3 from decimal
import Decimal
as D
4 from unittest
import mock
6 class AmountTest(unittest
.TestCase
):
8 amount
= portfolio
.Amount("BTC", "0.65")
9 self
.assertEqual(D("0.65"), amount
.value
)
10 self
.assertEqual("BTC", amount
.currency
)
12 def test_in_currency(self
):
13 amount
= portfolio
.Amount("ETC", 10)
15 self
.assertEqual(amount
, amount
.in_currency("ETC", None))
17 ticker_mock
= unittest
.mock
.Mock()
18 with mock
.patch
.object(portfolio
.Trade
, 'get_ticker', new
=ticker_mock
):
19 ticker_mock
.return_value
= None
21 self
.assertRaises(Exception, amount
.in_currency
, "ETH", None)
23 with mock
.patch
.object(portfolio
.Trade
, 'get_ticker', new
=ticker_mock
):
24 ticker_mock
.return_value
= {
28 converted_amount
= amount
.in_currency("ETH", None)
30 self
.assertEqual(D("3.0"), converted_amount
.value
)
31 self
.assertEqual("ETH", converted_amount
.currency
)
32 self
.assertEqual(amount
, converted_amount
.linked_to
)
33 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
36 amount
= portfolio
.Amount("SC", -120)
37 self
.assertEqual(120, abs(amount
).value
)
38 self
.assertEqual("SC", abs(amount
).currency
)
40 amount
= portfolio
.Amount("SC", 10)
41 self
.assertEqual(10, abs(amount
).value
)
42 self
.assertEqual("SC", abs(amount
).currency
)
45 amount1
= portfolio
.Amount("XVG", "12.9")
46 amount2
= portfolio
.Amount("XVG", "13.1")
48 self
.assertEqual(26, (amount1
+ amount2
).value
)
49 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
51 amount3
= portfolio
.Amount("ETH", "1.6")
52 with self
.assertRaises(Exception):
55 amount4
= portfolio
.Amount("ETH", 0.0)
56 self
.assertEqual(amount1
, amount1
+ amount4
)
59 amount
= portfolio
.Amount("XVG", "12.9")
61 self
.assertEqual(amount
, 0 + amount
)
62 with self
.assertRaises(Exception):
66 amount1
= portfolio
.Amount("XVG", "13.3")
67 amount2
= portfolio
.Amount("XVG", "13.1")
69 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
70 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
72 amount3
= portfolio
.Amount("ETH", "1.6")
73 with self
.assertRaises(Exception):
76 amount4
= portfolio
.Amount("ETH", 0.0)
77 self
.assertEqual(amount1
, amount1
- amount4
)
80 amount
= portfolio
.Amount("XEM", 11)
82 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
83 self
.assertEqual(D("33"), (amount
* 3).value
)
85 with self
.assertRaises(Exception):
89 amount
= portfolio
.Amount("XEM", 11)
91 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
92 self
.assertEqual(D("33"), (3 * amount
).value
)
94 def test__floordiv(self
):
95 amount
= portfolio
.Amount("XEM", 11)
97 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
98 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
101 amount
= portfolio
.Amount("XEM", 11)
103 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
104 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
107 amount1
= portfolio
.Amount("BTD", 11.3)
108 amount2
= portfolio
.Amount("BTD", 13.1)
110 self
.assertTrue(amount1
< amount2
)
111 self
.assertFalse(amount2
< amount1
)
112 self
.assertFalse(amount1
< amount1
)
114 amount3
= portfolio
.Amount("BTC", 1.6)
115 with self
.assertRaises(Exception):
119 amount1
= portfolio
.Amount("BTD", 11.3)
120 amount2
= portfolio
.Amount("BTD", 13.1)
121 amount3
= portfolio
.Amount("BTD", 11.3)
123 self
.assertFalse(amount1
== amount2
)
124 self
.assertFalse(amount2
== amount1
)
125 self
.assertTrue(amount1
== amount3
)
126 self
.assertFalse(amount2
== 0)
128 amount4
= portfolio
.Amount("BTC", 1.6)
129 with self
.assertRaises(Exception):
132 amount5
= portfolio
.Amount("BTD", 0)
133 self
.assertTrue(amount5
== 0)
136 amount1
= portfolio
.Amount("BTX", 32)
137 self
.assertEqual("32.00000000 BTX", str(amount1
))
139 amount2
= portfolio
.Amount("USDT", 12000)
140 amount1
.linked_to
= amount2
141 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
143 def test__repr(self
):
144 amount1
= portfolio
.Amount("BTX", 32)
145 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
147 amount2
= portfolio
.Amount("USDT", 12000)
148 amount1
.linked_to
= amount2
149 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
151 amount3
= portfolio
.Amount("BTC", 0.1)
152 amount2
.linked_to
= amount3
153 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
155 class PortfolioTest(unittest
.TestCase
):
158 if self
.json_response
is not None:
159 portfolio
.Portfolio
.data
= self
.json_response
162 super(PortfolioTest
, self
).setUp()
164 with open("test_portfolio.json") as example
:
166 self
.json_response
= json
.load(example
)
168 self
.patcher
= mock
.patch
.multiple(portfolio
.Portfolio
, data
=None, liquidities
={})
171 @mock.patch.object(urllib3
, "disable_warnings")
172 @mock.patch.object(urllib3
.poolmanager
.PoolManager
, "request")
173 @mock.patch.object(portfolio
.Portfolio
, "URL", new
="foo://bar")
174 def test_get_cryptoportfolio(self
, request
, disable_warnings
):
175 request
.side_effect
= [
176 type('', (), { "data": '{ "foo": "bar" }
' }),
177 type('', (), { "data": 'System Error' }),
178 Exception("Connection error"),
181 portfolio.Portfolio.get_cryptoportfolio()
182 self.assertIn("foo", portfolio.Portfolio.data)
183 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
184 request.assert_called_with("GET", "foo://bar")
187 portfolio.Portfolio.get_cryptoportfolio()
188 self.assertIsNone(portfolio.Portfolio.data)
189 request.assert_called_with("GET", "foo://bar")
192 portfolio.Portfolio.data = "foo"
193 portfolio.Portfolio.get_cryptoportfolio()
194 request.assert_called_with("GET", "foo://bar")
195 self.assertEqual("foo", portfolio.Portfolio.data)
196 disable_warnings.assert_called_with()
198 @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio")
199 def test_parse_cryptoportfolio(self, mock_get):
200 mock_get.side_effect = self.fill_data
202 portfolio.Portfolio.parse_cryptoportfolio()
204 self.assertListEqual(
206 list(portfolio.Portfolio.liquidities.keys()))
208 liquidities = portfolio.Portfolio.liquidities
209 self.assertEqual(10, len(liquidities["medium"].keys()))
210 self.assertEqual(10, len(liquidities["high"].keys()))
212 expected = {'BTC': 2857, 'DGB': 1015, 'DOGE': 1805, 'SC': 623, 'ZEC': 3701}
213 self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
215 expected = {'ETC': 1000, 'FCT': 1000, 'GAS': 1000, 'NAV': 1000, 'OMG': 1000, 'OMNI': 1000, 'PPC': 1000, 'RIC': 1000, 'VIA': 1000, 'XCP': 1000}
216 self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
218 # It doesn't refetch the data when available
219 portfolio
.Portfolio
.parse_cryptoportfolio()
220 mock_get
.assert_called_once_with()
222 portfolio
.Portfolio
.data
["portfolio_1"]["holding"]["direction"][3] = "short"
223 self
.assertRaises(AssertionError, portfolio
.Portfolio
.parse_cryptoportfolio
)
225 @mock.patch.object(portfolio
.Portfolio
, "get_cryptoportfolio")
226 def test_repartition_pertenthousand(self
, mock_get
):
227 mock_get
.side_effect
= self
.fill_data
229 expected_medium
= {'USDT': 1000, 'ETC': 1000, 'FCT': 1000, 'OMG': 1000, 'STEEM': 1000, 'STRAT': 1000, 'XEM': 1000, 'XMR': 1000, 'XVC': 1000, 'ZRX': 1000}
230 expected_high
= {'USDT': 1226, 'BTC': 1429, 'ETC': 1127, 'ETH': 1569, 'FCT': 3341, 'GAS': 1308}
232 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition_pertenthousand())
233 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition_pertenthousand(liquidity
="medium"))
234 self
.assertEqual(expected_high
, portfolio
.Portfolio
.repartition_pertenthousand(liquidity
="high"))
239 class BalanceTest(unittest
.TestCase
):
241 super(BalanceTest
, self
).setUp()
243 self
.fetch_balance
= {
264 self
.patcher
= mock
.patch
.multiple(portfolio
.Balance
, known_balances
={})
267 def test_values(self
):
268 balance
= portfolio
.Balance("BTC", 0.65, 0.35, 0.30)
269 self
.assertEqual(0.65, balance
.total
.value
)
270 self
.assertEqual(0.35, balance
.free
.value
)
271 self
.assertEqual(0.30, balance
.used
.value
)
272 self
.assertEqual("BTC", balance
.currency
)
274 balance
= portfolio
.Balance
.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30}
)
275 self
.assertEqual(0.65, balance
.total
.value
)
276 self
.assertEqual(0.35, balance
.free
.value
)
277 self
.assertEqual(0.30, balance
.used
.value
)
278 self
.assertEqual("BTC", balance
.currency
)
280 @mock.patch.object(portfolio
.Trade
, "get_ticker")
281 def test_in_currency(self
, get_ticker
):
282 portfolio
.Balance
.known_balances
= {
283 "BTC": portfolio
.Balance("BTC", "0.65", "0.35", "0.30"),
284 "ETH": portfolio
.Balance("ETH", 3, 3, 0),
287 get_ticker
.return_value
= {
293 amounts
= portfolio
.Balance
.in_currency("BTC", market
)
294 self
.assertEqual("BTC", amounts
["ETH"].currency
)
295 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
296 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
298 amounts
= portfolio
.Balance
.in_currency("BTC", market
, action
="bid")
299 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
300 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
302 amounts
= portfolio
.Balance
.in_currency("BTC", market
, action
="bid", type="used")
303 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
304 self
.assertEqual(0, amounts
["ETH"].value
)
306 def test_currencies(self
):
307 portfolio
.Balance
.known_balances
= {
308 "BTC": portfolio
.Balance("BTC", "0.65", "0.35", "0.30"),
309 "ETH": portfolio
.Balance("ETH", 3, 3, 0),
311 self
.assertListEqual(["BTC", "ETH"], list(portfolio
.Balance
.currencies()))
313 @mock.patch.object(portfolio
.market
, "fetch_balance")
314 def test_fetch_balances(self
, fetch_balance
):
315 fetch_balance
.return_value
= self
.fetch_balance
317 portfolio
.Balance
.fetch_balances(portfolio
.market
)
318 self
.assertNotIn("XMR", portfolio
.Balance
.currencies())
319 self
.assertEqual(["USDT", "XVG"], list(portfolio
.Balance
.currencies()))
321 @mock.patch.object(portfolio
.Portfolio
, "repartition_pertenthousand")
322 @mock.patch.object(portfolio
.market
, "fetch_balance")
323 def test_dispatch_assets(self
, fetch_balance
, repartition
):
324 fetch_balance
.return_value
= self
.fetch_balance
325 portfolio
.Balance
.fetch_balances(portfolio
.market
)
327 self
.assertNotIn("XEM", portfolio
.Balance
.currencies())
329 repartition
.return_value
= {
334 amounts
= portfolio
.Balance
.dispatch_assets(portfolio
.Amount("BTC", "10.1"))
335 self
.assertIn("XEM", portfolio
.Balance
.currencies())
336 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
337 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
339 @mock.patch.object(portfolio
.Portfolio
, "repartition_pertenthousand")
340 @mock.patch.object(portfolio
.Trade
, "get_ticker")
341 @mock.patch.object(portfolio
.Trade
, "compute_trades")
342 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
343 repartition
.return_value
= {
347 get_ticker
.side_effect
= [
348 { "average": D("0.0001") }
,
349 { "average": D("0.000001") }
352 market
.fetch_balance
.return_value
= {
354 "free": D("10000.0"),
356 "total": D("10000.0")
359 "free": D("10000.0"),
361 "total": D("10000.0")
364 portfolio
.Balance
.prepare_trades(market
)
365 compute_trades
.assert_called()
367 call
= compute_trades
.call_args
368 self
.assertEqual(market
, call
[1]["market"])
369 self
.assertEqual(1, call
[0][0]["USDT"].value
)
370 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
371 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
372 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
374 def test__repr(self
):
375 balance
= portfolio
.Balance("BTX", 3, 1, 2)
376 self
.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance
))
381 class TradeTest(unittest
.TestCase
):
385 super(TradeTest
, self
).setUp()
387 self
.patcher
= mock
.patch
.multiple(portfolio
.Trade
,
389 ticker_cache_timestamp
=self
.time
.time(),
394 def test_get_ticker(self
):
396 market
.fetch_ticker
.side_effect
= [
397 { "bid": 1, "ask": 3 }
,
398 portfolio
.ccxt
.ExchangeError("foo"),
399 { "bid": 10, "ask": 40 }
,
400 portfolio
.ccxt
.ExchangeError("foo"),
401 portfolio
.ccxt
.ExchangeError("foo"),
404 ticker
= portfolio
.Trade
.get_ticker("ETH", "ETC", market
)
405 market
.fetch_ticker
.assert_called_with("ETH/ETC")
406 self
.assertEqual(1, ticker
["bid"])
407 self
.assertEqual(3, ticker
["ask"])
408 self
.assertEqual(2, ticker
["average"])
409 self
.assertFalse(ticker
["inverted"])
411 ticker
= portfolio
.Trade
.get_ticker("ETH", "XVG", market
)
412 self
.assertEqual(0.0625, ticker
["average"])
413 self
.assertTrue(ticker
["inverted"])
414 self
.assertIn("original", ticker
)
415 self
.assertEqual(10, ticker
["original"]["bid"])
417 ticker
= portfolio
.Trade
.get_ticker("XVG", "XMR", market
)
418 self
.assertIsNone(ticker
)
420 market
.fetch_ticker
.assert_has_calls([
421 mock
.call("ETH/ETC"),
422 mock
.call("ETH/XVG"),
423 mock
.call("XVG/ETH"),
424 mock
.call("XVG/XMR"),
425 mock
.call("XMR/XVG"),
428 market2
= mock
.Mock()
429 market2
.fetch_ticker
.side_effect
= [
430 { "bid": 1, "ask": 3 }
,
431 { "bid": 1.2, "ask": 3.5 }
,
433 ticker1
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
)
434 ticker2
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
)
435 ticker3
= portfolio
.Trade
.get_ticker("ETC", "ETH", market2
)
436 market2
.fetch_ticker
.assert_called_once_with("ETH/ETC")
437 self
.assertEqual(1, ticker1
["bid"])
438 self
.assertDictEqual(ticker1
, ticker2
)
439 self
.assertDictEqual(ticker1
, ticker3
["original"])
441 ticker4
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
, refresh
=True)
442 ticker5
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
)
443 self
.assertEqual(1.2, ticker4
["bid"])
444 self
.assertDictEqual(ticker4
, ticker5
)
446 market3
= mock
.Mock()
447 market3
.fetch_ticker
.side_effect
= [
448 { "bid": 1, "ask": 3 }
,
449 { "bid": 1.2, "ask": 3.5 }
,
451 ticker6
= portfolio
.Trade
.get_ticker("ETH", "ETC", market3
)
452 portfolio
.Trade
.ticker_cache_timestamp
-= 4
453 ticker7
= portfolio
.Trade
.get_ticker("ETH", "ETC", market3
)
454 portfolio
.Trade
.ticker_cache_timestamp
-= 2
455 ticker8
= portfolio
.Trade
.get_ticker("ETH", "ETC", market3
)
456 self
.assertDictEqual(ticker6
, ticker7
)
457 self
.assertEqual(1.2, ticker8
["bid"])
459 @unittest.skip("TODO")
460 def test_values_assertion(self
):
463 @unittest.skip("TODO")
464 def test_fetch_fees(self
):
467 @unittest.skip("TODO")
468 def test_compute_trades(self
):
471 @unittest.skip("TODO")
472 def test_action(self
):
475 @unittest.skip("TODO")
476 def test_action(self
):
479 @unittest.skip("TODO")
480 def test_order_action(self
):
483 @unittest.skip("TODO")
484 def test_prepare_order(self
):
487 @unittest.skip("TODO")
488 def test_all_orders(self
):
491 @unittest.skip("TODO")
492 def test_follow_orders(self
):
495 @unittest.skip("TODO")
496 def test__repr(self
):
502 if __name__
== '__main__':