+import sys
import portfolio
import unittest
+import datetime
from decimal import Decimal as D
from unittest import mock
+import requests
+import requests_mock
+from io import StringIO
+import portfolio, helper, market
+
+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()
+
+ # market
+ self.m = mock.Mock(name="Market", spec=market.Market)
+ self.m.debug = False
+
+ self.patchers = [
+ mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
+ mock.patch.multiple(portfolio.Computation,
+ computations=portfolio.Computation.computations),
+ ]
+ 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 poloniexETest(unittest.TestCase):
+ def setUp(self):
+ super(poloniexETest, self).setUp()
+ self.wm = requests_mock.Mocker()
+ self.wm.start()
+
+ self.s = market.ccxt.poloniexE()
+
+ def tearDown(self):
+ self.wm.stop()
+ super(poloniexETest, self).tearDown()
+
+ def test_nanoseconds(self):
+ with mock.patch.object(market.ccxt.time, "time") as time:
+ time.return_value = 123456.7890123456
+ self.assertEqual(123456789012345, self.s.nanoseconds())
+
+ def test_nonce(self):
+ with mock.patch.object(market.ccxt.time, "time") as time:
+ time.return_value = 123456.7890123456
+ self.assertEqual(123456789012345, self.s.nonce())
+
+ def test_order_precision(self):
+ self.assertEqual(8, self.s.order_precision("FOO"))
+
+ def test_transfer_balance(self):
+ with self.subTest(success=True),\
+ mock.patch.object(self.s, "privatePostTransferBalance") as t:
+ t.return_value = { "success": 1 }
+ result = self.s.transfer_balance("FOO", 12, "exchange", "margin")
+ t.assert_called_once_with({
+ "currency": "FOO",
+ "amount": 12,
+ "fromAccount": "exchange",
+ "toAccount": "margin",
+ "confirmed": 1
+ })
+ self.assertTrue(result)
+
+ with self.subTest(success=False),\
+ mock.patch.object(self.s, "privatePostTransferBalance") as t:
+ t.return_value = { "success": 0 }
+ self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin"))
+
+ def test_close_margin_position(self):
+ with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c:
+ self.s.close_margin_position("FOO", "BAR")
+ c.assert_called_with({"currencyPair": "BAR_FOO"})
+
+ def test_tradable_balances(self):
+ with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r:
+ r.return_value = {
+ "FOO": { "exchange": "12.1234", "margin": "0.0123" },
+ "BAR": { "exchange": "1", "margin": "0" },
+ }
+ balances = self.s.tradable_balances()
+ self.assertEqual(["FOO", "BAR"], list(balances.keys()))
+ self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys()))
+ self.assertEqual(D("12.1234"), balances["FOO"]["exchange"])
+ self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys()))
+
+ def test_margin_summary(self):
+ with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r:
+ r.return_value = {
+ "currentMargin": "1.49680968",
+ "lendingFees": "0.0000001",
+ "pl": "0.00008254",
+ "totalBorrowedValue": "0.00673602",
+ "totalValue": "0.01000000",
+ "netValue": "0.01008254",
+ }
+ expected = {
+ 'current_margin': D('1.49680968'),
+ 'gains': D('0.00008254'),
+ 'lending_fees': D('0.0000001'),
+ 'total': D('0.01000000'),
+ 'total_borrowed': D('0.00673602')
+ }
+ self.assertEqual(expected, self.s.margin_summary())
+
+@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)
+
+ def test_get_cryptoportfolio(self):
+ 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.m)
+ 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)
+ self.m.report.log_error.assert_not_called()
+ self.m.report.log_http_request.assert_called_once()
+ self.m.report.log_http_request.reset_mock()
+
+ portfolio.Portfolio.get_cryptoportfolio(self.m)
+ self.assertIsNone(portfolio.Portfolio.data)
+ self.assertEqual(2, self.wm.call_count)
+ self.m.report.log_error.assert_not_called()
+ self.m.report.log_http_request.assert_called_once()
+ self.m.report.log_http_request.reset_mock()
+
-class AmountTest(unittest.TestCase):
+ portfolio.Portfolio.data = "Foo"
+ portfolio.Portfolio.get_cryptoportfolio(self.m)
+ self.assertEqual("Foo", portfolio.Portfolio.data)
+ self.assertEqual(3, self.wm.call_count)
+ self.m.report.log_error.assert_called_once_with("get_cryptoportfolio",
+ exception=mock.ANY)
+ self.m.report.log_http_request.assert_not_called()
+
+ def test_parse_cryptoportfolio(self):
+ portfolio.Portfolio.parse_cryptoportfolio(self.m)
+
+ 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)
+
+ self.m.report.log_http_request.assert_called_once_with("GET",
+ portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
+ self.m.report.log_http_request.reset_mock()
+
+ # It doesn't refetch the data when available
+ portfolio.Portfolio.parse_cryptoportfolio(self.m)
+ self.m.report.log_http_request.assert_not_called()
+
+ self.assertEqual(1, self.wm.call_count)
+
+ portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True)
+ self.assertEqual(2, self.wm.call_count)
+ self.m.report.log_http_request.assert_called_once()
+
+ def test_repartition(self):
+ 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.m))
+ self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium"))
+ self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high"))
+
+ self.assertEqual(1, self.wm.call_count)
+
+ portfolio.Portfolio.repartition(self.m)
+ self.assertEqual(1, self.wm.call_count)
+
+ portfolio.Portfolio.repartition(self.m, refetch=True)
+ self.assertEqual(2, self.wm.call_count)
+ self.m.report.log_http_request.assert_called()
+ self.assertEqual(2, self.m.report.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(market, refetch):
+ self.assertEqual(self.m, market)
+ 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(self.m)
+ sleep.assert_called_with(30)
+ self.assertEqual(6, sleep.call_count)
+ self.assertEqual(7, repartition.call_count)
+ self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
+
+ sleep.reset_mock()
+ repartition.reset_mock()
+ portfolio.Portfolio.last_date = None
+ self.call_count = 0
+ portfolio.Portfolio.wait_for_recent(self.m, 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(self.m, 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)
def test_in_currency(self):
amount = portfolio.Amount("ETC", 10)
- self.assertEqual(amount, amount.in_currency("ETC", None))
+ self.assertEqual(amount, amount.in_currency("ETC", self.m))
- ticker_mock = unittest.mock.Mock()
- with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
- ticker_mock.return_value = None
+ with self.subTest(desc="no ticker for currency"):
+ self.m.get_ticker.return_value = None
- self.assertRaises(Exception, amount.in_currency, "ETH", None)
+ self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
- with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
- ticker_mock.return_value = {
+ 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", None)
+ 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", None, action="bid", compute_value="default")
+ 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", None, compute_value="ask")
+ converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
self.assertEqual(D("4"), converted_amount.value)
- converted_amount = amount.in_currency("ETH", None, rate=D("0.02"))
+ 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)
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")
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("5.5"), (amount / 2).value)
self.assertEqual(D("4.4"), (amount / D("2.5")).value)
- def test__div(self):
+ with self.assertRaises(Exception):
+ amount / amount
+
+ def test__truediv(self):
amount = portfolio.Amount("XEM", 11)
self.assertEqual(D("5.5"), (amount / 2).value)
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)
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.linked_to = amount3
self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
-class PortfolioTest(unittest.TestCase):
- import urllib3
- def fill_data(self):
- if self.json_response is not None:
- portfolio.Portfolio.data = self.json_response
+ def 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_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 MarketTest(WebMockTestCase):
def setUp(self):
- super(PortfolioTest, self).setUp()
+ super(MarketTest, self).setUp()
- with open("test_portfolio.json") as example:
- import json
- self.json_response = json.load(example)
-
- self.patcher = mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={})
- self.patcher.start()
-
- @mock.patch.object(urllib3, "disable_warnings")
- @mock.patch.object(urllib3.poolmanager.PoolManager, "request")
