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[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / tests / test_store.py
1 from .helper import *
2 import requests
3 import datetime
4 import threading
5 import market, portfolio, store
6
7 @unittest.skipUnless("unit" in limits, "Unit skipped")
8 class NoopLockTest(unittest.TestCase):
9 def test_with(self):
10 noop_lock = store.NoopLock()
11 with noop_lock:
12 self.assertTrue(True)
13
14 @unittest.skipUnless("unit" in limits, "Unit skipped")
15 class LockedVarTest(unittest.TestCase):
16
17 def test_values(self):
18 locked_var = store.LockedVar("Foo")
19 self.assertIsInstance(locked_var.lock, store.NoopLock)
20 self.assertEqual("Foo", locked_var.val)
21
22 def test_get(self):
23 with self.subTest(desc="Normal case"):
24 locked_var = store.LockedVar("Foo")
25 self.assertEqual("Foo", locked_var.get())
26 with self.subTest(desc="Dict"):
27 locked_var = store.LockedVar({"foo": "bar"})
28 self.assertEqual({"foo": "bar"}, locked_var.get())
29 self.assertEqual("bar", locked_var.get("foo"))
30 self.assertIsNone(locked_var.get("other"))
31
32 def test_set(self):
33 locked_var = store.LockedVar("Foo")
34 locked_var.set("Bar")
35 self.assertEqual("Bar", locked_var.get())
36
37 def test__getattr(self):
38 dummy = type('Dummy', (object,), {})()
39 dummy.attribute = "Hey"
40
41 locked_var = store.LockedVar(dummy)
42 self.assertEqual("Hey", locked_var.attribute)
43 with self.assertRaises(AttributeError):
44 locked_var.other
45
46 def test_start_lock(self):
47 locked_var = store.LockedVar("Foo")
48 locked_var.start_lock()
49 self.assertEqual("lock", locked_var.lock.__class__.__name__)
50
51 thread1 = threading.Thread(target=locked_var.set, args=["Bar1"])
52 thread2 = threading.Thread(target=locked_var.set, args=["Bar2"])
53 thread3 = threading.Thread(target=locked_var.set, args=["Bar3"])
54
55 with locked_var.lock:
56 thread1.start()
57 thread2.start()
58 thread3.start()
59
60 self.assertEqual("Foo", locked_var.val)
61 thread1.join()
62 thread2.join()
63 thread3.join()
64 self.assertEqual("Bar", locked_var.get()[0:3])
65
66 @unittest.skipUnless("unit" in limits, "Unit skipped")
67 class TradeStoreTest(WebMockTestCase):
68 def test_compute_trades(self):
69 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
70
71 values_in_base = {
72 "XMR": portfolio.Amount("BTC", D("0.9")),
73 "DASH": portfolio.Amount("BTC", D("0.4")),
74 "XVG": portfolio.Amount("BTC", D("-0.5")),
75 "BTC": portfolio.Amount("BTC", D("0.5")),
76 }
77 new_repartition = {
78 "DASH": portfolio.Amount("BTC", D("0.5")),
79 "XVG": portfolio.Amount("BTC", D("0.1")),
80 "BTC": portfolio.Amount("BTC", D("0.4")),
81 "ETH": portfolio.Amount("BTC", D("0.3")),
82 }
83 side_effect = [
84 (True, 1),
85 (False, 2),
86 (False, 3),
87 (True, 4),
88 (True, 5)
89 ]
90
91 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
92 trade_store = market.TradeStore(self.m)
93 trade_if_matching.side_effect = side_effect
94
95 trade_store.compute_trades(values_in_base,
96 new_repartition, only="only")
97
98 self.assertEqual(5, trade_if_matching.call_count)
99 self.assertEqual(3, len(trade_store.all))
100 self.assertEqual([1, 4, 5], trade_store.all)
101 self.m.report.log_trades.assert_called_with(side_effect, "only")
102
103 def test_trade_if_matching(self):
104
105 with self.subTest(only="nope"):
106 trade_store = market.TradeStore(self.m)
107 result = trade_store.trade_if_matching(
108 portfolio.Amount("BTC", D("0")),
109 portfolio.Amount("BTC", D("0.3")),
110 "ETH", only="nope")
111 self.assertEqual(False, result[0])
112 self.assertIsInstance(result[1], portfolio.Trade)
113
114 with self.subTest(only=None):
115 trade_store = market.TradeStore(self.m)
116 result = trade_store.trade_if_matching(
117 portfolio.Amount("BTC", D("0")),
118 portfolio.Amount("BTC", D("0.3")),
119 "ETH", only=None)
120 self.assertEqual(True, result[0])
121
122 with self.subTest(only="acquire"):
123 trade_store = market.TradeStore(self.m)
124 result = trade_store.trade_if_matching(
125 portfolio.Amount("BTC", D("0")),
126 portfolio.Amount("BTC", D("0.3")),
127 "ETH", only="acquire")
128 self.assertEqual(True, result[0])
129
130 with self.subTest(only="dispose"):
131 trade_store = market.TradeStore(self.m)
132 result = trade_store.trade_if_matching(
133 portfolio.Amount("BTC", D("0")),
134 portfolio.Amount("BTC", D("0.3")),
135 "ETH", only="dispose")
136 self.assertEqual(False, result[0])
137
138 def test_prepare_orders(self):
139 trade_store = market.TradeStore(self.m)
140
141 trade_mock1 = mock.Mock()
142 trade_mock2 = mock.Mock()
143 trade_mock3 = mock.Mock()
144
145 trade_mock1.prepare_order.return_value = 1
146 trade_mock2.prepare_order.return_value = 2
147 trade_mock3.prepare_order.return_value = 3
148
149 trade_mock1.pending = True
150 trade_mock2.pending = True
151 trade_mock3.pending = False
152
153 trade_store.all.append(trade_mock1)
154 trade_store.all.append(trade_mock2)
155 trade_store.all.append(trade_mock3)
156
157 trade_store.prepare_orders()
158 trade_mock1.prepare_order.assert_called_with(compute_value="default")
159 trade_mock2.prepare_order.assert_called_with(compute_value="default")
160 trade_mock3.prepare_order.assert_not_called()
161 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
162
163 self.m.report.log_orders.reset_mock()
164
165 trade_store.prepare_orders(compute_value="bla")
166 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
167 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
168 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
169
170 trade_mock1.prepare_order.reset_mock()
171 trade_mock2.prepare_order.reset_mock()
172 self.m.report.log_orders.reset_mock()
173
174 trade_mock1.action = "foo"
175 trade_mock2.action = "bar"
176 trade_store.prepare_orders(only="bar")
177 trade_mock1.prepare_order.assert_not_called()
178 trade_mock2.prepare_order.assert_called_with(compute_value="default")
179 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
180
181 def test_print_all_with_order(self):
182 trade_mock1 = mock.Mock()
183 trade_mock2 = mock.Mock()
184 trade_mock3 = mock.Mock()
185 trade_store = market.TradeStore(self.m)
186 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
187
188 trade_store.print_all_with_order()
189
190 trade_mock1.print_with_order.assert_called()
191 trade_mock2.print_with_order.assert_called()
192 trade_mock3.print_with_order.assert_called()
193
194 def test_run_orders(self):
195 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
196 order_mock1 = mock.Mock()
197 order_mock2 = mock.Mock()
198 order_mock3 = mock.Mock()
199 trade_store = market.TradeStore(self.m)
200
201 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
202
203 trade_store.run_orders()
204
205 all_orders.assert_called_with(state="pending")
206
207 order_mock1.run.assert_called()
208 order_mock2.run.assert_called()
209 order_mock3.run.assert_called()
210
211 self.m.report.log_stage.assert_called_with("run_orders")
212 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
213 order_mock3])
214
215 def test_all_orders(self):
216 trade_mock1 = mock.Mock()
217 trade_mock2 = mock.Mock()
218
219 order_mock1 = mock.Mock()
220 order_mock2 = mock.Mock()
221 order_mock3 = mock.Mock()
222
223 trade_mock1.orders = [order_mock1, order_mock2]
224 trade_mock2.orders = [order_mock3]
225
226 order_mock1.status = "pending"
227 order_mock2.status = "open"
228 order_mock3.status = "open"
229
230 trade_store = market.TradeStore(self.m)
231 trade_store.all.append(trade_mock1)
232 trade_store.all.append(trade_mock2)
233
234 orders = trade_store.all_orders()
235 self.assertEqual(3, len(orders))
236
237 open_orders = trade_store.all_orders(state="open")
238 self.assertEqual(2, len(open_orders))
239 self.assertEqual([order_mock2, order_mock3], open_orders)
240
241 def test_update_all_orders_status(self):
242 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
243 order_mock1 = mock.Mock()
244 order_mock2 = mock.Mock()
245 order_mock3 = mock.Mock()
246
247 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
248
249 trade_store = market.TradeStore(self.m)
250
251 trade_store.update_all_orders_status()
252 all_orders.assert_called_with(state="open")
253
254 order_mock1.get_status.assert_called()
255 order_mock2.get_status.assert_called()
256 order_mock3.get_status.assert_called()
257
258 def test_close_trades(self):
259 trade_mock1 = mock.Mock()
260 trade_mock2 = mock.Mock()
261 trade_mock3 = mock.Mock()
262
263 trade_store = market.TradeStore(self.m)
264
265 trade_store.all.append(trade_mock1)
266 trade_store.all.append(trade_mock2)
267 trade_store.all.append(trade_mock3)
268
269 trade_store.close_trades()
270
271 trade_mock1.close.assert_called_once_with()
272 trade_mock2.close.assert_called_once_with()
273 trade_mock3.close.assert_called_once_with()
274
275 def test_pending(self):
276 trade_mock1 = mock.Mock()
277 trade_mock1.pending = True
278 trade_mock2 = mock.Mock()
279 trade_mock2.pending = True
280 trade_mock3 = mock.Mock()
281 trade_mock3.pending = False
282
283 trade_store = market.TradeStore(self.m)
284
285 trade_store.all.append(trade_mock1)
286 trade_store.all.append(trade_mock2)
287 trade_store.all.append(trade_mock3)
288
289 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
290
291 @unittest.skipUnless("unit" in limits, "Unit skipped")
292 class BalanceStoreTest(WebMockTestCase):
293 def setUp(self):
294 super().setUp()
295
296 self.fetch_balance = {
297 "ETC": {
298 "exchange_free": 0,
299 "exchange_used": 0,
300 "exchange_total": 0,
301 "margin_total": 0,
302 },
303 "USDT": {
304 "exchange_free": D("6.0"),
305 "exchange_used": D("1.2"),
306 "exchange_total": D("7.2"),
307 "margin_total": 0,
308 },
309 "XVG": {
310 "exchange_free": 16,
311 "exchange_used": 0,
312 "exchange_total": 16,
313 "margin_total": 0,
314 },
315 "XMR": {
316 "exchange_free": 0,
317 "exchange_used": 0,
318 "exchange_total": 0,
319 "margin_total": D("-1.0"),
320 "margin_free": 0,
321 },
322 }
323
324 def test_in_currency(self):
325 self.m.get_ticker.return_value = {
326 "bid": D("0.09"),
327 "ask": D("0.11"),
328 "average": D("0.1"),
329 }
330
331 balance_store = market.BalanceStore(self.m)
332 balance_store.all = {
333 "BTC": portfolio.Balance("BTC", {
334 "total": "0.65",
335 "exchange_total":"0.65",
336 "exchange_free": "0.35",
337 "exchange_used": "0.30"}),
338 "ETH": portfolio.Balance("ETH", {
339 "total": 3,
340 "exchange_total": 3,
341 "exchange_free": 3,
342 "exchange_used": 0}),
343 }
344
345 amounts = balance_store.in_currency("BTC")
346 self.assertEqual("BTC", amounts["ETH"].currency)
347 self.assertEqual(D("0.65"), amounts["BTC"].value)
348 self.assertEqual(D("0.30"), amounts["ETH"].value)
349 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
350 "average", "total")
351 self.m.report.log_tickers.reset_mock()
352
353 amounts = balance_store.in_currency("BTC", compute_value="bid")
354 self.assertEqual(D("0.65"), amounts["BTC"].value)
355 self.assertEqual(D("0.27"), amounts["ETH"].value)
356 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
357 "bid", "total")
358 self.m.report.log_tickers.reset_mock()
359
360 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
361 self.assertEqual(D("0.30"), amounts["BTC"].value)
362 self.assertEqual(0, amounts["ETH"].value)
363 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
364 "bid", "exchange_used")
365 self.m.report.log_tickers.reset_mock()
366
367 def test_fetch_balances(self):
368 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
369
370 balance_store = market.BalanceStore(self.m)
371
372 balance_store.fetch_balances()
373 self.assertNotIn("ETC", balance_store.currencies())
374 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
375
376 balance_store.all["ETC"] = portfolio.Balance("ETC", {
377 "exchange_total": "1", "exchange_free": "0",
378 "exchange_used": "1" })
379 balance_store.fetch_balances(tag="foo")
380 self.assertEqual(0, balance_store.all["ETC"].total)
381 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
382 self.m.report.log_balances.assert_called_with(tag="foo")
383
384 @mock.patch.object(market.Portfolio, "repartition")
385 def test_dispatch_assets(self, repartition):
386 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
387
388 balance_store = market.BalanceStore(self.m)
389 balance_store.fetch_balances()
390
391 self.assertNotIn("XEM", balance_store.currencies())
392
393 repartition_hash = {
394 "XEM": (D("0.75"), "long"),
395 "BTC": (D("0.26"), "long"),
396 "DASH": (D("0.10"), "short"),
397 }
398 repartition.return_value = repartition_hash
399
400 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
401 repartition.assert_called_with(liquidity="medium")
402 self.assertIn("XEM", balance_store.currencies())
403 self.assertEqual(D("2.6"), amounts["BTC"].value)
404 self.assertEqual(D("7.5"), amounts["XEM"].value)
405 self.assertEqual(D("-1.0"), amounts["DASH"].value)
406 self.m.report.log_balances.assert_called_with(tag=None)
407 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
408 "11.1"), amounts, "medium", repartition_hash)
409
410 def test_currencies(self):
411 balance_store = market.BalanceStore(self.m)
412
413 balance_store.all = {
414 "BTC": portfolio.Balance("BTC", {
415 "total": "0.65",
416 "exchange_total":"0.65",
417 "exchange_free": "0.35",
418 "exchange_used": "0.30"}),
419 "ETH": portfolio.Balance("ETH", {
420 "total": 3,
421 "exchange_total": 3,
422 "exchange_free": 3,
423 "exchange_used": 0}),
424 }
425 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
426
427 def test_as_json(self):
428 balance_mock1 = mock.Mock()
429 balance_mock1.as_json.return_value = 1
430
431 balance_mock2 = mock.Mock()
432 balance_mock2.as_json.return_value = 2
433
434 balance_store = market.BalanceStore(self.m)
435 balance_store.all = {
436 "BTC": balance_mock1,
437 "ETH": balance_mock2,
438 }
439
440 as_json = balance_store.as_json()
441 self.assertEqual(1, as_json["BTC"])
442 self.assertEqual(2, as_json["ETH"])
443
444 @unittest.skipUnless("unit" in limits, "Unit skipped")
445 class ReportStoreTest(WebMockTestCase):
446 def test_add_log(self):
447 report_store = market.ReportStore(self.m)
448 report_store.add_log({"foo": "bar"})
449
450 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
451
452 def test_set_verbose(self):
453 report_store = market.ReportStore(self.m)
454 with self.subTest(verbose=True):
455 report_store.set_verbose(True)
456 self.assertTrue(report_store.verbose_print)
457
458 with self.subTest(verbose=False):
459 report_store.set_verbose(False)
460 self.assertFalse(report_store.verbose_print)
461
462 def test_merge(self):
463 report_store1 = market.ReportStore(self.m, verbose_print=False)
464 report_store2 = market.ReportStore(None, verbose_print=False)
465
466 report_store2.log_stage("1")
467 report_store1.log_stage("2")
468 report_store2.log_stage("3")
469
470 report_store1.merge(report_store2)
471
472 self.assertEqual(3, len(report_store1.logs))
473 self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs)))
474 self.assertEqual(6, len(report_store1.print_logs))
475
476 def test_print_log(self):
477 report_store = market.ReportStore(self.m)
478 with self.subTest(verbose=True),\
479 mock.patch.object(store, "datetime") as time_mock,\
480 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
481 time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10)
482 report_store.set_verbose(True)
483 report_store.print_log("Coucou")
484 report_store.print_log(portfolio.Amount("BTC", 1))
485 self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
486
487 with self.subTest(verbose=False),\
488 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
489 report_store.set_verbose(False)
490 report_store.print_log("Coucou")
491 report_store.print_log(portfolio.Amount("BTC", 1))
492 self.assertEqual(stdout_mock.getvalue(), "")
493
494 def test_default_json_serial(self):
495 report_store = market.ReportStore(self.m)
496
497 self.assertEqual("2018-02-24T00:00:00",
498 report_store.default_json_serial(portfolio.datetime(2018, 2, 24)))
499 self.assertEqual("1.00000000 BTC",
500 report_store.default_json_serial(portfolio.Amount("BTC", 1)))
501
502 def test_to_json(self):
503 report_store = market.ReportStore(self.m)
504 report_store.logs.append({"foo": "bar"})
505 self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
506 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
507 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
508 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
509 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json())
510
511 def test_to_json_array(self):
512 report_store = market.ReportStore(self.m)
513 report_store.logs.append({
514 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
515 })
516 report_store.logs.append({
517 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
518 })
519 logs = list(report_store.to_json_array())
520
521 self.assertEqual(2, len(logs))
522 self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0])
523 self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1])
524
525 @mock.patch.object(market.ReportStore, "print_log")
526 @mock.patch.object(market.ReportStore, "add_log")
527 def test_log_stage(self, add_log, print_log):
528 report_store = market.ReportStore(self.m)
529 c = lambda x: x
530 report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
531 print_log.assert_has_calls([
532 mock.call("-----------"),
533 mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
534 ])
535 add_log.assert_called_once_with({
536 'type': 'stage',
537 'stage': 'foo',
538 'args': {
539 'bar': 'baz',
540 'c': 'c = lambda x: x',
541 'd': {
542 'currency': 'BTC',
543 'value': D('1')
544 }
545 }
546 })
547
548 @mock.patch.object(market.ReportStore, "print_log")
549 @mock.patch.object(market.ReportStore, "add_log")
550 def test_log_balances(self, add_log, print_log):
551 report_store = market.ReportStore(self.m)
552 self.m.balances.as_json.return_value = "json"
553 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
554
555 report_store.log_balances(tag="tag")
556 print_log.assert_has_calls([
557 mock.call("[Balance]"),
558 mock.call("\tbar"),
559 mock.call("\tbaz"),
560 ])
561 add_log.assert_called_once_with({
562 'type': 'balance',
563 'balances': 'json',
564 'tag': 'tag'
565 })
566
567 @mock.patch.object(market.ReportStore, "print_log")
568 @mock.patch.object(market.ReportStore, "add_log")
569 def test_log_tickers(self, add_log, print_log):
570 report_store = market.ReportStore(self.m)
571 amounts = {
572 "BTC": portfolio.Amount("BTC", 10),
573 "ETH": portfolio.Amount("BTC", D("0.3"))
574 }
575 amounts["ETH"].rate = D("0.1")
576
577 report_store.log_tickers(amounts, "BTC", "default", "total")
578 print_log.assert_not_called()
579 add_log.assert_called_once_with({
580 'type': 'tickers',
581 'compute_value': 'default',
582 'balance_type': 'total',
583 'currency': 'BTC',
584 'balances': {
585 'BTC': D('10'),
586 'ETH': D('0.3')
587 },
588 'rates': {
589 'BTC': None,
590 'ETH': D('0.1')
591 },
592 'total': D('10.3')
593 })
594
595 add_log.reset_mock()
596 compute_value = lambda x: x["bid"]
597 report_store.log_tickers(amounts, "BTC", compute_value, "total")
598 add_log.assert_called_once_with({
599 'type': 'tickers',
600 'compute_value': 'compute_value = lambda x: x["bid"]',
601 'balance_type': 'total',
602 'currency': 'BTC',
603 'balances': {
604 'BTC': D('10'),
605 'ETH': D('0.3')
606 },
607 'rates': {
608 'BTC': None,
609 'ETH': D('0.1')
610 },
611 'total': D('10.3')
612 })
613
614 @mock.patch.object(market.ReportStore, "print_log")
615 @mock.patch.object(market.ReportStore, "add_log")
616 def test_log_dispatch(self, add_log, print_log):
617 report_store = market.ReportStore(self.m)
618 amount = portfolio.Amount("BTC", "10.3")
619 amounts = {
620 "BTC": portfolio.Amount("BTC", 10),
621 "ETH": portfolio.Amount("BTC", D("0.3"))
622 }
623 report_store.log_dispatch(amount, amounts, "medium", "repartition")
624 print_log.assert_not_called()
625 add_log.assert_called_once_with({
626 'type': 'dispatch',
627 'liquidity': 'medium',
628 'repartition_ratio': 'repartition',
629 'total_amount': {
630 'currency': 'BTC',
631 'value': D('10.3')
632 },
633 'repartition': {
634 'BTC': D('10'),
635 'ETH': D('0.3')
636 }
637 })
638
639 @mock.patch.object(market.ReportStore, "print_log")
640 @mock.patch.object(market.ReportStore, "add_log")
641 def test_log_trades(self, add_log, print_log):
642 report_store = market.ReportStore(self.m)
643 trade_mock1 = mock.Mock()
644 trade_mock2 = mock.Mock()
645 trade_mock1.as_json.return_value = { "trade": "1" }
646 trade_mock2.as_json.return_value = { "trade": "2" }
647
648 matching_and_trades = [
649 (True, trade_mock1),
650 (False, trade_mock2),
651 ]
652 report_store.log_trades(matching_and_trades, "only")
653
654 print_log.assert_not_called()
655 add_log.assert_called_with({
656 'type': 'trades',
657 'only': 'only',
658 'debug': False,
659 'trades': [
660 {'trade': '1', 'skipped': False},
661 {'trade': '2', 'skipped': True}
662 ]
663 })
664
665 @mock.patch.object(market.ReportStore, "print_log")
666 @mock.patch.object(market.ReportStore, "add_log")
667 def test_log_orders(self, add_log, print_log):
668 report_store = market.ReportStore(self.m)
669
670 order_mock1 = mock.Mock()
671 order_mock2 = mock.Mock()
672
673 order_mock1.as_json.return_value = "order1"
674 order_mock2.as_json.return_value = "order2"
675
676 orders = [order_mock1, order_mock2]
677
678 report_store.log_orders(orders, tick="tick",
679 only="only", compute_value="compute_value")
680
681 print_log.assert_called_once_with("[Orders]")
682 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
683
684 add_log.assert_called_with({
685 'type': 'orders',
686 'only': 'only',
687 'compute_value': 'compute_value',
688 'tick': 'tick',
689 'orders': ['order1', 'order2']
690 })
691
692 add_log.reset_mock()
693 def compute_value(x, y):
694 return x[y]
695 report_store.log_orders(orders, tick="tick",
696 only="only", compute_value=compute_value)
697 add_log.assert_called_with({
698 'type': 'orders',
699 'only': 'only',
700 'compute_value': 'def compute_value(x, y):\n return x[y]',
701 'tick': 'tick',
702 'orders': ['order1', 'order2']
703 })
704
705
706 @mock.patch.object(market.ReportStore, "print_log")
707 @mock.patch.object(market.ReportStore, "add_log")
708 def test_log_order(self, add_log, print_log):
709 report_store = market.ReportStore(self.m)
710 order_mock = mock.Mock()
711 order_mock.as_json.return_value = "order"
712 new_order_mock = mock.Mock()
713 new_order_mock.as_json.return_value = "new_order"
714 order_mock.__repr__ = mock.Mock()
715 order_mock.__repr__.return_value = "Order Mock"
716 new_order_mock.__repr__ = mock.Mock()
717 new_order_mock.__repr__.return_value = "New order Mock"
718
719 with self.subTest(finished=True):
720 report_store.log_order(order_mock, 1, finished=True)
721 print_log.assert_called_once_with("[Order] Finished Order Mock")
722 add_log.assert_called_once_with({
723 'type': 'order',
724 'tick': 1,
725 'update': None,
726 'order': 'order',
727 'compute_value': None,
728 'new_order': None
729 })
730
731 add_log.reset_mock()
732 print_log.reset_mock()
733
734 with self.subTest(update="waiting"):
735 report_store.log_order(order_mock, 1, update="waiting")
736 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
737 add_log.assert_called_once_with({
738 'type': 'order',
739 'tick': 1,
740 'update': 'waiting',
741 'order': 'order',
742 'compute_value': None,
743 'new_order': None
744 })
745
746 add_log.reset_mock()
747 print_log.reset_mock()
748 with self.subTest(update="adjusting"):
749 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
750 report_store.log_order(order_mock, 3,
751 update="adjusting", new_order=new_order_mock,
752 compute_value=compute_value)
753 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
754 add_log.assert_called_once_with({
755 'type': 'order',
756 'tick': 3,
757 'update': 'adjusting',
758 'order': 'order',
759 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
760 'new_order': 'new_order'
761 })
762
763 add_log.reset_mock()
764 print_log.reset_mock()
765 with self.subTest(update="market_fallback"):
766 report_store.log_order(order_mock, 7,
767 update="market_fallback", new_order=new_order_mock)
768 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
769 add_log.assert_called_once_with({
770 'type': 'order',
771 'tick': 7,
772 'update': 'market_fallback',
773 'order': 'order',
774 'compute_value': None,
775 'new_order': 'new_order'
776 })
777
778 add_log.reset_mock()
779 print_log.reset_mock()
780 with self.subTest(update="market_adjusting"):
781 report_store.log_order(order_mock, 17,
782 update="market_adjust", new_order=new_order_mock)
783 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
784 add_log.assert_called_once_with({
785 'type': 'order',
786 'tick': 17,
787 'update': 'market_adjust',
788 'order': 'order',
789 'compute_value': None,
790 'new_order': 'new_order'
791 })
792
793 @mock.patch.object(market.ReportStore, "print_log")
794 @mock.patch.object(market.ReportStore, "add_log")
795 def test_log_move_balances(self, add_log, print_log):
796 report_store = market.ReportStore(self.m)
797 needed = {
798 "BTC": portfolio.Amount("BTC", 10),
799 "USDT": 1
800 }
801 moving = {
802 "BTC": portfolio.Amount("BTC", 3),
803 "USDT": -2
804 }
805 report_store.log_move_balances(needed, moving)
806 print_log.assert_not_called()
807 add_log.assert_called_once_with({
808 'type': 'move_balances',
809 'debug': False,
810 'needed': {
811 'BTC': D('10'),
812 'USDT': 1
813 },
814 'moving': {
815 'BTC': D('3'),
816 'USDT': -2
817 }
818 })
819
820 @mock.patch.object(market.ReportStore, "print_log")
821 @mock.patch.object(market.ReportStore, "add_log")
822 def test_log_http_request(self, add_log, print_log):
823 report_store = market.ReportStore(self.m)
824 response = mock.Mock()
825 response.status_code = 200
826 response.text = "Hey"
827
828 report_store.log_http_request("method", "url", "body",
829 "headers", response)
830 print_log.assert_not_called()
831 add_log.assert_called_once_with({
832 'type': 'http_request',
833 'method': 'method',
834 'url': 'url',
835 'body': 'body',
836 'headers': 'headers',
837 'status': 200,
838 'response': 'Hey'
839 })
840
841 add_log.reset_mock()
842 report_store.log_http_request("method", "url", "body",
843 "headers", ValueError("Foo"))
844 add_log.assert_called_once_with({
845 'type': 'http_request',
846 'method': 'method',
847 'url': 'url',
848 'body': 'body',
849 'headers': 'headers',
850 'status': -1,
851 'response': None,
852 'error': 'ValueError',
853 'error_message': 'Foo',
854 })
855
856 @mock.patch.object(market.ReportStore, "add_log")
857 def test_log_market(self, add_log):
858 report_store = market.ReportStore(self.m)
859
860 report_store.log_market(self.market_args(debug=True, quiet=False), 4, 1)
861 add_log.assert_called_once_with({
862 "type": "market",
863 "commit": "$Format:%H$",
864 "args": { "report_path": None, "debug": True, "quiet": False },
865 "user_id": 4,
866 "market_id": 1,
867 })
868
869 @mock.patch.object(market.ReportStore, "print_log")
870 @mock.patch.object(market.ReportStore, "add_log")
871 def test_log_error(self, add_log, print_log):
872 report_store = market.ReportStore(self.m)
873 with self.subTest(message=None, exception=None):
874 report_store.log_error("action")
875 print_log.assert_called_once_with("[Error] action")
876 add_log.assert_called_once_with({
877 'type': 'error',
878 'action': 'action',
879 'exception_class': None,
880 'exception_message': None,
881 'message': None
882 })
883
884 print_log.reset_mock()
885 add_log.reset_mock()
886 with self.subTest(message="Hey", exception=None):
887 report_store.log_error("action", message="Hey")
888 print_log.assert_has_calls([
889 mock.call("[Error] action"),
890 mock.call("\tHey")
891 ])
892 add_log.assert_called_once_with({
893 'type': 'error',
894 'action': 'action',
895 'exception_class': None,
896 'exception_message': None,
897 'message': "Hey"
898 })
899
900 print_log.reset_mock()
901 add_log.reset_mock()
902 with self.subTest(message=None, exception=Exception("bouh")):
903 report_store.log_error("action", exception=Exception("bouh"))
904 print_log.assert_has_calls([
905 mock.call("[Error] action"),
906 mock.call("\tException: bouh")
907 ])
908 add_log.assert_called_once_with({
909 'type': 'error',
910 'action': 'action',
911 'exception_class': "Exception",
912 'exception_message': "bouh",
913 'message': None
914 })
915
916 print_log.reset_mock()
917 add_log.reset_mock()
918 with self.subTest(message="Hey", exception=Exception("bouh")):
919 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
920 print_log.assert_has_calls([
921 mock.call("[Error] action"),
922 mock.call("\tException: bouh"),
923 mock.call("\tHey")
924 ])
925 add_log.assert_called_once_with({
926 'type': 'error',
927 'action': 'action',
928 'exception_class': "Exception",
929 'exception_message': "bouh",
930 'message': "Hey"
931 })
932
933 @mock.patch.object(market.ReportStore, "print_log")
934 @mock.patch.object(market.ReportStore, "add_log")
935 def test_log_debug_action(self, add_log, print_log):
936 report_store = market.ReportStore(self.m)
937 report_store.log_debug_action("Hey")
938
939 print_log.assert_called_once_with("[Debug] Hey")
940 add_log.assert_called_once_with({
941 'type': 'debug_action',
942 'action': 'Hey'
943 })
944
945 @unittest.skipUnless("unit" in limits, "Unit skipped")
946 class PortfolioTest(WebMockTestCase):
947 def setUp(self):
948 super().setUp()
949
950 with open("test_samples/test_portfolio.json") as example:
951 self.json_response = example.read()
952
953 self.wm.get(market.Portfolio.URL, text=self.json_response)
954
955 @mock.patch.object(market.Portfolio, "parse_cryptoportfolio")
956 def test_get_cryptoportfolio(self, parse_cryptoportfolio):
957 with self.subTest(parallel=False):
958 self.wm.get(market.Portfolio.URL, [
959 {"text":'{ "foo": "bar" }', "status_code": 200},
960 {"text": "System Error", "status_code": 500},
961 {"exc": requests.exceptions.ConnectTimeout},
962 ])
963 market.Portfolio.get_cryptoportfolio()
964 self.assertIn("foo", market.Portfolio.data.get())
965 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
966 self.assertTrue(self.wm.called)
967 self.assertEqual(1, self.wm.call_count)
968 market.Portfolio.report.log_error.assert_not_called()
969 market.Portfolio.report.log_http_request.assert_called_once()
970 parse_cryptoportfolio.assert_called_once_with()
971 market.Portfolio.report.log_http_request.reset_mock()
972 parse_cryptoportfolio.reset_mock()
973 market.Portfolio.data = store.LockedVar(None)
974
975 market.Portfolio.get_cryptoportfolio()
976 self.assertIsNone(market.Portfolio.data.get())
977 self.assertEqual(2, self.wm.call_count)
978 parse_cryptoportfolio.assert_not_called()
979 market.Portfolio.report.log_error.assert_not_called()
980 market.Portfolio.report.log_http_request.assert_called_once()
981 market.Portfolio.report.log_http_request.reset_mock()
982 parse_cryptoportfolio.reset_mock()
983
984 market.Portfolio.data = store.LockedVar("Foo")
985 market.Portfolio.get_cryptoportfolio()
986 self.assertEqual(2, self.wm.call_count)
987 parse_cryptoportfolio.assert_not_called()
988
989 market.Portfolio.get_cryptoportfolio(refetch=True)
990 self.assertEqual("Foo", market.Portfolio.data.get())
991 self.assertEqual(3, self.wm.call_count)
992 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
993 exception=mock.ANY)
994 market.Portfolio.report.log_http_request.assert_not_called()
995 with self.subTest(parallel=True):
996 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
997 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
998 with self.subTest(worker=True):
999 market.Portfolio.data = store.LockedVar(None)
1000 market.Portfolio.worker = mock.Mock()
1001 is_worker.return_value = True
1002 self.wm.get(market.Portfolio.URL, [
1003 {"text":'{ "foo": "bar" }', "status_code": 200},
1004 ])
1005 market.Portfolio.get_cryptoportfolio()
1006 self.assertIn("foo", market.Portfolio.data.get())
1007 parse_cryptoportfolio.reset_mock()
1008 with self.subTest(worker=False):
1009 market.Portfolio.data = store.LockedVar(None)
1010 market.Portfolio.worker = mock.Mock()
1011 is_worker.return_value = False
1012 market.Portfolio.get_cryptoportfolio()
1013 notify.assert_called_once_with()
1014 parse_cryptoportfolio.assert_not_called()
1015
1016 def test_parse_cryptoportfolio(self):
1017 with self.subTest(description="Normal case"):
1018 market.Portfolio.data = store.LockedVar(store.json.loads(
1019 self.json_response, parse_int=D, parse_float=D))
1020 market.Portfolio.parse_cryptoportfolio()
1021
1022 self.assertListEqual(
1023 ["medium", "high"],
1024 list(market.Portfolio.liquidities.get().keys()))
1025
1026 liquidities = market.Portfolio.liquidities.get()
1027 self.assertEqual(10, len(liquidities["medium"].keys()))
1028 self.assertEqual(10, len(liquidities["high"].keys()))
1029
1030 expected = {
1031 'BTC': (D("0.2857"), "long"),
1032 'DGB': (D("0.1015"), "long"),
1033 'DOGE': (D("0.1805"), "long"),
1034 'SC': (D("0.0623"), "long"),
1035 'ZEC': (D("0.3701"), "long"),
1036 }
1037 date = portfolio.datetime(2018, 1, 8)
1038 self.assertDictEqual(expected, liquidities["high"][date])
1039
1040 expected = {
1041 'BTC': (D("1.1102e-16"), "long"),
1042 'ETC': (D("0.1"), "long"),
1043 'FCT': (D("0.1"), "long"),
1044 'GAS': (D("0.1"), "long"),
1045 'NAV': (D("0.1"), "long"),
1046 'OMG': (D("0.1"), "long"),
1047 'OMNI': (D("0.1"), "long"),
1048 'PPC': (D("0.1"), "long"),
1049 'RIC': (D("0.1"), "long"),
1050 'VIA': (D("0.1"), "long"),
1051 'XCP': (D("0.1"), "long"),
1052 }
1053 self.assertDictEqual(expected, liquidities["medium"][date])
1054 self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get())
1055
1056 with self.subTest(description="Missing weight"):
1057 data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
1058 del(data["portfolio_2"]["weights"])
1059 market.Portfolio.data = store.LockedVar(data)
1060
1061 market.Portfolio.parse_cryptoportfolio()
1062 self.assertListEqual(
1063 ["medium", "high"],
1064 list(market.Portfolio.liquidities.get().keys()))
1065 self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
1066
1067 with self.subTest(description="All missing weights"):
1068 data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
1069 del(data["portfolio_1"]["weights"])
1070 del(data["portfolio_2"]["weights"])
1071 market.Portfolio.data = store.LockedVar(data)
1072
1073 market.Portfolio.parse_cryptoportfolio()
1074 self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
1075 self.assertEqual({}, market.Portfolio.liquidities.get("high"))
1076 self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get())
1077
1078
1079 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
1080 def test_repartition(self, get_cryptoportfolio):
1081 market.Portfolio.liquidities = store.LockedVar({
1082 "medium": {
1083 "2018-03-01": "medium_2018-03-01",
1084 "2018-03-08": "medium_2018-03-08",
1085 },
1086 "high": {
1087 "2018-03-01": "high_2018-03-01",
1088 "2018-03-08": "high_2018-03-08",
1089 }
1090 })
1091 market.Portfolio.last_date = store.LockedVar("2018-03-08")
1092
1093 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition())
1094 get_cryptoportfolio.assert_called_once_with()
1095 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium"))
1096 self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high"))
1097
1098 @mock.patch.object(market.time, "sleep")
1099 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
1100 def test_wait_for_recent(self, get_cryptoportfolio, sleep):
1101 self.call_count = 0
1102 def _get(refetch=False):
1103 if self.call_count != 0:
1104 self.assertTrue(refetch)
1105 else:
1106 self.assertFalse(refetch)
1107 self.call_count += 1
1108 market.Portfolio.last_date = store.LockedVar(store.datetime.now()\
1109 - store.timedelta(10)\
1110 + store.timedelta(self.call_count))
1111 get_cryptoportfolio.side_effect = _get
1112
1113 market.Portfolio.wait_for_recent()
1114 sleep.assert_called_with(30)
1115 self.assertEqual(6, sleep.call_count)
1116 self.assertEqual(7, get_cryptoportfolio.call_count)
1117 market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
1118
1119 sleep.reset_mock()
1120 get_cryptoportfolio.reset_mock()
1121 market.Portfolio.last_date = store.LockedVar(None)
1122 self.call_count = 0
1123 market.Portfolio.wait_for_recent(delta=15)
1124 sleep.assert_not_called()
1125 self.assertEqual(1, get_cryptoportfolio.call_count)
1126
1127 sleep.reset_mock()
1128 get_cryptoportfolio.reset_mock()
1129 market.Portfolio.last_date = store.LockedVar(None)
1130 self.call_count = 0
1131 market.Portfolio.wait_for_recent(delta=1)
1132 sleep.assert_called_with(30)
1133 self.assertEqual(9, sleep.call_count)
1134 self.assertEqual(10, get_cryptoportfolio.call_count)
1135
1136 def test_is_worker_thread(self):
1137 with self.subTest(worker=None):
1138 self.assertFalse(store.Portfolio.is_worker_thread())
1139
1140 with self.subTest(worker="not self"),\
1141 mock.patch("threading.current_thread") as current_thread:
1142 current = mock.Mock()
1143 current_thread.return_value = current
1144 store.Portfolio.worker = mock.Mock()
1145 self.assertFalse(store.Portfolio.is_worker_thread())
1146
1147 with self.subTest(worker="self"),\
1148 mock.patch("threading.current_thread") as current_thread:
1149 current = mock.Mock()
1150 current_thread.return_value = current
1151 store.Portfolio.worker = current
1152 self.assertTrue(store.Portfolio.is_worker_thread())
1153
1154 def test_start_worker(self):
1155 with mock.patch.object(store.Portfolio, "wait_for_notification") as notification:
1156 store.Portfolio.start_worker()
1157 notification.assert_called_once_with(poll=30)
1158
1159 self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__)
1160 self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__)
1161 store.Portfolio.report.start_lock.assert_called_once_with()
1162
1163 self.assertIsNotNone(store.Portfolio.worker)
1164 self.assertIsNotNone(store.Portfolio.worker_notify)
1165 self.assertIsNotNone(store.Portfolio.callback)
1166 self.assertTrue(store.Portfolio.worker_started)
1167
1168 self.assertFalse(store.Portfolio.worker.is_alive())
1169
1170 def test_wait_for_notification(self):
1171 with self.assertRaises(RuntimeError):
1172 store.Portfolio.wait_for_notification()
1173
1174 with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\
1175 mock.patch.object(store.Portfolio, "report") as report,\
1176 mock.patch.object(store.time, "sleep") as sleep:
1177 store.Portfolio.start_worker(poll=3)
1178
1179 store.Portfolio.worker_notify.set()
1180
1181 store.Portfolio.callback.wait()
1182
1183 report.print_log.assert_called_once_with("Fetching cryptoportfolio")
1184 get.assert_called_once_with(refetch=True)
1185 sleep.assert_called_once_with(3)
1186 self.assertFalse(store.Portfolio.worker_notify.is_set())
1187 self.assertTrue(store.Portfolio.worker.is_alive())
1188
1189 store.Portfolio.callback.clear()
1190 store.Portfolio.worker_started = False
1191 store.Portfolio.worker_notify.set()
1192 store.Portfolio.callback.wait()
1193 self.assertFalse(store.Portfolio.worker.is_alive())
1194
1195 def test_notify_and_wait(self):
1196 with mock.patch.object(store.Portfolio, "callback") as callback,\
1197 mock.patch.object(store.Portfolio, "worker_notify") as worker_notify:
1198 store.Portfolio.notify_and_wait()
1199 callback.clear.assert_called_once_with()
1200 worker_notify.set.assert_called_once_with()
1201 callback.wait.assert_called_once_with()
1202
1203