4 from decimal
import Decimal
as D
5 from unittest
import mock
8 from io
import StringIO
11 limits
= ["acceptance", "unit"]
12 for test_type
in limits
:
13 if "--no{}".format(test_type
) in sys
.argv
:
14 sys
.argv
.remove("--no{}".format(test_type
))
15 limits
.remove(test_type
)
16 if "--only{}".format(test_type
) in sys
.argv
:
17 sys
.argv
.remove("--only{}".format(test_type
))
21 class WebMockTestCase(unittest
.TestCase
):
25 super(WebMockTestCase
, self
).setUp()
26 self
.wm
= requests_mock
.Mocker()
30 mock
.patch
.multiple(portfolio
.BalanceStore
,
32 mock
.patch
.multiple(portfolio
.TradeStore
,
35 mock
.patch
.multiple(portfolio
.Portfolio
, data
=None, liquidities
={}),
36 mock
.patch
.multiple(portfolio
.Computation
,
37 computations
=portfolio
.Computation
.computations
),
38 mock
.patch
.multiple(helper
,
41 ticker_cache_timestamp
=self
.time
.time()),
43 for patcher
in self
.patchers
:
47 for patcher
in self
.patchers
:
50 super(WebMockTestCase
, self
).tearDown()
52 @unittest.skipUnless("unit" in limits
, "Unit skipped")
53 class PortfolioTest(WebMockTestCase
):
55 if self
.json_response
is not None:
56 portfolio
.Portfolio
.data
= self
.json_response
59 super(PortfolioTest
, self
).setUp()
61 with open("test_portfolio.json") as example
:
62 self
.json_response
= example
.read()
64 self
.wm
.get(portfolio
.Portfolio
.URL
, text
=self
.json_response
)
66 def test_get_cryptoportfolio(self
):
67 self
.wm
.get(portfolio
.Portfolio
.URL
, [
68 {"text":'{ "foo": "bar" }
', "status_code": 200},
69 {"text": "System Error", "status_code": 500},
70 {"exc": requests.exceptions.ConnectTimeout},
72 portfolio.Portfolio.get_cryptoportfolio()
73 self.assertIn("foo", portfolio.Portfolio.data)
74 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
75 self.assertTrue(self.wm.called)
76 self.assertEqual(1, self.wm.call_count)
78 portfolio.Portfolio.get_cryptoportfolio()
79 self.assertIsNone(portfolio.Portfolio.data)
80 self.assertEqual(2, self.wm.call_count)
82 portfolio.Portfolio.data = "Foo"
83 portfolio.Portfolio.get_cryptoportfolio()
84 self.assertEqual("Foo", portfolio.Portfolio.data)
85 self.assertEqual(3, self.wm.call_count)
87 def test_parse_cryptoportfolio(self):
88 portfolio.Portfolio.parse_cryptoportfolio()
92 list(portfolio.Portfolio.liquidities.keys()))
94 liquidities = portfolio.Portfolio.liquidities
95 self.assertEqual(10, len(liquidities["medium"].keys()))
96 self.assertEqual(10, len(liquidities["high"].keys()))
99 'BTC
': (D("0.2857"), "long"),
100 'DGB
': (D("0.1015"), "long"),
101 'DOGE
': (D("0.1805"), "long"),
102 'SC
': (D("0.0623"), "long"),
103 'ZEC
': (D("0.3701"), "long"),
105 self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
108 'BTC
': (D("1.1102e-16"), "long"),
109 'ETC
': (D("0.1"), "long"),
110 'FCT
': (D("0.1"), "long"),
111 'GAS
': (D("0.1"), "long"),
112 'NAV
': (D("0.1"), "long"),
113 'OMG
': (D("0.1"), "long"),
114 'OMNI
': (D("0.1"), "long"),
115 'PPC
': (D("0.1"), "long"),
116 'RIC
': (D("0.1"), "long"),
117 'VIA
': (D("0.1"), "long"),
118 'XCP
': (D("0.1"), "long"),
120 self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
122 # It doesn't refetch the data when available
123 portfolio
.Portfolio
.parse_cryptoportfolio()
125 self
.assertEqual(1, self
.wm
.call_count
)
127 def test_repartition(self
):
129 'BTC': (D("1.1102e-16"), "long"),
130 'USDT': (D("0.1"), "long"),
131 'ETC': (D("0.1"), "long"),
132 'FCT': (D("0.1"), "long"),
133 'OMG': (D("0.1"), "long"),
134 'STEEM': (D("0.1"), "long"),
135 'STRAT': (D("0.1"), "long"),
136 'XEM': (D("0.1"), "long"),
137 'XMR': (D("0.1"), "long"),
138 'XVC': (D("0.1"), "long"),
139 'ZRX': (D("0.1"), "long"),
142 'USDT': (D("0.1226"), "long"),
143 'BTC': (D("0.1429"), "long"),
144 'ETC': (D("0.1127"), "long"),
145 'ETH': (D("0.1569"), "long"),
146 'FCT': (D("0.3341"), "long"),
147 'GAS': (D("0.1308"), "long"),
150 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition())
151 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition(liquidity
="medium"))
152 self
.assertEqual(expected_high
, portfolio
.Portfolio
.repartition(liquidity
="high"))
154 @unittest.skipUnless("unit" in limits
, "Unit skipped")
155 class AmountTest(WebMockTestCase
):
156 def test_values(self
):
157 amount
= portfolio
.Amount("BTC", "0.65")
158 self
.assertEqual(D("0.65"), amount
.value
)
159 self
.assertEqual("BTC", amount
.currency
)
161 def test_in_currency(self
):
162 amount
= portfolio
.Amount("ETC", 10)
164 self
.assertEqual(amount
, amount
.in_currency("ETC", None))
166 ticker_mock
= unittest
.mock
.Mock()
167 with mock
.patch
.object(helper
, 'get_ticker', new
=ticker_mock
):
168 ticker_mock
.return_value
= None
170 self
.assertRaises(Exception, amount
.in_currency
, "ETH", None)
172 with mock
.patch
.object(helper
, 'get_ticker', new
=ticker_mock
):
173 ticker_mock
.return_value
= {
179 converted_amount
= amount
.in_currency("ETH", None)
181 self
.assertEqual(D("3.0"), converted_amount
.value
)
182 self
.assertEqual("ETH", converted_amount
.currency
)
183 self
.assertEqual(amount
, converted_amount
.linked_to
)
184 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
186 converted_amount
= amount
.in_currency("ETH", None, action
="bid", compute_value
="default")
187 self
.assertEqual(D("2"), converted_amount
.value
)
189 converted_amount
= amount
.in_currency("ETH", None, compute_value
="ask")
190 self
.assertEqual(D("4"), converted_amount
.value
)
192 converted_amount
= amount
.in_currency("ETH", None, rate
=D("0.02"))
193 self
.assertEqual(D("0.2"), converted_amount
.value
)
195 def test__round(self
):
196 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
197 self
.assertEqual(D("1.23456789"), round(amount
).value
)
198 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
201 amount
= portfolio
.Amount("SC", -120)
202 self
.assertEqual(120, abs(amount
).value
)
203 self
.assertEqual("SC", abs(amount
).currency
)
205 amount
= portfolio
.Amount("SC", 10)
206 self
.assertEqual(10, abs(amount
).value
)
207 self
.assertEqual("SC", abs(amount
).currency
)
210 amount1
= portfolio
.Amount("XVG", "12.9")
211 amount2
= portfolio
.Amount("XVG", "13.1")
213 self
.assertEqual(26, (amount1
+ amount2
).value
)
214 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
216 amount3
= portfolio
.Amount("ETH", "1.6")
217 with self
.assertRaises(Exception):
220 amount4
= portfolio
.Amount("ETH", 0.0)
221 self
.assertEqual(amount1
, amount1
+ amount4
)
223 self
.assertEqual(amount1
, amount1
+ 0)
225 def test__radd(self
):
226 amount
= portfolio
.Amount("XVG", "12.9")
228 self
.assertEqual(amount
, 0 + amount
)
229 with self
.assertRaises(Exception):
233 amount1
= portfolio
.Amount("XVG", "13.3")
234 amount2
= portfolio
.Amount("XVG", "13.1")
236 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
237 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
239 amount3
= portfolio
.Amount("ETH", "1.6")
240 with self
.assertRaises(Exception):
243 amount4
= portfolio
.Amount("ETH", 0.0)
244 self
.assertEqual(amount1
, amount1
- amount4
)
246 def test__rsub(self
):
247 amount
= portfolio
.Amount("ETH", "1.6")
248 with self
.assertRaises(Exception):
251 self
.assertEqual(portfolio
.Amount("ETH", "-1.6"), -amount
)
254 amount
= portfolio
.Amount("XEM", 11)
256 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
257 self
.assertEqual(D("33"), (amount
* 3).value
)
259 with self
.assertRaises(Exception):
262 def test__rmul(self
):
263 amount
= portfolio
.Amount("XEM", 11)
265 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
266 self
.assertEqual(D("33"), (3 * amount
).value
)
268 def test__floordiv(self
):
269 amount
= portfolio
.Amount("XEM", 11)
271 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
272 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
274 with self
.assertRaises(Exception):
277 def test__truediv(self
):
278 amount
= portfolio
.Amount("XEM", 11)
280 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
281 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
284 amount1
= portfolio
.Amount("BTD", 11.3)
285 amount2
= portfolio
.Amount("BTD", 13.1)
287 self
.assertTrue(amount1
< amount2
)
288 self
.assertFalse(amount2
< amount1
)
289 self
.assertFalse(amount1
< amount1
)
291 amount3
= portfolio
.Amount("BTC", 1.6)
292 with self
.assertRaises(Exception):
296 amount1
= portfolio
.Amount("BTD", 11.3)
297 amount2
= portfolio
.Amount("BTD", 13.1)
299 self
.assertTrue(amount1
<= amount2
)
300 self
.assertFalse(amount2
<= amount1
)
301 self
.assertTrue(amount1
<= amount1
)
303 amount3
= portfolio
.Amount("BTC", 1.6)
304 with self
.assertRaises(Exception):
308 amount1
= portfolio
.Amount("BTD", 11.3)
309 amount2
= portfolio
.Amount("BTD", 13.1)
311 self
.assertTrue(amount2
> amount1
)
312 self
.assertFalse(amount1
> amount2
)
313 self
.assertFalse(amount1
> amount1
)
315 amount3
= portfolio
.Amount("BTC", 1.6)
316 with self
.assertRaises(Exception):
320 amount1
= portfolio
.Amount("BTD", 11.3)
321 amount2
= portfolio
.Amount("BTD", 13.1)
323 self
.assertTrue(amount2
>= amount1
)
324 self
.assertFalse(amount1
>= amount2
)
325 self
.assertTrue(amount1
>= amount1
)
327 amount3
= portfolio
.Amount("BTC", 1.6)
328 with self
.assertRaises(Exception):
332 amount1
= portfolio
.Amount("BTD", 11.3)
333 amount2
= portfolio
.Amount("BTD", 13.1)
334 amount3
= portfolio
.Amount("BTD", 11.3)
336 self
.assertFalse(amount1
== amount2
)
337 self
.assertFalse(amount2
== amount1
)
338 self
.assertTrue(amount1
== amount3
)
339 self
.assertFalse(amount2
== 0)
341 amount4
= portfolio
.Amount("BTC", 1.6)
342 with self
.assertRaises(Exception):
345 amount5
= portfolio
.Amount("BTD", 0)
346 self
.assertTrue(amount5
== 0)
349 amount1
= portfolio
.Amount("BTD", 11.3)
350 amount2
= portfolio
.Amount("BTD", 13.1)
351 amount3
= portfolio
.Amount("BTD", 11.3)
353 self
.assertTrue(amount1
!= amount2
)
354 self
.assertTrue(amount2
!= amount1
)
355 self
.assertFalse(amount1
!= amount3
)
356 self
.assertTrue(amount2
!= 0)
358 amount4
= portfolio
.Amount("BTC", 1.6)
359 with self
.assertRaises(Exception):
362 amount5
= portfolio
.Amount("BTD", 0)
363 self
.assertFalse(amount5
!= 0)
366 amount1
= portfolio
.Amount("BTD", "11.3")
368 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
371 amount1
= portfolio
.Amount("BTX", 32)
372 self
.assertEqual("32.00000000 BTX", str(amount1
))
374 amount2
= portfolio
.Amount("USDT", 12000)
375 amount1
.linked_to
= amount2
376 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
378 def test__repr(self
):
379 amount1
= portfolio
.Amount("BTX", 32)
380 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
382 amount2
= portfolio
.Amount("USDT", 12000)
383 amount1
.linked_to
= amount2
384 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
386 amount3
= portfolio
.Amount("BTC", 0.1)
387 amount2
.linked_to
= amount3
388 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
390 @unittest.skipUnless("unit" in limits
, "Unit skipped")
391 class BalanceTest(WebMockTestCase
):
392 def test_values(self
):
393 balance
= portfolio
.Balance("BTC", {
394 "exchange_total": "0.65",
395 "exchange_free": "0.35",
396 "exchange_used": "0.30",
397 "margin_total": "-10",
398 "margin_borrowed": "-10",
400 "margin_position_type": "short",
401 "margin_borrowed_base_currency": "USDT",
402 "margin_liquidation_price": "1.20",
403 "margin_pending_gain": "10",
404 "margin_lending_fees": "0.4",
405 "margin_borrowed_base_price": "0.15",
407 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
408 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
409 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
410 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
411 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
412 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
414 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
415 self
.assertEqual(portfolio
.D("-10"), balance
.margin_borrowed
.value
)
416 self
.assertEqual(portfolio
.D("0"), balance
.margin_free
.value
)
417 self
.assertEqual("BTC", balance
.margin_total
.currency
)
418 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
419 self
.assertEqual("BTC", balance
.margin_free
.currency
)
421 self
.assertEqual("BTC", balance
.currency
)
423 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
424 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
426 def test__repr(self
):
427 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
428 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
429 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
430 "exchange_used": 1, "exchange_free": 2 })
431 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
433 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
434 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
436 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
437 "margin_borrowed": 1, "margin_free": 2 })
438 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
440 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_free": 2 }
)
441 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
443 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
444 "margin_borrowed_base_price": D("0.1"),
445 "margin_borrowed_base_currency": "BTC",
446 "margin_lending_fees": D("0.002") })
447 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
449 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
450 "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2})
451 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
453 @unittest.skipUnless("unit" in limits
, "Unit skipped")
454 class HelperTest(WebMockTestCase
):
455 def test_get_ticker(self
):
457 market
.fetch_ticker
.side_effect
= [
458 { "bid": 1, "ask": 3 }
,
459 helper
.ExchangeError("foo"),
460 { "bid": 10, "ask": 40 }
,
461 helper
.ExchangeError("foo"),
462 helper
.ExchangeError("foo"),
465 ticker
= helper
.get_ticker("ETH", "ETC", market
)
466 market
.fetch_ticker
.assert_called_with("ETH/ETC")
467 self
.assertEqual(1, ticker
["bid"])
468 self
.assertEqual(3, ticker
["ask"])
469 self
.assertEqual(2, ticker
["average"])
470 self
.assertFalse(ticker
["inverted"])
472 ticker
= helper
.get_ticker("ETH", "XVG", market
)
473 self
.assertEqual(0.0625, ticker
["average"])
474 self
.assertTrue(ticker
["inverted"])
475 self
.assertIn("original", ticker
)
476 self
.assertEqual(10, ticker
["original"]["bid"])
478 ticker
= helper
.get_ticker("XVG", "XMR", market
)
479 self
.assertIsNone(ticker
)
481 market
.fetch_ticker
.assert_has_calls([
482 mock
.call("ETH/ETC"),
483 mock
.call("ETH/XVG"),
484 mock
.call("XVG/ETH"),
485 mock
.call("XVG/XMR"),
486 mock
.call("XMR/XVG"),
489 market2
= mock
.Mock()
490 market2
.fetch_ticker
.side_effect
= [
491 { "bid": 1, "ask": 3 }
,
492 { "bid": 1.2, "ask": 3.5 }
,
494 ticker1
= helper
.get_ticker("ETH", "ETC", market2
)
495 ticker2
= helper
.get_ticker("ETH", "ETC", market2
)
496 ticker3
= helper
.get_ticker("ETC", "ETH", market2
)
497 market2
.fetch_ticker
.assert_called_once_with("ETH/ETC")
498 self
.assertEqual(1, ticker1
["bid"])
499 self
.assertDictEqual(ticker1
, ticker2
)
500 self
.assertDictEqual(ticker1
, ticker3
["original"])
502 ticker4
= helper
.get_ticker("ETH", "ETC", market2
, refresh
=True)
503 ticker5
= helper
.get_ticker("ETH", "ETC", market2
)
504 self
.assertEqual(1.2, ticker4
["bid"])
505 self
.assertDictEqual(ticker4
, ticker5
)
507 market3
= mock
.Mock()
508 market3
.fetch_ticker
.side_effect
= [
509 { "bid": 1, "ask": 3 }
,
510 { "bid": 1.2, "ask": 3.5 }
,
512 ticker6
= helper
.get_ticker("ETH", "ETC", market3
)
513 helper
.ticker_cache_timestamp
-= 4
514 ticker7
= helper
.get_ticker("ETH", "ETC", market3
)
515 helper
.ticker_cache_timestamp
-= 2
516 ticker8
= helper
.get_ticker("ETH", "ETC", market3
)
517 self
.assertDictEqual(ticker6
, ticker7
)
518 self
.assertEqual(1.2, ticker8
["bid"])
520 def test_fetch_fees(self
):
522 market
.fetch_fees
.return_value
= "Foo"
523 self
.assertEqual("Foo", helper
.fetch_fees(market
))
524 market
.fetch_fees
.assert_called_once()
525 self
.assertEqual("Foo", helper
.fetch_fees(market
))
526 market
.fetch_fees
.assert_called_once()
528 @mock.patch.object(portfolio
.Portfolio
, "repartition")
529 @mock.patch.object(helper
, "get_ticker")
530 @mock.patch.object(portfolio
.TradeStore
, "compute_trades")
531 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
532 repartition
.return_value
= {
533 "XEM": (D("0.75"), "long"),
534 "BTC": (D("0.25"), "long"),
536 def _get_ticker(c1
, c2
, market
):
537 if c1
== "USDT" and c2
== "BTC":
538 return { "average": D("0.0001") }
539 if c1
== "XVG" and c2
== "BTC":
540 return { "average": D("0.000001") }
541 if c1
== "XEM" and c2
== "BTC":
542 return { "average": D("0.001") }
543 self
.fail("Should be called with {}, {}".format(c1
, c2
))
544 get_ticker
.side_effect
= _get_ticker
547 market
.fetch_all_balances
.return_value
= {
549 "exchange_free": D("10000.0"),
550 "exchange_used": D("0.0"),
551 "exchange_total": D("10000.0"),
552 "total": D("10000.0")
555 "exchange_free": D("10000.0"),
556 "exchange_used": D("0.0"),
557 "exchange_total": D("10000.0"),
558 "total": D("10000.0")
561 helper
.prepare_trades(market
)
562 compute_trades
.assert_called()
564 call
= compute_trades
.call_args
565 self
.assertEqual(market
, call
[1]["market"])
566 self
.assertEqual(1, call
[0][0]["USDT"].value
)
567 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
568 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
569 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
571 @mock.patch.object(portfolio
.Portfolio
, "repartition")
572 @mock.patch.object(helper
, "get_ticker")
573 @mock.patch.object(portfolio
.TradeStore
, "compute_trades")
574 def test_update_trades(self
, compute_trades
, get_ticker
, repartition
):
575 repartition
.return_value
= {
576 "XEM": (D("0.75"), "long"),
577 "BTC": (D("0.25"), "long"),
579 def _get_ticker(c1
, c2
, market
):
580 if c1
== "USDT" and c2
== "BTC":
581 return { "average": D("0.0001") }
582 if c1
== "XVG" and c2
== "BTC":
583 return { "average": D("0.000001") }
584 if c1
== "XEM" and c2
== "BTC":
585 return { "average": D("0.001") }
586 self
.fail("Should be called with {}, {}".format(c1
, c2
))
587 get_ticker
.side_effect
= _get_ticker
590 market
.fetch_all_balances
.return_value
= {
592 "exchange_free": D("10000.0"),
593 "exchange_used": D("0.0"),
594 "exchange_total": D("10000.0"),
595 "total": D("10000.0")
598 "exchange_free": D("10000.0"),
599 "exchange_used": D("0.0"),
600 "exchange_total": D("10000.0"),
601 "total": D("10000.0")
604 helper
.update_trades(market
)
605 compute_trades
.assert_called()
607 call
= compute_trades
.call_args
608 self
.assertEqual(market
, call
[1]["market"])
609 self
.assertEqual(1, call
[0][0]["USDT"].value
)
610 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
611 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
612 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
614 @mock.patch.object(portfolio
.Portfolio
, "repartition")
615 @mock.patch.object(helper
, "get_ticker")
616 @mock.patch.object(portfolio
.TradeStore
, "compute_trades")
617 def test_prepare_trades_to_sell_all(self
, compute_trades
, get_ticker
, repartition
):
618 def _get_ticker(c1
, c2
, market
):
619 if c1
== "USDT" and c2
== "BTC":
620 return { "average": D("0.0001") }
621 if c1
== "XVG" and c2
== "BTC":
622 return { "average": D("0.000001") }
623 self
.fail("Should be called with {}, {}".format(c1
, c2
))
624 get_ticker
.side_effect
= _get_ticker
627 market
.fetch_all_balances
.return_value
= {
629 "exchange_free": D("10000.0"),
630 "exchange_used": D("0.0"),
631 "exchange_total": D("10000.0"),
632 "total": D("10000.0")
635 "exchange_free": D("10000.0"),
636 "exchange_used": D("0.0"),
637 "exchange_total": D("10000.0"),
638 "total": D("10000.0")
641 helper
.prepare_trades_to_sell_all(market
)
642 repartition
.assert_not_called()
643 compute_trades
.assert_called()
645 call
= compute_trades
.call_args
646 self
.assertEqual(market
, call
[1]["market"])
647 self
.assertEqual(1, call
[0][0]["USDT"].value
)
648 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
649 self
.assertEqual(D("1.01"), call
[0][1]["BTC"].value
)
651 @mock.patch.object(portfolio
.time
, "sleep")
652 @mock.patch.object(portfolio
.TradeStore
, "all_orders")
653 def test_follow_orders(self
, all_orders
, time_mock
):
654 for verbose
, debug
, sleep
in [
655 (True, False, None), (False, False, None),
656 (True, True, None), (True, False, 12),
658 with self
.subTest(sleep
=sleep
, debug
=debug
, verbose
=verbose
), \
659 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
660 portfolio
.TradeStore
.debug
= debug
661 order_mock1
= mock
.Mock()
662 order_mock2
= mock
.Mock()
663 order_mock3
= mock
.Mock()
664 all_orders
.side_effect
= [
665 [order_mock1
, order_mock2
],
666 [order_mock1
, order_mock2
],
668 [order_mock1
, order_mock3
],
669 [order_mock1
, order_mock3
],
671 [order_mock1
, order_mock3
],
672 [order_mock1
, order_mock3
],
677 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
678 order_mock2
.get_status
.side_effect
= ["open"]
679 order_mock3
.get_status
.side_effect
= ["open", "closed"]
681 order_mock1
.trade
= mock
.Mock()
682 order_mock2
.trade
= mock
.Mock()
683 order_mock3
.trade
= mock
.Mock()
685 helper
.follow_orders(verbose
=verbose
, sleep
=sleep
)
687 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
688 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
689 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
690 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
692 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
693 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
694 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
696 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
697 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
698 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
702 time_mock
.assert_called_with(7)
704 time_mock
.assert_called_with(30)
706 time_mock
.assert_called_with(sleep
)
709 self
.assertNotEqual("", stdout_mock
.getvalue())
711 self
.assertEqual("", stdout_mock
.getvalue())
713 @mock.patch.object(portfolio
.BalanceStore
, "fetch_balances")
714 def test_move_balance(self
, fetch_balances
):
715 for debug
in [True, False]:
716 with self
.subTest(debug
=debug
),\
717 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
718 value_from
= portfolio
.Amount("BTC", "1.0")
719 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
720 value_to
= portfolio
.Amount("BTC", "10.0")
721 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH")
723 value_from
= portfolio
.Amount("BTC", "0.0")
724 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
725 value_to
= portfolio
.Amount("BTC", "-3.0")
726 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH")
728 value_from
= portfolio
.Amount("USDT", "0.0")
729 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
730 value_to
= portfolio
.Amount("USDT", "-50.0")
731 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG")
733 portfolio
.TradeStore
.all
= [trade1
, trade2
, trade3
]
734 balance1
= portfolio
.Balance("BTC", { "margin_free": "0" }
)
735 balance2
= portfolio
.Balance("USDT", { "margin_free": "100" }
)
736 balance3
= portfolio
.Balance("ETC", { "margin_free": "10" }
)
737 portfolio
.BalanceStore
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
741 helper
.move_balances(market
, debug
=debug
)
743 fetch_balances
.assert_called_with(market
)
745 self
.assertRegex(stdout_mock
.getvalue(), "market.transfer_balance")
747 market
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
748 market
.transfer_balance
.assert_any_call("USDT", 50, "margin", "exchange")
749 market
.transfer_balance
.assert_any_call("ETC", 10, "margin", "exchange")
751 @mock.patch.object(helper
, "prepare_trades")
752 @mock.patch.object(portfolio
.TradeStore
, "prepare_orders")
753 @mock.patch.object(portfolio
.TradeStore
, "print_all_with_order")
754 @mock.patch('sys.stdout', new_callable
=StringIO
)
755 def test_print_orders(self
, stdout_mock
, print_all_with_order
, prepare_orders
, prepare_trades
):
757 portfolio
.BalanceStore
.all
= {
758 "BTC": portfolio
.Balance("BTC", {
760 "exchange_total":"0.65",
761 "exchange_free": "0.35",
762 "exchange_used": "0.30"}),
763 "ETH": portfolio
.Balance("ETH", {
767 "exchange_used": 0}),
769 helper
.print_orders(market
)
770 prepare_trades
.assert_called_with(market
, base_currency
="BTC",
771 compute_value
="average", debug
=True)
772 prepare_orders
.assert_called_with(compute_value
="average")
773 print_all_with_order
.assert_called()
774 self
.assertRegex(stdout_mock
.getvalue(), "Balance")
776 @mock.patch.object(helper
, "prepare_trades")
777 @mock.patch.object(helper
, "follow_orders")
778 @mock.patch.object(portfolio
.TradeStore
, "prepare_orders")
779 @mock.patch.object(portfolio
.TradeStore
, "print_all_with_order")
780 @mock.patch.object(portfolio
.TradeStore
, "run_orders")
781 @mock.patch('sys.stdout', new_callable
=StringIO
)
782 def test_process_sell_needed__1_sell(self
, stdout_mock
, run_orders
,
783 print_all_with_order
, prepare_orders
, follow_orders
,
786 portfolio
.BalanceStore
.all
= {
787 "BTC": portfolio
.Balance("BTC", {
789 "exchange_total":"0.65",
790 "exchange_free": "0.35",
791 "exchange_used": "0.30"}),
792 "ETH": portfolio
.Balance("ETH", {
796 "exchange_used": 0}),
798 helper
.process_sell_needed__1_sell(market
)
799 prepare_trades
.assert_called_with(market
, base_currency
="BTC",
801 prepare_orders
.assert_called_with(compute_value
="average",
803 print_all_with_order
.assert_called()
804 run_orders
.assert_called()
805 follow_orders
.assert_called()
806 self
.assertRegex(stdout_mock
.getvalue(), "Balance")
808 @mock.patch.object(helper
, "update_trades")
809 @mock.patch.object(helper
, "follow_orders")
810 @mock.patch.object(helper
, "move_balances")
811 @mock.patch.object(portfolio
.TradeStore
, "prepare_orders")
812 @mock.patch.object(portfolio
.TradeStore
, "print_all_with_order")
813 @mock.patch.object(portfolio
.TradeStore
, "run_orders")
814 @mock.patch('sys.stdout', new_callable
=StringIO
)
815 def test_process_sell_needed__2_buy(self
, stdout_mock
, run_orders
,
816 print_all_with_order
, prepare_orders
, move_balances
,
817 follow_orders
, update_trades
):
819 portfolio
.BalanceStore
.all
= {
820 "BTC": portfolio
.Balance("BTC", {
822 "exchange_total":"0.65",
823 "exchange_free": "0.35",
824 "exchange_used": "0.30"}),
825 "ETH": portfolio
.Balance("ETH", {
829 "exchange_used": 0}),
831 helper
.process_sell_needed__2_buy(market
)
832 update_trades
.assert_called_with(market
, base_currency
="BTC",
833 debug
=False, only
="acquire")
834 prepare_orders
.assert_called_with(compute_value
="average",
836 print_all_with_order
.assert_called()
837 move_balances
.assert_called_with(market
, debug
=False)
838 run_orders
.assert_called()
839 follow_orders
.assert_called()
840 self
.assertRegex(stdout_mock
.getvalue(), "Balance")
842 @mock.patch.object(helper
, "prepare_trades_to_sell_all")
843 @mock.patch.object(helper
, "follow_orders")
844 @mock.patch.object(portfolio
.TradeStore
, "prepare_orders")
845 @mock.patch.object(portfolio
.TradeStore
, "print_all_with_order")
846 @mock.patch.object(portfolio
.TradeStore
, "run_orders")
847 @mock.patch('sys.stdout', new_callable
=StringIO
)
848 def test_process_sell_all__1_sell(self
, stdout_mock
, run_orders
,
849 print_all_with_order
, prepare_orders
, follow_orders
,
850 prepare_trades_to_sell_all
):
852 portfolio
.BalanceStore
.all
= {
853 "BTC": portfolio
.Balance("BTC", {
855 "exchange_total":"0.65",
856 "exchange_free": "0.35",
857 "exchange_used": "0.30"}),
858 "ETH": portfolio
.Balance("ETH", {
862 "exchange_used": 0}),
864 helper
.process_sell_all__1_all_sell(market
)
865 prepare_trades_to_sell_all
.assert_called_with(market
, base_currency
="BTC",
867 prepare_orders
.assert_called_with(compute_value
="average")
868 print_all_with_order
.assert_called()
869 run_orders
.assert_called()
870 follow_orders
.assert_called()
871 self
.assertRegex(stdout_mock
.getvalue(), "Balance")
873 @mock.patch.object(helper
, "prepare_trades")
874 @mock.patch.object(helper
, "follow_orders")
875 @mock.patch.object(helper
, "move_balances")
876 @mock.patch.object(portfolio
.TradeStore
, "prepare_orders")
877 @mock.patch.object(portfolio
.TradeStore
, "print_all_with_order")
878 @mock.patch.object(portfolio
.TradeStore
, "run_orders")
879 @mock.patch('sys.stdout', new_callable
=StringIO
)
880 def test_process_sell_all__2_all_buy(self
, stdout_mock
, run_orders
,
881 print_all_with_order
, prepare_orders
, move_balances
,
882 follow_orders
, prepare_trades
):
884 portfolio
.BalanceStore
.all
= {
885 "BTC": portfolio
.Balance("BTC", {
887 "exchange_total":"0.65",
888 "exchange_free": "0.35",
889 "exchange_used": "0.30"}),
890 "ETH": portfolio
.Balance("ETH", {
894 "exchange_used": 0}),
896 helper
.process_sell_all__2_all_buy(market
)
897 prepare_trades
.assert_called_with(market
, base_currency
="BTC",
899 prepare_orders
.assert_called_with()
900 print_all_with_order
.assert_called()
901 move_balances
.assert_called_with(market
, debug
=False)
902 run_orders
.assert_called()
903 follow_orders
.assert_called()
904 self
.assertRegex(stdout_mock
.getvalue(), "Balance")
907 @unittest.skipUnless("unit" in limits
, "Unit skipped")
908 class TradeStoreTest(WebMockTestCase
):
909 @mock.patch.object(portfolio
.BalanceStore
, "currencies")
910 @mock.patch.object(portfolio
.TradeStore
, "add_trade_if_matching")
911 def test_compute_trades(self
, add_trade_if_matching
, currencies
):
912 currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
915 "XMR": portfolio
.Amount("BTC", D("0.9")),
916 "DASH": portfolio
.Amount("BTC", D("0.4")),
917 "XVG": portfolio
.Amount("BTC", D("-0.5")),
918 "BTC": portfolio
.Amount("BTC", D("0.5")),
921 "DASH": portfolio
.Amount("BTC", D("0.5")),
922 "XVG": portfolio
.Amount("BTC", D("0.1")),
923 "BTC": portfolio
.Amount("BTC", D("0.4")),
924 "ETH": portfolio
.Amount("BTC", D("0.3")),
927 portfolio
.TradeStore
.compute_trades(values_in_base
,
928 new_repartition
, only
="only", market
="market")
930 self
.assertEqual(5, add_trade_if_matching
.call_count
)
931 add_trade_if_matching
.assert_any_call(
932 portfolio
.Amount("BTC", D("0.9")),
933 portfolio
.Amount("BTC", 0),
934 "XMR", only
="only", market
="market"
936 add_trade_if_matching
.assert_any_call(
937 portfolio
.Amount("BTC", D("0.4")),
938 portfolio
.Amount("BTC", D("0.5")),
939 "DASH", only
="only", market
="market"
941 add_trade_if_matching
.assert_any_call(
942 portfolio
.Amount("BTC", D("-0.5")),
943 portfolio
.Amount("BTC", D("0")),
944 "XVG", only
="only", market
="market"
946 add_trade_if_matching
.assert_any_call(
947 portfolio
.Amount("BTC", D("0")),
948 portfolio
.Amount("BTC", D("0.1")),
949 "XVG", only
="only", market
="market"
951 add_trade_if_matching
.assert_any_call(
952 portfolio
.Amount("BTC", D("0")),
953 portfolio
.Amount("BTC", D("0.3")),
954 "ETH", only
="only", market
="market"
957 def test_add_trade_if_matching(self
):
958 result
= portfolio
.TradeStore
.add_trade_if_matching(
959 portfolio
.Amount("BTC", D("0")),
960 portfolio
.Amount("BTC", D("0.3")),
961 "ETH", only
="nope", market
="market"
963 self
.assertEqual(0, len(portfolio
.TradeStore
.all
))
964 self
.assertEqual(False, result
)
966 portfolio
.TradeStore
.all
= []
967 result
= portfolio
.TradeStore
.add_trade_if_matching(
968 portfolio
.Amount("BTC", D("0")),
969 portfolio
.Amount("BTC", D("0.3")),
970 "ETH", only
=None, market
="market"
972 self
.assertEqual(1, len(portfolio
.TradeStore
.all
))
973 self
.assertEqual(True, result
)
975 portfolio
.TradeStore
.all
= []
976 result
= portfolio
.TradeStore
.add_trade_if_matching(
977 portfolio
.Amount("BTC", D("0")),
978 portfolio
.Amount("BTC", D("0.3")),
979 "ETH", only
="acquire", market
="market"
981 self
.assertEqual(1, len(portfolio
.TradeStore
.all
))
982 self
.assertEqual(True, result
)
984 portfolio
.TradeStore
.all
= []
985 result
= portfolio
.TradeStore
.add_trade_if_matching(
986 portfolio
.Amount("BTC", D("0")),
987 portfolio
.Amount("BTC", D("0.3")),
988 "ETH", only
="dispose", market
="market"
990 self
.assertEqual(0, len(portfolio
.TradeStore
.all
))
991 self
.assertEqual(False, result
)
993 def test_prepare_orders(self
):
994 trade_mock1
= mock
.Mock()
995 trade_mock2
= mock
.Mock()
997 portfolio
.TradeStore
.all
.append(trade_mock1
)
998 portfolio
.TradeStore
.all
.append(trade_mock2
)
1000 portfolio
.TradeStore
.prepare_orders()
1001 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
1002 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1004 portfolio
.TradeStore
.prepare_orders(compute_value
="bla")
1005 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
1006 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
1008 trade_mock1
.prepare_order
.reset_mock()
1009 trade_mock2
.prepare_order
.reset_mock()
1011 trade_mock1
.action
= "foo"
1012 trade_mock2
.action
= "bar"
1013 portfolio
.TradeStore
.prepare_orders(only
="bar")
1014 trade_mock1
.prepare_order
.assert_not_called()
1015 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1017 def test_print_all_with_order(self
):
1018 trade_mock1
= mock
.Mock()
1019 trade_mock2
= mock
.Mock()
1020 trade_mock3
= mock
.Mock()
1021 portfolio
.TradeStore
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
1023 portfolio
.TradeStore
.print_all_with_order()
1025 trade_mock1
.print_with_order
.assert_called()
1026 trade_mock2
.print_with_order
.assert_called()
1027 trade_mock3
.print_with_order
.assert_called()
1029 @mock.patch.object(portfolio
.TradeStore
, "all_orders")
1030 def test_run_orders(self
, all_orders
):
1031 order_mock1
= mock
.Mock()
1032 order_mock2
= mock
.Mock()
1033 order_mock3
= mock
.Mock()
1034 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1035 portfolio
.TradeStore
.run_orders()
1036 all_orders
.assert_called_with(state
="pending")
1038 order_mock1
.run
.assert_called()
1039 order_mock2
.run
.assert_called()
1040 order_mock3
.run
.assert_called()
1042 def test_all_orders(self
):
1043 trade_mock1
= mock
.Mock()
1044 trade_mock2
= mock
.Mock()
1046 order_mock1
= mock
.Mock()
1047 order_mock2
= mock
.Mock()
1048 order_mock3
= mock
.Mock()
1050 trade_mock1
.orders
= [order_mock1
, order_mock2
]
1051 trade_mock2
.orders
= [order_mock3
]
1053 order_mock1
.status
= "pending"
1054 order_mock2
.status
= "open"
1055 order_mock3
.status
= "open"
1057 portfolio
.TradeStore
.all
.append(trade_mock1
)
1058 portfolio
.TradeStore
.all
.append(trade_mock2
)
1060 orders
= portfolio
.TradeStore
.all_orders()
1061 self
.assertEqual(3, len(orders
))
1063 open_orders
= portfolio
.TradeStore
.all_orders(state
="open")
1064 self
.assertEqual(2, len(open_orders
))
1065 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
1067 @mock.patch.object(portfolio
.TradeStore
, "all_orders")
1068 def test_update_all_orders_status(self
, all_orders
):
1069 order_mock1
= mock
.Mock()
1070 order_mock2
= mock
.Mock()
1071 order_mock3
= mock
.Mock()
1072 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1073 portfolio
.TradeStore
.update_all_orders_status()
1074 all_orders
.assert_called_with(state
="open")
1076 order_mock1
.get_status
.assert_called()
1077 order_mock2
.get_status
.assert_called()
1078 order_mock3
.get_status
.assert_called()
1080 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1081 class BalanceStoreTest(WebMockTestCase
):
1083 super(BalanceStoreTest
, self
).setUp()
1085 self
.fetch_balance
= {
1089 "exchange_total": 0,
1093 "exchange_free": D("6.0"),
1094 "exchange_used": D("1.2"),
1095 "exchange_total": D("7.2"),
1099 "exchange_free": 16,
1101 "exchange_total": 16,
1107 "exchange_total": 0,
1108 "margin_total": D("-1.0"),
1113 @mock.patch.object(helper
, "get_ticker")
1114 def test_in_currency(self
, get_ticker
):
1115 portfolio
.BalanceStore
.all
= {
1116 "BTC": portfolio
.Balance("BTC", {
1118 "exchange_total":"0.65",
1119 "exchange_free": "0.35",
1120 "exchange_used": "0.30"}),
1121 "ETH": portfolio
.Balance("ETH", {
1123 "exchange_total": 3,
1125 "exchange_used": 0}),
1127 market
= mock
.Mock()
1128 get_ticker
.return_value
= {
1131 "average": D("0.1"),
1134 amounts
= portfolio
.BalanceStore
.in_currency("BTC", market
)
1135 self
.assertEqual("BTC", amounts
["ETH"].currency
)
1136 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1137 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
1139 amounts
= portfolio
.BalanceStore
.in_currency("BTC", market
, compute_value
="bid")
1140 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1141 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
1143 amounts
= portfolio
.BalanceStore
.in_currency("BTC", market
, compute_value
="bid", type="exchange_used")
1144 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
1145 self
.assertEqual(0, amounts
["ETH"].value
)
1147 def test_fetch_balances(self
):
1148 market
= mock
.Mock()
1149 market
.fetch_all_balances
.return_value
= self
.fetch_balance
1151 portfolio
.BalanceStore
.fetch_balances(market
)
1152 self
.assertNotIn("ETC", portfolio
.BalanceStore
.currencies())
1153 self
.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio
.BalanceStore
.currencies()))
1155 portfolio
.BalanceStore
.all
["ETC"] = portfolio
.Balance("ETC", {
1156 "exchange_total": "1", "exchange_free": "0",
1157 "exchange_used": "1" })
1158 portfolio
.BalanceStore
.fetch_balances(market
)
1159 self
.assertEqual(0, portfolio
.BalanceStore
.all
["ETC"].total
)
1160 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio
.BalanceStore
.currencies()))
1162 @mock.patch.object(portfolio
.Portfolio
, "repartition")
1163 def test_dispatch_assets(self
, repartition
):
1164 market
= mock
.Mock()
1165 market
.fetch_all_balances
.return_value
= self
.fetch_balance
1166 portfolio
.BalanceStore
.fetch_balances(market
)
1168 self
.assertNotIn("XEM", portfolio
.BalanceStore
.currencies())
1170 repartition
.return_value
= {
1171 "XEM": (D("0.75"), "long"),
1172 "BTC": (D("0.26"), "long"),
1173 "DASH": (D("0.10"), "short"),
1176 amounts
= portfolio
.BalanceStore
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
1177 self
.assertIn("XEM", portfolio
.BalanceStore
.currencies())
1178 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
1179 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
1180 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
1182 def test_currencies(self
):
1183 portfolio
.BalanceStore
.all
= {
1184 "BTC": portfolio
.Balance("BTC", {
1186 "exchange_total":"0.65",
1187 "exchange_free": "0.35",
1188 "exchange_used": "0.30"}),
1189 "ETH": portfolio
.Balance("ETH", {
1191 "exchange_total": 3,
1193 "exchange_used": 0}),
1195 self
.assertListEqual(["BTC", "ETH"], list(portfolio
.BalanceStore
.currencies()))
1197 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1198 class ComputationTest(WebMockTestCase
):
1199 def test_compute_value(self
):
1200 compute
= mock
.Mock()
1201 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
1202 compute
.assert_called_with("foo", "ask")
1204 compute
.reset_mock()
1205 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
1206 compute
.assert_called_with("foo", "bid")
1208 compute
.reset_mock()
1209 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
1210 compute
.assert_called_with("foo", "ask")
1212 compute
.reset_mock()
1213 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
1214 compute
.assert_called_with("foo", "bid")
1216 compute
.reset_mock()
1217 portfolio
.Computation
.computations
["test"] = compute
1218 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
1219 compute
.assert_called_with("foo", "bid")
1222 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1223 class TradeTest(WebMockTestCase
):
1225 def test_values_assertion(self
):
1226 value_from
= portfolio
.Amount("BTC", "1.0")
1227 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1228 value_to
= portfolio
.Amount("BTC", "1.0")
1229 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1230 self
.assertEqual("BTC", trade
.base_currency
)
1231 self
.assertEqual("ETH", trade
.currency
)
1233 with self
.assertRaises(AssertionError):
1234 portfolio
.Trade(value_from
, value_to
, "ETC")
1235 with self
.assertRaises(AssertionError):
1236 value_from
.linked_to
= None
1237 portfolio
.Trade(value_from
, value_to
, "ETH")
1238 with self
.assertRaises(AssertionError):
1239 value_from
.currency
= "ETH"
1240 portfolio
.Trade(value_from
, value_to
, "ETH")
1242 value_from
= portfolio
.Amount("BTC", 0)
1243 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1244 self
.assertEqual(0, trade
.value_from
.linked_to
)
1246 def test_action(self
):
1247 value_from
= portfolio
.Amount("BTC", "1.0")
1248 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1249 value_to
= portfolio
.Amount("BTC", "1.0")
1250 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1252 self
.assertIsNone(trade
.action
)
1254 value_from
= portfolio
.Amount("BTC", "1.0")
1255 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
1256 value_to
= portfolio
.Amount("BTC", "2.0")
1257 trade
= portfolio
.Trade(value_from
, value_to
, "BTC")
1259 self
.assertIsNone(trade
.action
)
1261 value_from
= portfolio
.Amount("BTC", "0.5")
1262 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1263 value_to
= portfolio
.Amount("BTC", "1.0")
1264 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1266 self
.assertEqual("acquire", trade
.action
)
1268 value_from
= portfolio
.Amount("BTC", "0")
1269 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1270 value_to
= portfolio
.Amount("BTC", "-1.0")
1271 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1273 self
.assertEqual("acquire", trade
.action
)
1275 def test_order_action(self
):
1276 value_from
= portfolio
.Amount("BTC", "0.5")
1277 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1278 value_to
= portfolio
.Amount("BTC", "1.0")
1279 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1281 self
.assertEqual("buy", trade
.order_action(False))
1282 self
.assertEqual("sell", trade
.order_action(True))
1284 value_from
= portfolio
.Amount("BTC", "0")
1285 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1286 value_to
= portfolio
.Amount("BTC", "-1.0")
1287 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1289 self
.assertEqual("sell", trade
.order_action(False))
1290 self
.assertEqual("buy", trade
.order_action(True))
1292 def test_trade_type(self
):
1293 value_from
= portfolio
.Amount("BTC", "0.5")
1294 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1295 value_to
= portfolio
.Amount("BTC", "1.0")
1296 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1298 self
.assertEqual("long", trade
.trade_type
)
1300 value_from
= portfolio
.Amount("BTC", "0")
1301 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1302 value_to
= portfolio
.Amount("BTC", "-1.0")
1303 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1305 self
.assertEqual("short", trade
.trade_type
)
1307 def test_filled_amount(self
):
1308 value_from
= portfolio
.Amount("BTC", "0.5")
1309 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1310 value_to
= portfolio
.Amount("BTC", "1.0")
1311 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1313 order1
= mock
.Mock()
1314 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
1316 order2
= mock
.Mock()
1317 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
1318 trade
.orders
.append(order1
)
1319 trade
.orders
.append(order2
)
1321 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
1322 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
1323 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
1325 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
1326 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
1327 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
1329 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
1330 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
1331 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
1333 @mock.patch.object(helper
, "get_ticker")
1334 @mock.patch.object(portfolio
.Computation
, "compute_value")
1335 @mock.patch.object(portfolio
.Trade
, "filled_amount")
1336 @mock.patch.object(portfolio
, "Order")
1337 def test_prepare_order(self
, Order
, filled_amount
, compute_value
, get_ticker
):
1338 Order
.return_value
= "Order"
1340 with self
.subTest(desc
="Nothing to do"):
1341 value_from
= portfolio
.Amount("BTC", "10")
1342 value_from
.rate
= D("0.1")
1343 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1344 value_to
= portfolio
.Amount("BTC", "10")
1345 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1347 trade
.prepare_order()
1349 filled_amount
.assert_not_called()
1350 compute_value
.assert_not_called()
1351 self
.assertEqual(0, len(trade
.orders
))
1352 Order
.assert_not_called()
1354 get_ticker
.return_value
= { "inverted": False }
1355 with self
.subTest(desc
="Already filled"), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1356 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
1357 compute_value
.return_value
= D("0.125")
1359 value_from
= portfolio
.Amount("BTC", "10")
1360 value_from
.rate
= D("0.1")
1361 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1362 value_to
= portfolio
.Amount("BTC", "0")
1363 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1365 trade
.prepare_order()
1367 filled_amount
.assert_called_with(in_base_currency
=False)
1368 compute_value
.assert_called_with(get_ticker
.return_value
, "sell", compute_value
="default")
1369 self
.assertEqual(0, len(trade
.orders
))
1370 self
.assertRegex(stdout_mock
.getvalue(), "Less to do than already filled: ")
1371 Order
.assert_not_called()
1373 with self
.subTest(action
="dispose", inverted
=False):
1374 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
1375 compute_value
.return_value
= D("0.125")
1377 value_from
= portfolio
.Amount("BTC", "10")
1378 value_from
.rate
= D("0.1")
1379 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1380 value_to
= portfolio
.Amount("BTC", "1")
1381 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1383 trade
.prepare_order()
1385 filled_amount
.assert_called_with(in_base_currency
=False)
1386 compute_value
.assert_called_with(get_ticker
.return_value
, "sell", compute_value
="default")
1387 self
.assertEqual(1, len(trade
.orders
))
1388 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
1389 D("0.125"), "BTC", "long", "market",
1390 trade
, close_if_possible
=False)
1392 with self
.subTest(action
="acquire", inverted
=False):
1393 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
1394 compute_value
.return_value
= D("0.125")
1396 value_from
= portfolio
.Amount("BTC", "1")
1397 value_from
.rate
= D("0.1")
1398 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
1399 value_to
= portfolio
.Amount("BTC", "10")
1400 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1402 trade
.prepare_order()
1404 filled_amount
.assert_called_with(in_base_currency
=True)
1405 compute_value
.assert_called_with(get_ticker
.return_value
, "buy", compute_value
="default")
1406 self
.assertEqual(1, len(trade
.orders
))
1408 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
1409 D("0.125"), "BTC", "long", "market",
1410 trade
, close_if_possible
=False)
1412 with self
.subTest(close_if_possible
=True):
1413 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
1414 compute_value
.return_value
= D("0.125")
1416 value_from
= portfolio
.Amount("BTC", "10")
1417 value_from
.rate
= D("0.1")
1418 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1419 value_to
= portfolio
.Amount("BTC", "0")
1420 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1422 trade
.prepare_order()
1424 filled_amount
.assert_called_with(in_base_currency
=False)
1425 compute_value
.assert_called_with(get_ticker
.return_value
, "sell", compute_value
="default")
1426 self
.assertEqual(1, len(trade
.orders
))
1427 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
1428 D("0.125"), "BTC", "long", "market",
1429 trade
, close_if_possible
=True)
1431 get_ticker
.return_value
= { "inverted": True, "original": {}
}
1432 with self
.subTest(action
="dispose", inverted
=True):
1433 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
1434 compute_value
.return_value
= D("125")
1436 value_from
= portfolio
.Amount("BTC", "10")
1437 value_from
.rate
= D("0.01")
1438 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
1439 value_to
= portfolio
.Amount("BTC", "1")
1440 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1442 trade
.prepare_order(compute_value
="foo")
1444 filled_amount
.assert_called_with(in_base_currency
=True)
1445 compute_value
.assert_called_with(get_ticker
.return_value
["original"], "buy", compute_value
="foo")
1446 self
.assertEqual(1, len(trade
.orders
))
1447 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
1448 D("125"), "FOO", "long", "market",
1449 trade
, close_if_possible
=False)
1451 with self
.subTest(action
="acquire", inverted
=True):
1452 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
1453 compute_value
.return_value
= D("125")
1455 value_from
= portfolio
.Amount("BTC", "1")
1456 value_from
.rate
= D("0.01")
1457 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
1458 value_to
= portfolio
.Amount("BTC", "10")
1459 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", market
="market")
1461 trade
.prepare_order(compute_value
="foo")
1463 filled_amount
.assert_called_with(in_base_currency
=False)
1464 compute_value
.assert_called_with(get_ticker
.return_value
["original"], "sell", compute_value
="foo")
1465 self
.assertEqual(1, len(trade
.orders
))
1466 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
1467 D("125"), "FOO", "long", "market",
1468 trade
, close_if_possible
=False)
1471 @mock.patch.object(portfolio
.Trade
, "prepare_order")
1472 def test_update_order(self
, prepare_order
):
1473 order_mock
= mock
.Mock()
1474 new_order_mock
= mock
.Mock()
1476 value_from
= portfolio
.Amount("BTC", "0.5")
1477 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1478 value_to
= portfolio
.Amount("BTC", "1.0")
1479 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1480 prepare_order
.return_value
= new_order_mock
1482 for i
in [0, 1, 3, 4, 6]:
1483 with self
.subTest(tick
=i
), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1484 trade
.update_order(order_mock
, i
)
1485 order_mock
.cancel
.assert_not_called()
1486 new_order_mock
.run
.assert_not_called()
1487 self
.assertRegex(stdout_mock
.getvalue(), "tick {}, waiting".format(i
))
1489 order_mock
.reset_mock()
1490 new_order_mock
.reset_mock()
1493 with mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1494 trade
.update_order(order_mock
, 2)
1495 order_mock
.cancel
.assert_called()
1496 new_order_mock
.run
.assert_called()
1497 prepare_order
.assert_called()
1498 self
.assertRegex(stdout_mock
.getvalue(), "tick 2, cancelling and adjusting")
1500 order_mock
.reset_mock()
1501 new_order_mock
.reset_mock()
1504 with mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1505 trade
.update_order(order_mock
, 5)
1506 order_mock
.cancel
.assert_called()
1507 new_order_mock
.run
.assert_called()
1508 prepare_order
.assert_called()
1509 self
.assertRegex(stdout_mock
.getvalue(), "tick 5, cancelling and adjusting")
1511 order_mock
.reset_mock()
1512 new_order_mock
.reset_mock()
1515 with mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1516 trade
.update_order(order_mock
, 7)
1517 order_mock
.cancel
.assert_called()
1518 new_order_mock
.run
.assert_called()
1519 prepare_order
.assert_called_with(compute_value
="default")
1520 self
.assertRegex(stdout_mock
.getvalue(), "tick 7, fallbacking to market value")
1521 self
.assertRegex(stdout_mock
.getvalue(), "tick 7, market value, cancelling and adjusting to")
1523 order_mock
.reset_mock()
1524 new_order_mock
.reset_mock()
1527 for i
in [10, 13, 16]:
1528 with self
.subTest(tick
=i
), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1529 trade
.update_order(order_mock
, i
)
1530 order_mock
.cancel
.assert_called()
1531 new_order_mock
.run
.assert_called()
1532 prepare_order
.assert_called_with(compute_value
="default")
1533 self
.assertNotRegex(stdout_mock
.getvalue(), "tick {}, fallbacking to market value".format(i
))
1534 self
.assertRegex(stdout_mock
.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i
))
1536 order_mock
.reset_mock()
1537 new_order_mock
.reset_mock()
1540 for i
in [8, 9, 11, 12]:
1541 with self
.subTest(tick
=i
), mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1542 trade
.update_order(order_mock
, i
)
1543 order_mock
.cancel
.assert_not_called()
1544 new_order_mock
.run
.assert_not_called()
1545 self
.assertEqual("", stdout_mock
.getvalue())
1547 order_mock
.reset_mock()
1548 new_order_mock
.reset_mock()
1552 @mock.patch('sys.stdout', new_callable
=StringIO
)
1553 def test_print_with_order(self
, mock_stdout
):
1554 value_from
= portfolio
.Amount("BTC", "0.5")
1555 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1556 value_to
= portfolio
.Amount("BTC", "1.0")
1557 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1559 order_mock1
= mock
.Mock()
1560 order_mock1
.__repr__
= mock
.Mock()
1561 order_mock1
.__repr__
.return_value
= "Mock 1"
1562 order_mock2
= mock
.Mock()
1563 order_mock2
.__repr__
= mock
.Mock()
1564 order_mock2
.__repr__
.return_value
= "Mock 2"
1565 trade
.orders
.append(order_mock1
)
1566 trade
.orders
.append(order_mock2
)
1568 trade
.print_with_order()
1570 out
= mock_stdout
.getvalue().split("\n")
1571 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out
[0])
1572 self
.assertEqual("\tMock 1", out
[1])
1573 self
.assertEqual("\tMock 2", out
[2])
1575 def test__repr(self
):
1576 value_from
= portfolio
.Amount("BTC", "0.5")
1577 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1578 value_to
= portfolio
.Amount("BTC", "1.0")
1579 trade
= portfolio
.Trade(value_from
, value_to
, "ETH")
1581 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
1583 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1584 class OrderTest(WebMockTestCase
):
1585 def test_values(self
):
1586 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1587 D("0.1"), "BTC", "long", "market", "trade")
1588 self
.assertEqual("buy", order
.action
)
1589 self
.assertEqual(10, order
.amount
.value
)
1590 self
.assertEqual("ETH", order
.amount
.currency
)
1591 self
.assertEqual(D("0.1"), order
.rate
)
1592 self
.assertEqual("BTC", order
.base_currency
)
1593 self
.assertEqual("market", order
.market
)
1594 self
.assertEqual("long", order
.trade_type
)
1595 self
.assertEqual("pending", order
.status
)
1596 self
.assertEqual("trade", order
.trade
)
1597 self
.assertIsNone(order
.id)
1598 self
.assertFalse(order
.close_if_possible
)
1600 def test__repr(self
):
1601 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1602 D("0.1"), "BTC", "long", "market", "trade")
1603 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
1605 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1606 D("0.1"), "BTC", "long", "market", "trade",
1607 close_if_possible
=True)
1608 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
1610 def test_account(self
):
1611 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1612 D("0.1"), "BTC", "long", "market", "trade")
1613 self
.assertEqual("exchange", order
.account
)
1615 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
1616 D("0.1"), "BTC", "short", "market", "trade")
1617 self
.assertEqual("margin", order
.account
)
1619 def test_pending(self
):
1620 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1621 D("0.1"), "BTC", "long", "market", "trade")
1622 self
.assertTrue(order
.pending
)
1623 order
.status
= "open"
1624 self
.assertFalse(order
.pending
)
1626 def test_open(self
):
1627 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1628 D("0.1"), "BTC", "long", "market", "trade")
1629 self
.assertFalse(order
.open)
1630 order
.status
= "open"
1631 self
.assertTrue(order
.open)
1633 def test_finished(self
):
1634 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1635 D("0.1"), "BTC", "long", "market", "trade")
1636 self
.assertFalse(order
.finished
)
1637 order
.status
= "closed"
1638 self
.assertTrue(order
.finished
)
1639 order
.status
= "canceled"
1640 self
.assertTrue(order
.finished
)
1641 order
.status
= "error"
1642 self
.assertTrue(order
.finished
)
1644 @mock.patch.object(portfolio
.Order
, "fetch")
1645 def test_cancel(self
, fetch
):
1646 market
= mock
.Mock()
1647 portfolio
.TradeStore
.debug
= True
1648 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1649 D("0.1"), "BTC", "long", market
, "trade")
1650 order
.status
= "open"
1653 market
.cancel_order
.assert_not_called()
1654 self
.assertEqual("canceled", order
.status
)
1656 portfolio
.TradeStore
.debug
= False
1657 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1658 D("0.1"), "BTC", "long", market
, "trade")
1659 order
.status
= "open"
1663 market
.cancel_order
.assert_called_with(42)
1664 fetch
.assert_called_once()
1666 def test_dust_amount_remaining(self
):
1667 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1668 D("0.1"), "BTC", "long", "market", "trade")
1669 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", 1))
1670 self
.assertFalse(order
.dust_amount_remaining())
1672 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", D("0.0001")))
1673 self
.assertTrue(order
.dust_amount_remaining())
1675 @mock.patch.object(portfolio
.Order
, "fetch")
1676 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
1677 def test_remaining_amount(self
, filled_amount
, fetch
):
1678 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1679 D("0.1"), "BTC", "long", "market", "trade")
1681 self
.assertEqual(9, order
.remaining_amount().value
)
1682 order
.fetch
.assert_not_called()
1684 order
.status
= "open"
1685 self
.assertEqual(9, order
.remaining_amount().value
)
1686 fetch
.assert_called_once()
1688 @mock.patch.object(portfolio
.Order
, "fetch")
1689 def test_filled_amount(self
, fetch
):
1690 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1691 D("0.1"), "BTC", "long", "market", "trade")
1692 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
1693 "tradeID": 42, "type": "buy", "fee": "0.0015",
1694 "date": "2017-12-30 12:00:12", "rate": "0.1",
1695 "amount": "3", "total": "0.3"
1697 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
1698 "tradeID": 43, "type": "buy", "fee": "0.0015",
1699 "date": "2017-12-30 13:00:12", "rate": "0.2",
1700 "amount": "2", "total": "0.4"
1702 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
1703 fetch
.assert_not_called()
1704 order
.status
= "open"
1705 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
1706 fetch
.assert_called_once()
1707 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
1709 def test_fetch_mouvements(self
):
1710 market
= mock
.Mock()
1711 market
.privatePostReturnOrderTrades
.return_value
= [
1713 "tradeID": 42, "type": "buy", "fee": "0.0015",
1714 "date": "2017-12-30 12:00:12", "rate": "0.1",
1715 "amount": "3", "total": "0.3"
1718 "tradeID": 43, "type": "buy", "fee": "0.0015",
1719 "date": "2017-12-30 13:00:12", "rate": "0.2",
1720 "amount": "2", "total": "0.4"
1723 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1724 D("0.1"), "BTC", "long", market
, "trade")
1726 order
.mouvements
= ["Foo", "Bar", "Baz"]
1728 order
.fetch_mouvements()
1730 market
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
1731 self
.assertEqual(2, len(order
.mouvements
))
1732 self
.assertEqual(42, order
.mouvements
[0].id)
1733 self
.assertEqual(43, order
.mouvements
[1].id)
1735 market
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
1736 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1737 D("0.1"), "BTC", "long", market
, "trade")
1738 order
.fetch_mouvements()
1739 self
.assertEqual(0, len(order
.mouvements
))
1741 def test_mark_finished_order(self
):
1742 market
= mock
.Mock()
1743 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1744 D("0.1"), "BTC", "short", market
, "trade",
1745 close_if_possible
=True)
1746 order
.status
= "closed"
1747 portfolio
.TradeStore
.debug
= False
1749 order
.mark_finished_order()
1750 market
.close_margin_position
.assert_called_with("ETH", "BTC")
1751 market
.close_margin_position
.reset_mock()
1753 order
.status
= "open"
1754 order
.mark_finished_order()
1755 market
.close_margin_position
.assert_not_called()
1757 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1758 D("0.1"), "BTC", "short", market
, "trade",
1759 close_if_possible
=False)
1760 order
.status
= "closed"
1761 order
.mark_finished_order()
1762 market
.close_margin_position
.assert_not_called()
1764 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
1765 D("0.1"), "BTC", "short", market
, "trade",
1766 close_if_possible
=True)
1767 order
.status
= "closed"
1768 order
.mark_finished_order()
1769 market
.close_margin_position
.assert_not_called()
1771 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1772 D("0.1"), "BTC", "long", market
, "trade",
1773 close_if_possible
=True)
1774 order
.status
= "closed"
1775 order
.mark_finished_order()
1776 market
.close_margin_position
.assert_not_called()
1778 portfolio
.TradeStore
.debug
= True
1780 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1781 D("0.1"), "BTC", "short", market
, "trade",
1782 close_if_possible
=True)
1783 order
.status
= "closed"
1785 order
.mark_finished_order()
1786 market
.close_margin_position
.assert_not_called()
1788 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
1789 def test_fetch(self
, fetch_mouvements
):
1790 time
= self
.time
.time()
1791 with mock
.patch
.object(portfolio
.time
, "time") as time_mock
:
1792 market
= mock
.Mock()
1793 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1794 D("0.1"), "BTC", "long", market
, "trade")
1796 with self
.subTest(debug
=True):
1797 portfolio
.TradeStore
.debug
= True
1799 time_mock
.assert_not_called()
1800 order
.fetch(force
=True)
1801 time_mock
.assert_not_called()
1802 market
.fetch_order
.assert_not_called()
1803 fetch_mouvements
.assert_not_called()
1804 self
.assertIsNone(order
.fetch_cache_timestamp
)
1806 with self
.subTest(debug
=False):
1807 portfolio
.TradeStore
.debug
= False
1808 time_mock
.return_value
= time
1809 market
.fetch_order
.return_value
= {
1811 "datetime": "timestamp"
1815 market
.fetch_order
.assert_called_once()
1816 fetch_mouvements
.assert_called_once()
1817 self
.assertEqual("foo", order
.status
)
1818 self
.assertEqual("timestamp", order
.timestamp
)
1819 self
.assertEqual(time
, order
.fetch_cache_timestamp
)
1820 self
.assertEqual(1, len(order
.results
))
1822 market
.fetch_order
.reset_mock()
1823 fetch_mouvements
.reset_mock()
1825 time_mock
.return_value
= time
+ 8
1827 market
.fetch_order
.assert_not_called()
1828 fetch_mouvements
.assert_not_called()
1830 order
.fetch(force
=True)
1831 market
.fetch_order
.assert_called_once()
1832 fetch_mouvements
.assert_called_once()
1834 market
.fetch_order
.reset_mock()
1835 fetch_mouvements
.reset_mock()
1837 time_mock
.return_value
= time
+ 19
1839 market
.fetch_order
.assert_called_once()
1840 fetch_mouvements
.assert_called_once()
1842 @mock.patch.object(portfolio
.Order
, "fetch")
1843 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
1844 def test_get_status(self
, mark_finished_order
, fetch
):
1845 with self
.subTest(debug
=True):
1846 portfolio
.TradeStore
.debug
= True
1847 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1848 D("0.1"), "BTC", "long", "market", "trade")
1849 self
.assertEqual("pending", order
.get_status())
1850 fetch
.assert_not_called()
1852 with self
.subTest(debug
=False, finished
=False):
1853 portfolio
.TradeStore
.debug
= False
1854 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1855 D("0.1"), "BTC", "long", "market", "trade")
1857 def update_status():
1858 order
.status
= "open"
1859 return update_status
1860 fetch
.side_effect
= _fetch(order
)
1861 self
.assertEqual("open", order
.get_status())
1862 mark_finished_order
.assert_not_called()
1863 fetch
.assert_called_once()
1865 mark_finished_order
.reset_mock()
1867 with self
.subTest(debug
=False, finished
=True):
1868 portfolio
.TradeStore
.debug
= False
1869 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1870 D("0.1"), "BTC", "long", "market", "trade")
1872 def update_status():
1873 order
.status
= "closed"
1874 return update_status
1875 fetch
.side_effect
= _fetch(order
)
1876 self
.assertEqual("closed", order
.get_status())
1877 mark_finished_order
.assert_called_once()
1878 fetch
.assert_called_once()
1881 market
= mock
.Mock()
1883 market
.order_precision
.return_value
= 4
1884 with self
.subTest(debug
=True),\
1885 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1886 portfolio
.TradeStore
.debug
= True
1887 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1888 D("0.1"), "BTC", "long", market
, "trade")
1890 market
.create_order
.assert_not_called()
1891 self
.assertEqual("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)\n", stdout_mock
.getvalue())
1892 self
.assertEqual("open", order
.status
)
1893 self
.assertEqual(1, len(order
.results
))
1894 self
.assertEqual(-1, order
.id)
1896 market
.create_order
.reset_mock()
1897 with self
.subTest(debug
=False):
1898 portfolio
.TradeStore
.debug
= False
1899 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1900 D("0.1"), "BTC", "long", market
, "trade")
1901 market
.create_order
.return_value
= { "id": 123 }
1903 market
.create_order
.assert_called_once()
1904 self
.assertEqual(1, len(order
.results
))
1905 self
.assertEqual("open", order
.status
)
1907 market
.create_order
.reset_mock()
1908 with self
.subTest(exception
=True),\
1909 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1910 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
1911 D("0.1"), "BTC", "long", market
, "trade")
1912 market
.create_order
.side_effect
= Exception("bouh")
1914 market
.create_order
.assert_called_once()
1915 self
.assertEqual(0, len(order
.results
))
1916 self
.assertEqual("error", order
.status
)
1917 self
.assertRegex(stdout_mock
.getvalue(), "error when running market.create_order")
1918 self
.assertRegex(stdout_mock
.getvalue(), "Exception: bouh")
1920 market
.create_order
.reset_mock()
1921 with self
.subTest(dust_amount_exception
=True),\
1922 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
1923 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
1924 D("0.1"), "BTC", "long", market
, "trade")
1925 market
.create_order
.side_effect
= portfolio
.ExchangeNotAvailable
1927 market
.create_order
.assert_called_once()
1928 self
.assertEqual(0, len(order
.results
))
1929 self
.assertEqual("closed", order
.status
)
1930 mark_finished_order
.assert_called_once()
1933 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1934 class MouvementTest(WebMockTestCase
):
1935 def test_values(self
):
1936 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
1937 "tradeID": 42, "type": "buy", "fee": "0.0015",
1938 "date": "2017-12-30 12:00:12", "rate": "0.1",
1939 "amount": "10", "total": "1"
1941 self
.assertEqual("ETH", mouvement
.currency
)
1942 self
.assertEqual("BTC", mouvement
.base_currency
)
1943 self
.assertEqual(42, mouvement
.id)
1944 self
.assertEqual("buy", mouvement
.action
)
1945 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
1946 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
1947 self
.assertEqual(D("0.1"), mouvement
.rate
)
1948 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
1949 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
1951 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
1952 self
.assertIsNone(mouvement
.date
)
1953 self
.assertIsNone(mouvement
.id)
1954 self
.assertIsNone(mouvement
.action
)
1955 self
.assertEqual(-1, mouvement
.fee_rate
)
1956 self
.assertEqual(0, mouvement
.rate
)
1957 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
1958 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
1960 @unittest.skipUnless("acceptance" in limits
, "Acceptance skipped")
1961 class AcceptanceTest(WebMockTestCase
):
1962 @unittest.expectedFailure
1963 def test_success_sell_only_necessary(self
):
1966 "exchange_free": D("1.0"),
1967 "exchange_used": D("0.0"),
1968 "exchange_total": D("1.0"),
1972 "exchange_free": D("4.0"),
1973 "exchange_used": D("0.0"),
1974 "exchange_total": D("4.0"),
1978 "exchange_free": D("1000.0"),
1979 "exchange_used": D("0.0"),
1980 "exchange_total": D("1000.0"),
1981 "total": D("1000.0"),
1985 "ETH": (D("0.25"), "long"),
1986 "ETC": (D("0.25"), "long"),
1987 "BTC": (D("0.4"), "long"),
1988 "BTD": (D("0.01"), "short"),
1989 "B2X": (D("0.04"), "long"),
1990 "USDT": (D("0.05"), "long"),
1993 def fetch_ticker(symbol
):
1994 if symbol
== "ETH/BTC":
1996 "symbol": "ETH/BTC",
2000 if symbol
== "ETC/BTC":
2002 "symbol": "ETC/BTC",
2006 if symbol
== "XVG/BTC":
2008 "symbol": "XVG/BTC",
2009 "bid": D("0.00003"),
2012 if symbol
== "BTD/BTC":
2014 "symbol": "BTD/BTC",
2018 if symbol
== "B2X/BTC":
2020 "symbol": "B2X/BTC",
2024 if symbol
== "USDT/BTC":
2025 raise helper
.ExchangeError
2026 if symbol
== "BTC/USDT":
2028 "symbol": "BTC/USDT",
2032 self
.fail("Shouldn't have been called with {}".format(symbol
))
2034 market
= mock
.Mock()
2035 market
.fetch_all_balances
.return_value
= fetch_balance
2036 market
.fetch_ticker
.side_effect
= fetch_ticker
2037 with mock
.patch
.object(portfolio
.Portfolio
, "repartition", return_value
=repartition
):
2039 helper
.prepare_trades(market
)
2041 balances
= portfolio
.BalanceStore
.all
2042 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
2043 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
2044 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
2047 trades
= portfolio
.TradeStore
.all
2048 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
2049 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
2050 self
.assertEqual("dispose", trades
[0].action
)
2052 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
2053 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
2054 self
.assertEqual("acquire", trades
[1].action
)
2056 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
2057 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
2058 self
.assertEqual("dispose", trades
[2].action
)
2060 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
2061 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
2062 self
.assertEqual("acquire", trades
[3].action
)
2064 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
2065 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
2066 self
.assertEqual("acquire", trades
[4].action
)
2068 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
2069 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
2070 self
.assertEqual("acquire", trades
[5].action
)
2073 portfolio
.TradeStore
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
2075 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
2076 self
.assertEqual(2, len(all_orders
))
2077 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
2078 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
2079 self
.assertEqual(1000, all_orders
[1].amount
.value
)
2080 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
2083 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
2084 self
.assertEqual("limit", type)
2085 if symbol
== "ETH/BTC":
2086 self
.assertEqual("sell", action
)
2087 self
.assertEqual(D('0.66666666'), amount
)
2088 self
.assertEqual(D("0.14014"), price
)
2089 elif symbol
== "XVG/BTC":
2090 self
.assertEqual("sell", action
)
2091 self
.assertEqual(1000, amount
)
2092 self
.assertEqual(D("0.00003003"), price
)
2094 self
.fail("I shouldn't have been called")
2099 market
.create_order
.side_effect
= create_order
2100 market
.order_precision
.return_value
= 8
2103 portfolio
.TradeStore
.run_orders()
2105 self
.assertEqual("open", all_orders
[0].status
)
2106 self
.assertEqual("open", all_orders
[1].status
)
2108 market
.fetch_order
.return_value
= { "status": "closed", "datetime": "2018-01-20 13:40:00" }
2109 market
.privatePostReturnOrderTrades
.return_value
= [
2111 "tradeID": 42, "type": "buy", "fee": "0.0015",
2112 "date": "2017-12-30 12:00:12", "rate": "0.1",
2113 "amount": "10", "total": "1"
2116 with mock
.patch
.object(portfolio
.time
, "sleep") as sleep
:
2118 helper
.follow_orders(verbose
=False)
2120 sleep
.assert_called_with(30)
2122 for order
in all_orders
:
2123 self
.assertEqual("closed", order
.status
)
2127 "exchange_free": D("1.0") / 3,
2128 "exchange_used": D("0.0"),
2129 "exchange_total": D("1.0") / 3,
2131 "total": D("1.0") / 3,
2134 "exchange_free": D("0.134"),
2135 "exchange_used": D("0.0"),
2136 "exchange_total": D("0.134"),
2138 "total": D("0.134"),
2141 "exchange_free": D("4.0"),
2142 "exchange_used": D("0.0"),
2143 "exchange_total": D("4.0"),
2148 "exchange_free": D("0.0"),
2149 "exchange_used": D("0.0"),
2150 "exchange_total": D("0.0"),
2155 market
.fetch_all_balances
.return_value
= fetch_balance
2157 with mock
.patch
.object(portfolio
.Portfolio
, "repartition", return_value
=repartition
):
2159 helper
.update_trades(market
, only
="acquire", compute_value
="average")
2161 balances
= portfolio
.BalanceStore
.all
2162 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
2163 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
2164 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
2165 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
2168 trades
= portfolio
.TradeStore
.all
2169 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
2170 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
2171 self
.assertEqual("dispose", trades
[0].action
)
2173 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
2174 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
2175 self
.assertEqual("acquire", trades
[1].action
)
2177 self
.assertNotIn("BTC", trades
)
2179 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
2180 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
2181 self
.assertEqual("dispose", trades
[2].action
)
2183 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
2184 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
2185 self
.assertEqual("acquire", trades
[3].action
)
2187 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
2188 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
2189 self
.assertEqual("acquire", trades
[4].action
)
2191 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
2192 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
2193 self
.assertEqual("acquire", trades
[5].action
)
2196 portfolio
.TradeStore
.prepare_orders(only
="acquire", compute_value
=lambda x
, y
: x
["ask"])
2198 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
2199 self
.assertEqual(4, len(all_orders
))
2200 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
2201 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
2202 self
.assertEqual("buy", all_orders
[0].action
)
2203 self
.assertEqual("long", all_orders
[0].trade_type
)
2205 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
2206 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
2207 self
.assertEqual("sell", all_orders
[1].action
)
2208 self
.assertEqual("short", all_orders
[1].trade_type
)
2210 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
2211 self
.assertAlmostEqual(0, diff
.value
)
2212 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
2213 self
.assertEqual("buy", all_orders
[2].action
)
2214 self
.assertEqual("long", all_orders
[2].trade_type
)
2216 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
2217 self
.assertEqual(D("16000"), all_orders
[3].rate
)
2218 self
.assertEqual("sell", all_orders
[3].action
)
2219 self
.assertEqual("long", all_orders
[3].trade_type
)
2223 # Move balances to margin
2227 # portfolio.TradeStore.run_orders()
2229 with mock
.patch
.object(portfolio
.time
, "sleep") as sleep
:
2231 helper
.follow_orders(verbose
=False)
2233 sleep
.assert_called_with(30)
2235 if __name__
== '__main__':