5 import market
, portfolio
, store
7 @unittest.skipUnless("unit" in limits
, "Unit skipped")
8 class NoopLockTest(unittest
.TestCase
):
10 noop_lock
= store
.NoopLock()
14 @unittest.skipUnless("unit" in limits
, "Unit skipped")
15 class LockedVarTest(unittest
.TestCase
):
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
)
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"))
33 locked_var
= store
.LockedVar("Foo")
35 self
.assertEqual("Bar", locked_var
.get())
37 def test__getattr(self
):
38 dummy
= type('Dummy', (object,), {})()
39 dummy
.attribute
= "Hey"
41 locked_var
= store
.LockedVar(dummy
)
42 self
.assertEqual("Hey", locked_var
.attribute
)
43 with self
.assertRaises(AttributeError):
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
__)
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"])
60 self
.assertEqual("Foo", locked_var
.val
)
64 self
.assertEqual("Bar", locked_var
.get()[0:3])
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"]
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")),
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")),
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
95 trade_store
.compute_trades(values_in_base
,
96 new_repartition
, only
="only")
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")
103 def test_trade_if_matching(self
):
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")),
111 self
.assertEqual(False, result
[0])
112 self
.assertIsInstance(result
[1], portfolio
.Trade
)
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")),
120 self
.assertEqual(True, result
[0])
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])
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])
138 def test_prepare_orders(self
):
139 trade_store
= market
.TradeStore(self
.m
)
141 trade_mock1
= mock
.Mock()
142 trade_mock2
= mock
.Mock()
143 trade_mock3
= mock
.Mock()
145 trade_mock1
.prepare_order
.return_value
= 1
146 trade_mock2
.prepare_order
.return_value
= 2
147 trade_mock3
.prepare_order
.return_value
= 3
149 trade_mock1
.pending
= True
150 trade_mock2
.pending
= True
151 trade_mock3
.pending
= False
153 trade_store
.all
.append(trade_mock1
)
154 trade_store
.all
.append(trade_mock2
)
155 trade_store
.all
.append(trade_mock3
)
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")
163 self
.m
.report
.log_orders
.reset_mock()
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")
170 trade_mock1
.prepare_order
.reset_mock()
171 trade_mock2
.prepare_order
.reset_mock()
172 self
.m
.report
.log_orders
.reset_mock()
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")
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
]
188 trade_store
.print_all_with_order()
190 trade_mock1
.print_with_order
.assert_called()
191 trade_mock2
.print_with_order
.assert_called()
192 trade_mock3
.print_with_order
.assert_called()
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
)
201 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
203 trade_store
.run_orders()
205 all_orders
.assert_called_with(state
="pending")
207 order_mock1
.run
.assert_called()
208 order_mock2
.run
.assert_called()
209 order_mock3
.run
.assert_called()
211 self
.m
.report
.log_stage
.assert_called_with("run_orders")
212 self
.m
.report
.log_orders
.assert_called_with([order_mock1
, order_mock2
,
215 def test_all_orders(self
):
216 trade_mock1
= mock
.Mock()
217 trade_mock2
= mock
.Mock()
219 order_mock1
= mock
.Mock()
220 order_mock2
= mock
.Mock()
221 order_mock3
= mock
.Mock()
223 trade_mock1
.orders
= [order_mock1
, order_mock2
]
224 trade_mock2
.orders
= [order_mock3
]
226 order_mock1
.status
= "pending"
227 order_mock2
.status
= "open"
228 order_mock3
.status
= "open"
230 trade_store
= market
.TradeStore(self
.m
)
231 trade_store
.all
.append(trade_mock1
)
232 trade_store
.all
.append(trade_mock2
)
234 orders
= trade_store
.all_orders()
235 self
.assertEqual(3, len(orders
))
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
)
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()
247 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
249 trade_store
= market
.TradeStore(self
.m
)
251 trade_store
.update_all_orders_status()
252 all_orders
.assert_called_with(state
="open")
254 order_mock1
.get_status
.assert_called()
255 order_mock2
.get_status
.assert_called()
256 order_mock3
.get_status
.assert_called()
258 def test_close_trades(self
):
259 trade_mock1
= mock
.Mock()
260 trade_mock2
= mock
.Mock()
261 trade_mock3
= mock
.Mock()
263 trade_store
= market
.TradeStore(self
.m
)
265 trade_store
.all
.append(trade_mock1
)
266 trade_store
.all
.append(trade_mock2
)
267 trade_store
.all
.append(trade_mock3
)
269 trade_store
.close_trades()
271 trade_mock1
.close
.assert_called_once_with()
272 trade_mock2
.close
.assert_called_once_with()
273 trade_mock3
.close
.assert_called_once_with()
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
283 trade_store
= market
.TradeStore(self
.m
)
285 trade_store
.all
.append(trade_mock1
)
286 trade_store
.all
.append(trade_mock2
)
287 trade_store
.all
.append(trade_mock3
)
289 self
.assertEqual([trade_mock1
, trade_mock2
], trade_store
.pending
)
291 @unittest.skipUnless("unit" in limits
, "Unit skipped")
292 class BalanceStoreTest(WebMockTestCase
):
296 self
.fetch_balance
= {
304 "exchange_free": D("6.0"),
305 "exchange_used": D("1.2"),
306 "exchange_total": D("7.2"),
312 "exchange_total": 16,
319 "margin_total": D("-1.0"),
324 def test_in_currency(self
):
325 self
.m
.get_ticker
.return_value
= {
331 balance_store
= market
.BalanceStore(self
.m
)
332 balance_store
.all
= {
333 "BTC": portfolio
.Balance("BTC", {
335 "exchange_total":"0.65",
336 "exchange_free": "0.35",
337 "exchange_used": "0.30"}),
338 "ETH": portfolio
.Balance("ETH", {
342 "exchange_used": 0}),
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",
351 self
.m
.report
.log_tickers
.reset_mock()
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",
358 self
.m
.report
.log_tickers
.reset_mock()
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()
367 def test_fetch_balances(self
):
368 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
370 balance_store
= market
.BalanceStore(self
.m
)
372 balance_store
.fetch_balances()
373 self
.assertNotIn("ETC", balance_store
.currencies())
374 self
.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store
.currencies()))
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")
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
388 balance_store
= market
.BalanceStore(self
.m
)
389 balance_store
.fetch_balances()
391 self
.assertNotIn("XEM", balance_store
.currencies())
394 "XEM": (D("0.75"), "long"),
395 "BTC": (D("0.26"), "long"),
396 "DASH": (D("0.10"), "short"),
398 repartition
.return_value
= repartition_hash
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
)
410 def test_currencies(self
):
411 balance_store
= market
.BalanceStore(self
.m
)
413 balance_store
.all
= {
414 "BTC": portfolio
.Balance("BTC", {
416 "exchange_total":"0.65",
417 "exchange_free": "0.35",
418 "exchange_used": "0.30"}),
419 "ETH": portfolio
.Balance("ETH", {
423 "exchange_used": 0}),
425 self
.assertListEqual(["BTC", "ETH"], list(balance_store
.currencies()))
427 def test_as_json(self
):
428 balance_mock1
= mock
.Mock()
429 balance_mock1
.as_json
.return_value
= 1
431 balance_mock2
= mock
.Mock()
432 balance_mock2
.as_json
.return_value
= 2
434 balance_store
= market
.BalanceStore(self
.m
)
435 balance_store
.all
= {
436 "BTC": balance_mock1
,
437 "ETH": balance_mock2
,
440 as_json
= balance_store
.as_json()
441 self
.assertEqual(1, as_json
["BTC"])
442 self
.assertEqual(2, as_json
["ETH"])
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"}
)
450 self
.assertEqual({"foo": "bar", "date": mock.ANY}
, report_store
.logs
[0])
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
)
458 with self
.subTest(verbose
=False):
459 report_store
.set_verbose(False)
460 self
.assertFalse(report_store
.verbose_print
)
462 def test_merge(self
):
463 report_store1
= market
.ReportStore(self
.m
, verbose_print
=False)
464 report_store2
= market
.ReportStore(None, verbose_print
=False)
466 report_store2
.log_stage("1")
467 report_store1
.log_stage("2")
468 report_store2
.log_stage("3")
470 report_store1
.merge(report_store2
)
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
))
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")
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(), "")
494 def test_default_json_serial(self
):
495 report_store
= market
.ReportStore(self
.m
)
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)))
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())
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"
516 report_store
.logs
.append({
517 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
519 logs
= list(report_store
.to_json_array())
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])
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
)
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')}"),
535 add_log
.assert_called_once_with({
540 'c': 'c = lambda x: x',
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" }
555 report_store
.log_balances(tag
="tag")
556 print_log
.assert_has_calls([
557 mock
.call("[Balance]"),
561 add_log
.assert_called_once_with({
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
)
572 "BTC": portfolio
.Amount("BTC", 10),
573 "ETH": portfolio
.Amount("BTC", D("0.3"))
575 amounts
["ETH"].rate
= D("0.1")
577 report_store
.log_tickers(amounts
, "BTC", "default", "total")
578 print_log
.assert_not_called()
579 add_log
.assert_called_once_with({
581 'compute_value': 'default',
582 'balance_type': 'total',
596 compute_value
= lambda x
: x
["bid"]
597 report_store
.log_tickers(amounts
, "BTC", compute_value
, "total")
598 add_log
.assert_called_once_with({
600 'compute_value': 'compute_value = lambda x: x["bid"]',
601 'balance_type': 'total',
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")
620 "BTC": portfolio
.Amount("BTC", 10),
621 "ETH": portfolio
.Amount("BTC", D("0.3"))
623 report_store
.log_dispatch(amount
, amounts
, "medium", "repartition")
624 print_log
.assert_not_called()
625 add_log
.assert_called_once_with({
627 'liquidity': 'medium',
628 'repartition_ratio': 'repartition',
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" }
648 matching_and_trades
= [
650 (False, trade_mock2
),
652 report_store
.log_trades(matching_and_trades
, "only")
654 print_log
.assert_not_called()
655 add_log
.assert_called_with({
660 {'trade': '1', 'skipped': False}
,
661 {'trade': '2', 'skipped': True}
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
)
670 order_mock1
= mock
.Mock()
671 order_mock2
= mock
.Mock()
673 order_mock1
.as_json
.return_value
= "order1"
674 order_mock2
.as_json
.return_value
= "order2"
676 orders
= [order_mock1
, order_mock2
]
678 report_store
.log_orders(orders
, tick
="tick",
679 only
="only", compute_value
="compute_value")
681 print_log
.assert_called_once_with("[Orders]")
682 self
.m
.trades
.print_all_with_order
.assert_called_once_with(ind
="\t")
684 add_log
.assert_called_with({
687 'compute_value': 'compute_value',
689 'orders': ['order1', 'order2']
693 def compute_value(x
, y
):
695 report_store
.log_orders(orders
, tick
="tick",
696 only
="only", compute_value
=compute_value
)
697 add_log
.assert_called_with({
700 'compute_value': 'def compute_value(x, y):\n return x[y]',
702 'orders': ['order1', 'order2']
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"
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({
727 'compute_value': None,
732 print_log
.reset_mock()
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({
742 'compute_value': None,
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({
757 'update': 'adjusting',
759 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
760 'new_order': 'new_order'
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({
772 'update': 'market_fallback',
774 'compute_value': None,
775 'new_order': 'new_order'
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({
787 'update': 'market_adjust',
789 'compute_value': None,
790 'new_order': 'new_order'
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
)
798 "BTC": portfolio
.Amount("BTC", 10),
802 "BTC": portfolio
.Amount("BTC", 3),
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',
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"
828 report_store
.log_http_request("method", "url", "body",
830 print_log
.assert_not_called()
831 add_log
.assert_called_once_with({
832 'type': 'http_request',
836 'headers': 'headers',
842 report_store
.log_http_request("method", "url", "body",
843 "headers", ValueError("Foo"))
844 add_log
.assert_called_once_with({
845 'type': 'http_request',
849 'headers': 'headers',
852 'error': 'ValueError',
853 'error_message': 'Foo',
856 @mock.patch.object(market
.ReportStore
, "add_log")
857 def test_log_market(self
, add_log
):
858 report_store
= market
.ReportStore(self
.m
)
860 report_store
.log_market(self
.market_args(debug
=True, quiet
=False), 4, 1)
861 add_log
.assert_called_once_with({
863 "commit": "$Format:%H$",
864 "args": { "report_path": None, "debug": True, "quiet": False }
,
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({
879 'exception_class': None,
880 'exception_message': None,
884 print_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"),
892 add_log
.assert_called_once_with({
895 'exception_class': None,
896 'exception_message': None,
900 print_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")
908 add_log
.assert_called_once_with({
911 'exception_class': "Exception",
912 'exception_message': "bouh",
916 print_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"),
925 add_log
.assert_called_once_with({
928 'exception_class': "Exception",
929 'exception_message': "bouh",
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")
939 print_log
.assert_called_once_with("[Debug] Hey")
940 add_log
.assert_called_once_with({
941 'type': 'debug_action',
945 @unittest.skipUnless("unit" in limits
, "Unit skipped")
946 class PortfolioTest(WebMockTestCase
):
950 with open("test_samples/test_portfolio.json") as example
:
951 self
.json_response
= example
.read()
953 self
.wm
.get(market
.Portfolio
.URL
, text
=self
.json_response
)
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},
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)
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()
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()
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",
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},
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()
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()
1022 self
.assertListEqual(
1024 list(market
.Portfolio
.liquidities
.get().keys()))
1026 liquidities
= market
.Portfolio
.liquidities
.get()
1027 self
.assertEqual(10, len(liquidities
["medium"].keys()))
1028 self
.assertEqual(10, len(liquidities
["high"].keys()))
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"),
1037 date
= portfolio
.datetime(2018, 1, 8)
1038 self
.assertDictEqual(expected
, liquidities
["high"][date
])
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"),
1053 self
.assertDictEqual(expected
, liquidities
["medium"][date
])
1054 self
.assertEqual(portfolio
.datetime(2018, 1, 15), market
.Portfolio
.last_date
.get())
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
)
1061 market
.Portfolio
.parse_cryptoportfolio()
1062 self
.assertListEqual(
1064 list(market
.Portfolio
.liquidities
.get().keys()))
1065 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
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
)
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())
1079 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
1080 def test_repartition(self
, get_cryptoportfolio
):
1081 market
.Portfolio
.liquidities
= store
.LockedVar({
1083 "2018-03-01": "medium_2018-03-01",
1084 "2018-03-08": "medium_2018-03-08",
1087 "2018-03-01": "high_2018-03-01",
1088 "2018-03-08": "high_2018-03-08",
1091 market
.Portfolio
.last_date
= store
.LockedVar("2018-03-08")
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"))
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
):
1102 def _get(refetch
=False):
1103 if self
.call_count
!= 0:
1104 self
.assertTrue(refetch
)
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
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")
1120 get_cryptoportfolio
.reset_mock()
1121 market
.Portfolio
.last_date
= store
.LockedVar(None)
1123 market
.Portfolio
.wait_for_recent(delta
=15)
1124 sleep
.assert_not_called()
1125 self
.assertEqual(1, get_cryptoportfolio
.call_count
)
1128 get_cryptoportfolio
.reset_mock()
1129 market
.Portfolio
.last_date
= store
.LockedVar(None)
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
)
1136 def test_is_worker_thread(self
):
1137 with self
.subTest(worker
=None):
1138 self
.assertFalse(store
.Portfolio
.is_worker_thread())
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())
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())
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)
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()
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
)
1168 self
.assertFalse(store
.Portfolio
.worker
.is_alive())
1170 def test_wait_for_notification(self
):
1171 with self
.assertRaises(RuntimeError):
1172 store
.Portfolio
.wait_for_notification()
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)
1179 store
.Portfolio
.worker_notify
.set()
1181 store
.Portfolio
.callback
.wait()
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())
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())
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()