3 from decimal
import Decimal
as D
4 from unittest
import mock
6 class AmountTest(unittest
.TestCase
):
8 amount
= portfolio
.Amount("BTC", "0.65")
9 self
.assertEqual(D("0.65"), amount
.value
)
10 self
.assertEqual("BTC", amount
.currency
)
12 def test_in_currency(self
):
13 amount
= portfolio
.Amount("ETC", 10)
15 self
.assertEqual(amount
, amount
.in_currency("ETC", None))
17 ticker_mock
= unittest
.mock
.Mock()
18 with mock
.patch
.object(portfolio
.Trade
, 'get_ticker', new
=ticker_mock
):
19 ticker_mock
.return_value
= None
21 self
.assertRaises(Exception, amount
.in_currency
, "ETH", None)
23 with mock
.patch
.object(portfolio
.Trade
, 'get_ticker', new
=ticker_mock
):
24 ticker_mock
.return_value
= {
30 converted_amount
= amount
.in_currency("ETH", None)
32 self
.assertEqual(D("3.0"), converted_amount
.value
)
33 self
.assertEqual("ETH", converted_amount
.currency
)
34 self
.assertEqual(amount
, converted_amount
.linked_to
)
35 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
37 converted_amount
= amount
.in_currency("ETH", None, action
="bid", compute_value
="default")
38 self
.assertEqual(D("2"), converted_amount
.value
)
40 converted_amount
= amount
.in_currency("ETH", None, compute_value
="ask")
41 self
.assertEqual(D("4"), converted_amount
.value
)
43 converted_amount
= amount
.in_currency("ETH", None, rate
=D("0.02"))
44 self
.assertEqual(D("0.2"), converted_amount
.value
)
47 amount
= portfolio
.Amount("SC", -120)
48 self
.assertEqual(120, abs(amount
).value
)
49 self
.assertEqual("SC", abs(amount
).currency
)
51 amount
= portfolio
.Amount("SC", 10)
52 self
.assertEqual(10, abs(amount
).value
)
53 self
.assertEqual("SC", abs(amount
).currency
)
56 amount1
= portfolio
.Amount("XVG", "12.9")
57 amount2
= portfolio
.Amount("XVG", "13.1")
59 self
.assertEqual(26, (amount1
+ amount2
).value
)
60 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
62 amount3
= portfolio
.Amount("ETH", "1.6")
63 with self
.assertRaises(Exception):
66 amount4
= portfolio
.Amount("ETH", 0.0)
67 self
.assertEqual(amount1
, amount1
+ amount4
)
70 amount
= portfolio
.Amount("XVG", "12.9")
72 self
.assertEqual(amount
, 0 + amount
)
73 with self
.assertRaises(Exception):
77 amount1
= portfolio
.Amount("XVG", "13.3")
78 amount2
= portfolio
.Amount("XVG", "13.1")
80 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
81 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
83 amount3
= portfolio
.Amount("ETH", "1.6")
84 with self
.assertRaises(Exception):
87 amount4
= portfolio
.Amount("ETH", 0.0)
88 self
.assertEqual(amount1
, amount1
- amount4
)
91 amount
= portfolio
.Amount("XEM", 11)
93 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
94 self
.assertEqual(D("33"), (amount
* 3).value
)
96 with self
.assertRaises(Exception):
100 amount
= portfolio
.Amount("XEM", 11)
102 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
103 self
.assertEqual(D("33"), (3 * amount
).value
)
105 def test__floordiv(self
):
106 amount
= portfolio
.Amount("XEM", 11)
108 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
109 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
112 amount
= portfolio
.Amount("XEM", 11)
114 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
115 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
118 amount1
= portfolio
.Amount("BTD", 11.3)
119 amount2
= portfolio
.Amount("BTD", 13.1)
121 self
.assertTrue(amount1
< amount2
)
122 self
.assertFalse(amount2
< amount1
)
123 self
.assertFalse(amount1
< amount1
)
125 amount3
= portfolio
.Amount("BTC", 1.6)
126 with self
.assertRaises(Exception):
130 amount1
= portfolio
.Amount("BTD", 11.3)
131 amount2
= portfolio
.Amount("BTD", 13.1)
132 amount3
= portfolio
.Amount("BTD", 11.3)
134 self
.assertFalse(amount1
== amount2
)
135 self
.assertFalse(amount2
== amount1
)
136 self
.assertTrue(amount1
== amount3
)
137 self
.assertFalse(amount2
== 0)
139 amount4
