]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blobdiff - test.py
Add make_order and get_user_market helpers
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / test.py
diff --git a/test.py b/test.py
index a9cae94e58265bcf9d1dcde67b53598d0547b35d..778fc14961cf27011a352624936dcbe0b7780a2f 100644 (file)
--- a/test.py
+++ b/test.py
@@ -571,7 +571,7 @@ class MarketTest(WebMockTestCase):
             ccxt.poloniexE.return_value = self.ccxt
             self.ccxt.session.request.return_value = "response"
 
-            m = market.Market.from_config("config")
+            m = market.Market.from_config({"key": "key", "secred": "secret"})
 
             self.assertEqual(self.ccxt, m.ccxt)
 
@@ -580,7 +580,7 @@ class MarketTest(WebMockTestCase):
             m.report.log_http_request.assert_called_with('GET', 'URL', 'data',
                     'headers', 'response')
 
-        m = market.Market.from_config("config", debug=True)
+        m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True)
         self.assertEqual(True, m.debug)
 
     def test_get_ticker(self):
@@ -1458,6 +1458,25 @@ class TradeTest(WebMockTestCase):
                     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")
@@ -1812,7 +1831,7 @@ class OrderTest(WebMockTestCase):
 
         order.cancel()
         self.m.ccxt.cancel_order.assert_called_with(42)
-        fetch.assert_called_once()
+        fetch.assert_called_once_with(force=True)
         self.m.report.log_debug_action.assert_not_called()
 
     def test_dust_amount_remaining(self):
@@ -1966,7 +1985,7 @@ class OrderTest(WebMockTestCase):
                         }
                 order.fetch()
 
-                self.m.ccxt.fetch_order.assert_called_once()
+                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)
@@ -1982,7 +2001,7 @@ class OrderTest(WebMockTestCase):
                 fetch_mouvements.assert_not_called()
 
                 order.fetch(force=True)
-                self.m.ccxt.fetch_order.assert_called_once()
+                self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
                 fetch_mouvements.assert_called_once()
 
                 self.m.ccxt.fetch_order.reset_mock()
@@ -1990,7 +2009,7 @@ class OrderTest(WebMockTestCase):
 
                 time_mock.return_value = time + 19
                 order.fetch()
-                self.m.ccxt.fetch_order.assert_called_once()
+                self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
                 fetch_mouvements.assert_called_once()
                 self.m.report.log_debug_action.assert_not_called()
 
@@ -2073,13 +2092,69 @@ class OrderTest(WebMockTestCase):
                 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.ExchangeNotAvailable
+            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):
@@ -2180,8 +2255,7 @@ class ReportStoreTest(WebMockTestCase):
         report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
         self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json())
         report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
-        with self.assertRaises(TypeError):
-            report_store.to_json()
+        self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json())
 
     @mock.patch.object(market.ReportStore, "print_log")
     @mock.patch.object(market.ReportStore, "add_log")
@@ -2531,6 +2605,119 @@ class ReportStoreTest(WebMockTestCase):
 
 @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):
@@ -2563,7 +2750,7 @@ class HelperTest(WebMockTestCase):
     @mock.patch("portfolio.Portfolio.wait_for_recent")
     def test_main_process_market(self, wait, buy, sell):
         with self.subTest(before=False, after=False):
-            helper.main_process_market("user")
+            helper.main_process_market("user", None)
             
             wait.assert_not_called()
             buy.assert_not_called()
@@ -2573,7 +2760,7 @@ class HelperTest(WebMockTestCase):
         wait.reset_mock()
         sell.reset_mock()
         with self.subTest(before=True, after=False):
-            helper.main_process_market("user", before=True)
+            helper.main_process_market("user", None, before=True)
             
             wait.assert_not_called()
             buy.assert_not_called()
@@ -2583,7 +2770,7 @@ class HelperTest(WebMockTestCase):
         wait.reset_mock()
         sell.reset_mock()
         with self.subTest(before=False, after=True):
-            helper.main_process_market("user", after=True)
+            helper.main_process_market("user", None, after=True)
             
             wait.assert_called_once_with("user")
             buy.assert_called_once_with("user")
@@ -2593,12 +2780,37 @@ class HelperTest(WebMockTestCase):
         wait.reset_mock()
         sell.reset_mock()
         with self.subTest(before=True, after=True):
-            helper.main_process_market("user", before=True, after=True)
+            helper.main_process_market("user", None, before=True, after=True)
             
             wait.assert_called_once_with("user")
             buy.assert_called_once_with("user")
             sell.assert_called_once_with("user")
 
+        buy.reset_mock()
+        wait.reset_mock()
+        sell.reset_mock()
+        with self.subTest(action="print_balances"),\
+                mock.patch("helper.print_balances") as print_balances:
+            helper.main_process_market("user", "print_balances")
+
+            buy.assert_not_called()
+            wait.assert_not_called()
+            sell.assert_not_called()
+            print_balances.assert_called_once_with("user")
+
+        with self.subTest(action="print_orders"),\
+                mock.patch("helper.print_orders") as print_orders:
+            helper.main_process_market("user", "print_orders")
+
+            buy.assert_not_called()
+            wait.assert_not_called()
+            sell.assert_not_called()
+            print_orders.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()
@@ -2608,12 +2820,23 @@ class HelperTest(WebMockTestCase):
         connect_mock.cursor.return_value = cursor_mock
         psycopg2.connect.return_value = connect_mock
 
-        rows = list(helper.main_fetch_markets({"foo": "bar"}))
+        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")
+            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)
+            self.assertEqual(["row_1", "row_2"], rows)
 
     @mock.patch.object(helper.sys, "exit")
     def test_main_parse_args(self, exit):
@@ -2703,6 +2926,7 @@ class HelperTest(WebMockTestCase):
 
         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:"),