-import portfolio
import unittest
-from decimal import Decimal as D
-from unittest import mock
-import requests
-import requests_mock
+from tests.acceptance import TimeMock
-class WebMockTestCase(unittest.TestCase):
- import time
+from tests.helper import limits
- def setUp(self):
- super(WebMockTestCase, self).setUp()
- self.wm = requests_mock.Mocker()
- self.wm.start()
+if "unit" in limits:
+ from tests.test_ccxt_wrapper import *
+ from tests.test_main import *
+ from tests.test_market import *
+ from tests.test_store import *
+ from tests.test_portfolio import *
+ from tests.test_dbs import *
- 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)
- ]
- for patcher in self.patchers:
- patcher.start()
-
-
- def tearDown(self):
- for patcher in self.patchers:
- patcher.stop()
- self.wm.stop()
- super(WebMockTestCase, self).tearDown()
-
-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.assertIn("foo", portfolio.Portfolio.data)
- self.assertEqual("bar", portfolio.Portfolio.data["foo"])
- self.assertTrue(self.wm.called)
- self.assertEqual(1, self.wm.call_count)
-
- portfolio.Portfolio.get_cryptoportfolio()
- self.assertIsNone(portfolio.Portfolio.data)
- self.assertEqual(2, self.wm.call_count)
-
- portfolio.Portfolio.data = "Foo"
- portfolio.Portfolio.get_cryptoportfolio()
- self.assertEqual("Foo", portfolio.Portfolio.data)
- self.assertEqual(3, self.wm.call_count)
-
- def test_parse_cryptoportfolio(self):
- portfolio.Portfolio.parse_cryptoportfolio()
-
- self.assertListEqual(
- ["medium", "high"],
- list(portfolio.Portfolio.liquidities.keys()))
-
- liquidities = portfolio.Portfolio.liquidities
- self.assertEqual(10, len(liquidities["medium"].keys()))
- self.assertEqual(10, len(liquidities["high"].keys()))
-
- expected = {
- 'BTC': (D("0.2857"), "long"),
- 'DGB': (D("0.1015"), "long"),
- 'DOGE': (D("0.1805"), "long"),
- 'SC': (D("0.0623"), "long"),
- 'ZEC': (D("0.3701"), "long"),
- }
- self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
-
- 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()
-
- self.assertEqual(1, self.wm.call_count)
-
- 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.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium"))
- self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high"))
-
-class AmountTest(WebMockTestCase):
- def test_values(self):
- amount = portfolio.Amount("BTC", "0.65")
- self.assertEqual(D("0.65"), amount.value)
- self.assertEqual("BTC", amount.currency)
-
- def test_in_currency(self):
- amount = portfolio.Amount("ETC", 10)
-
- self.assertEqual(amount, amount.in_currency("ETC", None))
-
- ticker_mock = unittest.mock.Mock()
- with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
- ticker_mock.return_value = None
-
- self.assertRaises(Exception, amount.in_currency, "ETH", None)
-
- with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
- ticker_mock.return_value = {
- "bid": D("0.2"),
- "ask": D("0.4"),
- "average": D("0.3"),
- "foo": "bar",
- }
- converted_amount = amount.in_currency("ETH", None)
-
- self.assertEqual(D("3.0"), converted_amount.value)
- self.assertEqual("ETH", converted_amount.currency)
- self.assertEqual(amount, converted_amount.linked_to)
- self.assertEqual("bar", converted_amount.ticker["foo"])
-
- converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default")
- self.assertEqual(D("2"), converted_amount.value)
-
- converted_amount = amount.in_currency("ETH", None, compute_value="ask")
- self.assertEqual(D("4"), converted_amount.value)
-
- converted_amount = amount.in_currency("ETH", None, rate=D("0.02"))
- self.assertEqual(D("0.2"), converted_amount.value)
-
- def test__round(self):
- amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
- self.assertEqual(D("1.23456789"), round(amount).value)
- self.assertEqual(D("1.23"), round(amount, 2).value)
-
- def test__abs(self):
- amount = portfolio.Amount("SC", -120)
- self.assertEqual(120, abs(amount).value)
- self.assertEqual("SC", abs(amount).currency)
-
- amount = portfolio.Amount("SC", 10)