- @mock.patch.object(portfolio.Portfolio, "URL", new="foo://bar")
- def test_get_cryptoportfolio(self, request, disable_warnings):
- request.side_effect = [
- type('', (), { "data": '{ "foo": "bar" }' }),
- type('', (), { "data": 'System Error' }),
- Exception("Connection error"),
+ self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
+
+ def test_values(self):
+ m = market.Market(self.ccxt)
+
+ self.assertEqual(self.ccxt, m.ccxt)
+ self.assertFalse(m.debug)
+ self.assertIsInstance(m.report, market.ReportStore)
+ self.assertIsInstance(m.trades, market.TradeStore)
+ self.assertIsInstance(m.balances, market.BalanceStore)
+ self.assertEqual(m, m.report.market)
+ self.assertEqual(m, m.trades.market)
+ self.assertEqual(m, m.balances.market)
+ self.assertEqual(m, m.ccxt._market)
+
+ m = market.Market(self.ccxt, debug=True)
+ self.assertTrue(m.debug)
+
+ m = market.Market(self.ccxt, debug=False)
+ self.assertFalse(m.debug)
+
+ @mock.patch("market.ccxt")
+ def test_from_config(self, ccxt):
+ with mock.patch("market.ReportStore"):
+ ccxt.poloniexE.return_value = self.ccxt
+ self.ccxt.session.request.return_value = "response"
+
+ m = market.Market.from_config({"key": "key", "secred": "secret"})
+
+ self.assertEqual(self.ccxt, m.ccxt)
+
+ self.ccxt.session.request("GET", "URL", data="data",
+ headers="headers")
+ m.report.log_http_request.assert_called_with('GET', 'URL', 'data',
+ 'headers', 'response')
+
+ m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True)
+ self.assertEqual(True, m.debug)
+
+ def test_get_tickers(self):
+ self.ccxt.fetch_tickers.side_effect = [
+ "tickers",
+ market.NotSupported
]
- portfolio.Portfolio.get_cryptoportfolio()
- self.assertIn("foo", portfolio.Portfolio.data)
- self.assertEqual("bar", portfolio.Portfolio.data["foo"])
- request.assert_called_with("GET", "foo://bar")
+ m = market.Market(self.ccxt)
+ self.assertEqual("tickers", m.get_tickers())
+ self.assertEqual("tickers", m.get_tickers())
+ self.ccxt.fetch_tickers.assert_called_once()
- request.reset_mock()
- portfolio.Portfolio.get_cryptoportfolio()
- self.assertIsNone(portfolio.Portfolio.data)
- request.assert_called_with("GET", "foo://bar")
+ self.assertIsNone(m.get_tickers(refresh=self.time.time()))
- request.reset_mock()
- portfolio.Portfolio.data = "foo"
- portfolio.Portfolio.get_cryptoportfolio()
- request.assert_called_with("GET", "foo://bar")
- self.assertEqual("foo", portfolio.Portfolio.data)
- disable_warnings.assert_called_with()
+ def test_get_ticker(self):
+ with self.subTest(get_tickers=True):
+ self.ccxt.fetch_tickers.return_value = {
+ "ETH/ETC": { "bid": 1, "ask": 3 },
+ "XVG/ETH": { "bid": 10, "ask": 40 },
+ }
+ m = market.Market(self.ccxt)
+
+ ticker = m.get_ticker("ETH", "ETC")
+ self.assertEqual(1, ticker["bid"])
+ self.assertEqual(3, ticker["ask"])
+ self.assertEqual(2, ticker["average"])
+ self.assertFalse(ticker["inverted"])
+
+ ticker = m.get_ticker("ETH", "XVG")
+ self.assertEqual(0.0625, ticker["average"])
+ self.assertTrue(ticker["inverted"])
+ self.assertIn("original", ticker)
+ self.assertEqual(10, ticker["original"]["bid"])
+ self.assertEqual(25, ticker["original"]["average"])
+
+ ticker = m.get_ticker("XVG", "XMR")
+ self.assertIsNone(ticker)
+
+ with self.subTest(get_tickers=False):
+ self.ccxt.fetch_tickers.return_value = None
+ self.ccxt.fetch_ticker.side_effect = [
+ { "bid": 1, "ask": 3 },
+ market.ExchangeError("foo"),
+ { "bid": 10, "ask": 40 },
+ market.ExchangeError("foo"),
+ market.ExchangeError("foo"),
+ ]
+
+ m = market.Market(self.ccxt)
+
+ ticker = m.get_ticker("ETH", "ETC")
+ self.ccxt.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 = m.get_ticker("ETH", "XVG")
+ self.assertEqual(0.0625, ticker["average"])
+ self.assertTrue(ticker["inverted"])
+ self.assertIn("original", ticker)
+ self.assertEqual(10, ticker["original"]["bid"])
+ self.assertEqual(25, ticker["original"]["average"])
+
+ ticker = m.get_ticker("XVG", "XMR")
+ self.assertIsNone(ticker)
- @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio")
- def test_parse_cryptoportfolio(self, mock_get):
- mock_get.side_effect = self.fill_data
+ def test_fetch_fees(self):
+ m = market.Market(self.ccxt)
+ self.ccxt.fetch_fees.return_value = "Foo"
+ self.assertEqual("Foo", m.fetch_fees())
+ self.ccxt.fetch_fees.assert_called_once()
+ self.ccxt.reset_mock()
+ self.assertEqual("Foo", m.fetch_fees())
+ self.ccxt.fetch_fees.assert_not_called()
+
+ @mock.patch.object(portfolio.Portfolio, "repartition")
+ @mock.patch.object(market.Market, "get_ticker")
+ @mock.patch.object(market.TradeStore, "compute_trades")
+ def test_prepare_trades(self, compute_trades, get_ticker, repartition):
+ repartition.return_value = {
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.25"), "long"),
+ }
+ def _get_ticker(c1, c2):
+ 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
- portfolio.Portfolio.parse_cryptoportfolio()
+ with mock.patch("market.ReportStore"):
+ m = market.Market(self.ccxt)
+ self.ccxt.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")
+ },
+ }
- self.assertListEqual(
- ["medium", "high"],
- list(portfolio.Portfolio.liquidities.keys()))
+ m.balances.fetch_balances(tag="tag")
+
+ m.prepare_trades()
+ compute_trades.assert_called()
+
+ call = compute_trades.call_args
+ 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)
+ m.report.log_stage.assert_called_once_with("prepare_trades",
+ base_currency='BTC', compute_value='average',
+ liquidity='medium', only=None, repartition=None)
+ m.report.log_balances.assert_called_once_with(tag="tag")
+
+
+ @mock.patch.object(portfolio.time, "sleep")
+ @mock.patch.object(market.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("market.ReportStore"):
+ m = market.Market(self.ccxt, 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()
+
+ m.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)
+ m.report.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"),
+ ]
+ m.report.log_stage.assert_has_calls(calls)
+ m.report.log_orders.assert_called()
+ self.assertEqual(3, m.report.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),
+ ]
+ m.report.log_orders.assert_has_calls(calls)
+ calls = [
+ mock.call(order_mock1, 3, finished=True),
+ mock.call(order_mock3, 3, finished=True),
+ ]
+ m.report.log_order.assert_has_calls(calls)
+
+ if sleep is None:
+ if debug:
+ m.report.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(market.BalanceStore, "fetch_balances")
+ def test_move_balance(self, fetch_balances):
+ for debug in [True, False]:
+ with self.subTest(debug=debug),\
+ mock.patch("market.ReportStore"):
+ m = market.Market(self.ccxt, debug=debug)
+
+ 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", m)
+
+ 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", m)
+
+ 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", m)
+
+ m.trades.all = [trade1, trade2, trade3]
+ balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
+ balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
+ balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
+ m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
+
+ m.move_balances()
+
+ fetch_balances.assert_called_with()
+ m.report.log_move_balances.assert_called_once()
+
+ if debug:
+ m.report.log_debug_action.assert_called()
+ self.assertEqual(3, m.report.log_debug_action.call_count)
+ else:
+ self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
+ self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
+ self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class TradeStoreTest(WebMockTestCase):
+ def test_compute_trades(self):
+ self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
- liquidities = portfolio.Portfolio.liquidities
- self.assertEqual(10, len(liquidities["medium"].keys()))
- self.assertEqual(10, len(liquidities["high"].keys()))
+ 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)
+ ]
- expected = {'BTC': 2857, 'DGB': 1015, 'DOGE': 1805, 'SC': 623, 'ZEC': 3701}
- self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
+ with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
+ trade_store = market.TradeStore(self.m)
+ trade_if_matching.side_effect = side_effect
+
+ trade_store.compute_trades(values_in_base,
+ new_repartition, only="only")
+
+ self.assertEqual(5, trade_if_matching.call_count)
+ self.assertEqual(3, len(trade_store.all))
+ self.assertEqual([1, 4, 5], trade_store.all)
+ self.m.report.log_trades.assert_called_with(side_effect, "only")
+
+ def test_trade_if_matching(self):
