3 from decimal
import Decimal
as D
4 from unittest
import mock
7 from io
import StringIO
9 class WebMockTestCase(unittest
.TestCase
):
13 super(WebMockTestCase
, self
).setUp()
14 self
.wm
= requests_mock
.Mocker()
18 mock
.patch
.multiple(portfolio
.Balance
, known_balances
={}),
19 mock
.patch
.multiple(portfolio
.Portfolio
, data
=None, liquidities
={}),
20 mock
.patch
.multiple(portfolio
.Trade
,
22 ticker_cache_timestamp
=self
.time
.time(),
26 mock
.patch
.multiple(portfolio
.Computation
,
27 computations
=portfolio
.Computation
.computations
)
29 for patcher
in self
.patchers
:
34 for patcher
in self
.patchers
:
37 super(WebMockTestCase
, self
).tearDown()
39 class PortfolioTest(WebMockTestCase
):
41 if self
.json_response
is not None:
42 portfolio
.Portfolio
.data
= self
.json_response
45 super(PortfolioTest
, self
).setUp()
47 with open("test_portfolio.json") as example
:
48 self
.json_response
= example
.read()
50 self
.wm
.get(portfolio
.Portfolio
.URL
, text
=self
.json_response
)
52 def test_get_cryptoportfolio(self
):
53 self
.wm
.get(portfolio
.Portfolio
.URL
, [
54 {"text":'{ "foo": "bar" }
', "status_code": 200},
55 {"text": "System Error", "status_code": 500},
56 {"exc": requests.exceptions.ConnectTimeout},
58 portfolio.Portfolio.get_cryptoportfolio()
59 self.assertIn("foo", portfolio.Portfolio.data)
60 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
61 self.assertTrue(self.wm.called)
62 self.assertEqual(1, self.wm.call_count)
64 portfolio.Portfolio.get_cryptoportfolio()
65 self.assertIsNone(portfolio.Portfolio.data)
66 self.assertEqual(2, self.wm.call_count)
68 portfolio.Portfolio.data = "Foo"
69 portfolio.Portfolio.get_cryptoportfolio()
70 self.assertEqual("Foo", portfolio.Portfolio.data)
71 self.assertEqual(3, self.wm.call_count)
73 def test_parse_cryptoportfolio(self):
74 portfolio.Portfolio.parse_cryptoportfolio()
78 list(portfolio.Portfolio.liquidities.keys()))
80 liquidities = portfolio.Portfolio.liquidities
81 self.assertEqual(10, len(liquidities["medium"].keys()))
82 self.assertEqual(10, len(liquidities["high"].keys()))
85 'BTC
': (D("0.2857"), "long"),
86 'DGB
': (D("0.1015"), "long"),
87 'DOGE
': (D("0.1805"), "long"),
88 'SC
': (D("0.0623"), "long"),
89 'ZEC
': (D("0.3701"), "long"),
91 self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
94 'BTC
': (D("1.1102e-16"), "long"),
95 'ETC
': (D("0.1"), "long"),
96 'FCT
': (D("0.1"), "long"),
97 'GAS
': (D("0.1"), "long"),
98 'NAV
': (D("0.1"), "long"),
99 'OMG
': (D("0.1"), "long"),
100 'OMNI
': (D("0.1"), "long"),
101 'PPC
': (D("0.1"), "long"),
102 'RIC
': (D("0.1"), "long"),
103 'VIA
': (D("0.1"), "long"),
104 'XCP
': (D("0.1"), "long"),
106 self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
108 # It doesn't refetch the data when available
109 portfolio
.Portfolio
.parse_cryptoportfolio()
111 self
.assertEqual(1, self
.wm
.call_count
)
113 def test_repartition(self
):
115 'BTC': (D("1.1102e-16"), "long"),
116 'USDT': (D("0.1"), "long"),
117 'ETC': (D("0.1"), "long"),
118 'FCT': (D("0.1"), "long"),
119 'OMG': (D("0.1"), "long"),
120 'STEEM': (D("0.1"), "long"),
121 'STRAT': (D("0.1"), "long"),
122 'XEM': (D("0.1"), "long"),
123 'XMR': (D("0.1"), "long"),
124 'XVC': (D("0.1"), "long"),
125 'ZRX': (D("0.1"), "long"),
128 'USDT': (D("0.1226"), "long"),
129 'BTC': (D("0.1429"), "long"),
130 'ETC': (D("0.1127"), "long"),
131 'ETH': (D("0.1569"), "long"),
132 'FCT': (D("0.3341"), "long"),
133 'GAS': (D("0.1308"), "long"),
136 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition())
137 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition(liquidity
="medium"))
138 self
.assertEqual(expected_high
, portfolio
.Portfolio
.repartition(liquidity
="high"))
140 class AmountTest(WebMockTestCase
):
141 def test_values(self
):
142 amount
= portfolio
.Amount("BTC", "0.65")
143 self
.assertEqual(D("0.65"), amount
.value
)
144 self
.assertEqual("BTC", amount
.currency
)
146 def test_in_currency(self
):
147 amount
= portfolio
.Amount("ETC", 10)
149 self
.assertEqual(amount
, amount
.in_currency("ETC", None))
151 ticker_mock
= unittest
.mock
.Mock()
152 with mock
.patch
.object(portfolio
.Trade
, 'get_ticker', new
=ticker_mock
):
153 ticker_mock
.return_value
= None
155 self
.assertRaises(Exception, amount
.in_currency
, "ETH", None)
157 with mock
.patch
.object(portfolio
.Trade
, 'get_ticker', new
=ticker_mock
):
158 ticker_mock
.return_value
= {
164 converted_amount
= amount
.in_currency("ETH", None)
166 self
.assertEqual(D("3.0"), converted_amount
.value
)
167 self
.assertEqual("ETH", converted_amount
.currency
)
168 self
.assertEqual(amount
, converted_amount
.linked_to
)
169 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
171 converted_amount
= amount
.in_currency("ETH", None, action
="bid", compute_value
="default")
172 self