- self.assertEqual(10, abs(amount).value)
- self.assertEqual("SC", abs(amount).currency)
-
- def test__add(self):
- amount1 = portfolio.Amount("XVG", "12.9")
- amount2 = portfolio.Amount("XVG", "13.1")
-
- self.assertEqual(26, (amount1 + amount2).value)
- self.assertEqual("XVG", (amount1 + amount2).currency)
-
- amount3 = portfolio.Amount("ETH", "1.6")
- with self.assertRaises(Exception):
- amount1 + amount3
-
- amount4 = portfolio.Amount("ETH", 0.0)
- self.assertEqual(amount1, amount1 + amount4)
-
- def test__radd(self):
- amount = portfolio.Amount("XVG", "12.9")
-
- self.assertEqual(amount, 0 + amount)
- with self.assertRaises(Exception):
- 4 + amount
-
- def test__sub(self):
- amount1 = portfolio.Amount("XVG", "13.3")
- amount2 = portfolio.Amount("XVG", "13.1")
-
- self.assertEqual(D("0.2"), (amount1 - amount2).value)
- self.assertEqual("XVG", (amount1 - amount2).currency)
-
- amount3 = portfolio.Amount("ETH", "1.6")
- with self.assertRaises(Exception):
- amount1 - amount3
-
- amount4 = portfolio.Amount("ETH", 0.0)
- self.assertEqual(amount1, amount1 - amount4)
-
- def test__mul(self):
- amount = portfolio.Amount("XEM", 11)
-
- self.assertEqual(D("38.5"), (amount * D("3.5")).value)
- self.assertEqual(D("33"), (amount * 3).value)
-
- with self.assertRaises(Exception):
- amount * amount
-
- def test__rmul(self):
- amount = portfolio.Amount("XEM", 11)
-
- self.assertEqual(D("38.5"), (D("3.5") * amount).value)
- self.assertEqual(D("33"), (3 * amount).value)
-
- def test__floordiv(self):
- amount = portfolio.Amount("XEM", 11)
-
- self.assertEqual(D("5.5"), (amount / 2).value)
- self.assertEqual(D("4.4"), (amount / D("2.5")).value)
-
- def test__truediv(self):
- amount = portfolio.Amount("XEM", 11)
-
- self.assertEqual(D("5.5"), (amount / 2).value)
- self.assertEqual(D("4.4"), (amount / D("2.5")).value)
-
- def test__lt(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
-
- self.assertTrue(amount1 < amount2)
- self.assertFalse(amount2 < amount1)
- self.assertFalse(amount1 < amount1)
-
- amount3 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount1 < amount3
-
- def test__le(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
-
- self.assertTrue(amount1 <= amount2)
- self.assertFalse(amount2 <= amount1)
- self.assertTrue(amount1 <= amount1)
-
- amount3 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount1 <= amount3
-
- def test__gt(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
-
- self.assertTrue(amount2 > amount1)
- self.assertFalse(amount1 > amount2)
- self.assertFalse(amount1 > amount1)
-
- amount3 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount3 > amount1
-
- def test__ge(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
-
- self.assertTrue(amount2 >= amount1)
- self.assertFalse(amount1 >= amount2)
- self.assertTrue(amount1 >= amount1)
-
- amount3 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount3 >= amount1
-
- def test__eq(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
- amount3 = portfolio.Amount("BTD", 11.3)
-
- self.assertFalse(amount1 == amount2)
- self.assertFalse(amount2 == amount1)
- self.assertTrue(amount1 == amount3)
- self.assertFalse(amount2 == 0)
-
- amount4 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount1 == amount4
-
- amount5 = portfolio.Amount("BTD", 0)
- self.assertTrue(amount5 == 0)
-
- def test__ne(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
- amount3 = portfolio.Amount("BTD", 11.3)
-
- self.assertTrue(amount1 != amount2)
- self.assertTrue(amount2 != amount1)
- self.assertFalse(amount1 != amount3)
- self.assertTrue(amount2 != 0)
-
- amount4 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount1 != amount4
-
- amount5 = portfolio.Amount("BTD", 0)
- self.assertFalse(amount5 != 0)
-
- def test__neg(self):
- amount1 = portfolio.Amount("BTD", "11.3")
-
- self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
-
- def test__str(self):
- amount1 = portfolio.Amount("BTX", 32)
- self.assertEqual("32.00000000 BTX", str(amount1))