+
+ with self.subTest(only="nope"):
+ trade_store = market.TradeStore(self.m)
+ result = trade_store.trade_if_matching(
+ portfolio.Amount("BTC", D("0")),
+ portfolio.Amount("BTC", D("0.3")),
+ "ETH", only="nope")
+ self.assertEqual(False, result[0])
+ self.assertIsInstance(result[1], portfolio.Trade)
+
+ with self.subTest(only=None):
+ trade_store = market.TradeStore(self.m)
+ result = trade_store.trade_if_matching(
+ portfolio.Amount("BTC", D("0")),
+ portfolio.Amount("BTC", D("0.3")),
+ "ETH", only=None)
+ self.assertEqual(True, result[0])
+
+ with self.subTest(only="acquire"):
+ trade_store = market.TradeStore(self.m)
+ result = trade_store.trade_if_matching(
+ portfolio.Amount("BTC", D("0")),
+ portfolio.Amount("BTC", D("0.3")),
+ "ETH", only="acquire")
+ self.assertEqual(True, result[0])
+
+ with self.subTest(only="dispose"):
+ trade_store = market.TradeStore(self.m)
+ result = trade_store.trade_if_matching(
+ portfolio.Amount("BTC", D("0")),
+ portfolio.Amount("BTC", D("0.3")),
+ "ETH", only="dispose")
+ self.assertEqual(False, result[0])
+
+ def test_prepare_orders(self):
+ trade_store = market.TradeStore(self.m)
+
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+ trade_mock3 = mock.Mock()
+
+ trade_mock1.prepare_order.return_value = 1
+ trade_mock2.prepare_order.return_value = 2
+ trade_mock3.prepare_order.return_value = 3
+
+ trade_mock1.pending = True
+ trade_mock2.pending = True
+ trade_mock3.pending = False
+
+ trade_store.all.append(trade_mock1)
+ trade_store.all.append(trade_mock2)
+ trade_store.all.append(trade_mock3)
+
+ trade_store.prepare_orders()
+ trade_mock1.prepare_order.assert_called_with(compute_value="default")
+ trade_mock2.prepare_order.assert_called_with(compute_value="default")
+ trade_mock3.prepare_order.assert_not_called()
+ self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
+
+ self.m.report.log_orders.reset_mock()
+
+ trade_store.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")
+ self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
+
+ trade_mock1.prepare_order.reset_mock()
+ trade_mock2.prepare_order.reset_mock()
+ self.m.report.log_orders.reset_mock()
+
+ trade_mock1.action = "foo"
+ trade_mock2.action = "bar"
+ trade_store.prepare_orders(only="bar")
+ trade_mock1.prepare_order.assert_not_called()
+ trade_mock2.prepare_order.assert_called_with(compute_value="default")
+ self.m.report.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()
+ trade_store = market.TradeStore(self.m)
+ trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
+
+ trade_store.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()
+
+ def test_run_orders(self):
+ with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+ order_mock3 = mock.Mock()
+ trade_store = market.TradeStore(self.m)
+
+ all_orders.return_value = [order_mock1, order_mock2, order_mock3]
+
+ trade_store.run_orders()
+
+ all_orders.assert_called_with(state="pending")
+
+ order_mock1.run.assert_called()
+ order_mock2.run.assert_called()
+ order_mock3.run.assert_called()
+
+ self.m.report.log_stage.assert_called_with("run_orders")
+ self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
+ order_mock3])
- expected = {'ETC': 1000, 'FCT': 1000, 'GAS': 1000, 'NAV': 1000, 'OMG': 1000, 'OMNI': 1000, 'PPC': 1000, 'RIC': 1000, 'VIA': 1000, 'XCP': 1000}
- self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
+ def test_all_orders(self):
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
- # It doesn't refetch the data when available
- portfolio.Portfolio.parse_cryptoportfolio()
- mock_get.assert_called_once_with()
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+ order_mock3 = mock.Mock()
- portfolio.Portfolio.data["portfolio_1"]["holding"]["direction"][3] = "short"
- self.assertRaises(AssertionError, portfolio.Portfolio.parse_cryptoportfolio)
+ trade_mock1.orders = [order_mock1, order_mock2]
+ trade_mock2.orders = [order_mock3]
- @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio")
- def test_repartition_pertenthousand(self, mock_get):
- mock_get.side_effect = self.fill_data
+ order_mock1.status = "pending"
+ order_mock2.status = "open"
+ order_mock3.status = "open"
- expected_medium = {'USDT': 1000, 'ETC': 1000, 'FCT': 1000, 'OMG': 1000, 'STEEM': 1000, 'STRAT': 1000, 'XEM': 1000, 'XMR': 1000, 'XVC': 1000, 'ZRX': 1000}
- expected_high = {'USDT': 1226, 'BTC': 1429, 'ETC': 1127, 'ETH': 1569, 'FCT': 3341, 'GAS': 1308}
+ trade_store = market.TradeStore(self.m)
+ trade_store.all.append(trade_mock1)
+ trade_store.all.append(trade_mock2)
- self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand())
- self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand(liquidity="medium"))
- self.assertEqual(expected_high, portfolio.Portfolio.repartition_pertenthousand(liquidity="high"))
+ orders = trade_store.all_orders()
+ self.assertEqual(3, len(orders))
- def tearDown(self):
- self.patcher.stop()
+ open_orders = trade_store.all_orders(state="open")
+ self.assertEqual(2, len(open_orders))
+ self.assertEqual([order_mock2, order_mock3], open_orders)
+
+ def test_update_all_orders_status(self):
+ with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+ order_mock3 = mock.Mock()
+
+ all_orders.return_value = [order_mock1, order_mock2, order_mock3]
+
+ trade_store = market.TradeStore(self.m)
+
+ trade_store.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()
+
+ def test_close_trades(self):
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+ trade_mock3 = mock.Mock()
+
+ trade_store = market.TradeStore(self.m)
+
+ trade_store.all.append(trade_mock1)
+ trade_store.all.append(trade_mock2)
+ trade_store.all.append(trade_mock3)
+
+ trade_store.close_trades()
+
+ trade_mock1.close.assert_called_once_with()
+ trade_mock2.close.assert_called_once_with()
+ trade_mock3.close.assert_called_once_with()
+
+ def test_pending(self):
+ trade_mock1 = mock.Mock()
+ trade_mock1.pending = True
+ trade_mock2 = mock.Mock()
+ trade_mock2.pending = True
+ trade_mock3 = mock.Mock()
+ trade_mock3.pending = False
-class BalanceTest(unittest.TestCase):
+ trade_store = market.TradeStore(self.m)
+
+ trade_store.all.append(trade_mock1)
+ trade_store.all.append(trade_mock2)
+ trade_store.all.append(trade_mock3)
+
+ self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class BalanceStoreTest(WebMockTestCase):
def setUp(self):
- super(BalanceTest, self).setUp()
+ super(BalanceStoreTest, self).setUp()
self.fetch_balance = {
- "free": "foo",
- "info": "bar",
- "used": "baz",
- "total": "bazz",
"ETC": {
- "free": 0.0,
- "used": 0.0,
- "total": 0.0
+ "exchange_free": 0,
+ "exchange_used": 0,
+ "exchange_total": 0,
+ "margin_total": 0,
},
"USDT": {
- "free": 6.0,
- "used": 1.2,
- "total": 7.2
+ "exchange_free": D("6.0"),
+ "exchange_used": D("1.2"),
+ "exchange_total": D("7.2"),
+ "margin_total": 0,
},
"XVG": {
- "free": 16,
- "used": 0.0,
- "total": 16
+ "exchange_free": 16,
+ "exchange_used": 0,
+ "exchange_total": 16,
+ "margin_total": 0,
},
"XMR": {
- "free": 0.0,
- "used": 0.0,
- "total": 0.0
+ "exchange_free": 0,
+ "exchange_used": 0,
+ "exchange_total": 0,
+ "margin_total": D("-1.0"),
+ "margin_free": 0,
},
}
- self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={})
- self.patcher.start()
-
- def test_values(self):
- balance = portfolio.Balance("BTC", 0.65, 0.35, 0.30)
- self.assertEqual(0.65, balance.total.value)
- self.assertEqual(0.35, balance.free.value)
- self.assertEqual(0.30, balance.used.value)
- self.assertEqual("BTC", balance.currency)
-
- balance = portfolio.Balance.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30})
- self.assertEqual(0.65, balance.total.value)
- self.assertEqual(0.35, balance.free.value)
- self.assertEqual(0.30, balance.used.value)
- self.assertEqual("BTC", balance.currency)
- @mock.patch.object(portfolio.Trade, "get_ticker")
- def test_in_currency(self, get_ticker):
- portfolio.Balance.known_balances = {
- "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"),
- "ETH": portfolio.Balance("ETH", 3, 3, 0),
- }
- market = mock.Mock()
- get_ticker.return_value = {
+ def test_in_currency(self):
+ self.m.get_ticker.return_value = {
"bid": D("0.09"),
"ask": D("0.11"),
"average": D("0.1"),
}
- amounts = portfolio.Balance.in_currency("BTC", market)
+ balance_store = market.BalanceStore(self.m)
+ balance_store.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}),
+ }
+
+ amounts = balance_store.in_currency("BTC")
self.assertEqual("BTC", amounts["ETH"].currency)
