from .helper import * import portfolio import datetime @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") def test_eat_several(self): self.m.ccxt.fetch_nth_order_book.return_value = D("0.00001275") self.assertEqual(D("0.00001275"), portfolio.Computation.eat_several(self.m)({ "symbol": "BTC/HUC" }, "ask")) @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.m) self.assertEqual("BTC", trade.base_currency) self.assertEqual("ETH", trade.currency) self.assertEqual(self.m, trade.market) with self.assertRaises(AssertionError): portfolio.Trade(value_from, -value_to, "ETH", self.m) with self.assertRaises(AssertionError): portfolio.Trade(value_from, value_to, "ETC", self.m) with self.assertRaises(AssertionError): value_from.currency = "ETH" portfolio.Trade(value_from, value_to, "ETH", self.m) value_from.currency = "BTC" with self.assertRaises(AssertionError): value_from2 = portfolio.Amount("BTC", "1.0") portfolio.Trade(value_from2, value_to, "ETH", self.m) value_from = portfolio.Amount("BTC", 0) trade = portfolio.Trade(value_from, value_to, "ETH", self.m) 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.m) 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.m) 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.m) 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.m) 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.m) trade.inverted = False self.assertEqual("buy", trade.order_action()) trade.inverted = True self.assertEqual("sell", trade.order_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.m) trade.inverted = False self.assertEqual("sell", trade.order_action()) trade.inverted = True self.assertEqual("buy", trade.order_action()) 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.m) 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.m) self.assertEqual("short", trade.trade_type) def test_is_fullfiled(self): with self.subTest(inverted=False): 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.m) order1 = mock.Mock() order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") order2 = mock.Mock() order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") trade.orders.append(order1) trade.orders.append(order2) self.assertFalse(trade.is_fullfiled) order3 = mock.Mock() order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") trade.orders.append(order3) self.assertTrue(trade.is_fullfiled) order1.filled_amount.assert_called_with(in_base_currency=True, refetch=True) order2.filled_amount.assert_called_with(in_base_currency=True, refetch=True) order3.filled_amount.assert_called_with(in_base_currency=True, refetch=True) with self.subTest(inverted=True): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("USDT", "1000.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "USDT", self.m) trade.inverted = True order1 = mock.Mock() order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") order2 = mock.Mock() order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") trade.orders.append(order1) trade.orders.append(order2) self.assertFalse(trade.is_fullfiled) order3 = mock.Mock() order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") trade.orders.append(order3) self.assertTrue(trade.is_fullfiled) order1.filled_amount.assert_called_with(in_base_currency=False, refetch=True) order2.filled_amount.assert_called_with(in_base_currency=False, refetch=True) order3.filled_amount.assert_called_with(in_base_currency=False, refetch=True) 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", self.m) 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, refetch=False) order2.filled_amount.assert_called_with(in_base_currency=False, refetch=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, refetch=False) order2.filled_amount.assert_called_with(in_base_currency=False, refetch=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, refetch=False) order2.filled_amount.assert_called_with(in_base_currency=True, refetch=False) @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): 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", self.m) trade.prepare_order() filled_amount.assert_not_called() compute_value.assert_not_called() self.assertEqual(0, len(trade.orders)) Order.assert_not_called() self.m.get_ticker.return_value = None with self.subTest(desc="Unknown ticker"): 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", self.m) trade.prepare_order() filled_amount.assert_not_called() compute_value.assert_not_called() self.assertEqual(0, len(trade.orders)) Order.assert_not_called() self.m.report.log_error.assert_called_once_with('prepare_order', message='Unknown ticker FOO/BTC') self.m.get_ticker.return_value = { "inverted": False } with self.subTest(desc="Already filled"): 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", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") self.assertEqual(0, len(trade.orders)) self.m.report.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", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(self.m.