.assertEqual(D("2"), converted_amount
.value
)
174 converted_amount
= amount
.in_currency("ETH", None, compute_value
="ask")
175 self
.assertEqual(D("4"), converted_amount
.value
)
177 converted_amount
= amount
.in_currency("ETH", None, rate
=D("0.02"))
178 self
.assertEqual(D("0.2"), converted_amount
.value
)
180 def test__round(self
):
181 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
182 self
.assertEqual(D("1.23456789"), round(amount
).value
)
183 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
186 amount
= portfolio
.Amount("SC", -120)
187 self
.assertEqual(120, abs(amount
).value
)
188 self
.assertEqual("SC", abs(amount
).currency
)
190 amount
= portfolio
.Amount("SC", 10)
191 self
.assertEqual(10, abs(amount
).value
)
192 self
.assertEqual("SC", abs(amount
).currency
)
195 amount1
= portfolio
.Amount("XVG", "12.9")
196 amount2
= portfolio
.Amount("XVG", "13.1")
198 self
.assertEqual(26, (amount1
+ amount2
).value
)
199 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
201 amount3
= portfolio
.Amount("ETH", "1.6")
202 with self
.assertRaises(Exception):
205 amount4
= portfolio
.Amount("ETH", 0.0)
206 self
.assertEqual(amount1
, amount1
+ amount4
)
208 def test__radd(self
):
209 amount
= portfolio
.Amount("XVG", "12.9")
211 self
.assertEqual(amount
, 0 + amount
)
212 with self
.assertRaises(Exception):
216 amount1
= portfolio
.Amount("XVG", "13.3")
217 amount2
= portfolio
.Amount("XVG", "13.1")
219 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
220 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
222 amount3
= portfolio
.Amount("ETH", "1.6")
223 with self
.assertRaises(Exception):
226 amount4
= portfolio
.Amount("ETH", 0.0)
227 self
.assertEqual(amount1
, amount1
- amount4
)
230 amount
= portfolio
.Amount("XEM", 11)
232 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
233 self
.assertEqual(D("33"), (amount
* 3).value
)
235 with self
.assertRaises(Exception):
238 def test__rmul(self
):
239 amount
= portfolio
.Amount("XEM", 11)
241 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
242 self
.assertEqual(D("33"), (3 * amount
).value
)
244 def test__floordiv(self
):
245 amount
= portfolio
.Amount("XEM", 11)
247 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
248 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
250 def test__truediv(self
):
251 amount
= portfolio
.Amount("XEM", 11)
253 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
254 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
257 amount1
= portfolio
.Amount("BTD", 11.3)
258 amount2
= portfolio
.Amount("BTD", 13.1)
260 self
.assertTrue(amount1
< amount2
)
261 self
.assertFalse(amount2
< amount1
)
262 self
.assertFalse(amount1
< amount1
)
264 amount3
= portfolio
.Amount("BTC", 1.6)
265 with self
.assertRaises(Exception):
269 amount1
= portfolio
.Amount("BTD", 11.3)
270 amount2
= portfolio
.Amount("BTD", 13.1)
272 self
.assertTrue(amount1
<= amount2
)
273 self
.assertFalse(amount2
<= amount1
)
274 self
.assertTrue(amount1
<= amount1
)
276 amount3
= portfolio
.Amount("BTC", 1.6)
277 with self
.assertRaises(Exception):
281 amount1
= portfolio
.Amount("BTD", 11.3)
282 amount2
= portfolio
.Amount("BTD", 13.1)
284 self
.assertTrue(amount2
> amount1
)
285 self
.assertFalse(amount1
> amount2
)
286 self
.assertFalse(amount1
> amount1
)
288 amount3
= portfolio
.Amount("BTC", 1.6)
289 with self
.assertRaises(Exception):
293 amount1
= portfolio
.Amount("BTD", 11.3)
294 amount2
= portfolio
.Amount("BTD", 13.1)
296 self
.assertTrue(amount2
>= amount1
)
297 self
.assertFalse(amount1
>= amount2
)
298 self
.assertTrue(amount1
>= amount1
)
300 amount3
= portfolio
.Amount("BTC", 1.6)
301 with self
.assertRaises(Exception):
305 amount1
= portfolio
.Amount("BTD", 11.3)
306 amount2
= portfolio
.Amount("BTD", 13.1)
307 amount3
= portfolio
.Amount("BTD", 11.3)
309 self
.assertFalse(amount1
== amount2
)
310 self
.assertFalse(amount2
== amount1
)
311 self
.assertTrue(amount1
== amount3
)
312 self
.assertFalse(amount2
== 0)
314 amount4
= portfolio
.Amount("BTC", 1.6)
315 with self
.assertRaises(Exception):
318 amount5
= portfolio
.Amount("BTD", 0)
319 self
.assertTrue(amount5
== 0)
322 amount1
= portfolio
.Amount("BTD", 11.3)
323 amount2
= portfolio
.Amount("BTD", 13.1)
324 amount3
= portfolio
.Amount("BTD", 11.3)
326 self
.assertTrue(amount1
!= amount2
)
327 self
.assertTrue(amount2
!= amount1
)
328 self
.assertFalse(amount1
!= amount3
)
329 self
.assertTrue(amount2
!= 0)
331 amount4
= portfolio
.Amount("BTC", 1.6)
332 with self
.assertRaises(Exception):
335 amount5
= portfolio
.Amount("BTD", 0)
336 self
.assertFalse(amount5
!= 0)
339 amount1
= portfolio
.Amount("BTD", "11.3")
341 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
344 amount1
= portfolio
.Amount("BTX", 32)
345 self
.assertEqual("32.00000000 BTX", str(amount1
))
347 amount2
= portfolio
.Amount("USDT", 12000)
348 amount1
.linked_to
= amount2
349 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
351 def test__repr(self
):
352 amount1
= portfolio
.Amount("BTX", 32)
353 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
355 amount2
= portfolio
.Amount("USDT", 12000)
356 amount1
.linked_to
= amount2
357 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
359 amount3
= portfolio
.Amount("BTC", 0.1)
360 amount2
.linked_to
= amount3
361 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
363 class BalanceTest(WebMockTestCase
):
365 super(BalanceTest
, self
).setUp()
367 self
.fetch_balance
= {
375 "exchange_free": D("6.0"),
376 "exchange_used": D("1.2"),
377 "exchange_total": D("7.2"),
383 "exchange_total": 16,
390 "margin_total": D("-1.0"),
395 def test_values(self
):
396 balance
= portfolio
.Balance("BTC", {
397 "exchange_total": "0.65",
398 "exchange_free": "0.35",
399 "exchange_used": "0.30",
400 "margin_total": "-10",
401 "margin_borrowed": "-10",
403 "margin_position_type": "short",
404 "margin_borrowed_base_currency": "USDT",
405 "margin_liquidation_price": "1.20",
406 "margin_pending_gain": "10",
407 "margin_lending_fees": "0.4",
408 "margin_borrowed_base_price": "0.15",
410 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
411 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
412 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
413 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
414 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
415 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
417 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
418 self
.assertEqual(portfolio
.D("-10"), balance
.margin_borrowed
.value
)
419 self
.assertEqual(portfolio
.D("0"), balance
.margin_free
.value
)
420 self
.assertEqual("BTC", balance
.margin_total
.currency
)
421 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
422 self
.assertEqual("BTC", balance
.margin_free
.currency
)
424 self
.assertEqual("BTC", balance
.currency
)
426 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
427 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
429 @mock.patch.object(portfolio
.Trade
, "get_ticker")
430 def test_in_currency(self
, get_ticker
):
431 portfolio
.Balance
.known_balances
= {
432 "BTC": portfolio
.Balance("BTC", {
434 "exchange_total":"0.65",
435 "exchange_free": "0.35",
436 "exchange_used": "0.30"}),
437 "ETH": portfolio
.Balance("ETH", {
441 "exchange_used": 0}),
444 get_ticker
.return_value
= {
450 amounts
= portfolio
.Balance
.in_currency("BTC", market
)
451 self
.assertEqual("BTC", amounts
["ETH"].currency
)
452 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
453 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
455 amounts
= portfolio
.Balance
.in_currency("BTC", market
, compute_value
="bid")
456 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
457 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
459 amounts
= portfolio
.Balance
.in_currency("BTC", market
, compute_value
="bid", type="exchange_used")
460 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
461 self
.assertEqual(0, amounts
["ETH"].value
)
463 def test_currencies(self
):
464 portfolio
.Balance
.known_balances
= {
465 "BTC": portfolio
.Balance("BTC", {
467 "exchange_total":"0.65",
468 "exchange_free": "0.35",
469 "exchange_used": "0.30"}),
470 "ETH": portfolio
.Balance("ETH", {
474 "exchange_used": 0}),
476 self
.assertListEqual(["BTC", "ETH"], list(portfolio
.Balance
.currencies()))
478 @mock.patch.object(portfolio
.market
, "fetch_all_balances")
479 def test_fetch_balances(self
, fetch_all_balances
):
480 fetch_all_balances
.return_value
= self
.fetch_balance
482 portfolio
.Balance
.fetch_balances(portfolio
.market
)
483 self
.assertNotIn("ETC", portfolio
.Balance
.currencies())
484 self
.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio
.Balance
.currencies()))
486 portfolio
.Balance
.known_balances
["ETC"] = portfolio
.Balance("ETC", {
487 "exchange_total": "1", "exchange_free": "0",
488 "exchange_used": "1" })
489 portfolio
.Balance
.fetch_balances(portfolio
.market
)
490 self
.assertEqual(0, portfolio
.Balance
.known_balances
["ETC"].total
)
491 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio
.Balance
.currencies()))
493 @mock.patch.object(portfolio
.Portfolio
, "repartition")
494 @mock.patch.object(portfolio
.market
, "fetch_all_balances")
495 def test_dispatch_assets(self
, fetch_all_balances
, repartition
):
496 fetch_all_balances
.return_value
= self
.fetch_balance
497 portfolio
.Balance
.fetch_balances(portfolio
.market
)
499 self
.assertNotIn("XEM", portfolio
.Balance
.currencies())
501 repartition
.return_value
= {
502 "XEM": (D("0.75"), "long"),
503 "BTC": (D("0.26"), "long"),
506 amounts
= portfolio
.Balance
.dispatch_assets(portfolio
.Amount("BTC", "10.1"))
507 self
.assertIn("XEM", portfolio
.Balance
.currencies())
508 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
509 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
511 @mock.patch.object(portfolio
.Portfolio
, "repartition")
512 @mock.patch.object(portfolio
.Trade
, "get_ticker")
513 @mock.patch.object(portfolio
.Trade
, "compute_trades")
514 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
515 repartition
.return_value
= {
516 "XEM": (D("0.75"), "long"),
517 "BTC": (D("0.25"), "long"),
519 def _get_ticker(c1
, c2
, market
):
520 if c1
== "USDT" and c2
== "BTC":
521 return { "average": D("0.0001") }
522 if c1
== "XVG" and c2
== "BTC":
523 return { "average": D("0.000001") }
524 if c1
== "XEM" and c2
== "BTC":
525 return { "average": D("0.001") }
526 self
.fail("Should be called with {}, {}".format(c1
, c2
))
527 get_ticker
.side_effect
= _get_ticker
530 market
.fetch_all_balances
.return_value
= {
532 "exchange_free": D("10000.0"),
533 "exchange_used": D("0.0"),
534 "exchange_total": D("10000.0"),
535 "total": D("10000.0")
538 "exchange_free": D("10000.0"),
539 "exchange_used": D("0.0"),
540 "exchange_total": D("10000.0"),
541 "total": D("10000.0")
544 portfolio
.Balance
.prepare_trades(market
)
545 compute_trades
.assert_called()
547 call
= compute_trades
.call_args
548 self
.assertEqual(market
, call
[1]["market"])
549 self
.assertEqual(1, call
[0][0]["USDT"].value
)
550 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
551 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
552 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
554 @mock.patch.object(portfolio
.Portfolio
, "repartition")
555 @mock.patch.object(portfolio
.Trade
, "get_ticker")
556 @mock.patch.object(portfolio
.Trade
, "compute_trades")
557 def test_update_trades(self
, compute_trades
, get_ticker
, repartition
):
558 repartition
.return_value
= {
559 "XEM": (D("0.75"), "long"),
560 "BTC": (D("0.25"), "long"),
562 def _get_ticker(c1
, c2
, market
):
563 if c1
== "USDT" and c2
== "BTC":
564 return { "average": D("0.0001") }
565 if c1
== "XVG" and c2
== "BTC":
566 return { "average": D("0.000001") }
567 if c1
== "XEM" and c2
== "BTC":
568 return { "average": D("0.001") }
569 self
.fail("Should be called with {}, {}".format(c1
, c2
))
570 get_ticker
.side_effect
= _get_ticker
573 market
.fetch_all_balances
.return_value
= {
575 "exchange_free": D("10000.0"),
576 "exchange_used": D("0.0"),
577 "exchange_total": D("10000.0"),
578 "total": D("10000.0")
581 "exchange_free": D("10000.0"),
582 "exchange_used": D("0.0"),
583 "exchange_total": D("10000.0"),
584 "total": D("10000.0")
587 portfolio
.Balance
.update_trades(market
)
588 compute_trades
.assert_called()
590 call
= compute_trades
.call_args
591 self
.assertEqual(market
, call
[1]["market"])
592 self
.assertEqual(1, call
[0][0]["USDT"].value
)
593 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
594 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
595 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
597 @mock.patch.object(portfolio
.Portfolio
, "repartition")
598 @mock.patch.object(portfolio
.Trade
, "get_ticker")
599 @mock.patch.object(portfolio
.Trade
, "compute_trades")
600 def test_prepare_trades_to_sell_all(self
, compute_trades
, get_ticker
, repartition
):
601 def _get_ticker(c1
, c2
, market
):
602 if c1
== "USDT" and c2
== "BTC":
603 return { "average": D("0.0001") }
604 if c1
== "XVG" and c2
== "BTC":
605 return { "average": D("0.000001") }
606 self
.fail("Should be called with {}, {}".format(c1
, c2
))
607 get_ticker
.side_effect
= _get_ticker
610 market
.fetch_all_balances
.return_value
= {
612 "exchange_free": D("10000.0"),
613 "exchange_used": D("0.0"),
614 "exchange_total": D("10000.0"),
615 "total": D("10000.0")
618 "exchange_free": D("10000.0"),
619 "exchange_used": D("0.0"),
620 "exchange_total": D("10000.0"),
621 "total": D("10000.0")
624 portfolio
.Balance
.prepare_trades_to_sell_all(market
)
625 repartition
.assert_not_called()
626 compute_trades
.assert_called()
628 call
= compute_trades
.call_args
629 self
.assertEqual(market
, call
[1]["market"])
630 self
.assertEqual(1, call
[0][0]["USDT"].value
)
631 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
632 self
.assertEqual(D("1.01"), call
[0][1]["BTC"].value
)
634 def test__repr(self
):
635 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
636 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
637 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
638 "exchange_used": 1, "exchange_free": 2 })
639 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
641 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
642 "margin_borrowed": 1, "margin_free": 2 })
643 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
645 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
646 "margin_borrowed_base_price": D("0.1"),
647 "margin_borrowed_base_currency": "BTC",
648 "margin_lending_fees": D("0.002") })
649 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
651 class TradeTest(WebMockTestCase
):
653 def test_get_ticker(self
):
655 market
.fetch_ticker
.side_effect
= [
656 { "bid": 1, "ask": 3 }
,
657 portfolio
.ExchangeError("foo"),
658 { "bid": 10, "ask": 40 }
,
659 portfolio
.ExchangeError("foo"),
660 portfolio
.ExchangeError("foo"),
663 ticker
= portfolio
.Trade
.get_ticker("ETH", "ETC", market
)
664 market
.fetch_ticker
.assert_called_with("ETH/ETC")
665 self
.assertEqual(1, ticker
["bid"])
666 self
.assertEqual(3, ticker
["ask"])
667 self
.assertEqual(2, ticker
["average"])
668 self
.assertFalse(ticker
["inverted"])
670 ticker
= portfolio
.Trade
.get_ticker("ETH", "XVG", market
)
671 self
.assertEqual(0.0625, ticker
["average"])
672 self
.assertTrue(ticker
["inverted"])
673 self
.assertIn("original", ticker
)
674 self
.assertEqual(10, ticker
["original"]["bid"])
676 ticker
= portfolio
.Trade
.get_ticker("XVG", "XMR", market
)
677 self
.assertIsNone(ticker
)
679 market
.fetch_ticker
.assert_has_calls([
680 mock
.call("ETH/ETC"),
681 mock
.call("ETH/XVG"),
682 mock
.call("XVG/ETH"),
683 mock
.call("XVG/XMR"),
684 mock
.call("XMR/XVG"),
687 market2
= mock
.Mock()
688 market2
.fetch_ticker
.side_effect
= [
689 { "bid": 1, "ask": 3 }
,
690 { "bid": 1.2, "ask": 3.5 }
,
692 ticker1
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
)
693 ticker2
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
)
694 ticker3
= portfolio
.Trade
.get_ticker("ETC", "ETH", market2
)
695 market2
.fetch_ticker
.assert_called_once_with("ETH/ETC")
696 self
.assertEqual(1, ticker1
["bid"])
697 self
.assertDictEqual(ticker1
, ticker2
)
698 self
.assertDictEqual(ticker1
, ticker3
["original"])
700 ticker4
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
, refresh
=True)
701 ticker5
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
)
702 self
.assertEqual(1.2, ticker4
["bid"])
703 self
.assertDictEqual(ticker4
, ticker5
)
705 market3
= mock
.Mock()
706 market3
.fetch_ticker
.side_effect
= [
707 { "bid": 1, "ask": 3 }
,
708 { "bid": 1.2, "ask": 3.5 }
,
710 ticker6
= portfolio
.Trade
.get_ticker("ETH", "ETC", market3
)
711 portfolio
.Trade
.ticker_cache_timestamp
-= 4
712 ticker7
= portfolio
.Trade
.get_ticker("ETH", "ETC", market3
)
713 portfolio
.Trade
.ticker_cache_timestamp
-= 2
714 ticker8
= portfolio
.Trade
.get_ticker("ETH", "ETC", market3
)
715 self
.assertDictEqual(ticker6
, ticker7
)
716 self
.assertEqual(1.2, ticker8
["bid"])
718 def test_values_assertion(self
):
719 value_from
= portfolio
.Amount("BTC", "1.0")
720 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
721 value_to
= portfolio
.Amount("BTC", "1.0")
722 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
723 self
.assertEqual("BTC", trade
.base_currency
)
724 self
.assertEqual("ETH", trade
.currency
)
726 with self
.assertRaises(AssertionError):
727 portfolio
.Trade(value_from
, value_to
, "ETC")
728 with self
.assertRaises(AssertionError):
729 value_from
.linked_to
= None
730 portfolio
.Trade(value_from
, value_to
, "ETH")
731 with self
.assertRaises(AssertionError):
732 value_from
.currency
= "ETH"
733 portfolio
.Trade(value_from
, value_to
, "ETH")
735 value_from
= portfolio
.Amount("BTC", 0)
736 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
737 self
.assertEqual(0, trade
.value_from
.linked_to
)
739 def test_fetch_fees(self
):
741 market
.fetch_fees
.return_value
= "Foo"
742 self
.assertEqual("Foo", portfolio
.Trade
.fetch_fees(market
))
743 market
.fetch_fees
.assert_called_once()
744 self
.assertEqual("Foo", portfolio
.Trade
.fetch_fees(market
))
745 market
.fetch_fees
.assert_called_once()
747 def test_action(self
):
748 value_from
= portfolio
.Amount("BTC", "1.0")
749 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
750 value_to
= portfolio
.Amount("BTC", "1.0")
751 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
753 self
.assertIsNone(trade
.action
)
755 value_from
= portfolio
.Amount("BTC", "1.0")
756 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
757 value_to
= portfolio
.Amount("BTC", "1.0")
758 trade
= portfolio
.Trade(value_from
, value_to
, "BTC")
760 self
.assertIsNone(trade
.action
)
762 value_from
= portfolio
.Amount("BTC", "0.5")
763 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
764 value_to
= portfolio
.Amount("BTC", "1.0")
765 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
767 self
.assertEqual("acquire", trade
.action
)
769 value_from
= portfolio
.Amount("BTC", "0")
770 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
771 value_to
= portfolio
.Amount("BTC", "-1.0")
772 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
774 self
.assertEqual("dispose", trade
.action
)
776 def test_order_action(self
):
777 value_from
= portfolio
.Amount("BTC", "0.5")
778 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
779 value_to
= portfolio
.Amount("BTC", "1.0")
780 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
782 self
.assertEqual("buy", trade
.order_action(False))
783 self
.assertEqual("sell", trade
.order_action(True))
785 value_from
= portfolio
.Amount("BTC", "0")
786 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
787 value_to
= portfolio
.Amount("BTC", "-1.0")
788 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
790 self
.assertEqual("sell", trade
.order_action(False))
791 self
.assertEqual("buy", trade
.order_action(True))
793 def test_trade_type(self
):
794 value_from
= portfolio
.Amount("BTC", "0.5")
795 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
796 value_to
= portfolio
.Amount("BTC", "1.0")
797 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
799 self
.assertEqual("long", trade
.trade_type
)
801 value_from
= portfolio
.Amount("BTC", "0")
802 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
803 value_to
= portfolio
.Amount("BTC", "-1.0")
804 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
806 self
.assertEqual("short", trade
.trade_type
)
808 def test_filled_amount(self
):
809 value_from
= portfolio
.Amount("BTC", "0.5")
810 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
811 value_to
= portfolio
.Amount("BTC", "1.0")
812 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
815 order1
.filled_amount
= portfolio
.Amount("ETH", "0.3")
818 order2
.filled_amount
= portfolio
.Amount("ETH", "0.01")
819 trade
.orders
.append(order1
)
820 trade
.orders
.append(order2
)
822 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount
)
824 def test_prepare_orders(self
):
825 trade_mock1
= mock
.Mock()
826 trade_mock2
= mock
.Mock()
828 portfolio
.Trade
.trades
.append(trade_mock1
)
829 portfolio
.Trade
.trades
.append(trade_mock2
)
831 portfolio
.Trade
.prepare_orders()
832 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
833 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
835 portfolio
.Trade
.prepare_orders(compute_value
="bla")
836 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
837 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
839 trade_mock1
.prepare_order
.reset_mock()
840 trade_mock2
.prepare_order
.reset_mock()
842 trade_mock1
.action
= "foo"
843 trade_mock2
.action
= "bar"
844 portfolio
.Trade
.prepare_orders(only
="bar")
845 trade_mock1
.prepare_order
.assert_not_called()
846 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
848 @unittest.skip("TODO")
849 def test_compute_trades(self
):
852 @unittest.skip("TODO")
853 def test_prepare_order(self
):
856 @unittest.skip("TODO")
857 def test_update_order(self
):
860 @unittest.skip("TODO")
861 def test_follow_orders(self
):
864 @unittest.skip("TODO")
865 def test_move_balances(self
):
868 def test_all_orders(self
):
869 trade_mock1
= mock
.Mock()
870 trade_mock2
= mock
.Mock()
872 order_mock1
= mock
.Mock()
873 order_mock2
= mock
.Mock()
874 order_mock3
= mock
.Mock()
876 trade_mock1
.orders
= [order_mock1
, order_mock2
]
877 trade_mock2
.orders
= [order_mock3
]
879 order_mock1
.status
= "pending"
880 order_mock2
.status
= "open"
881 order_mock3
.status
= "open"
883 portfolio
.Trade
.trades
.append(trade_mock1
)
884 portfolio
.Trade
.trades
.append(trade_mock2
)
886 orders
= portfolio
.Trade
.all_orders()
887 self
.assertEqual(3, len(orders
))
889 open_orders
= portfolio
.Trade
.all_orders(state
="open")
890 self
.assertEqual(2, len(open_orders
))
891 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
893 @mock.patch.object(portfolio
.Trade
, "all_orders")
894 def test_run_orders(self
, all_orders
):
895 order_mock1
= mock
.Mock()
896 order_mock2
= mock
.Mock()
897 order_mock3
= mock
.Mock()
898 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
899 portfolio
.Trade
.run_orders()
900 all_orders
.assert_called_with(state
="pending")
902 order_mock1
.run
.assert_called()
903 order_mock2
.run
.assert_called()
904 order_mock3
.run
.assert_called()
906 @mock.patch.object(portfolio
.Trade
, "all_orders")
907 def test_update_all_orders_status(self
, all_orders
):
908 order_mock1
= mock
.Mock()
909 order_mock2
= mock
.Mock()
910 order_mock3
= mock
.Mock()
911 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
912 portfolio
.Trade
.update_all_orders_status()
913 all_orders
.assert_called_with(state
="open")
915 order_mock1
.get_status
.assert_called()
916 order_mock2
.get_status
.assert_called()
917 order_mock3
.get_status
.assert_called()
919 def test_print_all_with_order(self
):
920 trade_mock1
= mock
.Mock()
921 trade_mock2
= mock
.Mock()
922 trade_mock3
= mock
.Mock()
923 portfolio
.Trade
.trades
= [trade_mock1
, trade_mock2
, trade_mock3
]
925 portfolio
.Trade
.print_all_with_order()
927 trade_mock1
.print_with_order
.assert_called()
928 trade_mock2
.print_with_order
.assert_called()
929 trade_mock3
.print_with_order
.assert_called()
931 @mock.patch('sys.stdout', new_callable
=StringIO
)
932 def test_print_with_order(self
, mock_stdout
):
933 value_from
= portfolio
.Amount("BTC", "0.5")
934 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
935 value_to
= portfolio
.Amount("BTC", "1.0")
936 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
938 order_mock1
= mock
.Mock()
939 order_mock1
.__repr__
= mock
.Mock()
940 order_mock1
.__repr__
.return_value
= "Mock 1"
941 order_mock2
= mock
.Mock()
942 order_mock2
.__repr__
= mock
.Mock()
943 order_mock2
.__repr__
.return_value
= "Mock 2"
944 trade
.orders
.append(order_mock1
)
945 trade
.orders
.append(order_mock2
)
947 trade
.print_with_order()
949 out
= mock_stdout
.getvalue().split("\n")
950 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out
[0])
951 self
.assertEqual("\tMock 1", out
[1])
952 self
.assertEqual("\tMock 2", out
[2])
954 def test_compute_value(self
):
955 compute
= mock
.Mock()
956 portfolio
.Trade
.compute_value("foo", "buy", compute_value
=compute
)
957 compute
.assert_called_with("foo", "ask")
960 portfolio
.Trade
.compute_value("foo", "sell", compute_value
=compute
)
961 compute
.assert_called_with("foo", "bid")
964 portfolio
.Trade
.compute_value("foo", "ask", compute_value
=compute
)
965 compute
.assert_called_with("foo", "ask")
968 portfolio
.Trade
.compute_value("foo", "bid", compute_value
=compute
)
969 compute
.assert_called_with("foo", "bid")
972 portfolio
.Computation
.computations
["test"] = compute
973 portfolio
.Trade
.compute_value("foo", "bid", compute_value
="test")
974 compute
.assert_called_with("foo", "bid")
976 def test__repr(self
):
977 value_from
= portfolio
.Amount("BTC", "0.5")
978 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
979 value_to
= portfolio
.Amount("BTC", "1.0")
980 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
982 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
984 class AcceptanceTest(WebMockTestCase
):
985 @unittest.expectedFailure
986 def test_success_sell_only_necessary(self
):
989 "exchange_free": D("1.0"),
990 "exchange_used": D("0.0"),
991 "exchange_total": D("1.0"),
995 "exchange_free": D("4.0"),
996 "exchange_used": D("0.0"),
997 "exchange_total": D("4.0"),
1001 "exchange_free": D("1000.0"),
1002 "exchange_used": D("0.0"),
1003 "exchange_total": D("1000.0"),
1004 "total": D("1000.0"),
1008 "ETH": (D("0.25"), "long"),
1009 "ETC": (D("0.25"), "long"),
1010 "BTC": (D("0.4"), "long"),
1011 "BTD": (D("0.01"), "short"),
1012 "B2X": (D("0.04"), "long"),
1013 "USDT": (D("0.05"), "long"),
1016 def fetch_ticker(symbol
):
1017 if symbol
== "ETH/BTC":
1019 "symbol": "ETH/BTC",
1023 if symbol
== "ETC/BTC":
1025 "symbol": "ETC/BTC",
1029 if symbol
== "XVG/BTC":
1031 "symbol": "XVG/BTC",
1032 "bid": D("0.00003"),
1035 if symbol
== "BTD/BTC":
1037 "symbol": "BTD/BTC",
1041 if symbol
== "B2X/BTC":
1043 "symbol": "B2X/BTC",
1047 if symbol
== "USDT/BTC":
1048 raise portfolio
.ExchangeError
1049 if symbol
== "BTC/USDT":
1051 "symbol": "BTC/USDT",
1055 self
.fail("Shouldn't have been called with {}".format(symbol
))
1057 market
= mock
.Mock()
1058 market
.fetch_all_balances
.return_value
= fetch_balance
1059 market
.fetch_ticker
.side_effect
= fetch_ticker
1060 with mock
.patch
.object(portfolio
.Portfolio
, "repartition", return_value
=repartition
):
1062 portfolio
.Balance
.prepare_trades(market
)
1064 balances
= portfolio
.Balance
.known_balances
1065 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
1066 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
1067 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
1070 trades
= portfolio
.Trade
.trades
1071 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
1072 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
1073 self
.assertEqual("dispose", trades
[0].action
)
1075 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
1076 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
1077 self
.assertEqual("acquire", trades
[1].action
)
1079 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
1080 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
1081 self
.assertEqual("dispose", trades
[2].action
)
1083 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
1084 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
1085 self
.assertEqual("dispose", trades
[3].action
)
1087 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
1088 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
1089 self
.assertEqual("acquire", trades
[4].action
)
1091 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
1092 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
1093 self
.assertEqual("acquire", trades
[5].action
)
1096 portfolio
.Trade
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
1098 all_orders
= portfolio
.Trade
.all_orders()
1099 self
.assertEqual(2, len(all_orders
))
1100 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
1101 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
1102 self
.assertEqual(1000, all_orders
[1].amount
.value
)
1103 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
1106 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
1107 self
.assertEqual("limit", type)
1108 if symbol
== "ETH/BTC":
1109 self
.assertEqual("sell", action
)
1110 self
.assertEqual(D('0.66666666'), amount
)
1111 self
.assertEqual(D("0.14014"), price
)
1112 elif symbol
== "XVG/BTC":
1113 self
.assertEqual("sell", action
)
1114 self
.assertEqual(1000, amount
)
1115 self
.assertEqual(D("0.00003003"), price
)
1117 self
.fail("I shouldn't have been called")
1122 market
.create_order
.side_effect
= create_order
1123 market
.order_precision
.return_value
= 8
1126 portfolio
.Trade
.run_orders()
1128 self
.assertEqual("open", all_orders
[0].status
)
1129 self
.assertEqual("open", all_orders
[1].status
)
1131 market
.fetch_order
.return_value
= { "status": "closed" }
1132 with mock
.patch
.object(portfolio
.time
, "sleep") as sleep
:
1134 portfolio
.Trade
.follow_orders(verbose
=False)
1136 sleep
.assert_called_with(30)
1138 for order
in all_orders
:
1139 self
.assertEqual("closed", order
.status
)
1143 "free": D("1.0") / 3,
1145 "total": D("1.0") / 3,
1150 "total": D("0.134"),
1163 market
.fetch_balance
.return_value
= fetch_balance
1165 with mock
.patch
.object(portfolio
.Portfolio
, "repartition", return_value
=repartition
):
1167 portfolio
.Balance
.update_trades(market
, only
="buy", compute_value
="average")
1169 balances
= portfolio
.Balance
.known_balances
1170 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
1171 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
1172 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
1173 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
1176 trades
= portfolio
.Trade
.trades
1177 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
["ETH"].value_from
)
1178 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
["ETH"].value_to
)
1179 self
.assertEqual("sell", trades
["ETH"].action
)
1181 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
["ETC"].value_from
)
1182 self
.assertEqual(portfolio
.Amount("BTC", D("0.0485")), trades
["ETC"].value_to
)
1183 self
.assertEqual("buy", trades
["ETC"].action
)
1185 self
.assertNotIn("BTC", trades
)
1187 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
["BTD"].value_from
)
1188 self
.assertEqual(portfolio
.Amount("BTC", D("0.00194")), trades
["BTD"].value_to
)
1189 self
.assertEqual("buy", trades
["BTD"].action
)
1191 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
["B2X"].value_from
)
1192 self
.assertEqual(portfolio
.Amount("BTC", D("0.00776")), trades
["B2X"].value_to
)
1193 self
.assertEqual("buy", trades
["B2X"].action
)
1195 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
["USDT"].value_from
)
1196 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), trades
["USDT"].value_to
)
1197 self
.assertEqual("buy", trades
["USDT"].action
)
1199 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
["XVG"].value_from
)
1200 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
["XVG"].value_to
)
1201 self
.assertEqual("sell", trades
["XVG"].action
)
1204 portfolio
.Trade
.prepare_orders(only
="buy", compute_value
=lambda x
, y
: x
["ask"])
1206 all_orders
= portfolio
.Trade
.all_orders(state
="pending")
1207 self
.assertEqual(4, len(all_orders
))
1208 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
1209 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
1210 self
.assertEqual("buy", all_orders
[0].action
)
1211 self
.assertEqual("long", all_orders
[0].trade_type
)
1213 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
1214 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
1215 self
.assertEqual("sell", all_orders
[1].action
)
1216 self
.assertEqual("short", all_orders
[1].trade_type
)
1218 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
1219 self
.assertAlmostEqual(0, diff
.value
)
1220 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
1221 self
.assertEqual("buy", all_orders
[2].action
)
1222 self
.assertEqual("long", all_orders
[2].trade_type
)
1224 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
1225 self
.assertEqual(D("16000"), all_orders
[3].rate
)
1226 self
.assertEqual("sell", all_orders
[3].action
)
1227 self
.assertEqual("long", all_orders
[3].trade_type
)
1231 # Move balances to margin
1235 # portfolio.Trade.run_orders()
1237 with mock
.patch
.object(portfolio
.time
, "sleep") as sleep
:
1239 portfolio
.Trade
.follow_orders(verbose
=False)
1241 sleep
.assert_called_with(30)
1243 if __name__
== '__main__':