with open("test_portfolio.json") as example:
import json
- self.json_response = json.load(example)
+ self.json_response = json.load(example, parse_int=portfolio.D, parse_float=portfolio.D)
self.patcher = mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={})
self.patcher.start()
self.assertEqual(10, len(liquidities["medium"].keys()))
self.assertEqual(10, len(liquidities["high"].keys()))
- expected = {'BTC': 2857, 'DGB': 1015, 'DOGE': 1805, 'SC': 623, 'ZEC': 3701}
+ expected = {
+ 'BTC': (D("0.2857"), "long"),
+ 'DGB': (D("0.1015"), "long"),
+ 'DOGE': (D("0.1805"), "long"),
+ 'SC': (D("0.0623"), "long"),
+ 'ZEC': (D("0.3701"), "long"),
+ }
self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
- expected = {'ETC': 1000, 'FCT': 1000, 'GAS': 1000, 'NAV': 1000, 'OMG': 1000, 'OMNI': 1000, 'PPC': 1000, 'RIC': 1000, 'VIA': 1000, 'XCP': 1000}
+ expected = {
+ 'BTC': (D("1.1102e-16"), "long"),
+ 'ETC': (D("0.1"), "long"),
+ 'FCT': (D("0.1"), "long"),
+ 'GAS': (D("0.1"), "long"),
+ 'NAV': (D("0.1"), "long"),
+ 'OMG': (D("0.1"), "long"),
+ 'OMNI': (D("0.1"), "long"),
+ 'PPC': (D("0.1"), "long"),
+ 'RIC': (D("0.1"), "long"),
+ 'VIA': (D("0.1"), "long"),
+ 'XCP': (D("0.1"), "long"),
+ }
self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
# It doesn't refetch the data when available
portfolio.Portfolio.parse_cryptoportfolio()
mock_get.assert_called_once_with()
- portfolio.Portfolio.data["portfolio_1"]["holding"]["direction"][3] = "short"
- self.assertRaises(AssertionError, portfolio.Portfolio.parse_cryptoportfolio)
-
@mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio")
- def test_repartition_pertenthousand(self, mock_get):
+ def test_repartition(self, mock_get):
mock_get.side_effect = self.fill_data
- 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}
+ 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_pertenthousand())
- self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand(liquidity="medium"))
- self.assertEqual(expected_high, portfolio.Portfolio.repartition_pertenthousand(liquidity="high"))
+ self.assertEqual(expected_medium, portfolio.Portfolio.repartition())
+ self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium"))
+ self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high"))
def tearDown(self):
self.patcher.stop()
self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total)
self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies()))
- @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
+ @mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(portfolio.market, "fetch_balance")
def test_dispatch_assets(self, fetch_balance, repartition):
fetch_balance.return_value = self.fetch_balance
self.assertNotIn("XEM", portfolio.Balance.currencies())
repartition.return_value = {
- "XEM": 7500,
- "BTC": 2600,
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.26"), "long"),
}
amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1"))
self.assertEqual(D("2.6"), amounts["BTC"].value)
self.assertEqual(D("7.5"), amounts["XEM"].value)
- @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
+ @mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(portfolio.Trade, "get_ticker")
@mock.patch.object(portfolio.Trade, "compute_trades")
def test_prepare_trades(self, compute_trades, get_ticker, repartition):
repartition.return_value = {
- "XEM": 7500,
- "BTC": 2500,
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.25"), "long"),
}
def _get_ticker(c1, c2, market):
if c1 == "USDT" and c2 == "BTC":
},
}
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.ExchangeError
if symbol == "BTC/USDT":
market = mock.Mock()
market.fetch_balance.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)
self.assertNotIn("BTC", trades)
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(portfolio.Amount("BTC", D("0.002")), trades["BTD"].value_to)
self.assertEqual("buy", trades["BTD"].action)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades["B2X"].value_to)
+ self.assertEqual("buy", trades["B2X"].action)
+
self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["USDT"].value_to)
self.assertEqual("buy", trades["USDT"].action)
self.assertEqual("limit", type)
if symbol == "ETH/BTC":
self.assertEqual("sell", action)
- self.assertEqual(2, 3*amount)
+ self.assertEqual(D('0.66666666'), amount)
self.assertEqual(D("0.14014"), price)
elif symbol == "XVG/BTC":
self.assertEqual("sell", action)
"id": symbol,
}
market.create_order.side_effect = create_order
+ market.order_precision.return_value = 8
# Action 3
portfolio.Trade.run_orders()
}
market.fetch_balance.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")
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(portfolio.Amount("BTC", D("0.00194")), trades["BTD"].value_to)
self.assertEqual("buy", trades["BTD"].action)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to)
+ self.assertEqual("buy", trades["B2X"].action)
+
self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to)
self.assertEqual("buy", trades["USDT"].action)
portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"])
all_orders = portfolio.Trade.all_orders(state="pending")
- self.assertEqual(3, len(all_orders))
- self.assertEqual(portfolio.Amount("ETC", D("38.5")/3), all_orders[0].amount)
+ 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("24.25")/3), all_orders[1].amount)
+ self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
self.assertEqual(D("0.0012"), all_orders[1].rate)
- self.assertEqual("buy", all_orders[1].action)
+ 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)
- self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[2].amount)
- self.assertEqual(D("16000"), all_orders[2].rate)
- self.assertEqual("sell", all_orders[2].action)
+ # Action 7
+ # TODO
+ # portfolio.Trade.run_orders()
with mock.patch.object(portfolio.time, "sleep") as sleep:
- # Action 7
+ # Action 8
portfolio.Trade.follow_orders(verbose=False)
sleep.assert_called_with(30)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff