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Allow dispatch assets to receive liquidity
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / test.py
1 import sys
2 import portfolio
3 import unittest
4 from decimal import Decimal as D
5 from unittest import mock
6 import requests
7 import requests_mock
8 from io import StringIO
9 import helper
10
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))
18 limits = [test_type]
19 break
20
21 class WebMockTestCase(unittest.TestCase):
22 import time
23
24 def setUp(self):
25 super(WebMockTestCase, self).setUp()
26 self.wm = requests_mock.Mocker()
27 self.wm.start()
28
29 self.patchers = [
30 mock.patch.multiple(portfolio.BalanceStore,
31 all={},),
32 mock.patch.multiple(portfolio.TradeStore,
33 all=[],
34 debug=False),
35 mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
36 mock.patch.multiple(portfolio.Computation,
37 computations=portfolio.Computation.computations),
38 mock.patch.multiple(helper,
39 fees_cache={},
40 ticker_cache={},
41 ticker_cache_timestamp=self.time.time()),
42 ]
43 for patcher in self.patchers:
44 patcher.start()
45
46 def tearDown(self):
47 for patcher in self.patchers:
48 patcher.stop()
49 self.wm.stop()
50 super(WebMockTestCase, self).tearDown()
51
52 @unittest.skipUnless("unit" in limits, "Unit skipped")
53 class PortfolioTest(WebMockTestCase):
54 def fill_data(self):
55 if self.json_response is not None:
56 portfolio.Portfolio.data = self.json_response
57
58 def setUp(self):
59 super(PortfolioTest, self).setUp()
60
61 with open("test_portfolio.json") as example:
62 self.json_response = example.read()
63
64 self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
65
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},
71 ])
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)
77
78 portfolio.Portfolio.get_cryptoportfolio()
79 self.assertIsNone(portfolio.Portfolio.data)
80 self.assertEqual(2, self.wm.call_count)
81
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)
86
87 def test_parse_cryptoportfolio(self):
88 portfolio.Portfolio.parse_cryptoportfolio()
89
90 self.assertListEqual(
91 ["medium", "high"],
92 list(portfolio.Portfolio.liquidities.keys()))
93
94 liquidities = portfolio.Portfolio.liquidities
95 self.assertEqual(10, len(liquidities["medium"].keys()))
96 self.assertEqual(10, len(liquidities["high"].keys()))
97
98 expected = {
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"),
104 }
105 date = portfolio.datetime(2018, 1, 8)
106 self.assertDictEqual(expected, liquidities["high"][date])
107
108 expected = {
109 'BTC': (D("1.1102e-16"), "long"),
110 'ETC': (D("0.1"), "long"),
111 'FCT': (D("0.1"), "long"),
112 'GAS': (D("0.1"), "long"),
113 'NAV': (D("0.1"), "long"),
114 'OMG': (D("0.1"), "long"),
115 'OMNI': (D("0.1"), "long"),
116 'PPC': (D("0.1"), "long"),
117 'RIC': (D("0.1"), "long"),
118 'VIA': (D("0.1"), "long"),
119 'XCP': (D("0.1"), "long"),
120 }
121 self.assertDictEqual(expected, liquidities["medium"][date])
122 self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date)
123
124 # It doesn't refetch the data when available
125 portfolio.Portfolio.parse_cryptoportfolio()
126
127 self.assertEqual(1, self.wm.call_count)
128
129 portfolio.Portfolio.parse_cryptoportfolio(refetch=True)
130 self.assertEqual(2, self.wm.call_count)
131
132 def test_repartition(self):
133 expected_medium = {
134 'BTC': (D("1.1102e-16"), "long"),
135 'USDT': (D("0.1"), "long"),
136 'ETC': (D("0.1"), "long"),
137 'FCT': (D("0.1"), "long"),
138 'OMG': (D("0.1"), "long"),
139 'STEEM': (D("0.1"), "long"),
140 'STRAT': (D("0.1"), "long"),
141 'XEM': (D("0.1"), "long"),
142 'XMR': (D("0.1"), "long"),
143 'XVC': (D("0.1"), "long"),
144 'ZRX': (D("0.1"), "long"),
145 }
146 expected_high = {
147 'USDT': (D("0.1226"), "long"),
148 'BTC': (D("0.1429"), "long"),
149 'ETC': (D("0.1127"), "long"),
150 'ETH': (D("0.1569"), "long"),
151 'FCT': (D("0.3341"), "long"),
152 'GAS': (D("0.1308"), "long"),
153 }
154
155 self.assertEqual(expected_medium, portfolio.Portfolio.repartition())
156 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium"))
157 self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high"))
158
159 self.assertEqual(1, self.wm.call_count)
160
161 portfolio.Portfolio.repartition()
162 self.assertEqual(1, self.wm.call_count)
163
164 portfolio.Portfolio.repartition(refetch=True)
165 self.assertEqual(2, self.wm.call_count)
166
167 @mock.patch.object(portfolio.time, "sleep")
168 @mock.patch.object(portfolio.Portfolio, "repartition")
169 def test_wait_for_recent(self, repartition, sleep):
170 self.call_count = 0
171 def _repartition(refetch):
172 self.assertTrue(refetch)
173 self.call_count += 1
174 portfolio.Portfolio.last_date = portfolio.datetime.now()\
175 - portfolio.timedelta(10)\
176 + portfolio.timedelta(self.call_count)
177 repartition.side_effect = _repartition
178
179 portfolio.Portfolio.wait_for_recent()
180 sleep.assert_called_with(30)
181 self.assertEqual(6, sleep.call_count)
182 self.assertEqual(7, repartition.call_count)
183
184 sleep.reset_mock()
185 repartition.reset_mock()
186 portfolio.Portfolio.last_date = None
187 self.call_count = 0
188 portfolio.Portfolio.wait_for_recent(delta=15)
189 sleep.assert_not_called()
190 self.assertEqual(1, repartition.call_count)
191
192 sleep.reset_mock()
193 repartition.reset_mock()
194 portfolio.Portfolio.last_date = None
195 self.call_count = 0
196 portfolio.Portfolio.wait_for_recent(delta=1)
197 sleep.assert_called_with(30)
198 self.assertEqual(9, sleep.call_count)
199 self.assertEqual(10, repartition.call_count)
200
201 @unittest.skipUnless("unit" in limits, "Unit skipped")
202 class AmountTest(WebMockTestCase):
203 def test_values(self):
204 amount = portfolio.Amount("BTC", "0.65")
205 self.assertEqual(D("0.65"), amount.value)
206 self.assertEqual("BTC", amount.currency)
207
208 def test_in_currency(self):
209 amount = portfolio.Amount("ETC", 10)
210
211 self.assertEqual(amount, amount.in_currency("ETC", None))
212
213 ticker_mock = unittest.mock.Mock()
214 with mock.patch.object(helper, 'get_ticker', new=ticker_mock):
215 ticker_mock.return_value = None
216
217 self.assertRaises(Exception, amount.in_currency, "ETH", None)
218
219 with mock.patch.object(helper, 'get_ticker', new=ticker_mock):
220 ticker_mock.return_value = {
221 "bid": D("0.2"),
222 "ask": D("0.4"),
223 "average": D("0.3"),
224 "foo": "bar",
225 }
226 converted_amount = amount.in_currency("ETH", None)
227
228 self.assertEqual(D("3.0"), converted_amount.value)
229 self.assertEqual("ETH", converted_amount.currency)
230 self.assertEqual(amount, converted_amount.linked_to)
231 self.assertEqual("bar", converted_amount.ticker["foo"])
232
233 converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default")
234 self.assertEqual(D("2"), converted_amount.value)
235
236 converted_amount = amount.in_currency("ETH", None, compute_value="ask")
237 self.assertEqual(D("4"), converted_amount.value)
238
239 converted_amount = amount.in_currency("ETH", None, rate=D("0.02"))
240 self.assertEqual(D("0.2"), converted_amount.value)
241
242 def test__round(self):
243 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
244 self.assertEqual(D("1.23456789"), round(amount).value)
245 self.assertEqual(D("1.23"), round(amount, 2).value)
246
247 def test__abs(self):
248 amount = portfolio.Amount("SC", -120)
249 self.assertEqual(120, abs(amount).value)
250 self.assertEqual("SC", abs(amount).currency)
251
252 amount = portfolio.Amount("SC", 10)
253 self.assertEqual(10, abs(amount).value)
254 self.assertEqual("SC", abs(amount).currency)
255
256 def test__add(self):
257 amount1 = portfolio.Amount("XVG", "12.9")
258 amount2 = portfolio.Amount("XVG", "13.1")
259
260 self.assertEqual(26, (amount1 + amount2).value)
261 self.assertEqual("XVG", (amount1 + amount2).currency)
262
263 amount3 = portfolio.Amount("ETH", "1.6")
264 with self.assertRaises(Exception):
265 amount1 + amount3
266
267 amount4 = portfolio.Amount("ETH", 0.0)
268 self.assertEqual(amount1, amount1 + amount4)
269
270 self.assertEqual(amount1, amount1 + 0)
271
272 def test__radd(self):
273 amount = portfolio.Amount("XVG", "12.9")
274
275 self.assertEqual(amount, 0 + amount)
276 with self.assertRaises(Exception):
277 4 + amount
278
279 def test__sub(self):
280 amount1 = portfolio.Amount("XVG", "13.3")
281 amount2 = portfolio.Amount("XVG", "13.1")
282
283 self.assertEqual(D("0.2"), (amount1 - amount2).value)
284 self.assertEqual("XVG", (amount1 - amount2).currency)
285
286 amount3 = portfolio.Amount("ETH", "1.6")
287 with self.assertRaises(Exception):
288 amount1 - amount3
289
290 amount4 = portfolio.Amount("ETH", 0.0)
291 self.assertEqual(amount1, amount1 - amount4)
292
293 def test__rsub(self):
294 amount = portfolio.Amount("ETH", "1.6")
295 with self.assertRaises(Exception):
296 3 - amount
297
298 self.assertEqual(portfolio.Amount("ETH", "-1.6"), -amount)
299
300 def test__mul(self):
301 amount = portfolio.Amount("XEM", 11)
302
303 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
304 self.assertEqual(D("33"), (amount * 3).value)
305
306 with self.assertRaises(Exception):
307 amount * amount
308
309 def test__rmul(self):
310 amount = portfolio.Amount("XEM", 11)
311
312 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
313 self.assertEqual(D("33"), (3 * amount).value)
314
315 def test__floordiv(self):
316 amount = portfolio.Amount("XEM", 11)
317
318 self.assertEqual(D("5.5"), (amount / 2).value)
319 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
320
321 with self.assertRaises(Exception):
322 amount / amount
323
324 def test__truediv(self):
325 amount = portfolio.Amount("XEM", 11)
326
327 self.assertEqual(D("5.5"), (amount / 2).value)
328 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
329
330 def test__lt(self):
331 amount1 = portfolio.Amount("BTD", 11.3)
332 amount2 = portfolio.Amount("BTD", 13.1)
333
334 self.assertTrue(amount1 < amount2)
335 self.assertFalse(amount2 < amount1)
336 self.assertFalse(amount1 < amount1)
337
338 amount3 = portfolio.Amount("BTC", 1.6)
339 with self.assertRaises(Exception):
340 amount1 < amount3
341
342 def test__le(self):
343 amount1 = portfolio.Amount("BTD", 11.3)
344 amount2 = portfolio.Amount("BTD", 13.1)
345
346 self.assertTrue(amount1 <= amount2)
347 self.assertFalse(amount2 <= amount1)
348 self.assertTrue(amount1 <= amount1)
349
350 amount3 = portfolio.Amount("BTC", 1.6)
351 with self.assertRaises(Exception):
352 amount1 <= amount3
353
354 def test__gt(self):
355 amount1 = portfolio.Amount("BTD", 11.3)
356 amount2 = portfolio.Amount("BTD", 13.1)
357
358 self.assertTrue(amount2 > amount1)
359 self.assertFalse(amount1 > amount2)
360 self.assertFalse(amount1 > amount1)
361
362 amount3 = portfolio.Amount("BTC", 1.6)
363 with self.assertRaises(Exception):
364 amount3 > amount1
365
366 def test__ge(self):
367 amount1 = portfolio.Amount("BTD", 11.3)
368 amount2 = portfolio.Amount("BTD", 13.1)
369
370 self.assertTrue(amount2 >= amount1)
371 self.assertFalse(amount1 >= amount2)
372 self.assertTrue(amount1 >= amount1)
373
374 amount3 = portfolio.Amount("BTC", 1.6)
375 with self.assertRaises(Exception):
376 amount3 >= amount1
377
378 def test__eq(self):
379 amount1 = portfolio.Amount("BTD", 11.3)
380 amount2 = portfolio.Amount("BTD", 13.1)
381 amount3 = portfolio.Amount("BTD", 11.3)
382
383 self.assertFalse(amount1 == amount2)
384 self.assertFalse(amount2 == amount1)
385 self.assertTrue(amount1 == amount3)
386 self.assertFalse(amount2 == 0)
387
388 amount4 = portfolio.Amount("BTC", 1.6)
389 with self.assertRaises(Exception):
390 amount1 == amount4
391
392 amount5 = portfolio.Amount("BTD", 0)
393 self.assertTrue(amount5 == 0)
394
395 def test__ne(self):
396 amount1 = portfolio.Amount("BTD", 11.3)
397 amount2 = portfolio.Amount("BTD", 13.1)
398 amount3 = portfolio.Amount("BTD", 11.3)
399
400 self.assertTrue(amount1 != amount2)
401 self.assertTrue(amount2 != amount1)
402 self.assertFalse(amount1 != amount3)
403 self.assertTrue(amount2 != 0)
404
405 amount4 = portfolio.Amount("BTC", 1.6)
406 with self.assertRaises(Exception):
407 amount1 != amount4
408
409 amount5 = portfolio.Amount("BTD", 0)
410 self.assertFalse(amount5 != 0)
411
412 def test__neg(self):
413 amount1 = portfolio.Amount("BTD", "11.3")
414
415 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
416
417 def test__str(self):
418 amount1 = portfolio.Amount("BTX", 32)
419 self.assertEqual("32.00000000 BTX", str(amount1))
420
421 amount2 = portfolio.Amount("USDT", 12000)
422 amount1.linked_to = amount2
423 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
424
425 def test__repr(self):
426 amount1 = portfolio.Amount("BTX", 32)
427 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
428
429 amount2 = portfolio.Amount("USDT", 12000)
430 amount1.linked_to = amount2
431 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
432
433 amount3 = portfolio.Amount("BTC", 0.1)
434 amount2.linked_to = amount3
435 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
436
437 @unittest.skipUnless("unit" in limits, "Unit skipped")
438 class BalanceTest(WebMockTestCase):
439 def test_values(self):
440 balance = portfolio.Balance("BTC", {
441 "exchange_total": "0.65",
442 "exchange_free": "0.35",
443 "exchange_used": "0.30",
444 "margin_total": "-10",
445 "margin_borrowed": "-10",
446 "margin_free": "0",
447 "margin_position_type": "short",
448 "margin_borrowed_base_currency": "USDT",
449 "margin_liquidation_price": "1.20",
450 "margin_pending_gain": "10",
451 "margin_lending_fees": "0.4",
452 "margin_borrowed_base_price": "0.15",
453 })
454 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
455 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
456 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
457 self.assertEqual("BTC", balance.exchange_total.currency)
458 self.assertEqual("BTC", balance.exchange_free.currency)
459 self.assertEqual("BTC", balance.exchange_total.currency)
460
461 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
462 self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value)
463 self.assertEqual(portfolio.D("0"), balance.margin_free.value)
464 self.assertEqual("BTC", balance.margin_total.currency)
465 self.assertEqual("BTC", balance.margin_borrowed.currency)
466 self.assertEqual("BTC", balance.margin_free.currency)
467
468 self.assertEqual("BTC", balance.currency)
469
470 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
471 self.assertEqual("USDT", balance.margin_lending_fees.currency)
472
473 def test__repr(self):
474 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
475 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
476 balance = portfolio.Balance("BTX", { "exchange_total": 3,
477 "exchange_used": 1, "exchange_free": 2 })
478 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
479
480 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
481 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
482
483 balance = portfolio.Balance("BTX", { "margin_total": 3,
484 "margin_borrowed": 1, "margin_free": 2 })
485 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance))
486
487 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 2 })
488 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
489
490 balance = portfolio.Balance("BTX", { "margin_total": -3,
491 "margin_borrowed_base_price": D("0.1"),
492 "margin_borrowed_base_currency": "BTC",
493 "margin_lending_fees": D("0.002") })
494 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
495
496 balance = portfolio.Balance("BTX", { "margin_total": 1,
497 "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2})
498 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
499
500 @unittest.skipUnless("unit" in limits, "Unit skipped")
501 class HelperTest(WebMockTestCase):
502 def test_get_ticker(self):
503 market = mock.Mock()
504 market.fetch_ticker.side_effect = [
505 { "bid": 1, "ask": 3 },
506 helper.ExchangeError("foo"),
507 { "bid": 10, "ask": 40 },
508 helper.ExchangeError("foo"),
509 helper.ExchangeError("foo"),
510 ]
511
512 ticker = helper.get_ticker("ETH", "ETC", market)
513 market.fetch_ticker.assert_called_with("ETH/ETC")
514 self.assertEqual(1, ticker["bid"])
515 self.assertEqual(3, ticker["ask"])
516 self.assertEqual(2, ticker["average"])
517 self.assertFalse(ticker["inverted"])
518
519 ticker = helper.get_ticker("ETH", "XVG", market)
520 self.assertEqual(0.0625, ticker["average"])
521 self.assertTrue(ticker["inverted"])
522 self.assertIn("original", ticker)
523 self.assertEqual(10, ticker["original"]["bid"])
524
525 ticker = helper.get_ticker("XVG", "XMR", market)
526 self.assertIsNone(ticker)
527
528 market.fetch_ticker.assert_has_calls([
529 mock.call("ETH/ETC"),
530 mock.call("ETH/XVG"),
531 mock.call("XVG/ETH"),
532 mock.call("XVG/XMR"),
533 mock.call("XMR/XVG"),
534 ])
535
536 market2 = mock.Mock()
537 market2.fetch_ticker.side_effect = [
538 { "bid": 1, "ask": 3 },
539 { "bid": 1.2, "ask": 3.5 },
540 ]
541 ticker1 = helper.get_ticker("ETH", "ETC", market2)
542 ticker2 = helper.get_ticker("ETH", "ETC", market2)
543 ticker3 = helper.get_ticker("ETC", "ETH", market2)
544 market2.fetch_ticker.assert_called_once_with("ETH/ETC")
545 self.assertEqual(1, ticker1["bid"])
546 self.assertDictEqual(ticker1, ticker2)
547 self.assertDictEqual(ticker1, ticker3["original"])
548
549 ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True)
550 ticker5 = helper.get_ticker("ETH", "ETC", market2)
551 self.assertEqual(1.2, ticker4["bid"])
552 self.assertDictEqual(ticker4, ticker5)
553
554 market3 = mock.Mock()
555 market3.fetch_ticker.side_effect = [
556 { "bid": 1, "ask": 3 },
557 { "bid": 1.2, "ask": 3.5 },
558 ]
559 ticker6 = helper.get_ticker("ETH", "ETC", market3)
560 helper.ticker_cache_timestamp -= 4
561 ticker7 = helper.get_ticker("ETH", "ETC", market3)
562 helper.ticker_cache_timestamp -= 2
563 ticker8 = helper.get_ticker("ETH", "ETC", market3)
564 self.assertDictEqual(ticker6, ticker7)
565 self.assertEqual(1.2, ticker8["bid"])
566
567 def test_fetch_fees(self):
568 market = mock.Mock()
569 market.fetch_fees.return_value = "Foo"
570 self.assertEqual("Foo", helper.fetch_fees(market))
571 market.fetch_fees.assert_called_once()
572 self.assertEqual("Foo", helper.fetch_fees(market))
573 market.fetch_fees.assert_called_once()
574
575 @mock.patch.object(portfolio.Portfolio, "repartition")
576 @mock.patch.object(helper, "get_ticker")
577 @mock.patch.object(portfolio.TradeStore, "compute_trades")
578 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
579 repartition.return_value = {
580 "XEM": (D("0.75"), "long"),
581 "BTC": (D("0.25"), "long"),
582 }
583 def _get_ticker(c1, c2, market):
584 if c1 == "USDT" and c2 == "BTC":
585 return { "average": D("0.0001") }
586 if c1 == "XVG" and c2 == "BTC":
587 return { "average": D("0.000001") }
588 if c1 == "XEM" and c2 == "BTC":
589 return { "average": D("0.001") }
590 self.fail("Should be called with {}, {}".format(c1, c2))
591 get_ticker.side_effect = _get_ticker
592
593 market = mock.Mock()
594 market.fetch_all_balances.return_value = {
595 "USDT": {
596 "exchange_free": D("10000.0"),
597 "exchange_used": D("0.0"),
598 "exchange_total": D("10000.0"),
599 "total": D("10000.0")
600 },
601 "XVG": {
602 "exchange_free": D("10000.0"),
603 "exchange_used": D("0.0"),
604 "exchange_total": D("10000.0"),
605 "total": D("10000.0")
606 },
607 }
608 helper.prepare_trades(market)
609 compute_trades.assert_called()
610
611 call = compute_trades.call_args
612 self.assertEqual(market, call[1]["market"])
613 self.assertEqual(1, call[0][0]["USDT"].value)
614 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
615 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
616 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
617
618 @mock.patch.object(portfolio.Portfolio, "repartition")
619 @mock.patch.object(helper, "get_ticker")
620 @mock.patch.object(portfolio.TradeStore, "compute_trades")
621 def test_update_trades(self, compute_trades, get_ticker, repartition):
622 repartition.return_value = {
623 "XEM": (D("0.75"), "long"),
624 "BTC": (D("0.25"), "long"),
625 }
626 def _get_ticker(c1, c2, market):
627 if c1 == "USDT" and c2 == "BTC":
628 return { "average": D("0.0001") }
629 if c1 == "XVG" and c2 == "BTC":
630 return { "average": D("0.000001") }
631 if c1 == "XEM" and c2 == "BTC":
632 return { "average": D("0.001") }
633 self.fail("Should be called with {}, {}".format(c1, c2))
634 get_ticker.side_effect = _get_ticker
635
636 market = mock.Mock()
637 market.fetch_all_balances.return_value = {
638 "USDT": {
639 "exchange_free": D("10000.0"),
640 "exchange_used": D("0.0"),
641 "exchange_total": D("10000.0"),
642 "total": D("10000.0")
643 },
644 "XVG": {
645 "exchange_free": D("10000.0"),
646 "exchange_used": D("0.0"),
647 "exchange_total": D("10000.0"),
648 "total": D("10000.0")
649 },
650 }
651 helper.update_trades(market)
652 compute_trades.assert_called()
653
654 call = compute_trades.call_args
655 self.assertEqual(market, call[1]["market"])
656 self.assertEqual(1, call[0][0]["USDT"].value)
657 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
658 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
659 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
660
661 @mock.patch.object(portfolio.Portfolio, "repartition")
662 @mock.patch.object(helper, "get_ticker")
663 @mock.patch.object(portfolio.TradeStore, "compute_trades")
664 def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
665 def _get_ticker(c1, c2, market):
666 if c1 == "USDT" and c2 == "BTC":
667 return { "average": D("0.0001") }
668 if c1 == "XVG" and c2 == "BTC":
669 return { "average": D("0.000001") }
670 self.fail("Should be called with {}, {}".format(c1, c2))
671 get_ticker.side_effect = _get_ticker
672
673 market = mock.Mock()
674 market.fetch_all_balances.return_value = {
675 "USDT": {
676 "exchange_free": D("10000.0"),
677 "exchange_used": D("0.0"),
678 "exchange_total": D("10000.0"),
679 "total": D("10000.0")
680 },
681 "XVG": {
682 "exchange_free": D("10000.0"),
683 "exchange_used": D("0.0"),
684 "exchange_total": D("10000.0"),
685 "total": D("10000.0")
686 },
687 }
688 helper.prepare_trades_to_sell_all(market)
689 repartition.assert_not_called()
690 compute_trades.assert_called()
691
692 call = compute_trades.call_args
693 self.assertEqual(market, call[1]["market"])
694 self.assertEqual(1, call[0][0]["USDT"].value)
695 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
696 self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
697
698 @mock.patch.object(portfolio.time, "sleep")
699 @mock.patch.object(portfolio.TradeStore, "all_orders")
700 def test_follow_orders(self, all_orders, time_mock):
701 for verbose, debug, sleep in [
702 (True, False, None), (False, False, None),
703 (True, True, None), (True, False, 12),
704 (True, True, 12)]:
705 with self.subTest(sleep=sleep, debug=debug, verbose=verbose), \
706 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
707 portfolio.TradeStore.debug = debug
708 order_mock1 = mock.Mock()
709 order_mock2 = mock.Mock()
710 order_mock3 = mock.Mock()
711 all_orders.side_effect = [
712 [order_mock1, order_mock2],
713 [order_mock1, order_mock2],
714
715 [order_mock1, order_mock3],
716 [order_mock1, order_mock3],
717
718 [order_mock1, order_mock3],
719 [order_mock1, order_mock3],
720
721 []
722 ]
723
724 order_mock1.get_status.side_effect = ["open", "open", "closed"]
725 order_mock2.get_status.side_effect = ["open"]
726 order_mock3.get_status.side_effect = ["open", "closed"]
727
728 order_mock1.trade = mock.Mock()
729 order_mock2.trade = mock.Mock()
730 order_mock3.trade = mock.Mock()
731
732 helper.follow_orders(verbose=verbose, sleep=sleep)
733
734 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
735 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
736 self.assertEqual(2, order_mock1.trade.update_order.call_count)
737 self.assertEqual(3, order_mock1.get_status.call_count)
738
739 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
740 self.assertEqual(1, order_mock2.trade.update_order.call_count)
741 self.assertEqual(1, order_mock2.get_status.call_count)
742
743 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
744 self.assertEqual(1, order_mock3.trade.update_order.call_count)
745 self.assertEqual(2, order_mock3.get_status.call_count)
746
747 if sleep is None:
748 if debug:
749 time_mock.assert_called_with(7)
750 else:
751 time_mock.assert_called_with(30)
752 else:
753 time_mock.assert_called_with(sleep)
754
755 if verbose:
756 self.assertNotEqual("", stdout_mock.getvalue())
757 else:
758 self.assertEqual("", stdout_mock.getvalue())
759
760 @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
761 def test_move_balance(self, fetch_balances):
762 for debug in [True, False]:
763 with self.subTest(debug=debug),\
764 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
765 value_from = portfolio.Amount("BTC", "1.0")
766 value_from.linked_to = portfolio.Amount("ETH", "10.0")
767 value_to = portfolio.Amount("BTC", "10.0")
768 trade1 = portfolio.Trade(value_from, value_to, "ETH")
769
770 value_from = portfolio.Amount("BTC", "0.0")
771 value_from.linked_to = portfolio.Amount("ETH", "0.0")
772 value_to = portfolio.Amount("BTC", "-3.0")
773 trade2 = portfolio.Trade(value_from, value_to, "ETH")
774
775 value_from = portfolio.Amount("USDT", "0.0")
776 value_from.linked_to = portfolio.Amount("XVG", "0.0")
777 value_to = portfolio.Amount("USDT", "-50.0")
778 trade3 = portfolio.Trade(value_from, value_to, "XVG")
779
780 portfolio.TradeStore.all = [trade1, trade2, trade3]
781 balance1 = portfolio.Balance("BTC", { "margin_free": "0" })
782 balance2 = portfolio.Balance("USDT", { "margin_free": "100" })
783 balance3 = portfolio.Balance("ETC", { "margin_free": "10" })
784 portfolio.BalanceStore.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
785
786 market = mock.Mock()
787
788 helper.move_balances(market, debug=debug)
789
790 fetch_balances.assert_called_with(market)
791 if debug:
792 self.assertRegex(stdout_mock.getvalue(), "market.transfer_balance")
793 else:
794 market.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
795 market.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange")
796 market.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange")
797
798 @mock.patch.object(helper, "prepare_trades")
799 @mock.patch.object(portfolio.TradeStore, "prepare_orders")
800 @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
801 @mock.patch('sys.stdout', new_callable=StringIO)
802 def test_print_orders(self, stdout_mock, print_all_with_order, prepare_orders, prepare_trades):
803 market = mock.Mock()
804 portfolio.BalanceStore.all = {
805 "BTC": portfolio.Balance("BTC", {
806 "total": "0.65",
807 "exchange_total":"0.65",
808 "exchange_free": "0.35",
809 "exchange_used": "0.30"}),
810 "ETH": portfolio.Balance("ETH", {
811 "total": 3,
812 "exchange_total": 3,
813 "exchange_free": 3,
814 "exchange_used": 0}),
815 }
816 helper.print_orders(market)
817 prepare_trades.assert_called_with(market, base_currency="BTC",
818 compute_value="average", debug=True)
819 prepare_orders.assert_called_with(compute_value="average")
820 print_all_with_order.assert_called()
821 self.assertRegex(stdout_mock.getvalue(), "Balance")
822
823 @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
824 @mock.patch.object(portfolio.BalanceStore, "in_currency")
825 @mock.patch('sys.stdout', new_callable=StringIO)
826 def test_print_balances(self, stdout_mock, in_currency, fetch_balances):
827 market = mock.Mock()
828 portfolio.BalanceStore.all = {
829 "BTC": portfolio.Balance("BTC", {
830 "total": "0.65",
831 "exchange_total":"0.65",
832 "exchange_free": "0.35",
833 "exchange_used": "0.30"}),
834 "ETH": portfolio.Balance("ETH", {
835 "total": 3,
836 "exchange_total": 3,
837 "exchange_free": 3,
838 "exchange_used": 0}),
839 }
840 in_currency.return_value = {
841 "BTC": portfolio.Amount("BTC", "0.65"),
842 "ETH": portfolio.Amount("BTC", "0.3"),
843 }
844 helper.print_balances(market)
845 fetch_balances.assert_called_with(market)
846 self.assertRegex(stdout_mock.getvalue(), "Balance")
847 self.assertRegex(stdout_mock.getvalue(), "0.95000000 BTC")
848
849 @mock.patch.object(helper, "prepare_trades")
850 @mock.patch.object(helper, "follow_orders")
851 @mock.patch.object(portfolio.TradeStore, "prepare_orders")
852 @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
853 @mock.patch.object(portfolio.TradeStore, "run_orders")
854 @mock.patch('sys.stdout', new_callable=StringIO)
855 def test_process_sell_needed__1_sell(self, stdout_mock, run_orders,
856 print_all_with_order, prepare_orders, follow_orders,
857 prepare_trades):
858 market = mock.Mock()
859 portfolio.BalanceStore.all = {
860 "BTC": portfolio.Balance("BTC", {
861 "total": "0.65",
862 "exchange_total":"0.65",
863 "exchange_free": "0.35",
864 "exchange_used": "0.30"}),
865 "ETH": portfolio.Balance("ETH", {
866 "total": 3,
867 "exchange_total": 3,
868 "exchange_free": 3,
869 "exchange_used": 0}),
870 }
871 helper.process_sell_needed__1_sell(market)
872 prepare_trades.assert_called_with(market, base_currency="BTC",
873 debug=False)
874 prepare_orders.assert_called_with(compute_value="average",
875 only="dispose")
876 print_all_with_order.assert_called()
877 run_orders.assert_called()
878 follow_orders.assert_called()
879 self.assertRegex(stdout_mock.getvalue(), "Balance")
880
881 @mock.patch.object(helper, "update_trades")
882 @mock.patch.object(helper, "follow_orders")
883 @mock.patch.object(helper, "move_balances")
884 @mock.patch.object(portfolio.TradeStore, "prepare_orders")
885 @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
886 @mock.patch.object(portfolio.TradeStore, "run_orders")
887 @mock.patch('sys.stdout', new_callable=StringIO)
888 def test_process_sell_needed__2_buy(self, stdout_mock, run_orders,
889 print_all_with_order, prepare_orders, move_balances,
890 follow_orders, update_trades):
891 market = mock.Mock()
892 portfolio.BalanceStore.all = {
893 "BTC": portfolio.Balance("BTC", {
894 "total": "0.65",
895 "exchange_total":"0.65",
896 "exchange_free": "0.35",
897 "exchange_used": "0.30"}),
898 "ETH": portfolio.Balance("ETH", {
899 "total": 3,
900 "exchange_total": 3,
901 "exchange_free": 3,
902 "exchange_used": 0}),
903 }
904 helper.process_sell_needed__2_buy(market)
905 update_trades.assert_called_with(market, base_currency="BTC",
906 debug=False, only="acquire")
907 prepare_orders.assert_called_with(compute_value="average",
908 only="acquire")
909 print_all_with_order.assert_called()
910 move_balances.assert_called_with(market, debug=False)
911 run_orders.assert_called()
912 follow_orders.assert_called()
913 self.assertRegex(stdout_mock.getvalue(), "Balance")
914
915 @mock.patch.object(helper, "prepare_trades_to_sell_all")
916 @mock.patch.object(helper, "follow_orders")
917 @mock.patch.object(portfolio.TradeStore, "prepare_orders")
918 @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
919 @mock.patch.object(portfolio.TradeStore, "run_orders")
920 @mock.patch('sys.stdout', new_callable=StringIO)
921 def test_process_sell_all__1_sell(self, stdout_mock, run_orders,
922 print_all_with_order, prepare_orders, follow_orders,
923 prepare_trades_to_sell_all):
924 market = mock.Mock()
925 portfolio.BalanceStore.all = {
926 "BTC": portfolio.Balance("BTC", {
927 "total": "0.65",
928 "exchange_total":"0.65",
929 "exchange_free": "0.35",
930 "exchange_used": "0.30"}),
931 "ETH": portfolio.Balance("ETH", {
932 "total": 3,
933 "exchange_total": 3,
934 "exchange_free": 3,
935 "exchange_used": 0}),
936 }
937 helper.process_sell_all__1_all_sell(market)
938 prepare_trades_to_sell_all.assert_called_with(market, base_currency="BTC",
939 debug=False)
940 prepare_orders.assert_called_with(compute_value="average")
941 print_all_with_order.assert_called()
942 run_orders.assert_called()
943 follow_orders.assert_called()
944 self.assertRegex(stdout_mock.getvalue(), "Balance")
945
946 @mock.patch.object(helper, "prepare_trades")
947 @mock.patch.object(helper, "follow_orders")
948 @mock.patch.object(helper, "move_balances")
949 @mock.patch.object(portfolio.TradeStore, "prepare_orders")
950 @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
951 @mock.patch.object(portfolio.TradeStore, "run_orders")
952 @mock.patch('sys.stdout', new_callable=StringIO)
953 def test_process_sell_all__2_all_buy(self, stdout_mock, run_orders,
954 print_all_with_order, prepare_orders, move_balances,
955 follow_orders, prepare_trades):
956 market = mock.Mock()
957 portfolio.BalanceStore.all = {
958 "BTC": portfolio.Balance("BTC", {
959 "total": "0.65",
960 "exchange_total":"0.65",
961 "exchange_free": "0.35",
962 "exchange_used": "0.30"}),
963 "ETH": portfolio.Balance("ETH", {
964 "total": 3,
965 "exchange_total": 3,
966 "exchange_free": 3,
967 "exchange_used": 0}),
968 }
969 helper.process_sell_all__2_all_buy(market)
970 prepare_trades.assert_called_with(market, base_currency="BTC",
971 debug=False)
972 prepare_orders.assert_called_with()
973 print_all_with_order.assert_called()
974 move_balances.assert_called_with(market, debug=False)
975 run_orders.assert_called()
976 follow_orders.assert_called()
977 self.assertRegex(stdout_mock.getvalue(), "Balance")
978
979
980 @unittest.skipUnless("unit" in limits, "Unit skipped")
981 class TradeStoreTest(WebMockTestCase):
982 @mock.patch.object(portfolio.BalanceStore, "currencies")
983 @mock.patch.object(portfolio.TradeStore, "add_trade_if_matching")
984 def test_compute_trades(self, add_trade_if_matching, currencies):
985 currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
986
987 values_in_base = {
988 "XMR": portfolio.Amount("BTC", D("0.9")),
989 "DASH": portfolio.Amount("BTC", D("0.4")),
990 "XVG": portfolio.Amount("BTC", D("-0.5")),
991 "BTC": portfolio.Amount("BTC", D("0.5")),
992 }
993 new_repartition = {
994 "DASH": portfolio.Amount("BTC", D("0.5")),
995 "XVG": portfolio.Amount("BTC", D("0.1")),
996 "BTC": portfolio.Amount("BTC", D("0.4")),
997 "ETH": portfolio.Amount("BTC", D("0.3")),
998 }
999
1000 portfolio.TradeStore.compute_trades(values_in_base,
1001 new_repartition, only="only", market="market")
1002
1003 self.assertEqual(5, add_trade_if_matching.call_count)
1004 add_trade_if_matching.assert_any_call(
1005 portfolio.Amount("BTC", D("0.9")),
1006 portfolio.Amount("BTC", 0),
1007 "XMR", only="only", market="market"
1008 )
1009 add_trade_if_matching.assert_any_call(
1010 portfolio.Amount("BTC", D("0.4")),
1011 portfolio.Amount("BTC", D("0.5")),
1012 "DASH", only="only", market="market"
1013 )
1014 add_trade_if_matching.assert_any_call(
1015 portfolio.Amount("BTC", D("-0.5")),
1016 portfolio.Amount("BTC", D("0")),
1017 "XVG", only="only", market="market"
1018 )
1019 add_trade_if_matching.assert_any_call(
1020 portfolio.Amount("BTC", D("0")),
1021 portfolio.Amount("BTC", D("0.1")),
1022 "XVG", only="only", market="market"
1023 )
1024 add_trade_if_matching.assert_any_call(
1025 portfolio.Amount("BTC", D("0")),
1026 portfolio.Amount("BTC", D("0.3")),
1027 "ETH", only="only", market="market"
1028 )
1029
1030 def test_add_trade_if_matching(self):
1031 result = portfolio.TradeStore.add_trade_if_matching(
1032 portfolio.Amount("BTC", D("0")),
1033 portfolio.Amount("BTC", D("0.3")),
1034 "ETH", only="nope", market="market"
1035 )
1036 self.assertEqual(0, len(portfolio.TradeStore.all))
1037 self.assertEqual(False, result)
1038
1039 portfolio.TradeStore.all = []
1040 result = portfolio.TradeStore.add_trade_if_matching(
1041 portfolio.Amount("BTC", D("0")),
1042 portfolio.Amount("BTC", D("0.3")),
1043 "ETH", only=None, market="market"
1044 )
1045 self.assertEqual(1, len(portfolio.TradeStore.all))
1046 self.assertEqual(True, result)
1047
1048 portfolio.TradeStore.all = []
1049 result = portfolio.TradeStore.add_trade_if_matching(
1050 portfolio.Amount("BTC", D("0")),
1051 portfolio.Amount("BTC", D("0.3")),
1052 "ETH", only="acquire", market="market"
1053 )
1054 self.assertEqual(1, len(portfolio.TradeStore.all))
1055 self.assertEqual(True, result)
1056
1057 portfolio.TradeStore.all = []
1058 result = portfolio.TradeStore.add_trade_if_matching(
1059 portfolio.Amount("BTC", D("0")),
1060 portfolio.Amount("BTC", D("0.3")),
1061 "ETH", only="dispose", market="market"
1062 )
1063 self.assertEqual(0, len(portfolio.TradeStore.all))
1064 self.assertEqual(False, result)
1065
1066 def test_prepare_orders(self):
1067 trade_mock1 = mock.Mock()
1068 trade_mock2 = mock.Mock()
1069
1070 portfolio.TradeStore.all.append(trade_mock1)
1071 portfolio.TradeStore.all.append(trade_mock2)
1072
1073 portfolio.TradeStore.prepare_orders()
1074 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1075 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1076
1077 portfolio.TradeStore.prepare_orders(compute_value="bla")
1078 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1079 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
1080
1081 trade_mock1.prepare_order.reset_mock()
1082 trade_mock2.prepare_order.reset_mock()
1083
1084 trade_mock1.action = "foo"
1085 trade_mock2.action = "bar"
1086 portfolio.TradeStore.prepare_orders(only="bar")
1087 trade_mock1.prepare_order.assert_not_called()
1088 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1089
1090 def test_print_all_with_order(self):
1091 trade_mock1 = mock.Mock()
1092 trade_mock2 = mock.Mock()
1093 trade_mock3 = mock.Mock()
1094 portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3]
1095
1096 portfolio.TradeStore.print_all_with_order()
1097
1098 trade_mock1.print_with_order.assert_called()
1099 trade_mock2.print_with_order.assert_called()
1100 trade_mock3.print_with_order.assert_called()
1101
1102 @mock.patch.object(portfolio.TradeStore, "all_orders")
1103 def test_run_orders(self, all_orders):
1104 order_mock1 = mock.Mock()
1105 order_mock2 = mock.Mock()
1106 order_mock3 = mock.Mock()
1107 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1108 portfolio.TradeStore.run_orders()
1109 all_orders.assert_called_with(state="pending")
1110
1111 order_mock1.run.assert_called()
1112 order_mock2.run.assert_called()
1113 order_mock3.run.assert_called()
1114
1115 def test_all_orders(self):
1116 trade_mock1 = mock.Mock()
1117 trade_mock2 = mock.Mock()
1118
1119 order_mock1 = mock.Mock()
1120 order_mock2 = mock.Mock()
1121 order_mock3 = mock.Mock()
1122
1123 trade_mock1.orders = [order_mock1, order_mock2]
1124 trade_mock2.orders = [order_mock3]
1125
1126 order_mock1.status = "pending"
1127 order_mock2.status = "open"
1128 order_mock3.status = "open"
1129
1130 portfolio.TradeStore.all.append(trade_mock1)
1131 portfolio.TradeStore.all.append(trade_mock2)
1132
1133 orders = portfolio.TradeStore.all_orders()
1134 self.assertEqual(3, len(orders))
1135
1136 open_orders = portfolio.TradeStore.all_orders(state="open")
1137 self.assertEqual(2, len(open_orders))
1138 self.assertEqual([order_mock2, order_mock3], open_orders)
1139
1140 @mock.patch.object(portfolio.TradeStore, "all_orders")
1141 def test_update_all_orders_status(self, all_orders):
1142 order_mock1 = mock.Mock()
1143 order_mock2 = mock.Mock()
1144 order_mock3 = mock.Mock()
1145 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1146 portfolio.TradeStore.update_all_orders_status()
1147 all_orders.assert_called_with(state="open")
1148
1149 order_mock1.get_status.assert_called()
1150 order_mock2.get_status.assert_called()
1151 order_mock3.get_status.assert_called()
1152
1153 @unittest.skipUnless("unit" in limits, "Unit skipped")
1154 class BalanceStoreTest(WebMockTestCase):
1155 def setUp(self):
1156 super(BalanceStoreTest, self).setUp()
1157
1158 self.fetch_balance = {
1159 "ETC": {
1160 "exchange_free": 0,
1161 "exchange_used": 0,
1162 "exchange_total": 0,
1163 "margin_total": 0,
1164 },
1165 "USDT": {
1166 "exchange_free": D("6.0"),
1167 "exchange_used": D("1.2"),
1168 "exchange_total": D("7.2"),
1169 "margin_total": 0,
1170 },
1171 "XVG": {
1172 "exchange_free": 16,
1173 "exchange_used": 0,
1174 "exchange_total": 16,
1175 "margin_total": 0,
1176 },
1177 "XMR": {
1178 "exchange_free": 0,
1179 "exchange_used": 0,
1180 "exchange_total": 0,
1181 "margin_total": D("-1.0"),
1182 "margin_free": 0,
1183 },
1184 }
1185
1186 @mock.patch.object(helper, "get_ticker")
1187 def test_in_currency(self, get_ticker):
1188 portfolio.BalanceStore.all = {
1189 "BTC": portfolio.Balance("BTC", {
1190 "total": "0.65",
1191 "exchange_total":"0.65",
1192 "exchange_free": "0.35",
1193 "exchange_used": "0.30"}),
1194 "ETH": portfolio.Balance("ETH", {
1195 "total": 3,
1196 "exchange_total": 3,
1197 "exchange_free": 3,
1198 "exchange_used": 0}),
1199 }
1200 market = mock.Mock()
1201 get_ticker.return_value = {
1202 "bid": D("0.09"),
1203 "ask": D("0.11"),
1204 "average": D("0.1"),
1205 }
1206
1207 amounts = portfolio.BalanceStore.in_currency("BTC", market)
1208 self.assertEqual("BTC", amounts["ETH"].currency)
1209 self.assertEqual(D("0.65"), amounts["BTC"].value)
1210 self.assertEqual(D("0.30"), amounts["ETH"].value)
1211
1212 amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid")
1213 self.assertEqual(D("0.65"), amounts["BTC"].value)
1214 self.assertEqual(D("0.27"), amounts["ETH"].value)
1215
1216 amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used")
1217 self.assertEqual(D("0.30"), amounts["BTC"].value)
1218 self.assertEqual(0, amounts["ETH"].value)
1219
1220 def test_fetch_balances(self):
1221 market = mock.Mock()
1222 market.fetch_all_balances.return_value = self.fetch_balance
1223
1224 portfolio.BalanceStore.fetch_balances(market)
1225 self.assertNotIn("ETC", portfolio.BalanceStore.currencies())
1226 self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies()))
1227
1228 portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", {
1229 "exchange_total": "1", "exchange_free": "0",
1230 "exchange_used": "1" })
1231 portfolio.BalanceStore.fetch_balances(market)
1232 self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total)
1233 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies()))
1234
1235 @mock.patch.object(portfolio.Portfolio, "repartition")
1236 def test_dispatch_assets(self, repartition):
1237 market = mock.Mock()
1238 market.fetch_all_balances.return_value = self.fetch_balance
1239 portfolio.BalanceStore.fetch_balances(market)
1240
1241 self.assertNotIn("XEM", portfolio.BalanceStore.currencies())
1242
1243 repartition.return_value = {
1244 "XEM": (D("0.75"), "long"),
1245 "BTC": (D("0.26"), "long"),
1246 "DASH": (D("0.10"), "short"),
1247 }
1248
1249 amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1250 repartition.assert_called_with(liquidity="medium")
1251 self.assertIn("XEM", portfolio.BalanceStore.currencies())
1252 self.assertEqual(D("2.6"), amounts["BTC"].value)
1253 self.assertEqual(D("7.5"), amounts["XEM"].value)
1254 self.assertEqual(D("-1.0"), amounts["DASH"].value)
1255
1256 def test_currencies(self):
1257 portfolio.BalanceStore.all = {
1258 "BTC": portfolio.Balance("BTC", {
1259 "total": "0.65",
1260 "exchange_total":"0.65",
1261 "exchange_free": "0.35",
1262 "exchange_used": "0.30"}),
1263 "ETH": portfolio.Balance("ETH", {
1264 "total": 3,
1265 "exchange_total": 3,
1266 "exchange_free": 3,
1267 "exchange_used": 0}),
1268 }
1269 self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies()))
1270
1271 @unittest.skipUnless("unit" in limits, "Unit skipped")
1272 class ComputationTest(WebMockTestCase):
1273 def test_compute_value(self):
1274 compute = mock.Mock()
1275 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1276 compute.assert_called_with("foo", "ask")
1277
1278 compute.reset_mock()
1279 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1280 compute.assert_called_with("foo", "bid")
1281
1282 compute.reset_mock()
1283 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1284 compute.assert_called_with("foo", "ask")
1285
1286 compute.reset_mock()
1287 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1288 compute.assert_called_with("foo", "bid")
1289
1290 compute.reset_mock()
1291 portfolio.Computation.computations["test"] = compute
1292 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1293 compute.assert_called_with("foo", "bid")
1294
1295
1296 @unittest.skipUnless("unit" in limits, "Unit skipped")
1297 class TradeTest(WebMockTestCase):
1298
1299 def test_values_assertion(self):
1300 value_from = portfolio.Amount("BTC", "1.0")
1301 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1302 value_to = portfolio.Amount("BTC", "1.0")
1303 trade = portfolio.Trade(value_from, value_to, "ETH")
1304 self.assertEqual("BTC", trade.base_currency)
1305 self.assertEqual("ETH", trade.currency)
1306
1307 with self.assertRaises(AssertionError):
1308 portfolio.Trade(value_from, value_to, "ETC")
1309 with self.assertRaises(AssertionError):
1310 value_from.linked_to = None
1311 portfolio.Trade(value_from, value_to, "ETH")
1312 with self.assertRaises(AssertionError):
1313 value_from.currency = "ETH"
1314 portfolio.Trade(value_from, value_to, "ETH")
1315
1316 value_from = portfolio.Amount("BTC", 0)
1317 trade = portfolio.Trade(value_from, value_to, "ETH")
1318 self.assertEqual(0, trade.value_from.linked_to)
1319
1320 def test_action(self):
1321 value_from = portfolio.Amount("BTC", "1.0")
1322 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1323 value_to = portfolio.Amount("BTC", "1.0")
1324 trade = portfolio.Trade(value_from, value_to, "ETH")
1325
1326 self.assertIsNone(trade.action)
1327
1328 value_from = portfolio.Amount("BTC", "1.0")
1329 value_from.linked_to = portfolio.Amount("BTC", "1.0")
1330 value_to = portfolio.Amount("BTC", "2.0")
1331 trade = portfolio.Trade(value_from, value_to, "BTC")
1332
1333 self.assertIsNone(trade.action)
1334
1335 value_from = portfolio.Amount("BTC", "0.5")
1336 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1337 value_to = portfolio.Amount("BTC", "1.0")
1338 trade = portfolio.Trade(value_from, value_to, "ETH")
1339
1340 self.assertEqual("acquire", trade.action)
1341
1342 value_from = portfolio.Amount("BTC", "0")
1343 value_from.linked_to = portfolio.Amount("ETH", "0")
1344 value_to = portfolio.Amount("BTC", "-1.0")
1345 trade = portfolio.Trade(value_from, value_to, "ETH")
1346
1347 self.assertEqual("acquire", trade.action)
1348
1349 def test_order_action(self):
1350 value_from = portfolio.Amount("BTC", "0.5")
1351 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1352 value_to = portfolio.Amount("BTC", "1.0")
1353 trade = portfolio.Trade(value_from, value_to, "ETH")
1354
1355 self.assertEqual("buy", trade.order_action(False))
1356 self.assertEqual("sell", trade.order_action(True))
1357
1358 value_from = portfolio.Amount("BTC", "0")
1359 value_from.linked_to = portfolio.Amount("ETH", "0")
1360 value_to = portfolio.Amount("BTC", "-1.0")
1361 trade = portfolio.Trade(value_from, value_to, "ETH")
1362
1363 self.assertEqual("sell", trade.order_action(False))
1364 self.assertEqual("buy", trade.order_action(True))
1365
1366 def test_trade_type(self):
1367 value_from = portfolio.Amount("BTC", "0.5")
1368 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1369 value_to = portfolio.Amount("BTC", "1.0")
1370 trade = portfolio.Trade(value_from, value_to, "ETH")
1371
1372 self.assertEqual("long", trade.trade_type)
1373
1374 value_from = portfolio.Amount("BTC", "0")
1375 value_from.linked_to = portfolio.Amount("ETH", "0")
1376 value_to = portfolio.Amount("BTC", "-1.0")
1377 trade = portfolio.Trade(value_from, value_to, "ETH")
1378
1379 self.assertEqual("short", trade.trade_type)
1380
1381 def test_filled_amount(self):
1382 value_from = portfolio.Amount("BTC", "0.5")
1383 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1384 value_to = portfolio.Amount("BTC", "1.0")
1385 trade = portfolio.Trade(value_from, value_to, "ETH")
1386
1387 order1 = mock.Mock()
1388 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
1389
1390 order2 = mock.Mock()
1391 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
1392 trade.orders.append(order1)
1393 trade.orders.append(order2)
1394
1395 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1396 order1.filled_amount.assert_called_with(in_base_currency=False)
1397 order2.filled_amount.assert_called_with(in_base_currency=False)
1398
1399 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1400 order1.filled_amount.assert_called_with(in_base_currency=False)
1401 order2.filled_amount.assert_called_with(in_base_currency=False)
1402
1403 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1404 order1.filled_amount.assert_called_with(in_base_currency=True)
1405 order2.filled_amount.assert_called_with(in_base_currency=True)
1406
1407 @mock.patch.object(helper, "get_ticker")
1408 @mock.patch.object(portfolio.Computation, "compute_value")
1409 @mock.patch.object(portfolio.Trade, "filled_amount")
1410 @mock.patch.object(portfolio, "Order")
1411 def test_prepare_order(self, Order, filled_amount, compute_value, get_ticker):
1412 Order.return_value = "Order"
1413
1414 with self.subTest(desc="Nothing to do"):
1415 value_from = portfolio.Amount("BTC", "10")
1416 value_from.rate = D("0.1")
1417 value_from.linked_to = portfolio.Amount("FOO", "100")
1418 value_to = portfolio.Amount("BTC", "10")
1419 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1420
1421 trade.prepare_order()
1422
1423 filled_amount.assert_not_called()
1424 compute_value.assert_not_called()
1425 self.assertEqual(0, len(trade.orders))
1426 Order.assert_not_called()
1427
1428 get_ticker.return_value = { "inverted": False }
1429 with self.subTest(desc="Already filled"), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1430 filled_amount.return_value = portfolio.Amount("FOO", "100")
1431 compute_value.return_value = D("0.125")
1432
1433 value_from = portfolio.Amount("BTC", "10")
1434 value_from.rate = D("0.1")
1435 value_from.linked_to = portfolio.Amount("FOO", "100")
1436 value_to = portfolio.Amount("BTC", "0")
1437 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1438
1439 trade.prepare_order()
1440
1441 filled_amount.assert_called_with(in_base_currency=False)
1442 compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
1443 self.assertEqual(0, len(trade.orders))
1444 self.assertRegex(stdout_mock.getvalue(), "Less to do than already filled: ")
1445 Order.assert_not_called()
1446
1447 with self.subTest(action="dispose", inverted=False):
1448 filled_amount.return_value = portfolio.Amount("FOO", "60")
1449 compute_value.return_value = D("0.125")
1450
1451 value_from = portfolio.Amount("BTC", "10")
1452 value_from.rate = D("0.1")
1453 value_from.linked_to = portfolio.Amount("FOO", "100")
1454 value_to = portfolio.Amount("BTC", "1")
1455 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1456
1457 trade.prepare_order()
1458
1459 filled_amount.assert_called_with(in_base_currency=False)
1460 compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
1461 self.assertEqual(1, len(trade.orders))
1462 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1463 D("0.125"), "BTC", "long", "market",
1464 trade, close_if_possible=False)
1465
1466 with self.subTest(action="acquire", inverted=False):
1467 filled_amount.return_value = portfolio.Amount("BTC", "3")
1468 compute_value.return_value = D("0.125")
1469
1470 value_from = portfolio.Amount("BTC", "1")
1471 value_from.rate = D("0.1")
1472 value_from.linked_to = portfolio.Amount("FOO", "10")
1473 value_to = portfolio.Amount("BTC", "10")
1474 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1475
1476 trade.prepare_order()
1477
1478 filled_amount.assert_called_with(in_base_currency=True)
1479 compute_value.assert_called_with(get_ticker.return_value, "buy", compute_value="default")
1480 self.assertEqual(1, len(trade.orders))
1481
1482 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
1483 D("0.125"), "BTC", "long", "market",
1484 trade, close_if_possible=False)
1485
1486 with self.subTest(close_if_possible=True):
1487 filled_amount.return_value = portfolio.Amount("FOO", "0")
1488 compute_value.return_value = D("0.125")
1489
1490 value_from = portfolio.Amount("BTC", "10")
1491 value_from.rate = D("0.1")
1492 value_from.linked_to = portfolio.Amount("FOO", "100")
1493 value_to = portfolio.Amount("BTC", "0")
1494 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1495
1496 trade.prepare_order()
1497
1498 filled_amount.assert_called_with(in_base_currency=False)
1499 compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
1500 self.assertEqual(1, len(trade.orders))
1501 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
1502 D("0.125"), "BTC", "long", "market",
1503 trade, close_if_possible=True)
1504
1505 get_ticker.return_value = { "inverted": True, "original": {} }
1506 with self.subTest(action="dispose", inverted=True):
1507 filled_amount.return_value = portfolio.Amount("FOO", "300")
1508 compute_value.return_value = D("125")
1509
1510 value_from = portfolio.Amount("BTC", "10")
1511 value_from.rate = D("0.01")
1512 value_from.linked_to = portfolio.Amount("FOO", "1000")
1513 value_to = portfolio.Amount("BTC", "1")
1514 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1515
1516 trade.prepare_order(compute_value="foo")
1517
1518 filled_amount.assert_called_with(in_base_currency=True)
1519 compute_value.assert_called_with(get_ticker.return_value["original"], "buy", compute_value="foo")
1520 self.assertEqual(1, len(trade.orders))
1521 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
1522 D("125"), "FOO", "long", "market",
1523 trade, close_if_possible=False)
1524
1525 with self.subTest(action="acquire", inverted=True):
1526 filled_amount.return_value = portfolio.Amount("BTC", "4")
1527 compute_value.return_value = D("125")
1528
1529 value_from = portfolio.Amount("BTC", "1")
1530 value_from.rate = D("0.01")
1531 value_from.linked_to = portfolio.Amount("FOO", "100")
1532 value_to = portfolio.Amount("BTC", "10")
1533 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1534
1535 trade.prepare_order(compute_value="foo")
1536
1537 filled_amount.assert_called_with(in_base_currency=False)
1538 compute_value.assert_called_with(get_ticker.return_value["original"], "sell", compute_value="foo")
1539 self.assertEqual(1, len(trade.orders))
1540 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
1541 D("125"), "FOO", "long", "market",
1542 trade, close_if_possible=False)
1543
1544
1545 @mock.patch.object(portfolio.Trade, "prepare_order")
1546 def test_update_order(self, prepare_order):
1547 order_mock = mock.Mock()
1548 new_order_mock = mock.Mock()
1549
1550 value_from = portfolio.Amount("BTC", "0.5")
1551 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1552 value_to = portfolio.Amount("BTC", "1.0")
1553 trade = portfolio.Trade(value_from, value_to, "ETH")
1554 prepare_order.return_value = new_order_mock
1555
1556 for i in [0, 1, 3, 4, 6]:
1557 with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1558 trade.update_order(order_mock, i)
1559 order_mock.cancel.assert_not_called()
1560 new_order_mock.run.assert_not_called()
1561 self.assertRegex(stdout_mock.getvalue(), "tick {}, waiting".format(i))
1562
1563 order_mock.reset_mock()
1564 new_order_mock.reset_mock()
1565 trade.orders = []
1566
1567 with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1568 trade.update_order(order_mock, 2)
1569 order_mock.cancel.assert_called()
1570 new_order_mock.run.assert_called()
1571 prepare_order.assert_called()
1572 self.assertRegex(stdout_mock.getvalue(), "tick 2, cancelling and adjusting")
1573
1574 order_mock.reset_mock()
1575 new_order_mock.reset_mock()
1576 trade.orders = []
1577
1578 with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1579 trade.update_order(order_mock, 5)
1580 order_mock.cancel.assert_called()
1581 new_order_mock.run.assert_called()
1582 prepare_order.assert_called()
1583 self.assertRegex(stdout_mock.getvalue(), "tick 5, cancelling and adjusting")
1584
1585 order_mock.reset_mock()
1586 new_order_mock.reset_mock()
1587 trade.orders = []
1588
1589 with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1590 trade.update_order(order_mock, 7)
1591 order_mock.cancel.assert_called()
1592 new_order_mock.run.assert_called()
1593 prepare_order.assert_called_with(compute_value="default")
1594 self.assertRegex(stdout_mock.getvalue(), "tick 7, fallbacking to market value")
1595 self.assertRegex(stdout_mock.getvalue(), "tick 7, market value, cancelling and adjusting to")
1596
1597 order_mock.reset_mock()
1598 new_order_mock.reset_mock()
1599 trade.orders = []
1600
1601 for i in [10, 13, 16]:
1602 with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1603 trade.update_order(order_mock, i)
1604 order_mock.cancel.assert_called()
1605 new_order_mock.run.assert_called()
1606 prepare_order.assert_called_with(compute_value="default")
1607 self.assertNotRegex(stdout_mock.getvalue(), "tick {}, fallbacking to market value".format(i))
1608 self.assertRegex(stdout_mock.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i))
1609
1610 order_mock.reset_mock()
1611 new_order_mock.reset_mock()
1612 trade.orders = []
1613
1614 for i in [8, 9, 11, 12]:
1615 with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1616 trade.update_order(order_mock, i)
1617 order_mock.cancel.assert_not_called()
1618 new_order_mock.run.assert_not_called()
1619 self.assertEqual("", stdout_mock.getvalue())
1620
1621 order_mock.reset_mock()
1622 new_order_mock.reset_mock()
1623 trade.orders = []
1624
1625
1626 @mock.patch('sys.stdout', new_callable=StringIO)
1627 def test_print_with_order(self, mock_stdout):
1628 value_from = portfolio.Amount("BTC", "0.5")
1629 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1630 value_to = portfolio.Amount("BTC", "1.0")
1631 trade = portfolio.Trade(value_from, value_to, "ETH")
1632
1633 order_mock1 = mock.Mock()
1634 order_mock1.__repr__ = mock.Mock()
1635 order_mock1.__repr__.return_value = "Mock 1"
1636 order_mock2 = mock.Mock()
1637 order_mock2.__repr__ = mock.Mock()
1638 order_mock2.__repr__.return_value = "Mock 2"
1639 trade.orders.append(order_mock1)
1640 trade.orders.append(order_mock2)
1641
1642 trade.print_with_order()
1643
1644 out = mock_stdout.getvalue().split("\n")
1645 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0])
1646 self.assertEqual("\tMock 1", out[1])
1647 self.assertEqual("\tMock 2", out[2])
1648
1649 def test__repr(self):
1650 value_from = portfolio.Amount("BTC", "0.5")
1651 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1652 value_to = portfolio.Amount("BTC", "1.0")
1653 trade = portfolio.Trade(value_from, value_to, "ETH")
1654
1655 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
1656
1657 @unittest.skipUnless("unit" in limits, "Unit skipped")
1658 class OrderTest(WebMockTestCase):
1659 def test_values(self):
1660 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1661 D("0.1"), "BTC", "long", "market", "trade")
1662 self.assertEqual("buy", order.action)
1663 self.assertEqual(10, order.amount.value)
1664 self.assertEqual("ETH", order.amount.currency)
1665 self.assertEqual(D("0.1"), order.rate)
1666 self.assertEqual("BTC", order.base_currency)
1667 self.assertEqual("market", order.market)
1668 self.assertEqual("long", order.trade_type)
1669 self.assertEqual("pending", order.status)
1670 self.assertEqual("trade", order.trade)
1671 self.assertIsNone(order.id)
1672 self.assertFalse(order.close_if_possible)
1673
1674 def test__repr(self):
1675 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1676 D("0.1"), "BTC", "long", "market", "trade")
1677 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
1678
1679 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1680 D("0.1"), "BTC", "long", "market", "trade",
1681 close_if_possible=True)
1682 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
1683
1684 def test_account(self):
1685 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1686 D("0.1"), "BTC", "long", "market", "trade")
1687 self.assertEqual("exchange", order.account)
1688
1689 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1690 D("0.1"), "BTC", "short", "market", "trade")
1691 self.assertEqual("margin", order.account)
1692
1693 def test_pending(self):
1694 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1695 D("0.1"), "BTC", "long", "market", "trade")
1696 self.assertTrue(order.pending)
1697 order.status = "open"
1698 self.assertFalse(order.pending)
1699
1700 def test_open(self):
1701 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1702 D("0.1"), "BTC", "long", "market", "trade")
1703 self.assertFalse(order.open)
1704 order.status = "open"
1705 self.assertTrue(order.open)
1706
1707 def test_finished(self):
1708 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1709 D("0.1"), "BTC", "long", "market", "trade")
1710 self.assertFalse(order.finished)
1711 order.status = "closed"
1712 self.assertTrue(order.finished)
1713 order.status = "canceled"
1714 self.assertTrue(order.finished)
1715 order.status = "error"
1716 self.assertTrue(order.finished)
1717
1718 @mock.patch.object(portfolio.Order, "fetch")
1719 def test_cancel(self, fetch):
1720 market = mock.Mock()
1721 portfolio.TradeStore.debug = True
1722 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1723 D("0.1"), "BTC", "long", market, "trade")
1724 order.status = "open"
1725
1726 order.cancel()
1727 market.cancel_order.assert_not_called()
1728 self.assertEqual("canceled", order.status)
1729
1730 portfolio.TradeStore.debug = False
1731 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1732 D("0.1"), "BTC", "long", market, "trade")
1733 order.status = "open"
1734 order.id = 42
1735
1736 order.cancel()
1737 market.cancel_order.assert_called_with(42)
1738 fetch.assert_called_once()
1739
1740 def test_dust_amount_remaining(self):
1741 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1742 D("0.1"), "BTC", "long", "market", "trade")
1743 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
1744 self.assertFalse(order.dust_amount_remaining())
1745
1746 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
1747 self.assertTrue(order.dust_amount_remaining())
1748
1749 @mock.patch.object(portfolio.Order, "fetch")
1750 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
1751 def test_remaining_amount(self, filled_amount, fetch):
1752 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1753 D("0.1"), "BTC", "long", "market", "trade")
1754
1755 self.assertEqual(9, order.remaining_amount().value)
1756 order.fetch.assert_not_called()
1757
1758 order.status = "open"
1759 self.assertEqual(9, order.remaining_amount().value)
1760 fetch.assert_called_once()
1761
1762 @mock.patch.object(portfolio.Order, "fetch")
1763 def test_filled_amount(self, fetch):
1764 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1765 D("0.1"), "BTC", "long", "market", "trade")
1766 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
1767 "tradeID": 42, "type": "buy", "fee": "0.0015",
1768 "date": "2017-12-30 12:00:12", "rate": "0.1",
1769 "amount": "3", "total": "0.3"
1770 }))
1771 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
1772 "tradeID": 43, "type": "buy", "fee": "0.0015",
1773 "date": "2017-12-30 13:00:12", "rate": "0.2",
1774 "amount": "2", "total": "0.4"
1775 }))
1776 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
1777 fetch.assert_not_called()
1778 order.status = "open"
1779 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
1780 fetch.assert_called_once()
1781 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
1782
1783 def test_fetch_mouvements(self):
1784 market = mock.Mock()
1785 market.privatePostReturnOrderTrades.return_value = [
1786 {
1787 "tradeID": 42, "type": "buy", "fee": "0.0015",
1788 "date": "2017-12-30 12:00:12", "rate": "0.1",
1789 "amount": "3", "total": "0.3"
1790 },
1791 {
1792 "tradeID": 43, "type": "buy", "fee": "0.0015",
1793 "date": "2017-12-30 13:00:12", "rate": "0.2",
1794 "amount": "2", "total": "0.4"
1795 }
1796 ]
1797 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1798 D("0.1"), "BTC", "long", market, "trade")
1799 order.id = 12
1800 order.mouvements = ["Foo", "Bar", "Baz"]
1801
1802 order.fetch_mouvements()
1803
1804 market.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
1805 self.assertEqual(2, len(order.mouvements))
1806 self.assertEqual(42, order.mouvements[0].id)
1807 self.assertEqual(43, order.mouvements[1].id)
1808
1809 market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
1810 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1811 D("0.1"), "BTC", "long", market, "trade")
1812 order.fetch_mouvements()
1813 self.assertEqual(0, len(order.mouvements))
1814
1815 def test_mark_finished_order(self):
1816 market = mock.Mock()
1817 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1818 D("0.1"), "BTC", "short", market, "trade",
1819 close_if_possible=True)
1820 order.status = "closed"
1821 portfolio.TradeStore.debug = False
1822
1823 order.mark_finished_order()
1824 market.close_margin_position.assert_called_with("ETH", "BTC")
1825 market.close_margin_position.reset_mock()
1826
1827 order.status = "open"
1828 order.mark_finished_order()
1829 market.close_margin_position.assert_not_called()
1830
1831 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1832 D("0.1"), "BTC", "short", market, "trade",
1833 close_if_possible=False)
1834 order.status = "closed"
1835 order.mark_finished_order()
1836 market.close_margin_position.assert_not_called()
1837
1838 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1839 D("0.1"), "BTC", "short", market, "trade",
1840 close_if_possible=True)
1841 order.status = "closed"
1842 order.mark_finished_order()
1843 market.close_margin_position.assert_not_called()
1844
1845 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1846 D("0.1"), "BTC", "long", market, "trade",
1847 close_if_possible=True)
1848 order.status = "closed"
1849 order.mark_finished_order()
1850 market.close_margin_position.assert_not_called()
1851
1852 portfolio.TradeStore.debug = True
1853
1854 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1855 D("0.1"), "BTC", "short", market, "trade",
1856 close_if_possible=True)
1857 order.status = "closed"
1858
1859 order.mark_finished_order()
1860 market.close_margin_position.assert_not_called()
1861
1862 @mock.patch.object(portfolio.Order, "fetch_mouvements")
1863 def test_fetch(self, fetch_mouvements):
1864 time = self.time.time()
1865 with mock.patch.object(portfolio.time, "time") as time_mock:
1866 market = mock.Mock()
1867 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1868 D("0.1"), "BTC", "long", market, "trade")
1869 order.id = 45
1870 with self.subTest(debug=True):
1871 portfolio.TradeStore.debug = True
1872 order.fetch()
1873 time_mock.assert_not_called()
1874 order.fetch(force=True)
1875 time_mock.assert_not_called()
1876 market.fetch_order.assert_not_called()
1877 fetch_mouvements.assert_not_called()
1878 self.assertIsNone(order.fetch_cache_timestamp)
1879
1880 with self.subTest(debug=False):
1881 portfolio.TradeStore.debug = False
1882 time_mock.return_value = time
1883 market.fetch_order.return_value = {
1884 "status": "foo",
1885 "datetime": "timestamp"
1886 }
1887 order.fetch()
1888
1889 market.fetch_order.assert_called_once()
1890 fetch_mouvements.assert_called_once()
1891 self.assertEqual("foo", order.status)
1892 self.assertEqual("timestamp", order.timestamp)
1893 self.assertEqual(time, order.fetch_cache_timestamp)
1894 self.assertEqual(1, len(order.results))
1895
1896 market.fetch_order.reset_mock()
1897 fetch_mouvements.reset_mock()
1898
1899 time_mock.return_value = time + 8
1900 order.fetch()
1901 market.fetch_order.assert_not_called()
1902 fetch_mouvements.assert_not_called()
1903
1904 order.fetch(force=True)
1905 market.fetch_order.assert_called_once()
1906 fetch_mouvements.assert_called_once()
1907
1908 market.fetch_order.reset_mock()
1909 fetch_mouvements.reset_mock()
1910
1911 time_mock.return_value = time + 19
1912 order.fetch()
1913 market.fetch_order.assert_called_once()
1914 fetch_mouvements.assert_called_once()
1915
1916 @mock.patch.object(portfolio.Order, "fetch")
1917 @mock.patch.object(portfolio.Order, "mark_finished_order")
1918 def test_get_status(self, mark_finished_order, fetch):
1919 with self.subTest(debug=True):
1920 portfolio.TradeStore.debug = True
1921 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1922 D("0.1"), "BTC", "long", "market", "trade")
1923 self.assertEqual("pending", order.get_status())
1924 fetch.assert_not_called()
1925
1926 with self.subTest(debug=False, finished=False):
1927 portfolio.TradeStore.debug = False
1928 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1929 D("0.1"), "BTC", "long", "market", "trade")
1930 def _fetch(order):
1931 def update_status():
1932 order.status = "open"
1933 return update_status
1934 fetch.side_effect = _fetch(order)
1935 self.assertEqual("open", order.get_status())
1936 mark_finished_order.assert_not_called()
1937 fetch.assert_called_once()
1938
1939 mark_finished_order.reset_mock()
1940 fetch.reset_mock()
1941 with self.subTest(debug=False, finished=True):
1942 portfolio.TradeStore.debug = False
1943 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1944 D("0.1"), "BTC", "long", "market", "trade")
1945 def _fetch(order):
1946 def update_status():
1947 order.status = "closed"
1948 return update_status
1949 fetch.side_effect = _fetch(order)
1950 self.assertEqual("closed", order.get_status())
1951 mark_finished_order.assert_called_once()
1952 fetch.assert_called_once()
1953
1954 def test_run(self):
1955 market = mock.Mock()
1956
1957 market.order_precision.return_value = 4
1958 with self.subTest(debug=True),\
1959 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1960 portfolio.TradeStore.debug = True
1961 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1962 D("0.1"), "BTC", "long", market, "trade")
1963 order.run()
1964 market.create_order.assert_not_called()
1965 self.assertEqual("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)\n", stdout_mock.getvalue())
1966 self.assertEqual("open", order.status)
1967 self.assertEqual(1, len(order.results))
1968 self.assertEqual(-1, order.id)
1969
1970 market.create_order.reset_mock()
1971 with self.subTest(debug=False):
1972 portfolio.TradeStore.debug = False
1973 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1974 D("0.1"), "BTC", "long", market, "trade")
1975 market.create_order.return_value = { "id": 123 }
1976 order.run()
1977 market.create_order.assert_called_once()
1978 self.assertEqual(1, len(order.results))
1979 self.assertEqual("open", order.status)
1980
1981 market.create_order.reset_mock()
1982 with self.subTest(exception=True),\
1983 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1984 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1985 D("0.1"), "BTC", "long", market, "trade")
1986 market.create_order.side_effect = Exception("bouh")
1987 order.run()
1988 market.create_order.assert_called_once()
1989 self.assertEqual(0, len(order.results))
1990 self.assertEqual("error", order.status)
1991 self.assertRegex(stdout_mock.getvalue(), "error when running market.create_order")
1992 self.assertRegex(stdout_mock.getvalue(), "Exception: bouh")
1993
1994 market.create_order.reset_mock()
1995 with self.subTest(dust_amount_exception=True),\
1996 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
1997 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
1998 D("0.1"), "BTC", "long", market, "trade")
1999 market.create_order.side_effect = portfolio.ExchangeNotAvailable
2000 order.run()
2001 market.create_order.assert_called_once()
2002 self.assertEqual(0, len(order.results))
2003 self.assertEqual("closed", order.status)
2004 mark_finished_order.assert_called_once()
2005
2006
2007 @unittest.skipUnless("unit" in limits, "Unit skipped")
2008 class MouvementTest(WebMockTestCase):
2009 def test_values(self):
2010 mouvement = portfolio.Mouvement("ETH", "BTC", {
2011 "tradeID": 42, "type": "buy", "fee": "0.0015",
2012 "date": "2017-12-30 12:00:12", "rate": "0.1",
2013 "amount": "10", "total": "1"
2014 })
2015 self.assertEqual("ETH", mouvement.currency)
2016 self.assertEqual("BTC", mouvement.base_currency)
2017 self.assertEqual(42, mouvement.id)
2018 self.assertEqual("buy", mouvement.action)
2019 self.assertEqual(D("0.0015"), mouvement.fee_rate)
2020 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2021 self.assertEqual(D("0.1"), mouvement.rate)
2022 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2023 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2024
2025 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2026 self.assertIsNone(mouvement.date)
2027 self.assertIsNone(mouvement.id)
2028 self.assertIsNone(mouvement.action)
2029 self.assertEqual(-1, mouvement.fee_rate)
2030 self.assertEqual(0, mouvement.rate)
2031 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2032 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2033
2034 @unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
2035 class AcceptanceTest(WebMockTestCase):
2036 @unittest.expectedFailure
2037 def test_success_sell_only_necessary(self):
2038 fetch_balance = {
2039 "ETH": {
2040 "exchange_free": D("1.0"),
2041 "exchange_used": D("0.0"),
2042 "exchange_total": D("1.0"),
2043 "total": D("1.0"),
2044 },
2045 "ETC": {
2046 "exchange_free": D("4.0"),
2047 "exchange_used": D("0.0"),
2048 "exchange_total": D("4.0"),
2049 "total": D("4.0"),
2050 },
2051 "XVG": {
2052 "exchange_free": D("1000.0"),
2053 "exchange_used": D("0.0"),
2054 "exchange_total": D("1000.0"),
2055 "total": D("1000.0"),
2056 },
2057 }
2058 repartition = {
2059 "ETH": (D("0.25"), "long"),
2060 "ETC": (D("0.25"), "long"),
2061 "BTC": (D("0.4"), "long"),
2062 "BTD": (D("0.01"), "short"),
2063 "B2X": (D("0.04"), "long"),
2064 "USDT": (D("0.05"), "long"),
2065 }
2066
2067 def fetch_ticker(symbol):
2068 if symbol == "ETH/BTC":
2069 return {
2070 "symbol": "ETH/BTC",
2071 "bid": D("0.14"),
2072 "ask": D("0.16")
2073 }
2074 if symbol == "ETC/BTC":
2075 return {
2076 "symbol": "ETC/BTC",
2077 "bid": D("0.002"),
2078 "ask": D("0.003")
2079 }
2080 if symbol == "XVG/BTC":
2081 return {
2082 "symbol": "XVG/BTC",
2083 "bid": D("0.00003"),
2084 "ask": D("0.00005")
2085 }
2086 if symbol == "BTD/BTC":
2087 return {
2088 "symbol": "BTD/BTC",
2089 "bid": D("0.0008"),
2090 "ask": D("0.0012")
2091 }
2092 if symbol == "B2X/BTC":
2093 return {
2094 "symbol": "B2X/BTC",
2095 "bid": D("0.0008"),
2096 "ask": D("0.0012")
2097 }
2098 if symbol == "USDT/BTC":
2099 raise helper.ExchangeError
2100 if symbol == "BTC/USDT":
2101 return {
2102 "symbol": "BTC/USDT",
2103 "bid": D("14000"),
2104 "ask": D("16000")
2105 }
2106 self.fail("Shouldn't have been called with {}".format(symbol))
2107
2108 market = mock.Mock()
2109 market.fetch_all_balances.return_value = fetch_balance
2110 market.fetch_ticker.side_effect = fetch_ticker
2111 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
2112 # Action 1
2113 helper.prepare_trades(market)
2114
2115 balances = portfolio.BalanceStore.all
2116 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
2117 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
2118 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
2119
2120
2121 trades = portfolio.TradeStore.all
2122 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
2123 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
2124 self.assertEqual("dispose", trades[0].action)
2125
2126 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
2127 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
2128 self.assertEqual("acquire", trades[1].action)
2129
2130 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
2131 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
2132 self.assertEqual("dispose", trades[2].action)
2133
2134 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
2135 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
2136 self.assertEqual("acquire", trades[3].action)
2137
2138 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
2139 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
2140 self.assertEqual("acquire", trades[4].action)
2141
2142 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
2143 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
2144 self.assertEqual("acquire", trades[5].action)
2145
2146 # Action 2
2147 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
2148
2149 all_orders = portfolio.TradeStore.all_orders(state="pending")
2150 self.assertEqual(2, len(all_orders))
2151 self.assertEqual(2, 3*all_orders[0].amount.value)
2152 self.assertEqual(D("0.14014"), all_orders[0].rate)
2153 self.assertEqual(1000, all_orders[1].amount.value)
2154 self.assertEqual(D("0.00003003"), all_orders[1].rate)
2155
2156
2157 def create_order(symbol, type, action, amount, price=None, account="exchange"):
2158 self.assertEqual("limit", type)
2159 if symbol == "ETH/BTC":
2160 self.assertEqual("sell", action)
2161 self.assertEqual(D('0.66666666'), amount)
2162 self.assertEqual(D("0.14014"), price)
2163 elif symbol == "XVG/BTC":
2164 self.assertEqual("sell", action)
2165 self.assertEqual(1000, amount)
2166 self.assertEqual(D("0.00003003"), price)
2167 else:
2168 self.fail("I shouldn't have been called")
2169
2170 return {
2171 "id": symbol,
2172 }
2173 market.create_order.side_effect = create_order
2174 market.order_precision.return_value = 8
2175
2176 # Action 3
2177 portfolio.TradeStore.run_orders()
2178
2179 self.assertEqual("open", all_orders[0].status)
2180 self.assertEqual("open", all_orders[1].status)
2181
2182 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
2183 market.privatePostReturnOrderTrades.return_value = [
2184 {
2185 "tradeID": 42, "type": "buy", "fee": "0.0015",
2186 "date": "2017-12-30 12:00:12", "rate": "0.1",
2187 "amount": "10", "total": "1"
2188 }
2189 ]
2190 with mock.patch.object(portfolio.time, "sleep") as sleep:
2191 # Action 4
2192 helper.follow_orders(verbose=False)
2193
2194 sleep.assert_called_with(30)
2195
2196 for order in all_orders:
2197 self.assertEqual("closed", order.status)
2198
2199 fetch_balance = {
2200 "ETH": {
2201 "exchange_free": D("1.0") / 3,
2202 "exchange_used": D("0.0"),
2203 "exchange_total": D("1.0") / 3,
2204 "margin_total": 0,
2205 "total": D("1.0") / 3,
2206 },
2207 "BTC": {
2208 "exchange_free": D("0.134"),
2209 "exchange_used": D("0.0"),
2210 "exchange_total": D("0.134"),
2211 "margin_total": 0,
2212 "total": D("0.134"),
2213 },
2214 "ETC": {
2215 "exchange_free": D("4.0"),
2216 "exchange_used": D("0.0"),
2217 "exchange_total": D("4.0"),
2218 "margin_total": 0,
2219 "total": D("4.0"),
2220 },
2221 "XVG": {
2222 "exchange_free": D("0.0"),
2223 "exchange_used": D("0.0"),
2224 "exchange_total": D("0.0"),
2225 "margin_total": 0,
2226 "total": D("0.0"),
2227 },
2228 }
2229 market.fetch_all_balances.return_value = fetch_balance
2230
2231 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
2232 # Action 5
2233 helper.update_trades(market, only="acquire", compute_value="average")
2234
2235 balances = portfolio.BalanceStore.all
2236 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
2237 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
2238 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
2239 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
2240
2241
2242 trades = portfolio.TradeStore.all
2243 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
2244 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
2245 self.assertEqual("dispose", trades[0].action)
2246
2247 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
2248 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
2249 self.assertEqual("acquire", trades[1].action)
2250
2251 self.assertNotIn("BTC", trades)
2252
2253 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
2254 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
2255 self.assertEqual("dispose", trades[2].action)
2256
2257 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
2258 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
2259 self.assertEqual("acquire", trades[3].action)
2260
2261 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
2262 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
2263 self.assertEqual("acquire", trades[4].action)
2264
2265 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
2266 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
2267 self.assertEqual("acquire", trades[5].action)
2268
2269 # Action 6
2270 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
2271
2272 all_orders = portfolio.TradeStore.all_orders(state="pending")
2273 self.assertEqual(4, len(all_orders))
2274 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
2275 self.assertEqual(D("0.003"), all_orders[0].rate)
2276 self.assertEqual("buy", all_orders[0].action)
2277 self.assertEqual("long", all_orders[0].trade_type)
2278
2279 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
2280 self.assertEqual(D("0.0012"), all_orders[1].rate)
2281 self.assertEqual("sell", all_orders[1].action)
2282 self.assertEqual("short", all_orders[1].trade_type)
2283
2284 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
2285 self.assertAlmostEqual(0, diff.value)
2286 self.assertEqual(D("0.0012"), all_orders[2].rate)
2287 self.assertEqual("buy", all_orders[2].action)
2288 self.assertEqual("long", all_orders[2].trade_type)
2289
2290 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
2291 self.assertEqual(D("16000"), all_orders[3].rate)
2292 self.assertEqual("sell", all_orders[3].action)
2293 self.assertEqual("long", all_orders[3].trade_type)
2294
2295 # Action 6b
2296 # TODO:
2297 # Move balances to margin
2298
2299 # Action 7
2300 # TODO
2301 # portfolio.TradeStore.run_orders()
2302
2303 with mock.patch.object(portfolio.time, "sleep") as sleep:
2304 # Action 8
2305 helper.follow_orders(verbose=False)
2306
2307 sleep.assert_called_with(30)
2308
2309 if __name__ == '__main__':
2310 unittest.main()
The trade bot responsible to follow the cryptoportfolio every week