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", self.m, trade, close_if_possible=False) with self.subTest(action="dispose", inverted=False, close_if_possible=True): 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", self.m) trade.prepare_order(close_if_possible=True) filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(self.m.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", self.m, trade, close_if_possible=True) 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", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=True) compute_value.assert_called_with(self.m.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", self.m, 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", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(self.m.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", self.m, trade, close_if_possible=True) self.m.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", self.m) trade.prepare_order(compute_value="foo") filled_amount.assert_called_with(in_base_currency=True) compute_value.assert_called_with(self.m.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", self.m, 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", self.m) trade.prepare_order(compute_value="foo") filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(self.m.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", self.m, trade, close_if_possible=False) def test_tick_actions_recreate(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.m) self.assertEqual("average", trade.tick_actions_recreate(0)) self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo")) self.assertEqual("average", trade.tick_actions_recreate(1)) self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2)) self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3)) self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5)) self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6)) self.assertEqual("default", trade.tick_actions_recreate(7)) self.assertEqual("default", trade.tick_actions_recreate(8)) @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", self.m) prepare_order.return_value = new_order_mock for i in [0, 1, 3, 4, 6]: with self.subTest(tick=i): trade.update_order(order_mock, i) order_mock.cancel.assert_not_called() new_order_mock.run.assert_not_called() self.m.report.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 = [] self.m.report.log_order.reset_mock() trade.update_order(order_mock, 2) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called() self.m.report.log_order.assert_called() self.assertEqual(2, self.m.report.log_order.call_count) calls = [ mock.call(order_mock, 2, update="adjusting", compute_value=mock.ANY, new_order=new_order_mock), mock.call(order_mock, 2, new_order=new_order_mock), ] self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] self.m.report.log_order.reset_mock() trade.update_order(order_mock, 5) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called() self.assertEqual(2, self.m.report.log_order.call_count) self.m.report.log_order.assert_called() calls = [ mock.call(order_mock, 5, update="adjusting", compute_value=mock.ANY, new_order=new_order_mock), mock.call(order_mock, 5, new_order=new_order_mock), ] self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] self.m.report.log_order.reset_mock() 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") self.m.report.log_order.assert_called() self.assertEqual(2, self.m.report.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), ] self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] self.m.report.log_order.reset_mock() for i in [10, 13, 16]: with self.subTest(tick=i): 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") self.m.report.log_order.assert_called() self.assertEqual(2, self.m.report.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), ] self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] self.m.report.log_order.reset_mock() for i in [8, 9, 11, 12]: with self.subTest(tick=i): trade.update_order(order_mock, i) order_mock.cancel.assert_not_called() new_order_mock.run.assert_not_called() self.m.report.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 = [] self.m.report.log_order.reset_mock() with self.subTest(tick=22): trade.update_order(order_mock, 22) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called_with(compute_value=mock.ANY) self.m.report.log_order.assert_called() self.assertEqual(2, self.m.report.log_order.call_count) calls = [ mock.call(order_mock, 22, update="market_adjust_eat", compute_value=mock.ANY, new_order=new_order_mock), mock.call(order_mock, 22, new_order=new_order_mock), ] self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] self.m.report.log_order.reset_mock() def test_print_with_order(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.m) 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) with mock.patch.object(trade, "filled_amount") as filled: filled.return_value = portfolio.Amount("BTC", "0.1") trade.print_with_order() self.m.report.print_log.assert_called() calls = self.m.report.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])) self.m.report.print_log.reset_mock() filled.return_value = portfolio.Amount("BTC", "0.5") trade.print_with_order() calls = self.m.report.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.m.report.print_log.reset_mock() filled.return_value = portfolio.Amount("BTC", "0.1") trade.closed = True trade.print_with_order() calls = self.m.report.print_log.mock_calls self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) def test_close(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.m) order1 = mock.Mock() trade.orders.append(order1) trade.close() self.assertEqual(True, trade.closed) order1.cancel.assert_called_once_with() def test_pending(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.m) trade.closed = True self.assertEqual(False, trade.pending) trade.closed = False self.assertEqual(True, trade.pending) order1 = mock.Mock() order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") trade.orders.append(order1) self.assertEqual(False, trade.pending) 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.m) 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", self.m) 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 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_available": "0", "margin_in_position": "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_available.value) self.assertEqual("BTC", balance.margin_total.currency) self.assertEqual("BTC", balance.margin_borrowed.currency) self.assertEqual("BTC", balance.margin_available.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_in_position": 1, "margin_available": 2 }) self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 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_in_position": 1, "exchange_free": 2, "exchange_total": 2}) self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌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_available"]) self.assertEqual(D(0), as_json["margin_borrowed"]) @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") def test_cancel(self, fetch): with self.subTest(debug=True): self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.status = "open" order.cancel() self.m.ccxt.cancel_order.assert_not_called() self.m.report.log_debug_action.assert_called_once() self.m.report.log_debug_action.reset_mock() self.assertEqual("canceled", order.status) with self.subTest(desc="Nominal case"): self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.status = "open" order.id = 42 order.cancel() self.m.ccxt.cancel_order.assert_called_with(42) fetch.assert_called_once_with() self.m.report.log_debug_action.assert_not_called() with self.subTest(exception=True): self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.status = "open" order.id = 42 order.cancel() self.m.ccxt.cancel_order.assert_called_with(42) self.m.report.log_error.assert_called_once() self.m.reset_mock() with self.subTest(id=None): self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.status = "open" order.cancel() self.m.ccxt.cancel_order.assert_not_called() self.m.reset_mock() with self.subTest(open=False): self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.status = "closed" order.cancel() self.m.ccxt.cancel_order.assert_not_called() def test_mark_dust_amount_remaining(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.is_dust_trade.return_value = False order.mark_dust_amount_remaining_order() self.assertEqual("pending", order.status) self.m.ccxt.is_dust_trade.return_value = True order.mark_dust_amount_remaining_order() self.assertEqual("pending", order.status) order.status = "open" order.mark_dust_amount_remaining_order() self.assertEqual("closed_dust_remaining", order.status) @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", self.m, "trade") self.assertEqual(9, order.remaining_amount().value) order.status = "open" self.assertEqual(9, order.remaining_amount().value) @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", self.m, "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_not_called() self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False, refetch=True)) fetch.assert_called_once() self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) def test_fetch_mouvements(self): self.m.ccxt.privatePostReturnOrderTrades.return_value = [ { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 13:00:12", "rate": "0.1", "amount": "3", "total": "0.3" }, { "tradeID": 43, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.2", "amount": "2", "total": "0.4" } ] order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 12 order.mouvements = ["Foo", "Bar", "Baz"] order.fetch_mouvements() self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) self.assertEqual(2, len(order.mouvements)) self.assertEqual(43, order.mouvements[0].id) self.assertEqual(42, order.mouvements[1].id) self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.fetch_mouvements() self.assertEqual(0, len(order.mouvements)) def test_mark_finished_order(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=True) order.status = "closed" self.m.debug = False order.mark_finished_order() self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") self.m.ccxt.close_margin_position.reset_mock() order.status = "open" order.mark_finished_order() self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=False) order.status = "closed" order.mark_finished_order() self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("sell", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() self.m.ccxt.close_margin_position.assert_not_called() self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() self.m.ccxt.close_margin_position.assert_not_called() self.m.report.log_debug_action.assert_called_once() @mock.patch.object(portfolio.Order, "fetch_mouvements") @mock.patch.object(portfolio.Order, "mark_disappeared_order") @mock.patch.object(portfolio.Order, "mark_finished_order") def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 with self.subTest(debug=True): self.m.debug = True order.fetch() self.m.report.log_debug_action.assert_called_once() self.m.report.log_debug_action.reset_mock() self.m.ccxt.fetch_order.assert_not_called() mark_finished_order.assert_not_called() mark_disappeared_order.assert_not_called() fetch_mouvements.assert_not_called() with self.subTest(debug=False): self.m.debug = False self.m.ccxt.fetch_order.return_value = { "status": "foo", "datetime": "timestamp" } self.m.ccxt.is_dust_trade.return_value = False order.fetch() self.m.ccxt.fetch_order.assert_called_once_with(45) fetch_mouvements.assert_called_once() self.assertEqual("foo", order.status) self.assertEqual("timestamp", order.timestamp) self.assertEqual(1, len(order.results)) self.m.report.log_debug_action.assert_not_called() mark_finished_order.assert_called_once() mark_disappeared_order.assert_called_once() mark_finished_order.reset_mock() with self.subTest(missing_order=True): self.m.ccxt.fetch_order.side_effect = [ portfolio.OrderNotCached, ] order.fetch() self.assertEqual("closed_unknown", order.status) mark_finished_order.assert_called_once() def test_mark_disappeared_order(self): with self.subTest("Open order"): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { "tradeID":21336541, "currencyPair":"BTC_XRP", "type":"sell", "rate":"0.00007013", "amount":"0.00000222", "total":"0.00000000", "fee":"0.00150000", "date":"2018-04-02 00:09:13" })) order.mark_disappeared_order() self.assertEqual("pending", order.status) with self.subTest("Non-zero amount"): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 order.status = "closed" order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { "tradeID":21336541, "currencyPair":"BTC_XRP", "type":"sell", "rate":"0.00007013", "amount":"0.00000222", "total":"0.00000010", "fee":"0.00150000", "date":"2018-04-02 00:09:13" })) order.mark_disappeared_order() self.assertEqual("closed", order.status) with self.subTest("Other mouvements"): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 order.status = "closed" order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { "tradeID":21336541, "currencyPair":"BTC_XRP", "type":"sell", "rate":"0.00007013", "amount":"0.00000222", "total":"0.00000001", "fee":"0.00150000", "date":"2018-04-02 00:09:13" })) order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { "tradeID":21336541, "currencyPair":"BTC_XRP", "type":"sell", "rate":"0.00007013", "amount":"0.00000222", "total":"0.00000000", "fee":"0.00150000", "date":"2018-04-02 00:09:13" })) order.mark_disappeared_order() self.assertEqual("error_disappeared", order.status) with self.subTest("Order disappeared"): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 order.status = "closed" order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { "tradeID":21336541, "currencyPair":"BTC_XRP", "type":"sell", "rate":"0.00007013", "amount":"0.00000222", "total":"0.00000000", "fee":"0.00150000", "date":"2018-04-02 00:09:13" })) order.mark_disappeared_order() self.assertEqual("error_disappeared", order.status) @mock.patch.object(portfolio.Order, "fetch") def test_get_status(self, fetch): with self.subTest(debug=True): self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") self.assertEqual("pending", order.get_status()) fetch.assert_not_called() self.m.report.log_debug_action.assert_called_once() with self.subTest(debug=False, finished=False): self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") def _fetch(order): def update_status(): order.status = "open" return update_status fetch.side_effect = _fetch(order) self.assertEqual("open", order.get_status()) fetch.assert_called_once() fetch.reset_mock() with self.subTest(debug=False, finished=True): self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") def _fetch(order): def update_status(): order.status = "closed" return update_status fetch.side_effect = _fetch(order) self.assertEqual("closed", order.get_status()) fetch.assert_called_once() def test_run(self): self.m.ccxt.order_precision.return_value = 4 with self.subTest(debug=True): self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.run() self.m.ccxt.create_order.assert_not_called() self.m.report.log_debug_action.assert_called_with("market.ccxt.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) self.m.ccxt.create_order.reset_mock() with self.subTest(debug=False): self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.create_order.return_value = { "id": 123 } order.run() self.m.ccxt.create_order.assert_called_once() self.assertEqual(1, len(order.results)) self.assertEqual("open", order.status) self.m.ccxt.create_order.reset_mock() with self.subTest(exception=True): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.create_order.side_effect = Exception("bouh") order.run() self.m.ccxt.create_order.assert_called_once() self.assertEqual(0, len(order.results)) self.assertEqual("error", order.status) self.m.report.log_error.assert_called_once() self.m.ccxt.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", self.m, "trade") self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder order.run() self.m.ccxt.create_order.assert_called_once() self.assertEqual(0, len(order.results)) self.assertEqual("closed", order.status) mark_finished_order.assert_called_once() self.m.ccxt.order_precision.return_value = 8 self.m.ccxt.create_order.reset_mock() with self.subTest(insufficient_funds=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", self.m, "trade") self.m.ccxt.create_order.side_effect = [ portfolio.InsufficientFunds, portfolio.InsufficientFunds, portfolio.InsufficientFunds, { "id": 123 }, ] order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), ]) self.assertEqual(4, self.m.ccxt.create_order.call_count) self.assertEqual(1, len(order.results)) self.assertEqual("open", order.status) self.assertEqual(4, order.tries) self.m.report.log_error.assert_called() self.assertEqual(4, self.m.report.log_error.call_count) self.m.ccxt.order_precision.return_value = 8 self.m.ccxt.create_order.reset_mock() self.m.report.log_error.reset_mock() with self.subTest(insufficient_funds=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", self.m, "trade") self.m.ccxt.create_order.side_effect = [ portfolio.InsufficientFunds, portfolio.InsufficientFunds, portfolio.InsufficientFunds, portfolio.InsufficientFunds, portfolio.InsufficientFunds, ] order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), ]) self.assertEqual(5, self.m.ccxt.create_order.call_count) self.assertEqual(0, len(order.results)) self.assertEqual("error", order.status) self.assertEqual(5, order.tries) self.m.report.log_error.assert_called() self.assertEqual(5, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY) self.m.reset_mock() with self.subTest(invalid_nonce=True): with self.subTest(retry_success=True): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.create_order.side_effect = [ portfolio.InvalidNonce, portfolio.InvalidNonce, { "id": 123 }, ] order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), ]) self.assertEqual(3, self.m.ccxt.create_order.call_count) self.assertEqual(3, order.tries) self.m.report.log_error.assert_called() self.assertEqual(2, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY) self.assertEqual(123, order.id) self.m.reset_mock() with self.subTest(retry_success=False): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.create_order.side_effect = [ portfolio.InvalidNonce, portfolio.InvalidNonce, portfolio.InvalidNonce, portfolio.InvalidNonce, portfolio.InvalidNonce, ] order.run() self.assertEqual(5, self.m.ccxt.create_order.call_count) self.assertEqual(5, order.tries) self.m.report.log_error.assert_called() self.assertEqual(5, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY) self.assertEqual("error", order.status) self.m.reset_mock() with self.subTest(request_timeout=True): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") with self.subTest(retrieved=False), \ mock.patch.object(order, "retrieve_order") as retrieve: self.m.ccxt.create_order.side_effect = [ portfolio.RequestTimeout, portfolio.RequestTimeout, { "id": 123 }, ] retrieve.return_value = False order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), ]) self.assertEqual(3, self.m.ccxt.create_order.call_count) self.assertEqual(3, order.tries) self.m.report.log_error.assert_called() self.assertEqual(2, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY) self.assertEqual(123, order.id) self.m.reset_mock() order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") with self.subTest(retrieved=True), \ mock.patch.object(order, "retrieve_order") as retrieve: self.m.ccxt.create_order.side_effect = [ portfolio.RequestTimeout, ] def _retrieve(): order.results.append({"id": 123}) return True retrieve.side_effect = _retrieve order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), ]) self.assertEqual(1, self.m.ccxt.create_order.call_count) self.assertEqual(1, order.tries) self.m.report.log_error.assert_called() self.assertEqual(1, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order") self.assertEqual(123, order.id) self.m.reset_mock() order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") with self.subTest(retrieved=False), \ mock.patch.object(order, "retrieve_order") as retrieve: self.m.ccxt.create_order.side_effect = [ portfolio.RequestTimeout, portfolio.RequestTimeout, portfolio.RequestTimeout, portfolio.RequestTimeout, portfolio.RequestTimeout, ] retrieve.return_value = False order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), ]) self.assertEqual(5, self.m.ccxt.create_order.call_count) self.assertEqual(5, order.tries) self.m.report.log_error.assert_called() self.assertEqual(5, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY) self.assertEqual("error", order.status) def test_retrieve_order(self): with self.subTest(similar_open_order=True): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55, 0, tz(2)) self.m.ccxt.order_precision.return_value = 8 self.m.ccxt.fetch_orders.return_value = [ { # Wrong amount 'amount': 0.002, 'cost': 0.1, 'datetime': '2018-03-25T15:15:51.000Z', 'fee': None, 'filled': 0.0, 'id': '1', 'info': { 'amount': '0.002', 'date': '2018-03-25 15:15:51', 'margin': 0, 'orderNumber': '1', 'price': '0.1', 'rate': '0.1', 'side': 'buy', 'startingAmount': '0.002', 'status': 'open', 'total': '0.0002', 'type': 'limit' }, 'price': 0.1, 'remaining': 0.002, 'side': 'buy', 'status': 'open', 'symbol': 'ETH/BTC', 'timestamp': 1521990951000, 'trades': None, 'type': 'limit' }, { # Margin 'amount': 0.001, 'cost': 0.1, 'datetime': '2018-03-25T15:15:51.000Z', 'fee': None, 'filled': 0.0, 'id': '2', 'info': { 'amount': '0.001', 'date': '2018-03-25 15:15:51', 'margin': 1, 'orderNumber': '2', 'price': '0.1', 'rate': '0.1', 'side': 'buy', 'startingAmount': '0.001', 'status': 'open', 'total': '0.0001', 'type': 'limit' }, 'price': 0.1, 'remaining': 0.001, 'side': 'buy', 'status': 'open', 'symbol': 'ETH/BTC', 'timestamp': 1521990951000, 'trades': None, 'type': 'limit' }, { # selling 'amount': 0.001, 'cost': 0.1, 'datetime': '2018-03-25T15:15:51.000Z', 'fee': None, 'filled': 0.0, 'id': '3', 'info': { 'amount': '0.001', 'date': '2018-03-25 15:15:51', 'margin': 0, 'orderNumber': '3', 'price': '0.1', 'rate': '0.1', 'side': 'sell', 'startingAmount': '0.001', 'status': 'open', 'total': '0.0001', 'type': 'limit' }, 'price': 0.1, 'remaining': 0.001, 'side': 'sell', 'status': 'open', 'symbol': 'ETH/BTC', 'timestamp': 1521990951000, 'trades': None, 'type': 'limit' }, { # Wrong rate 'amount': 0.001, 'cost': 0.15, 'datetime': '2018-03-25T15:15:51.000Z', 'fee': None, 'filled': 0.0, 'id': '4', 'info': { 'amount': '0.001', 'date': '2018-03-25 15:15:51', 'margin': 0, 'orderNumber': '4', 'price': '0.15', 'rate': '0.15', 'side': 'buy', 'startingAmount': '0.001', 'status': 'open', 'total': '0.0001', 'type': 'limit' }, 'price': 0.15, 'remaining': 0.001, 'side': 'buy', 'status': 'open', 'symbol': 'ETH/BTC', 'timestamp': 1521990951000, 'trades': None, 'type': 'limit' }, { # All good 'amount': 0.001, 'cost': 0.1, 'datetime': '2018-03-25T15:15:51.000Z', 'fee': None, 'filled': 0.0, 'id': '5', 'info': { 'amount': '0.001', 'date': '2018-03-25 15:15:51', 'margin': 0, 'orderNumber': '1', 'price': '0.1', 'rate': '0.1', 'side': 'buy', 'startingAmount': '0.001', 'status': 'open', 'total': '0.0001', 'type': 'limit' }, 'price': 0.1, 'remaining': 0.001, 'side': 'buy', 'status': 'open', 'symbol': 'ETH/BTC', 'timestamp': 1521990951000, 'trades': None, 'type': 'limit' } ] result = order.retrieve_order() self.assertTrue(result) self.assertEqual('5', order.results[0]["id"]) self.m.ccxt.fetch_my_trades.assert_not_called() self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) self.m.reset_mock() with self.subTest(similar_open_order=False, past_trades=True): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55, 0, tz(2)) self.m.ccxt.order_precision.return_value = 8 self.m.ccxt.fetch_orders.return_value = [] self.m.ccxt.fetch_my_trades.return_value = [ { # Wrong timestamp 1 'amount': 0.0006, 'cost': 0.00006, 'datetime': '2018-03-25T15:15:14.000Z', 'id': '1-1', 'info': { 'amount': '0.0006', 'category': 'exchange', 'date': '2018-03-25 15:15:14', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '1', 'rate': '0.1', 'total': '0.00006', 'tradeID': '1-1', 'type': 'buy' }, 'order': '1', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983714, 'type': 'limit' }, { # Wrong timestamp 2 'amount': 0.0004, 'cost': 0.00004, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '1-2', 'info': { 'amount': '0.0004', 'category': 'exchange', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '1', 'rate': '0.1', 'total': '0.00004', 'tradeID': '1-2', 'type': 'buy' }, 'order': '1', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, { # Wrong side 1 'amount': 0.0006, 'cost': 0.00006, 'datetime': '2018-03-25T15:15:54.000Z', 'id': '2-1', 'info': { 'amount': '0.0006', 'category': 'exchange', 'date': '2018-03-25 15:15:54', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '2', 'rate': '0.1', 'total': '0.00006', 'tradeID': '2-1', 'type': 'sell' }, 'order': '2', 'price': 0.1, 'side': 'sell', 'symbol': 'ETH/BTC', 'timestamp': 1521983754, 'type': 'limit' }, { # Wrong side 2 'amount': 0.0004, 'cost': 0.00004, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '2-2', 'info': { 'amount': '0.0004', 'category': 'exchange', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '2', 'rate': '0.1', 'total': '0.00004', 'tradeID': '2-2', 'type': 'buy' }, 'order': '2', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, { # Margin trade 1 'amount': 0.0006, 'cost': 0.00006, 'datetime': '2018-03-25T15:15:54.000Z', 'id': '3-1', 'info': { 'amount': '0.0006', 'category': 'marginTrade', 'date': '2018-03-25 15:15:54', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '3', 'rate': '0.1', 'total': '0.00006', 'tradeID': '3-1', 'type': 'buy' }, 'order': '3', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983754, 'type': 'limit' }, { # Margin trade 2 'amount': 0.0004, 'cost': 0.00004, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '3-2', 'info': { 'amount': '0.0004', 'category': 'marginTrade', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '3', 'rate': '0.1', 'total': '0.00004', 'tradeID': '3-2', 'type': 'buy' }, 'order': '3', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, { # Wrong amount 1 'amount': 0.0005, 'cost': 0.00005, 'datetime': '2018-03-25T15:15:54.000Z', 'id': '4-1', 'info': { 'amount': '0.0005', 'category': 'exchange', 'date': '2018-03-25 15:15:54', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '4', 'rate': '0.1', 'total': '0.00005', 'tradeID': '4-1', 'type': 'buy' }, 'order': '4', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983754, 'type': 'limit' }, { # Wrong amount 2 'amount': 0.0004, 'cost': 0.00004, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '4-2', 'info': { 'amount': '0.0004', 'category': 'exchange', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '4', 'rate': '0.1', 'total': '0.00004', 'tradeID': '4-2', 'type': 'buy' }, 'order': '4', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, { # Wrong price 1 'amount': 0.0006, 'cost': 0.000066, 'datetime': '2018-03-25T15:15:54.000Z', 'id': '5-1', 'info': { 'amount': '0.0006', 'category': 'exchange', 'date': '2018-03-25 15:15:54', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '5', 'rate': '0.11', 'total': '0.000066', 'tradeID': '5-1', 'type': 'buy' }, 'order': '5', 'price': 0.11, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983754, 'type': 'limit' }, { # Wrong price 2 'amount': 0.0004, 'cost': 0.00004, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '5-2', 'info': { 'amount': '0.0004', 'category': 'exchange', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '5', 'rate': '0.1', 'total': '0.00004', 'tradeID': '5-2', 'type': 'buy' }, 'order': '5', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, { # All good 1 'amount': 0.0006, 'cost': 0.00006, 'datetime': '2018-03-25T15:15:54.000Z', 'id': '7-1', 'info': { 'amount': '0.0006', 'category': 'exchange', 'date': '2018-03-25 15:15:54', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '7', 'rate': '0.1', 'total': '0.00006', 'tradeID': '7-1', 'type': 'buy' }, 'order': '7', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983754, 'type': 'limit' }, { # All good 2 'amount': 0.0004, 'cost': 0.000036, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '7-2', 'info': { 'amount': '0.0004', 'category': 'exchange', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '7', 'rate': '0.09', 'total': '0.000036', 'tradeID': '7-2', 'type': 'buy' }, 'order': '7', 'price': 0.09, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, ] result = order.retrieve_order() self.assertTrue(result) self.assertEqual('7', order.results[0]["id"]) self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) self.m.reset_mock() with self.subTest(similar_open_order=False, past_trades=False): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) self.m.ccxt.order_precision.return_value = 8 self.m.ccxt.fetch_orders.return_value = [] self.m.ccxt.fetch_my_trades.return_value = [] result = order.retrieve_order() self.assertFalse(result) @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.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.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 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", self.m)) with self.subTest(desc="no ticker for currency"): self.m.get_ticker.return_value = None self.assertEqual(portfolio.Amount("ETH", 0), amount.in_currency("ETH", self.m)) with self.subTest(desc="nominal case"): self.m.get_ticker.return_value = { "bid": D("0.2"), "ask": D("0.4"), "average": D("0.3"), "foo": "bar", } converted_amount = amount.in_currency("ETH", self.m) 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", self.m, action="bid", compute_value="default") self.assertEqual(D("2"), converted_amount.value) converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") self.assertEqual(D("4"), converted_amount.value) converted_amount = amount.in_currency("ETH", self.m, 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"), 0-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"]))