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.30"), amounts["ETH"].value)
+ self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
+ "average", "total")
+ self.m.report.log_tickers.reset_mock()
- amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid")
+ amounts = balance_store.in_currency("BTC", compute_value="bid")
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.27"), amounts["ETH"].value)
+ self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
+ "bid", "total")
+ self.m.report.log_tickers.reset_mock()
- amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="used")
+ amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
self.assertEqual(D("0.30"), amounts["BTC"].value)
self.assertEqual(0, amounts["ETH"].value)
+ self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
+ "bid", "exchange_used")
+ self.m.report.log_tickers.reset_mock()
- def test_currencies(self):
- portfolio.Balance.known_balances = {
- "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"),
- "ETH": portfolio.Balance("ETH", 3, 3, 0),
- }
- self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies()))
+ def test_fetch_balances(self):
+ self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
- @mock.patch.object(portfolio.market, "fetch_balance")
- def test_fetch_balances(self, fetch_balance):
- fetch_balance.return_value = self.fetch_balance
+ balance_store = market.BalanceStore(self.m)
- portfolio.Balance.fetch_balances(portfolio.market)
- self.assertNotIn("XMR", portfolio.Balance.currencies())
- self.assertListEqual(["USDT", "XVG"], list(portfolio.Balance.currencies()))
+ balance_store.fetch_balances()
+ self.assertNotIn("ETC", balance_store.currencies())
+ self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
- portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", "1", "0", "1")
- portfolio.Balance.fetch_balances(portfolio.market)
- self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total)
- self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies()))
+ balance_store.all["ETC"] = portfolio.Balance("ETC", {
+ "exchange_total": "1", "exchange_free": "0",
+ "exchange_used": "1" })
+ balance_store.fetch_balances(tag="foo")
+ self.assertEqual(0, balance_store.all["ETC"].total)
+ self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
+ self.m.report.log_balances.assert_called_with(tag="foo")
- @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
- @mock.patch.object(portfolio.market, "fetch_balance")
- def test_dispatch_assets(self, fetch_balance, repartition):
- fetch_balance.return_value = self.fetch_balance
- portfolio.Balance.fetch_balances(portfolio.market)
+ @mock.patch.object(portfolio.Portfolio, "repartition")
+ def test_dispatch_assets(self, repartition):
+ self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
- self.assertNotIn("XEM", portfolio.Balance.currencies())
+ balance_store = market.BalanceStore(self.m)
+ balance_store.fetch_balances()
- repartition.return_value = {
- "XEM": 7500,
- "BTC": 2600,
+ self.assertNotIn("XEM", balance_store.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.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1"))
- self.assertIn("XEM", portfolio.Balance.currencies())
+ amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
+ repartition.assert_called_with(self.m, liquidity="medium")
+ self.assertIn("XEM", balance_store.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)
+ self.m.report.log_balances.assert_called_with(tag=None)
+ self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
+ "11.1"), amounts, "medium", repartition_hash)
- @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
- @mock.patch.object(portfolio.Trade, "get_ticker")
- @mock.patch.object(portfolio.Trade, "compute_trades")
- def test_prepare_trades(self, compute_trades, get_ticker, repartition):
- repartition.return_value = {
- "XEM": 7500,
- "BTC": 2500,
+ def test_currencies(self):
+ balance_store = market.BalanceStore(self.m)
+
+ balance_store.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}),
}
- 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
+ self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
- market = mock.Mock()
- market.fetch_balance.return_value = {
- "USDT": {
- "free": D("10000.0"),
- "used": D("0.0"),
- "total": D("10000.0")
- },
- "XVG": {
- "free": D("10000.0"),
- "used": D("0.0"),
- "total": D("10000.0")
- },
+ 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
+
+ balance_store = market.BalanceStore(self.m)
+ balance_store.all = {
+ "BTC": balance_mock1,
+ "ETH": balance_mock2,
}
- portfolio.Balance.prepare_trades(market)
- compute_trades.assert_called()
- call = compute_trades.call_args
- self.assertEqual(market, call[1]["market"])
- self.assertEqual(1, call[0][0]["USDT"].value)
- self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
- self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
- self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
+ as_json = balance_store.as_json()
+ self.assertEqual(1, as_json["BTC"])
+ self.assertEqual(2, as_json["ETH"])
- @unittest.skip("TODO")
- def test_update_trades(self):
- pass
- def test__repr(self):
- balance = portfolio.Balance("BTX", 3, 1, 2)
- self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance))
+@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")
- def tearDown(self):
- self.patcher.stop()
+ compute.reset_mock()
+ portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
+ compute.assert_called_with("foo", "bid")
-class TradeTest(unittest.TestCase):
- import time
+ compute.reset_mock()
+ portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
+ compute.assert_called_with("foo", "ask")
- def setUp(self):
- super(TradeTest, self).setUp()
+ compute.reset_mock()
+ portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
+ compute.assert_called_with("foo", "bid")
- self.patcher = mock.patch.multiple(portfolio.Trade,
- ticker_cache={},
- ticker_cache_timestamp=self.time.time(),
- fees_cache={},
- trades={})
- self.patcher.start()
+ 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_get_ticker(self):
- market = mock.Mock()
- market.fetch_ticker.side_effect = [
- { "bid": 1, "ask": 3 },
- portfolio.ccxt.ExchangeError("foo"),
- { "bid": 10, "ask": 40 },
- portfolio.ccxt.ExchangeError("foo"),
- portfolio.ccxt.ExchangeError("foo"),
- ]
- ticker = portfolio.Trade.get_ticker("ETH", "ETC", market)
- market.fetch_ticker.assert_called_with("ETH/ETC")
- self.assertEqual(1, ticker["bid"])
- self.assertEqual(3, ticker["ask"])
- self.assertEqual(2, ticker["average"])
- self.assertFalse(ticker["inverted"])
-
- ticker = portfolio.Trade.get_ticker("ETH", "XVG", market)
- self.assertEqual(0.0625, ticker["average"])
- self.assertTrue(ticker["inverted"])
- self.assertIn("original", ticker)
- self.assertEqual(10, ticker["original"]["bid"])
-
- ticker = portfolio.Trade.get_ticker("XVG", "XMR", market)
- self.assertIsNone(ticker)
-
- market.fetch_ticker.assert_has_calls([
- mock.call("ETH/ETC"),
- mock.call("ETH/XVG"),
- mock.call("XVG/ETH"),
- mock.call("XVG/XMR"),
- mock.call("XMR/XVG"),
- ])
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class TradeTest(WebMockTestCase):
- market2 = mock.Mock()
- market2.fetch_ticker.side_effect = [
- { "bid": 1, "ask": 3 },
- { "bid": 1.2, "ask": 3.5 },
- ]
- ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
- ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
- ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2)
- market2.fetch_ticker.assert_called_once_with("ETH/ETC")
- self.assertEqual(1, ticker1["bid"])
- self.assertDictEqual(ticker1, ticker2)
- self.assertDictEqual(ticker1, ticker3["original"])
-
- ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True)
- ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
- self.assertEqual(1.2, ticker4["bid"])
- self.assertDictEqual(ticker4, ticker5)
-
- market3 = mock.Mock()
- market3.fetch_ticker.side_effect = [
- { "bid": 1, "ask": 3 },
- { "bid": 1.2, "ask": 3.5 },
- ]
- ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
- portfolio.Trade.ticker_cache_timestamp -= 4
- ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
- portfolio.Trade.ticker_cache_timestamp -= 2
- ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
- self.assertDictEqual(ticker6, ticker7)
- self.assertEqual(1.2, ticker8["bid"])
-
- @unittest.skip("TODO")
def test_values_assertion(self):
- pass
+ 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)
- @unittest.skip("TODO")
