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Add method to wait for portfolio update
[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(helper, "prepare_trades")
824 @mock.patch.object(helper, "follow_orders")
825 @mock.patch.object(portfolio.TradeStore, "prepare_orders")
826 @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
827 @mock.patch.object(portfolio.TradeStore, "run_orders")
828 @mock.patch('sys.stdout', new_callable=StringIO)
829 def test_process_sell_needed__1_sell(self, stdout_mock, run_orders,
830 print_all_with_order, prepare_orders, follow_orders,
831 prepare_trades):
832 market = mock.Mock()
833 portfolio.BalanceStore.all = {
834 "BTC": portfolio.Balance("BTC", {
835 "total": "0.65",
836 "exchange_total":"0.65",
837 "exchange_free": "0.35",
838 "exchange_used": "0.30"}),
839 "ETH": portfolio.Balance("ETH", {
840 "total": 3,
841 "exchange_total": 3,
842 "exchange_free": 3,
843 "exchange_used": 0}),
844 }
845 helper.process_sell_needed__1_sell(market)
846 prepare_trades.assert_called_with(market, base_currency="BTC",
847 debug=False)
848 prepare_orders.assert_called_with(compute_value="average",
849 only="dispose")
850 print_all_with_order.assert_called()
851 run_orders.assert_called()
852 follow_orders.assert_called()
853 self.assertRegex(stdout_mock.getvalue(), "Balance")
854
855 @mock.patch.object(helper, "update_trades")
856 @mock.patch.object(helper, "follow_orders")
857 @mock.patch.object(helper, "move_balances")
858 @mock.patch.object(portfolio.TradeStore, "prepare_orders")
859 @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
860 @mock.patch.object(portfolio.TradeStore, "run_orders")
861 @mock.patch('sys.stdout', new_callable=StringIO)
862 def test_process_sell_needed__2_buy(self, stdout_mock, run_orders,
863 print_all_with_order, prepare_orders, move_balances,
864 follow_orders, update_trades):
865 market = mock.Mock()
866 portfolio.BalanceStore.all = {
867 "BTC": portfolio.Balance("BTC", {
868 "total": "0.65",
869 "exchange_total":"0.65",
870 "exchange_free": "0.35",
871 "exchange_used": "0.30"}),
872 "ETH": portfolio.Balance("ETH", {
873 "total": 3,
874 "exchange_total": 3,
875 "exchange_free": 3,
876 "exchange_used": 0}),
877 }
878 helper.process_sell_needed__2_buy(market)
879 update_trades.assert_called_with(market, base_currency="BTC",
880 debug=False, only="acquire")
881 prepare_orders.assert_called_with(compute_value="average",
882 only="acquire")
883 print_all_with_order.assert_called()
884 move_balances.assert_called_with(market, debug=False)
885 run_orders.assert_called()
886 follow_orders.assert_called()
887 self.assertRegex(stdout_mock.getvalue(), "Balance")
888
889 @mock.patch.object(helper, "prepare_trades_to_sell_all")
890 @mock.patch.object(helper, "follow_orders")
891 @mock.patch.object(portfolio.TradeStore, "prepare_orders")
892 @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
893 @mock.patch.object(portfolio.TradeStore, "run_orders")
894 @mock.patch('sys.stdout', new_callable=StringIO)
895 def test_process_sell_all__1_sell(self, stdout_mock, run_orders,
896 print_all_with_order, prepare_orders, follow_orders,
897 prepare_trades_to_sell_all):
898 market = mock.Mock()
899 portfolio.BalanceStore.all = {
900 "BTC": portfolio.Balance("BTC", {
901 "total": "0.65",
902 "exchange_total":"0.65",
903 "exchange_free": "0.35",
904 "exchange_used": "0.30"}),
905 "ETH": portfolio.Balance("ETH", {
906 "total": 3,
907 "exchange_total": 3,
908 "exchange_free": 3,
909 "exchange_used": 0}),
910 }
911 helper.process_sell_all__1_all_sell(market)
912 prepare_trades_to_sell_all.assert_called_with(market, base_currency="BTC",
913 debug=False)
914 prepare_orders.assert_called_with(compute_value="average")
915 print_all_with_order.assert_called()
916 run_orders.assert_called()
917 follow_orders.assert_called()
918 self.assertRegex(stdout_mock.getvalue(), "Balance")
919
920 @mock.patch.object(helper, "prepare_trades")
921 @mock.patch.object(helper, "follow_orders")
922 @mock.patch.object(helper, "move_balances")
923 @mock.patch.object(portfolio.TradeStore, "prepare_orders")
924 @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
925 @mock.patch.object(portfolio.TradeStore, "run_orders")
926 @mock.patch('sys.stdout', new_callable=StringIO)
927 def test_process_sell_all__2_all_buy(self, stdout_mock, run_orders,
928 print_all_with_order, prepare_orders, move_balances,
929 follow_orders, prepare_trades):
930 market = mock.Mock()
931 portfolio.BalanceStore.all = {
932 "BTC": portfolio.Balance("BTC", {
933 "total": "0.65",
934 "exchange_total":"0.65",
935 "exchange_free": "0.35",
936 "exchange_used": "0.30"}),
937 "ETH": portfolio.Balance("ETH", {
938 "total": 3,
939 "exchange_total": 3,
940 "exchange_free": 3,
941 "exchange_used": 0}),
942 }
943 helper.process_sell_all__2_all_buy(market)
944 prepare_trades.assert_called_with(market, base_currency="BTC",
945 debug=False)
946 prepare_orders.assert_called_with()
947 print_all_with_order.assert_called()
948 move_balances.assert_called_with(market, debug=False)
949 run_orders.assert_called()
950 follow_orders.assert_called()
951 self.assertRegex(stdout_mock.getvalue(), "Balance")
952
953
954 @unittest.skipUnless("unit" in limits, "Unit skipped")
955 class TradeStoreTest(WebMockTestCase):
956 @mock.patch.object(portfolio.BalanceStore, "currencies")
957 @mock.patch.object(portfolio.TradeStore, "add_trade_if_matching")
958 def test_compute_trades(self, add_trade_if_matching, currencies):
959 currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
960
961 values_in_base = {
962 "XMR": portfolio.Amount("BTC", D("0.9")),
963 "DASH": portfolio.Amount("BTC", D("0.4")),
964 "XVG": portfolio.Amount("BTC", D("-0.5")),
965 "BTC": portfolio.Amount("BTC", D("0.5")),
966 }
967 new_repartition = {
968 "DASH": portfolio.Amount("BTC", D("0.5")),
969 "XVG": portfolio.Amount("BTC", D("0.1")),
970 "BTC": portfolio.Amount("BTC", D("0.4")),
971 "ETH": portfolio.Amount("BTC", D("0.3")),
972 }
973
974 portfolio.TradeStore.compute_trades(values_in_base,
975 new_repartition, only="only", market="market")
976
977 self.assertEqual(5, add_trade_if_matching.call_count)
978 add_trade_if_matching.assert_any_call(
979 portfolio.Amount("BTC", D("0.9")),
980 portfolio.Amount("BTC", 0),
981 "XMR", only="only", market="market"
982 )
983 add_trade_if_matching.assert_any_call(
984 portfolio.Amount("BTC", D("0.4")),
985 portfolio.Amount("BTC", D("0.5")),
986 "DASH", only="only", market="market"
987 )
988 add_trade_if_matching.assert_any_call(
989 portfolio.Amount("BTC", D("-0.5")),
990 portfolio.Amount("BTC", D("0")),
991 "XVG", only="only", market="market"
992 )
993 add_trade_if_matching.assert_any_call(
994 portfolio.Amount("BTC", D("0")),
995 portfolio.Amount("BTC", D("0.1")),
996 "XVG", only="only", market="market"
997 )
998 add_trade_if_matching.assert_any_call(
999 portfolio.Amount("BTC", D("0")),
1000 portfolio.Amount("BTC", D("0.3")),
1001 "ETH", only="only", market="market"
1002 )
1003
1004 def test_add_trade_if_matching(self):
1005 result = portfolio.TradeStore.add_trade_if_matching(
1006 portfolio.Amount("BTC", D("0")),
1007 portfolio.Amount("BTC", D("0.3")),
1008 "ETH", only="nope", market="market"
1009 )
1010 self.assertEqual(0, len(portfolio.TradeStore.all))
1011 self.assertEqual(False, result)
1012
1013 portfolio.TradeStore.all = []
1014 result = portfolio.TradeStore.add_trade_if_matching(
1015 portfolio.Amount("BTC", D("0")),
1016 portfolio.Amount("BTC", D("0.3")),
1017 "ETH", only=None, market="market"
1018 )
1019 self.assertEqual(1, len(portfolio.TradeStore.all))
1020 self.assertEqual(True, result)
1021
1022 portfolio.TradeStore.all = []
1023 result = portfolio.TradeStore.add_trade_if_matching(
1024 portfolio.Amount("BTC", D("0")),
1025 portfolio.Amount("BTC", D("0.3")),
1026 "ETH", only="acquire", market="market"
1027 )
1028 self.assertEqual(1, len(portfolio.TradeStore.all))
1029 self.assertEqual(True, result)
1030
1031 portfolio.TradeStore.all = []
1032 result = portfolio.TradeStore.add_trade_if_matching(
1033 portfolio.Amount("BTC", D("0")),
1034 portfolio.Amount("BTC", D("0.3")),
1035 "ETH", only="dispose", market="market"
1036 )
1037 self.assertEqual(0, len(portfolio.TradeStore.all))
1038 self.assertEqual(False, result)
1039
1040 def test_prepare_orders(self):
1041 trade_mock1 = mock.Mock()
1042 trade_mock2 = mock.Mock()
1043
1044 portfolio.TradeStore.all.append(trade_mock1)
1045 portfolio.TradeStore.all.append(trade_mock2)
1046
1047 portfolio.TradeStore.prepare_orders()
1048 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1049 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1050
1051 portfolio.TradeStore.prepare_orders(compute_value="bla")
1052 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1053 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
1054
1055 trade_mock1.prepare_order.reset_mock()
1056 trade_mock2.prepare_order.reset_mock()
1057
1058 trade_mock1.action = "foo"
1059 trade_mock2.action = "bar"
1060 portfolio.TradeStore.prepare_orders(only="bar")
1061 trade_mock1.prepare_order.assert_not_called()
1062 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1063
1064 def test_print_all_with_order(self):
1065 trade_mock1 = mock.Mock()
1066 trade_mock2 = mock.Mock()
1067 trade_mock3 = mock.Mock()
1068 portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3]
1069
1070 portfolio.TradeStore.print_all_with_order()
1071
1072 trade_mock1.print_with_order.assert_called()
1073 trade_mock2.print_with_order.assert_called()
1074 trade_mock3.print_with_order.assert_called()
1075
1076 @mock.patch.object(portfolio.TradeStore, "all_orders")
1077 def test_run_orders(self, all_orders):
1078 order_mock1 = mock.Mock()
1079 order_mock2 = mock.Mock()
1080 order_mock3 = mock.Mock()
1081 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1082 portfolio.TradeStore.run_orders()
1083 all_orders.assert_called_with(state="pending")
1084
1085 order_mock1.run.assert_called()
1086 order_mock2.run.assert_called()
1087 order_mock3.run.assert_called()
1088
1089 def test_all_orders(self):
1090 trade_mock1 = mock.Mock()
1091 trade_mock2 = mock.Mock()
1092
1093 order_mock1 = mock.Mock()
1094 order_mock2 = mock.Mock()
1095 order_mock3 = mock.Mock()
1096
1097 trade_mock1.orders = [order_mock1, order_mock2]
1098 trade_mock2.orders = [order_mock3]
1099
1100 order_mock1.status = "pending"
1101 order_mock2.status = "open"
1102 order_mock3.status = "open"
1103
1104 portfolio.TradeStore.all.append(trade_mock1)
1105 portfolio.TradeStore.all.append(trade_mock2)
1106
1107 orders = portfolio.TradeStore.all_orders()
1108 self.assertEqual(3, len(orders))
1109
1110 open_orders = portfolio.TradeStore.all_orders(state="open")
1111 self.assertEqual(2, len(open_orders))
1112 self.assertEqual([order_mock2, order_mock3], open_orders)
1113
1114 @mock.patch.object(portfolio.TradeStore, "all_orders")
1115 def test_update_all_orders_status(self, all_orders):
1116 order_mock1 = mock.Mock()
1117 order_mock2 = mock.Mock()
1118 order_mock3 = mock.Mock()
1119 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1120 portfolio.TradeStore.update_all_orders_status()
1121 all_orders.assert_called_with(state="open")
1122
1123 order_mock1.get_status.assert_called()
1124 order_mock2.get_status.assert_called()
1125 order_mock3.get_status.assert_called()
1126
1127 @unittest.skipUnless("unit" in limits, "Unit skipped")
1128 class BalanceStoreTest(WebMockTestCase):
1129 def setUp(self):
1130 super(BalanceStoreTest, self).setUp()
1131
1132 self.fetch_balance = {
1133 "ETC": {
1134 "exchange_free": 0,
1135 "exchange_used": 0,
1136 "exchange_total": 0,
1137 "margin_total": 0,
1138 },
1139 "USDT": {
1140 "exchange_free": D("6.0"),
1141 "exchange_used": D("1.2"),
1142 "exchange_total": D("7.2"),
1143 "margin_total": 0,
1144 },
1145 "XVG": {
1146 "exchange_free": 16,
1147 "exchange_used": 0,
1148 "exchange_total": 16,
1149 "margin_total": 0,
1150 },
1151 "XMR": {
1152 "exchange_free": 0,
1153 "exchange_used": 0,
1154 "exchange_total": 0,
1155 "margin_total": D("-1.0"),
1156 "margin_free": 0,
1157 },
1158 }
1159
1160 @mock.patch.object(helper, "get_ticker")
1161 def test_in_currency(self, get_ticker):
1162 portfolio.BalanceStore.all = {
1163 "BTC": portfolio.Balance("BTC", {
1164 "total": "0.65",
1165 "exchange_total":"0.65",
1166 "exchange_free": "0.35",
1167 "exchange_used": "0.30"}),
1168 "ETH": portfolio.Balance("ETH", {
1169 "total": 3,
1170 "exchange_total": 3,
1171 "exchange_free": 3,
1172 "exchange_used": 0}),
1173 }
1174 market = mock.Mock()
1175 get_ticker.return_value = {
1176 "bid": D("0.09"),
1177 "ask": D("0.11"),
1178 "average": D("0.1"),
1179 }
1180
1181 amounts = portfolio.BalanceStore.in_currency("BTC", market)
1182 self.assertEqual("BTC", amounts["ETH"].currency)
1183 self.assertEqual(D("0.65"), amounts["BTC"].value)
1184 self.assertEqual(D("0.30"), amounts["ETH"].value)
1185
1186 amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid")
1187 self.assertEqual(D("0.65"), amounts["BTC"].value)
1188 self.assertEqual(D("0.27"), amounts["ETH"].value)
1189
1190 amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used")
1191 self.assertEqual(D("0.30"), amounts["BTC"].value)
1192 self.assertEqual(0, amounts["ETH"].value)
1193
1194 def test_fetch_balances(self):
1195 market = mock.Mock()
1196 market.fetch_all_balances.return_value = self.fetch_balance
1197
1198 portfolio.BalanceStore.fetch_balances(market)
1199 self.assertNotIn("ETC", portfolio.BalanceStore.currencies())
1200 self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies()))
1201
1202 portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", {
1203 "exchange_total": "1", "exchange_free": "0",
1204 "exchange_used": "1" })
1205 portfolio.BalanceStore.fetch_balances(market)
1206 self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total)
1207 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies()))
1208
1209 @mock.patch.object(portfolio.Portfolio, "repartition")
1210 def test_dispatch_assets(self, repartition):
1211 market = mock.Mock()
1212 market.fetch_all_balances.return_value = self.fetch_balance
1213 portfolio.BalanceStore.fetch_balances(market)
1214
1215 self.assertNotIn("XEM", portfolio.BalanceStore.currencies())
1216
1217 repartition.return_value = {
1218 "XEM": (D("0.75"), "long"),
1219 "BTC": (D("0.26"), "long"),
1220 "DASH": (D("0.10"), "short"),
1221 }
1222
1223 amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1224 self.assertIn("XEM", portfolio.BalanceStore.currencies())
1225 self.assertEqual(D("2.6"), amounts["BTC"].value)
1226 self.assertEqual(D("7.5"), amounts["XEM"].value)
1227 self.assertEqual(D("-1.0"), amounts["DASH"].value)
1228
1229 def test_currencies(self):
1230 portfolio.BalanceStore.all = {
1231 "BTC": portfolio.Balance("BTC", {
1232 "total": "0.65",
1233 "exchange_total":"0.65",
1234 "exchange_free": "0.35",
1235 "exchange_used": "0.30"}),
1236 "ETH": portfolio.Balance("ETH", {
1237 "total": 3,
1238 "exchange_total": 3,
1239 "exchange_free": 3,
1240 "exchange_used": 0}),
1241 }
1242 self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies()))
1243
1244 @unittest.skipUnless("unit" in limits, "Unit skipped")
1245 class ComputationTest(WebMockTestCase):
1246 def test_compute_value(self):
1247 compute = mock.Mock()
1248 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1249 compute.assert_called_with("foo", "ask")
1250
1251 compute.reset_mock()
1252 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1253 compute.assert_called_with("foo", "bid")
1254
1255 compute.reset_mock()
1256 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1257 compute.assert_called_with("foo", "ask")
1258
1259 compute.reset_mock()
1260 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1261 compute.assert_called_with("foo", "bid")
1262
1263 compute.reset_mock()
1264 portfolio.Computation.computations["test"] = compute
1265 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1266 compute.assert_called_with("foo", "bid")
1267
1268
1269 @unittest.skipUnless("unit" in limits, "Unit skipped")
1270 class TradeTest(WebMockTestCase):
1271
1272 def test_values_assertion(self):
1273 value_from = portfolio.Amount("BTC", "1.0")
1274 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1275 value_to = portfolio.Amount("BTC", "1.0")
1276 trade = portfolio.Trade(value_from, value_to, "ETH")
1277 self.assertEqual("BTC", trade.base_currency)
1278 self.assertEqual("ETH", trade.currency)
1279
1280 with self.assertRaises(AssertionError):
1281 portfolio.Trade(value_from, value_to, "ETC")
1282 with self.assertRaises(AssertionError):
1283 value_from.linked_to = None
1284 portfolio.Trade(value_from, value_to, "ETH")
1285 with self.assertRaises(AssertionError):
1286 value_from.currency = "ETH"
1287 portfolio.Trade(value_from, value_to, "ETH")
1288
1289 value_from = portfolio.Amount("BTC", 0)
1290 trade = portfolio.Trade(value_from, value_to, "ETH")
1291 self.assertEqual(0, trade.value_from.linked_to)
1292
1293 def test_action(self):
1294 value_from = portfolio.Amount("BTC", "1.0")
1295 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1296 value_to = portfolio.Amount("BTC", "1.0")
1297 trade = portfolio.Trade(value_from, value_to, "ETH")
1298
1299 self.assertIsNone(trade.action)
1300
1301 value_from = portfolio.Amount("BTC", "1.0")
1302 value_from.linked_to = portfolio.Amount("BTC", "1.0")
1303 value_to = portfolio.Amount("BTC", "2.0")
1304 trade = portfolio.Trade(value_from, value_to, "BTC")
1305
1306 self.assertIsNone(trade.action)
1307
1308 value_from = portfolio.Amount("BTC", "0.5")
1309 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1310 value_to = portfolio.Amount("BTC", "1.0")
1311 trade = portfolio.Trade(value_from, value_to, "ETH")
1312
1313 self.assertEqual("acquire", trade.action)
1314
1315 value_from = portfolio.Amount("BTC", "0")
1316 value_from.linked_to = portfolio.Amount("ETH", "0")
1317 value_to = portfolio.Amount("BTC", "-1.0")
1318 trade = portfolio.Trade(value_from, value_to, "ETH")
1319
1320 self.assertEqual("acquire", trade.action)
1321
1322 def test_order_action(self):
1323 value_from = portfolio.Amount("BTC", "0.5")
1324 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1325 value_to = portfolio.Amount("BTC", "1.0")
1326 trade = portfolio.Trade(value_from, value_to, "ETH")
1327
1328 self.assertEqual("buy", trade.order_action(False))
1329 self.assertEqual("sell", trade.order_action(True))
1330
1331 value_from = portfolio.Amount("BTC", "0")
1332 value_from.linked_to = portfolio.Amount("ETH", "0")
1333 value_to = portfolio.Amount("BTC", "-1.0")
1334 trade = portfolio.Trade(value_from, value_to, "ETH")
1335
1336 self.assertEqual("sell", trade.order_action(False))
1337 self.assertEqual("buy", trade.order_action(True))
1338
1339 def test_trade_type(self):
1340 value_from = portfolio.Amount("BTC", "0.5")
1341 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1342 value_to = portfolio.Amount("BTC", "1.0")
1343 trade = portfolio.Trade(value_from, value_to, "ETH")
1344
1345 self.assertEqual("long", trade.trade_type)
1346
1347 value_from = portfolio.Amount("BTC", "0")
1348 value_from.linked_to = portfolio.Amount("ETH", "0")
1349 value_to = portfolio.Amount("BTC", "-1.0")
1350 trade = portfolio.Trade(value_from, value_to, "ETH")
1351
1352 self.assertEqual("short", trade.trade_type)
1353
1354 def test_filled_amount(self):
1355 value_from = portfolio.Amount("BTC", "0.5")
1356 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1357 value_to = portfolio.Amount("BTC", "1.0")
1358 trade = portfolio.Trade(value_from, value_to, "ETH")
1359
1360 order1 = mock.Mock()
1361 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
1362
1363 order2 = mock.Mock()
1364 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
1365 trade.orders.append(order1)
1366 trade.orders.append(order2)
1367
1368 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1369 order1.filled_amount.assert_called_with(in_base_currency=False)
1370 order2.filled_amount.assert_called_with(in_base_currency=False)
1371
1372 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1373 order1.filled_amount.assert_called_with(in_base_currency=False)
1374 order2.filled_amount.assert_called_with(in_base_currency=False)
1375
1376 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1377 order1.filled_amount.assert_called_with(in_base_currency=True)
1378 order2.filled_amount.assert_called_with(in_base_currency=True)
1379
1380 @mock.patch.object(helper, "get_ticker")
1381 @mock.patch.object(portfolio.Computation, "compute_value")
1382 @mock.patch.object(portfolio.Trade, "filled_amount")
1383 @mock.patch.object(portfolio, "Order")
1384 def test_prepare_order(self, Order, filled_amount, compute_value, get_ticker):
1385 Order.return_value = "Order"
1386
1387 with self.subTest(desc="Nothing to do"):
1388 value_from = portfolio.Amount("BTC", "10")
1389 value_from.rate = D("0.1")
1390 value_from.linked_to = portfolio.Amount("FOO", "100")
1391 value_to = portfolio.Amount("BTC", "10")
1392 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1393
1394 trade.prepare_order()
1395
1396 filled_amount.assert_not_called()
1397 compute_value.assert_not_called()
1398 self.assertEqual(0, len(trade.orders))
1399 Order.assert_not_called()
1400
1401 get_ticker.return_value = { "inverted": False }
1402 with self.subTest(desc="Already filled"), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1403 filled_amount.return_value = portfolio.Amount("FOO", "100")
1404 compute_value.return_value = D("0.125")
1405
1406 value_from = portfolio.Amount("BTC", "10")
1407 value_from.rate = D("0.1")
1408 value_from.linked_to = portfolio.Amount("FOO", "100")
1409 value_to = portfolio.Amount("BTC", "0")
1410 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1411
1412 trade.prepare_order()
1413
1414 filled_amount.assert_called_with(in_base_currency=False)
1415 compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
1416 self.assertEqual(0, len(trade.orders))
1417 self.assertRegex(stdout_mock.getvalue(), "Less to do than already filled: ")
1418 Order.assert_not_called()
1419
1420 with self.subTest(action="dispose", inverted=False):
1421 filled_amount.return_value = portfolio.Amount("FOO", "60")
1422 compute_value.return_value = D("0.125")
1423
1424 value_from = portfolio.Amount("BTC", "10")
1425 value_from.rate = D("0.1")
1426 value_from.linked_to = portfolio.Amount("FOO", "100")
1427 value_to = portfolio.Amount("BTC", "1")
1428 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1429
1430 trade.prepare_order()
1431
1432 filled_amount.assert_called_with(in_base_currency=False)
1433 compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
1434 self.assertEqual(1, len(trade.orders))
1435 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1436 D("0.125"), "BTC", "long", "market",
1437 trade, close_if_possible=False)
1438
1439 with self.subTest(action="acquire", inverted=False):
1440 filled_amount.return_value = portfolio.Amount("BTC", "3")
1441 compute_value.return_value = D("0.125")
1442
1443 value_from = portfolio.Amount("BTC", "1")
1444 value_from.rate = D("0.1")
1445 value_from.linked_to = portfolio.Amount("FOO", "10")
1446 value_to = portfolio.Amount("BTC", "10")
1447 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1448
1449 trade.prepare_order()
1450
1451 filled_amount.assert_called_with(in_base_currency=True)
1452 compute_value.assert_called_with(get_ticker.return_value, "buy", compute_value="default")
1453 self.assertEqual(1, len(trade.orders))
1454
1455 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
1456 D("0.125"), "BTC", "long", "market",
1457 trade, close_if_possible=False)
1458
1459 with self.subTest(close_if_possible=True):
1460 filled_amount.return_value = portfolio.Amount("FOO", "0")
1461 compute_value.return_value = D("0.125")
1462
1463 value_from = portfolio.Amount("BTC", "10")
1464 value_from.rate = D("0.1")
1465 value_from.linked_to = portfolio.Amount("FOO", "100")
1466 value_to = portfolio.Amount("BTC", "0")
1467 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1468
1469 trade.prepare_order()
1470
1471 filled_amount.assert_called_with(in_base_currency=False)
1472 compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
1473 self.assertEqual(1, len(trade.orders))
1474 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
1475 D("0.125"), "BTC", "long", "market",
1476 trade, close_if_possible=True)
1477
1478 get_ticker.return_value = { "inverted": True, "original": {} }
1479 with self.subTest(action="dispose", inverted=True):
1480 filled_amount.return_value = portfolio.Amount("FOO", "300")
1481 compute_value.return_value = D("125")
1482
1483 value_from = portfolio.Amount("BTC", "10")
1484 value_from.rate = D("0.01")
1485 value_from.linked_to = portfolio.Amount("FOO", "1000")
1486 value_to = portfolio.Amount("BTC", "1")
1487 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1488
1489 trade.prepare_order(compute_value="foo")
1490
1491 filled_amount.assert_called_with(in_base_currency=True)
1492 compute_value.assert_called_with(get_ticker.return_value["original"], "buy", compute_value="foo")
1493 self.assertEqual(1, len(trade.orders))
1494 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
1495 D("125"), "FOO", "long", "market",
1496 trade, close_if_possible=False)
1497
1498 with self.subTest(action="acquire", inverted=True):
1499 filled_amount.return_value = portfolio.Amount("BTC", "4")
1500 compute_value.return_value = D("125")
1501
1502 value_from = portfolio.Amount("BTC", "1")
1503 value_from.rate = D("0.01")
1504 value_from.linked_to = portfolio.Amount("FOO", "100")
1505 value_to = portfolio.Amount("BTC", "10")
1506 trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1507
1508 trade.prepare_order(compute_value="foo")
1509
1510 filled_amount.assert_called_with(in_base_currency=False)
1511 compute_value.assert_called_with(get_ticker.return_value["original"], "sell", compute_value="foo")
1512 self.assertEqual(1, len(trade.orders))
1513 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
1514 D("125"), "FOO", "long", "market",
1515 trade, close_if_possible=False)
1516
1517
1518 @mock.patch.object(portfolio.Trade, "prepare_order")
1519 def test_update_order(self, prepare_order):
1520 order_mock = mock.Mock()
1521 new_order_mock = mock.Mock()
1522
1523 value_from = portfolio.Amount("BTC", "0.5")
1524 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1525 value_to = portfolio.Amount("BTC", "1.0")
1526 trade = portfolio.Trade(value_from, value_to, "ETH")
1527 prepare_order.return_value = new_order_mock
1528
1529 for i in [0, 1, 3, 4, 6]:
1530 with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1531 trade.update_order(order_mock, i)
1532 order_mock.cancel.assert_not_called()
1533 new_order_mock.run.assert_not_called()
1534 self.assertRegex(stdout_mock.getvalue(), "tick {}, waiting".format(i))
1535
1536 order_mock.reset_mock()
1537 new_order_mock.reset_mock()
1538 trade.orders = []
1539
1540 with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1541 trade.update_order(order_mock, 2)
1542 order_mock.cancel.assert_called()
1543 new_order_mock.run.assert_called()
1544 prepare_order.assert_called()
1545 self.assertRegex(stdout_mock.getvalue(), "tick 2, cancelling and adjusting")
1546
1547 order_mock.reset_mock()
1548 new_order_mock.reset_mock()
1549 trade.orders = []
1550
1551 with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1552 trade.update_order(order_mock, 5)
1553 order_mock.cancel.assert_called()
1554 new_order_mock.run.assert_called()
1555 prepare_order.assert_called()
1556 self.assertRegex(stdout_mock.getvalue(), "tick 5, cancelling and adjusting")
1557
1558 order_mock.reset_mock()
1559 new_order_mock.reset_mock()
1560 trade.orders = []
1561
1562 with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1563 trade.update_order(order_mock, 7)
1564 order_mock.cancel.assert_called()
1565 new_order_mock.run.assert_called()
1566 prepare_order.assert_called_with(compute_value="default")
1567 self.assertRegex(stdout_mock.getvalue(), "tick 7, fallbacking to market value")
1568 self.assertRegex(stdout_mock.getvalue(), "tick 7, market value, cancelling and adjusting to")
1569
1570 order_mock.reset_mock()
1571 new_order_mock.reset_mock()
1572 trade.orders = []
1573
1574 for i in [10, 13, 16]:
1575 with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1576 trade.update_order(order_mock, i)
1577 order_mock.cancel.assert_called()
1578 new_order_mock.run.assert_called()
1579 prepare_order.assert_called_with(compute_value="default")
1580 self.assertNotRegex(stdout_mock.getvalue(), "tick {}, fallbacking to market value".format(i))
1581 self.assertRegex(stdout_mock.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i))
1582
1583 order_mock.reset_mock()
1584 new_order_mock.reset_mock()
1585 trade.orders = []
1586
1587 for i in [8, 9, 11, 12]:
1588 with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1589 trade.update_order(order_mock, i)
1590 order_mock.cancel.assert_not_called()
1591 new_order_mock.run.assert_not_called()
1592 self.assertEqual("", stdout_mock.getvalue())
1593
1594 order_mock.reset_mock()
1595 new_order_mock.reset_mock()
1596 trade.orders = []
1597
1598
1599 @mock.patch('sys.stdout', new_callable=StringIO)
1600 def test_print_with_order(self, mock_stdout):
1601 value_from = portfolio.Amount("BTC", "0.5")
1602 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1603 value_to = portfolio.Amount("BTC", "1.0")
1604 trade = portfolio.Trade(value_from, value_to, "ETH")
1605
1606 order_mock1 = mock.Mock()
1607 order_mock1.__repr__ = mock.Mock()
1608 order_mock1.__repr__.return_value = "Mock 1"
1609 order_mock2 = mock.Mock()
1610 order_mock2.__repr__ = mock.Mock()
1611 order_mock2.__repr__.return_value = "Mock 2"
1612 trade.orders.append(order_mock1)
1613 trade.orders.append(order_mock2)
1614
1615 trade.print_with_order()
1616
1617 out = mock_stdout.getvalue().split("\n")
1618 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0])
1619 self.assertEqual("\tMock 1", out[1])
1620 self.assertEqual("\tMock 2", out[2])
1621
1622 def test__repr(self):
1623 value_from = portfolio.Amount("BTC", "0.5")
1624 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1625 value_to = portfolio.Amount("BTC", "1.0")
1626 trade = portfolio.Trade(value_from, value_to, "ETH")
1627
1628 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
1629
1630 @unittest.skipUnless("unit" in limits, "Unit skipped")
1631 class OrderTest(WebMockTestCase):
1632 def test_values(self):
1633 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1634 D("0.1"), "BTC", "long", "market", "trade")
1635 self.assertEqual("buy", order.action)
1636 self.assertEqual(10, order.amount.value)
1637 self.assertEqual("ETH", order.amount.currency)
1638 self.assertEqual(D("0.1"), order.rate)
1639 self.assertEqual("BTC", order.base_currency)
1640 self.assertEqual("market", order.market)
1641 self.assertEqual("long", order.trade_type)
1642 self.assertEqual("pending", order.status)
1643 self.assertEqual("trade", order.trade)
1644 self.assertIsNone(order.id)
1645 self.assertFalse(order.close_if_possible)
1646
1647 def test__repr(self):
1648 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1649 D("0.1"), "BTC", "long", "market", "trade")
1650 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
1651
1652 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1653 D("0.1"), "BTC", "long", "market", "trade",
1654 close_if_possible=True)
1655 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
1656
1657 def test_account(self):
1658 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1659 D("0.1"), "BTC", "long", "market", "trade")
1660 self.assertEqual("exchange", order.account)
1661
1662 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1663 D("0.1"), "BTC", "short", "market", "trade")
1664 self.assertEqual("margin", order.account)
1665
1666 def test_pending(self):
1667 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1668 D("0.1"), "BTC", "long", "market", "trade")
1669 self.assertTrue(order.pending)
1670 order.status = "open"
1671 self.assertFalse(order.pending)
1672
1673 def test_open(self):
1674 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1675 D("0.1"), "BTC", "long", "market", "trade")
1676 self.assertFalse(order.open)
1677 order.status = "open"
1678 self.assertTrue(order.open)
1679
1680 def test_finished(self):
1681 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1682 D("0.1"), "BTC", "long", "market", "trade")
1683 self.assertFalse(order.finished)
1684 order.status = "closed"
1685 self.assertTrue(order.finished)
1686 order.status = "canceled"
1687 self.assertTrue(order.finished)
1688 order.status = "error"
1689 self.assertTrue(order.finished)
1690
1691 @mock.patch.object(portfolio.Order, "fetch")
1692 def test_cancel(self, fetch):
1693 market = mock.Mock()
1694 portfolio.TradeStore.debug = True
1695 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1696 D("0.1"), "BTC", "long", market, "trade")
1697 order.status = "open"
1698
1699 order.cancel()
1700 market.cancel_order.assert_not_called()
1701 self.assertEqual("canceled", order.status)
1702
1703 portfolio.TradeStore.debug = False
1704 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1705 D("0.1"), "BTC", "long", market, "trade")
1706 order.status = "open"
1707 order.id = 42
1708
1709 order.cancel()
1710 market.cancel_order.assert_called_with(42)
1711 fetch.assert_called_once()
1712
1713 def test_dust_amount_remaining(self):
1714 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1715 D("0.1"), "BTC", "long", "market", "trade")
1716 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
1717 self.assertFalse(order.dust_amount_remaining())
1718
1719 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
1720 self.assertTrue(order.dust_amount_remaining())
1721
1722 @mock.patch.object(portfolio.Order, "fetch")
1723 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
1724 def test_remaining_amount(self, filled_amount, fetch):
1725 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1726 D("0.1"), "BTC", "long", "market", "trade")
1727
1728 self.assertEqual(9, order.remaining_amount().value)
1729 order.fetch.assert_not_called()
1730
1731 order.status = "open"
1732 self.assertEqual(9, order.remaining_amount().value)
1733 fetch.assert_called_once()
1734
1735 @mock.patch.object(portfolio.Order, "fetch")
1736 def test_filled_amount(self, fetch):
1737 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1738 D("0.1"), "BTC", "long", "market", "trade")
1739 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
1740 "tradeID": 42, "type": "buy", "fee": "0.0015",
1741 "date": "2017-12-30 12:00:12", "rate": "0.1",
1742 "amount": "3", "total": "0.3"
1743 }))
1744 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
1745 "tradeID": 43, "type": "buy", "fee": "0.0015",
1746 "date": "2017-12-30 13:00:12", "rate": "0.2",
1747 "amount": "2", "total": "0.4"
1748 }))
1749 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
1750 fetch.assert_not_called()
1751 order.status = "open"
1752 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
1753 fetch.assert_called_once()
1754 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
1755
1756 def test_fetch_mouvements(self):
1757 market = mock.Mock()
1758 market.privatePostReturnOrderTrades.return_value = [
1759 {
1760 "tradeID": 42, "type": "buy", "fee": "0.0015",
1761 "date": "2017-12-30 12:00:12", "rate": "0.1",
1762 "amount": "3", "total": "0.3"
1763 },
1764 {
1765 "tradeID": 43, "type": "buy", "fee": "0.0015",
1766 "date": "2017-12-30 13:00:12", "rate": "0.2",
1767 "amount": "2", "total": "0.4"
1768 }
1769 ]
1770 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1771 D("0.1"), "BTC", "long", market, "trade")
1772 order.id = 12
1773 order.mouvements = ["Foo", "Bar", "Baz"]
1774
1775 order.fetch_mouvements()
1776
1777 market.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
1778 self.assertEqual(2, len(order.mouvements))
1779 self.assertEqual(42, order.mouvements[0].id)
1780 self.assertEqual(43, order.mouvements[1].id)
1781
1782 market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
1783 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1784 D("0.1"), "BTC", "long", market, "trade")
1785 order.fetch_mouvements()
1786 self.assertEqual(0, len(order.mouvements))
1787
1788 def test_mark_finished_order(self):
1789 market = mock.Mock()
1790 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1791 D("0.1"), "BTC", "short", market, "trade",
1792 close_if_possible=True)
1793 order.status = "closed"
1794 portfolio.TradeStore.debug = False
1795
1796 order.mark_finished_order()
1797 market.close_margin_position.assert_called_with("ETH", "BTC")
1798 market.close_margin_position.reset_mock()
1799
1800 order.status = "open"
1801 order.mark_finished_order()
1802 market.close_margin_position.assert_not_called()
1803
1804 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1805 D("0.1"), "BTC", "short", market, "trade",
1806 close_if_possible=False)
1807 order.status = "closed"
1808 order.mark_finished_order()
1809 market.close_margin_position.assert_not_called()
1810
1811 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1812 D("0.1"), "BTC", "short", market, "trade",
1813 close_if_possible=True)
1814 order.status = "closed"
1815 order.mark_finished_order()
1816 market.close_margin_position.assert_not_called()
1817
1818 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1819 D("0.1"), "BTC", "long", market, "trade",
1820 close_if_possible=True)
1821 order.status = "closed"
1822 order.mark_finished_order()
1823 market.close_margin_position.assert_not_called()
1824
1825 portfolio.TradeStore.debug = True
1826
1827 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1828 D("0.1"), "BTC", "short", market, "trade",
1829 close_if_possible=True)
1830 order.status = "closed"
1831
1832 order.mark_finished_order()
1833 market.close_margin_position.assert_not_called()
1834
1835 @mock.patch.object(portfolio.Order, "fetch_mouvements")
1836 def test_fetch(self, fetch_mouvements):
1837 time = self.time.time()
1838 with mock.patch.object(portfolio.time, "time") as time_mock:
1839 market = mock.Mock()
1840 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1841 D("0.1"), "BTC", "long", market, "trade")
1842 order.id = 45
1843 with self.subTest(debug=True):
1844 portfolio.TradeStore.debug = True
1845 order.fetch()
1846 time_mock.assert_not_called()
1847 order.fetch(force=True)
1848 time_mock.assert_not_called()
1849 market.fetch_order.assert_not_called()
1850 fetch_mouvements.assert_not_called()
1851 self.assertIsNone(order.fetch_cache_timestamp)
1852
1853 with self.subTest(debug=False):
1854 portfolio.TradeStore.debug = False
1855 time_mock.return_value = time
1856 market.fetch_order.return_value = {
1857 "status": "foo",
1858 "datetime": "timestamp"
1859 }
1860 order.fetch()
1861
1862 market.fetch_order.assert_called_once()
1863 fetch_mouvements.assert_called_once()
1864 self.assertEqual("foo", order.status)
1865 self.assertEqual("timestamp", order.timestamp)
1866 self.assertEqual(time, order.fetch_cache_timestamp)
1867 self.assertEqual(1, len(order.results))
1868
1869 market.fetch_order.reset_mock()
1870 fetch_mouvements.reset_mock()
1871
1872 time_mock.return_value = time + 8
1873 order.fetch()
1874 market.fetch_order.assert_not_called()
1875 fetch_mouvements.assert_not_called()
1876
1877 order.fetch(force=True)
1878 market.fetch_order.assert_called_once()
1879 fetch_mouvements.assert_called_once()
1880
1881 market.fetch_order.reset_mock()
1882 fetch_mouvements.reset_mock()
1883
1884 time_mock.return_value = time + 19
1885 order.fetch()
1886 market.fetch_order.assert_called_once()
1887 fetch_mouvements.assert_called_once()
1888
1889 @mock.patch.object(portfolio.Order, "fetch")
1890 @mock.patch.object(portfolio.Order, "mark_finished_order")
1891 def test_get_status(self, mark_finished_order, fetch):
1892 with self.subTest(debug=True):
1893 portfolio.TradeStore.debug = True
1894 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1895 D("0.1"), "BTC", "long", "market", "trade")
1896 self.assertEqual("pending", order.get_status())
1897 fetch.assert_not_called()
1898
1899 with self.subTest(debug=False, finished=False):
1900 portfolio.TradeStore.debug = False
1901 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1902 D("0.1"), "BTC", "long", "market", "trade")
1903 def _fetch(order):
1904 def update_status():
1905 order.status = "open"
1906 return update_status
1907 fetch.side_effect = _fetch(order)
1908 self.assertEqual("open", order.get_status())
1909 mark_finished_order.assert_not_called()
1910 fetch.assert_called_once()
1911
1912 mark_finished_order.reset_mock()
1913 fetch.reset_mock()
1914 with self.subTest(debug=False, finished=True):
1915 portfolio.TradeStore.debug = False
1916 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1917 D("0.1"), "BTC", "long", "market", "trade")
1918 def _fetch(order):
1919 def update_status():
1920 order.status = "closed"
1921 return update_status
1922 fetch.side_effect = _fetch(order)
1923 self.assertEqual("closed", order.get_status())
1924 mark_finished_order.assert_called_once()
1925 fetch.assert_called_once()
1926
1927 def test_run(self):
1928 market = mock.Mock()
1929
1930 market.order_precision.return_value = 4
1931 with self.subTest(debug=True),\
1932 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1933 portfolio.TradeStore.debug = True
1934 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1935 D("0.1"), "BTC", "long", market, "trade")
1936 order.run()
1937 market.create_order.assert_not_called()
1938 self.assertEqual("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)\n", stdout_mock.getvalue())
1939 self.assertEqual("open", order.status)
1940 self.assertEqual(1, len(order.results))
1941 self.assertEqual(-1, order.id)
1942
1943 market.create_order.reset_mock()
1944 with self.subTest(debug=False):
1945 portfolio.TradeStore.debug = False
1946 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1947 D("0.1"), "BTC", "long", market, "trade")
1948 market.create_order.return_value = { "id": 123 }
1949 order.run()
1950 market.create_order.assert_called_once()
1951 self.assertEqual(1, len(order.results))
1952 self.assertEqual("open", order.status)
1953
1954 market.create_order.reset_mock()
1955 with self.subTest(exception=True),\
1956 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1957 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1958 D("0.1"), "BTC", "long", market, "trade")
1959 market.create_order.side_effect = Exception("bouh")
1960 order.run()
1961 market.create_order.assert_called_once()
1962 self.assertEqual(0, len(order.results))
1963 self.assertEqual("error", order.status)
1964 self.assertRegex(stdout_mock.getvalue(), "error when running market.create_order")
1965 self.assertRegex(stdout_mock.getvalue(), "Exception: bouh")
1966
1967 market.create_order.reset_mock()
1968 with self.subTest(dust_amount_exception=True),\
1969 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
1970 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
1971 D("0.1"), "BTC", "long", market, "trade")
1972 market.create_order.side_effect = portfolio.ExchangeNotAvailable
1973 order.run()
1974 market.create_order.assert_called_once()
1975 self.assertEqual(0, len(order.results))
1976 self.assertEqual("closed", order.status)
1977 mark_finished_order.assert_called_once()
1978
1979
1980 @unittest.skipUnless("unit" in limits, "Unit skipped")
1981 class MouvementTest(WebMockTestCase):
1982 def test_values(self):
1983 mouvement = portfolio.Mouvement("ETH", "BTC", {
1984 "tradeID": 42, "type": "buy", "fee": "0.0015",
1985 "date": "2017-12-30 12:00:12", "rate": "0.1",
1986 "amount": "10", "total": "1"
1987 })
1988 self.assertEqual("ETH", mouvement.currency)
1989 self.assertEqual("BTC", mouvement.base_currency)
1990 self.assertEqual(42, mouvement.id)
1991 self.assertEqual("buy", mouvement.action)
1992 self.assertEqual(D("0.0015"), mouvement.fee_rate)
1993 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
1994 self.assertEqual(D("0.1"), mouvement.rate)
1995 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
1996 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
1997
1998 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
1999 self.assertIsNone(mouvement.date)
2000 self.assertIsNone(mouvement.id)
2001 self.assertIsNone(mouvement.action)
2002 self.assertEqual(-1, mouvement.fee_rate)
2003 self.assertEqual(0, mouvement.rate)
2004 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2005 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2006
2007 @unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
2008 class AcceptanceTest(WebMockTestCase):
2009 @unittest.expectedFailure
2010 def test_success_sell_only_necessary(self):
2011 fetch_balance = {
2012 "ETH": {
2013 "exchange_free": D("1.0"),
2014 "exchange_used": D("0.0"),
2015 "exchange_total": D("1.0"),
2016 "total": D("1.0"),
2017 },
2018 "ETC": {
2019 "exchange_free": D("4.0"),
2020 "exchange_used": D("0.0"),
2021 "exchange_total": D("4.0"),
2022 "total": D("4.0"),
2023 },
2024 "XVG": {
2025 "exchange_free": D("1000.0"),
2026 "exchange_used": D("0.0"),
2027 "exchange_total": D("1000.0"),
2028 "total": D("1000.0"),
2029 },
2030 }
2031 repartition = {
2032 "ETH": (D("0.25"), "long"),
2033 "ETC": (D("0.25"), "long"),
2034 "BTC": (D("0.4"), "long"),
2035 "BTD": (D("0.01"), "short"),
2036 "B2X": (D("0.04"), "long"),
2037 "USDT": (D("0.05"), "long"),
2038 }
2039
2040 def fetch_ticker(symbol):
2041 if symbol == "ETH/BTC":
2042 return {
2043 "symbol": "ETH/BTC",
2044 "bid": D("0.14"),
2045 "ask": D("0.16")
2046 }
2047 if symbol == "ETC/BTC":
2048 return {
2049 "symbol": "ETC/BTC",
2050 "bid": D("0.002"),
2051 "ask": D("0.003")
2052 }
2053 if symbol == "XVG/BTC":
2054 return {
2055 "symbol": "XVG/BTC",
2056 "bid": D("0.00003"),
2057 "ask": D("0.00005")
2058 }
2059 if symbol == "BTD/BTC":
2060 return {
2061 "symbol": "BTD/BTC",
2062 "bid": D("0.0008"),
2063 "ask": D("0.0012")
2064 }
2065 if symbol == "B2X/BTC":
2066 return {
2067 "symbol": "B2X/BTC",
2068 "bid": D("0.0008"),
2069 "ask": D("0.0012")
2070 }
2071 if symbol == "USDT/BTC":
2072 raise helper.ExchangeError
2073 if symbol == "BTC/USDT":
2074 return {
2075 "symbol": "BTC/USDT",
2076 "bid": D("14000"),
2077 "ask": D("16000")
2078 }
2079 self.fail("Shouldn't have been called with {}".format(symbol))
2080
2081 market = mock.Mock()
2082 market.fetch_all_balances.return_value = fetch_balance
2083 market.fetch_ticker.side_effect = fetch_ticker
2084 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
2085 # Action 1
2086 helper.prepare_trades(market)
2087
2088 balances = portfolio.BalanceStore.all
2089 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
2090 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
2091 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
2092
2093
2094 trades = portfolio.TradeStore.all
2095 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
2096 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
2097 self.assertEqual("dispose", trades[0].action)
2098
2099 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
2100 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
2101 self.assertEqual("acquire", trades[1].action)
2102
2103 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
2104 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
2105 self.assertEqual("dispose", trades[2].action)
2106
2107 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
2108 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
2109 self.assertEqual("acquire", trades[3].action)
2110
2111 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
2112 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
2113 self.assertEqual("acquire", trades[4].action)
2114
2115 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
2116 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
2117 self.assertEqual("acquire", trades[5].action)
2118
2119 # Action 2
2120 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
2121
2122 all_orders = portfolio.TradeStore.all_orders(state="pending")
2123 self.assertEqual(2, len(all_orders))
2124 self.assertEqual(2, 3*all_orders[0].amount.value)
2125 self.assertEqual(D("0.14014"), all_orders[0].rate)
2126 self.assertEqual(1000, all_orders[1].amount.value)
2127 self.assertEqual(D("0.00003003"), all_orders[1].rate)
2128
2129
2130 def create_order(symbol, type, action, amount, price=None, account="exchange"):
2131 self.assertEqual("limit", type)
2132 if symbol == "ETH/BTC":
2133 self.assertEqual("sell", action)
2134 self.assertEqual(D('0.66666666'), amount)
2135 self.assertEqual(D("0.14014"), price)
2136 elif symbol == "XVG/BTC":
2137 self.assertEqual("sell", action)
2138 self.assertEqual(1000, amount)
2139 self.assertEqual(D("0.00003003"), price)
2140 else:
2141 self.fail("I shouldn't have been called")
2142
2143 return {
2144 "id": symbol,
2145 }
2146 market.create_order.side_effect = create_order
2147 market.order_precision.return_value = 8
2148
2149 # Action 3
2150 portfolio.TradeStore.run_orders()
2151
2152 self.assertEqual("open", all_orders[0].status)
2153 self.assertEqual("open", all_orders[1].status)
2154
2155 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
2156 market.privatePostReturnOrderTrades.return_value = [
2157 {
2158 "tradeID": 42, "type": "buy", "fee": "0.0015",
2159 "date": "2017-12-30 12:00:12", "rate": "0.1",
2160 "amount": "10", "total": "1"
2161 }
2162 ]
2163 with mock.patch.object(portfolio.time, "sleep") as sleep:
2164 # Action 4
2165 helper.follow_orders(verbose=False)
2166
2167 sleep.assert_called_with(30)
2168
2169 for order in all_orders:
2170 self.assertEqual("closed", order.status)
2171
2172 fetch_balance = {
2173 "ETH": {
2174 "exchange_free": D("1.0") / 3,
2175 "exchange_used": D("0.0"),
2176 "exchange_total": D("1.0") / 3,
2177 "margin_total": 0,
2178 "total": D("1.0") / 3,
2179 },
2180 "BTC": {
2181 "exchange_free": D("0.134"),
2182 "exchange_used": D("0.0"),
2183 "exchange_total": D("0.134"),
2184 "margin_total": 0,
2185 "total": D("0.134"),
2186 },
2187 "ETC": {
2188 "exchange_free": D("4.0"),
2189 "exchange_used": D("0.0"),
2190 "exchange_total": D("4.0"),
2191 "margin_total": 0,
2192 "total": D("4.0"),
2193 },
2194 "XVG": {
2195 "exchange_free": D("0.0"),
2196 "exchange_used": D("0.0"),
2197 "exchange_total": D("0.0"),
2198 "margin_total": 0,
2199 "total": D("0.0"),
2200 },
2201 }
2202 market.fetch_all_balances.return_value = fetch_balance
2203
2204 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
2205 # Action 5
2206 helper.update_trades(market, only="acquire", compute_value="average")
2207
2208 balances = portfolio.BalanceStore.all
2209 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
2210 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
2211 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
2212 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
2213
2214
2215 trades = portfolio.TradeStore.all
2216 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
2217 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
2218 self.assertEqual("dispose", trades[0].action)
2219
2220 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
2221 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
2222 self.assertEqual("acquire", trades[1].action)
2223
2224 self.assertNotIn("BTC", trades)
2225
2226 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
2227 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
2228 self.assertEqual("dispose", trades[2].action)
2229
2230 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
2231 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
2232 self.assertEqual("acquire", trades[3].action)
2233
2234 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
2235 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
2236 self.assertEqual("acquire", trades[4].action)
2237
2238 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
2239 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
2240 self.assertEqual("acquire", trades[5].action)
2241
2242 # Action 6
2243 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
2244
2245 all_orders = portfolio.TradeStore.all_orders(state="pending")
2246 self.assertEqual(4, len(all_orders))
2247 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
2248 self.assertEqual(D("0.003"), all_orders[0].rate)
2249 self.assertEqual("buy", all_orders[0].action)
2250 self.assertEqual("long", all_orders[0].trade_type)
2251
2252 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
2253 self.assertEqual(D("0.0012"), all_orders[1].rate)
2254 self.assertEqual("sell", all_orders[1].action)
2255 self.assertEqual("short", all_orders[1].trade_type)
2256
2257 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
2258 self.assertAlmostEqual(0, diff.value)
2259 self.assertEqual(D("0.0012"), all_orders[2].rate)
2260 self.assertEqual("buy", all_orders[2].action)
2261 self.assertEqual("long", all_orders[2].trade_type)
2262
2263 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
2264 self.assertEqual(D("16000"), all_orders[3].rate)
2265 self.assertEqual("sell", all_orders[3].action)
2266 self.assertEqual("long", all_orders[3].trade_type)
2267
2268 # Action 6b
2269 # TODO:
2270 # Move balances to margin
2271
2272 # Action 7
2273 # TODO
2274 # portfolio.TradeStore.run_orders()
2275
2276 with mock.patch.object(portfolio.time, "sleep") as sleep:
2277 # Action 8
2278 helper.follow_orders(verbose=False)
2279
2280 sleep.assert_called_with(30)
2281
2282 if __name__ == '__main__':
2283 unittest.main()
The trade bot responsible to follow the cryptoportfolio every week