-
- amount2 = portfolio.Amount("USDT", 12000)
- amount1.linked_to = amount2
- self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
-
- def test__repr(self):
- amount1 = portfolio.Amount("BTX", 32)
- self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
-
- amount2 = portfolio.Amount("USDT", 12000)
- amount1.linked_to = amount2
- self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
-
- amount3 = portfolio.Amount("BTC", 0.1)
- amount2.linked_to = amount3
- self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
-
-class BalanceTest(WebMockTestCase):
- def setUp(self):
- super(BalanceTest, self).setUp()
-
- self.fetch_balance = {
- "free": "foo",
- "info": "bar",
- "used": "baz",
- "total": "bazz",
- "ETC": {
- "free": 0.0,
- "used": 0.0,
- "total": 0.0
- },
- "USDT": {
- "free": 6.0,
- "used": 1.2,
- "total": 7.2
- },
- "XVG": {
- "free": 16,
- "used": 0.0,
- "total": 16
- },
- "XMR": {
- "free": 0.0,
- "used": 0.0,
- "total": 0.0
- },
- }
-
- def test_values(self):
- balance = portfolio.Balance("BTC", {
- "exchange_total": "0.65",
- "exchange_free": "0.35",
- "exchange_used": "0.30",
- "margin_total": "-10",
- "margin_borrowed": "-10",
- "margin_free": "0",
- "margin_position_type": "short",
- "margin_borrowed_base_currency": "USDT",
- "margin_liquidation_price": "1.20",
- "margin_pending_gain": "10",
- "margin_lending_fees": "0.4",
- "margin_borrowed_base_price": "0.15",
- })
- self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
- self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
- self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
- self.assertEqual("BTC", balance.exchange_total.currency)
- self.assertEqual("BTC", balance.exchange_free.currency)
- self.assertEqual("BTC", balance.exchange_total.currency)
-
- self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
- self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value)
- self.assertEqual(portfolio.D("0"), balance.margin_free.value)
- self.assertEqual("BTC", balance.margin_total.currency)
- self.assertEqual("BTC", balance.margin_borrowed.currency)
- self.assertEqual("BTC", balance.margin_free.currency)
-
- self.assertEqual("BTC", balance.currency)
-
- self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
- self.assertEqual("USDT", balance.margin_lending_fees.currency)
-
- @mock.patch.object(portfolio.Trade, "get_ticker")
- def test_in_currency(self, get_ticker):
- portfolio.Balance.known_balances = {
- "BTC": portfolio.Balance("BTC", {
- "total": "0.65",
- "exchange_total":"0.65",
- "exchange_free": "0.35",
- "exchange_used": "0.30"}),
- "ETH": portfolio.Balance("ETH", {
- "total": 3,
- "exchange_total": 3,
- "exchange_free": 3,
- "exchange_used": 0}),
- }
- market = mock.Mock()
- get_ticker.return_value = {
- "bid": D("0.09"),
- "ask": D("0.11"),
- "average": D("0.1"),
- }
-
- amounts = portfolio.Balance.in_currency("BTC", market)
- self.assertEqual("BTC", amounts["ETH"].currency)
- self.assertEqual(D("0.65"), amounts["BTC"].value)
- self.assertEqual(D("0.30"), amounts["ETH"].value)
-
- amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid")
- self.assertEqual(D("0.65"), amounts["BTC"].value)
- self.assertEqual(D("0.27"), amounts["ETH"].value)
-
- amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="exchange_used")
- self.assertEqual(D("0.30"), amounts["BTC"].value)
- self.assertEqual(0, amounts["ETH"].value)
-
- def test_currencies(self):
- portfolio.Balance.known_balances = {
- "BTC": portfolio.Balance("BTC", {
- "total": "0.65",
- "exchange_total":"0.65",
- "exchange_free": "0.35",
- "exchange_used": "0.30"}),
- "ETH": portfolio.Balance("ETH", {
- "total": 3,
- "exchange_total": 3,
- "exchange_free": 3,
- "exchange_used": 0}),
- }
- self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies()))
-
- @unittest.expectedFailure
- @mock.patch.object(portfolio.market, "fetch_balance")
- def test_fetch_balances(self, fetch_balance):
- fetch_balance.return_value = self.fetch_balance
-
- portfolio.Balance.fetch_balances(portfolio.market)
- self.assertNotIn("XMR", portfolio.Balance.currencies())
- self.assertListEqual(["USDT", "XVG"], list(portfolio.Balance.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()))
-
- @unittest.expectedFailure
- @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
- portfolio.Balance.fetch_balances(portfolio.market)
-
- self.assertNotIn("XEM", portfolio.Balance.currencies())
-
- repartition.return_value = {
- "XEM": (D("0.75"), "long"),
- "BTC": (D("0.26"), "long"),
- }
-
- amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1"))
- self.assertIn("XEM", portfolio.Balance.currencies())
- self.assertEqual(D("2.6"), amounts["BTC"].value)
- self.assertEqual(D("7.5"), amounts["XEM"].value)
-
- @unittest.expectedFailure
- @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": (D("0.75"), "long"),
- "BTC": (D("0.25"), "long"),
- }
- def _get_ticker(c1, c2, market):
- if c1 == "USDT" and c2 == "BTC":
- return { "average": D("0.0001") }
- if c1 == "XVG" and c2 == "BTC":
- return { "average": D("0.000001") }
- if c1 == "XEM" and c2 == "BTC":
- return { "average": D("0.001") }
- self.fail("Should be called with {}, {}".format(c1, c2))
- get_ticker.side_effect = _get_ticker
-
- market = mock.Mock()
- market.fetch_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")
- },
- }
- 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)
-
- @unittest.skip("TODO")
- def test_update_trades(self):
- pass
-
- @unittest.expectedFailure
- 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))
-
-class TradeTest(WebMockTestCase):
-
- def test_get_ticker(self):
- market = mock.Mock()
- market.fetch_ticker.side_effect = [
- { "bid": 1, "ask": 3 },
- portfolio.ExchangeError("foo"),
- { "bid": 10, "ask": 40 },
- portfolio.ExchangeError("foo"),
- portfolio.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"),
- ])
-
- 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):
- value_from = Amount("BTC", "1.0")
- value_from.linked_to = Amount("ETH", "10.0")
- value_to = Amount("BTC", "1.0")
- trade = portfolioTrade(value_from, value_to, "ETH")
- self.assertEqual("BTC", trade.base_currency)
- self.assertEqual("ETH", trade.currency)
-
- with self.assertRaises(AssertionError):
- portfolio.Trade(value_from, value_to, "ETC")
- with self.assertRaises(AssertionError):
- value_from.linked_to = None
- portfolio.Trade(value_from, value_to, "ETH")
- with self.assertRaises(AssertionError):
- value_from.currency = "ETH"
- portfolio.Trade(value_from, value_to, "ETH")
-
- @unittest.skip("TODO")
- def test_fetch_fees(self):
- pass
-
- @unittest.skip("TODO")
- def test_compute_trades(self):
- pass
-
- @unittest.skip("TODO")
- def test_action(self):
- pass
-
- @unittest.skip("TODO")
- def test_action(self):
- pass
-
- @unittest.skip("TODO")
- def test_order_action(self):
- pass
-
- @unittest.skip("TODO")
- def test_prepare_order(self):
- pass
-
- @unittest.skip("TODO")
- def test_all_orders(self):
- pass
-
- @unittest.skip("TODO")
- def test_follow_orders(self):
- pass
-
- @unittest.skip("TODO")
- def test_compute_value(self):
- pass
-
- @unittest.skip("TODO")
- def test__repr(self):
- pass
-
-class AcceptanceTest(WebMockTestCase):
- @unittest.expectedFailure
- def test_success_sell_only_necessary(self):
- fetch_balance = {
- "ETH": {
- "free": D("1.0"),
- "used": D("0.0"),
- "total": D("1.0"),
- },
- "ETC": {
- "free": D("4.0"),
- "used": D("0.0"),
- "total": D("4.0"),
- },
- "XVG": {
- "free": D("1000.0"),
- "used": D("0.0"),
- "total": D("1000.0"),
- },
- }
- repartition = {
- "ETH": (D("0.25"), "long"),
- "ETC": (D("0.25"), "long"),
- "BTC": (D("0.4"), "long"),
- "BTD": (D("0.01"), "short"),
- "B2X": (D("0.04"), "long"),
- "USDT": (D("0.05"), "long"),
- }
-
- def fetch_ticker(symbol):
- if symbol == "ETH/BTC":
- return {
- "symbol": "ETH/BTC",
- "bid": D("0.14"),
- "ask": D("0.16")
- }
- if symbol == "ETC/BTC":
- return {
- "symbol": "ETC/BTC",
- "bid": D("0.002"),
- "ask": D("0.003")
- }
- if symbol == "XVG/BTC":
- return {
- "symbol": "XVG/BTC",
- "bid": D("0.00003"),
- "ask": D("0.00005")
- }
- if symbol == "BTD/BTC":
- return {
- "symbol": "BTD/BTC",
- "bid": D("0.0008"),
- "ask": D("0.0012")
- }
- if symbol == "B2X/BTC":
- return {
- "symbol": "B2X/BTC",
- "bid": D("0.0008"),
- "ask": D("0.0012")
- }
- if symbol == "USDT/BTC":
- raise portfolio.ExchangeError
- if symbol == "BTC/USDT":
- return {
- "symbol": "BTC/USDT",
- "bid": D("14000"),
- "ask": D("16000")
- }
- self.fail("Shouldn't have been called with {}".format(symbol))
-
- market = mock.Mock()
- market.fetch_balance.return_value = fetch_balance
- market.fetch_ticker.side_effect = fetch_ticker
- with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
- # Action 1
- portfolio.Balance.prepare_trades(market)
-
- balances = portfolio.Balance.known_balances
- 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)
-
- 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.assertNotIn("BTC", trades)
-
- self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from)
- 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(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)
-
- # Action 2
- portfolio.Trade.prepare_orders(only="sell", compute_value=lambda x, y: x["bid"] * D("1.001"))
-
- all_orders = portfolio.Trade.all_orders()
- self.assertEqual(2, len(all_orders))
- self.assertEqual(2, 3*all_orders[0].amount.value)
- self.assertEqual(D("0.14014"), all_orders[0].rate)
- self.assertEqual(1000, all_orders[1].amount.value)
- self.assertEqual(D("0.00003003"), all_orders[1].rate)
-
-
- def create_order(symbol, type, action, amount, price=None, account="exchange"):
- self.assertEqual("limit", type)
- if symbol == "ETH/BTC":
- self.assertEqual("sell", action)
- self.assertEqual(D('0.66666666'), amount)
- self.assertEqual(D("0.14014"), price)
- elif symbol == "XVG/BTC":
- self.assertEqual("sell", action)
- self.assertEqual(1000, amount)
- self.assertEqual(D("0.00003003"), price)
- else:
- self.fail("I shouldn't have been called")
-
- return {
- "id": symbol,
- }
- market.create_order.side_effect = create_order
- market.order_precision.return_value = 8
-
- # Action 3
- portfolio.Trade.run_orders()
-
- self.assertEqual("open", all_orders[0].status)
- self.assertEqual("open", all_orders[1].status)
-
- market.fetch_order.return_value = { "status": "closed" }
- with mock.patch.object(portfolio.time, "sleep") as sleep:
- # Action 4
- portfolio.Trade.follow_orders(verbose=False)
-
- sleep.assert_called_with(30)
-
- for order in all_orders:
- self.assertEqual("closed", order.status)
-
- fetch_balance = {
- "ETH": {
- "free": D("1.0") / 3,
- "used": D("0.0"),
- "total": D("1.0") / 3,
- },
- "BTC": {
- "free": D("0.134"),
- "used": D("0.0"),
- "total": D("0.134"),
- },
- "ETC": {
- "free": D("4.0"),
- "used": D("0.0"),
- "total": D("4.0"),
- },
- "XVG": {
- "free": D("0.0"),
- "used": D("0.0"),
- "total": D("0.0"),
- },
- }
- market.fetch_balance.return_value = fetch_balance
-
- with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
- # Action 5
- portfolio.Balance.update_trades(market, only="buy", compute_value="average")
-
- balances = portfolio.Balance.known_balances
- 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)
-
- 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.assertNotIn("BTC", trades)
-
- self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from)
- 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)
-
- 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)
-
- # Action 6
- portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"])
-
- all_orders = portfolio.Trade.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.Trade.run_orders()
-
- with mock.patch.object(portfolio.time, "sleep") as sleep:
- # Action 8
- portfolio.Trade.follow_orders(verbose=False)
-
- sleep.assert_called_with(30)
+if "acceptance" in limits:
+ from tests.test_acceptance import *
if __name__ == '__main__':
unittest.main()
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff