5 from decimal
import Decimal
as D
6 from unittest
import mock
9 from io
import StringIO
11 import portfolio
, market
, main
, store
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
))
23 class WebMockTestCase(unittest
.TestCase
):
26 def market_args(self
, debug
=False, quiet
=False):
27 return type('Args', (object,), { "debug": debug, "quiet": quiet }
)()
30 super(WebMockTestCase
, self
).setUp()
31 self
.wm
= requests_mock
.Mocker()
35 self
.m
= mock
.Mock(name
="Market", spec
=market
.Market
)
39 mock
.patch
.multiple(market
.Portfolio
,
40 data
=store
.LockedVar(None),
41 liquidities
=store
.LockedVar({}),
42 last_date
=store
.LockedVar(None),
48 mock
.patch
.multiple(portfolio
.Computation
,
49 computations
=portfolio
.Computation
.computations
),
51 for patcher
in self
.patchers
:
55 for patcher
in self
.patchers
:
58 super(WebMockTestCase
, self
).tearDown()
60 @unittest.skipUnless("unit" in limits
, "Unit skipped")
61 class poloniexETest(unittest
.TestCase
):
63 super(poloniexETest
, self
).setUp()
64 self
.wm
= requests_mock
.Mocker()
67 self
.s
= market
.ccxt
.poloniexE()
71 super(poloniexETest
, self
).tearDown()
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())
79 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
80 time
.return_value
= 123456.7890123456
81 self
.assertEqual(123456789012345, self
.s
.nonce())
83 def test_request(self
):
84 with mock
.patch
.object(market
.ccxt
.poloniex
, "request") as request
,\
85 mock
.patch("market.ccxt.retry_call") as retry_call
:
86 with self
.subTest(wrapped
=True):
87 with self
.subTest(desc
="public"):
89 retry_call
.assert_called_with(request
,
90 delay
=1, tries
=10, fargs
=["foo"],
91 fkwargs
={'api': 'public', 'method': 'GET', 'params': {}
, 'headers': None, 'body': None},
92 exceptions
=(market
.ccxt
.RequestTimeout
,))
93 request
.assert_not_called()
95 with self
.subTest(desc
="private GET"):
96 self
.s
.request("foo", api
="private")
97 retry_call
.assert_called_with(request
,
98 delay
=1, tries
=10, fargs
=["foo"],
99 fkwargs
={'api': 'private', 'method': 'GET', 'params': {}
, 'headers': None, 'body': None},
100 exceptions
=(market
.ccxt
.RequestTimeout
,))
101 request
.assert_not_called()
103 with self
.subTest(desc
="private POST regexp"):
104 self
.s
.request("returnFoo", api
="private", method
="POST")
105 retry_call
.assert_called_with(request
,
106 delay
=1, tries
=10, fargs
=["returnFoo"],
107 fkwargs
={'api': 'private', 'method': 'POST', 'params': {}
, 'headers': None, 'body': None},
108 exceptions
=(market
.ccxt
.RequestTimeout
,))
109 request
.assert_not_called()
111 with self
.subTest(desc
="private POST non-regexp"):
112 self
.s
.request("getMarginPosition", api
="private", method
="POST")
113 retry_call
.assert_called_with(request
,
114 delay
=1, tries
=10, fargs
=["getMarginPosition"],
115 fkwargs
={'api': 'private', 'method': 'POST', 'params': {}
, 'headers': None, 'body': None},
116 exceptions
=(market
.ccxt
.RequestTimeout
,))
117 request
.assert_not_called()
118 retry_call
.reset_mock()
120 with self
.subTest(wrapped
=False):
121 with self
.subTest(desc
="private POST non-matching regexp"):
122 self
.s
.request("marginBuy", api
="private", method
="POST")
123 request
.assert_called_with("marginBuy",
124 api
="private", method
="POST", params
={},
125 headers
=None, body
=None)
126 retry_call
.assert_not_called()
128 with self
.subTest(desc
="private POST non-matching non-regexp"):
129 self
.s
.request("closeMarginPositionOther", api
="private", method
="POST")
130 request
.assert_called_with("closeMarginPositionOther",
131 api
="private", method
="POST", params
={},
132 headers
=None, body
=None)
133 retry_call
.assert_not_called()
135 def test_order_precision(self
):
136 self
.assertEqual(8, self
.s
.order_precision("FOO"))
138 def test_transfer_balance(self
):
139 with self
.subTest(success
=True),\
140 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
141 t
.return_value
= { "success": 1 }
142 result
= self
.s
.transfer_balance("FOO", 12, "exchange", "margin")
143 t
.assert_called_once_with({
146 "fromAccount": "exchange",
147 "toAccount": "margin",
150 self
.assertTrue(result
)
152 with self
.subTest(success
=False),\
153 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
154 t
.return_value
= { "success": 0 }
155 self
.assertFalse(self
.s
.transfer_balance("FOO", 12, "exchange", "margin"))
157 def test_close_margin_position(self
):
158 with mock
.patch
.object(self
.s
, "privatePostCloseMarginPosition") as c
:
159 self
.s
.close_margin_position("FOO", "BAR")
160 c
.assert_called_with({"currencyPair": "BAR_FOO"}
)
162 def test_tradable_balances(self
):
163 with mock
.patch
.object(self
.s
, "privatePostReturnTradableBalances") as r
:
165 "FOO": { "exchange": "12.1234", "margin": "0.0123" }
,
166 "BAR": { "exchange": "1", "margin": "0" }
,
168 balances
= self
.s
.tradable_balances()
169 self
.assertEqual(["FOO", "BAR"], list(balances
.keys()))
170 self
.assertEqual(["exchange", "margin"], list(balances
["FOO"].keys()))
171 self
.assertEqual(D("12.1234"), balances
["FOO"]["exchange"])
172 self
.assertEqual(["exchange", "margin"], list(balances
["BAR"].keys()))
174 def test_margin_summary(self
):
175 with mock
.patch
.object(self
.s
, "privatePostReturnMarginAccountSummary") as r
:
177 "currentMargin": "1.49680968",
178 "lendingFees": "0.0000001",
180 "totalBorrowedValue": "0.00673602",
181 "totalValue": "0.01000000",
182 "netValue": "0.01008254",
185 'current_margin': D('1.49680968'),
186 'gains': D('0.00008254'),
187 'lending_fees': D('0.0000001'),
188 'total': D('0.01000000'),
189 'total_borrowed': D('0.00673602')
191 self
.assertEqual(expected
, self
.s
.margin_summary())
193 def test_create_order(self
):
194 with mock
.patch
.object(self
.s
, "create_exchange_order") as exchange
,\
195 mock
.patch
.object(self
.s
, "create_margin_order") as margin
:
196 with self
.subTest(account
="unspecified"):
197 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", lending_rate
="lending_rate", params
="params")
198 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
199 margin
.assert_not_called()
200 exchange
.reset_mock()
203 with self
.subTest(account
="exchange"):
204 self
.s
.create_order("symbol", "type", "side", "amount", account
="exchange", price
="price", lending_rate
="lending_rate", params
="params")
205 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
206 margin
.assert_not_called()
207 exchange
.reset_mock()
210 with self
.subTest(account
="margin"):
211 self
.s
.create_order("symbol", "type", "side", "amount", account
="margin", price
="price", lending_rate
="lending_rate", params
="params")
212 margin
.assert_called_once_with("symbol", "type", "side", "amount", lending_rate
="lending_rate", price
="price", params
="params")
213 exchange
.assert_not_called()
214 exchange
.reset_mock()
217 with self
.subTest(account
="unknown"), self
.assertRaises(NotImplementedError):
218 self
.s
.create_order("symbol", "type", "side", "amount", account
="unknown")
220 def test_parse_ticker(self
):
224 "highestBid": "10.5",
227 "percentChange": "0.1",
234 with mock
.patch
.object(self
.s
, "milliseconds") as ms
:
235 ms
.return_value
= 1520292715123
236 result
= self
.s
.parse_ticker(ticker
, market
)
240 "timestamp": 1520292715123,
241 "datetime": "2018-03-05T23:31:55.123Z",
254 "baseVolume": D("10"),
255 "quoteVolume": D("20"),
258 self
.assertEqual(expected
, result
)
260 def test_fetch_margin_balance(self
):
261 with mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as get_margin_position
:
262 get_margin_position
.return_value
= {
265 "basePrice": "0.06818560",
266 "lendingFees": "0.00000001",
267 "liquidationPrice": "0.15107132",
269 "total": "0.00681856",
275 "lendingFees": "0.00000001",
276 "liquidationPrice": "0.6",
285 "liquidationPrice": "-1",
291 balances
= self
.s
.fetch_margin_balance()
292 self
.assertEqual(2, len(balances
))
296 "borrowedPrice": D("0.06818560"),
297 "lendingFees": D("1E-8"),
298 "pl": D("-0.00000371"),
299 "liquidationPrice": D("0.15107132"),
301 "total": D("0.00681856"),
302 "baseCurrency": "BTC"
306 "borrowedPrice": D("0.1"),
307 "lendingFees": D("1E-8"),
308 "pl": D("0.00000371"),
309 "liquidationPrice": D("0.6"),
312 "baseCurrency": "BTC"
315 self
.assertEqual(expected
, balances
)
318 self
.assertEqual(D("1.1"), self
.s
.sum(D("1"), D("0.1")))
320 def test_fetch_balance(self
):
321 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
322 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balances
,\
323 mock
.patch
.object(self
.s
, "common_currency_code") as ccc
:
324 ccc
.side_effect
= ["ETH", "BTC", "DASH"]
325 balances
.return_value
= {
342 "ETH": {"available": "10", "onOrders": "1"}
,
343 "BTC": {"available": "1", "onOrders": "0"}
,
344 "DASH": {"available": "0", "onOrders": "3"}
346 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}
,
347 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}
,
348 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}
,
349 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}
,
350 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}
,
351 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
353 result
= self
.s
.fetch_balance()
354 load_markets
.assert_called_once()
355 self
.assertEqual(expected
, result
)
357 def test_fetch_balance_per_type(self
):
358 with mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balances
:
359 balances
.return_value
= {
361 "BLK": "159.83673869",
363 "USDT": "0.00002625",
373 "BLK": "159.83673869",
375 "USDT": "0.00002625",
383 "BLK": D("159.83673869"),
384 "BTC": D("0.00005959"),
385 "USDT": D("0.00002625"),
386 "XMR": D("0.18719303")
388 "margin": {"BTC": D("0.03019227")}
,
389 "BLK": {"exchange": D("159.83673869")}
,
390 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}
,
391 "USDT": {"exchange": D("0.00002625")}
,
392 "XMR": {"exchange": D("0.18719303")}
394 result
= self
.s
.fetch_balance_per_type()
395 self
.assertEqual(expected
, result
)
397 def test_fetch_all_balances(self
):
399 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
400 mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as margin_balance
,\
401 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balance
,\
402 mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balance_per_type
:
404 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f
:
405 balance
.return_value
= json
.load(f
)
406 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f
:
407 margin_balance
.return_value
= json
.load(f
)
408 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f
:
409 balance_per_type
.return_value
= json
.load(f
)
411 result
= self
.s
.fetch_all_balances()
413 "total": D("-12779.79821852"),
414 "exchange_used": D("0E-8"),
415 "exchange_total": D("0E-8"),
416 "exchange_free": D("0E-8"),
417 "margin_available": 0,
418 "margin_in_position": 0,
419 "margin_borrowed": D("12779.79821852"),
420 "margin_total": D("-12779.79821852"),
421 "margin_pending_gain": 0,
422 "margin_lending_fees": D("-9E-8"),
423 "margin_pending_base_gain": D("0.00024059"),
424 "margin_position_type": "short",
425 "margin_liquidation_price": D("0.00000246"),
426 "margin_borrowed_base_price": D("0.00599149"),
427 "margin_borrowed_base_currency": "BTC"
429 expected_btc
= {"total": D("0.05432165"),
430 "exchange_used": D("0E-8"),
431 "exchange_total": D("0.00005959"),
432 "exchange_free": D("0.00005959"),
433 "margin_available": D("0.03019227"),
434 "margin_in_position": D("0.02406979"),
435 "margin_borrowed": 0,
436 "margin_total": D("0.05426206"),
437 "margin_pending_gain": D("0.00093955"),
438 "margin_lending_fees": 0,
439 "margin_pending_base_gain": 0,
440 "margin_position_type": None,
441 "margin_liquidation_price": 0,
442 "margin_borrowed_base_price": 0,
443 "margin_borrowed_base_currency": None
445 expected_xmr
= {"total": D("0.18719303"),
446 "exchange_used": D("0E-8"),
447 "exchange_total": D("0.18719303"),
448 "exchange_free": D("0.18719303"),
449 "margin_available": 0,
450 "margin_in_position": 0,
451 "margin_borrowed": 0,
453 "margin_pending_gain": 0,
454 "margin_lending_fees": 0,
455 "margin_pending_base_gain": 0,
456 "margin_position_type": None,
457 "margin_liquidation_price": 0,
458 "margin_borrowed_base_price": 0,
459 "margin_borrowed_base_currency": None
461 self
.assertEqual(expected_xmr
, result
["XMR"])
462 self
.assertEqual(expected_doge
, result
["DOGE"])
463 self
.assertEqual(expected_btc
, result
["BTC"])
465 def test_create_margin_order(self
):
466 with self
.assertRaises(market
.ExchangeError
):
467 self
.s
.create_margin_order("FOO", "market", "buy", "10")
469 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
470 mock
.patch
.object(self
.s
, "privatePostMarginBuy") as margin_buy
,\
471 mock
.patch
.object(self
.s
, "privatePostMarginSell") as margin_sell
,\
472 mock
.patch
.object(self
.s
, "market") as market_mock
,\
473 mock
.patch
.object(self
.s
, "price_to_precision") as ptp
,\
474 mock
.patch
.object(self
.s
, "amount_to_precision") as atp
:
476 margin_buy
.return_value
= {
479 margin_sell
.return_value
= {
482 market_mock
.return_value
= { "id": "BTC_ETC", "symbol": "BTC_ETC" }
483 ptp
.return_value
= D("0.1")
484 atp
.return_value
= D("12")
486 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "buy", "12", price
="0.1")
487 self
.assertEqual(123, order
["id"])
488 margin_buy
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}
)
489 margin_sell
.assert_not_called()
490 margin_buy
.reset_mock()
491 margin_sell
.reset_mock()
493 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate
="0.01", price
="0.1")
494 self
.assertEqual(456, order
["id"])
495 margin_sell
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}
)
496 margin_buy
.assert_not_called()
498 def test_create_exchange_order(self
):
499 with mock
.patch
.object(market
.ccxt
.poloniex
, "create_order") as create_order
:
500 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", params
="params")
502 create_order
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
504 @unittest.skipUnless("unit" in limits
, "Unit skipped")
505 class NoopLockTest(unittest
.TestCase
):
507 noop_lock
= store
.NoopLock()
509 self
.assertTrue(True)
511 @unittest.skipUnless("unit" in limits
, "Unit skipped")
512 class LockedVar(unittest
.TestCase
):
514 def test_values(self
):
515 locked_var
= store
.LockedVar("Foo")
516 self
.assertIsInstance(locked_var
.lock
, store
.NoopLock
)
517 self
.assertEqual("Foo", locked_var
.val
)
520 with self
.subTest(desc
="Normal case"):
521 locked_var
= store
.LockedVar("Foo")
522 self
.assertEqual("Foo", locked_var
.get())
523 with self
.subTest(desc
="Dict"):
524 locked_var
= store
.LockedVar({"foo": "bar"}
)
525 self
.assertEqual({"foo": "bar"}
, locked_var
.get())
526 self
.assertEqual("bar", locked_var
.get("foo"))
527 self
.assertIsNone(locked_var
.get("other"))
530 locked_var
= store
.LockedVar("Foo")
531 locked_var
.set("Bar")
532 self
.assertEqual("Bar", locked_var
.get())
534 def test__getattr(self
):
535 dummy
= type('Dummy', (object,), {})()
536 dummy
.attribute
= "Hey"
538 locked_var
= store
.LockedVar(dummy
)
539 self
.assertEqual("Hey", locked_var
.attribute
)
540 with self
.assertRaises(AttributeError):
543 def test_start_lock(self
):
544 locked_var
= store
.LockedVar("Foo")
545 locked_var
.start_lock()
546 self
.assertEqual("lock", locked_var
.lock
.__class
__.__name
__)
548 thread1
= threading
.Thread(target
=locked_var
.set, args
=["Bar1"])
549 thread2
= threading
.Thread(target
=locked_var
.set, args
=["Bar2"])
550 thread3
= threading
.Thread(target
=locked_var
.set, args
=["Bar3"])
552 with locked_var
.lock
:
557 self
.assertEqual("Foo", locked_var
.val
)
561 self
.assertEqual("Bar", locked_var
.get()[0:3])
563 def test_wait_for_notification(self
):
564 with self
.assertRaises(RuntimeError):
565 store
.Portfolio
.wait_for_notification()
567 with mock
.patch
.object(store
.Portfolio
, "get_cryptoportfolio") as get
,\
568 mock
.patch
.object(store
.Portfolio
, "report") as report
,\
569 mock
.patch
.object(store
.time
, "sleep") as sleep
:
570 store
.Portfolio
.start_worker(poll
=3)
572 store
.Portfolio
.worker_notify
.set()
574 store
.Portfolio
.callback
.wait()
576 report
.print_log
.assert_called_once_with("Fetching cryptoportfolio")
577 get
.assert_called_once_with(refetch
=True)
578 sleep
.assert_called_once_with(3)
579 self
.assertFalse(store
.Portfolio
.worker_notify
.is_set())
580 self
.assertTrue(store
.Portfolio
.worker
.is_alive())
582 store
.Portfolio
.callback
.clear()
583 store
.Portfolio
.worker_started
= False
584 store
.Portfolio
.worker_notify
.set()
585 store
.Portfolio
.callback
.wait()
587 self
.assertFalse(store
.Portfolio
.worker
.is_alive())
589 def test_notify_and_wait(self
):
590 with mock
.patch
.object(store
.Portfolio
, "callback") as callback
,\
591 mock
.patch
.object(store
.Portfolio
, "worker_notify") as worker_notify
:
592 store
.Portfolio
.notify_and_wait()
593 callback
.clear
.assert_called_once_with()
594 worker_notify
.set.assert_called_once_with()
595 callback
.wait
.assert_called_once_with()
597 @unittest.skipUnless("unit" in limits
, "Unit skipped")
598 class PortfolioTest(WebMockTestCase
):
600 super(PortfolioTest
, self
).setUp()
602 with open("test_samples/test_portfolio.json") as example
:
603 self
.json_response
= example
.read()
605 self
.wm
.get(market
.Portfolio
.URL
, text
=self
.json_response
)
607 @mock.patch.object(market
.Portfolio
, "parse_cryptoportfolio")
608 def test_get_cryptoportfolio(self
, parse_cryptoportfolio
):
609 with self
.subTest(parallel
=False):
610 self
.wm
.get(market
.Portfolio
.URL
, [
611 {"text":'{ "foo": "bar" }
', "status_code": 200},
612 {"text": "System Error", "status_code": 500},
613 {"exc": requests.exceptions.ConnectTimeout},
615 market.Portfolio.get_cryptoportfolio()
616 self.assertIn("foo", market.Portfolio.data.get())
617 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
618 self.assertTrue(self.wm.called)
619 self.assertEqual(1, self.wm.call_count)
620 market.Portfolio.report.log_error.assert_not_called()
621 market.Portfolio.report.log_http_request.assert_called_once()
622 parse_cryptoportfolio.assert_called_once_with()
623 market.Portfolio.report.log_http_request.reset_mock()
624 parse_cryptoportfolio.reset_mock()
625 market.Portfolio.data = store.LockedVar(None)
627 market.Portfolio.get_cryptoportfolio()
628 self.assertIsNone(market.Portfolio.data.get())
629 self.assertEqual(2, self.wm.call_count)
630 parse_cryptoportfolio.assert_not_called()
631 market.Portfolio.report.log_error.assert_not_called()
632 market.Portfolio.report.log_http_request.assert_called_once()
633 market.Portfolio.report.log_http_request.reset_mock()
634 parse_cryptoportfolio.reset_mock()
636 market.Portfolio.data = store.LockedVar("Foo")
637 market.Portfolio.get_cryptoportfolio()
638 self.assertEqual(2, self.wm.call_count)
639 parse_cryptoportfolio.assert_not_called()
641 market.Portfolio.get_cryptoportfolio(refetch=True)
642 self.assertEqual("Foo", market.Portfolio.data.get())
643 self.assertEqual(3, self.wm.call_count)
644 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
646 market.Portfolio.report.log_http_request.assert_not_called()
647 with self.subTest(parallel=True):
648 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
649 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
650 with self.subTest(worker=True):
651 market.Portfolio.data = store.LockedVar(None)
652 market.Portfolio.worker = mock.Mock()
653 is_worker.return_value = True
654 self.wm.get(market.Portfolio.URL, [
655 {"text":'{ "foo": "bar" }', "status_code": 200},
657 market
.Portfolio
.get_cryptoportfolio()
658 self
.assertIn("foo", market
.Portfolio
.data
.get())
659 parse_cryptoportfolio
.reset_mock()
660 with self
.subTest(worker
=False):
661 market
.Portfolio
.data
= store
.LockedVar(None)
662 market
.Portfolio
.worker
= mock
.Mock()
663 is_worker
.return_value
= False
664 market
.Portfolio
.get_cryptoportfolio()
665 notify
.assert_called_once_with()
666 parse_cryptoportfolio
.assert_not_called()
668 def test_parse_cryptoportfolio(self
):
669 with self
.subTest(description
="Normal case"):
670 market
.Portfolio
.data
= store
.LockedVar(store
.json
.loads(
671 self
.json_response
, parse_int
=D
, parse_float
=D
))
672 market
.Portfolio
.parse_cryptoportfolio()
674 self
.assertListEqual(
676 list(market
.Portfolio
.liquidities
.get().keys()))
678 liquidities
= market
.Portfolio
.liquidities
.get()
679 self
.assertEqual(10, len(liquidities
["medium"].keys()))
680 self
.assertEqual(10, len(liquidities
["high"].keys()))
683 'BTC': (D("0.2857"), "long"),
684 'DGB': (D("0.1015"), "long"),
685 'DOGE': (D("0.1805"), "long"),
686 'SC': (D("0.0623"), "long"),
687 'ZEC': (D("0.3701"), "long"),
689 date
= portfolio
.datetime(2018, 1, 8)
690 self
.assertDictEqual(expected
, liquidities
["high"][date
])
693 'BTC': (D("1.1102e-16"), "long"),
694 'ETC': (D("0.1"), "long"),
695 'FCT': (D("0.1"), "long"),
696 'GAS': (D("0.1"), "long"),
697 'NAV': (D("0.1"), "long"),
698 'OMG': (D("0.1"), "long"),
699 'OMNI': (D("0.1"), "long"),
700 'PPC': (D("0.1"), "long"),
701 'RIC': (D("0.1"), "long"),
702 'VIA': (D("0.1"), "long"),
703 'XCP': (D("0.1"), "long"),
705 self
.assertDictEqual(expected
, liquidities
["medium"][date
])
706 self
.assertEqual(portfolio
.datetime(2018, 1, 15), market
.Portfolio
.last_date
.get())
708 with self
.subTest(description
="Missing weight"):
709 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
710 del(data
["portfolio_2"]["weights"])
711 market
.Portfolio
.data
= store
.LockedVar(data
)
713 market
.Portfolio
.parse_cryptoportfolio()
714 self
.assertListEqual(
716 list(market
.Portfolio
.liquidities
.get().keys()))
717 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
719 with self
.subTest(description
="All missing weights"):
720 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
721 del(data
["portfolio_1"]["weights"])
722 del(data
["portfolio_2"]["weights"])
723 market
.Portfolio
.data
= store
.LockedVar(data
)
725 market
.Portfolio
.parse_cryptoportfolio()
726 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
727 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("high"))
728 self
.assertEqual(datetime
.datetime(1,1,1), market
.Portfolio
.last_date
.get())
731 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
732 def test_repartition(self
, get_cryptoportfolio
):
733 market
.Portfolio
.liquidities
= store
.LockedVar({
735 "2018-03-01": "medium_2018-03-01",
736 "2018-03-08": "medium_2018-03-08",
739 "2018-03-01": "high_2018-03-01",
740 "2018-03-08": "high_2018-03-08",
743 market
.Portfolio
.last_date
= store
.LockedVar("2018-03-08")
745 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition())
746 get_cryptoportfolio
.assert_called_once_with()
747 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition(liquidity
="medium"))
748 self
.assertEqual("high_2018-03-08", market
.Portfolio
.repartition(liquidity
="high"))
750 @mock.patch.object(market
.time
, "sleep")
751 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
752 def test_wait_for_recent(self
, get_cryptoportfolio
, sleep
):
754 def _get(refetch
=False):
755 if self
.call_count
!= 0:
756 self
.assertTrue(refetch
)
758 self
.assertFalse(refetch
)
760 market
.Portfolio
.last_date
= store
.LockedVar(store
.datetime
.now()\
761 - store
.timedelta(10)\
762 + store
.timedelta(self
.call_count
))
763 get_cryptoportfolio
.side_effect
= _get
765 market
.Portfolio
.wait_for_recent()
766 sleep
.assert_called_with(30)
767 self
.assertEqual(6, sleep
.call_count
)
768 self
.assertEqual(7, get_cryptoportfolio
.call_count
)
769 market
.Portfolio
.report
.print_log
.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
772 get_cryptoportfolio
.reset_mock()
773 market
.Portfolio
.last_date
= store
.LockedVar(None)
775 market
.Portfolio
.wait_for_recent(delta
=15)
776 sleep
.assert_not_called()
777 self
.assertEqual(1, get_cryptoportfolio
.call_count
)
780 get_cryptoportfolio
.reset_mock()
781 market
.Portfolio
.last_date
= store
.LockedVar(None)
783 market
.Portfolio
.wait_for_recent(delta
=1)
784 sleep
.assert_called_with(30)
785 self
.assertEqual(9, sleep
.call_count
)
786 self
.assertEqual(10, get_cryptoportfolio
.call_count
)
788 def test_is_worker_thread(self
):
789 with self
.subTest(worker
=None):
790 self
.assertFalse(store
.Portfolio
.is_worker_thread())
792 with self
.subTest(worker
="not self"),\
793 mock
.patch("threading.current_thread") as current_thread
:
794 current
= mock
.Mock()
795 current_thread
.return_value
= current
796 store
.Portfolio
.worker
= mock
.Mock()
797 self
.assertFalse(store
.Portfolio
.is_worker_thread())
799 with self
.subTest(worker
="self"),\
800 mock
.patch("threading.current_thread") as current_thread
:
801 current
= mock
.Mock()
802 current_thread
.return_value
= current
803 store
.Portfolio
.worker
= current
804 self
.assertTrue(store
.Portfolio
.is_worker_thread())
806 def test_start_worker(self
):
807 with mock
.patch
.object(store
.Portfolio
, "wait_for_notification") as notification
:
808 store
.Portfolio
.start_worker()
809 notification
.assert_called_once_with(poll
=30)
811 self
.assertEqual("lock", store
.Portfolio
.last_date
.lock
.__class
__.__name
__)
812 self
.assertEqual("lock", store
.Portfolio
.liquidities
.lock
.__class
__.__name
__)
813 store
.Portfolio
.report
.start_lock
.assert_called_once_with()
815 self
.assertIsNotNone(store
.Portfolio
.worker
)
816 self
.assertIsNotNone(store
.Portfolio
.worker_notify
)
817 self
.assertIsNotNone(store
.Portfolio
.callback
)
818 self
.assertTrue(store
.Portfolio
.worker_started
)
820 @unittest.skipUnless("unit" in limits
, "Unit skipped")
821 class AmountTest(WebMockTestCase
):
822 def test_values(self
):
823 amount
= portfolio
.Amount("BTC", "0.65")
824 self
.assertEqual(D("0.65"), amount
.value
)
825 self
.assertEqual("BTC", amount
.currency
)
827 def test_in_currency(self
):
828 amount
= portfolio
.Amount("ETC", 10)
830 self
.assertEqual(amount
, amount
.in_currency("ETC", self
.m
))
832 with self
.subTest(desc
="no ticker for currency"):
833 self
.m
.get_ticker
.return_value
= None
835 self
.assertRaises(Exception, amount
.in_currency
, "ETH", self
.m
)
837 with self
.subTest(desc
="nominal case"):
838 self
.m
.get_ticker
.return_value
= {
844 converted_amount
= amount
.in_currency("ETH", self
.m
)
846 self
.assertEqual(D("3.0"), converted_amount
.value
)
847 self
.assertEqual("ETH", converted_amount
.currency
)
848 self
.assertEqual(amount
, converted_amount
.linked_to
)
849 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
851 converted_amount
= amount
.in_currency("ETH", self
.m
, action
="bid", compute_value
="default")
852 self
.assertEqual(D("2"), converted_amount
.value
)
854 converted_amount
= amount
.in_currency("ETH", self
.m
, compute_value
="ask")
855 self
.assertEqual(D("4"), converted_amount
.value
)
857 converted_amount
= amount
.in_currency("ETH", self
.m
, rate
=D("0.02"))
858 self
.assertEqual(D("0.2"), converted_amount
.value
)
860 def test__round(self
):
861 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
862 self
.assertEqual(D("1.23456789"), round(amount
).value
)
863 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
866 amount
= portfolio
.Amount("SC", -120)
867 self
.assertEqual(120, abs(amount
).value
)
868 self
.assertEqual("SC", abs(amount
).currency
)
870 amount
= portfolio
.Amount("SC", 10)
871 self
.assertEqual(10, abs(amount
).value
)
872 self
.assertEqual("SC", abs(amount
).currency
)
875 amount1
= portfolio
.Amount("XVG", "12.9")
876 amount2
= portfolio
.Amount("XVG", "13.1")
878 self
.assertEqual(26, (amount1
+ amount2
).value
)
879 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
881 amount3
= portfolio
.Amount("ETH", "1.6")
882 with self
.assertRaises(Exception):
885 amount4
= portfolio
.Amount("ETH", 0.0)
886 self
.assertEqual(amount1
, amount1
+ amount4
)
888 self
.assertEqual(amount1
, amount1
+ 0)
890 def test__radd(self
):
891 amount
= portfolio
.Amount("XVG", "12.9")
893 self
.assertEqual(amount
, 0 + amount
)
894 with self
.assertRaises(Exception):
898 amount1
= portfolio
.Amount("XVG", "13.3")
899 amount2
= portfolio
.Amount("XVG", "13.1")
901 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
902 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
904 amount3
= portfolio
.Amount("ETH", "1.6")
905 with self
.assertRaises(Exception):
908 amount4
= portfolio
.Amount("ETH", 0.0)
909 self
.assertEqual(amount1
, amount1
- amount4
)
911 def test__rsub(self
):
912 amount
= portfolio
.Amount("ETH", "1.6")
913 with self
.assertRaises(Exception):
916 self
.assertEqual(portfolio
.Amount("ETH", "-1.6"), 0-amount
)
919 amount
= portfolio
.Amount("XEM", 11)
921 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
922 self
.assertEqual(D("33"), (amount
* 3).value
)
924 with self
.assertRaises(Exception):
927 def test__rmul(self
):
928 amount
= portfolio
.Amount("XEM", 11)
930 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
931 self
.assertEqual(D("33"), (3 * amount
).value
)
933 def test__floordiv(self
):
934 amount
= portfolio
.Amount("XEM", 11)
936 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
937 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
939 with self
.assertRaises(Exception):
942 def test__truediv(self
):
943 amount
= portfolio
.Amount("XEM", 11)
945 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
946 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
949 amount1
= portfolio
.Amount("BTD", 11.3)
950 amount2
= portfolio
.Amount("BTD", 13.1)
952 self
.assertTrue(amount1
< amount2
)
953 self
.assertFalse(amount2
< amount1
)
954 self
.assertFalse(amount1
< amount1
)
956 amount3
= portfolio
.Amount("BTC", 1.6)
957 with self
.assertRaises(Exception):
961 amount1
= portfolio
.Amount("BTD", 11.3)
962 amount2
= portfolio
.Amount("BTD", 13.1)
964 self
.assertTrue(amount1
<= amount2
)
965 self
.assertFalse(amount2
<= amount1
)
966 self
.assertTrue(amount1
<= amount1
)
968 amount3
= portfolio
.Amount("BTC", 1.6)
969 with self
.assertRaises(Exception):
973 amount1
= portfolio
.Amount("BTD", 11.3)
974 amount2
= portfolio
.Amount("BTD", 13.1)
976 self
.assertTrue(amount2
> amount1
)
977 self
.assertFalse(amount1
> amount2
)
978 self
.assertFalse(amount1
> amount1
)
980 amount3
= portfolio
.Amount("BTC", 1.6)
981 with self
.assertRaises(Exception):
985 amount1
= portfolio
.Amount("BTD", 11.3)
986 amount2
= portfolio
.Amount("BTD", 13.1)
988 self
.assertTrue(amount2
>= amount1
)
989 self
.assertFalse(amount1
>= amount2
)
990 self
.assertTrue(amount1
>= amount1
)
992 amount3
= portfolio
.Amount("BTC", 1.6)
993 with self
.assertRaises(Exception):
997 amount1
= portfolio
.Amount("BTD", 11.3)
998 amount2
= portfolio
.Amount("BTD", 13.1)
999 amount3
= portfolio
.Amount("BTD", 11.3)
1001 self
.assertFalse(amount1
== amount2
)
1002 self
.assertFalse(amount2
== amount1
)
1003 self
.assertTrue(amount1
== amount3
)
1004 self
.assertFalse(amount2
== 0)
1006 amount4
= portfolio
.Amount("BTC", 1.6)
1007 with self
.assertRaises(Exception):
1010 amount5
= portfolio
.Amount("BTD", 0)
1011 self
.assertTrue(amount5
== 0)
1014 amount1
= portfolio
.Amount("BTD", 11.3)
1015 amount2
= portfolio
.Amount("BTD", 13.1)
1016 amount3
= portfolio
.Amount("BTD", 11.3)
1018 self
.assertTrue(amount1
!= amount2
)
1019 self
.assertTrue(amount2
!= amount1
)
1020 self
.assertFalse(amount1
!= amount3
)
1021 self
.assertTrue(amount2
!= 0)
1023 amount4
= portfolio
.Amount("BTC", 1.6)
1024 with self
.assertRaises(Exception):
1027 amount5
= portfolio
.Amount("BTD", 0)
1028 self
.assertFalse(amount5
!= 0)
1030 def test__neg(self
):
1031 amount1
= portfolio
.Amount("BTD", "11.3")
1033 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
1035 def test__str(self
):
1036 amount1
= portfolio
.Amount("BTX", 32)
1037 self
.assertEqual("32.00000000 BTX", str(amount1
))
1039 amount2
= portfolio
.Amount("USDT", 12000)
1040 amount1
.linked_to
= amount2
1041 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
1043 def test__repr(self
):
1044 amount1
= portfolio
.Amount("BTX", 32)
1045 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
1047 amount2
= portfolio
.Amount("USDT", 12000)
1048 amount1
.linked_to
= amount2
1049 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
1051 amount3
= portfolio
.Amount("BTC", 0.1)
1052 amount2
.linked_to
= amount3
1053 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
1055 def test_as_json(self
):
1056 amount
= portfolio
.Amount("BTX", 32)
1057 self
.assertEqual({"currency": "BTX", "value": D("32")}
, amount
.as_json())
1059 amount
= portfolio
.Amount("BTX", "1E-10")
1060 self
.assertEqual({"currency": "BTX", "value": D("0")}
, amount
.as_json())
1062 amount
= portfolio
.Amount("BTX", "1E-5")
1063 self
.assertEqual({"currency": "BTX", "value": D("0.00001")}
, amount
.as_json())
1064 self
.assertEqual("0.00001", str(amount
.as_json()["value"]))
1066 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1067 class BalanceTest(WebMockTestCase
):
1068 def test_values(self
):
1069 balance
= portfolio
.Balance("BTC", {
1070 "exchange_total": "0.65",
1071 "exchange_free": "0.35",
1072 "exchange_used": "0.30",
1073 "margin_total": "-10",
1074 "margin_borrowed": "10",
1075 "margin_available": "0",
1076 "margin_in_position": "0",
1077 "margin_position_type": "short",
1078 "margin_borrowed_base_currency": "USDT",
1079 "margin_liquidation_price": "1.20",
1080 "margin_pending_gain": "10",
1081 "margin_lending_fees": "0.4",
1082 "margin_borrowed_base_price": "0.15",
1084 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
1085 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
1086 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
1087 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1088 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
1089 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1091 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
1092 self
.assertEqual(portfolio
.D("10"), balance
.margin_borrowed
.value
)
1093 self
.assertEqual(portfolio
.D("0"), balance
.margin_available
.value
)
1094 self
.assertEqual("BTC", balance
.margin_total
.currency
)
1095 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
1096 self
.assertEqual("BTC", balance
.margin_available
.currency
)
1098 self
.assertEqual("BTC", balance
.currency
)
1100 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
1101 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
1103 def test__repr(self
):
1104 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
1105 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
1106 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
1107 "exchange_used": 1, "exchange_free": 2 })
1108 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1110 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
1111 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
1113 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
1114 "margin_in_position": 1, "margin_available": 2 })
1115 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1117 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_available": 2 }
)
1118 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
1120 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
1121 "margin_borrowed_base_price": D("0.1"),
1122 "margin_borrowed_base_currency": "BTC",
1123 "margin_lending_fees": D("0.002") })
1124 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
1126 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
1127 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
1128 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
1130 def test_as_json(self
):
1131 balance
= portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)
1132 as_json
= balance
.as_json()
1133 self
.assertEqual(set(portfolio
.Balance
.base_keys
), set(as_json
.keys()))
1134 self
.assertEqual(D(0), as_json
["total"])
1135 self
.assertEqual(D(2), as_json
["exchange_total"])
1136 self
.assertEqual(D(2), as_json
["exchange_free"])
1137 self
.assertEqual(D(0), as_json
["exchange_used"])
1138 self
.assertEqual(D(0), as_json
["margin_total"])
1139 self
.assertEqual(D(0), as_json
["margin_available"])
1140 self
.assertEqual(D(0), as_json
["margin_borrowed"])
1142 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1143 class MarketTest(WebMockTestCase
):
1145 super(MarketTest
, self
).setUp()
1147 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
1149 def test_values(self
):
1150 m
= market
.Market(self
.ccxt
, self
.market_args())
1152 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1153 self
.assertFalse(m
.debug
)
1154 self
.assertIsInstance(m
.report
, market
.ReportStore
)
1155 self
.assertIsInstance(m
.trades
, market
.TradeStore
)
1156 self
.assertIsInstance(m
.balances
, market
.BalanceStore
)
1157 self
.assertEqual(m
, m
.report
.market
)
1158 self
.assertEqual(m
, m
.trades
.market
)
1159 self
.assertEqual(m
, m
.balances
.market
)
1160 self
.assertEqual(m
, m
.ccxt
._market
)
1162 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=True))
1163 self
.assertTrue(m
.debug
)
1165 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=False))
1166 self
.assertFalse(m
.debug
)
1168 with mock
.patch("market.ReportStore") as report_store
:
1169 with self
.subTest(quiet
=False):
1170 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=False))
1171 report_store
.assert_called_with(m
, verbose_print
=True)
1172 with self
.subTest(quiet
=True):
1173 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=True))
1174 report_store
.assert_called_with(m
, verbose_print
=False)
1176 @mock.patch("market.ccxt")
1177 def test_from_config(self
, ccxt
):
1178 with mock
.patch("market.ReportStore"):
1179 ccxt
.poloniexE
.return_value
= self
.ccxt
1180 self
.ccxt
.session
.request
.return_value
= "response"
1182 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args())
1184 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1186 self
.ccxt
.session
.request("GET", "URL", data
="data",
1188 m
.report
.log_http_request
.assert_called_with('GET', 'URL', 'data',
1189 'headers', 'response')
1191 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args(debug
=True))
1192 self
.assertEqual(True, m
.debug
)
1194 def test_get_tickers(self
):
1195 self
.ccxt
.fetch_tickers
.side_effect
= [
1200 m
= market
.Market(self
.ccxt
, self
.market_args())
1201 self
.assertEqual("tickers", m
.get_tickers())
1202 self
.assertEqual("tickers", m
.get_tickers())
1203 self
.ccxt
.fetch_tickers
.assert_called_once()
1205 self
.assertIsNone(m
.get_tickers(refresh
=self
.time
.time()))
1207 def test_get_ticker(self
):
1208 with self
.subTest(get_tickers
=True):
1209 self
.ccxt
.fetch_tickers
.return_value
= {
1210 "ETH/ETC": { "bid": 1, "ask": 3 }
,
1211 "XVG/ETH": { "bid": 10, "ask": 40 }
,
1213 m
= market
.Market(self
.ccxt
, self
.market_args())
1215 ticker
= m
.get_ticker("ETH", "ETC")
1216 self
.assertEqual(1, ticker
["bid"])
1217 self
.assertEqual(3, ticker
["ask"])
1218 self
.assertEqual(2, ticker
["average"])
1219 self
.assertFalse(ticker
["inverted"])
1221 ticker
= m
.get_ticker("ETH", "XVG")
1222 self
.assertEqual(0.0625, ticker
["average"])
1223 self
.assertTrue(ticker
["inverted"])
1224 self
.assertIn("original", ticker
)
1225 self
.assertEqual(10, ticker
["original"]["bid"])
1226 self
.assertEqual(25, ticker
["original"]["average"])
1228 ticker
= m
.get_ticker("XVG", "XMR")
1229 self
.assertIsNone(ticker
)
1231 with self
.subTest(get_tickers
=False):
1232 self
.ccxt
.fetch_tickers
.return_value
= None
1233 self
.ccxt
.fetch_ticker
.side_effect
= [
1234 { "bid": 1, "ask": 3 }
,
1235 market
.ExchangeError("foo"),
1236 { "bid": 10, "ask": 40 }
,
1237 market
.ExchangeError("foo"),
1238 market
.ExchangeError("foo"),
1241 m
= market
.Market(self
.ccxt
, self
.market_args())
1243 ticker
= m
.get_ticker("ETH", "ETC")
1244 self
.ccxt
.fetch_ticker
.assert_called_with("ETH/ETC")
1245 self
.assertEqual(1, ticker
["bid"])
1246 self
.assertEqual(3, ticker
["ask"])
1247 self
.assertEqual(2, ticker
["average"])
1248 self
.assertFalse(ticker
["inverted"])
1250 ticker
= m
.get_ticker("ETH", "XVG")
1251 self
.assertEqual(0.0625, ticker
["average"])
1252 self
.assertTrue(ticker
["inverted"])
1253 self
.assertIn("original", ticker
)
1254 self
.assertEqual(10, ticker
["original"]["bid"])
1255 self
.assertEqual(25, ticker
["original"]["average"])
1257 ticker
= m
.get_ticker("XVG", "XMR")
1258 self
.assertIsNone(ticker
)
1260 def test_fetch_fees(self
):
1261 m
= market
.Market(self
.ccxt
, self
.market_args())
1262 self
.ccxt
.fetch_fees
.return_value
= "Foo"
1263 self
.assertEqual("Foo", m
.fetch_fees())
1264 self
.ccxt
.fetch_fees
.assert_called_once()
1265 self
.ccxt
.reset_mock()
1266 self
.assertEqual("Foo", m
.fetch_fees())
1267 self
.ccxt
.fetch_fees
.assert_not_called()
1269 @mock.patch.object(market
.Portfolio
, "repartition")
1270 @mock.patch.object(market
.Market
, "get_ticker")
1271 @mock.patch.object(market
.TradeStore
, "compute_trades")
1272 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
1273 repartition
.return_value
= {
1274 "XEM": (D("0.75"), "long"),
1275 "BTC": (D("0.25"), "long"),
1277 def _get_ticker(c1
, c2
):
1278 if c1
== "USDT" and c2
== "BTC":
1279 return { "average": D("0.0001") }
1280 if c1
== "XVG" and c2
== "BTC":
1281 return { "average": D("0.000001") }
1282 if c1
== "XEM" and c2
== "BTC":
1283 return { "average": D("0.001") }
1284 self
.fail("Should be called with {}, {}".format(c1
, c2
))
1285 get_ticker
.side_effect
= _get_ticker
1287 with mock
.patch("market.ReportStore"):
1288 m
= market
.Market(self
.ccxt
, self
.market_args())
1289 self
.ccxt
.fetch_all_balances
.return_value
= {
1291 "exchange_free": D("10000.0"),
1292 "exchange_used": D("0.0"),
1293 "exchange_total": D("10000.0"),
1294 "total": D("10000.0")
1297 "exchange_free": D("10000.0"),
1298 "exchange_used": D("0.0"),
1299 "exchange_total": D("10000.0"),
1300 "total": D("10000.0")
1304 m
.balances
.fetch_balances(tag
="tag")
1307 compute_trades
.assert_called()
1309 call
= compute_trades
.call_args
1310 self
.assertEqual(1, call
[0][0]["USDT"].value
)
1311 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
1312 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
1313 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
1314 m
.report
.log_stage
.assert_called_once_with("prepare_trades",
1315 base_currency
='BTC', compute_value
='average',
1316 liquidity
='medium', only
=None, repartition
=None)
1317 m
.report
.log_balances
.assert_called_once_with(tag
="tag")
1320 @mock.patch.object(market
.time
, "sleep")
1321 @mock.patch.object(market
.TradeStore
, "all_orders")
1322 def test_follow_orders(self
, all_orders
, time_mock
):
1323 for debug
, sleep
in [
1324 (False, None), (True, None),
1325 (False, 12), (True, 12)]:
1326 with self
.subTest(sleep
=sleep
, debug
=debug
), \
1327 mock
.patch("market.ReportStore"):
1328 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1330 order_mock1
= mock
.Mock()
1331 order_mock2
= mock
.Mock()
1332 order_mock3
= mock
.Mock()
1333 all_orders
.side_effect
= [
1334 [order_mock1
, order_mock2
],
1335 [order_mock1
, order_mock2
],
1337 [order_mock1
, order_mock3
],
1338 [order_mock1
, order_mock3
],
1340 [order_mock1
, order_mock3
],
1341 [order_mock1
, order_mock3
],
1346 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
1347 order_mock2
.get_status
.side_effect
= ["open"]
1348 order_mock3
.get_status
.side_effect
= ["open", "closed"]
1350 order_mock1
.trade
= mock
.Mock()
1351 order_mock2
.trade
= mock
.Mock()
1352 order_mock3
.trade
= mock
.Mock()
1354 m
.follow_orders(sleep
=sleep
)
1356 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
1357 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
1358 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
1359 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
1361 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
1362 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
1363 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
1365 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
1366 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
1367 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
1368 m
.report
.log_stage
.assert_called()
1370 mock
.call("follow_orders_begin"),
1371 mock
.call("follow_orders_tick_1"),
1372 mock
.call("follow_orders_tick_2"),
1373 mock
.call("follow_orders_tick_3"),
1374 mock
.call("follow_orders_end"),
1376 m
.report
.log_stage
.assert_has_calls(calls
)
1377 m
.report
.log_orders
.assert_called()
1378 self
.assertEqual(3, m
.report
.log_orders
.call_count
)
1380 mock
.call([order_mock1
, order_mock2
], tick
=1),
1381 mock
.call([order_mock1
, order_mock3
], tick
=2),
1382 mock
.call([order_mock1
, order_mock3
], tick
=3),
1384 m
.report
.log_orders
.assert_has_calls(calls
)
1386 mock
.call(order_mock1
, 3, finished
=True),
1387 mock
.call(order_mock3
, 3, finished
=True),
1389 m
.report
.log_order
.assert_has_calls(calls
)
1393 m
.report
.log_debug_action
.assert_called_with("Set follow_orders tick to 7s")
1394 time_mock
.assert_called_with(7)
1396 time_mock
.assert_called_with(30)
1398 time_mock
.assert_called_with(sleep
)
1400 @mock.patch.object(market
.BalanceStore
, "fetch_balances")
1401 def test_move_balance(self
, fetch_balances
):
1402 for debug
in [True, False]:
1403 with self
.subTest(debug
=debug
),\
1404 mock
.patch("market.ReportStore"):
1405 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1407 value_from
= portfolio
.Amount("BTC", "1.0")
1408 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1409 value_to
= portfolio
.Amount("BTC", "10.0")
1410 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1412 value_from
= portfolio
.Amount("BTC", "0.0")
1413 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1414 value_to
= portfolio
.Amount("BTC", "-3.0")
1415 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1417 value_from
= portfolio
.Amount("USDT", "0.0")
1418 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
1419 value_to
= portfolio
.Amount("USDT", "-50.0")
1420 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
1422 m
.trades
.all
= [trade1
, trade2
, trade3
]
1423 balance1
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1424 balance2
= portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }
)
1425 balance3
= portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }
)
1426 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1430 fetch_balances
.assert_called_with()
1431 m
.report
.log_move_balances
.assert_called_once()
1434 m
.report
.log_debug_action
.assert_called()
1435 self
.assertEqual(3, m
.report
.log_debug_action
.call_count
)
1437 self
.ccxt
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
1438 self
.ccxt
.transfer_balance
.assert_any_call("USDT", 100, "exchange", "margin")
1439 self
.ccxt
.transfer_balance
.assert_any_call("ETC", 5, "margin", "exchange")
1441 def test_store_file_report(self
):
1442 file_open
= mock
.mock_open()
1443 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="present", user_id
=1)
1444 with self
.subTest(file="present"),\
1445 mock
.patch("market.open", file_open
),\
1446 mock
.patch
.object(m
, "report") as report
,\
1447 mock
.patch
.object(market
, "datetime") as time_mock
:
1449 report
.print_logs
= [[time_mock
.now(), "Foo"], [time_mock
.now(), "Bar"]]
1450 report
.to_json
.return_value
= "json_content"
1452 m
.store_file_report(datetime
.datetime(2018, 2, 25))
1454 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1455 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.log", "w")
1456 file_open().write
.assert_any_call("json_content")
1457 file_open().write
.assert_any_call("Foo\nBar")
1458 m
.report
.to_json
.assert_called_once_with()
1460 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="error", user_id
=1)
1461 with self
.subTest(file="error"),\
1462 mock
.patch("market.open") as file_open
,\
1463 mock
.patch
.object(m
, "report") as report
,\
1464 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1465 file_open
.side_effect
= FileNotFoundError
1467 m
.store_file_report(datetime
.datetime(2018, 2, 25))
1469 self
.assertRegex(stdout_mock
.getvalue(), "impossible to store report file: FileNotFoundError;")
1471 @mock.patch.object(market
, "psycopg2")
1472 def test_store_database_report(self
, psycopg2
):
1473 connect_mock
= mock
.Mock()
1474 cursor_mock
= mock
.MagicMock()
1476 connect_mock
.cursor
.return_value
= cursor_mock
1477 psycopg2
.connect
.return_value
= connect_mock
1478 m
= market
.Market(self
.ccxt
, self
.market_args(),
1479 pg_config
={"config": "pg_config"}
, user_id
=1)
1480 cursor_mock
.fetchone
.return_value
= [42]
1482 with self
.subTest(error
=False),\
1483 mock
.patch
.object(m
, "report") as report
:
1484 report
.to_json_array
.return_value
= [
1485 ("date1", "type1", "payload1"),
1486 ("date2", "type2", "payload2"),
1488 m
.store_database_report(datetime
.datetime(2018, 3, 24))
1489 connect_mock
.assert_has_calls([
1491 mock
.call
.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime
.datetime(2018, 3, 24), None, False)),
1492 mock
.call
.cursor().fetchone(),
1493 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')),
1494 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')),
1496 mock
.call
.cursor().close(),
1500 connect_mock
.reset_mock()
1501 with self
.subTest(error
=True),\
1502 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1503 psycopg2
.connect
.side_effect
= Exception("Bouh")
1504 m
.store_database_report(datetime
.datetime(2018, 3, 24))
1505 self
.assertEqual(stdout_mock
.getvalue(), "impossible to store report to database: Exception; Bouh\n")
1507 def test_store_report(self
):
1508 m
= market
.Market(self
.ccxt
, self
.market_args(), user_id
=1)
1509 with self
.subTest(file=None, pg_config
=None),\
1510 mock
.patch
.object(m
, "report") as report
,\
1511 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1512 mock
.patch
.object(m
, "store_file_report") as file_report
:
1514 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1516 file_report
.assert_not_called()
1517 db_report
.assert_not_called()
1520 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="present", user_id
=1)
1521 with self
.subTest(file="present", pg_config
=None),\
1522 mock
.patch
.object(m
, "report") as report
,\
1523 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1524 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1525 mock
.patch
.object(market
, "datetime") as time_mock
:
1527 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1531 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1532 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1533 db_report
.assert_not_called()
1536 m
= market
.Market(self
.ccxt
, self
.market_args(), pg_config
="present", user_id
=1)
1537 with self
.subTest(file=None, pg_config
="present"),\
1538 mock
.patch
.object(m
, "report") as report
,\
1539 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1540 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1541 mock
.patch
.object(market
, "datetime") as time_mock
:
1543 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1547 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1548 file_report
.assert_not_called()
1549 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1552 m
= market
.Market(self
.ccxt
, self
.market_args(),
1553 pg_config
="pg_config", report_path
="present", user_id
=1)
1554 with self
.subTest(file="present", pg_config
="present"),\
1555 mock
.patch
.object(m
, "report") as report
,\
1556 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1557 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1558 mock
.patch
.object(market
, "datetime") as time_mock
:
1560 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1564 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1565 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1566 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1568 def test_print_orders(self
):
1569 m
= market
.Market(self
.ccxt
, self
.market_args())
1570 with mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1571 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1572 mock
.patch
.object(m
, "prepare_trades") as prepare_trades
,\
1573 mock
.patch
.object(m
.trades
, "prepare_orders") as prepare_orders
:
1576 log_stage
.assert_called_with("print_orders")
1577 fetch_balances
.assert_called_with(tag
="print_orders")
1578 prepare_trades
.assert_called_with(base_currency
="BTC",
1579 compute_value
="average")
1580 prepare_orders
.assert_called_with(compute_value
="average")
1582 def test_print_balances(self
):
1583 m
= market
.Market(self
.ccxt
, self
.market_args())
1585 with mock
.patch
.object(m
.balances
, "in_currency") as in_currency
,\
1586 mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1587 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1588 mock
.patch
.object(m
.report
, "print_log") as print_log
:
1590 in_currency
.return_value
= {
1591 "BTC": portfolio
.Amount("BTC", "0.65"),
1592 "ETH": portfolio
.Amount("BTC", "0.3"),
1597 log_stage
.assert_called_once_with("print_balances")
1598 fetch_balances
.assert_called_with()
1599 print_log
.assert_has_calls([
1600 mock
.call("total:"),
1601 mock
.call(portfolio
.Amount("BTC", "0.95")),
1604 @mock.patch("market.Processor.process")
1605 @mock.patch("market.ReportStore.log_error")
1606 @mock.patch("market.Market.store_report")
1607 def test_process(self
, store_report
, log_error
, process
):
1608 m
= market
.Market(self
.ccxt
, self
.market_args())
1609 with self
.subTest(before
=False, after
=False):
1612 process
.assert_not_called()
1613 store_report
.assert_called_once()
1614 log_error
.assert_not_called()
1616 process
.reset_mock()
1617 log_error
.reset_mock()
1618 store_report
.reset_mock()
1619 with self
.subTest(before
=True, after
=False):
1620 m
.process(None, before
=True)
1622 process
.assert_called_once_with("sell_all", steps
="before")
1623 store_report
.assert_called_once()
1624 log_error
.assert_not_called()
1626 process
.reset_mock()
1627 log_error
.reset_mock()
1628 store_report
.reset_mock()
1629 with self
.subTest(before
=False, after
=True):
1630 m
.process(None, after
=True)
1632 process
.assert_called_once_with("sell_all", steps
="after")
1633 store_report
.assert_called_once()
1634 log_error
.assert_not_called()
1636 process
.reset_mock()
1637 log_error
.reset_mock()
1638 store_report
.reset_mock()
1639 with self
.subTest(before
=True, after
=True):
1640 m
.process(None, before
=True, after
=True)
1642 process
.assert_has_calls([
1643 mock
.call("sell_all", steps
="before"),
1644 mock
.call("sell_all", steps
="after"),
1646 store_report
.assert_called_once()
1647 log_error
.assert_not_called()
1649 process
.reset_mock()
1650 log_error
.reset_mock()
1651 store_report
.reset_mock()
1652 with self
.subTest(action
="print_balances"),\
1653 mock
.patch
.object(m
, "print_balances") as print_balances
:
1654 m
.process(["print_balances"])
1656 process
.assert_not_called()
1657 log_error
.assert_not_called()
1658 store_report
.assert_called_once()
1659 print_balances
.assert_called_once_with()
1661 log_error
.reset_mock()
1662 store_report
.reset_mock()
1663 with self
.subTest(action
="print_orders"),\
1664 mock
.patch
.object(m
, "print_orders") as print_orders
,\
1665 mock
.patch
.object(m
, "print_balances") as print_balances
:
1666 m
.process(["print_orders", "print_balances"])
1668 process
.assert_not_called()
1669 log_error
.assert_not_called()
1670 store_report
.assert_called_once()
1671 print_orders
.assert_called_once_with()
1672 print_balances
.assert_called_once_with()
1674 log_error
.reset_mock()
1675 store_report
.reset_mock()
1676 with self
.subTest(action
="unknown"):
1677 m
.process(["unknown"])
1678 log_error
.assert_called_once_with("market_process", message
="Unknown action unknown")
1679 store_report
.assert_called_once()
1681 log_error
.reset_mock()
1682 store_report
.reset_mock()
1683 with self
.subTest(unhandled_exception
=True):
1684 process
.side_effect
= Exception("bouh")
1686 m
.process(None, before
=True)
1687 log_error
.assert_called_with("market_process", exception
=mock
.ANY
)
1688 store_report
.assert_called_once()
1690 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1691 class TradeStoreTest(WebMockTestCase
):
1692 def test_compute_trades(self
):
1693 self
.m
.balances
.currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
1696 "XMR": portfolio
.Amount("BTC", D("0.9")),
1697 "DASH": portfolio
.Amount("BTC", D("0.4")),
1698 "XVG": portfolio
.Amount("BTC", D("-0.5")),
1699 "BTC": portfolio
.Amount("BTC", D("0.5")),
1702 "DASH": portfolio
.Amount("BTC", D("0.5")),
1703 "XVG": portfolio
.Amount("BTC", D("0.1")),
1704 "BTC": portfolio
.Amount("BTC", D("0.4")),
1705 "ETH": portfolio
.Amount("BTC", D("0.3")),
1715 with mock
.patch
.object(market
.TradeStore
, "trade_if_matching") as trade_if_matching
:
1716 trade_store
= market
.TradeStore(self
.m
)
1717 trade_if_matching
.side_effect
= side_effect
1719 trade_store
.compute_trades(values_in_base
,
1720 new_repartition
, only
="only")
1722 self
.assertEqual(5, trade_if_matching
.call_count
)
1723 self
.assertEqual(3, len(trade_store
.all
))
1724 self
.assertEqual([1, 4, 5], trade_store
.all
)
1725 self
.m
.report
.log_trades
.assert_called_with(side_effect
, "only")
1727 def test_trade_if_matching(self
):
1729 with self
.subTest(only
="nope"):
1730 trade_store
= market
.TradeStore(self
.m
)
1731 result
= trade_store
.trade_if_matching(
1732 portfolio
.Amount("BTC", D("0")),
1733 portfolio
.Amount("BTC", D("0.3")),
1735 self
.assertEqual(False, result
[0])
1736 self
.assertIsInstance(result
[1], portfolio
.Trade
)
1738 with self
.subTest(only
=None):
1739 trade_store
= market
.TradeStore(self
.m
)
1740 result
= trade_store
.trade_if_matching(
1741 portfolio
.Amount("BTC", D("0")),
1742 portfolio
.Amount("BTC", D("0.3")),
1744 self
.assertEqual(True, result
[0])
1746 with self
.subTest(only
="acquire"):
1747 trade_store
= market
.TradeStore(self
.m
)
1748 result
= trade_store
.trade_if_matching(
1749 portfolio
.Amount("BTC", D("0")),
1750 portfolio
.Amount("BTC", D("0.3")),
1751 "ETH", only
="acquire")
1752 self
.assertEqual(True, result
[0])
1754 with self
.subTest(only
="dispose"):
1755 trade_store
= market
.TradeStore(self
.m
)
1756 result
= trade_store
.trade_if_matching(
1757 portfolio
.Amount("BTC", D("0")),
1758 portfolio
.Amount("BTC", D("0.3")),
1759 "ETH", only
="dispose")
1760 self
.assertEqual(False, result
[0])
1762 def test_prepare_orders(self
):
1763 trade_store
= market
.TradeStore(self
.m
)
1765 trade_mock1
= mock
.Mock()
1766 trade_mock2
= mock
.Mock()
1767 trade_mock3
= mock
.Mock()
1769 trade_mock1
.prepare_order
.return_value
= 1
1770 trade_mock2
.prepare_order
.return_value
= 2
1771 trade_mock3
.prepare_order
.return_value
= 3
1773 trade_mock1
.pending
= True
1774 trade_mock2
.pending
= True
1775 trade_mock3
.pending
= False
1777 trade_store
.all
.append(trade_mock1
)
1778 trade_store
.all
.append(trade_mock2
)
1779 trade_store
.all
.append(trade_mock3
)
1781 trade_store
.prepare_orders()
1782 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
1783 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1784 trade_mock3
.prepare_order
.assert_not_called()
1785 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "default")
1787 self
.m
.report
.log_orders
.reset_mock()
1789 trade_store
.prepare_orders(compute_value
="bla")
1790 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
1791 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
1792 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "bla")
1794 trade_mock1
.prepare_order
.reset_mock()
1795 trade_mock2
.prepare_order
.reset_mock()
1796 self
.m
.report
.log_orders
.reset_mock()
1798 trade_mock1
.action
= "foo"
1799 trade_mock2
.action
= "bar"
1800 trade_store
.prepare_orders(only
="bar")
1801 trade_mock1
.prepare_order
.assert_not_called()
1802 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1803 self
.m
.report
.log_orders
.assert_called_once_with([2], "bar", "default")
1805 def test_print_all_with_order(self
):
1806 trade_mock1
= mock
.Mock()
1807 trade_mock2
= mock
.Mock()
1808 trade_mock3
= mock
.Mock()
1809 trade_store
= market
.TradeStore(self
.m
)
1810 trade_store
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
1812 trade_store
.print_all_with_order()
1814 trade_mock1
.print_with_order
.assert_called()
1815 trade_mock2
.print_with_order
.assert_called()
1816 trade_mock3
.print_with_order
.assert_called()
1818 def test_run_orders(self
):
1819 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1820 order_mock1
= mock
.Mock()
1821 order_mock2
= mock
.Mock()
1822 order_mock3
= mock
.Mock()
1823 trade_store
= market
.TradeStore(self
.m
)
1825 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1827 trade_store
.run_orders()
1829 all_orders
.assert_called_with(state
="pending")
1831 order_mock1
.run
.assert_called()
1832 order_mock2
.run
.assert_called()
1833 order_mock3
.run
.assert_called()
1835 self
.m
.report
.log_stage
.assert_called_with("run_orders")
1836 self
.m
.report
.log_orders
.assert_called_with([order_mock1
, order_mock2
,
1839 def test_all_orders(self
):
1840 trade_mock1
= mock
.Mock()
1841 trade_mock2
= mock
.Mock()
1843 order_mock1
= mock
.Mock()
1844 order_mock2
= mock
.Mock()
1845 order_mock3
= mock
.Mock()
1847 trade_mock1
.orders
= [order_mock1
, order_mock2
]
1848 trade_mock2
.orders
= [order_mock3
]
1850 order_mock1
.status
= "pending"
1851 order_mock2
.status
= "open"
1852 order_mock3
.status
= "open"
1854 trade_store
= market
.TradeStore(self
.m
)
1855 trade_store
.all
.append(trade_mock1
)
1856 trade_store
.all
.append(trade_mock2
)
1858 orders
= trade_store
.all_orders()
1859 self
.assertEqual(3, len(orders
))
1861 open_orders
= trade_store
.all_orders(state
="open")
1862 self
.assertEqual(2, len(open_orders
))
1863 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
1865 def test_update_all_orders_status(self
):
1866 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1867 order_mock1
= mock
.Mock()
1868 order_mock2
= mock
.Mock()
1869 order_mock3
= mock
.Mock()
1871 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1873 trade_store
= market
.TradeStore(self
.m
)
1875 trade_store
.update_all_orders_status()
1876 all_orders
.assert_called_with(state
="open")
1878 order_mock1
.get_status
.assert_called()
1879 order_mock2
.get_status
.assert_called()
1880 order_mock3
.get_status
.assert_called()
1882 def test_close_trades(self
):
1883 trade_mock1
= mock
.Mock()
1884 trade_mock2
= mock
.Mock()
1885 trade_mock3
= mock
.Mock()
1887 trade_store
= market
.TradeStore(self
.m
)
1889 trade_store
.all
.append(trade_mock1
)
1890 trade_store
.all
.append(trade_mock2
)
1891 trade_store
.all
.append(trade_mock3
)
1893 trade_store
.close_trades()
1895 trade_mock1
.close
.assert_called_once_with()
1896 trade_mock2
.close
.assert_called_once_with()
1897 trade_mock3
.close
.assert_called_once_with()
1899 def test_pending(self
):
1900 trade_mock1
= mock
.Mock()
1901 trade_mock1
.pending
= True
1902 trade_mock2
= mock
.Mock()
1903 trade_mock2
.pending
= True
1904 trade_mock3
= mock
.Mock()
1905 trade_mock3
.pending
= False
1907 trade_store
= market
.TradeStore(self
.m
)
1909 trade_store
.all
.append(trade_mock1
)
1910 trade_store
.all
.append(trade_mock2
)
1911 trade_store
.all
.append(trade_mock3
)
1913 self
.assertEqual([trade_mock1
, trade_mock2
], trade_store
.pending
)
1915 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1916 class BalanceStoreTest(WebMockTestCase
):
1918 super(BalanceStoreTest
, self
).setUp()
1920 self
.fetch_balance
= {
1924 "exchange_total": 0,
1928 "exchange_free": D("6.0"),
1929 "exchange_used": D("1.2"),
1930 "exchange_total": D("7.2"),
1934 "exchange_free": 16,
1936 "exchange_total": 16,
1942 "exchange_total": 0,
1943 "margin_total": D("-1.0"),
1948 def test_in_currency(self
):
1949 self
.m
.get_ticker
.return_value
= {
1952 "average": D("0.1"),
1955 balance_store
= market
.BalanceStore(self
.m
)
1956 balance_store
.all
= {
1957 "BTC": portfolio
.Balance("BTC", {
1959 "exchange_total":"0.65",
1960 "exchange_free": "0.35",
1961 "exchange_used": "0.30"}),
1962 "ETH": portfolio
.Balance("ETH", {
1964 "exchange_total": 3,
1966 "exchange_used": 0}),
1969 amounts
= balance_store
.in_currency("BTC")
1970 self
.assertEqual("BTC", amounts
["ETH"].currency
)
1971 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1972 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
1973 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1975 self
.m
.report
.log_tickers
.reset_mock()
1977 amounts
= balance_store
.in_currency("BTC", compute_value
="bid")
1978 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1979 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
1980 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1982 self
.m
.report
.log_tickers
.reset_mock()
1984 amounts
= balance_store
.in_currency("BTC", compute_value
="bid", type="exchange_used")
1985 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
1986 self
.assertEqual(0, amounts
["ETH"].value
)
1987 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1988 "bid", "exchange_used")
1989 self
.m
.report
.log_tickers
.reset_mock()
1991 def test_fetch_balances(self
):
1992 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
1994 balance_store
= market
.BalanceStore(self
.m
)
1996 balance_store
.fetch_balances()
1997 self
.assertNotIn("ETC", balance_store
.currencies())
1998 self
.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store
.currencies()))
2000 balance_store
.all
["ETC"] = portfolio
.Balance("ETC", {
2001 "exchange_total": "1", "exchange_free": "0",
2002 "exchange_used": "1" })
2003 balance_store
.fetch_balances(tag
="foo")
2004 self
.assertEqual(0, balance_store
.all
["ETC"].total
)
2005 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store
.currencies()))
2006 self
.m
.report
.log_balances
.assert_called_with(tag
="foo")
2008 @mock.patch.object(market
.Portfolio
, "repartition")
2009 def test_dispatch_assets(self
, repartition
):
2010 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
2012 balance_store
= market
.BalanceStore(self
.m
)
2013 balance_store
.fetch_balances()
2015 self
.assertNotIn("XEM", balance_store
.currencies())
2017 repartition_hash
= {
2018 "XEM": (D("0.75"), "long"),
2019 "BTC": (D("0.26"), "long"),
2020 "DASH": (D("0.10"), "short"),
2022 repartition
.return_value
= repartition_hash
2024 amounts
= balance_store
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
2025 repartition
.assert_called_with(liquidity
="medium")
2026 self
.assertIn("XEM", balance_store
.currencies())
2027 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
2028 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
2029 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
2030 self
.m
.report
.log_balances
.assert_called_with(tag
=None)
2031 self
.m
.report
.log_dispatch
.assert_called_once_with(portfolio
.Amount("BTC",
2032 "11.1"), amounts
, "medium", repartition_hash
)
2034 def test_currencies(self
):
2035 balance_store
= market
.BalanceStore(self
.m
)
2037 balance_store
.all
= {
2038 "BTC": portfolio
.Balance("BTC", {
2040 "exchange_total":"0.65",
2041 "exchange_free": "0.35",
2042 "exchange_used": "0.30"}),
2043 "ETH": portfolio
.Balance("ETH", {
2045 "exchange_total": 3,
2047 "exchange_used": 0}),
2049 self
.assertListEqual(["BTC", "ETH"], list(balance_store
.currencies()))
2051 def test_as_json(self
):
2052 balance_mock1
= mock
.Mock()
2053 balance_mock1
.as_json
.return_value
= 1
2055 balance_mock2
= mock
.Mock()
2056 balance_mock2
.as_json
.return_value
= 2
2058 balance_store
= market
.BalanceStore(self
.m
)
2059 balance_store
.all
= {
2060 "BTC": balance_mock1
,
2061 "ETH": balance_mock2
,
2064 as_json
= balance_store
.as_json()
2065 self
.assertEqual(1, as_json
["BTC"])
2066 self
.assertEqual(2, as_json
["ETH"])
2069 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2070 class ComputationTest(WebMockTestCase
):
2071 def test_compute_value(self
):
2072 compute
= mock
.Mock()
2073 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
2074 compute
.assert_called_with("foo", "ask")
2076 compute
.reset_mock()
2077 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
2078 compute
.assert_called_with("foo", "bid")
2080 compute
.reset_mock()
2081 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
2082 compute
.assert_called_with("foo", "ask")
2084 compute
.reset_mock()
2085 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
2086 compute
.assert_called_with("foo", "bid")
2088 compute
.reset_mock()
2089 portfolio
.Computation
.computations
["test"] = compute
2090 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
2091 compute
.assert_called_with("foo", "bid")
2094 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2095 class TradeTest(WebMockTestCase
):
2097 def test_values_assertion(self
):
2098 value_from
= portfolio
.Amount("BTC", "1.0")
2099 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2100 value_to
= portfolio
.Amount("BTC", "1.0")
2101 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2102 self
.assertEqual("BTC", trade
.base_currency
)
2103 self
.assertEqual("ETH", trade
.currency
)
2104 self
.assertEqual(self
.m
, trade
.market
)
2106 with self
.assertRaises(AssertionError):
2107 portfolio
.Trade(value_from
, -value_to
, "ETH", self
.m
)
2108 with self
.assertRaises(AssertionError):
2109 portfolio
.Trade(value_from
, value_to
, "ETC", self
.m
)
2110 with self
.assertRaises(AssertionError):
2111 value_from
.currency
= "ETH"
2112 portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2113 value_from
.currency
= "BTC"
2114 with self
.assertRaises(AssertionError):
2115 value_from2
= portfolio
.Amount("BTC", "1.0")
2116 portfolio
.Trade(value_from2
, value_to
, "ETH", self
.m
)
2118 value_from
= portfolio
.Amount("BTC", 0)
2119 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2120 self
.assertEqual(0, trade
.value_from
.linked_to
)
2122 def test_action(self
):
2123 value_from
= portfolio
.Amount("BTC", "1.0")
2124 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2125 value_to
= portfolio
.Amount("BTC", "1.0")
2126 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2128 self
.assertIsNone(trade
.action
)
2130 value_from
= portfolio
.Amount("BTC", "1.0")
2131 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
2132 value_to
= portfolio
.Amount("BTC", "2.0")
2133 trade
= portfolio
.Trade(value_from
, value_to
, "BTC", self
.m
)
2135 self
.assertIsNone(trade
.action
)
2137 value_from
= portfolio
.Amount("BTC", "0.5")
2138 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2139 value_to
= portfolio
.Amount("BTC", "1.0")
2140 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2142 self
.assertEqual("acquire", trade
.action
)
2144 value_from
= portfolio
.Amount("BTC", "0")
2145 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2146 value_to
= portfolio
.Amount("BTC", "-1.0")
2147 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2149 self
.assertEqual("acquire", trade
.action
)
2151 def test_order_action(self
):
2152 value_from
= portfolio
.Amount("BTC", "0.5")
2153 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2154 value_to
= portfolio
.Amount("BTC", "1.0")
2155 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2157 trade
.inverted
= False
2158 self
.assertEqual("buy", trade
.order_action())
2159 trade
.inverted
= True
2160 self
.assertEqual("sell", trade
.order_action())
2162 value_from
= portfolio
.Amount("BTC", "0")
2163 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2164 value_to
= portfolio
.Amount("BTC", "-1.0")
2165 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2167 trade
.inverted
= False
2168 self
.assertEqual("sell", trade
.order_action())
2169 trade
.inverted
= True
2170 self
.assertEqual("buy", trade
.order_action())
2172 def test_trade_type(self
):
2173 value_from
= portfolio
.Amount("BTC", "0.5")
2174 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2175 value_to
= portfolio
.Amount("BTC", "1.0")
2176 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2178 self
.assertEqual("long", trade
.trade_type
)
2180 value_from
= portfolio
.Amount("BTC", "0")
2181 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2182 value_to
= portfolio
.Amount("BTC", "-1.0")
2183 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2185 self
.assertEqual("short", trade
.trade_type
)
2187 def test_is_fullfiled(self
):
2188 with self
.subTest(inverted
=False):
2189 value_from
= portfolio
.Amount("BTC", "0.5")
2190 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2191 value_to
= portfolio
.Amount("BTC", "1.0")
2192 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2194 order1
= mock
.Mock()
2195 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2197 order2
= mock
.Mock()
2198 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2199 trade
.orders
.append(order1
)
2200 trade
.orders
.append(order2
)
2202 self
.assertFalse(trade
.is_fullfiled
)
2204 order3
= mock
.Mock()
2205 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2206 trade
.orders
.append(order3
)
2208 self
.assertTrue(trade
.is_fullfiled
)
2210 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2211 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2212 order3
.filled_amount
.assert_called_with(in_base_currency
=True)
2214 with self
.subTest(inverted
=True):
2215 value_from
= portfolio
.Amount("BTC", "0.5")
2216 value_from
.linked_to
= portfolio
.Amount("USDT", "1000.0")
2217 value_to
= portfolio
.Amount("BTC", "1.0")
2218 trade
= portfolio
.Trade(value_from
, value_to
, "USDT", self
.m
)
2219 trade
.inverted
= True
2221 order1
= mock
.Mock()
2222 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2224 order2
= mock
.Mock()
2225 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2226 trade
.orders
.append(order1
)
2227 trade
.orders
.append(order2
)
2229 self
.assertFalse(trade
.is_fullfiled
)
2231 order3
= mock
.Mock()
2232 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2233 trade
.orders
.append(order3
)
2235 self
.assertTrue(trade
.is_fullfiled
)
2237 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2238 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2239 order3
.filled_amount
.assert_called_with(in_base_currency
=False)
2242 def test_filled_amount(self
):
2243 value_from
= portfolio
.Amount("BTC", "0.5")
2244 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2245 value_to
= portfolio
.Amount("BTC", "1.0")
2246 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2248 order1
= mock
.Mock()
2249 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
2251 order2
= mock
.Mock()
2252 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
2253 trade
.orders
.append(order1
)
2254 trade
.orders
.append(order2
)
2256 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
2257 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2258 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2260 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
2261 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2262 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2264 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
2265 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2266 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2268 @mock.patch.object(portfolio
.Computation
, "compute_value")
2269 @mock.patch.object(portfolio
.Trade
, "filled_amount")
2270 @mock.patch.object(portfolio
, "Order")
2271 def test_prepare_order(self
, Order
, filled_amount
, compute_value
):
2272 Order
.return_value
= "Order"
2274 with self
.subTest(desc
="Nothing to do"):
2275 value_from
= portfolio
.Amount("BTC", "10")
2276 value_from
.rate
= D("0.1")
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
)
2281 trade
.prepare_order()
2283 filled_amount
.assert_not_called()
2284 compute_value
.assert_not_called()
2285 self
.assertEqual(0, len(trade
.orders
))
2286 Order
.assert_not_called()
2288 self
.m
.get_ticker
.return_value
= { "inverted": False }
2289 with self
.subTest(desc
="Already filled"):
2290 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
2291 compute_value
.return_value
= D("0.125")
2293 value_from
= portfolio
.Amount("BTC", "10")
2294 value_from
.rate
= D("0.1")
2295 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2296 value_to
= portfolio
.Amount("BTC", "0")
2297 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2299 trade
.prepare_order()
2301 filled_amount
.assert_called_with(in_base_currency
=False)
2302 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2303 self
.assertEqual(0, len(trade
.orders
))
2304 self
.m
.report
.log_error
.assert_called_with("prepare_order", message
=mock
.ANY
)
2305 Order
.assert_not_called()
2307 with self
.subTest(action
="dispose", inverted
=False):
2308 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2309 compute_value
.return_value
= D("0.125")
2311 value_from
= portfolio
.Amount("BTC", "10")
2312 value_from
.rate
= D("0.1")
2313 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2314 value_to
= portfolio
.Amount("BTC", "1")
2315 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2317 trade
.prepare_order()
2319 filled_amount
.assert_called_with(in_base_currency
=False)
2320 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2321 self
.assertEqual(1, len(trade
.orders
))
2322 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2323 D("0.125"), "BTC", "long", self
.m
,
2324 trade
, close_if_possible
=False)
2326 with self
.subTest(action
="dispose", inverted
=False, close_if_possible
=True):
2327 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2328 compute_value
.return_value
= D("0.125")
2330 value_from
= portfolio
.Amount("BTC", "10")
2331 value_from
.rate
= D("0.1")
2332 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2333 value_to
= portfolio
.Amount("BTC", "1")
2334 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2336 trade
.prepare_order(close_if_possible
=True)
2338 filled_amount
.assert_called_with(in_base_currency
=False)
2339 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2340 self
.assertEqual(1, len(trade
.orders
))
2341 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2342 D("0.125"), "BTC", "long", self
.m
,
2343 trade
, close_if_possible
=True)
2345 with self
.subTest(action
="acquire", inverted
=False):
2346 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
2347 compute_value
.return_value
= D("0.125")
2349 value_from
= portfolio
.Amount("BTC", "1")
2350 value_from
.rate
= D("0.1")
2351 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
2352 value_to
= portfolio
.Amount("BTC", "10")
2353 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2355 trade
.prepare_order()
2357 filled_amount
.assert_called_with(in_base_currency
=True)
2358 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "buy", compute_value
="default")
2359 self
.assertEqual(1, len(trade
.orders
))
2361 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
2362 D("0.125"), "BTC", "long", self
.m
,
2363 trade
, close_if_possible
=False)
2365 with self
.subTest(close_if_possible
=True):
2366 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
2367 compute_value
.return_value
= D("0.125")
2369 value_from
= portfolio
.Amount("BTC", "10")
2370 value_from
.rate
= D("0.1")
2371 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2372 value_to
= portfolio
.Amount("BTC", "0")
2373 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2375 trade
.prepare_order()
2377 filled_amount
.assert_called_with(in_base_currency
=False)
2378 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2379 self
.assertEqual(1, len(trade
.orders
))
2380 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
2381 D("0.125"), "BTC", "long", self
.m
,
2382 trade
, close_if_possible
=True)
2384 self
.m
.get_ticker
.return_value
= { "inverted": True, "original": {}
}
2385 with self
.subTest(action
="dispose", inverted
=True):
2386 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
2387 compute_value
.return_value
= D("125")
2389 value_from
= portfolio
.Amount("BTC", "10")
2390 value_from
.rate
= D("0.01")
2391 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
2392 value_to
= portfolio
.Amount("BTC", "1")
2393 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2395 trade
.prepare_order(compute_value
="foo")
2397 filled_amount
.assert_called_with(in_base_currency
=True)
2398 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "buy", compute_value
="foo")
2399 self
.assertEqual(1, len(trade
.orders
))
2400 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
2401 D("125"), "FOO", "long", self
.m
,
2402 trade
, close_if_possible
=False)
2404 with self
.subTest(action
="acquire", inverted
=True):
2405 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
2406 compute_value
.return_value
= D("125")
2408 value_from
= portfolio
.Amount("BTC", "1")
2409 value_from
.rate
= D("0.01")
2410 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2411 value_to
= portfolio
.Amount("BTC", "10")
2412 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2414 trade
.prepare_order(compute_value
="foo")
2416 filled_amount
.assert_called_with(in_base_currency
=False)
2417 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "sell", compute_value
="foo")
2418 self
.assertEqual(1, len(trade
.orders
))
2419 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
2420 D("125"), "FOO", "long", self
.m
,
2421 trade
, close_if_possible
=False)
2424 @mock.patch.object(portfolio
.Trade
, "prepare_order")
2425 def test_update_order(self
, prepare_order
):
2426 order_mock
= mock
.Mock()
2427 new_order_mock
= mock
.Mock()
2429 value_from
= portfolio
.Amount("BTC", "0.5")
2430 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2431 value_to
= portfolio
.Amount("BTC", "1.0")
2432 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2433 prepare_order
.return_value
= new_order_mock
2435 for i
in [0, 1, 3, 4, 6]:
2436 with self
.subTest(tick
=i
):
2437 trade
.update_order(order_mock
, i
)
2438 order_mock
.cancel
.assert_not_called()
2439 new_order_mock
.run
.assert_not_called()
2440 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
,
2441 update
="waiting", compute_value
=None, new_order
=None)
2443 order_mock
.reset_mock()
2444 new_order_mock
.reset_mock()
2446 self
.m
.report
.log_order
.reset_mock()
2448 trade
.update_order(order_mock
, 2)
2449 order_mock
.cancel
.assert_called()
2450 new_order_mock
.run
.assert_called()
2451 prepare_order
.assert_called()
2452 self
.m
.report
.log_order
.assert_called()
2453 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2455 mock
.call(order_mock
, 2, update
="adjusting",
2456 compute_value
=mock
.ANY
,
2457 new_order
=new_order_mock
),
2458 mock
.call(order_mock
, 2, new_order
=new_order_mock
),
2460 self
.m
.report
.log_order
.assert_has_calls(calls
)
2462 order_mock
.reset_mock()
2463 new_order_mock
.reset_mock()
2465 self
.m
.report
.log_order
.reset_mock()
2467 trade
.update_order(order_mock
, 5)
2468 order_mock
.cancel
.assert_called()
2469 new_order_mock
.run
.assert_called()
2470 prepare_order
.assert_called()
2471 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2472 self
.m
.report
.log_order
.assert_called()
2474 mock
.call(order_mock
, 5, update
="adjusting",
2475 compute_value
=mock
.ANY
,
2476 new_order
=new_order_mock
),
2477 mock
.call(order_mock
, 5, new_order
=new_order_mock
),
2479 self
.m
.report
.log_order
.assert_has_calls(calls
)
2481 order_mock
.reset_mock()
2482 new_order_mock
.reset_mock()
2484 self
.m
.report
.log_order
.reset_mock()
2486 trade
.update_order(order_mock
, 7)
2487 order_mock
.cancel
.assert_called()
2488 new_order_mock
.run
.assert_called()
2489 prepare_order
.assert_called_with(compute_value
="default")
2490 self
.m
.report
.log_order
.assert_called()
2491 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2493 mock
.call(order_mock
, 7, update
="market_fallback",
2494 compute_value
='default',
2495 new_order
=new_order_mock
),
2496 mock
.call(order_mock
, 7, new_order
=new_order_mock
),
2498 self
.m
.report
.log_order
.assert_has_calls(calls
)
2500 order_mock
.reset_mock()
2501 new_order_mock
.reset_mock()
2503 self
.m
.report
.log_order
.reset_mock()
2505 for i
in [10, 13, 16]:
2506 with self
.subTest(tick
=i
):
2507 trade
.update_order(order_mock
, i
)
2508 order_mock
.cancel
.assert_called()
2509 new_order_mock
.run
.assert_called()
2510 prepare_order
.assert_called_with(compute_value
="default")
2511 self
.m
.report
.log_order
.assert_called()
2512 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2514 mock
.call(order_mock
, i
, update
="market_adjust",
2515 compute_value
='default',
2516 new_order
=new_order_mock
),
2517 mock
.call(order_mock
, i
, new_order
=new_order_mock
),
2519 self
.m
.report
.log_order
.assert_has_calls(calls
)
2521 order_mock
.reset_mock()
2522 new_order_mock
.reset_mock()
2524 self
.m
.report
.log_order
.reset_mock()
2526 for i
in [8, 9, 11, 12]:
2527 with self
.subTest(tick
=i
):
2528 trade
.update_order(order_mock
, i
)
2529 order_mock
.cancel
.assert_not_called()
2530 new_order_mock
.run
.assert_not_called()
2531 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
, update
="waiting",
2532 compute_value
=None, new_order
=None)
2534 order_mock
.reset_mock()
2535 new_order_mock
.reset_mock()
2537 self
.m
.report
.log_order
.reset_mock()
2540 def test_print_with_order(self
):
2541 value_from
= portfolio
.Amount("BTC", "0.5")
2542 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2543 value_to
= portfolio
.Amount("BTC", "1.0")
2544 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2546 order_mock1
= mock
.Mock()
2547 order_mock1
.__repr__
= mock
.Mock()
2548 order_mock1
.__repr__
.return_value
= "Mock 1"
2549 order_mock2
= mock
.Mock()
2550 order_mock2
.__repr__
= mock
.Mock()
2551 order_mock2
.__repr__
.return_value
= "Mock 2"
2552 order_mock1
.mouvements
= []
2553 mouvement_mock1
= mock
.Mock()
2554 mouvement_mock1
.__repr__
= mock
.Mock()
2555 mouvement_mock1
.__repr__
.return_value
= "Mouvement 1"
2556 mouvement_mock2
= mock
.Mock()
2557 mouvement_mock2
.__repr__
= mock
.Mock()
2558 mouvement_mock2
.__repr__
.return_value
= "Mouvement 2"
2559 order_mock2
.mouvements
= [
2560 mouvement_mock1
, mouvement_mock2
2562 trade
.orders
.append(order_mock1
)
2563 trade
.orders
.append(order_mock2
)
2565 with mock
.patch
.object(trade
, "filled_amount") as filled
:
2566 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2568 trade
.print_with_order()
2570 self
.m
.report
.print_log
.assert_called()
2571 calls
= self
.m
.report
.print_log
.mock_calls
2572 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls
[0][1][0]))
2573 self
.assertEqual("\tMock 1", str(calls
[1][1][0]))
2574 self
.assertEqual("\tMock 2", str(calls
[2][1][0]))
2575 self
.assertEqual("\t\tMouvement 1", str(calls
[3][1][0]))
2576 self
.assertEqual("\t\tMouvement 2", str(calls
[4][1][0]))
2578 self
.m
.report
.print_log
.reset_mock()
2580 filled
.return_value
= portfolio
.Amount("BTC", "0.5")
2581 trade
.print_with_order()
2582 calls
= self
.m
.report
.print_log
.mock_calls
2583 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls
[0][1][0]))
2585 self
.m
.report
.print_log
.reset_mock()
2587 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2589 trade
.print_with_order()
2590 calls
= self
.m
.report
.print_log
.mock_calls
2591 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls
[0][1][0]))
2593 def test_close(self
):
2594 value_from
= portfolio
.Amount("BTC", "0.5")
2595 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2596 value_to
= portfolio
.Amount("BTC", "1.0")
2597 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2598 order1
= mock
.Mock()
2599 trade
.orders
.append(order1
)
2603 self
.assertEqual(True, trade
.closed
)
2604 order1
.cancel
.assert_called_once_with()
2606 def test_pending(self
):
2607 value_from
= portfolio
.Amount("BTC", "0.5")
2608 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2609 value_to
= portfolio
.Amount("BTC", "1.0")
2610 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2613 self
.assertEqual(False, trade
.pending
)
2615 trade
.closed
= False
2616 self
.assertEqual(True, trade
.pending
)
2618 order1
= mock
.Mock()
2619 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.5")
2620 trade
.orders
.append(order1
)
2621 self
.assertEqual(False, trade
.pending
)
2623 def test__repr(self
):
2624 value_from
= portfolio
.Amount("BTC", "0.5")
2625 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2626 value_to
= portfolio
.Amount("BTC", "1.0")
2627 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2629 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
2631 def test_as_json(self
):
2632 value_from
= portfolio
.Amount("BTC", "0.5")
2633 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2634 value_to
= portfolio
.Amount("BTC", "1.0")
2635 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2637 as_json
= trade
.as_json()
2638 self
.assertEqual("acquire", as_json
["action"])
2639 self
.assertEqual(D("0.5"), as_json
["from"])
2640 self
.assertEqual(D("1.0"), as_json
["to"])
2641 self
.assertEqual("ETH", as_json
["currency"])
2642 self
.assertEqual("BTC", as_json
["base_currency"])
2644 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2645 class OrderTest(WebMockTestCase
):
2646 def test_values(self
):
2647 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2648 D("0.1"), "BTC", "long", "market", "trade")
2649 self
.assertEqual("buy", order
.action
)
2650 self
.assertEqual(10, order
.amount
.value
)
2651 self
.assertEqual("ETH", order
.amount
.currency
)
2652 self
.assertEqual(D("0.1"), order
.rate
)
2653 self
.assertEqual("BTC", order
.base_currency
)
2654 self
.assertEqual("market", order
.market
)
2655 self
.assertEqual("long", order
.trade_type
)
2656 self
.assertEqual("pending", order
.status
)
2657 self
.assertEqual("trade", order
.trade
)
2658 self
.assertIsNone(order
.id)
2659 self
.assertFalse(order
.close_if_possible
)
2661 def test__repr(self
):
2662 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2663 D("0.1"), "BTC", "long", "market", "trade")
2664 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
2666 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2667 D("0.1"), "BTC", "long", "market", "trade",
2668 close_if_possible
=True)
2669 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
2671 def test_as_json(self
):
2672 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2673 D("0.1"), "BTC", "long", "market", "trade")
2674 mouvement_mock1
= mock
.Mock()
2675 mouvement_mock1
.as_json
.return_value
= 1
2676 mouvement_mock2
= mock
.Mock()
2677 mouvement_mock2
.as_json
.return_value
= 2
2679 order
.mouvements
= [mouvement_mock1
, mouvement_mock2
]
2680 as_json
= order
.as_json()
2681 self
.assertEqual("buy", as_json
["action"])
2682 self
.assertEqual("long", as_json
["trade_type"])
2683 self
.assertEqual(10, as_json
["amount"])
2684 self
.assertEqual("ETH", as_json
["currency"])
2685 self
.assertEqual("BTC", as_json
["base_currency"])
2686 self
.assertEqual(D("0.1"), as_json
["rate"])
2687 self
.assertEqual("pending", as_json
["status"])
2688 self
.assertEqual(False, as_json
["close_if_possible"])
2689 self
.assertIsNone(as_json
["id"])
2690 self
.assertEqual([1, 2], as_json
["mouvements"])
2692 def test_account(self
):
2693 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2694 D("0.1"), "BTC", "long", "market", "trade")
2695 self
.assertEqual("exchange", order
.account
)
2697 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2698 D("0.1"), "BTC", "short", "market", "trade")
2699 self
.assertEqual("margin", order
.account
)
2701 def test_pending(self
):
2702 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2703 D("0.1"), "BTC", "long", "market", "trade")
2704 self
.assertTrue(order
.pending
)
2705 order
.status
= "open"
2706 self
.assertFalse(order
.pending
)
2708 def test_open(self
):
2709 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2710 D("0.1"), "BTC", "long", "market", "trade")
2711 self
.assertFalse(order
.open)
2712 order
.status
= "open"
2713 self
.assertTrue(order
.open)
2715 def test_finished(self
):
2716 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2717 D("0.1"), "BTC", "long", "market", "trade")
2718 self
.assertFalse(order
.finished
)
2719 order
.status
= "closed"
2720 self
.assertTrue(order
.finished
)
2721 order
.status
= "canceled"
2722 self
.assertTrue(order
.finished
)
2723 order
.status
= "error"
2724 self
.assertTrue(order
.finished
)
2726 @mock.patch.object(portfolio
.Order
, "fetch")
2727 def test_cancel(self
, fetch
):
2728 with self
.subTest(debug
=True):
2730 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2731 D("0.1"), "BTC", "long", self
.m
, "trade")
2732 order
.status
= "open"
2735 self
.m
.ccxt
.cancel_order
.assert_not_called()
2736 self
.m
.report
.log_debug_action
.assert_called_once()
2737 self
.m
.report
.log_debug_action
.reset_mock()
2738 self
.assertEqual("canceled", order
.status
)
2740 with self
.subTest(desc
="Nominal case"):
2741 self
.m
.debug
= False
2742 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2743 D("0.1"), "BTC", "long", self
.m
, "trade")
2744 order
.status
= "open"
2748 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2749 fetch
.assert_called_once_with()
2750 self
.m
.report
.log_debug_action
.assert_not_called()
2752 with self
.subTest(exception
=True):
2753 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2754 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2755 D("0.1"), "BTC", "long", self
.m
, "trade")
2756 order
.status
= "open"
2759 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2760 self
.m
.report
.log_error
.assert_called_once()
2763 with self
.subTest(id=None):
2764 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2765 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2766 D("0.1"), "BTC", "long", self
.m
, "trade")
2767 order
.status
= "open"
2769 self
.m
.ccxt
.cancel_order
.assert_not_called()
2772 with self
.subTest(open=False):
2773 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2774 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2775 D("0.1"), "BTC", "long", self
.m
, "trade")
2776 order
.status
= "closed"
2778 self
.m
.ccxt
.cancel_order
.assert_not_called()
2780 def test_dust_amount_remaining(self
):
2781 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2782 D("0.1"), "BTC", "long", self
.m
, "trade")
2783 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", 1))
2784 self
.assertFalse(order
.dust_amount_remaining())
2786 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", D("0.0001")))
2787 self
.assertTrue(order
.dust_amount_remaining())
2789 @mock.patch.object(portfolio
.Order
, "fetch")
2790 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
2791 def test_remaining_amount(self
, filled_amount
, fetch
):
2792 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2793 D("0.1"), "BTC", "long", self
.m
, "trade")
2795 self
.assertEqual(9, order
.remaining_amount().value
)
2797 order
.status
= "open"
2798 self
.assertEqual(9, order
.remaining_amount().value
)
2800 @mock.patch.object(portfolio
.Order
, "fetch")
2801 def test_filled_amount(self
, fetch
):
2802 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2803 D("0.1"), "BTC", "long", self
.m
, "trade")
2804 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2805 "tradeID": 42, "type": "buy", "fee": "0.0015",
2806 "date": "2017-12-30 12:00:12", "rate": "0.1",
2807 "amount": "3", "total": "0.3"
2809 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2810 "tradeID": 43, "type": "buy", "fee": "0.0015",
2811 "date": "2017-12-30 13:00:12", "rate": "0.2",
2812 "amount": "2", "total": "0.4"
2814 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
2815 fetch
.assert_not_called()
2816 order
.status
= "open"
2817 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
2818 fetch
.assert_called_once()
2819 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
2821 def test_fetch_mouvements(self
):
2822 self
.m
.ccxt
.privatePostReturnOrderTrades
.return_value
= [
2824 "tradeID": 42, "type": "buy", "fee": "0.0015",
2825 "date": "2017-12-30 12:00:12", "rate": "0.1",
2826 "amount": "3", "total": "0.3"
2829 "tradeID": 43, "type": "buy", "fee": "0.0015",
2830 "date": "2017-12-30 13:00:12", "rate": "0.2",
2831 "amount": "2", "total": "0.4"
2834 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2835 D("0.1"), "BTC", "long", self
.m
, "trade")
2837 order
.mouvements
= ["Foo", "Bar", "Baz"]
2839 order
.fetch_mouvements()
2841 self
.m
.ccxt
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
2842 self
.assertEqual(2, len(order
.mouvements
))
2843 self
.assertEqual(42, order
.mouvements
[0].id)
2844 self
.assertEqual(43, order
.mouvements
[1].id)
2846 self
.m
.ccxt
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
2847 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2848 D("0.1"), "BTC", "long", self
.m
, "trade")
2849 order
.fetch_mouvements()
2850 self
.assertEqual(0, len(order
.mouvements
))
2852 def test_mark_finished_order(self
):
2853 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2854 D("0.1"), "BTC", "short", self
.m
, "trade",
2855 close_if_possible
=True)
2856 order
.status
= "closed"
2857 self
.m
.debug
= False
2859 order
.mark_finished_order()
2860 self
.m
.ccxt
.close_margin_position
.assert_called_with("ETH", "BTC")
2861 self
.m
.ccxt
.close_margin_position
.reset_mock()
2863 order
.status
= "open"
2864 order
.mark_finished_order()
2865 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2867 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2868 D("0.1"), "BTC", "short", self
.m
, "trade",
2869 close_if_possible
=False)
2870 order
.status
= "closed"
2871 order
.mark_finished_order()
2872 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2874 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2875 D("0.1"), "BTC", "short", self
.m
, "trade",
2876 close_if_possible
=True)
2877 order
.status
= "closed"
2878 order
.mark_finished_order()
2879 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2881 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2882 D("0.1"), "BTC", "long", self
.m
, "trade",
2883 close_if_possible
=True)
2884 order
.status
= "closed"
2885 order
.mark_finished_order()
2886 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2890 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2891 D("0.1"), "BTC", "short", self
.m
, "trade",
2892 close_if_possible
=True)
2893 order
.status
= "closed"
2895 order
.mark_finished_order()
2896 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2897 self
.m
.report
.log_debug_action
.assert_called_once()
2899 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
2900 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
2901 def test_fetch(self
, mark_finished_order
, fetch_mouvements
):
2902 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2903 D("0.1"), "BTC", "long", self
.m
, "trade")
2905 with self
.subTest(debug
=True):
2908 self
.m
.report
.log_debug_action
.assert_called_once()
2909 self
.m
.report
.log_debug_action
.reset_mock()
2910 self
.m
.ccxt
.fetch_order
.assert_not_called()
2911 mark_finished_order
.assert_not_called()
2912 fetch_mouvements
.assert_not_called()
2914 with self
.subTest(debug
=False):
2915 self
.m
.debug
= False
2916 self
.m
.ccxt
.fetch_order
.return_value
= {
2918 "datetime": "timestamp"
2922 self
.m
.ccxt
.fetch_order
.assert_called_once_with(45)
2923 fetch_mouvements
.assert_called_once()
2924 self
.assertEqual("foo", order
.status
)
2925 self
.assertEqual("timestamp", order
.timestamp
)
2926 self
.assertEqual(1, len(order
.results
))
2927 self
.m
.report
.log_debug_action
.assert_not_called()
2928 mark_finished_order
.assert_called_once()
2930 mark_finished_order
.reset_mock()
2931 with self
.subTest(missing_order
=True):
2932 self
.m
.ccxt
.fetch_order
.side_effect
= [
2933 portfolio
.OrderNotCached
,
2936 self
.assertEqual("closed_unknown", order
.status
)
2937 mark_finished_order
.assert_called_once()
2939 @mock.patch.object(portfolio
.Order
, "fetch")
2940 def test_get_status(self
, fetch
):
2941 with self
.subTest(debug
=True):
2943 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2944 D("0.1"), "BTC", "long", self
.m
, "trade")
2945 self
.assertEqual("pending", order
.get_status())
2946 fetch
.assert_not_called()
2947 self
.m
.report
.log_debug_action
.assert_called_once()
2949 with self
.subTest(debug
=False, finished
=False):
2950 self
.m
.debug
= False
2951 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2952 D("0.1"), "BTC", "long", self
.m
, "trade")
2954 def update_status():
2955 order
.status
= "open"
2956 return update_status
2957 fetch
.side_effect
= _fetch(order
)
2958 self
.assertEqual("open", order
.get_status())
2959 fetch
.assert_called_once()
2962 with self
.subTest(debug
=False, finished
=True):
2963 self
.m
.debug
= False
2964 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2965 D("0.1"), "BTC", "long", self
.m
, "trade")
2967 def update_status():
2968 order
.status
= "closed"
2969 return update_status
2970 fetch
.side_effect
= _fetch(order
)
2971 self
.assertEqual("closed", order
.get_status())
2972 fetch
.assert_called_once()
2975 self
.m
.ccxt
.order_precision
.return_value
= 4
2976 with self
.subTest(debug
=True):
2978 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2979 D("0.1"), "BTC", "long", self
.m
, "trade")
2981 self
.m
.ccxt
.create_order
.assert_not_called()
2982 self
.m
.report
.log_debug_action
.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
2983 self
.assertEqual("open", order
.status
)
2984 self
.assertEqual(1, len(order
.results
))
2985 self
.assertEqual(-1, order
.id)
2987 self
.m
.ccxt
.create_order
.reset_mock()
2988 with self
.subTest(debug
=False):
2989 self
.m
.debug
= False
2990 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2991 D("0.1"), "BTC", "long", self
.m
, "trade")
2992 self
.m
.ccxt
.create_order
.return_value
= { "id": 123 }
2994 self
.m
.ccxt
.create_order
.assert_called_once()
2995 self
.assertEqual(1, len(order
.results
))
2996 self
.assertEqual("open", order
.status
)
2998 self
.m
.ccxt
.create_order
.reset_mock()
2999 with self
.subTest(exception
=True):
3000 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3001 D("0.1"), "BTC", "long", self
.m
, "trade")
3002 self
.m
.ccxt
.create_order
.side_effect
= Exception("bouh")
3004 self
.m
.ccxt
.create_order
.assert_called_once()
3005 self
.assertEqual(0, len(order
.results
))
3006 self
.assertEqual("error", order
.status
)
3007 self
.m
.report
.log_error
.assert_called_once()
3009 self
.m
.ccxt
.create_order
.reset_mock()
3010 with self
.subTest(dust_amount_exception
=True),\
3011 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3012 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
3013 D("0.1"), "BTC", "long", self
.m
, "trade")
3014 self
.m
.ccxt
.create_order
.side_effect
= portfolio
.InvalidOrder
3016 self
.m
.ccxt
.create_order
.assert_called_once()
3017 self
.assertEqual(0, len(order
.results
))
3018 self
.assertEqual("closed", order
.status
)
3019 mark_finished_order
.assert_called_once()
3021 self
.m
.ccxt
.order_precision
.return_value
= 8
3022 self
.m
.ccxt
.create_order
.reset_mock()
3023 with self
.subTest(insufficient_funds
=True),\
3024 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3025 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3026 D("0.1"), "BTC", "long", self
.m
, "trade")
3027 self
.m
.ccxt
.create_order
.side_effect
= [
3028 portfolio
.InsufficientFunds
,
3029 portfolio
.InsufficientFunds
,
3030 portfolio
.InsufficientFunds
,
3034 self
.m
.ccxt
.create_order
.assert_has_calls([
3035 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3036 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
3037 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
3038 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
3040 self
.assertEqual(4, self
.m
.ccxt
.create_order
.call_count
)
3041 self
.assertEqual(1, len(order
.results
))
3042 self
.assertEqual("open", order
.status
)
3043 self
.assertEqual(4, order
.tries
)
3044 self
.m
.report
.log_error
.assert_called()
3045 self
.assertEqual(4, self
.m
.report
.log_error
.call_count
)
3047 self
.m
.ccxt
.order_precision
.return_value
= 8
3048 self
.m
.ccxt
.create_order
.reset_mock()
3049 self
.m
.report
.log_error
.reset_mock()
3050 with self
.subTest(insufficient_funds
=True),\
3051 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3052 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3053 D("0.1"), "BTC", "long", self
.m
, "trade")
3054 self
.m
.ccxt
.create_order
.side_effect
= [
3055 portfolio
.InsufficientFunds
,
3056 portfolio
.InsufficientFunds
,
3057 portfolio
.InsufficientFunds
,
3058 portfolio
.InsufficientFunds
,
3059 portfolio
.InsufficientFunds
,
3062 self
.m
.ccxt
.create_order
.assert_has_calls([
3063 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3064 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
3065 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
3066 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
3067 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account
='exchange', price
=D('0.1')),
3069 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
3070 self
.assertEqual(0, len(order
.results
))
3071 self
.assertEqual("error", order
.status
)
3072 self
.assertEqual(5, order
.tries
)
3073 self
.m
.report
.log_error
.assert_called()
3074 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
3075 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
)
3078 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3079 class MouvementTest(WebMockTestCase
):
3080 def test_values(self
):
3081 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3082 "tradeID": 42, "type": "buy", "fee": "0.0015",
3083 "date": "2017-12-30 12:00:12", "rate": "0.1",
3084 "amount": "10", "total": "1"
3086 self
.assertEqual("ETH", mouvement
.currency
)
3087 self
.assertEqual("BTC", mouvement
.base_currency
)
3088 self
.assertEqual(42, mouvement
.id)
3089 self
.assertEqual("buy", mouvement
.action
)
3090 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
3091 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
3092 self
.assertEqual(D("0.1"), mouvement
.rate
)
3093 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
3094 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
3096 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
3097 self
.assertIsNone(mouvement
.date
)
3098 self
.assertIsNone(mouvement
.id)
3099 self
.assertIsNone(mouvement
.action
)
3100 self
.assertEqual(-1, mouvement
.fee_rate
)
3101 self
.assertEqual(0, mouvement
.rate
)
3102 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
3103 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
3105 def test__repr(self
):
3106 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3107 "tradeID": 42, "type": "buy", "fee": "0.0015",
3108 "date": "2017-12-30 12:00:12", "rate": "0.1",
3109 "amount": "10", "total": "1"
3111 self
.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement
))
3113 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3114 "tradeID": 42, "type": "buy",
3115 "date": "garbage", "rate": "0.1",
3116 "amount": "10", "total": "1"
3118 self
.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement
))
3120 def test_as_json(self
):
3121 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3122 "tradeID": 42, "type": "buy", "fee": "0.0015",
3123 "date": "2017-12-30 12:00:12", "rate": "0.1",
3124 "amount": "10", "total": "1"
3126 as_json
= mouvement
.as_json()
3128 self
.assertEqual(D("0.0015"), as_json
["fee_rate"])
3129 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), as_json
["date"])
3130 self
.assertEqual("buy", as_json
["action"])
3131 self
.assertEqual(D("10"), as_json
["total"])
3132 self
.assertEqual(D("1"), as_json
["total_in_base"])
3133 self
.assertEqual("BTC", as_json
["base_currency"])
3134 self
.assertEqual("ETH", as_json
["currency"])
3136 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3137 class ReportStoreTest(WebMockTestCase
):
3138 def test_add_log(self
):
3139 report_store
= market
.ReportStore(self
.m
)
3140 report_store
.add_log({"foo": "bar"}
)
3142 self
.assertEqual({"foo": "bar", "date": mock.ANY}
, report_store
.logs
[0])
3144 def test_set_verbose(self
):
3145 report_store
= market
.ReportStore(self
.m
)
3146 with self
.subTest(verbose
=True):
3147 report_store
.set_verbose(True)
3148 self
.assertTrue(report_store
.verbose_print
)
3150 with self
.subTest(verbose
=False):
3151 report_store
.set_verbose(False)
3152 self
.assertFalse(report_store
.verbose_print
)
3154 def test_merge(self
):
3155 report_store1
= market
.ReportStore(self
.m
, verbose_print
=False)
3156 report_store2
= market
.ReportStore(None, verbose_print
=False)
3158 report_store2
.log_stage("1")
3159 report_store1
.log_stage("2")
3160 report_store2
.log_stage("3")
3162 report_store1
.merge(report_store2
)
3164 self
.assertEqual(3, len(report_store1
.logs
))
3165 self
.assertEqual(["1", "2", "3"], list(map(lambda x
: x
["stage"], report_store1
.logs
)))
3166 self
.assertEqual(6, len(report_store1
.print_logs
))
3168 def test_print_log(self
):
3169 report_store
= market
.ReportStore(self
.m
)
3170 with self
.subTest(verbose
=True),\
3171 mock
.patch
.object(store
, "datetime") as time_mock
,\
3172 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3173 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25, 2, 20, 10)
3174 report_store
.set_verbose(True)
3175 report_store
.print_log("Coucou")
3176 report_store
.print_log(portfolio
.Amount("BTC", 1))
3177 self
.assertEqual(stdout_mock
.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
3179 with self
.subTest(verbose
=False),\
3180 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3181 report_store
.set_verbose(False)
3182 report_store
.print_log("Coucou")
3183 report_store
.print_log(portfolio
.Amount("BTC", 1))
3184 self
.assertEqual(stdout_mock
.getvalue(), "")
3186 def test_default_json_serial(self
):
3187 report_store
= market
.ReportStore(self
.m
)
3189 self
.assertEqual("2018-02-24T00:00:00",
3190 report_store
.default_json_serial(portfolio
.datetime(2018, 2, 24)))
3191 self
.assertEqual("1.00000000 BTC",
3192 report_store
.default_json_serial(portfolio
.Amount("BTC", 1)))
3194 def test_to_json(self
):
3195 report_store
= market
.ReportStore(self
.m
)
3196 report_store
.logs
.append({"foo": "bar"}
)
3197 self
.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store
.to_json())
3198 report_store
.logs
.append({"date": portfolio.datetime(2018, 2, 24)}
)
3199 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store
.to_json())
3200 report_store
.logs
.append({"amount": portfolio.Amount("BTC", 1)}
)
3201 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())
3203 def test_to_json_array(self
):
3204 report_store
= market
.ReportStore(self
.m
)
3205 report_store
.logs
.append({
3206 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
3208 report_store
.logs
.append({
3209 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
3211 logs
= list(report_store
.to_json_array())
3213 self
.assertEqual(2, len(logs
))
3214 self
.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[0])
3215 self
.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[1])
3217 @mock.patch.object(market
.ReportStore
, "print_log")
3218 @mock.patch.object(market
.ReportStore
, "add_log")
3219 def test_log_stage(self
, add_log
, print_log
):
3220 report_store
= market
.ReportStore(self
.m
)
3222 report_store
.log_stage("foo", bar
="baz", c
=c
, d
=portfolio
.Amount("BTC", 1))
3223 print_log
.assert_has_calls([
3224 mock
.call("-----------"),
3225 mock
.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3227 add_log
.assert_called_once_with({
3232 'c': 'c = lambda x: x',
3240 @mock.patch.object(market
.ReportStore
, "print_log")
3241 @mock.patch.object(market
.ReportStore
, "add_log")
3242 def test_log_balances(self
, add_log
, print_log
):
3243 report_store
= market
.ReportStore(self
.m
)
3244 self
.m
.balances
.as_json
.return_value
= "json"
3245 self
.m
.balances
.all
= { "FOO": "bar", "BAR": "baz" }
3247 report_store
.log_balances(tag
="tag")
3248 print_log
.assert_has_calls([
3249 mock
.call("[Balance]"),
3253 add_log
.assert_called_once_with({
3259 @mock.patch.object(market
.ReportStore
, "print_log")
3260 @mock.patch.object(market
.ReportStore
, "add_log")
3261 def test_log_tickers(self
, add_log
, print_log
):
3262 report_store
= market
.ReportStore(self
.m
)
3264 "BTC": portfolio
.Amount("BTC", 10),
3265 "ETH": portfolio
.Amount("BTC", D("0.3"))
3267 amounts
["ETH"].rate
= D("0.1")
3269 report_store
.log_tickers(amounts
, "BTC", "default", "total")
3270 print_log
.assert_not_called()
3271 add_log
.assert_called_once_with({
3273 'compute_value': 'default',
3274 'balance_type': 'total',
3287 add_log
.reset_mock()
3288 compute_value
= lambda x
: x
["bid"]
3289 report_store
.log_tickers(amounts
, "BTC", compute_value
, "total")
3290 add_log
.assert_called_once_with({
3292 'compute_value': 'compute_value = lambda x: x["bid"]',
3293 'balance_type': 'total',
3306 @mock.patch.object(market
.ReportStore
, "print_log")
3307 @mock.patch.object(market
.ReportStore
, "add_log")
3308 def test_log_dispatch(self
, add_log
, print_log
):
3309 report_store
= market
.ReportStore(self
.m
)
3310 amount
= portfolio
.Amount("BTC", "10.3")
3312 "BTC": portfolio
.Amount("BTC", 10),
3313 "ETH": portfolio
.Amount("BTC", D("0.3"))
3315 report_store
.log_dispatch(amount
, amounts
, "medium", "repartition")
3316 print_log
.assert_not_called()
3317 add_log
.assert_called_once_with({
3319 'liquidity': 'medium',
3320 'repartition_ratio': 'repartition',
3331 @mock.patch.object(market
.ReportStore
, "print_log")
3332 @mock.patch.object(market
.ReportStore
, "add_log")
3333 def test_log_trades(self
, add_log
, print_log
):
3334 report_store
= market
.ReportStore(self
.m
)
3335 trade_mock1
= mock
.Mock()
3336 trade_mock2
= mock
.Mock()
3337 trade_mock1
.as_json
.return_value
= { "trade": "1" }
3338 trade_mock2
.as_json
.return_value
= { "trade": "2" }
3340 matching_and_trades
= [
3341 (True, trade_mock1
),
3342 (False, trade_mock2
),
3344 report_store
.log_trades(matching_and_trades
, "only")
3346 print_log
.assert_not_called()
3347 add_log
.assert_called_with({
3352 {'trade': '1', 'skipped': False}
,
3353 {'trade': '2', 'skipped': True}
3357 @mock.patch.object(market
.ReportStore
, "print_log")
3358 @mock.patch.object(market
.ReportStore
, "add_log")
3359 def test_log_orders(self
, add_log
, print_log
):
3360 report_store
= market
.ReportStore(self
.m
)
3362 order_mock1
= mock
.Mock()
3363 order_mock2
= mock
.Mock()
3365 order_mock1
.as_json
.return_value
= "order1"
3366 order_mock2
.as_json
.return_value
= "order2"
3368 orders
= [order_mock1
, order_mock2
]
3370 report_store
.log_orders(orders
, tick
="tick",
3371 only
="only", compute_value
="compute_value")
3373 print_log
.assert_called_once_with("[Orders]")
3374 self
.m
.trades
.print_all_with_order
.assert_called_once_with(ind
="\t")
3376 add_log
.assert_called_with({
3379 'compute_value': 'compute_value',
3381 'orders': ['order1', 'order2']
3384 add_log
.reset_mock()
3385 def compute_value(x
, y
):
3387 report_store
.log_orders(orders
, tick
="tick",
3388 only
="only", compute_value
=compute_value
)
3389 add_log
.assert_called_with({
3392 'compute_value': 'def compute_value(x, y):\n return x[y]',
3394 'orders': ['order1', 'order2']
3398 @mock.patch.object(market
.ReportStore
, "print_log")
3399 @mock.patch.object(market
.ReportStore
, "add_log")
3400 def test_log_order(self
, add_log
, print_log
):
3401 report_store
= market
.ReportStore(self
.m
)
3402 order_mock
= mock
.Mock()
3403 order_mock
.as_json
.return_value
= "order"
3404 new_order_mock
= mock
.Mock()
3405 new_order_mock
.as_json
.return_value
= "new_order"
3406 order_mock
.__repr
__ = mock
.Mock()
3407 order_mock
.__repr
__.return_value
= "Order Mock"
3408 new_order_mock
.__repr
__ = mock
.Mock()
3409 new_order_mock
.__repr
__.return_value
= "New order Mock"
3411 with self
.subTest(finished
=True):
3412 report_store
.log_order(order_mock
, 1, finished
=True)
3413 print_log
.assert_called_once_with("[Order] Finished Order Mock")
3414 add_log
.assert_called_once_with({
3419 'compute_value': None,
3423 add_log
.reset_mock()
3424 print_log
.reset_mock()
3426 with self
.subTest(update
="waiting"):
3427 report_store
.log_order(order_mock
, 1, update
="waiting")
3428 print_log
.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
3429 add_log
.assert_called_once_with({
3432 'update': 'waiting',
3434 'compute_value': None,
3438 add_log
.reset_mock()
3439 print_log
.reset_mock()
3440 with self
.subTest(update
="adjusting"):
3441 compute_value
= lambda x
: (x
["bid"] + x
["ask"]*2)/3
3442 report_store
.log_order(order_mock
, 3,
3443 update
="adjusting", new_order
=new_order_mock
,
3444 compute_value
=compute_value
)
3445 print_log
.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
3446 add_log
.assert_called_once_with({
3449 'update': 'adjusting',
3451 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
3452 'new_order': 'new_order'
3455 add_log
.reset_mock()
3456 print_log
.reset_mock()
3457 with self
.subTest(update
="market_fallback"):
3458 report_store
.log_order(order_mock
, 7,
3459 update
="market_fallback", new_order
=new_order_mock
)
3460 print_log
.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
3461 add_log
.assert_called_once_with({
3464 'update': 'market_fallback',
3466 'compute_value': None,
3467 'new_order': 'new_order'
3470 add_log
.reset_mock()
3471 print_log
.reset_mock()
3472 with self
.subTest(update
="market_adjusting"):
3473 report_store
.log_order(order_mock
, 17,
3474 update
="market_adjust", new_order
=new_order_mock
)
3475 print_log
.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
3476 add_log
.assert_called_once_with({
3479 'update': 'market_adjust',
3481 'compute_value': None,
3482 'new_order': 'new_order'
3485 @mock.patch.object(market
.ReportStore
, "print_log")
3486 @mock.patch.object(market
.ReportStore
, "add_log")
3487 def test_log_move_balances(self
, add_log
, print_log
):
3488 report_store
= market
.ReportStore(self
.m
)
3490 "BTC": portfolio
.Amount("BTC", 10),
3494 "BTC": portfolio
.Amount("BTC", 3),
3497 report_store
.log_move_balances(needed
, moving
)
3498 print_log
.assert_not_called()
3499 add_log
.assert_called_once_with({
3500 'type': 'move_balances',
3512 @mock.patch.object(market
.ReportStore
, "print_log")
3513 @mock.patch.object(market
.ReportStore
, "add_log")
3514 def test_log_http_request(self
, add_log
, print_log
):
3515 report_store
= market
.ReportStore(self
.m
)
3516 response
= mock
.Mock()
3517 response
.status_code
= 200
3518 response
.text
= "Hey"
3520 report_store
.log_http_request("method", "url", "body",
3521 "headers", response
)
3522 print_log
.assert_not_called()
3523 add_log
.assert_called_once_with({
3524 'type': 'http_request',
3528 'headers': 'headers',
3533 @mock.patch.object(market
.ReportStore
, "print_log")
3534 @mock.patch.object(market
.ReportStore
, "add_log")
3535 def test_log_error(self
, add_log
, print_log
):
3536 report_store
= market
.ReportStore(self
.m
)
3537 with self
.subTest(message
=None, exception
=None):
3538 report_store
.log_error("action")
3539 print_log
.assert_called_once_with("[Error] action")
3540 add_log
.assert_called_once_with({
3543 'exception_class': None,
3544 'exception_message': None,
3548 print_log
.reset_mock()
3549 add_log
.reset_mock()
3550 with self
.subTest(message
="Hey", exception
=None):
3551 report_store
.log_error("action", message
="Hey")
3552 print_log
.assert_has_calls([
3553 mock
.call("[Error] action"),
3556 add_log
.assert_called_once_with({
3559 'exception_class': None,
3560 'exception_message': None,
3564 print_log
.reset_mock()
3565 add_log
.reset_mock()
3566 with self
.subTest(message
=None, exception
=Exception("bouh")):
3567 report_store
.log_error("action", exception
=Exception("bouh"))
3568 print_log
.assert_has_calls([
3569 mock
.call("[Error] action"),
3570 mock
.call("\tException: bouh")
3572 add_log
.assert_called_once_with({
3575 'exception_class': "Exception",
3576 'exception_message': "bouh",
3580 print_log
.reset_mock()
3581 add_log
.reset_mock()
3582 with self
.subTest(message
="Hey", exception
=Exception("bouh")):
3583 report_store
.log_error("action", message
="Hey", exception
=Exception("bouh"))
3584 print_log
.assert_has_calls([
3585 mock
.call("[Error] action"),
3586 mock
.call("\tException: bouh"),
3589 add_log
.assert_called_once_with({
3592 'exception_class': "Exception",
3593 'exception_message': "bouh",
3597 @mock.patch.object(market
.ReportStore
, "print_log")
3598 @mock.patch.object(market
.ReportStore
, "add_log")
3599 def test_log_debug_action(self
, add_log
, print_log
):
3600 report_store
= market
.ReportStore(self
.m
)
3601 report_store
.log_debug_action("Hey")
3603 print_log
.assert_called_once_with("[Debug] Hey")
3604 add_log
.assert_called_once_with({
3605 'type': 'debug_action',
3609 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3610 class MainTest(WebMockTestCase
):
3611 def test_make_order(self
):
3612 self
.m
.get_ticker
.return_value
= {
3614 "average": D("0.1"),
3619 with self
.subTest(description
="nominal case"):
3620 main
.make_order(self
.m
, 10, "ETH")
3622 self
.m
.report
.log_stage
.assert_has_calls([
3623 mock
.call("make_order_begin"),
3624 mock
.call("make_order_end"),
3626 self
.m
.balances
.fetch_balances
.assert_has_calls([
3627 mock
.call(tag
="make_order_begin"),
3628 mock
.call(tag
="make_order_end"),
3630 self
.m
.trades
.all
.append
.assert_called_once()
3631 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3632 self
.assertEqual(False, trade
.orders
[0].close_if_possible
)
3633 self
.assertEqual(0, trade
.value_from
)
3634 self
.assertEqual("ETH", trade
.currency
)
3635 self
.assertEqual("BTC", trade
.base_currency
)
3636 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
3637 self
.m
.trades
.run_orders
.assert_called_once_with()
3638 self
.m
.follow_orders
.assert_called_once_with()
3640 order
= trade
.orders
[0]
3641 self
.assertEqual(D("0.10"), order
.rate
)
3644 with self
.subTest(compute_value
="default"):
3645 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
3646 compute_value
="ask")
3648 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3649 order
= trade
.orders
[0]
3650 self
.assertEqual(D("0.11"), order
.rate
)
3653 with self
.subTest(follow
=False):
3654 result
= main
.make_order(self
.m
, 10, "ETH", follow
=False)
3656 self
.m
.report
.log_stage
.assert_has_calls([
3657 mock
.call("make_order_begin"),
3658 mock
.call("make_order_end_not_followed"),
3660 self
.m
.balances
.fetch_balances
.assert_called_once_with(tag
="make_order_begin")
3662 self
.m
.trades
.all
.append
.assert_called_once()
3663 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3664 self
.assertEqual(0, trade
.value_from
)
3665 self
.assertEqual("ETH", trade
.currency
)
3666 self
.assertEqual("BTC", trade
.base_currency
)
3667 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
3668 self
.m
.trades
.run_orders
.assert_called_once_with()
3669 self
.m
.follow_orders
.assert_not_called()
3670 self
.assertEqual(trade
.orders
[0], result
)
3673 with self
.subTest(base_currency
="USDT"):
3674 main
.make_order(self
.m
, 1, "BTC", base_currency
="USDT")
3676 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3677 self
.assertEqual("BTC", trade
.currency
)
3678 self
.assertEqual("USDT", trade
.base_currency
)
3681 with self
.subTest(close_if_possible
=True):
3682 main
.make_order(self
.m
, 10, "ETH", close_if_possible
=True)
3684 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3685 self
.assertEqual(True, trade
.orders
[0].close_if_possible
)
3688 with self
.subTest(action
="dispose"):
3689 main
.make_order(self
.m
, 10, "ETH", action
="dispose")
3691 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3692 self
.assertEqual(0, trade
.value_to
)
3693 self
.assertEqual(1, trade
.value_from
.value
)
3694 self
.assertEqual("ETH", trade
.currency
)
3695 self
.assertEqual("BTC", trade
.base_currency
)
3698 with self
.subTest(compute_value
="default"):
3699 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
3700 compute_value
="bid")
3702 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3703 self
.assertEqual(D("0.9"), trade
.value_from
.value
)
3705 def test_get_user_market(self
):
3706 with mock
.patch("main.fetch_markets") as main_fetch_markets
,\
3707 mock
.patch("main.parse_config") as main_parse_config
:
3708 with self
.subTest(debug
=False):
3709 main_parse_config
.return_value
= ["pg_config", "report_path"]
3710 main_fetch_markets
.return_value
= [(1, {"key": "market_config"}
, 3)]
3711 m
= main
.get_user_market("config_path.ini", 1)
3713 self
.assertIsInstance(m
, market
.Market
)
3714 self
.assertFalse(m
.debug
)
3716 with self
.subTest(debug
=True):
3717 main_parse_config
.return_value
= ["pg_config", "report_path"]
3718 main_fetch_markets
.return_value
= [(1, {"key": "market_config"}
, 3)]
3719 m
= main
.get_user_market("config_path.ini", 1, debug
=True)
3721 self
.assertIsInstance(m
, market
.Market
)
3722 self
.assertTrue(m
.debug
)
3724 def test_process(self
):
3725 with mock
.patch("market.Market") as market_mock
,\
3726 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3728 args_mock
= mock
.Mock()
3729 args_mock
.action
= "action"
3730 args_mock
.config
= "config"
3731 args_mock
.user
= "user"
3732 args_mock
.debug
= "debug"
3733 args_mock
.before
= "before"
3734 args_mock
.after
= "after"
3735 self
.assertEqual("", stdout_mock
.getvalue())
3737 main
.process("config", 3, 1, args_mock
, "report_path", "pg_config")
3739 market_mock
.from_config
.assert_has_calls([
3740 mock
.call("config", args_mock
, pg_config
="pg_config", market_id
=3, user_id
=1, report_path
="report_path"),
3741 mock
.call().process("action", before
="before", after
="after"),
3744 with self
.subTest(exception
=True):
3745 market_mock
.from_config
.side_effect
= Exception("boo")
3746 main
.process(3, "config", 1, "report_path", args_mock
, "pg_config")
3747 self
.assertEqual("Exception: boo\n", stdout_mock
.getvalue())
3749 def test_main(self
):
3750 with self
.subTest(parallel
=False):
3751 with mock
.patch("main.parse_args") as parse_args
,\
3752 mock
.patch("main.parse_config") as parse_config
,\
3753 mock
.patch("main.fetch_markets") as fetch_markets
,\
3754 mock
.patch("main.process") as process
:
3756 args_mock
= mock
.Mock()
3757 args_mock
.parallel
= False
3758 args_mock
.config
= "config"
3759 args_mock
.user
= "user"
3760 parse_args
.return_value
= args_mock
3762 parse_config
.return_value
= ["pg_config", "report_path"]
3764 fetch_markets
.return_value
= [[3, "config1", 1], [1, "config2", 2]]
3766 main
.main(["Foo", "Bar"])
3768 parse_args
.assert_called_with(["Foo", "Bar"])
3769 parse_config
.assert_called_with("config")
3770 fetch_markets
.assert_called_with("pg_config", "user")
3772 self
.assertEqual(2, process
.call_count
)
3773 process
.assert_has_calls([
3774 mock
.call("config1", 3, 1, args_mock
, "report_path", "pg_config"),
3775 mock
.call("config2", 1, 2, args_mock
, "report_path", "pg_config"),
3777 with self
.subTest(parallel
=True):
3778 with mock
.patch("main.parse_args") as parse_args
,\
3779 mock
.patch("main.parse_config") as parse_config
,\
3780 mock
.patch("main.fetch_markets") as fetch_markets
,\
3781 mock
.patch("main.process") as process
,\
3782 mock
.patch("store.Portfolio.start_worker") as start
:
3784 args_mock
= mock
.Mock()
3785 args_mock
.parallel
= True
3786 args_mock
.config
= "config"
3787 args_mock
.user
= "user"
3788 parse_args
.return_value
= args_mock
3790 parse_config
.return_value
= ["pg_config", "report_path"]
3792 fetch_markets
.return_value
= [[3, "config1", 1], [1, "config2", 2]]
3794 main
.main(["Foo", "Bar"])
3796 parse_args
.assert_called_with(["Foo", "Bar"])
3797 parse_config
.assert_called_with("config")
3798 fetch_markets
.assert_called_with("pg_config", "user")
3800 start
.assert_called_once_with()
3801 self
.assertEqual(2, process
.call_count
)
3802 process
.assert_has_calls([
3803 mock
.call
.__bool
__(),
3804 mock
.call("config1", 3, 1, args_mock
, "report_path", "pg_config"),
3805 mock
.call
.__bool
__(),
3806 mock
.call("config2", 1, 2, args_mock
, "report_path", "pg_config"),
3809 @mock.patch.object(main
.sys
, "exit")
3810 @mock.patch("main.configparser")
3811 @mock.patch("main.os")
3812 def test_parse_config(self
, os
, configparser
, exit
):
3813 with self
.subTest(pg_config
=True, report_path
=None):
3814 config_mock
= mock
.MagicMock()
3815 configparser
.ConfigParser
.return_value
= config_mock
3816 def config(element
):
3817 return element
== "postgresql"
3819 config_mock
.__contains
__.side_effect
= config
3820 config_mock
.__getitem
__.return_value
= "pg_config"
3822 result
= main
.parse_config("configfile")
3824 config_mock
.read
.assert_called_with("configfile")
3826 self
.assertEqual(["pg_config", None], result
)
3828 with self
.subTest(pg_config
=True, report_path
="present"):
3829 config_mock
= mock
.MagicMock()
3830 configparser
.ConfigParser
.return_value
= config_mock
3832 config_mock
.__contains
__.return_value
= True
3833 config_mock
.__getitem
__.side_effect
= [
3834 {"report_path": "report_path"}
,
3835 {"report_path": "report_path"}
,
3839 os
.path
.exists
.return_value
= False
3840 result
= main
.parse_config("configfile")
3842 config_mock
.read
.assert_called_with("configfile")
3843 self
.assertEqual(["pg_config", "report_path"], result
)
3844 os
.path
.exists
.assert_called_once_with("report_path")
3845 os
.makedirs
.assert_called_once_with("report_path")
3847 with self
.subTest(pg_config
=False),\
3848 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3849 config_mock
= mock
.MagicMock()
3850 configparser
.ConfigParser
.return_value
= config_mock
3851 result
= main
.parse_config("configfile")
3853 config_mock
.read
.assert_called_with("configfile")
3854 exit
.assert_called_once_with(1)
3855 self
.assertEqual("no configuration for postgresql in config file\n", stdout_mock
.getvalue())
3857 @mock.patch.object(main
.sys
, "exit")
3858 def test_parse_args(self
, exit
):
3859 with self
.subTest(config
="config.ini"):
3860 args
= main
.parse_args([])
3861 self
.assertEqual("config.ini", args
.config
)
3862 self
.assertFalse(args
.before
)
3863 self
.assertFalse(args
.after
)
3864 self
.assertFalse(args
.debug
)
3866 args
= main
.parse_args(["--before", "--after", "--debug"])
3867 self
.assertTrue(args
.before
)
3868 self
.assertTrue(args
.after
)
3869 self
.assertTrue(args
.debug
)
3871 exit
.assert_not_called()
3873 with self
.subTest(config
="inexistant"),\
3874 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3875 args
= main
.parse_args(["--config", "foo.bar"])
3876 exit
.assert_called_once_with(1)
3877 self
.assertEqual("no config file found, exiting\n", stdout_mock
.getvalue())
3879 @mock.patch.object(main
, "psycopg2")
3880 def test_fetch_markets(self
, psycopg2
):
3881 connect_mock
= mock
.Mock()
3882 cursor_mock
= mock
.MagicMock()
3883 cursor_mock
.__iter
__.return_value
= ["row_1", "row_2"]
3885 connect_mock
.cursor
.return_value
= cursor_mock
3886 psycopg2
.connect
.return_value
= connect_mock
3888 with self
.subTest(user
=None):
3889 rows
= list(main
.fetch_markets({"foo": "bar"}
, None))
3891 psycopg2
.connect
.assert_called_once_with(foo
="bar")
3892 cursor_mock
.execute
.assert_called_once_with("SELECT id,config,user_id FROM market_configs")
3894 self
.assertEqual(["row_1", "row_2"], rows
)
3896 psycopg2
.connect
.reset_mock()
3897 cursor_mock
.execute
.reset_mock()
3898 with self
.subTest(user
=1):
3899 rows
= list(main
.fetch_markets({"foo": "bar"}
, 1))
3901 psycopg2
.connect
.assert_called_once_with(foo
="bar")
3902 cursor_mock
.execute
.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1)
3904 self
.assertEqual(["row_1", "row_2"], rows
)
3907 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3908 class ProcessorTest(WebMockTestCase
):
3909 def test_values(self
):
3910 processor
= market
.Processor(self
.m
)
3912 self
.assertEqual(self
.m
, processor
.market
)
3914 def test_run_action(self
):
3915 processor
= market
.Processor(self
.m
)
3917 with mock
.patch
.object(processor
, "parse_args") as parse_args
:
3918 method_mock
= mock
.Mock()
3919 parse_args
.return_value
= [method_mock
, { "foo": "bar" }
]
3921 processor
.run_action("foo", "bar", "baz")
3923 parse_args
.assert_called_with("foo", "bar", "baz")
3925 method_mock
.assert_called_with(foo
="bar")
3927 processor
.run_action("wait_for_recent", "bar", "baz")
3929 method_mock
.assert_called_with(foo
="bar")
3931 def test_select_step(self
):
3932 processor
= market
.Processor(self
.m
)
3934 scenario
= processor
.scenarios
["sell_all"]
3936 self
.assertEqual(scenario
, processor
.select_steps(scenario
, "all"))
3937 self
.assertEqual(["all_sell"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "before"))))
3938 self
.assertEqual(["wait", "all_buy"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "after"))))
3939 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, 2))))
3940 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "wait"))))
3942 with self
.assertRaises(TypeError):
3943 processor
.select_steps(scenario
, ["wait"])
3945 @mock.patch("market.Processor.process_step")
3946 def test_process(self
, process_step
):
3947 processor
= market
.Processor(self
.m
)
3949 processor
.process("sell_all", foo
="bar")
3950 self
.assertEqual(3, process_step
.call_count
)
3952 steps
= list(map(lambda x
: x
[1][1]["name"], process_step
.mock_calls
))
3953 scenario_names
= list(map(lambda x
: x
[1][0], process_step
.mock_calls
))
3954 kwargs
= list(map(lambda x
: x
[1][2], process_step
.mock_calls
))
3955 self
.assertEqual(["all_sell", "wait", "all_buy"], steps
)
3956 self
.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names
)
3957 self
.assertEqual([{"foo":"bar"}
, {"foo":"bar"}
, {"foo":"bar"}
], kwargs
)
3959 process_step
.reset_mock()
3961 processor
.process("sell_needed", steps
=["before", "after"])
3962 self
.assertEqual(3, process_step
.call_count
)
3964 def test_method_arguments(self
):
3965 ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
3966 m
= market
.Market(ccxt
, self
.market_args())
3968 processor
= market
.Processor(m
)
3970 method
, arguments
= processor
.method_arguments("wait_for_recent")
3971 self
.assertEqual(market
.Portfolio
.wait_for_recent
, method
)
3972 self
.assertEqual(["delta", "poll"], arguments
)
3974 method
, arguments
= processor
.method_arguments("prepare_trades")
3975 self
.assertEqual(m
.prepare_trades
, method
)
3976 self
.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments
)
3978 method
, arguments
= processor
.method_arguments("prepare_orders")
3979 self
.assertEqual(m
.trades
.prepare_orders
, method
)
3981 method
, arguments
= processor
.method_arguments("move_balances")
3982 self
.assertEqual(m
.move_balances
, method
)
3984 method
, arguments
= processor
.method_arguments("run_orders")
3985 self
.assertEqual(m
.trades
.run_orders
, method
)
3987 method
, arguments
= processor
.method_arguments("follow_orders")
3988 self
.assertEqual(m
.follow_orders
, method
)
3990 method
, arguments
= processor
.method_arguments("close_trades")
3991 self
.assertEqual(m
.trades
.close_trades
, method
)
3993 def test_process_step(self
):
3994 processor
= market
.Processor(self
.m
)
3996 with mock
.patch
.object(processor
, "run_action") as run_action
:
3997 step
= processor
.scenarios
["sell_needed"][1]
3999 processor
.process_step("foo", step
, {"foo":"bar"}
)
4001 self
.m
.report
.log_stage
.assert_has_calls([
4002 mock
.call("process_foo__1_sell_begin"),
4003 mock
.call("process_foo__1_sell_end"),
4005 self
.m
.balances
.fetch_balances
.assert_has_calls([
4006 mock
.call(tag
="process_foo__1_sell_begin"),
4007 mock
.call(tag
="process_foo__1_sell_end"),
4010 self
.assertEqual(5, run_action
.call_count
)
4012 run_action
.assert_has_calls([
4013 mock
.call('prepare_trades', {}, {'foo': 'bar'}
),
4014 mock
.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}
, {'foo': 'bar'}
),
4015 mock
.call('run_orders', {}, {'foo': 'bar'}
),
4016 mock
.call('follow_orders', {}, {'foo': 'bar'}
),
4017 mock
.call('close_trades', {}, {'foo': 'bar'}
),
4021 with mock
.patch
.object(processor
, "run_action") as run_action
:
4022 step
= processor
.scenarios
["sell_needed"][0]
4024 processor
.process_step("foo", step
, {"foo":"bar"}
)
4025 self
.m
.balances
.fetch_balances
.assert_not_called()
4027 def test_parse_args(self
):
4028 processor
= market
.Processor(self
.m
)
4030 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4031 method_mock
= mock
.Mock()
4032 method_arguments
.return_value
= [
4036 method
, args
= processor
.parse_args("action", {"foo": "bar", "foo2": "bar"}
, {"foo": "bar2", "bla": "bla"}
)
4038 self
.assertEqual(method_mock
, method
)
4039 self
.assertEqual({"foo": "bar2", "foo2": "bar"}
, args
)
4041 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4042 method_mock
= mock
.Mock()
4043 method_arguments
.return_value
= [
4047 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {})
4049 self
.assertEqual(1, len(args
["repartition"]))
4050 self
.assertIn("BTC", args
["repartition"])
4052 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4053 method_mock
= mock
.Mock()
4054 method_arguments
.return_value
= [
4056 ["repartition", "base_currency"]
4058 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {"base_currency": "USDT"}
)
4060 self
.assertEqual(1, len(args
["repartition"]))
4061 self
.assertIn("USDT", args
["repartition"])
4063 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4064 method_mock
= mock
.Mock()
4065 method_arguments
.return_value
= [
4067 ["repartition", "base_currency"]
4069 method
, args
= processor
.parse_args("action", {"repartition": { "ETH": 1 }
}, {"base_currency": "USDT"}
)
4071 self
.assertEqual(1, len(args
["repartition"]))
4072 self
.assertIn("ETH", args
["repartition"])
4075 @unittest.skipUnless("acceptance" in limits
, "Acceptance skipped")
4076 class AcceptanceTest(WebMockTestCase
):
4077 @unittest.expectedFailure
4078 def test_success_sell_only_necessary(self
):
4079 # FIXME: catch stdout
4080 self
.m
.report
.verbose_print
= False
4083 "exchange_free": D("1.0"),
4084 "exchange_used": D("0.0"),
4085 "exchange_total": D("1.0"),
4089 "exchange_free": D("4.0"),
4090 "exchange_used": D("0.0"),
4091 "exchange_total": D("4.0"),
4095 "exchange_free": D("1000.0"),
4096 "exchange_used": D("0.0"),
4097 "exchange_total": D("1000.0"),
4098 "total": D("1000.0"),
4102 "ETH": (D("0.25"), "long"),
4103 "ETC": (D("0.25"), "long"),
4104 "BTC": (D("0.4"), "long"),
4105 "BTD": (D("0.01"), "short"),
4106 "B2X": (D("0.04"), "long"),
4107 "USDT": (D("0.05"), "long"),
4110 def fetch_ticker(symbol
):
4111 if symbol
== "ETH/BTC":
4113 "symbol": "ETH/BTC",
4117 if symbol
== "ETC/BTC":
4119 "symbol": "ETC/BTC",
4123 if symbol
== "XVG/BTC":
4125 "symbol": "XVG/BTC",
4126 "bid": D("0.00003"),
4129 if symbol
== "BTD/BTC":
4131 "symbol": "BTD/BTC",
4135 if symbol
== "B2X/BTC":
4137 "symbol": "B2X/BTC",
4141 if symbol
== "USDT/BTC":
4142 raise helper
.ExchangeError
4143 if symbol
== "BTC/USDT":
4145 "symbol": "BTC/USDT",
4149 self
.fail("Shouldn't have been called with {}".format(symbol
))
4151 market
= mock
.Mock()
4152 market
.fetch_all_balances
.return_value
= fetch_balance
4153 market
.fetch_ticker
.side_effect
= fetch_ticker
4154 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
4156 helper
.prepare_trades(market
)
4158 balances
= portfolio
.BalanceStore
.all
4159 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
4160 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
4161 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
4164 trades
= portfolio
.TradeStore
.all
4165 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
4166 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
4167 self
.assertEqual("dispose", trades
[0].action
)
4169 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
4170 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
4171 self
.assertEqual("acquire", trades
[1].action
)
4173 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4174 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4175 self
.assertEqual("dispose", trades
[2].action
)
4177 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4178 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4179 self
.assertEqual("acquire", trades
[3].action
)
4181 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4182 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4183 self
.assertEqual("acquire", trades
[4].action
)
4185 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4186 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4187 self
.assertEqual("acquire", trades
[5].action
)
4190 portfolio
.TradeStore
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
4192 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4193 self
.assertEqual(2, len(all_orders
))
4194 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
4195 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
4196 self
.assertEqual(1000, all_orders
[1].amount
.value
)
4197 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
4200 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
4201 self
.assertEqual("limit", type)
4202 if symbol
== "ETH/BTC":
4203 self
.assertEqual("sell", action
)
4204 self
.assertEqual(D('0.66666666'), amount
)
4205 self
.assertEqual(D("0.14014"), price
)
4206 elif symbol
== "XVG/BTC":
4207 self
.assertEqual("sell", action
)
4208 self
.assertEqual(1000, amount
)
4209 self
.assertEqual(D("0.00003003"), price
)
4211 self
.fail("I shouldn't have been called")
4216 market
.create_order
.side_effect
= create_order
4217 market
.order_precision
.return_value
= 8
4220 portfolio
.TradeStore
.run_orders()
4222 self
.assertEqual("open", all_orders
[0].status
)
4223 self
.assertEqual("open", all_orders
[1].status
)
4225 market
.fetch_order
.return_value
= { "status": "closed", "datetime": "2018-01-20 13:40:00" }
4226 market
.privatePostReturnOrderTrades
.return_value
= [
4228 "tradeID": 42, "type": "buy", "fee": "0.0015",
4229 "date": "2017-12-30 12:00:12", "rate": "0.1",
4230 "amount": "10", "total": "1"
4233 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4235 helper
.follow_orders(verbose
=False)
4237 sleep
.assert_called_with(30)
4239 for order
in all_orders
:
4240 self
.assertEqual("closed", order
.status
)
4244 "exchange_free": D("1.0") / 3,
4245 "exchange_used": D("0.0"),
4246 "exchange_total": D("1.0") / 3,
4248 "total": D("1.0") / 3,
4251 "exchange_free": D("0.134"),
4252 "exchange_used": D("0.0"),
4253 "exchange_total": D("0.134"),
4255 "total": D("0.134"),
4258 "exchange_free": D("4.0"),
4259 "exchange_used": D("0.0"),
4260 "exchange_total": D("4.0"),
4265 "exchange_free": D("0.0"),
4266 "exchange_used": D("0.0"),
4267 "exchange_total": D("0.0"),
4272 market
.fetch_all_balances
.return_value
= fetch_balance
4274 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
4276 helper
.prepare_trades(market
, only
="acquire", compute_value
="average")
4278 balances
= portfolio
.BalanceStore
.all
4279 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
4280 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
4281 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
4282 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
4285 trades
= portfolio
.TradeStore
.all
4286 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
4287 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
4288 self
.assertEqual("dispose", trades
[0].action
)
4290 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
4291 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
4292 self
.assertEqual("acquire", trades
[1].action
)
4294 self
.assertNotIn("BTC", trades
)
4296 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4297 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4298 self
.assertEqual("dispose", trades
[2].action
)
4300 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4301 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4302 self
.assertEqual("acquire", trades
[3].action
)
4304 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4305 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4306 self
.assertEqual("acquire", trades
[4].action
)
4308 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4309 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4310 self
.assertEqual("acquire", trades
[5].action
)
4313 portfolio
.TradeStore
.prepare_orders(only
="acquire", compute_value
=lambda x
, y
: x
["ask"])
4315 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4316 self
.assertEqual(4, len(all_orders
))
4317 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
4318 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
4319 self
.assertEqual("buy", all_orders
[0].action
)
4320 self
.assertEqual("long", all_orders
[0].trade_type
)
4322 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
4323 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
4324 self
.assertEqual("sell", all_orders
[1].action
)
4325 self
.assertEqual("short", all_orders
[1].trade_type
)
4327 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
4328 self
.assertAlmostEqual(0, diff
.value
)
4329 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
4330 self
.assertEqual("buy", all_orders
[2].action
)
4331 self
.assertEqual("long", all_orders
[2].trade_type
)
4333 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
4334 self
.assertEqual(D("16000"), all_orders
[3].rate
)
4335 self
.assertEqual("sell", all_orders
[3].action
)
4336 self
.assertEqual("long", all_orders
[3].trade_type
)
4340 # Move balances to margin
4344 # portfolio.TradeStore.run_orders()
4346 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4348 helper
.follow_orders(verbose
=False)
4350 sleep
.assert_called_with(30)
4352 if __name__
== '__main__':