- def test_fetch_fees(self):
- pass
+ 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)
- @unittest.skip("TODO")
- def test_compute_trades(self):
- pass
+ self.assertIsNone(trade.action)
- @unittest.skip("TODO")
- def test_action(self):
- pass
+ 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)
- @unittest.skip("TODO")
- def test_action(self):
- pass
+ 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)
- @unittest.skip("TODO")
def test_order_action(self):
- pass
+ 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("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.m)
+
+ 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.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):
+ 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)
+
+ 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)
+ 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(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 = { "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)
+
+
+ @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()
+
+
+ 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)
- @unittest.skip("TODO")
- def test_prepare_order(self):
- pass
+ trade.print_with_order()
- @unittest.skip("TODO")
- def test_all_orders(self):
- pass
+ 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]))
- @unittest.skip("TODO")
- def test_follow_orders(self):
- pass
+ 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)
- @unittest.skip("TODO")
- def test_compute_value(self):
- pass
+ trade.close()
- @unittest.skip("TODO")
- def test__repr(self):
- pass
+ self.assertEqual(True, trade.closed)
- def tearDown(self):
- self.patcher.stop()
+ 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)
-class AcceptanceTest(unittest.TestCase):
- import time
+ trade.closed = True
+ self.assertEqual(False, trade.pending)
- def setUp(self):
- super(AcceptanceTest, self).setUp()
+ trade.closed = False
+ self.assertEqual(True, trade.pending)
- self.patchers = [
- mock.patch.multiple(portfolio.Balance, known_balances={}),
- mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}),
- mock.patch.multiple(portfolio.Trade,
- ticker_cache={},
- ticker_cache_timestamp=self.time.time(),
- fees_cache={},
- trades={}),
- mock.patch.multiple(portfolio.Computation,
- computations=portfolio.Computation.computations)
+ 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 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):
+ 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)
+
+ 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()
+
+ def test_dust_amount_remaining(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "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", 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_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 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", 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(42, order.mouvements[0].id)
+ self.assertEqual(43, 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")
+ def test_fetch(self, 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()
+ 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"
+ }
+ order.fetch()
+
+ self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
+ 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()
+
+ with self.subTest(missing_order=True):
+ self.m.ccxt.fetch_order.side_effect = [
+ portfolio.OrderNotCached,
+ ]
+ order.fetch()
+ self.assertEqual("closed_unknown", order.status)
+
+ @mock.patch.object(portfolio.Order, "fetch")
+ @mock.patch.object(portfolio.Order, "mark_finished_order")
+ def test_get_status(self, mark_finished_order, 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())
+ 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):
+ 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())
+ mark_finished_order.assert_called_once()
+ 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)
+
+
+@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):
+ report_store = market.ReportStore(self.m)
+ report_store.add_log({"foo": "bar"})
+
+ self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
+
+ def test_set_verbose(self):
+ report_store = market.ReportStore(self.m)
+ with self.subTest(verbose=True):
+ report_store.set_verbose(True)
+ self.assertTrue(report_store.verbose_print)
+
+ with self.subTest(verbose=False):
+ report_store.set_verbose(False)
+ self.assertFalse(report_store.verbose_print)
+
+ def test_print_log(self):
+ report_store = market.ReportStore(self.m)
+ with self.subTest(verbose=True),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ report_store.set_verbose(True)
+ report_store.print_log("Coucou")
+ report_store.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:
+ report_store.set_verbose(False)
+ report_store.print_log("Coucou")
+ report_store.print_log(portfolio.Amount("BTC", 1))
+ self.assertEqual(stdout_mock.getvalue(), "")
+
+ def test_to_json(self):
+ report_store = market.ReportStore(self.m)
+ report_store.logs.append({"foo": "bar"})
+ self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
+ report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
+ self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
+ report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
+ self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json())
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_stage(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ c = lambda x: x
+ report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
+ print_log.assert_has_calls([
+ mock.call("-----------"),
+ mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'stage',
+ 'stage': 'foo',
+ 'args': {
+ 'bar': 'baz',
+ 'c': 'c = lambda x: x',
+ 'd': {
+ 'currency': 'BTC',
+ 'value': D('1')
+ }
+ }
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_balances(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ self.m.balances.as_json.return_value = "json"
+ self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
+
+ report_store.log_balances(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(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_tickers(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ amounts = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "ETH": portfolio.Amount("BTC", D("0.3"))
+ }
+ amounts["ETH"].rate = D("0.1")
+
+ report_store.log_tickers(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')
+ })
+
+ add_log.reset_mock()
+ compute_value = lambda x: x["bid"]
+ report_store.log_tickers(amounts, "BTC", compute_value, "total")
+ add_log.assert_called_once_with({
+ 'type': 'tickers',
+ 'compute_value': 'compute_value = lambda x: x["bid"]',
+ '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(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_dispatch(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ amount = portfolio.Amount("BTC", "10.3")
+ amounts = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "ETH": portfolio.Amount("BTC", D("0.3"))
+ }
+ report_store.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(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_trades(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ 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),
]
- for patcher in self.patchers:
- patcher.start()
+ report_store.log_trades(matching_and_trades, "only")
+
+ print_log.assert_not_called()
+ add_log.assert_called_with({
+ 'type': 'trades',
+ 'only': 'only',
+ 'debug': False,
+ 'trades': [
+ {'trade': '1', 'skipped': False},
+ {'trade': '2', 'skipped': True}
+ ]
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_orders(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+
+ 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]
+
+ report_store.log_orders(orders, tick="tick",
+ only="only", compute_value="compute_value")
+
+ print_log.assert_called_once_with("[Orders]")
+ self.m.trades.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']
+ })
+
+ add_log.reset_mock()
+ def compute_value(x, y):
+ return x[y]
+ report_store.log_orders(orders, tick="tick",
+ only="only", compute_value=compute_value)
+ add_log.assert_called_with({
+ 'type': 'orders',
+ 'only': 'only',
+ 'compute_value': 'def compute_value(x, y):\n return x[y]',
+ 'tick': 'tick',
+ 'orders': ['order1', 'order2']
+ })
+
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_order(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ 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):
+ report_store.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"):
+ report_store.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"):
+ compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
+ report_store.log_order(order_mock, 3,
+ update="adjusting", new_order=new_order_mock,
+ compute_value=compute_value)
+ 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': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
+ 'new_order': 'new_order'
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+ with self.subTest(update="market_fallback"):
+ report_store.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"):
+ report_store.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(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_move_balances(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ needed = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "USDT": 1
+ }
+ moving = {
+ "BTC": portfolio.Amount("BTC", 3),
+ "USDT": -2
+ }
+ report_store.log_move_balances(needed, moving)
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'move_balances',
+ 'debug': False,
+ 'needed': {
+ 'BTC': D('10'),
+ 'USDT': 1
+ },
+ 'moving': {
+ 'BTC': D('3'),
+ 'USDT': -2
+ }
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_http_request(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ response = mock.Mock()
+ response.status_code = 200
+ response.text = "Hey"
+
+ report_store.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(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_error(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ with self.subTest(message=None, exception=None):
+ report_store.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):
+ report_store.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")):
+ report_store.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")):
+ report_store.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(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_debug_action(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ report_store.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("unit" in limits, "Unit skipped")
+class HelperTest(WebMockTestCase):
+ def test_make_order(self):
+ self.m.get_ticker.return_value = {
+ "inverted": False,
+ "average": D("0.1"),
+ "bid": D("0.09"),
+ "ask": D("0.11"),
+ }
+
+ with self.subTest(description="nominal case"):
+ helper.make_order(self.m, 10, "ETH")
+
+ self.m.report.log_stage.assert_has_calls([
+ mock.call("make_order_begin"),
+ mock.call("make_order_end"),
+ ])
+ self.m.balances.fetch_balances.assert_has_calls([
+ mock.call(tag="make_order_begin"),
+ mock.call(tag="make_order_end"),
+ ])
+ self.m.trades.all.append.assert_called_once()
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual(False, trade.orders[0].close_if_possible)
+ self.assertEqual(0, trade.value_from)
+ self.assertEqual("ETH", trade.currency)
+ self.assertEqual("BTC", trade.base_currency)
+ self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
+ self.m.trades.run_orders.assert_called_once_with()
+ self.m.follow_orders.assert_called_once_with()
+
+ order = trade.orders[0]
+ self.assertEqual(D("0.10"), order.rate)
+
+ self.m.reset_mock()
+ with self.subTest(compute_value="default"):
+ helper.make_order(self.m, 10, "ETH", action="dispose",
+ compute_value="ask")
+
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ order = trade.orders[0]
+ self.assertEqual(D("0.11"), order.rate)
+
+ self.m.reset_mock()
+ with self.subTest(follow=False):
+ result = helper.make_order(self.m, 10, "ETH", follow=False)
+
+ self.m.report.log_stage.assert_has_calls([
+ mock.call("make_order_begin"),
+ mock.call("make_order_end_not_followed"),
+ ])
+ self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
+
+ self.m.trades.all.append.assert_called_once()
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual(0, trade.value_from)
+ self.assertEqual("ETH", trade.currency)
+ self.assertEqual("BTC", trade.base_currency)
+ self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
+ self.m.trades.run_orders.assert_called_once_with()
+ self.m.follow_orders.assert_not_called()
+ self.assertEqual(trade.orders[0], result)
+
+ self.m.reset_mock()
+ with self.subTest(base_currency="USDT"):
+ helper.make_order(self.m, 1, "BTC", base_currency="USDT")
+
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual("BTC", trade.currency)
+ self.assertEqual("USDT", trade.base_currency)
+
+ self.m.reset_mock()
+ with self.subTest(close_if_possible=True):
+ helper.make_order(self.m, 10, "ETH", close_if_possible=True)
+
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual(True, trade.orders[0].close_if_possible)
+
+ self.m.reset_mock()
+ with self.subTest(action="dispose"):
+ helper.make_order(self.m, 10, "ETH", action="dispose")
+
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual(0, trade.value_to)
+ self.assertEqual(1, trade.value_from.value)
+ self.assertEqual("ETH", trade.currency)
+ self.assertEqual("BTC", trade.base_currency)
+
+ self.m.reset_mock()
+ with self.subTest(compute_value="default"):
+ helper.make_order(self.m, 10, "ETH", action="dispose",
+ compute_value="bid")
+
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual(D("0.9"), trade.value_from.value)
+
+ def test_user_market(self):
+ with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\
+ mock.patch("helper.main_parse_config") as main_parse_config:
+ with self.subTest(debug=False):
+ main_parse_config.return_value = ["pg_config", "report_path"]
+ main_fetch_markets.return_value = [({"key": "market_config"},)]
+ m = helper.get_user_market("config_path.ini", 1)
+
+ self.assertIsInstance(m, market.Market)
+ self.assertFalse(m.debug)
+
+ with self.subTest(debug=True):
+ main_parse_config.return_value = ["pg_config", "report_path"]
+ main_fetch_markets.return_value = [({"key": "market_config"},)]
+ m = helper.get_user_market("config_path.ini", 1, debug=True)
+
+ self.assertIsInstance(m, market.Market)
+ self.assertTrue(m.debug)
+
+ def test_main_store_report(self):
+ file_open = mock.mock_open()
+ with self.subTest(file=None), mock.patch("__main__.open", file_open):
+ helper.main_store_report(None, 1, self.m)
+ file_open.assert_not_called()
+
+ file_open = mock.mock_open()
+ with self.subTest(file="present"), mock.patch("helper.open", file_open),\
+ mock.patch.object(helper, "datetime") as time_mock:
+ time_mock.now.return_value = datetime.datetime(2018, 2, 25)
+ self.m.report.to_json.return_value = "json_content"
+
+ helper.main_store_report("present", 1, self.m)
+
+ file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
+ file_open().write.assert_called_once_with("json_content")
+ self.m.report.to_json.assert_called_once_with()
+
+ with self.subTest(file="error"),\
+ mock.patch("helper.open") as file_open,\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ file_open.side_effect = FileNotFoundError
+
+ helper.main_store_report("error", 1, self.m)
+
+ self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
+
+ @mock.patch("helper.Processor.process")
+ def test_main_process_market(self, process):
+ with self.subTest(before=False, after=False):
+ m = mock.Mock()
+ helper.main_process_market(m, None)
+
+ process.assert_not_called()
+
+ process.reset_mock()
+ with self.subTest(before=True, after=False):
+ helper.main_process_market(m, None, before=True)
+
+ process.assert_called_once_with("sell_all", steps="before")
+
+ process.reset_mock()
+ with self.subTest(before=False, after=True):
+ helper.main_process_market(m, None, after=True)
+
+ process.assert_called_once_with("sell_all", steps="after")
+
+ process.reset_mock()
+ with self.subTest(before=True, after=True):
+ helper.main_process_market(m, None, before=True, after=True)
+
+ process.assert_has_calls([
+ mock.call("sell_all", steps="before"),
+ mock.call("sell_all", steps="after"),
+ ])
+
+ process.reset_mock()
+ with self.subTest(action="print_balances"),\
+ mock.patch("helper.print_balances") as print_balances:
+ helper.main_process_market("user", ["print_balances"])
+
+ process.assert_not_called()
+ print_balances.assert_called_once_with("user")
+
+ with self.subTest(action="print_orders"),\
+ mock.patch("helper.print_orders") as print_orders,\
+ mock.patch("helper.print_balances") as print_balances:
+ helper.main_process_market("user", ["print_orders", "print_balances"])
+
+ process.assert_not_called()
+ print_orders.assert_called_once_with("user")
+ print_balances.assert_called_once_with("user")
+
+ with self.subTest(action="unknown"),\
+ self.assertRaises(NotImplementedError):
+ helper.main_process_market("user", ["unknown"])
+
+ @mock.patch.object(helper, "psycopg2")
+ def test_fetch_markets(self, psycopg2):
+ connect_mock = mock.Mock()
+ cursor_mock = mock.MagicMock()
+ cursor_mock.__iter__.return_value = ["row_1", "row_2"]
+
+ connect_mock.cursor.return_value = cursor_mock
+ psycopg2.connect.return_value = connect_mock
+
+ with self.subTest(user=None):
+ rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
+
+ psycopg2.connect.assert_called_once_with(foo="bar")
+ cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
+
+ self.assertEqual(["row_1", "row_2"], rows)
+
+ psycopg2.connect.reset_mock()
+ cursor_mock.execute.reset_mock()
+ with self.subTest(user=1):
+ rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
+
+ psycopg2.connect.assert_called_once_with(foo="bar")
+ cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
+
+ self.assertEqual(["row_1", "row_2"], rows)
+
+ @mock.patch.object(helper.sys, "exit")
+ def test_main_parse_args(self, exit):
+ with self.subTest(config="config.ini"):
+ args = helper.main_parse_args([])
+ self.assertEqual("config.ini", args.config)
+ self.assertFalse(args.before)
+ self.assertFalse(args.after)
+ self.assertFalse(args.debug)
+
+ args = helper.main_parse_args(["--before", "--after", "--debug"])
+ self.assertTrue(args.before)
+ self.assertTrue(args.after)
+ self.assertTrue(args.debug)
+
+ exit.assert_not_called()
+
+ with self.subTest(config="inexistant"),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ args = helper.main_parse_args(["--config", "foo.bar"])
+ exit.assert_called_once_with(1)
+ self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
+
+ @mock.patch.object(helper.sys, "exit")
+ @mock.patch("helper.configparser")
+ @mock.patch("helper.os")
+ def test_main_parse_config(self, os, configparser, exit):
+ with self.subTest(pg_config=True, report_path=None):
+ config_mock = mock.MagicMock()
+ configparser.ConfigParser.return_value = config_mock
+ def config(element):
+ return element == "postgresql"
+
+ config_mock.__contains__.side_effect = config
+ config_mock.__getitem__.return_value = "pg_config"
+
+ result = helper.main_parse_config("configfile")
+
+ config_mock.read.assert_called_with("configfile")
+
+ self.assertEqual(["pg_config", None], result)
+
+ with self.subTest(pg_config=True, report_path="present"):
+ config_mock = mock.MagicMock()
+ configparser.ConfigParser.return_value = config_mock
+
+ config_mock.__contains__.return_value = True
+ config_mock.__getitem__.side_effect = [
+ {"report_path": "report_path"},
+ {"report_path": "report_path"},
+ "pg_config",
+ ]
+
+ os.path.exists.return_value = False
+ result = helper.main_parse_config("configfile")
+
+ config_mock.read.assert_called_with("configfile")
+ self.assertEqual(["pg_config", "report_path"], result)
+ os.path.exists.assert_called_once_with("report_path")
+ os.makedirs.assert_called_once_with("report_path")
+
+ with self.subTest(pg_config=False),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ config_mock = mock.MagicMock()
+ configparser.ConfigParser.return_value = config_mock
+ result = helper.main_parse_config("configfile")
+
+ config_mock.read.assert_called_with("configfile")
+ exit.assert_called_once_with(1)
+ self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
+
+
+ def test_print_orders(self):
+ helper.print_orders(self.m)
+
+ self.m.report.log_stage.assert_called_with("print_orders")
+ self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
+ self.m.prepare_trades.assert_called_with(base_currency="BTC",
+ compute_value="average")
+ self.m.trades.prepare_orders.assert_called_with(compute_value="average")
+
+ def test_print_balances(self):
+ self.m.balances.in_currency.return_value = {
+ "BTC": portfolio.Amount("BTC", "0.65"),
+ "ETH": portfolio.Amount("BTC", "0.3"),
+ }
+
+ helper.print_balances(self.m)
+
+ self.m.report.log_stage.assert_called_once_with("print_balances")
+ self.m.balances.fetch_balances.assert_called_with()
+ self.m.report.print_log.assert_has_calls([
+ mock.call("total:"),
+ mock.call(portfolio.Amount("BTC", "0.95")),
+ ])
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class ProcessorTest(WebMockTestCase):
+ def test_values(self):
+ processor = helper.Processor(self.m)
+
+ self.assertEqual(self.m, processor.market)
+
+ def test_run_action(self):
+ processor = helper.Processor(self.m)
+
+ with mock.patch.object(processor, "parse_args") as parse_args:
+ method_mock = mock.Mock()
+ parse_args.return_value = [method_mock, { "foo": "bar" }]
+
+ processor.run_action("foo", "bar", "baz")
+
+ parse_args.assert_called_with("foo", "bar", "baz")
+
+ method_mock.assert_called_with(foo="bar")
+
+ processor.run_action("wait_for_recent", "bar", "baz")
+
+ method_mock.assert_called_with(self.m, foo="bar")
+
+ def test_select_step(self):
+ processor = helper.Processor(self.m)
+
+ scenario = processor.scenarios["sell_all"]
+
+ self.assertEqual(scenario, processor.select_steps(scenario, "all"))
+ self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before"))))
+ self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after"))))
+ self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2))))
+ self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait"))))
+
+ with self.assertRaises(TypeError):
+ processor.select_steps(scenario, ["wait"])
+
+ @mock.patch("helper.Processor.process_step")
+ def test_process(self, process_step):
+ processor = helper.Processor(self.m)
+ processor.process("sell_all", foo="bar")
+ self.assertEqual(3, process_step.call_count)
+
+ steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls))
+ scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls))
+ kwargs = list(map(lambda x: x[1][2], process_step.mock_calls))
+ self.assertEqual(["all_sell", "wait", "all_buy"], steps)
+ self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names)
+ self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs)
+
+ process_step.reset_mock()
+
+ processor.process("sell_needed", steps=["before", "after"])
+ self.assertEqual(3, process_step.call_count)
+
+ def test_method_arguments(self):
+ ccxt = mock.Mock(spec=market.ccxt.poloniexE)
+ m = market.Market(ccxt)
+
+ processor = helper.Processor(m)
+
+ method, arguments = processor.method_arguments("wait_for_recent")
+ self.assertEqual(portfolio.Portfolio.wait_for_recent, method)
+ self.assertEqual(["delta"], arguments)
+
+ method, arguments = processor.method_arguments("prepare_trades")
+ self.assertEqual(m.prepare_trades, method)
+ self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
+
+ method, arguments = processor.method_arguments("prepare_orders")
+ self.assertEqual(m.trades.prepare_orders, method)
+
+ method, arguments = processor.method_arguments("move_balances")
+ self.assertEqual(m.move_balances, method)
+
+ method, arguments = processor.method_arguments("run_orders")
+ self.assertEqual(m.trades.run_orders, method)
+
+ method, arguments = processor.method_arguments("follow_orders")
+ self.assertEqual(m.follow_orders, method)
+
+ method, arguments = processor.method_arguments("close_trades")
+ self.assertEqual(m.trades.close_trades, method)
+
+ def test_process_step(self):
+ processor = helper.Processor(self.m)
+
+ with mock.patch.object(processor, "run_action") as run_action:
+ step = processor.scenarios["sell_needed"][1]
+
+ processor.process_step("foo", step, {"foo":"bar"})
+
+ self.m.report.log_stage.assert_has_calls([
+ mock.call("process_foo__1_sell_begin"),
+ mock.call("process_foo__1_sell_end"),
+ ])
+ self.m.balances.fetch_balances.assert_has_calls([
+ mock.call(tag="process_foo__1_sell_begin"),
+ mock.call(tag="process_foo__1_sell_end"),
+ ])
+
+ self.assertEqual(5, run_action.call_count)
+
+ run_action.assert_has_calls([
+ mock.call('prepare_trades', {}, {'foo': 'bar'}),
+ mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}),
+ mock.call('run_orders', {}, {'foo': 'bar'}),
+ mock.call('follow_orders', {}, {'foo': 'bar'}),
+ mock.call('close_trades', {}, {'foo': 'bar'}),
+ ])
+
+ self.m.reset_mock()
+ with mock.patch.object(processor, "run_action") as run_action:
+ step = processor.scenarios["sell_needed"][0]
+
+ processor.process_step("foo", step, {"foo":"bar"})
+ self.m.balances.fetch_balances.assert_not_called()
+
+ def test_parse_args(self):
+ processor = helper.Processor(self.m)
+
