import portfolio import unittest from decimal import Decimal as D from unittest import mock class AmountTest(unittest.TestCase): def test_values(self): amount = portfolio.Amount("BTC", "0.65") self.assertEqual(D("0.65"), amount.value) self.assertEqual("BTC", amount.currency) def test_in_currency(self): amount = portfolio.Amount("ETC", 10) self.assertEqual(amount, amount.in_currency("ETC", None)) ticker_mock = unittest.mock.Mock() with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): ticker_mock.return_value = None self.assertRaises(Exception, amount.in_currency, "ETH", None) with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): ticker_mock.return_value = { "bid": D("0.2"), "ask": D("0.4"), "average": D("0.3"), "foo": "bar", } converted_amount = amount.in_currency("ETH", None) self.assertEqual(D("3.0"), converted_amount.value) self.assertEqual("ETH", converted_amount.currency) self.assertEqual(amount, converted_amount.linked_to) self.assertEqual("bar", converted_amount.ticker["foo"]) converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") self.assertEqual(D("2"), converted_amount.value) converted_amount = amount.in_currency("ETH", None, compute_value="ask") self.assertEqual(D("4"), converted_amount.value) converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) self.assertEqual(D("0.2"), converted_amount.value) def test__abs(self): amount = portfolio.Amount("SC", -120) self.assertEqual(120, abs(amount).value) self.assertEqual("SC", abs(amount).currency) amount = portfolio.Amount("SC", 10) self.assertEqual(10, abs(amount).value) self.assertEqual("SC", abs(amount).currency) def test__add(self): amount1 = portfolio.Amount("XVG", "12.9") amount2 = portfolio.Amount("XVG", "13.1") self.assertEqual(26, (amount1 + amount2).value) self.assertEqual("XVG", (amount1 + amount2).currency) amount3 = portfolio.Amount("ETH", "1.6") with self.assertRaises(Exception): amount1 + amount3 amount4 = portfolio.Amount("ETH", 0.0) self.assertEqual(amount1, amount1 + amount4) def test__radd(self): amount = portfolio.Amount("XVG", "12.9") self.assertEqual(amount, 0 + amount) with self.assertRaises(Exception): 4 + amount def test__sub(self): amount1 = portfolio.Amount("XVG", "13.3") amount2 = portfolio.Amount("XVG", "13.1") self.assertEqual(D("0.2"), (amount1 - amount2).value) self.assertEqual("XVG", (amount1 - amount2).currency) amount3 = portfolio.Amount("ETH", "1.6") with self.assertRaises(Exception): amount1 - amount3 amount4 = portfolio.Amount("ETH", 0.0) self.assertEqual(amount1, amount1 - amount4) def test__mul(self): amount = portfolio.Amount("XEM", 11) self.assertEqual(D("38.5"), (amount * D("3.5")).value) self.assertEqual(D("33"), (amount * 3).value) with self.assertRaises(Exception): amount * amount def test__rmul(self): amount = portfolio.Amount("XEM", 11) self.assertEqual(D("38.5"), (D("3.5") * amount).value) self.assertEqual(D("33"), (3 * amount).value) def test__floordiv(self): amount = portfolio.Amount("XEM", 11) self.assertEqual(D("5.5"), (amount / 2).value) self.assertEqual(D("4.4"), (amount / D("2.5")).value) def test__div(self): amount = portfolio.Amount("XEM", 11) self.assertEqual(D("5.5"), (amount / 2).value) self.assertEqual(D("4.4"), (amount / D("2.5")).value) def test__lt(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) self.assertTrue(amount1 < amount2) self.assertFalse(amount2 < amount1) self.assertFalse(amount1 < amount1) amount3 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount1 < amount3 def test__eq(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) amount3 = portfolio.Amount("BTD", 11.3) self.assertFalse(amount1 == amount2) self.assertFalse(amount2 == amount1) self.assertTrue(amount1 == amount3) self.assertFalse(amount2 == 0) amount4 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount1 == amount4 amount5 = portfolio.Amount("BTD", 0) self.assertTrue(amount5 == 0) def test__str(self): amount1 = portfolio.Amount("BTX", 32) self.assertEqual("32.00000000 BTX", str(amount1)) amount2 = portfolio.Amount("USDT", 12000) amount1.linked_to = amount2 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) def test__repr(self): amount1 = portfolio.Amount("BTX", 32) self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) amount2 = portfolio.Amount("USDT", 12000) amount1.linked_to = amount2 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) amount3 = portfolio.Amount("BTC", 0.1) amount2.linked_to = amount3 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) class PortfolioTest(unittest.TestCase): import urllib3 def fill_data(self): if self.json_response is not None: portfolio.Portfolio.data = self.json_response def setUp(self): super(PortfolioTest, self).setUp() with open("test_portfolio.json") as example: import json self.json_response = json.load(example, parse_int=portfolio.D, parse_float=portfolio.D) self.patcher = mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}) self.patcher.start() @mock.patch.object(urllib3, "disable_warnings") @mock.patch.object(urllib3.poolmanager.PoolManager, "request") @mock.patch.object(portfolio.Portfolio, "URL", new="foo://bar") def test_get_cryptoportfolio(self, request, disable_warnings): request.side_effect = [ type('', (), { "data": '{ "foo": "bar" }' }), type('', (), { "data": 'System Error' }), Exception("Connection error"), ] portfolio.Portfolio.get_cryptoportfolio() self.assertIn("foo", portfolio.Portfolio.data) self.assertEqual("bar", portfolio.Portfolio.data["foo"]) request.assert_called_with("GET", "foo://bar") request.reset_mock() portfolio.Portfolio.get_cryptoportfolio() self.assertIsNone(portfolio.Portfolio.data) request.assert_called_with("GET", "foo://bar") request.reset_mock() portfolio.Portfolio.data = "foo" portfolio.Portfolio.get_cryptoportfolio() request.assert_called_with("GET", "foo://bar") self.assertEqual("foo", portfolio.Portfolio.data) disable_warnings.assert_called_with() @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") def test_parse_cryptoportfolio(self, mock_get): mock_get.side_effect = self.fill_data portfolio.Portfolio.parse_cryptoportfolio() self.assertListEqual( ["medium", "high"], list(portfolio.Portfolio.liquidities.keys())) liquidities = portfolio.Portfolio.liquidities self.assertEqual(10, len(liquidities["medium"].keys())) self.assertEqual(10, len(liquidities["high"].keys())) expected = { 'BTC': (D("0.2857"), "long"), 'DGB': (D("0.1015"), "long"), 'DOGE': (D("0.1805"), "long"), 'SC': (D("0.0623"), "long"), 'ZEC': (D("0.3701"), "long"), } self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) expected = { 'BTC': (D("1.1102e-16"), "long"), 'ETC': (D("0.1"), "long"), 'FCT': (D("0.1"), "long"), 'GAS': (D("0.1"), "long"), 'NAV': (D("0.1"), "long"), 'OMG': (D("0.1"), "long"), 'OMNI': (D("0.1"), "long"), 'PPC': (D("0.1"), "long"), 'RIC': (D("0.1"), "long"), 'VIA': (D("0.1"), "long"), 'XCP': (D("0.1"), "long"), } self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) # It doesn't refetch the data when available portfolio.Portfolio.parse_cryptoportfolio() mock_get.assert_called_once_with() @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") def test_repartition(self, mock_get): mock_get.side_effect = self.fill_data expected_medium = { 'BTC': (D("1.1102e-16"), "long"), 'USDT': (D("0.1"), "long"), 'ETC': (D("0.1"), "long"), 'FCT': (D("0.1"), "long"), 'OMG': (D("0.1"), "long"), 'STEEM': (D("0.1"), "long"), 'STRAT': (D("0.1"), "long"), 'XEM': (D("0.1"), "long"), 'XMR': (D("0.1"), "long"), 'XVC': (D("0.1"), "long"), 'ZRX': (D("0.1"), "long"), } expected_high = { 'USDT': (D("0.1226"), "long"), 'BTC': (D("0.1429"), "long"), 'ETC': (D("0.1127"), "long"), 'ETH': (D("0.1569"), "long"), 'FCT': (D("0.3341"), "long"), 'GAS': (D("0.1308"), "long"), } self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) def tearDown(self): self.patcher.stop() class BalanceTest(unittest.TestCase): def setUp(self): super(BalanceTest, self).setUp() self.fetch_balance = { "free": "foo", "info": "bar", "used": "baz", "total": "bazz", "ETC": { "free": 0.0, "used": 0.0, "total": 0.0 }, "USDT": { "free": 6.0, "used": 1.2, "total": 7.2 }, "XVG": { "free": 16, "used": 0.0, "total": 16 }, "XMR": { "free": 0.0, "used": 0.0, "total": 0.0 }, } self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}) self.patcher.start() def test_values(self): balance = portfolio.Balance("BTC", 0.65, 0.35, 0.30) self.assertEqual(0.65, balance.total.value) self.assertEqual(0.35, balance.free.value) self.assertEqual(0.30, balance.used.value) self.assertEqual("BTC", balance.currency) balance = portfolio.Balance.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30}) self.assertEqual(0.65, balance.total.value) self.assertEqual(0.35, balance.free.value) self.assertEqual(0.30, balance.used.value) self.assertEqual("BTC", balance.currency) @mock.patch.object(portfolio.Trade, "get_ticker") def test_in_currency(self, get_ticker): portfolio.Balance.known_balances = { "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), "ETH": portfolio.Balance("ETH", 3, 3, 0), } market = mock.Mock() get_ticker.return_value = { "bid": D("0.09"), "ask": D("0.11"), "average": D("0.1"), } amounts = portfolio.Balance.in_currency("BTC", market) self.assertEqual("BTC", amounts["ETH"].currency) self.assertEqual(D("0.65"), amounts["BTC"].value) self.assertEqual(D("0.30"), amounts["ETH"].value) amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid") self.assertEqual(D("0.65"), amounts["BTC"].value) self.assertEqual(D("0.27"), amounts["ETH"].value) amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="used") self.assertEqual(D("0.30"), amounts["BTC"].value) self.assertEqual(0, amounts["ETH"].value) def test_currencies(self): portfolio.Balance.known_balances = { "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), "ETH": portfolio.Balance("ETH", 3, 3, 0), } self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies())) @mock.patch.object(portfolio.market, "fetch_balance") def test_fetch_balances(self, fetch_balance): fetch_balance.return_value = self.fetch_balance portfolio.Balance.fetch_balances(portfolio.market) self.assertNotIn("XMR", portfolio.Balance.currencies()) self.assertListEqual(["USDT", "XVG"], list(portfolio.Balance.currencies())) portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", "1", "0", "1") portfolio.Balance.fetch_balances(portfolio.market) self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total) self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies())) @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(portfolio.market, "fetch_balance") def test_dispatch_assets(self, fetch_balance, repartition): fetch_balance.return_value = self.fetch_balance portfolio.Balance.fetch_balances(portfolio.market) self.assertNotIn("XEM", portfolio.Balance.currencies()) repartition.return_value = { "XEM": (D("0.75"), "long"), "BTC": (D("0.26"), "long"), } amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1")) self.assertIn("XEM", portfolio.Balance.currencies()) self.assertEqual(D("2.6"), amounts["BTC"].value) self.assertEqual(D("7.5"), amounts["XEM"].value) @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(portfolio.Trade, "get_ticker") @mock.patch.object(portfolio.Trade, "compute_trades") def test_prepare_trades(self, compute_trades, get_ticker, repartition): repartition.return_value = { "XEM": (D("0.75"), "long"), "BTC": (D("0.25"), "long"), } def _get_ticker(c1, c2, market): if c1 == "USDT" and c2 == "BTC": return { "average": D("0.0001") } if c1 == "XVG" and c2 == "BTC": return { "average": D("0.000001") } if c1 == "XEM" and c2 == "BTC": return { "average": D("0.001") } self.fail("Should be called with {}, {}".format(c1, c2)) get_ticker.side_effect = _get_ticker market = mock.Mock() market.fetch_balance.return_value = { "USDT": { "free": D("10000.0"), "used": D("0.0"), "total": D("10000.0") }, "XVG": { "free": D("10000.0"), "used": D("0.0"), "total": D("10000.0") }, } portfolio.Balance.prepare_trades(market) compute_trades.assert_called() call = compute_trades.call_args self.assertEqual(market, call[1]["market"]) self.assertEqual(1, call[0][0]["USDT"].value) self.assertEqual(D("0.01"), call[0][0]["XVG"].value) self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) @unittest.skip("TODO") def test_update_trades(self): pass def test__repr(self): balance = portfolio.Balance("BTX", 3, 1, 2) self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance)) def tearDown(self): self.patcher.stop() class TradeTest(unittest.TestCase): import time def setUp(self): super(TradeTest, self).setUp() self.patcher = mock.patch.multiple(portfolio.Trade, ticker_cache={}, ticker_cache_timestamp=self.time.time(), fees_cache={}, trades={}) self.patcher.start() def test_get_ticker(self): market = mock.Mock() market.fetch_ticker.side_effect = [ { "bid": 1, "ask": 3 }, portfolio.ExchangeError("foo"), { "bid": 10, "ask": 40 }, portfolio.ExchangeError("foo"), portfolio.ExchangeError("foo"), ] ticker = portfolio.Trade.get_ticker("ETH", "ETC", market) market.fetch_ticker.assert_called_with("ETH/ETC") self.assertEqual(1, ticker["bid"]) self.assertEqual(3, ticker["ask"]) self.assertEqual(2, ticker["average"]) self.assertFalse(ticker["inverted"]) ticker = portfolio.Trade.get_ticker("ETH", "XVG", market) self.assertEqual(0.0625, ticker["average"]) self.assertTrue(ticker["inverted"]) self.assertIn("original", ticker) self.assertEqual(10, ticker["original"]["bid"]) ticker = portfolio.Trade.get_ticker("XVG", "XMR", market) self.assertIsNone(ticker) market.fetch_ticker.assert_has_calls([ mock.call("ETH/ETC"), mock.call("ETH/XVG"), mock.call("XVG/ETH"), mock.call("XVG/XMR"), mock.call("XMR/XVG"), ]) market2 = mock.Mock() market2.fetch_ticker.side_effect = [ { "bid": 1, "ask": 3 }, { "bid": 1.2, "ask": 3.5 }, ] ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2) ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2) ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2) market2.fetch_ticker.assert_called_once_with("ETH/ETC") self.assertEqual(1, ticker1["bid"]) self.assertDictEqual(ticker1, ticker2) self.assertDictEqual(ticker1, ticker3["original"]) ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True) ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2) self.assertEqual(1.2, ticker4["bid"]) self.assertDictEqual(ticker4, ticker5) market3 = mock.Mock() market3.fetch_ticker.side_effect = [ { "bid": 1, "ask": 3 }, { "bid": 1.2, "ask": 3.5 }, ] ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3) portfolio.Trade.ticker_cache_timestamp -= 4 ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3) portfolio.Trade.ticker_cache_timestamp -= 2 ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3) self.assertDictEqual(ticker6, ticker7) self.assertEqual(1.2, ticker8["bid"]) @unittest.skip("TODO") def test_values_assertion(self): value_from = Amount("BTC", "1.0") value_from.linked_to = Amount("ETH", "10.0") value_to = Amount("BTC", "1.0") trade = portfolioTrade(value_from, value_to, "ETH") self.assertEqual("BTC", trade.base_currency) self.assertEqual("ETH", trade.currency) with self.assertRaises(AssertionError): portfolio.Trade(value_from, value_to, "ETC") with self.assertRaises(AssertionError): value_from.linked_to = None portfolio.Trade(value_from, value_to, "ETH") with self.assertRaises(AssertionError): value_from.currency = "ETH" portfolio.Trade(value_from, value_to, "ETH") @unittest.skip("TODO") def test_fetch_fees(self): pass @unittest.skip("TODO") def test_compute_trades(self): pass @unittest.skip("TODO") def test_action(self): pass @unittest.skip("TODO") def test_action(self): pass @unittest.skip("TODO") def test_order_action(self): pass @unittest.skip("TODO") def test_prepare_order(self): pass @unittest.skip("TODO") def test_all_orders(self): pass @unittest.skip("TODO") def test_follow_orders(self): pass @unittest.skip("TODO") def test_compute_value(self): pass @unittest.skip("TODO") def test__repr(self): pass def tearDown(self): self.patcher.stop() class AcceptanceTest(unittest.TestCase): import time def setUp(self): super(AcceptanceTest, self).setUp() self.patchers = [ mock.patch.multiple(portfolio.Balance, known_balances={}), mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), mock.patch.multiple(portfolio.Trade, ticker_cache={}, ticker_cache_timestamp=self.time.time(), fees_cache={}, trades={}), mock.patch.multiple(portfolio.Computation, computations=portfolio.Computation.computations) ] for patcher in self.patchers: patcher.start() def test_success_sell_only_necessary(self): fetch_balance = { "ETH": { "free": D("1.0"), "used": D("0.0"), "total": D("1.0"), }, "ETC": { "free": D("4.0"), "used": D("0.0"), "total": D("4.0"), }, "XVG": { "free": D("1000.0"), "used": D("0.0"), "total": D("1000.0"), }, } repartition = { "ETH": (D("0.25"), "long"), "ETC": (D("0.25"), "long"), "BTC": (D("0.4"), "long"), "BTD": (D("0.01"), "short"), "B2X": (D("0.04"), "long"), "USDT": (D("0.05"), "long"), } def fetch_ticker(symbol): if symbol == "ETH/BTC": return { "symbol": "ETH/BTC", "bid": D("0.14"), "ask": D("0.16") } if symbol == "ETC/BTC": return { "symbol": "ETC/BTC", "bid": D("0.002"), "ask": D("0.003") } if symbol == "XVG/BTC": return { "symbol": "XVG/BTC", "bid": D("0.00003"), "ask": D("0.00005") } if symbol == "BTD/BTC": return { "symbol": "BTD/BTC", "bid": D("0.0008"), "ask": D("0.0012") } if symbol == "B2X/BTC": return { "symbol": "B2X/BTC", "bid": D("0.0008"), "ask": D("0.0012") } if symbol == "USDT/BTC": raise portfolio.ExchangeError if symbol == "BTC/USDT": return { "symbol": "BTC/USDT", "bid": D("14000"), "ask": D("16000") } self.fail("Shouldn't have been called with {}".format(symbol)) market = mock.Mock() market.fetch_balance.return_value = fetch_balance market.fetch_ticker.side_effect = fetch_ticker with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): # Action 1 portfolio.Balance.prepare_trades(market) balances = portfolio.Balance.known_balances self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) trades = portfolio.Trade.trades self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) self.assertEqual("sell", trades["ETH"].action) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETC"].value_to) self.assertEqual("buy", trades["ETC"].action) self.assertNotIn("BTC", trades) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.002")), trades["BTD"].value_to) self.assertEqual("buy", trades["BTD"].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades["B2X"].value_to) self.assertEqual("buy", trades["B2X"].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["USDT"].value_to) self.assertEqual("buy", trades["USDT"].action) self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) self.assertEqual("sell", trades["XVG"].action) # Action 2 portfolio.Trade.prepare_orders(only="sell", compute_value=lambda x, y: x["bid"] * D("1.001")) all_orders = portfolio.Trade.all_orders() self.assertEqual(2, len(all_orders)) self.assertEqual(2, 3*all_orders[0].amount.value) self.assertEqual(D("0.14014"), all_orders[0].rate) self.assertEqual(1000, all_orders[1].amount.value) self.assertEqual(D("0.00003003"), all_orders[1].rate) def create_order(symbol, type, action, amount, price=None, account="exchange"): self.assertEqual("limit", type) if symbol == "ETH/BTC": self.assertEqual("sell", action) self.assertEqual(D('0.66666666'), amount) self.assertEqual(D("0.14014"), price) elif symbol == "XVG/BTC": self.assertEqual("sell", action) self.assertEqual(1000, amount) self.assertEqual(D("0.00003003"), price) else: self.fail("I shouldn't have been called") return { "id": symbol, } market.create_order.side_effect = create_order market.order_precision.return_value = 8 # Action 3 portfolio.Trade.run_orders() self.assertEqual("open", all_orders[0].status) self.assertEqual("open", all_orders[1].status) market.fetch_order.return_value = { "status": "closed" } with mock.patch.object(portfolio.time, "sleep") as sleep: # Action 4 portfolio.Trade.follow_orders(verbose=False) sleep.assert_called_with(30) for order in all_orders: self.assertEqual("closed", order.status) fetch_balance = { "ETH": { "free": D("1.0") / 3, "used": D("0.0"), "total": D("1.0") / 3, }, "BTC": { "free": D("0.134"), "used": D("0.0"), "total": D("0.134"), }, "ETC": { "free": D("4.0"), "used": D("0.0"), "total": D("4.0"), }, "XVG": { "free": D("0.0"), "used": D("0.0"), "total": D("0.0"), }, } market.fetch_balance.return_value = fetch_balance with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): # Action 5 portfolio.Balance.update_trades(market, only="buy", compute_value="average") balances = portfolio.Balance.known_balances self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) trades = portfolio.Trade.trades self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) self.assertEqual("sell", trades["ETH"].action) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to) self.assertEqual("buy", trades["ETC"].action) self.assertNotIn("BTC", trades) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.00194")), trades["BTD"].value_to) self.assertEqual("buy", trades["BTD"].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to) self.assertEqual("buy", trades["B2X"].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to) self.assertEqual("buy", trades["USDT"].action) self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) self.assertEqual("sell", trades["XVG"].action) # Action 6 portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"]) all_orders = portfolio.Trade.all_orders(state="pending") self.assertEqual(4, len(all_orders)) self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) self.assertEqual(D("0.003"), all_orders[0].rate) self.assertEqual("buy", all_orders[0].action) self.assertEqual("long", all_orders[0].trade_type) self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) self.assertEqual(D("0.0012"), all_orders[1].rate) self.assertEqual("sell", all_orders[1].action) self.assertEqual("short", all_orders[1].trade_type) diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount self.assertAlmostEqual(0, diff.value) self.assertEqual(D("0.0012"), all_orders[2].rate) self.assertEqual("buy", all_orders[2].action) self.assertEqual("long", all_orders[2].trade_type) self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) self.assertEqual(D("16000"), all_orders[3].rate) self.assertEqual("sell", all_orders[3].action) self.assertEqual("long", all_orders[3].trade_type) # Action 7 # TODO # portfolio.Trade.run_orders() with mock.patch.object(portfolio.time, "sleep") as sleep: # Action 8 portfolio.Trade.follow_orders(verbose=False) sleep.assert_called_with(30) def tearDown(self): for patcher in self.patchers: patcher.stop() if __name__ == '__main__': unittest.main()