import sys import portfolio import unittest from decimal import Decimal as D from unittest import mock import requests import requests_mock from io import StringIO import helper limits = ["acceptance", "unit"] for test_type in limits: if "--no{}".format(test_type) in sys.argv: sys.argv.remove("--no{}".format(test_type)) limits.remove(test_type) if "--only{}".format(test_type) in sys.argv: sys.argv.remove("--only{}".format(test_type)) limits = [test_type] break class WebMockTestCase(unittest.TestCase): import time def setUp(self): super(WebMockTestCase, self).setUp() self.wm = requests_mock.Mocker() self.wm.start() self.patchers = [ mock.patch.multiple(portfolio.ReportStore, logs=[], verbose_print=True), mock.patch.multiple(portfolio.BalanceStore, all={},), mock.patch.multiple(portfolio.TradeStore, all=[], debug=False), mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}), mock.patch.multiple(portfolio.Computation, computations=portfolio.Computation.computations), mock.patch.multiple(helper, fees_cache={}, ticker_cache={}, ticker_cache_timestamp=self.time.time()), ] for patcher in self.patchers: patcher.start() def tearDown(self): for patcher in self.patchers: patcher.stop() self.wm.stop() super(WebMockTestCase, self).tearDown() @unittest.skipUnless("unit" in limits, "Unit skipped") class PortfolioTest(WebMockTestCase): 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: self.json_response = example.read() self.wm.get(portfolio.Portfolio.URL, text=self.json_response) @mock.patch("portfolio.ReportStore") def test_get_cryptoportfolio(self, report_store): self.wm.get(portfolio.Portfolio.URL, [ {"text":'{ "foo": "bar" }', "status_code": 200}, {"text": "System Error", "status_code": 500}, {"exc": requests.exceptions.ConnectTimeout}, ]) portfolio.Portfolio.get_cryptoportfolio() self.assertIn("foo", portfolio.Portfolio.data) self.assertEqual("bar", portfolio.Portfolio.data["foo"]) self.assertTrue(self.wm.called) self.assertEqual(1, self.wm.call_count) report_store.log_error.assert_not_called() report_store.log_http_request.assert_called_once() report_store.log_http_request.reset_mock() portfolio.Portfolio.get_cryptoportfolio() self.assertIsNone(portfolio.Portfolio.data) self.assertEqual(2, self.wm.call_count) report_store.log_error.assert_not_called() report_store.log_http_request.assert_called_once() report_store.log_http_request.reset_mock() portfolio.Portfolio.data = "Foo" portfolio.Portfolio.get_cryptoportfolio() self.assertEqual("Foo", portfolio.Portfolio.data) self.assertEqual(3, self.wm.call_count) report_store.log_error.assert_called_once_with("get_cryptoportfolio", exception=mock.ANY) report_store.log_http_request.assert_not_called() @mock.patch("portfolio.ReportStore") def test_parse_cryptoportfolio(self, report_store): 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"), } date = portfolio.datetime(2018, 1, 8) self.assertDictEqual(expected, liquidities["high"][date]) 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"][date]) self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date) report_store.log_http_request.assert_called_once_with("GET", portfolio.Portfolio.URL, None, mock.ANY, mock.ANY) report_store.log_http_request.reset_mock() # It doesn't refetch the data when available portfolio.Portfolio.parse_cryptoportfolio() report_store.log_http_request.assert_not_called() self.assertEqual(1, self.wm.call_count) portfolio.Portfolio.parse_cryptoportfolio(refetch=True) self.assertEqual(2, self.wm.call_count) report_store.log_http_request.assert_called_once() @mock.patch("portfolio.ReportStore") def test_repartition(self, report_store): 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")) self.assertEqual(1, self.wm.call_count) portfolio.Portfolio.repartition() self.assertEqual(1, self.wm.call_count) portfolio.Portfolio.repartition(refetch=True) self.assertEqual(2, self.wm.call_count) report_store.log_http_request.assert_called() self.assertEqual(2, report_store.log_http_request.call_count) @mock.patch.object(portfolio.time, "sleep") @mock.patch.object(portfolio.Portfolio, "repartition") def test_wait_for_recent(self, repartition, sleep): self.call_count = 0 def _repartition(refetch): self.assertTrue(refetch) self.call_count += 1 portfolio.Portfolio.last_date = portfolio.datetime.now()\ - portfolio.timedelta(10)\ + portfolio.timedelta(self.call_count) repartition.side_effect = _repartition portfolio.Portfolio.wait_for_recent() sleep.assert_called_with(30) self.assertEqual(6, sleep.call_count) self.assertEqual(7, repartition.call_count) sleep.reset_mock() repartition.reset_mock() portfolio.Portfolio.last_date = None self.call_count = 0 portfolio.Portfolio.wait_for_recent(delta=15) sleep.assert_not_called() self.assertEqual(1, repartition.call_count) sleep.reset_mock() repartition.reset_mock() portfolio.Portfolio.last_date = None self.call_count = 0 portfolio.Portfolio.wait_for_recent(delta=1) sleep.assert_called_with(30) self.assertEqual(9, sleep.call_count) self.assertEqual(10, repartition.call_count) @unittest.skipUnless("unit" in limits, "Unit skipped") class AmountTest(WebMockTestCase): 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(helper, 'get_ticker', new=ticker_mock): ticker_mock.return_value = None self.assertRaises(Exception, amount.in_currency, "ETH", None) with mock.patch.object(helper, '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__round(self): amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) self.assertEqual(D("1.23456789"), round(amount).value) self.assertEqual(D("1.23"), round(amount, 2).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) self.assertEqual(amount1, amount1 + 0) 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__rsub(self): amount = portfolio.Amount("ETH", "1.6") with self.assertRaises(Exception): 3 - amount self.assertEqual(portfolio.Amount("ETH", "-1.6"), -amount) 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) with self.assertRaises(Exception): amount / amount def test__truediv(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__le(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) self.assertTrue(amount1 <= amount2) self.assertFalse(amount2 <= amount1) self.assertTrue(amount1 <= amount1) amount3 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount1 <= amount3 def test__gt(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) self.assertTrue(amount2 > amount1) self.assertFalse(amount1 > amount2) self.assertFalse(amount1 > amount1) amount3 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount3 > amount1 def test__ge(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) self.assertTrue(amount2 >= amount1) self.assertFalse(amount1 >= amount2) self.assertTrue(amount1 >= amount1) amount3 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount3 >= amount1 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__ne(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) amount3 = portfolio.Amount("BTD", 11.3) self.assertTrue(amount1 != amount2) self.assertTrue(amount2 != amount1) self.assertFalse(amount1 != amount3) self.assertTrue(amount2 != 0) amount4 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount1 != amount4 amount5 = portfolio.Amount("BTD", 0) self.assertFalse(amount5 != 0) def test__neg(self): amount1 = portfolio.Amount("BTD", "11.3") self.assertEqual(portfolio.D("-11.3"), (-amount1).value) 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)) def test_as_json(self): amount = portfolio.Amount("BTX", 32) self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) amount = portfolio.Amount("BTX", "1E-10") self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) amount = portfolio.Amount("BTX", "1E-5") self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) self.assertEqual("0.00001", str(amount.as_json()["value"])) @unittest.skipUnless("unit" in limits, "Unit skipped") class BalanceTest(WebMockTestCase): def test_values(self): balance = portfolio.Balance("BTC", { "exchange_total": "0.65", "exchange_free": "0.35", "exchange_used": "0.30", "margin_total": "-10", "margin_borrowed": "-10", "margin_free": "0", "margin_position_type": "short", "margin_borrowed_base_currency": "USDT", "margin_liquidation_price": "1.20", "margin_pending_gain": "10", "margin_lending_fees": "0.4", "margin_borrowed_base_price": "0.15", }) self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) self.assertEqual("BTC", balance.exchange_total.currency) self.assertEqual("BTC", balance.exchange_free.currency) self.assertEqual("BTC", balance.exchange_total.currency) self.assertEqual(portfolio.D("-10"), balance.margin_total.value) self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value) self.assertEqual(portfolio.D("0"), balance.margin_free.value) self.assertEqual("BTC", balance.margin_total.currency) self.assertEqual("BTC", balance.margin_borrowed.currency) self.assertEqual("BTC", balance.margin_free.currency) self.assertEqual("BTC", balance.currency) self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) self.assertEqual("USDT", balance.margin_lending_fees.currency) def test__repr(self): self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) balance = portfolio.Balance("BTX", { "exchange_total": 3, "exchange_used": 1, "exchange_free": 2 }) self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": 3, "margin_borrowed": 1, "margin_free": 2 }) self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 2 }) self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": -3, "margin_borrowed_base_price": D("0.1"), "margin_borrowed_base_currency": "BTC", "margin_lending_fees": D("0.002") }) self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": 1, "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2}) self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) def test_as_json(self): balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) as_json = balance.as_json() self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) self.assertEqual(D(0), as_json["total"]) self.assertEqual(D(2), as_json["exchange_total"]) self.assertEqual(D(2), as_json["exchange_free"]) self.assertEqual(D(0), as_json["exchange_used"]) self.assertEqual(D(0), as_json["margin_total"]) self.assertEqual(D(0), as_json["margin_free"]) self.assertEqual(D(0), as_json["margin_borrowed"]) @unittest.skipUnless("unit" in limits, "Unit skipped") class HelperTest(WebMockTestCase): def test_get_ticker(self): market = mock.Mock() market.fetch_ticker.side_effect = [ { "bid": 1, "ask": 3 }, helper.ExchangeError("foo"), { "bid": 10, "ask": 40 }, helper.ExchangeError("foo"), helper.ExchangeError("foo"), ] ticker = helper.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 = helper.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 = helper.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 = helper.get_ticker("ETH", "ETC", market2) ticker2 = helper.get_ticker("ETH", "ETC", market2) ticker3 = helper.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 = helper.get_ticker("ETH", "ETC", market2, refresh=True) ticker5 = helper.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 = helper.get_ticker("ETH", "ETC", market3) helper.ticker_cache_timestamp -= 4 ticker7 = helper.get_ticker("ETH", "ETC", market3) helper.ticker_cache_timestamp -= 2 ticker8 = helper.get_ticker("ETH", "ETC", market3) self.assertDictEqual(ticker6, ticker7) self.assertEqual(1.2, ticker8["bid"]) def test_fetch_fees(self): market = mock.Mock() market.fetch_fees.return_value = "Foo" self.assertEqual("Foo", helper.fetch_fees(market)) market.fetch_fees.assert_called_once() self.assertEqual("Foo", helper.fetch_fees(market)) market.fetch_fees.assert_called_once() @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(helper, "get_ticker") @mock.patch.object(portfolio.TradeStore, "compute_trades") @mock.patch("store.ReportStore") @mock.patch("helper.ReportStore") def test_prepare_trades(self, report_store_h, report_store, 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_all_balances.return_value = { "USDT": { "exchange_free": D("10000.0"), "exchange_used": D("0.0"), "exchange_total": D("10000.0"), "total": D("10000.0") }, "XVG": { "exchange_free": D("10000.0"), "exchange_used": D("0.0"), "exchange_total": D("10000.0"), "total": D("10000.0") }, } portfolio.BalanceStore.fetch_balances(market, tag="tag") helper.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) report_store_h.log_stage.assert_called_once_with("prepare_trades") report_store.log_balances.assert_called_once_with(market, tag="tag") @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(helper, "get_ticker") @mock.patch.object(portfolio.TradeStore, "compute_trades") @mock.patch("store.ReportStore") @mock.patch("helper.ReportStore") def test_update_trades(self, report_store_h, report_store, 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_all_balances.return_value = { "USDT": { "exchange_free": D("10000.0"), "exchange_used": D("0.0"), "exchange_total": D("10000.0"), "total": D("10000.0") }, "XVG": { "exchange_free": D("10000.0"), "exchange_used": D("0.0"), "exchange_total": D("10000.0"), "total": D("10000.0") }, } portfolio.BalanceStore.fetch_balances(market, tag="tag") helper.update_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) report_store_h.log_stage.assert_called_once_with("update_trades") report_store.log_balances.assert_called_once_with(market, tag="tag") @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(helper, "get_ticker") @mock.patch.object(portfolio.TradeStore, "compute_trades") @mock.patch("store.ReportStore") @mock.patch("helper.ReportStore") def test_prepare_trades_to_sell_all(self, report_store_h, report_store, compute_trades, get_ticker, repartition): 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") } self.fail("Should be called with {}, {}".format(c1, c2)) get_ticker.side_effect = _get_ticker market = mock.Mock() market.fetch_all_balances.return_value = { "USDT": { "exchange_free": D("10000.0"), "exchange_used": D("0.0"), "exchange_total": D("10000.0"), "total": D("10000.0") }, "XVG": { "exchange_free": D("10000.0"), "exchange_used": D("0.0"), "exchange_total": D("10000.0"), "total": D("10000.0") }, } portfolio.BalanceStore.fetch_balances(market, tag="tag") helper.prepare_trades_to_sell_all(market) repartition.assert_not_called() 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("1.01"), call[0][1]["BTC"].value) report_store_h.log_stage.assert_called_once_with("prepare_trades_to_sell_all") report_store.log_balances.assert_called_once_with(market, tag="tag") @mock.patch.object(portfolio.time, "sleep") @mock.patch.object(portfolio.TradeStore, "all_orders") def test_follow_orders(self, all_orders, time_mock): for debug, sleep in [ (False, None), (True, None), (False, 12), (True, 12)]: with self.subTest(sleep=sleep, debug=debug), \ mock.patch("helper.ReportStore") as report_store: portfolio.TradeStore.debug = debug order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock3 = mock.Mock() all_orders.side_effect = [ [order_mock1, order_mock2], [order_mock1, order_mock2], [order_mock1, order_mock3], [order_mock1, order_mock3], [order_mock1, order_mock3], [order_mock1, order_mock3], [] ] order_mock1.get_status.side_effect = ["open", "open", "closed"] order_mock2.get_status.side_effect = ["open"] order_mock3.get_status.side_effect = ["open", "closed"] order_mock1.trade = mock.Mock() order_mock2.trade = mock.Mock() order_mock3.trade = mock.Mock() helper.follow_orders(sleep=sleep) order_mock1.trade.update_order.assert_any_call(order_mock1, 1) order_mock1.trade.update_order.assert_any_call(order_mock1, 2) self.assertEqual(2, order_mock1.trade.update_order.call_count) self.assertEqual(3, order_mock1.get_status.call_count) order_mock2.trade.update_order.assert_any_call(order_mock2, 1) self.assertEqual(1, order_mock2.trade.update_order.call_count) self.assertEqual(1, order_mock2.get_status.call_count) order_mock3.trade.update_order.assert_any_call(order_mock3, 2) self.assertEqual(1, order_mock3.trade.update_order.call_count) self.assertEqual(2, order_mock3.get_status.call_count) report_store.log_stage.assert_called() calls = [ mock.call("follow_orders_begin"), mock.call("follow_orders_tick_1"), mock.call("follow_orders_tick_2"), mock.call("follow_orders_tick_3"), mock.call("follow_orders_end"), ] report_store.log_stage.assert_has_calls(calls) report_store.log_orders.assert_called() self.assertEqual(3, report_store.log_orders.call_count) calls = [ mock.call([order_mock1, order_mock2], tick=1), mock.call([order_mock1, order_mock3], tick=2), mock.call([order_mock1, order_mock3], tick=3), ] report_store.log_orders.assert_has_calls(calls) calls = [ mock.call(order_mock1, 3, finished=True), mock.call(order_mock3, 3, finished=True), ] report_store.log_order.assert_has_calls(calls) if sleep is None: if debug: report_store.log_debug_action.assert_called_with("Set follow_orders tick to 7s") time_mock.assert_called_with(7) else: time_mock.assert_called_with(30) else: time_mock.assert_called_with(sleep) @mock.patch.object(portfolio.BalanceStore, "fetch_balances") def test_move_balance(self, fetch_balances): for debug in [True, False]: with self.subTest(debug=debug),\ mock.patch("helper.ReportStore") as report_store: value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "10.0") trade1 = portfolio.Trade(value_from, value_to, "ETH") value_from = portfolio.Amount("BTC", "0.0") value_from.linked_to = portfolio.Amount("ETH", "0.0") value_to = portfolio.Amount("BTC", "-3.0") trade2 = portfolio.Trade(value_from, value_to, "ETH") value_from = portfolio.Amount("USDT", "0.0") value_from.linked_to = portfolio.Amount("XVG", "0.0") value_to = portfolio.Amount("USDT", "-50.0") trade3 = portfolio.Trade(value_from, value_to, "XVG") portfolio.TradeStore.all = [trade1, trade2, trade3] balance1 = portfolio.Balance("BTC", { "margin_free": "0" }) balance2 = portfolio.Balance("USDT", { "margin_free": "100" }) balance3 = portfolio.Balance("ETC", { "margin_free": "10" }) portfolio.BalanceStore.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} market = mock.Mock() helper.move_balances(market, debug=debug) fetch_balances.assert_called_with(market) report_store.log_move_balances.assert_called_once() if debug: report_store.log_debug_action.assert_called() self.assertEqual(3, report_store.log_debug_action.call_count) else: market.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") market.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange") market.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange") @mock.patch.object(helper, "prepare_trades") @mock.patch.object(portfolio.TradeStore, "prepare_orders") @mock.patch.object(portfolio.BalanceStore, "fetch_balances") @mock.patch.object(portfolio.ReportStore, "log_stage") def test_print_orders(self, log_stage, fetch_balances, prepare_orders, prepare_trades): market = mock.Mock() portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", "exchange_free": "0.35", "exchange_used": "0.30"}), "ETH": portfolio.Balance("ETH", { "total": 3, "exchange_total": 3, "exchange_free": 3, "exchange_used": 0}), } helper.print_orders(market) fetch_balances.assert_called_with(market, tag="print_orders") prepare_trades.assert_called_with(market, base_currency="BTC", compute_value="average", debug=True) prepare_orders.assert_called_with(compute_value="average") log_stage.assert_called_with("print_orders") @mock.patch.object(portfolio.BalanceStore, "fetch_balances") @mock.patch.object(portfolio.BalanceStore, "in_currency") @mock.patch.object(helper.ReportStore, "print_log") def test_print_balances(self, print_log, in_currency, fetch_balances): market = mock.Mock() portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", "exchange_free": "0.35", "exchange_used": "0.30"}), "ETH": portfolio.Balance("ETH", { "total": 3, "exchange_total": 3, "exchange_free": 3, "exchange_used": 0}), } in_currency.return_value = { "BTC": portfolio.Amount("BTC", "0.65"), "ETH": portfolio.Amount("BTC", "0.3"), } helper.print_balances(market) fetch_balances.assert_called_with(market) print_log.assert_has_calls([ mock.call("total:"), mock.call(portfolio.Amount("BTC", "0.95")), ]) @mock.patch.object(helper, "prepare_trades") @mock.patch.object(helper, "follow_orders") @mock.patch.object(portfolio.TradeStore, "prepare_orders") @mock.patch.object(portfolio.TradeStore, "run_orders") @mock.patch.object(portfolio.BalanceStore, "fetch_balances") @mock.patch.object(portfolio.ReportStore, "log_stage") def test_process_sell_needed__1_sell(self, log_stage, fetch_balances, run_orders, prepare_orders, follow_orders, prepare_trades): market = mock.Mock() portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", "exchange_free": "0.35", "exchange_used": "0.30"}), "ETH": portfolio.Balance("ETH", { "total": 3, "exchange_total": 3, "exchange_free": 3, "exchange_used": 0}), } helper.process_sell_needed__1_sell(market) fetch_balances.assert_has_calls([ mock.call(market, tag="process_sell_needed__1_sell_begin"), mock.call(market, tag="process_sell_needed__1_sell_end"), ]) prepare_trades.assert_called_with(market, base_currency="BTC", liquidity="medium", debug=False) prepare_orders.assert_called_with(compute_value="average", only="dispose") run_orders.assert_called() follow_orders.assert_called() log_stage.assert_called_with("process_sell_needed__1_sell_end") @mock.patch.object(helper, "update_trades") @mock.patch.object(helper, "follow_orders") @mock.patch.object(helper, "move_balances") @mock.patch.object(portfolio.TradeStore, "prepare_orders") @mock.patch.object(portfolio.TradeStore, "run_orders") @mock.patch.object(portfolio.BalanceStore, "fetch_balances") @mock.patch.object(portfolio.ReportStore, "log_stage") def test_process_sell_needed__2_buy(self, log_stage, fetch_balances, run_orders, prepare_orders, move_balances, follow_orders, update_trades): market = mock.Mock() portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", "exchange_free": "0.35", "exchange_used": "0.30"}), "ETH": portfolio.Balance("ETH", { "total": 3, "exchange_total": 3, "exchange_free": 3, "exchange_used": 0}), } helper.process_sell_needed__2_buy(market) fetch_balances.assert_has_calls([ mock.call(market, tag="process_sell_needed__2_buy_begin"), mock.call(market, tag="process_sell_needed__2_buy_end"), ]) update_trades.assert_called_with(market, base_currency="BTC", debug=False, liquidity="medium", only="acquire") prepare_orders.assert_called_with(compute_value="average", only="acquire") move_balances.assert_called_with(market, debug=False) run_orders.assert_called() follow_orders.assert_called() log_stage.assert_called_with("process_sell_needed__2_buy_end") @mock.patch.object(helper, "prepare_trades_to_sell_all") @mock.patch.object(helper, "follow_orders") @mock.patch.object(portfolio.TradeStore, "prepare_orders") @mock.patch.object(portfolio.TradeStore, "run_orders") @mock.patch.object(portfolio.BalanceStore, "fetch_balances") @mock.patch.object(portfolio.ReportStore, "log_stage") def test_process_sell_all__1_sell(self, log_stage, fetch_balances, run_orders, prepare_orders, follow_orders, prepare_trades_to_sell_all): market = mock.Mock() portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", "exchange_free": "0.35", "exchange_used": "0.30"}), "ETH": portfolio.Balance("ETH", { "total": 3, "exchange_total": 3, "exchange_free": 3, "exchange_used": 0}), } helper.process_sell_all__1_all_sell(market) fetch_balances.assert_has_calls([ mock.call(market, tag="process_sell_all__1_all_sell_begin"), mock.call(market, tag="process_sell_all__1_all_sell_end"), ]) prepare_trades_to_sell_all.assert_called_with(market, base_currency="BTC", debug=False) prepare_orders.assert_called_with(compute_value="average") run_orders.assert_called() follow_orders.assert_called() log_stage.assert_called_with("process_sell_all__1_all_sell_end") @mock.patch.object(helper, "prepare_trades") @mock.patch.object(helper, "follow_orders") @mock.patch.object(helper, "move_balances") @mock.patch.object(portfolio.TradeStore, "prepare_orders") @mock.patch.object(portfolio.TradeStore, "run_orders") @mock.patch.object(portfolio.BalanceStore, "fetch_balances") @mock.patch.object(portfolio.ReportStore, "log_stage") def test_process_sell_all__2_all_buy(self, log_stage, fetch_balances, run_orders, prepare_orders, move_balances, follow_orders, prepare_trades): market = mock.Mock() portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", "exchange_free": "0.35", "exchange_used": "0.30"}), "ETH": portfolio.Balance("ETH", { "total": 3, "exchange_total": 3, "exchange_free": 3, "exchange_used": 0}), } helper.process_sell_all__2_all_buy(market) fetch_balances.assert_has_calls([ mock.call(market, tag="process_sell_all__2_all_buy_begin"), mock.call(market, tag="process_sell_all__2_all_buy_end"), ]) prepare_trades.assert_called_with(market, base_currency="BTC", liquidity="medium", debug=False) prepare_orders.assert_called_with(compute_value="average") move_balances.assert_called_with(market, debug=False) run_orders.assert_called() follow_orders.assert_called() log_stage.assert_called_with("process_sell_all__2_all_buy_end") def test_reset_all(self): portfolio.BalanceStore.all = { "foo": "bar" } portfolio.ReportStore.logs.append("hey") portfolio.TradeStore.all.append("bouh") helper.reset_all() self.assertEqual(0, len(portfolio.BalanceStore.all)) self.assertEqual(0, len(portfolio.ReportStore.logs)) self.assertEqual(0, len(portfolio.TradeStore.all)) @unittest.skipUnless("unit" in limits, "Unit skipped") class TradeStoreTest(WebMockTestCase): @mock.patch.object(portfolio.BalanceStore, "currencies") @mock.patch.object(portfolio.TradeStore, "trade_if_matching") @mock.patch.object(portfolio.ReportStore, "log_trades") def test_compute_trades(self, log_trades, trade_if_matching, currencies): currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] values_in_base = { "XMR": portfolio.Amount("BTC", D("0.9")), "DASH": portfolio.Amount("BTC", D("0.4")), "XVG": portfolio.Amount("BTC", D("-0.5")), "BTC": portfolio.Amount("BTC", D("0.5")), } new_repartition = { "DASH": portfolio.Amount("BTC", D("0.5")), "XVG": portfolio.Amount("BTC", D("0.1")), "BTC": portfolio.Amount("BTC", D("0.4")), "ETH": portfolio.Amount("BTC", D("0.3")), } side_effect = [ (True, 1), (False, 2), (False, 3), (True, 4), (True, 5) ] trade_if_matching.side_effect = side_effect portfolio.TradeStore.compute_trades(values_in_base, new_repartition, only="only", market="market") self.assertEqual(5, trade_if_matching.call_count) self.assertEqual(3, len(portfolio.TradeStore.all)) self.assertEqual([1, 4, 5], portfolio.TradeStore.all) log_trades.assert_called_with(side_effect, "only", False) def test_trade_if_matching(self): result = portfolio.TradeStore.trade_if_matching( portfolio.Amount("BTC", D("0")), portfolio.Amount("BTC", D("0.3")), "ETH", only="nope", market="market" ) self.assertEqual(False, result[0]) self.assertIsInstance(result[1], portfolio.Trade) portfolio.TradeStore.all = [] result = portfolio.TradeStore.trade_if_matching( portfolio.Amount("BTC", D("0")), portfolio.Amount("BTC", D("0.3")), "ETH", only=None, market="market" ) self.assertEqual(True, result[0]) portfolio.TradeStore.all = [] result = portfolio.TradeStore.trade_if_matching( portfolio.Amount("BTC", D("0")), portfolio.Amount("BTC", D("0.3")), "ETH", only="acquire", market="market" ) self.assertEqual(True, result[0]) portfolio.TradeStore.all = [] result = portfolio.TradeStore.trade_if_matching( portfolio.Amount("BTC", D("0")), portfolio.Amount("BTC", D("0.3")), "ETH", only="dispose", market="market" ) self.assertEqual(False, result[0]) @mock.patch.object(portfolio.ReportStore, "log_orders") def test_prepare_orders(self, log_orders): trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock1.prepare_order.return_value = 1 trade_mock2.prepare_order.return_value = 2 portfolio.TradeStore.all.append(trade_mock1) portfolio.TradeStore.all.append(trade_mock2) portfolio.TradeStore.prepare_orders() trade_mock1.prepare_order.assert_called_with(compute_value="default") trade_mock2.prepare_order.assert_called_with(compute_value="default") log_orders.assert_called_once_with([1, 2], None, "default") log_orders.reset_mock() portfolio.TradeStore.prepare_orders(compute_value="bla") trade_mock1.prepare_order.assert_called_with(compute_value="bla") trade_mock2.prepare_order.assert_called_with(compute_value="bla") log_orders.assert_called_once_with([1, 2], None, "bla") trade_mock1.prepare_order.reset_mock() trade_mock2.prepare_order.reset_mock() log_orders.reset_mock() trade_mock1.action = "foo" trade_mock2.action = "bar" portfolio.TradeStore.prepare_orders(only="bar") trade_mock1.prepare_order.assert_not_called() trade_mock2.prepare_order.assert_called_with(compute_value="default") log_orders.assert_called_once_with([2], "bar", "default") def test_print_all_with_order(self): trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock3 = mock.Mock() portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3] portfolio.TradeStore.print_all_with_order() trade_mock1.print_with_order.assert_called() trade_mock2.print_with_order.assert_called() trade_mock3.print_with_order.assert_called() @mock.patch.object(portfolio.ReportStore, "log_stage") @mock.patch.object(portfolio.ReportStore, "log_orders") @mock.patch.object(portfolio.TradeStore, "all_orders") def test_run_orders(self, all_orders, log_orders, log_stage): order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock3 = mock.Mock() all_orders.return_value = [order_mock1, order_mock2, order_mock3] portfolio.TradeStore.run_orders() all_orders.assert_called_with(state="pending") order_mock1.run.assert_called() order_mock2.run.assert_called() order_mock3.run.assert_called() log_stage.assert_called_with("run_orders") log_orders.assert_called_with([order_mock1, order_mock2, order_mock3]) def test_all_orders(self): trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock3 = mock.Mock() trade_mock1.orders = [order_mock1, order_mock2] trade_mock2.orders = [order_mock3] order_mock1.status = "pending" order_mock2.status = "open" order_mock3.status = "open" portfolio.TradeStore.all.append(trade_mock1) portfolio.TradeStore.all.append(trade_mock2) orders = portfolio.TradeStore.all_orders() self.assertEqual(3, len(orders)) open_orders = portfolio.TradeStore.all_orders(state="open") self.assertEqual(2, len(open_orders)) self.assertEqual([order_mock2, order_mock3], open_orders) @mock.patch.object(portfolio.TradeStore, "all_orders") def test_update_all_orders_status(self, all_orders): order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock3 = mock.Mock() all_orders.return_value = [order_mock1, order_mock2, order_mock3] portfolio.TradeStore.update_all_orders_status() all_orders.assert_called_with(state="open") order_mock1.get_status.assert_called() order_mock2.get_status.assert_called() order_mock3.get_status.assert_called() @unittest.skipUnless("unit" in limits, "Unit skipped") class BalanceStoreTest(WebMockTestCase): def setUp(self): super(BalanceStoreTest, self).setUp() self.fetch_balance = { "ETC": { "exchange_free": 0, "exchange_used": 0, "exchange_total": 0, "margin_total": 0, }, "USDT": { "exchange_free": D("6.0"), "exchange_used": D("1.2"), "exchange_total": D("7.2"), "margin_total": 0, }, "XVG": { "exchange_free": 16, "exchange_used": 0, "exchange_total": 16, "margin_total": 0, }, "XMR": { "exchange_free": 0, "exchange_used": 0, "exchange_total": 0, "margin_total": D("-1.0"), "margin_free": 0, }, } @mock.patch.object(helper, "get_ticker") @mock.patch("portfolio.ReportStore.log_tickers") def test_in_currency(self, log_tickers, get_ticker): portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", "exchange_free": "0.35", "exchange_used": "0.30"}), "ETH": portfolio.Balance("ETH", { "total": 3, "exchange_total": 3, "exchange_free": 3, "exchange_used": 0}), } market = mock.Mock() get_ticker.return_value = { "bid": D("0.09"), "ask": D("0.11"), "average": D("0.1"), } amounts = portfolio.BalanceStore.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) log_tickers.assert_called_once_with(market, amounts, "BTC", "average", "total") log_tickers.reset_mock() amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid") self.assertEqual(D("0.65"), amounts["BTC"].value) self.assertEqual(D("0.27"), amounts["ETH"].value) log_tickers.assert_called_once_with(market, amounts, "BTC", "bid", "total") log_tickers.reset_mock() amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used") self.assertEqual(D("0.30"), amounts["BTC"].value) self.assertEqual(0, amounts["ETH"].value) log_tickers.assert_called_once_with(market, amounts, "BTC", "bid", "exchange_used") log_tickers.reset_mock() @mock.patch.object(portfolio.ReportStore, "log_balances") def test_fetch_balances(self, log_balances): market = mock.Mock() market.fetch_all_balances.return_value = self.fetch_balance portfolio.BalanceStore.fetch_balances(market) self.assertNotIn("ETC", portfolio.BalanceStore.currencies()) self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies())) portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { "exchange_total": "1", "exchange_free": "0", "exchange_used": "1" }) portfolio.BalanceStore.fetch_balances(market, tag="foo") self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) log_balances.assert_called_with(market, tag="foo") @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(portfolio.ReportStore, "log_balances") @mock.patch("store.ReportStore.log_dispatch") def test_dispatch_assets(self, log_dispatch, log_balances, repartition): market = mock.Mock() market.fetch_all_balances.return_value = self.fetch_balance portfolio.BalanceStore.fetch_balances(market) self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) repartition_hash = { "XEM": (D("0.75"), "long"), "BTC": (D("0.26"), "long"), "DASH": (D("0.10"), "short"), } repartition.return_value = repartition_hash amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1")) repartition.assert_called_with(liquidity="medium") self.assertIn("XEM", portfolio.BalanceStore.currencies()) self.assertEqual(D("2.6"), amounts["BTC"].value) self.assertEqual(D("7.5"), amounts["XEM"].value) self.assertEqual(D("-1.0"), amounts["DASH"].value) log_balances.assert_called_with(market, tag=None) log_dispatch.assert_called_once_with(portfolio.Amount("BTC", "11.1"), amounts, "medium", repartition_hash) def test_currencies(self): portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", "exchange_free": "0.35", "exchange_used": "0.30"}), "ETH": portfolio.Balance("ETH", { "total": 3, "exchange_total": 3, "exchange_free": 3, "exchange_used": 0}), } self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies())) def test_as_json(self): balance_mock1 = mock.Mock() balance_mock1.as_json.return_value = 1 balance_mock2 = mock.Mock() balance_mock2.as_json.return_value = 2 portfolio.BalanceStore.all = { "BTC": balance_mock1, "ETH": balance_mock2, } as_json = portfolio.BalanceStore.as_json() self.assertEqual(1, as_json["BTC"]) self.assertEqual(2, as_json["ETH"]) @unittest.skipUnless("unit" in limits, "Unit skipped") class ComputationTest(WebMockTestCase): def test_compute_value(self): compute = mock.Mock() portfolio.Computation.compute_value("foo", "buy", compute_value=compute) compute.assert_called_with("foo", "ask") compute.reset_mock() portfolio.Computation.compute_value("foo", "sell", compute_value=compute) compute.assert_called_with("foo", "bid") compute.reset_mock() portfolio.Computation.compute_value("foo", "ask", compute_value=compute) compute.assert_called_with("foo", "ask") compute.reset_mock() portfolio.Computation.compute_value("foo", "bid", compute_value=compute) compute.assert_called_with("foo", "bid") compute.reset_mock() portfolio.Computation.computations["test"] = compute portfolio.Computation.compute_value("foo", "bid", compute_value="test") compute.assert_called_with("foo", "bid") @unittest.skipUnless("unit" in limits, "Unit skipped") class TradeTest(WebMockTestCase): def test_values_assertion(self): value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(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") value_from = portfolio.Amount("BTC", 0) trade = portfolio.Trade(value_from, value_to, "ETH") self.assertEqual(0, trade.value_from.linked_to) def test_action(self): value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH") self.assertIsNone(trade.action) value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("BTC", "1.0") value_to = portfolio.Amount("BTC", "2.0") trade = portfolio.Trade(value_from, value_to, "BTC") self.assertIsNone(trade.action) value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH") self.assertEqual("acquire", trade.action) value_from = portfolio.Amount("BTC", "0") value_from.linked_to = portfolio.Amount("ETH", "0") value_to = portfolio.Amount("BTC", "-1.0") trade = portfolio.Trade(value_from, value_to, "ETH") self.assertEqual("acquire", trade.action) def test_order_action(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH") self.assertEqual("buy", trade.order_action(False)) self.assertEqual("sell", trade.order_action(True)) value_from = portfolio.Amount("BTC", "0") value_from.linked_to = portfolio.Amount("ETH", "0") value_to = portfolio.Amount("BTC", "-1.0") trade = portfolio.Trade(value_from, value_to, "ETH") self.assertEqual("sell", trade.order_action(False)) self.assertEqual("buy", trade.order_action(True)) def test_trade_type(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH") self.assertEqual("long", trade.trade_type) value_from = portfolio.Amount("BTC", "0") value_from.linked_to = portfolio.Amount("ETH", "0") value_to = portfolio.Amount("BTC", "-1.0") trade = portfolio.Trade(value_from, value_to, "ETH") self.assertEqual("short", trade.trade_type) def test_filled_amount(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH") order1 = mock.Mock() order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") order2 = mock.Mock() order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") trade.orders.append(order1) trade.orders.append(order2) self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) order1.filled_amount.assert_called_with(in_base_currency=False) order2.filled_amount.assert_called_with(in_base_currency=False) self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) order1.filled_amount.assert_called_with(in_base_currency=False) order2.filled_amount.assert_called_with(in_base_currency=False) self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) order1.filled_amount.assert_called_with(in_base_currency=True) order2.filled_amount.assert_called_with(in_base_currency=True) @mock.patch.object(helper, "get_ticker") @mock.patch.object(portfolio.Computation, "compute_value") @mock.patch.object(portfolio.Trade, "filled_amount") @mock.patch.object(portfolio, "Order") def test_prepare_order(self, Order, filled_amount, compute_value, get_ticker): Order.return_value = "Order" with self.subTest(desc="Nothing to do"): value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "10") trade = portfolio.Trade(value_from, value_to, "FOO", market="market") trade.prepare_order() filled_amount.assert_not_called() compute_value.assert_not_called() self.assertEqual(0, len(trade.orders)) Order.assert_not_called() get_ticker.return_value = { "inverted": False } with self.subTest(desc="Already filled"),\ mock.patch("portfolio.ReportStore") as report_store: filled_amount.return_value = portfolio.Amount("FOO", "100") compute_value.return_value = D("0.125") value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "0") trade = portfolio.Trade(value_from, value_to, "FOO", market="market") trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") self.assertEqual(0, len(trade.orders)) report_store.log_error.assert_called_with("prepare_order", message=mock.ANY) Order.assert_not_called() with self.subTest(action="dispose", inverted=False): filled_amount.return_value = portfolio.Amount("FOO", "60") compute_value.return_value = D("0.125") value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "1") trade = portfolio.Trade(value_from, value_to, "FOO", market="market") trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("FOO", 30), D("0.125"), "BTC", "long", "market", trade, close_if_possible=False) with self.subTest(action="acquire", inverted=False): filled_amount.return_value = portfolio.Amount("BTC", "3") compute_value.return_value = D("0.125") value_from = portfolio.Amount("BTC", "1") value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "10") value_to = portfolio.Amount("BTC", "10") trade = portfolio.Trade(value_from, value_to, "FOO", market="market") trade.prepare_order() filled_amount.assert_called_with(in_base_currency=True) compute_value.assert_called_with(get_ticker.return_value, "buy", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("buy", portfolio.Amount("FOO", 48), D("0.125"), "BTC", "long", "market", trade, close_if_possible=False) with self.subTest(close_if_possible=True): filled_amount.return_value = portfolio.Amount("FOO", "0") compute_value.return_value = D("0.125") value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "0") trade = portfolio.Trade(value_from, value_to, "FOO", market="market") trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("FOO", 100), D("0.125"), "BTC", "long", "market", trade, close_if_possible=True) get_ticker.return_value = { "inverted": True, "original": {} } with self.subTest(action="dispose", inverted=True): filled_amount.return_value = portfolio.Amount("FOO", "300") compute_value.return_value = D("125") value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.01") value_from.linked_to = portfolio.Amount("FOO", "1000") value_to = portfolio.Amount("BTC", "1") trade = portfolio.Trade(value_from, value_to, "FOO", market="market") trade.prepare_order(compute_value="foo") filled_amount.assert_called_with(in_base_currency=True) compute_value.assert_called_with(get_ticker.return_value["original"], "buy", compute_value="foo") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), D("125"), "FOO", "long", "market", trade, close_if_possible=False) with self.subTest(action="acquire", inverted=True): filled_amount.return_value = portfolio.Amount("BTC", "4") compute_value.return_value = D("125") value_from = portfolio.Amount("BTC", "1") value_from.rate = D("0.01") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "10") trade = portfolio.Trade(value_from, value_to, "FOO", market="market") trade.prepare_order(compute_value="foo") filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(get_ticker.return_value["original"], "sell", compute_value="foo") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), D("125"), "FOO", "long", "market", trade, close_if_possible=False) @mock.patch.object(portfolio.Trade, "prepare_order") def test_update_order(self, prepare_order): order_mock = mock.Mock() new_order_mock = mock.Mock() value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH") prepare_order.return_value = new_order_mock for i in [0, 1, 3, 4, 6]: with self.subTest(tick=i),\ mock.patch.object(portfolio.ReportStore, "log_order") as log_order: trade.update_order(order_mock, i) order_mock.cancel.assert_not_called() new_order_mock.run.assert_not_called() log_order.assert_called_once_with(order_mock, i, update="waiting", compute_value=None, new_order=None) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] with mock.patch.object(portfolio.ReportStore, "log_order") as log_order: trade.update_order(order_mock, 2) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called() log_order.assert_called() self.assertEqual(2, log_order.call_count) calls = [ mock.call(order_mock, 2, update="adjusting", compute_value='lambda x, y: (x[y] + x["average"]) / 2', new_order=new_order_mock), mock.call(order_mock, 2, new_order=new_order_mock), ] log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] with mock.patch.object(portfolio.ReportStore, "log_order") as log_order: trade.update_order(order_mock, 5) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called() self.assertEqual(2, log_order.call_count) log_order.assert_called() calls = [ mock.call(order_mock, 5, update="adjusting", compute_value='lambda x, y: (x[y]*2 + x["average"]) / 3', new_order=new_order_mock), mock.call(order_mock, 5, new_order=new_order_mock), ] log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] with mock.patch.object(portfolio.ReportStore, "log_order") as log_order: trade.update_order(order_mock, 7) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called_with(compute_value="default") log_order.assert_called() self.assertEqual(2, log_order.call_count) calls = [ mock.call(order_mock, 7, update="market_fallback", compute_value='default', new_order=new_order_mock), mock.call(order_mock, 7, new_order=new_order_mock), ] log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] for i in [10, 13, 16]: with self.subTest(tick=i), mock.patch.object(portfolio.ReportStore, "log_order") as log_order: trade.update_order(order_mock, i) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called_with(compute_value="default") log_order.assert_called() self.assertEqual(2, log_order.call_count) calls = [ mock.call(order_mock, i, update="market_adjust", compute_value='default', new_order=new_order_mock), mock.call(order_mock, i, new_order=new_order_mock), ] log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] for i in [8, 9, 11, 12]: with self.subTest(tick=i), mock.patch.object(portfolio.ReportStore, "log_order") as log_order: trade.update_order(order_mock, i) order_mock.cancel.assert_not_called() new_order_mock.run.assert_not_called() log_order.assert_called_once_with(order_mock, i, update="waiting", compute_value=None, new_order=None) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] @mock.patch.object(portfolio.ReportStore, "print_log") def test_print_with_order(self, print_log): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH") order_mock1 = mock.Mock() order_mock1.__repr__ = mock.Mock() order_mock1.__repr__.return_value = "Mock 1" order_mock2 = mock.Mock() order_mock2.__repr__ = mock.Mock() order_mock2.__repr__.return_value = "Mock 2" order_mock1.mouvements = [] mouvement_mock1 = mock.Mock() mouvement_mock1.__repr__ = mock.Mock() mouvement_mock1.__repr__.return_value = "Mouvement 1" mouvement_mock2 = mock.Mock() mouvement_mock2.__repr__ = mock.Mock() mouvement_mock2.__repr__.return_value = "Mouvement 2" order_mock2.mouvements = [ mouvement_mock1, mouvement_mock2 ] trade.orders.append(order_mock1) trade.orders.append(order_mock2) trade.print_with_order() print_log.assert_called() calls = print_log.mock_calls self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) self.assertEqual("\tMock 1", str(calls[1][1][0])) self.assertEqual("\tMock 2", str(calls[2][1][0])) self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) def test__repr(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH") self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) def test_as_json(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH") as_json = trade.as_json() self.assertEqual("acquire", as_json["action"]) self.assertEqual(D("0.5"), as_json["from"]) self.assertEqual(D("1.0"), as_json["to"]) self.assertEqual("ETH", as_json["currency"]) self.assertEqual("BTC", as_json["base_currency"]) @unittest.skipUnless("unit" in limits, "Unit skipped") class OrderTest(WebMockTestCase): def test_values(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertEqual("buy", order.action) self.assertEqual(10, order.amount.value) self.assertEqual("ETH", order.amount.currency) self.assertEqual(D("0.1"), order.rate) self.assertEqual("BTC", order.base_currency) self.assertEqual("market", order.market) self.assertEqual("long", order.trade_type) self.assertEqual("pending", order.status) self.assertEqual("trade", order.trade) self.assertIsNone(order.id) self.assertFalse(order.close_if_possible) def test__repr(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade", close_if_possible=True) self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) def test_as_json(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") mouvement_mock1 = mock.Mock() mouvement_mock1.as_json.return_value = 1 mouvement_mock2 = mock.Mock() mouvement_mock2.as_json.return_value = 2 order.mouvements = [mouvement_mock1, mouvement_mock2] as_json = order.as_json() self.assertEqual("buy", as_json["action"]) self.assertEqual("long", as_json["trade_type"]) self.assertEqual(10, as_json["amount"]) self.assertEqual("ETH", as_json["currency"]) self.assertEqual("BTC", as_json["base_currency"]) self.assertEqual(D("0.1"), as_json["rate"]) self.assertEqual("pending", as_json["status"]) self.assertEqual(False, as_json["close_if_possible"]) self.assertIsNone(as_json["id"]) self.assertEqual([1, 2], as_json["mouvements"]) def test_account(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertEqual("exchange", order.account) order = portfolio.Order("sell", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", "market", "trade") self.assertEqual("margin", order.account) def test_pending(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertTrue(order.pending) order.status = "open" self.assertFalse(order.pending) def test_open(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertFalse(order.open) order.status = "open" self.assertTrue(order.open) def test_finished(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertFalse(order.finished) order.status = "closed" self.assertTrue(order.finished) order.status = "canceled" self.assertTrue(order.finished) order.status = "error" self.assertTrue(order.finished) @mock.patch.object(portfolio.Order, "fetch") @mock.patch("portfolio.ReportStore") def test_cancel(self, report_store, fetch): market = mock.Mock() portfolio.TradeStore.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", market, "trade") order.status = "open" order.cancel() market.cancel_order.assert_not_called() report_store.log_debug_action.assert_called_once() report_store.log_debug_action.reset_mock() self.assertEqual("canceled", order.status) portfolio.TradeStore.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", market, "trade") order.status = "open" order.id = 42 order.cancel() market.cancel_order.assert_called_with(42) fetch.assert_called_once() report_store.log_debug_action.assert_not_called() def test_dust_amount_remaining(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) self.assertFalse(order.dust_amount_remaining()) order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) self.assertTrue(order.dust_amount_remaining()) @mock.patch.object(portfolio.Order, "fetch") @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) def test_remaining_amount(self, filled_amount, fetch): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertEqual(9, order.remaining_amount().value) order.fetch.assert_not_called() order.status = "open" self.assertEqual(9, order.remaining_amount().value) fetch.assert_called_once() @mock.patch.object(portfolio.Order, "fetch") def test_filled_amount(self, fetch): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", "amount": "3", "total": "0.3" })) order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { "tradeID": 43, "type": "buy", "fee": "0.0015", "date": "2017-12-30 13:00:12", "rate": "0.2", "amount": "2", "total": "0.4" })) self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) fetch.assert_not_called() order.status = "open" self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) fetch.assert_called_once() self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) def test_fetch_mouvements(self): market = mock.Mock() market.privatePostReturnOrderTrades.return_value = [ { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", "amount": "3", "total": "0.3" }, { "tradeID": 43, "type": "buy", "fee": "0.0015", "date": "2017-12-30 13:00:12", "rate": "0.2", "amount": "2", "total": "0.4" } ] order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", market, "trade") order.id = 12 order.mouvements = ["Foo", "Bar", "Baz"] order.fetch_mouvements() market.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) self.assertEqual(2, len(order.mouvements)) self.assertEqual(42, order.mouvements[0].id) self.assertEqual(43, order.mouvements[1].id) market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", market, "trade") order.fetch_mouvements() self.assertEqual(0, len(order.mouvements)) @mock.patch("portfolio.ReportStore") def test_mark_finished_order(self, report_store): market = mock.Mock() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", market, "trade", close_if_possible=True) order.status = "closed" portfolio.TradeStore.debug = False order.mark_finished_order() market.close_margin_position.assert_called_with("ETH", "BTC") market.close_margin_position.reset_mock() order.status = "open" order.mark_finished_order() market.close_margin_position.assert_not_called() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", market, "trade", close_if_possible=False) order.status = "closed" order.mark_finished_order() market.close_margin_position.assert_not_called() order = portfolio.Order("sell", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", market, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() market.close_margin_position.assert_not_called() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", market, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() market.close_margin_position.assert_not_called() portfolio.TradeStore.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", market, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() market.close_margin_position.assert_not_called() report_store.log_debug_action.assert_called_once() @mock.patch.object(portfolio.Order, "fetch_mouvements") @mock.patch("portfolio.ReportStore") def test_fetch(self, report_store, fetch_mouvements): time = self.time.time() with mock.patch.object(portfolio.time, "time") as time_mock: market = mock.Mock() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", market, "trade") order.id = 45 with self.subTest(debug=True): portfolio.TradeStore.debug = True order.fetch() time_mock.assert_not_called() report_store.log_debug_action.assert_called_once() report_store.log_debug_action.reset_mock() order.fetch(force=True) time_mock.assert_not_called() market.fetch_order.assert_not_called() fetch_mouvements.assert_not_called() report_store.log_debug_action.assert_called_once() report_store.log_debug_action.reset_mock() self.assertIsNone(order.fetch_cache_timestamp) with self.subTest(debug=False): portfolio.TradeStore.debug = False time_mock.return_value = time market.fetch_order.return_value = { "status": "foo", "datetime": "timestamp" } order.fetch() market.fetch_order.assert_called_once() fetch_mouvements.assert_called_once() self.assertEqual("foo", order.status) self.assertEqual("timestamp", order.timestamp) self.assertEqual(time, order.fetch_cache_timestamp) self.assertEqual(1, len(order.results)) market.fetch_order.reset_mock() fetch_mouvements.reset_mock() time_mock.return_value = time + 8 order.fetch() market.fetch_order.assert_not_called() fetch_mouvements.assert_not_called() order.fetch(force=True) market.fetch_order.assert_called_once() fetch_mouvements.assert_called_once() market.fetch_order.reset_mock() fetch_mouvements.reset_mock() time_mock.return_value = time + 19 order.fetch() market.fetch_order.assert_called_once() fetch_mouvements.assert_called_once() report_store.log_debug_action.assert_not_called() @mock.patch.object(portfolio.Order, "fetch") @mock.patch.object(portfolio.Order, "mark_finished_order") @mock.patch("portfolio.ReportStore") def test_get_status(self, report_store, mark_finished_order, fetch): with self.subTest(debug=True): portfolio.TradeStore.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertEqual("pending", order.get_status()) fetch.assert_not_called() report_store.log_debug_action.assert_called_once() with self.subTest(debug=False, finished=False): portfolio.TradeStore.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") def _fetch(order): def update_status(): order.status = "open" return update_status fetch.side_effect = _fetch(order) self.assertEqual("open", order.get_status()) mark_finished_order.assert_not_called() fetch.assert_called_once() mark_finished_order.reset_mock() fetch.reset_mock() with self.subTest(debug=False, finished=True): portfolio.TradeStore.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") def _fetch(order): def update_status(): order.status = "closed" return update_status fetch.side_effect = _fetch(order) self.assertEqual("closed", order.get_status()) mark_finished_order.assert_called_once() fetch.assert_called_once() def test_run(self): market = mock.Mock() market.order_precision.return_value = 4 with self.subTest(debug=True),\ mock.patch('portfolio.ReportStore') as report_store: portfolio.TradeStore.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", market, "trade") order.run() market.create_order.assert_not_called() report_store.log_debug_action.assert_called_with("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") self.assertEqual("open", order.status) self.assertEqual(1, len(order.results)) self.assertEqual(-1, order.id) market.create_order.reset_mock() with self.subTest(debug=False): portfolio.TradeStore.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", market, "trade") market.create_order.return_value = { "id": 123 } order.run() market.create_order.assert_called_once() self.assertEqual(1, len(order.results)) self.assertEqual("open", order.status) market.create_order.reset_mock() with self.subTest(exception=True),\ mock.patch('portfolio.ReportStore') as report_store: order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", market, "trade") market.create_order.side_effect = Exception("bouh") order.run() market.create_order.assert_called_once() self.assertEqual(0, len(order.results)) self.assertEqual("error", order.status) report_store.log_error.assert_called_once() market.create_order.reset_mock() with self.subTest(dust_amount_exception=True),\ mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), D("0.1"), "BTC", "long", market, "trade") market.create_order.side_effect = portfolio.ExchangeNotAvailable order.run() market.create_order.assert_called_once() self.assertEqual(0, len(order.results)) self.assertEqual("closed", order.status) mark_finished_order.assert_called_once() @unittest.skipUnless("unit" in limits, "Unit skipped") class MouvementTest(WebMockTestCase): def test_values(self): mouvement = portfolio.Mouvement("ETH", "BTC", { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", "amount": "10", "total": "1" }) self.assertEqual("ETH", mouvement.currency) self.assertEqual("BTC", mouvement.base_currency) self.assertEqual(42, mouvement.id) self.assertEqual("buy", mouvement.action) self.assertEqual(D("0.0015"), mouvement.fee_rate) self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) self.assertEqual(D("0.1"), mouvement.rate) self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) self.assertIsNone(mouvement.date) self.assertIsNone(mouvement.id) self.assertIsNone(mouvement.action) self.assertEqual(-1, mouvement.fee_rate) self.assertEqual(0, mouvement.rate) self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) def test__repr(self): mouvement = portfolio.Mouvement("ETH", "BTC", { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", "amount": "10", "total": "1" }) self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) mouvement = portfolio.Mouvement("ETH", "BTC", { "tradeID": 42, "type": "buy", "date": "garbage", "rate": "0.1", "amount": "10", "total": "1" }) self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) def test_as_json(self): mouvement = portfolio.Mouvement("ETH", "BTC", { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", "amount": "10", "total": "1" }) as_json = mouvement.as_json() self.assertEqual(D("0.0015"), as_json["fee_rate"]) self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) self.assertEqual("buy", as_json["action"]) self.assertEqual(D("10"), as_json["total"]) self.assertEqual(D("1"), as_json["total_in_base"]) self.assertEqual("BTC", as_json["base_currency"]) self.assertEqual("ETH", as_json["currency"]) @unittest.skipUnless("unit" in limits, "Unit skipped") class ReportStoreTest(WebMockTestCase): def test_add_log(self): portfolio.ReportStore.add_log({"foo": "bar"}) self.assertEqual({"foo": "bar", "date": mock.ANY}, portfolio.ReportStore.logs[0]) def test_set_verbose(self): with self.subTest(verbose=True): portfolio.ReportStore.set_verbose(True) self.assertTrue(portfolio.ReportStore.verbose_print) with self.subTest(verbose=False): portfolio.ReportStore.set_verbose(False) self.assertFalse(portfolio.ReportStore.verbose_print) def test_print_log(self): with self.subTest(verbose=True),\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: portfolio.ReportStore.set_verbose(True) portfolio.ReportStore.print_log("Coucou") portfolio.ReportStore.print_log(portfolio.Amount("BTC", 1)) self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n") with self.subTest(verbose=False),\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: portfolio.ReportStore.set_verbose(False) portfolio.ReportStore.print_log("Coucou") portfolio.ReportStore.print_log(portfolio.Amount("BTC", 1)) self.assertEqual(stdout_mock.getvalue(), "") def test_to_json(self): portfolio.ReportStore.logs.append({"foo": "bar"}) self.assertEqual('[{"foo": "bar"}]', portfolio.ReportStore.to_json()) portfolio.ReportStore.logs.append({"date": portfolio.datetime(2018, 2, 24)}) self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', portfolio.ReportStore.to_json()) portfolio.ReportStore.logs.append({"amount": portfolio.Amount("BTC", 1)}) with self.assertRaises(TypeError): portfolio.ReportStore.to_json() @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log") def test_log_stage(self, add_log, print_log): portfolio.ReportStore.log_stage("foo") print_log.assert_has_calls([ mock.call("-----------"), mock.call("[Stage] foo"), ]) add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'}) @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log") @mock.patch("store.BalanceStore") def test_log_balances(self, balance_store, add_log, print_log): balance_store.as_json.return_value = "json" balance_store.all = { "FOO": "bar", "BAR": "baz" } portfolio.ReportStore.log_balances("market", tag="tag") print_log.assert_has_calls([ mock.call("[Balance]"), mock.call("\tbar"), mock.call("\tbaz"), ]) add_log.assert_called_once_with({ 'type': 'balance', 'balances': 'json', 'tag': 'tag' }) @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log") def test_log_tickers(self, add_log, print_log): market = mock.Mock() amounts = { "BTC": portfolio.Amount("BTC", 10), "ETH": portfolio.Amount("BTC", D("0.3")) } amounts["ETH"].rate = D("0.1") portfolio.ReportStore.log_tickers(market, amounts, "BTC", "default", "total") print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'tickers', 'compute_value': 'default', 'balance_type': 'total', 'currency': 'BTC', 'balances': { 'BTC': D('10'), 'ETH': D('0.3') }, 'rates': { 'BTC': None, 'ETH': D('0.1') }, 'total': D('10.3') }) @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log") def test_log_dispatch(self, add_log, print_log): amount = portfolio.Amount("BTC", "10.3") amounts = { "BTC": portfolio.Amount("BTC", 10), "ETH": portfolio.Amount("BTC", D("0.3")) } portfolio.ReportStore.log_dispatch(amount, amounts, "medium", "repartition") print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'dispatch', 'liquidity': 'medium', 'repartition_ratio': 'repartition', 'total_amount': { 'currency': 'BTC', 'value': D('10.3') }, 'repartition': { 'BTC': D('10'), 'ETH': D('0.3') } }) @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log") def test_log_trades(self, add_log, print_log): trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock1.as_json.return_value = { "trade": "1" } trade_mock2.as_json.return_value = { "trade": "2" } matching_and_trades = [ (True, trade_mock1), (False, trade_mock2), ] portfolio.ReportStore.log_trades(matching_and_trades, "only", "debug") print_log.assert_not_called() add_log.assert_called_with({ 'type': 'trades', 'only': 'only', 'debug': 'debug', 'trades': [ {'trade': '1', 'skipped': False}, {'trade': '2', 'skipped': True} ] }) @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log") @mock.patch.object(portfolio.TradeStore, "print_all_with_order") def test_log_orders(self, print_all_with_order, add_log, print_log): order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock1.as_json.return_value = "order1" order_mock2.as_json.return_value = "order2" orders = [order_mock1, order_mock2] portfolio.ReportStore.log_orders(orders, tick="tick", only="only", compute_value="compute_value") print_log.assert_called_once_with("[Orders]") print_all_with_order.assert_called_once_with(ind="\t") add_log.assert_called_with({ 'type': 'orders', 'only': 'only', 'compute_value': 'compute_value', 'tick': 'tick', 'orders': ['order1', 'order2'] }) @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log") def test_log_order(self, add_log, print_log): order_mock = mock.Mock() order_mock.as_json.return_value = "order" new_order_mock = mock.Mock() new_order_mock.as_json.return_value = "new_order" order_mock.__repr__ = mock.Mock() order_mock.__repr__.return_value = "Order Mock" new_order_mock.__repr__ = mock.Mock() new_order_mock.__repr__.return_value = "New order Mock" with self.subTest(finished=True): portfolio.ReportStore.log_order(order_mock, 1, finished=True) print_log.assert_called_once_with("[Order] Finished Order Mock") add_log.assert_called_once_with({ 'type': 'order', 'tick': 1, 'update': None, 'order': 'order', 'compute_value': None, 'new_order': None }) add_log.reset_mock() print_log.reset_mock() with self.subTest(update="waiting"): portfolio.ReportStore.log_order(order_mock, 1, update="waiting") print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") add_log.assert_called_once_with({ 'type': 'order', 'tick': 1, 'update': 'waiting', 'order': 'order', 'compute_value': None, 'new_order': None }) add_log.reset_mock() print_log.reset_mock() with self.subTest(update="adjusting"): portfolio.ReportStore.log_order(order_mock, 3, update="adjusting", new_order=new_order_mock, compute_value="default") print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") add_log.assert_called_once_with({ 'type': 'order', 'tick': 3, 'update': 'adjusting', 'order': 'order', 'compute_value': "default", 'new_order': 'new_order' }) add_log.reset_mock() print_log.reset_mock() with self.subTest(update="market_fallback"): portfolio.ReportStore.log_order(order_mock, 7, update="market_fallback", new_order=new_order_mock) print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") add_log.assert_called_once_with({ 'type': 'order', 'tick': 7, 'update': 'market_fallback', 'order': 'order', 'compute_value': None, 'new_order': 'new_order' }) add_log.reset_mock() print_log.reset_mock() with self.subTest(update="market_adjusting"): portfolio.ReportStore.log_order(order_mock, 17, update="market_adjust", new_order=new_order_mock) print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") add_log.assert_called_once_with({ 'type': 'order', 'tick': 17, 'update': 'market_adjust', 'order': 'order', 'compute_value': None, 'new_order': 'new_order' }) @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log") def test_log_move_balances(self, add_log, print_log): needed = { "BTC": portfolio.Amount("BTC", 10), "USDT": 1 } moving = { "BTC": portfolio.Amount("BTC", 3), "USDT": -2 } portfolio.ReportStore.log_move_balances(needed, moving, True) print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'move_balances', 'debug': True, 'needed': { 'BTC': D('10'), 'USDT': 1 }, 'moving': { 'BTC': D('3'), 'USDT': -2 } }) @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log") def test_log_http_request(self, add_log, print_log): response = mock.Mock() response.status_code = 200 response.text = "Hey" portfolio.ReportStore.log_http_request("method", "url", "body", "headers", response) print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'http_request', 'method': 'method', 'url': 'url', 'body': 'body', 'headers': 'headers', 'status': 200, 'response': 'Hey' }) @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log") def test_log_error(self, add_log, print_log): with self.subTest(message=None, exception=None): portfolio.ReportStore.log_error("action") print_log.assert_called_once_with("[Error] action") add_log.assert_called_once_with({ 'type': 'error', 'action': 'action', 'exception_class': None, 'exception_message': None, 'message': None }) print_log.reset_mock() add_log.reset_mock() with self.subTest(message="Hey", exception=None): portfolio.ReportStore.log_error("action", message="Hey") print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tHey") ]) add_log.assert_called_once_with({ 'type': 'error', 'action': 'action', 'exception_class': None, 'exception_message': None, 'message': "Hey" }) print_log.reset_mock() add_log.reset_mock() with self.subTest(message=None, exception=Exception("bouh")): portfolio.ReportStore.log_error("action", exception=Exception("bouh")) print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tException: bouh") ]) add_log.assert_called_once_with({ 'type': 'error', 'action': 'action', 'exception_class': "Exception", 'exception_message': "bouh", 'message': None }) print_log.reset_mock() add_log.reset_mock() with self.subTest(message="Hey", exception=Exception("bouh")): portfolio.ReportStore.log_error("action", message="Hey", exception=Exception("bouh")) print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tException: bouh"), mock.call("\tHey") ]) add_log.assert_called_once_with({ 'type': 'error', 'action': 'action', 'exception_class': "Exception", 'exception_message': "bouh", 'message': "Hey" }) @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log") def test_log_debug_action(self, add_log, print_log): portfolio.ReportStore.log_debug_action("Hey") print_log.assert_called_once_with("[Debug] Hey") add_log.assert_called_once_with({ 'type': 'debug_action', 'action': 'Hey' }) @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") class AcceptanceTest(WebMockTestCase): @unittest.expectedFailure def test_success_sell_only_necessary(self): # FIXME: catch stdout portfolio.ReportStore.verbose_print = False fetch_balance = { "ETH": { "exchange_free": D("1.0"), "exchange_used": D("0.0"), "exchange_total": D("1.0"), "total": D("1.0"), }, "ETC": { "exchange_free": D("4.0"), "exchange_used": D("0.0"), "exchange_total": D("4.0"), "total": D("4.0"), }, "XVG": { "exchange_free": D("1000.0"), "exchange_used": D("0.0"), "exchange_total": D("1000.0"), "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 helper.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_all_balances.return_value = fetch_balance market.fetch_ticker.side_effect = fetch_ticker with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): # Action 1 helper.prepare_trades(market) balances = portfolio.BalanceStore.all 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.TradeStore.all self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) self.assertEqual("dispose", trades[0].action) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) self.assertEqual("acquire", trades[1].action) self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) self.assertEqual("dispose", trades[2].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) self.assertEqual("acquire", trades[3].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) self.assertEqual("acquire", trades[4].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) self.assertEqual("acquire", trades[5].action) # Action 2 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) all_orders = portfolio.TradeStore.all_orders(state="pending") 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.TradeStore.run_orders() self.assertEqual("open", all_orders[0].status) self.assertEqual("open", all_orders[1].status) market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } market.privatePostReturnOrderTrades.return_value = [ { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", "amount": "10", "total": "1" } ] with mock.patch.object(portfolio.time, "sleep") as sleep: # Action 4 helper.follow_orders(verbose=False) sleep.assert_called_with(30) for order in all_orders: self.assertEqual("closed", order.status) fetch_balance = { "ETH": { "exchange_free": D("1.0") / 3, "exchange_used": D("0.0"), "exchange_total": D("1.0") / 3, "margin_total": 0, "total": D("1.0") / 3, }, "BTC": { "exchange_free": D("0.134"), "exchange_used": D("0.0"), "exchange_total": D("0.134"), "margin_total": 0, "total": D("0.134"), }, "ETC": { "exchange_free": D("4.0"), "exchange_used": D("0.0"), "exchange_total": D("4.0"), "margin_total": 0, "total": D("4.0"), }, "XVG": { "exchange_free": D("0.0"), "exchange_used": D("0.0"), "exchange_total": D("0.0"), "margin_total": 0, "total": D("0.0"), }, } market.fetch_all_balances.return_value = fetch_balance with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): # Action 5 helper.update_trades(market, only="acquire", compute_value="average") balances = portfolio.BalanceStore.all 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.TradeStore.all self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) self.assertEqual("dispose", trades[0].action) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) self.assertEqual("acquire", trades[1].action) self.assertNotIn("BTC", trades) self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) self.assertEqual("dispose", trades[2].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) self.assertEqual("acquire", trades[3].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) self.assertEqual("acquire", trades[4].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) self.assertEqual("acquire", trades[5].action) # Action 6 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) all_orders = portfolio.TradeStore.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 6b # TODO: # Move balances to margin # Action 7 # TODO # portfolio.TradeStore.run_orders() with mock.patch.object(portfolio.time, "sleep") as sleep: # Action 8 helper.follow_orders(verbose=False) sleep.assert_called_with(30) if __name__ == '__main__': unittest.main()