= portfolio
.Amount("BTC", 1.6)
140 with self
.assertRaises(Exception):
143 amount5
= portfolio
.Amount("BTD", 0)
144 self
.assertTrue(amount5
== 0)
147 amount1
= portfolio
.Amount("BTX", 32)
148 self
.assertEqual("32.00000000 BTX", str(amount1
))
150 amount2
= portfolio
.Amount("USDT", 12000)
151 amount1
.linked_to
= amount2
152 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
154 def test__repr(self
):
155 amount1
= portfolio
.Amount("BTX", 32)
156 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
158 amount2
= portfolio
.Amount("USDT", 12000)
159 amount1
.linked_to
= amount2
160 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
162 amount3
= portfolio
.Amount("BTC", 0.1)
163 amount2
.linked_to
= amount3
164 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
166 class PortfolioTest(unittest
.TestCase
):
169 if self
.json_response
is not None:
170 portfolio
.Portfolio
.data
= self
.json_response
173 super(PortfolioTest
, self
).setUp()
175 with open("test_portfolio.json") as example
:
177 self
.json_response
= json
.load(example
)
179 self
.patcher
= mock
.patch
.multiple(portfolio
.Portfolio
, data
=None, liquidities
={})
182 @mock.patch.object(urllib3
, "disable_warnings")
183 @mock.patch.object(urllib3
.poolmanager
.PoolManager
, "request")
184 @mock.patch.object(portfolio
.Portfolio
, "URL", new
="foo://bar")
185 def test_get_cryptoportfolio(self
, request
, disable_warnings
):
186 request
.side_effect
= [
187 type('', (), { "data": '{ "foo": "bar" }
' }),
188 type('', (), { "data": 'System Error' }),
189 Exception("Connection error"),
192 portfolio.Portfolio.get_cryptoportfolio()
193 self.assertIn("foo", portfolio.Portfolio.data)
194 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
195 request.assert_called_with("GET", "foo://bar")
198 portfolio.Portfolio.get_cryptoportfolio()
199 self.assertIsNone(portfolio.Portfolio.data)
200 request.assert_called_with("GET", "foo://bar")
203 portfolio.Portfolio.data = "foo"
204 portfolio.Portfolio.get_cryptoportfolio()
205 request.assert_called_with("GET", "foo://bar")
206 self.assertEqual("foo", portfolio.Portfolio.data)
207 disable_warnings.assert_called_with()
209 @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio")
210 def test_parse_cryptoportfolio(self, mock_get):
211 mock_get.side_effect = self.fill_data
213 portfolio.Portfolio.parse_cryptoportfolio()
215 self.assertListEqual(
217 list(portfolio.Portfolio.liquidities.keys()))
219 liquidities = portfolio.Portfolio.liquidities
220 self.assertEqual(10, len(liquidities["medium"].keys()))
221 self.assertEqual(10, len(liquidities["high"].keys()))
223 expected = {'BTC': 2857, 'DGB': 1015, 'DOGE': 1805, 'SC': 623, 'ZEC': 3701}
224 self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
226 expected = {'ETC': 1000, 'FCT': 1000, 'GAS': 1000, 'NAV': 1000, 'OMG': 1000, 'OMNI': 1000, 'PPC': 1000, 'RIC': 1000, 'VIA': 1000, 'XCP': 1000}
227 self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
229 # It doesn't refetch the data when available
230 portfolio
.Portfolio
.parse_cryptoportfolio()
231 mock_get
.assert_called_once_with()
233 portfolio
.Portfolio
.data
["portfolio_1"]["holding"]["direction"][3] = "short"
234 self
.assertRaises(AssertionError, portfolio
.Portfolio
.parse_cryptoportfolio
)
236 @mock.patch.object(portfolio
.Portfolio
, "get_cryptoportfolio")
237 def test_repartition_pertenthousand(self
, mock_get
):
238 mock_get
.side_effect
= self
.fill_data
240 expected_medium
= {'USDT': 1000, 'ETC': 1000, 'FCT': 1000, 'OMG': 1000, 'STEEM': 1000, 'STRAT': 1000, 'XEM': 1000, 'XMR': 1000, 'XVC': 1000, 'ZRX': 1000}
241 expected_high
= {'USDT': 1226, 'BTC': 1429, 'ETC': 1127, 'ETH': 1569, 'FCT': 3341, 'GAS': 1308}
243 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition_pertenthousand())
244 self
.assertEqual(expected_medium
, portfolio
.Portfolio
.repartition_pertenthousand(liquidity