+ with mock.patch.object(processor, "method_arguments") as method_arguments:
+ method_mock = mock.Mock()
+ method_arguments.return_value = [
+ method_mock,
+ ["foo2", "foo"]
+ ]
+ method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"})
+
+ self.assertEqual(method_mock, method)
+ self.assertEqual({"foo": "bar2", "foo2": "bar"}, args)
+
+ with mock.patch.object(processor, "method_arguments") as method_arguments:
+ method_mock = mock.Mock()
+ method_arguments.return_value = [
+ method_mock,
+ ["repartition"]
+ ]
+ method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {})
+
+ self.assertEqual(1, len(args["repartition"]))
+ self.assertIn("BTC", args["repartition"])
+
+ with mock.patch.object(processor, "method_arguments") as method_arguments:
+ method_mock = mock.Mock()
+ method_arguments.return_value = [
+ method_mock,
+ ["repartition", "base_currency"]
+ ]
+ method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"})
+
+ self.assertEqual(1, len(args["repartition"]))
+ self.assertIn("USDT", args["repartition"])
+
+ with mock.patch.object(processor, "method_arguments") as method_arguments:
+ method_mock = mock.Mock()
+ method_arguments.return_value = [
+ method_mock,
+ ["repartition", "base_currency"]
+ ]
+ method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"})
+
+ self.assertEqual(1, len(args["repartition"]))
+ self.assertIn("ETH", args["repartition"])
+
+
+@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
+class AcceptanceTest(WebMockTestCase):
+ @unittest.expectedFailure
def test_success_sell_only_necessary(self):
+ # FIXME: catch stdout
+ self.m.report.verbose_print = False
fetch_balance = {
"ETH": {
- "free": D("1.0"),
- "used": D("0.0"),
+ "exchange_free": D("1.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("1.0"),
"total": D("1.0"),
},
"ETC": {
- "free": D("4.0"),
- "used": D("0.0"),
+ "exchange_free": D("4.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("4.0"),
"total": D("4.0"),
},
"XVG": {
- "free": D("1000.0"),
- "used": D("0.0"),
+ "exchange_free": D("1000.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("1000.0"),
"total": D("1000.0"),
},
}
repartition = {
- "ETH": 2500,
- "ETC": 2500,
- "BTC": 4000,
- "BTD": 500,
- "USDT": 500,
+ "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):
"bid": D("0.0008"),
"ask": D("0.0012")
}
+ if symbol == "B2X/BTC":
+ return {
+ "symbol": "B2X/BTC",
+ "bid": D("0.0008"),
+ "ask": D("0.0012")
+ }
if symbol == "USDT/BTC":
- raise portfolio.ccxt.ExchangeError
+ raise helper.ExchangeError
if symbol == "BTC/USDT":
return {
"symbol": "BTC/USDT",
self.fail("Shouldn't have been called with {}".format(symbol))
market = mock.Mock()
- market.fetch_balance.return_value = fetch_balance
+ market.fetch_all_balances.return_value = fetch_balance
market.fetch_ticker.side_effect = fetch_ticker
- with mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand", return_value=repartition):
+ with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
# Action 1
- portfolio.Balance.prepare_trades(market)
+ helper.prepare_trades(market)
- balances = portfolio.Balance.known_balances
+ 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.Trade.trades
- self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to)
- self.assertEqual("sell", trades["ETH"].action)
+ 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["ETC"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETC"].value_to)
- self.assertEqual("buy", trades["ETC"].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["BTD"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["BTD"].value_to)
- self.assertEqual("buy", trades["BTD"].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["USDT"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["USDT"].value_to)
- self.assertEqual("buy", trades["USDT"].action)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), 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("0.04")), trades["XVG"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to)
- self.assertEqual("sell", trades["XVG"].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.Trade.prepare_orders(only="sell", compute_value=lambda x, y: x["bid"] * D("1.001"))
+ portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
- all_orders = portfolio.Trade.all_orders()
+ 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(D("0.00003003"), all_orders[1].rate)
- def create_order(symbol, type, action, amount, price=None):
+ def create_order(symbol, type, action, amount, price=None, account="exchange"):
self.assertEqual("limit", type)
if symbol == "ETH/BTC":
- self.assertEqual("bid", action)
- self.assertEqual(2, 3*amount)
+ self.assertEqual("sell", action)
+ self.assertEqual(D('0.66666666'), amount)
self.assertEqual(D("0.14014"), price)
elif symbol == "XVG/BTC":
- self.assertEqual("bid", action)
+ self.assertEqual("sell", action)
self.assertEqual(1000, amount)
self.assertEqual(D("0.00003003"), price)
else:
"id": symbol,
}
market.create_order.side_effect = create_order
+ market.order_precision.return_value = 8
# Action 3
- portfolio.Trade.run_orders()
+ 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" }
+ 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
- portfolio.Trade.follow_orders(verbose=False)
+ helper.follow_orders(verbose=False)
sleep.assert_called_with(30)
fetch_balance = {
"ETH": {
- "free": D("1.0") / 3,
- "used": D("0.0"),
+ "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": {
- "free": D("0.134"),
- "used": D("0.0"),
+ "exchange_free": D("0.134"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("0.134"),
+ "margin_total": 0,
"total": D("0.134"),
},
"ETC": {
- "free": D("4.0"),
- "used": D("0.0"),
+ "exchange_free": D("4.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("4.0"),
+ "margin_total": 0,
"total": D("4.0"),
},
"XVG": {
- "free": D("0.0"),
- "used": D("0.0"),
+ "exchange_free": D("0.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("0.0"),
+ "margin_total": 0,
"total": D("0.0"),
},
}
- market.fetch_balance.return_value = fetch_balance
+ market.fetch_all_balances.return_value = fetch_balance
- with mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand", return_value=repartition):
+ with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
# Action 5
- portfolio.Balance.update_trades(market, only="buy", compute_value="average")
+ helper.prepare_trades(market, only="acquire", compute_value="average")
- balances = portfolio.Balance.known_balances
+ 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.Trade.trades
- self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to)
- self.assertEqual("sell", trades["ETH"].action)
+ 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["ETC"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to)
- self.assertEqual("buy", trades["ETC"].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("0.00")), trades["BTD"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["BTD"].value_to)
- self.assertEqual("buy", trades["BTD"].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["USDT"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to)
- self.assertEqual("buy", trades["USDT"].action)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), 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("0.04")), trades["XVG"].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to)
- self.assertEqual("sell", trades["XVG"].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.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"] * D("0.999"))
-
- all_orders = portfolio.Trade.all_orders(state="pending")
- self.assertEqual(3, len(all_orders))
- self.assertEqual(portfolio.Amount("ETC", D("15.4")), all_orders[0].amount)
- self.assertEqual(D("0.002997"), all_orders[0].rate)
- self.assertEqual("ask", all_orders[0].action)
- self.assertEqual(portfolio.Amount("BTD", D("9.7")), all_orders[1].amount)
- self.assertEqual(D("0.0011988"), all_orders[1].rate)
- self.assertEqual("ask", all_orders[1].action)
- self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[2].amount)
- self.assertEqual(D("15984"), all_orders[2].rate)
- self.assertEqual("bid", all_orders[2].action)
+ 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 7
- portfolio.Trade.follow_orders(verbose=False)
+ # Action 8
+ helper.follow_orders(verbose=False)
sleep.assert_called_with(30)
- def tearDown(self):
- for patcher in self.patchers:
- patcher.stop()
-
if __name__ == '__main__':
unittest.main()
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff