTC", trades) | |
4140 | ||
4141 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
4142 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
4143 | self.assertEqual("dispose", trades[2].action) | |
4144 | ||
4145 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
4146 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
4147 | self.assertEqual("acquire", trades[3].action) | |
4148 | ||
4149 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
4150 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
4151 | self.assertEqual("acquire", trades[4].action) | |
4152 | ||
4153 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
4154 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
4155 | self.assertEqual("acquire", trades[5].action) | |
4156 | ||
4157 | # Action 6 | |
4158 | portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) | |
4159 | ||
4160 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
4161 | self.assertEqual(4, len(all_orders)) | |
4162 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
4163 | self.assertEqual(D("0.003"), all_orders[0].rate) | |
4164 | self.assertEqual("buy", all_orders[0].action) | |
4165 | self.assertEqual("long", all_orders[0].trade_type) | |
4166 | ||
4167 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) | |
4168 | self.assertEqual(D("0.0012"), all_orders[1].rate) | |
4169 | self.assertEqual("sell", all_orders[1].action) | |
4170 | self.assertEqual("short", all_orders[1].trade_type) | |
4171 | ||
4172 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
4173 | self.assertAlmostEqual(0, diff.value) | |
4174 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
4175 | self.assertEqual("buy", all_orders[2].action) | |
4176 | self.assertEqual("long", all_orders[2].trade_type) | |
4177 | ||
4178 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
4179 | self.assertEqual(D("16000"), all_orders[3].rate) | |
4180 | self.assertEqual("sell", all_orders[3].action) | |
4181 | self.assertEqual("long", all_orders[3].trade_type) | |
4182 | ||
4183 | # Action 6b | |
4184 | # TODO: | |
4185 | # Move balances to margin | |
4186 | ||
4187 | # Action 7 | |
4188 | # TODO | |
4189 | # portfolio.TradeStore.run_orders() | |
4190 | ||
4191 | with mock.patch.object(market.time, "sleep") as sleep: | |
4192 | # Action 8 | |
4193 | helper.follow_orders(verbose=False) | |
4194 | ||
4195 | sleep.assert_called_with(30) | |
4196 | ||
4197 | if __name__ == '__main__': | |
4198 | unittest.main() |