="medium"))
245 self
.assertEqual(expected_high
, portfolio
.Portfolio
.repartition_pertenthousand(liquidity
="high"))
250 class BalanceTest(unittest
.TestCase
):
252 super(BalanceTest
, self
).setUp()
254 self
.fetch_balance
= {
275 self
.patcher
= mock
.patch
.multiple(portfolio
.Balance
, known_balances
={})
278 def test_values(self
):
279 balance
= portfolio
.Balance("BTC", 0.65, 0.35, 0.30)
280 self
.assertEqual(0.65, balance
.total
.value
)
281 self
.assertEqual(0.35, balance
.free
.value
)
282 self
.assertEqual(0.30, balance
.used
.value
)
283 self
.assertEqual("BTC", balance
.currency
)
285 balance
= portfolio
.Balance
.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30}
)
286 self
.assertEqual(0.65, balance
.total
.value
)
287 self
.assertEqual(0.35, balance
.free
.value
)
288 self
.assertEqual(0.30, balance
.used
.value
)
289 self
.assertEqual("BTC", balance
.currency
)
291 @mock.patch.object(portfolio
.Trade
, "get_ticker")
292 def test_in_currency(self
, get_ticker
):
293 portfolio
.Balance
.known_balances
= {
294 "BTC": portfolio
.Balance("BTC", "0.65", "0.35", "0.30"),
295 "ETH": portfolio
.Balance("ETH", 3, 3, 0),
298 get_ticker
.return_value
= {
304 amounts
= portfolio
.Balance
.in_currency("BTC", market
)
305 self
.assertEqual("BTC", amounts
["ETH"].currency
)
306 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
307 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
309 amounts
= portfolio
.Balance
.in_currency("BTC", market
, compute_value
="bid")
310 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
311 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
313 amounts
= portfolio
.Balance
.in_currency("BTC", market
, compute_value
="bid", type="used")
314 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
315 self
.assertEqual(0, amounts
["ETH"].value
)
317 def test_currencies(self
):
318 portfolio
.Balance
.known_balances
= {
319 "BTC": portfolio
.Balance("BTC", "0.65", "0.35", "0.30"),
320 "ETH": portfolio
.Balance("ETH", 3, 3, 0),
322 self
.assertListEqual(["BTC", "ETH"], list(portfolio
.Balance
.currencies()))
324 @mock.patch.object(portfolio
.market
, "fetch_balance")
325 def test_fetch_balances(self
, fetch_balance
):
326 fetch_balance
.return_value
= self
.fetch_balance
328 portfolio
.Balance
.fetch_balances(portfolio
.market
)
329 self
.assertNotIn("XMR", portfolio
.Balance
.currencies())
330 self
.assertEqual(["USDT", "XVG"], list(portfolio
.Balance
.currencies()))
332 @mock.patch.object(portfolio
.Portfolio
, "repartition_pertenthousand")
333 @mock.patch.object(portfolio
.market
, "fetch_balance")
334 def test_dispatch_assets(self
, fetch_balance
, repartition
):
335 fetch_balance
.return_value
= self
.fetch_balance
336 portfolio
.Balance
.fetch_balances(portfolio
.market
)
338 self
.assertNotIn("XEM", portfolio
.Balance
.currencies())
340 repartition
.return_value
= {
345 amounts
= portfolio
.Balance
.dispatch_assets(portfolio
.Amount("BTC", "10.1"))
346 self
.assertIn("XEM", portfolio
.Balance
.currencies())
347 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
348 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
350 @mock.patch.object(portfolio
.Portfolio
, "repartition_pertenthousand")
351 @mock.patch.object(portfolio
.Trade
, "get_ticker")
352 @mock.patch.object(portfolio
.Trade
, "compute_trades")
353 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
354 repartition
.return_value
= {
358 def _get_ticker(c1
, c2
, market
):
359 if c1
== "USDT" and c2
== "BTC":
360 return { "average": D("0.0001") }
361 if c1
== "XVG" and c2
== "BTC":
362 return { "average": D("0.000001") }
363 if c1
== "XEM" and c2
== "BTC":
364 return { "average": D("0.001") }
365 raise Exception("Should be called with {}, {}".format(c1
, c2
))
366 get_ticker
.side_effect
= _get_ticker
369 market
.fetch_balance
.return_value
= {
371 "free": D("10000.0"),
373 "total": D("10000.0")
376 "free": D("10000.0"),
378 "total": D("10000.0")
381 portfolio
.Balance
.prepare_trades(market
)
382 compute_trades
.assert_called()
384 call
= compute_trades
.call_args
385 self
.assertEqual(market
, call
[1]["market"])
386 self
.assertEqual(1, call
[0][0]["USDT"].value
)
387 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
388 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
389 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
391 def test__repr(self
):
392 balance
= portfolio
.Balance("BTX", 3, 1, 2)
393 self
.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance
))
398 class TradeTest(unittest
.TestCase
):
402 super(TradeTest
, self
).setUp()
404 self
.patcher
= mock
.patch
.multiple(portfolio
.Trade
,
406 ticker_cache_timestamp
=self
.time
.time(),
411 def test_get_ticker(self
):
413 market
.fetch_ticker
.side_effect
= [
414 { "bid": 1, "ask": 3 }
,
415 portfolio
.ccxt
.ExchangeError("foo"),
416 { "bid": 10, "ask": 40 }
,
417 portfolio
.ccxt
.ExchangeError("foo"),
418 portfolio
.ccxt
.ExchangeError("foo"),
421 ticker
= portfolio
.Trade
.get_ticker("ETH", "ETC", market
)
422 market
.fetch_ticker
.assert_called_with("ETH/ETC")
423 self
.assertEqual(1, ticker
["bid"])
424 self
.assertEqual(3, ticker
["ask"])
425 self
.assertEqual(2, ticker
["average"])
426 self
.assertFalse(ticker
["inverted"])
428 ticker
= portfolio
.Trade
.get_ticker("ETH", "XVG", market
)
429 self
.assertEqual(0.0625, ticker
["average"])
430 self
.assertTrue(ticker
["inverted"])
431 self
.assertIn("original", ticker
)
432 self
.assertEqual(10, ticker
["original"]["bid"])
434 ticker
= portfolio
.Trade
.get_ticker("XVG", "XMR", market
)
435 self
.assertIsNone(ticker
)
437 market
.fetch_ticker
.assert_has_calls([
438 mock
.call("ETH/ETC"),
439 mock
.call("ETH/XVG"),
440 mock
.call("XVG/ETH"),
441 mock
.call("XVG/XMR"),
442 mock
.call("XMR/XVG"),
445 market2
= mock
.Mock()
446 market2
.fetch_ticker
.side_effect
= [
447 { "bid": 1, "ask": 3 }
,
448 { "bid": 1.2, "ask": 3.5 }
,
450 ticker1
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
)
451 ticker2
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
)
452 ticker3
= portfolio
.Trade
.get_ticker("ETC", "ETH", market2
)
453 market2
.fetch_ticker
.assert_called_once_with("ETH/ETC")
454 self
.assertEqual(1, ticker1
["bid"])
455 self
.assertDictEqual(ticker1
, ticker2
)
456 self
.assertDictEqual(ticker1
, ticker3
["original"])
458 ticker4
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
, refresh
=True)
459 ticker5
= portfolio
.Trade
.get_ticker("ETH", "ETC", market2
)
460 self
.assertEqual(1.2, ticker4
["bid"])
461 self
.assertDictEqual(ticker4
, ticker5
)
463 market3
= mock
.Mock()
464 market3
.fetch_ticker
.side_effect
= [
465 { "bid": 1, "ask": 3 }
,
466 { "bid": 1.2, "ask": 3.5 }
,
468 ticker6
= portfolio
.Trade
.get_ticker("ETH", "ETC", market3
)
469 portfolio
.Trade
.ticker_cache_timestamp
-= 4
470 ticker7
= portfolio
.Trade
.get_ticker("ETH", "ETC", market3
)
471 portfolio
.Trade
.ticker_cache_timestamp
-= 2
472 ticker8
= portfolio
.Trade
.get_ticker("ETH", "ETC", market3
)
473 self
.assertDictEqual(ticker6
, ticker7
)
474 self
.assertEqual(1.2, ticker8
["bid"])
476 @unittest.skip("TODO")
477 def test_values_assertion(self
):
480 @unittest.skip("TODO")
481 def test_fetch_fees(self
):
484 @unittest.skip("TODO")
485 def test_compute_trades(self
):
488 @unittest.skip("TODO")
489 def test_action(self
):
492 @unittest.skip("TODO")
493 def test_action(self
):
496 @unittest.skip("TODO")
497 def test_order_action(self
):
500 @unittest.skip("TODO")
501 def test_prepare_order(self
):
504 @unittest.skip("TODO")
505 def test_all_orders(self
):
508 @unittest.skip("TODO")
509 def test_follow_orders(self
):
512 @unittest.skip("TODO")
513 def test_compute_value(self
):
516 @unittest.skip("TODO")
517 def test__repr(self
):
523 if __name__
== '__main__':