-import sys
-import portfolio
import unittest
-from decimal import Decimal as D
-from unittest import mock
-import requests
-import requests_mock
-from io import StringIO
-import helper
+from tests.acceptance import TimeMock
-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
+from tests.helper import limits
-class WebMockTestCase(unittest.TestCase):
- import time
+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 *
- def setUp(self):
- super(WebMockTestCase, self).setUp()
- self.wm = requests_mock.Mocker()
- self.wm.start()
-
- self.patchers = [
- mock.patch.multiple(portfolio.ReportStore,
- logs=[], verbose_print=True),
- mock.patch.multiple(portfolio.BalanceStore,
- all={},),
- mock.patch.multiple(portfolio.TradeStore,
- all=[],
- debug=False),
- mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
- mock.patch.multiple(portfolio.Computation,
- computations=portfolio.Computation.computations),
- mock.patch.multiple(helper,
- fees_cache={},
- ticker_cache={},
- ticker_cache_timestamp=self.time.time()),
- ]
- 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 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)
-
- @mock.patch("portfolio.ReportStore")
- def test_get_cryptoportfolio(self, report_store):
- 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)
- report_store.log_error.assert_not_called()
- report_store.log_http_request.assert_called_once()
- report_store.log_http_request.reset_mock()
-
- portfolio.Portfolio.get_cryptoportfolio()
- self.assertIsNone(portfolio.Portfolio.data)
- self.assertEqual(2, self.wm.call_count)
- report_store.log_error.assert_not_called()
- report_store.log_http_request.assert_called_once()
- report_store.log_http_request.reset_mock()
-
-
- portfolio.Portfolio.data = "Foo"
- portfolio.Portfolio.get_cryptoportfolio()
- self.assertEqual("Foo", portfolio.Portfolio.data)
- self.assertEqual(3, self.wm.call_count)
- report_store.log_error.assert_called_once_with("get_cryptoportfolio",
- exception=mock.ANY)
- report_store.log_http_request.assert_not_called()
-
- @mock.patch("portfolio.ReportStore")
- def test_parse_cryptoportfolio(self, report_store):
- 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"),
- }
- 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)
-
- report_store.log_http_request.assert_called_once_with("GET",
- portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
- report_store.log_http_request.reset_mock()
-
- # It doesn't refetch the data when available
- portfolio.Portfolio.parse_cryptoportfolio()
- report_store.log_http_request.assert_not_called()
-
- self.assertEqual(1, self.wm.call_count)
-
- portfolio.Portfolio.parse_cryptoportfolio(refetch=True)
- self.assertEqual(2, self.wm.call_count)
- report_store.log_http_request.assert_called_once()
-
- @mock.patch("portfolio.ReportStore")
- def test_repartition(self, report_store):
- 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"))
-
- self.assertEqual(1, self.wm.call_count)
-
- portfolio.Portfolio.repartition()
- self.assertEqual(1, self.wm.call_count)
-
- portfolio.Portfolio.repartition(refetch=True)
- self.assertEqual(2, self.wm.call_count)
- report_store.log_http_request.assert_called()
- self.assertEqual(2, report_store.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(refetch):
- 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()
- sleep.assert_called_with(30)
- self.assertEqual(6, sleep.call_count)
- self.assertEqual(7, repartition.call_count)
-
- sleep.reset_mock()
- repartition.reset_mock()
- portfolio.Portfolio.last_date = None
- self.call_count = 0
- portfolio.Portfolio.wait_for_recent(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(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)
- 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(helper, 'get_ticker', new=ticker_mock):
- ticker_mock.return_value = None
-
- self.assertRaises(Exception, amount.in_currency, "ETH", None)
-
- with mock.patch.object(helper, '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)
-
- self.assertEqual(amount1, amount1 + 0)
-
- def test__radd(self):
- amount = portfolio.Amount("XVG", "12.9")
-
- self.assertEqual(amount, 0 + amount)
- with self.assertRaises(Exception):
- 4 + amount
-
- def test__sub(self):
- amount1 = portfolio.Amount("XVG", "13.3")
- amount2 = portfolio.Amount("XVG", "13.1")
-
- self.assertEqual(D("0.2"), (amount1 - amount2).value)
- self.assertEqual("XVG", (amount1 - amount2).currency)
-
- amount3 = portfolio.Amount("ETH", "1.6")
- with self.assertRaises(Exception):
- amount1 - amount3
-
- amount4 = portfolio.Amount("ETH", 0.0)
- self.assertEqual(amount1, amount1 - amount4)
-
- def test__rsub(self):
- amount = portfolio.Amount("ETH", "1.6")
- with self.assertRaises(Exception):
- 3 - amount
-
- self.assertEqual(portfolio.Amount("ETH", "-1.6"), -amount)
-
- def test__mul(self):
- amount = portfolio.Amount("XEM", 11)
-
- self.assertEqual(D("38.5"), (amount * D("3.5")).value)
- self.assertEqual(D("33"), (amount * 3).value)
-
- with self.assertRaises(Exception):
- amount * amount
-
- def test__rmul(self):
- amount = portfolio.Amount("XEM", 11)
-
- self.assertEqual(D("38.5"), (D("3.5") * amount).value)
- self.assertEqual(D("33"), (3 * amount).value)
-
- def test__floordiv(self):
- amount = portfolio.Amount("XEM", 11)
-
- self.assertEqual(D("5.5"), (amount / 2).value)
- self.assertEqual(D("4.4"), (amount / D("2.5")).value)
-
- with self.assertRaises(Exception):
- amount / amount
-
- def test__truediv(self):
- amount = portfolio.Amount("XEM", 11)
-
- self.assertEqual(D("5.5"), (amount / 2).value)
- self.assertEqual(D("4.4"), (amount / D("2.5")).value)
-
- def test__lt(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
-
- self.assertTrue(amount1 < amount2)
- self.assertFalse(amount2 < amount1)
- self.assertFalse(amount1 < amount1)
-
- amount3 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount1 < amount3
-
- def test__le(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
-
- self.assertTrue(amount1 <= amount2)
- self.assertFalse(amount2 <= amount1)
- self.assertTrue(amount1 <= amount1)
-
- amount3 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount1 <= amount3
-
- def test__gt(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
-
- self.assertTrue(amount2 > amount1)
- self.assertFalse(amount1 > amount2)
- self.assertFalse(amount1 > amount1)
-
- amount3 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount3 > amount1
-
- def test__ge(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
-
- self.assertTrue(amount2 >= amount1)
- self.assertFalse(amount1 >= amount2)
- self.assertTrue(amount1 >= amount1)
-
- amount3 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount3 >= amount1
-
- def test__eq(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
- amount3 = portfolio.Amount("BTD", 11.3)
-
- self.assertFalse(amount1 == amount2)
- self.assertFalse(amount2 == amount1)
- self.assertTrue(amount1 == amount3)
- self.assertFalse(amount2 == 0)
-
- amount4 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount1 == amount4
-
- amount5 = portfolio.Amount("BTD", 0)
- self.assertTrue(amount5 == 0)
-
- def test__ne(self):
- amount1 = portfolio.Amount("BTD", 11.3)
- amount2 = portfolio.Amount("BTD", 13.1)
- amount3 = portfolio.Amount("BTD", 11.3)
-
- self.assertTrue(amount1 != amount2)
- self.assertTrue(amount2 != amount1)
- self.assertFalse(amount1 != amount3)
- self.assertTrue(amount2 != 0)
-
- amount4 = portfolio.Amount("BTC", 1.6)
- with self.assertRaises(Exception):
- amount1 != amount4
-
- amount5 = portfolio.Amount("BTD", 0)
- self.assertFalse(amount5 != 0)
-
- def test__neg(self):
- amount1 = portfolio.Amount("BTD", "11.3")
-
- self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
-
- def test__str(self):
- amount1 = portfolio.Amount("BTX", 32)
- self.assertEqual("32.00000000 BTX", str(amount1))
-
- amount2 = portfolio.Amount("USDT", 12000)
- amount1.linked_to = amount2
- self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
-
- def test__repr(self):
- amount1 = portfolio.Amount("BTX", 32)
- self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
-
- amount2 = portfolio.Amount("USDT", 12000)
- amount1.linked_to = amount2
- self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
-
- amount3 = portfolio.Amount("BTC", 0.1)
- amount2.linked_to = amount3
- self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
-
- def test_as_json(self):
- amount = portfolio.Amount("BTX", 32)
- self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
-
- amount = portfolio.Amount("BTX", "1E-10")
- self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
-
- amount = portfolio.Amount("BTX", "1E-5")
- self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
- self.assertEqual("0.00001", str(amount.as_json()["value"]))
-
-@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_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)
-
- 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_borrowed": 1, "margin_free": 2 })
- self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance))
-
- balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 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_borrowed": 1, "exchange_free": 2, "exchange_total": 2})
- self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 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_free"])
- self.assertEqual(D(0), as_json["margin_borrowed"])
-
-@unittest.skipUnless("unit" in limits, "Unit skipped")
-class HelperTest(WebMockTestCase):
- def test_get_ticker(self):
- market = mock.Mock()
- market.fetch_ticker.side_effect = [
- { "bid": 1, "ask": 3 },
- helper.ExchangeError("foo"),
- { "bid": 10, "ask": 40 },
- helper.ExchangeError("foo"),
- helper.ExchangeError("foo"),
- ]
-
- ticker = helper.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 = helper.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 = helper.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 = helper.get_ticker("ETH", "ETC", market2)
- ticker2 = helper.get_ticker("ETH", "ETC", market2)
- ticker3 = helper.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 = helper.get_ticker("ETH", "ETC", market2, refresh=True)
- ticker5 = helper.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 = helper.get_ticker("ETH", "ETC", market3)
- helper.ticker_cache_timestamp -= 4
- ticker7 = helper.get_ticker("ETH", "ETC", market3)
- helper.ticker_cache_timestamp -= 2
- ticker8 = helper.get_ticker("ETH", "ETC", market3)
- self.assertDictEqual(ticker6, ticker7)
- self.assertEqual(1.2, ticker8["bid"])
-
- def test_fetch_fees(self):
- market = mock.Mock()
- market.fetch_fees.return_value = "Foo"
- self.assertEqual("Foo", helper.fetch_fees(market))
- market.fetch_fees.assert_called_once()
- self.assertEqual("Foo", helper.fetch_fees(market))
- market.fetch_fees.assert_called_once()
-
- @mock.patch.object(portfolio.Portfolio, "repartition")
- @mock.patch.object(helper, "get_ticker")
- @mock.patch.object(portfolio.TradeStore, "compute_trades")
- @mock.patch("store.ReportStore")
- @mock.patch("helper.ReportStore")
- def test_prepare_trades(self, report_store_h, report_store, 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_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")
- },
- }
- portfolio.BalanceStore.fetch_balances(market, tag="tag")
-
- helper.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)
- report_store_h.log_stage.assert_called_once_with("prepare_trades")
- report_store.log_balances.assert_called_once_with(market, tag="tag")
-
- @mock.patch.object(portfolio.Portfolio, "repartition")
- @mock.patch.object(helper, "get_ticker")
- @mock.patch.object(portfolio.TradeStore, "compute_trades")
- @mock.patch("store.ReportStore")
- @mock.patch("helper.ReportStore")
- def test_update_trades(self, report_store_h, report_store, 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_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")
- },
- }
- portfolio.BalanceStore.fetch_balances(market, tag="tag")
-
- helper.update_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)
- report_store_h.log_stage.assert_called_once_with("update_trades")
- report_store.log_balances.assert_called_once_with(market, tag="tag")
-
- @mock.patch.object(portfolio.Portfolio, "repartition")
- @mock.patch.object(helper, "get_ticker")
- @mock.patch.object(portfolio.TradeStore, "compute_trades")
- @mock.patch("store.ReportStore")
- @mock.patch("helper.ReportStore")
- def test_prepare_trades_to_sell_all(self, report_store_h, report_store, compute_trades, get_ticker, repartition):
- 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") }
- self.fail("Should be called with {}, {}".format(c1, c2))
- get_ticker.side_effect = _get_ticker
-
- market = mock.Mock()
- market.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")
- },
- }
- portfolio.BalanceStore.fetch_balances(market, tag="tag")
-
- helper.prepare_trades_to_sell_all(market)
- repartition.assert_not_called()
- 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("1.01"), call[0][1]["BTC"].value)
- report_store_h.log_stage.assert_called_once_with("prepare_trades_to_sell_all")
- report_store.log_balances.assert_called_once_with(market, tag="tag")
-
- @mock.patch.object(portfolio.time, "sleep")
- @mock.patch.object(portfolio.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("helper.ReportStore") as report_store:
- portfolio.TradeStore.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()
-
- helper.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)
- report_store.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"),
- ]
- report_store.log_stage.assert_has_calls(calls)
- report_store.log_orders.assert_called()
- self.assertEqual(3, report_store.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),
- ]
- report_store.log_orders.assert_has_calls(calls)
- calls = [
- mock.call(order_mock1, 3, finished=True),
- mock.call(order_mock3, 3, finished=True),
- ]
- report_store.log_order.assert_has_calls(calls)
-
- if sleep is None:
- if debug:
- report_store.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(portfolio.BalanceStore, "fetch_balances")
- def test_move_balance(self, fetch_balances):
- for debug in [True, False]:
- with self.subTest(debug=debug),\
- mock.patch("helper.ReportStore") as report_store:
- 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")
-
- 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")
-
- 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")
-
- portfolio.TradeStore.all = [trade1, trade2, trade3]
- balance1 = portfolio.Balance("BTC", { "margin_free": "0" })
- balance2 = portfolio.Balance("USDT", { "margin_free": "100" })
- balance3 = portfolio.Balance("ETC", { "margin_free": "10" })
- portfolio.BalanceStore.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
-
- market = mock.Mock()
-
- helper.move_balances(market, debug=debug)
-
- fetch_balances.assert_called_with(market)
- report_store.log_move_balances.assert_called_once()
-
- if debug:
- report_store.log_debug_action.assert_called()
- self.assertEqual(3, report_store.log_debug_action.call_count)
- else:
- market.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
- market.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange")
- market.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange")
-
- @mock.patch.object(helper, "prepare_trades")
- @mock.patch.object(portfolio.TradeStore, "prepare_orders")
- @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
- @mock.patch.object(portfolio.ReportStore, "log_stage")
- def test_print_orders(self, log_stage, fetch_balances, prepare_orders, prepare_trades):
- market = mock.Mock()
- portfolio.BalanceStore.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}),
- }
-
- helper.print_orders(market)
- fetch_balances.assert_called_with(market, tag="print_orders")
- prepare_trades.assert_called_with(market, base_currency="BTC",
- compute_value="average", debug=True)
- prepare_orders.assert_called_with(compute_value="average")
- log_stage.assert_called_with("print_orders")
-
- @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
- @mock.patch.object(portfolio.BalanceStore, "in_currency")
- @mock.patch.object(helper.ReportStore, "print_log")
- def test_print_balances(self, print_log, in_currency, fetch_balances):
- market = mock.Mock()
- portfolio.BalanceStore.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}),
- }
- in_currency.return_value = {
- "BTC": portfolio.Amount("BTC", "0.65"),
- "ETH": portfolio.Amount("BTC", "0.3"),
- }
- helper.print_balances(market)
- fetch_balances.assert_called_with(market)
- print_log.assert_has_calls([
- mock.call("total:"),
- mock.call(portfolio.Amount("BTC", "0.95")),
- ])
-
- @mock.patch.object(helper, "prepare_trades")
- @mock.patch.object(helper, "follow_orders")
- @mock.patch.object(portfolio.TradeStore, "prepare_orders")
- @mock.patch.object(portfolio.TradeStore, "run_orders")
- @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
- @mock.patch.object(portfolio.ReportStore, "log_stage")
- def test_process_sell_needed__1_sell(self, log_stage,
- fetch_balances, run_orders, prepare_orders, follow_orders,
- prepare_trades):
- market = mock.Mock()
- portfolio.BalanceStore.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}),
- }
- helper.process_sell_needed__1_sell(market)
- fetch_balances.assert_has_calls([
- mock.call(market, tag="process_sell_needed__1_sell_begin"),
- mock.call(market, tag="process_sell_needed__1_sell_end"),
- ])
- prepare_trades.assert_called_with(market, base_currency="BTC",
- liquidity="medium", debug=False)
- prepare_orders.assert_called_with(compute_value="average",
- only="dispose")
- run_orders.assert_called()
- follow_orders.assert_called()
- log_stage.assert_called_with("process_sell_needed__1_sell_end")
-
- @mock.patch.object(helper, "update_trades")
- @mock.patch.object(helper, "follow_orders")
- @mock.patch.object(helper, "move_balances")
- @mock.patch.object(portfolio.TradeStore, "prepare_orders")
- @mock.patch.object(portfolio.TradeStore, "run_orders")
- @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
- @mock.patch.object(portfolio.ReportStore, "log_stage")
- def test_process_sell_needed__2_buy(self, log_stage, fetch_balances,
- run_orders, prepare_orders, move_balances, follow_orders,
- update_trades):
- market = mock.Mock()
- portfolio.BalanceStore.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}),
- }
- helper.process_sell_needed__2_buy(market)
- fetch_balances.assert_has_calls([
- mock.call(market, tag="process_sell_needed__2_buy_begin"),
- mock.call(market, tag="process_sell_needed__2_buy_end"),
- ])
- update_trades.assert_called_with(market, base_currency="BTC",
- debug=False, liquidity="medium", only="acquire")
- prepare_orders.assert_called_with(compute_value="average",
- only="acquire")
- move_balances.assert_called_with(market, debug=False)
- run_orders.assert_called()
- follow_orders.assert_called()
- log_stage.assert_called_with("process_sell_needed__2_buy_end")
-
- @mock.patch.object(helper, "prepare_trades_to_sell_all")
- @mock.patch.object(helper, "follow_orders")
- @mock.patch.object(portfolio.TradeStore, "prepare_orders")
- @mock.patch.object(portfolio.TradeStore, "run_orders")
- @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
- @mock.patch.object(portfolio.ReportStore, "log_stage")
- def test_process_sell_all__1_sell(self, log_stage, fetch_balances,
- run_orders, prepare_orders, follow_orders,
- prepare_trades_to_sell_all):
- market = mock.Mock()
- portfolio.BalanceStore.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}),
- }
- helper.process_sell_all__1_all_sell(market)
- fetch_balances.assert_has_calls([
- mock.call(market, tag="process_sell_all__1_all_sell_begin"),
- mock.call(market, tag="process_sell_all__1_all_sell_end"),
- ])
- prepare_trades_to_sell_all.assert_called_with(market, base_currency="BTC",
- debug=False)
- prepare_orders.assert_called_with(compute_value="average")
- run_orders.assert_called()
- follow_orders.assert_called()
- log_stage.assert_called_with("process_sell_all__1_all_sell_end")
-
- @mock.patch.object(helper, "prepare_trades")
- @mock.patch.object(helper, "follow_orders")
- @mock.patch.object(helper, "move_balances")
- @mock.patch.object(portfolio.TradeStore, "prepare_orders")
- @mock.patch.object(portfolio.TradeStore, "run_orders")
- @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
- @mock.patch.object(portfolio.ReportStore, "log_stage")
- def test_process_sell_all__2_all_buy(self, log_stage,
- fetch_balances, run_orders, prepare_orders, move_balances,
- follow_orders, prepare_trades):
- market = mock.Mock()
- portfolio.BalanceStore.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}),
- }
- helper.process_sell_all__2_all_buy(market)
- fetch_balances.assert_has_calls([
- mock.call(market, tag="process_sell_all__2_all_buy_begin"),
- mock.call(market, tag="process_sell_all__2_all_buy_end"),
- ])
- prepare_trades.assert_called_with(market, base_currency="BTC",
- liquidity="medium", debug=False)
- prepare_orders.assert_called_with(compute_value="average")
- move_balances.assert_called_with(market, debug=False)
- run_orders.assert_called()
- follow_orders.assert_called()
- log_stage.assert_called_with("process_sell_all__2_all_buy_end")
-
- def test_reset_all(self):
- portfolio.BalanceStore.all = { "foo": "bar" }
- portfolio.ReportStore.logs.append("hey")
- portfolio.TradeStore.all.append("bouh")
-
- helper.reset_all()
-
- self.assertEqual(0, len(portfolio.BalanceStore.all))
- self.assertEqual(0, len(portfolio.ReportStore.logs))
- self.assertEqual(0, len(portfolio.TradeStore.all))
-
-@unittest.skipUnless("unit" in limits, "Unit skipped")
-class TradeStoreTest(WebMockTestCase):
- @mock.patch.object(portfolio.BalanceStore, "currencies")
- @mock.patch.object(portfolio.TradeStore, "trade_if_matching")
- @mock.patch.object(portfolio.ReportStore, "log_trades")
- def test_compute_trades(self, log_trades, trade_if_matching, currencies):
- currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
-
- 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)
- ]
- trade_if_matching.side_effect = side_effect
-
- portfolio.TradeStore.compute_trades(values_in_base,
- new_repartition, only="only", market="market")
-
- self.assertEqual(5, trade_if_matching.call_count)
- self.assertEqual(3, len(portfolio.TradeStore.all))
- self.assertEqual([1, 4, 5], portfolio.TradeStore.all)
- log_trades.assert_called_with(side_effect, "only", False)
-
- def test_trade_if_matching(self):
- result = portfolio.TradeStore.trade_if_matching(
- portfolio.Amount("BTC", D("0")),
- portfolio.Amount("BTC", D("0.3")),
- "ETH", only="nope", market="market"
- )
- self.assertEqual(False, result[0])
- self.assertIsInstance(result[1], portfolio.Trade)
-
- portfolio.TradeStore.all = []
- result = portfolio.TradeStore.trade_if_matching(
- portfolio.Amount("BTC", D("0")),
- portfolio.Amount("BTC", D("0.3")),
- "ETH", only=None, market="market"
- )
- self.assertEqual(True, result[0])
-
- portfolio.TradeStore.all = []
- result = portfolio.TradeStore.trade_if_matching(
- portfolio.Amount("BTC", D("0")),
- portfolio.Amount("BTC", D("0.3")),
- "ETH", only="acquire", market="market"
- )
- self.assertEqual(True, result[0])
-
- portfolio.TradeStore.all = []
- result = portfolio.TradeStore.trade_if_matching(
- portfolio.Amount("BTC", D("0")),
- portfolio.Amount("BTC", D("0.3")),
- "ETH", only="dispose", market="market"
- )
- self.assertEqual(False, result[0])
-
- @mock.patch.object(portfolio.ReportStore, "log_orders")
- def test_prepare_orders(self, log_orders):
- trade_mock1 = mock.Mock()
- trade_mock2 = mock.Mock()
-
- trade_mock1.prepare_order.return_value = 1
- trade_mock2.prepare_order.return_value = 2
-
- portfolio.TradeStore.all.append(trade_mock1)
- portfolio.TradeStore.all.append(trade_mock2)
-
- portfolio.TradeStore.prepare_orders()
- trade_mock1.prepare_order.assert_called_with(compute_value="default")
- trade_mock2.prepare_order.assert_called_with(compute_value="default")
- log_orders.assert_called_once_with([1, 2], None, "default")
-
- log_orders.reset_mock()
-
- portfolio.TradeStore.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")
- log_orders.assert_called_once_with([1, 2], None, "bla")
-
- trade_mock1.prepare_order.reset_mock()
- trade_mock2.prepare_order.reset_mock()
- log_orders.reset_mock()
-
- trade_mock1.action = "foo"
- trade_mock2.action = "bar"
- portfolio.TradeStore.prepare_orders(only="bar")
- trade_mock1.prepare_order.assert_not_called()
- trade_mock2.prepare_order.assert_called_with(compute_value="default")
- 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()
- portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3]
-
- portfolio.TradeStore.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()
-
- @mock.patch.object(portfolio.ReportStore, "log_stage")
- @mock.patch.object(portfolio.ReportStore, "log_orders")
- @mock.patch.object(portfolio.TradeStore, "all_orders")
- def test_run_orders(self, all_orders, log_orders, log_stage):
- order_mock1 = mock.Mock()
- order_mock2 = mock.Mock()
- order_mock3 = mock.Mock()
- all_orders.return_value = [order_mock1, order_mock2, order_mock3]
- portfolio.TradeStore.run_orders()
- all_orders.assert_called_with(state="pending")
-
- order_mock1.run.assert_called()
- order_mock2.run.assert_called()
- order_mock3.run.assert_called()
-
- log_stage.assert_called_with("run_orders")
- log_orders.assert_called_with([order_mock1, order_mock2,
- order_mock3])
-
- def test_all_orders(self):
- trade_mock1 = mock.Mock()
- trade_mock2 = mock.Mock()
-
- order_mock1 = mock.Mock()
- order_mock2 = mock.Mock()
- order_mock3 = mock.Mock()
-
- trade_mock1.orders = [order_mock1, order_mock2]
- trade_mock2.orders = [order_mock3]
-
- order_mock1.status = "pending"
- order_mock2.status = "open"
- order_mock3.status = "open"
-
- portfolio.TradeStore.all.append(trade_mock1)
- portfolio.TradeStore.all.append(trade_mock2)
-
- orders = portfolio.TradeStore.all_orders()
- self.assertEqual(3, len(orders))
-
- open_orders = portfolio.TradeStore.all_orders(state="open")
- self.assertEqual(2, len(open_orders))
- self.assertEqual([order_mock2, order_mock3], open_orders)
-
- @mock.patch.object(portfolio.TradeStore, "all_orders")
- def test_update_all_orders_status(self, all_orders):
- order_mock1 = mock.Mock()
- order_mock2 = mock.Mock()
- order_mock3 = mock.Mock()
- all_orders.return_value = [order_mock1, order_mock2, order_mock3]
- portfolio.TradeStore.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()
-
-
-@unittest.skipUnless("unit" in limits, "Unit skipped")
-class BalanceStoreTest(WebMockTestCase):
- def setUp(self):
- super(BalanceStoreTest, self).setUp()
-
- self.fetch_balance = {
- "ETC": {
- "exchange_free": 0,
- "exchange_used": 0,
- "exchange_total": 0,
- "margin_total": 0,
- },
- "USDT": {
- "exchange_free": D("6.0"),
- "exchange_used": D("1.2"),
- "exchange_total": D("7.2"),
- "margin_total": 0,
- },
- "XVG": {
- "exchange_free": 16,
- "exchange_used": 0,
- "exchange_total": 16,
- "margin_total": 0,
- },
- "XMR": {
- "exchange_free": 0,
- "exchange_used": 0,
- "exchange_total": 0,
- "margin_total": D("-1.0"),
- "margin_free": 0,
- },
- }
-
- @mock.patch.object(helper, "get_ticker")
- @mock.patch("portfolio.ReportStore.log_tickers")
- def test_in_currency(self, log_tickers, get_ticker):
- portfolio.BalanceStore.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}),
- }
- market = mock.Mock()
- get_ticker.return_value = {
- "bid": D("0.09"),
- "ask": D("0.11"),
- "average": D("0.1"),
- }
-
- amounts = portfolio.BalanceStore.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)
- log_tickers.assert_called_once_with(market, amounts, "BTC",
- "average", "total")
- log_tickers.reset_mock()
-
- amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid")
- self.assertEqual(D("0.65"), amounts["BTC"].value)
- self.assertEqual(D("0.27"), amounts["ETH"].value)
- log_tickers.assert_called_once_with(market, amounts, "BTC",
- "bid", "total")
- log_tickers.reset_mock()
-
- amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used")
- self.assertEqual(D("0.30"), amounts["BTC"].value)
- self.assertEqual(0, amounts["ETH"].value)
- log_tickers.assert_called_once_with(market, amounts, "BTC",
- "bid", "exchange_used")
- log_tickers.reset_mock()
-
- @mock.patch.object(portfolio.ReportStore, "log_balances")
- def test_fetch_balances(self, log_balances):
- market = mock.Mock()
- market.fetch_all_balances.return_value = self.fetch_balance
-
- portfolio.BalanceStore.fetch_balances(market)
- self.assertNotIn("ETC", portfolio.BalanceStore.currencies())
- self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies()))
-
- portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", {
- "exchange_total": "1", "exchange_free": "0",
- "exchange_used": "1" })
- portfolio.BalanceStore.fetch_balances(market, tag="foo")
- self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total)
- self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies()))
- log_balances.assert_called_with(market, tag="foo")
-
- @mock.patch.object(portfolio.Portfolio, "repartition")
- @mock.patch.object(portfolio.ReportStore, "log_balances")
- @mock.patch("store.ReportStore.log_dispatch")
- def test_dispatch_assets(self, log_dispatch, log_balances, repartition):
- market = mock.Mock()
- market.fetch_all_balances.return_value = self.fetch_balance
- portfolio.BalanceStore.fetch_balances(market)
-
- self.assertNotIn("XEM", portfolio.BalanceStore.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.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1"))
- repartition.assert_called_with(liquidity="medium")
- self.assertIn("XEM", portfolio.BalanceStore.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)
- log_balances.assert_called_with(market, tag=None)
- log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
- "11.1"), amounts, "medium", repartition_hash)
-
- def test_currencies(self):
- portfolio.BalanceStore.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}),
- }
- self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies()))
-
- 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
-
- portfolio.BalanceStore.all = {
- "BTC": balance_mock1,
- "ETH": balance_mock2,
- }
-
- as_json = portfolio.BalanceStore.as_json()
- self.assertEqual(1, as_json["BTC"])
- self.assertEqual(2, as_json["ETH"])
-
-
-@unittest.skipUnless("unit" in limits, "Unit skipped")
-class ComputationTest(WebMockTestCase):
- def test_compute_value(self):
- compute = mock.Mock()
- portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
- compute.assert_called_with("foo", "ask")
-
- compute.reset_mock()
- portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
- compute.assert_called_with("foo", "bid")
-
- compute.reset_mock()
- portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
- compute.assert_called_with("foo", "ask")
-
- compute.reset_mock()
- portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
- compute.assert_called_with("foo", "bid")
-
- compute.reset_mock()
- portfolio.Computation.computations["test"] = compute
- portfolio.Computation.compute_value("foo", "bid", compute_value="test")
- compute.assert_called_with("foo", "bid")
-
-
-@unittest.skipUnless("unit" in limits, "Unit skipped")
-class TradeTest(WebMockTestCase):
-
- def test_values_assertion(self):
- value_from = portfolio.Amount("BTC", "1.0")
- value_from.linked_to = portfolio.Amount("ETH", "10.0")
- value_to = portfolio.Amount("BTC", "1.0")
- trade = portfolio.Trade(value_from, value_to, "ETH")
- self.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")
-
- value_from = portfolio.Amount("BTC", 0)
- trade = portfolio.Trade(value_from, value_to, "ETH")
- self.assertEqual(0, trade.value_from.linked_to)
-
- def test_action(self):
- value_from = portfolio.Amount("BTC", "1.0")
- value_from.linked_to = portfolio.Amount("ETH", "10.0")
- value_to = portfolio.Amount("BTC", "1.0")
- trade = portfolio.Trade(value_from, value_to, "ETH")
-
- self.assertIsNone(trade.action)
-
- value_from = portfolio.Amount("BTC", "1.0")
- value_from.linked_to = portfolio.Amount("BTC", "1.0")
- value_to = portfolio.Amount("BTC", "2.0")
- trade = portfolio.Trade(value_from, value_to, "BTC")
-
- self.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.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.assertEqual("acquire", trade.action)
-
- def test_order_action(self):
- value_from = portfolio.Amount("BTC", "0.5")
- value_from.linked_to = portfolio.Amount("ETH", "10.0")
- value_to = portfolio.Amount("BTC", "1.0")
- trade = portfolio.Trade(value_from, value_to, "ETH")
-
- self.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.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.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.assertEqual("short", trade.trade_type)
-
- 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")
-
- 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(helper, "get_ticker")
- @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, get_ticker):
- 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", market="market")
-
- trade.prepare_order()
-
- filled_amount.assert_not_called()
- compute_value.assert_not_called()
- self.assertEqual(0, len(trade.orders))
- Order.assert_not_called()
-
- get_ticker.return_value = { "inverted": False }
- with self.subTest(desc="Already filled"),\
- mock.patch("portfolio.ReportStore") as report_store:
- 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", market="market")
-
- trade.prepare_order()
-
- filled_amount.assert_called_with(in_base_currency=False)
- compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
- self.assertEqual(0, len(trade.orders))
- report_store.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", market="market")
-
- trade.prepare_order()
-
- filled_amount.assert_called_with(in_base_currency=False)
- compute_value.assert_called_with(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", "market",
- trade, close_if_possible=False)
-
- 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", market="market")
-
- trade.prepare_order()
-
- filled_amount.assert_called_with(in_base_currency=True)
- compute_value.assert_called_with(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", "market",
- 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", market="market")
-
- trade.prepare_order()
-
- filled_amount.assert_called_with(in_base_currency=False)
- compute_value.assert_called_with(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", "market",
- trade, close_if_possible=True)
-
- 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", market="market")
-
- trade.prepare_order(compute_value="foo")
-
- filled_amount.assert_called_with(in_base_currency=True)
- compute_value.assert_called_with(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", "market",
- 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", market="market")
-
- trade.prepare_order(compute_value="foo")
-
- filled_amount.assert_called_with(in_base_currency=False)
- compute_value.assert_called_with(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", "market",
- 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")
- prepare_order.return_value = new_order_mock
-
- for i in [0, 1, 3, 4, 6]:
- with self.subTest(tick=i),\
- mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
- trade.update_order(order_mock, i)
- order_mock.cancel.assert_not_called()
- new_order_mock.run.assert_not_called()
- 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 = []
-
- with mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
- trade.update_order(order_mock, 2)
- order_mock.cancel.assert_called()
- new_order_mock.run.assert_called()
- prepare_order.assert_called()
- log_order.assert_called()
- self.assertEqual(2, log_order.call_count)
- calls = [
- mock.call(order_mock, 2, update="adjusting",
- compute_value='lambda x, y: (x[y] + x["average"]) / 2',
- new_order=new_order_mock),
- mock.call(order_mock, 2, new_order=new_order_mock),
- ]
- log_order.assert_has_calls(calls)
-
- order_mock.reset_mock()
- new_order_mock.reset_mock()
- trade.orders = []
-
- with mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
- trade.update_order(order_mock, 5)
- order_mock.cancel.assert_called()
- new_order_mock.run.assert_called()
- prepare_order.assert_called()
- self.assertEqual(2, log_order.call_count)
- log_order.assert_called()
- calls = [
- mock.call(order_mock, 5, update="adjusting",
- compute_value='lambda x, y: (x[y]*2 + x["average"]) / 3',
- new_order=new_order_mock),
- mock.call(order_mock, 5, new_order=new_order_mock),
- ]
- log_order.assert_has_calls(calls)
-
- order_mock.reset_mock()
- new_order_mock.reset_mock()
- trade.orders = []
-
- with mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
- 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")
- log_order.assert_called()
- self.assertEqual(2, 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),
- ]
- log_order.assert_has_calls(calls)
-
- order_mock.reset_mock()
- new_order_mock.reset_mock()
- trade.orders = []
-
- for i in [10, 13, 16]:
- with self.subTest(tick=i), mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
- 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")
- log_order.assert_called()
- self.assertEqual(2, 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),
- ]
- log_order.assert_has_calls(calls)
-
- order_mock.reset_mock()
- new_order_mock.reset_mock()
- trade.orders = []
-
- for i in [8, 9, 11, 12]:
- with self.subTest(tick=i), mock.patch.object(portfolio.ReportStore, "log_order") as log_order:
- trade.update_order(order_mock, i)
- order_mock.cancel.assert_not_called()
- new_order_mock.run.assert_not_called()
- 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 = []
-
-
- @mock.patch.object(portfolio.ReportStore, "print_log")
- def test_print_with_order(self, print_log):
- 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")
-
- 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)
-
- trade.print_with_order()
-
- print_log.assert_called()
- calls = 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]))
-
- 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.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")
-
- 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")
- @mock.patch("portfolio.ReportStore")
- def test_cancel(self, report_store, fetch):
- market = mock.Mock()
- portfolio.TradeStore.debug = True
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "long", market, "trade")
- order.status = "open"
-
- order.cancel()
- market.cancel_order.assert_not_called()
- report_store.log_debug_action.assert_called_once()
- report_store.log_debug_action.reset_mock()
- self.assertEqual("canceled", order.status)
-
- portfolio.TradeStore.debug = False
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "long", market, "trade")
- order.status = "open"
- order.id = 42
-
- order.cancel()
- market.cancel_order.assert_called_with(42)
- fetch.assert_called_once()
- report_store.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", "market", "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", "market", "trade")
-
- self.assertEqual(9, order.remaining_amount().value)
- order.fetch.assert_not_called()
-
- order.status = "open"
- self.assertEqual(9, order.remaining_amount().value)
- fetch.assert_called_once()
-
- @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", "market", "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):
- market = mock.Mock()
- market.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", market, "trade")
- order.id = 12
- order.mouvements = ["Foo", "Bar", "Baz"]
-
- order.fetch_mouvements()
-
- market.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)
-
- market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "long", market, "trade")
- order.fetch_mouvements()
- self.assertEqual(0, len(order.mouvements))
-
- @mock.patch("portfolio.ReportStore")
- def test_mark_finished_order(self, report_store):
- market = mock.Mock()
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "short", market, "trade",
- close_if_possible=True)
- order.status = "closed"
- portfolio.TradeStore.debug = False
-
- order.mark_finished_order()
- market.close_margin_position.assert_called_with("ETH", "BTC")
- market.close_margin_position.reset_mock()
-
- order.status = "open"
- order.mark_finished_order()
- market.close_margin_position.assert_not_called()
-
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "short", market, "trade",
- close_if_possible=False)
- order.status = "closed"
- order.mark_finished_order()
- market.close_margin_position.assert_not_called()
-
- order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "short", market, "trade",
- close_if_possible=True)
- order.status = "closed"
- order.mark_finished_order()
- market.close_margin_position.assert_not_called()
-
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "long", market, "trade",
- close_if_possible=True)
- order.status = "closed"
- order.mark_finished_order()
- market.close_margin_position.assert_not_called()
-
- portfolio.TradeStore.debug = True
-
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "short", market, "trade",
- close_if_possible=True)
- order.status = "closed"
-
- order.mark_finished_order()
- market.close_margin_position.assert_not_called()
- report_store.log_debug_action.assert_called_once()
-
- @mock.patch.object(portfolio.Order, "fetch_mouvements")
- @mock.patch("portfolio.ReportStore")
- def test_fetch(self, report_store, fetch_mouvements):
- time = self.time.time()
- with mock.patch.object(portfolio.time, "time") as time_mock:
- market = mock.Mock()
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "long", market, "trade")
- order.id = 45
- with self.subTest(debug=True):
- portfolio.TradeStore.debug = True
- order.fetch()
- time_mock.assert_not_called()
- report_store.log_debug_action.assert_called_once()
- report_store.log_debug_action.reset_mock()
- order.fetch(force=True)
- time_mock.assert_not_called()
- market.fetch_order.assert_not_called()
- fetch_mouvements.assert_not_called()
- report_store.log_debug_action.assert_called_once()
- report_store.log_debug_action.reset_mock()
- self.assertIsNone(order.fetch_cache_timestamp)
-
- with self.subTest(debug=False):
- portfolio.TradeStore.debug = False
- time_mock.return_value = time
- market.fetch_order.return_value = {
- "status": "foo",
- "datetime": "timestamp"
- }
- order.fetch()
-
- market.fetch_order.assert_called_once()
- fetch_mouvements.assert_called_once()
- self.assertEqual("foo", order.status)
- self.assertEqual("timestamp", order.timestamp)
- self.assertEqual(time, order.fetch_cache_timestamp)
- self.assertEqual(1, len(order.results))
-
- market.fetch_order.reset_mock()
- fetch_mouvements.reset_mock()
-
- time_mock.return_value = time + 8
- order.fetch()
- market.fetch_order.assert_not_called()
- fetch_mouvements.assert_not_called()
-
- order.fetch(force=True)
- market.fetch_order.assert_called_once()
- fetch_mouvements.assert_called_once()
-
- market.fetch_order.reset_mock()
- fetch_mouvements.reset_mock()
-
- time_mock.return_value = time + 19
- order.fetch()
- market.fetch_order.assert_called_once()
- fetch_mouvements.assert_called_once()
- report_store.log_debug_action.assert_not_called()
-
- @mock.patch.object(portfolio.Order, "fetch")
- @mock.patch.object(portfolio.Order, "mark_finished_order")
- @mock.patch("portfolio.ReportStore")
- def test_get_status(self, report_store, mark_finished_order, fetch):
- with self.subTest(debug=True):
- portfolio.TradeStore.debug = True
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "long", "market", "trade")
- self.assertEqual("pending", order.get_status())
- fetch.assert_not_called()
- report_store.log_debug_action.assert_called_once()
-
- with self.subTest(debug=False, finished=False):
- portfolio.TradeStore.debug = False
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "long", "market", "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):
- portfolio.TradeStore.debug = False
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "long", "market", "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):
- market = mock.Mock()
-
- market.order_precision.return_value = 4
- with self.subTest(debug=True),\
- mock.patch('portfolio.ReportStore') as report_store:
- portfolio.TradeStore.debug = True
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "long", market, "trade")
- order.run()
- market.create_order.assert_not_called()
- report_store.log_debug_action.assert_called_with("market.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)
-
- market.create_order.reset_mock()
- with self.subTest(debug=False):
- portfolio.TradeStore.debug = False
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "long", market, "trade")
- market.create_order.return_value = { "id": 123 }
- order.run()
- market.create_order.assert_called_once()
- self.assertEqual(1, len(order.results))
- self.assertEqual("open", order.status)
-
- market.create_order.reset_mock()
- with self.subTest(exception=True),\
- mock.patch('portfolio.ReportStore') as report_store:
- order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
- D("0.1"), "BTC", "long", market, "trade")
- market.create_order.side_effect = Exception("bouh")
- order.run()
- market.create_order.assert_called_once()
- self.assertEqual(0, len(order.results))
- self.assertEqual("error", order.status)
- report_store.log_error.assert_called_once()
-
- market.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", market, "trade")
- market.create_order.side_effect = portfolio.ExchangeNotAvailable
- order.run()
- market.create_order.assert_called_once()
- self.assertEqual(0, len(order.results))
- self.assertEqual("closed", order.status)
- mark_finished_order.assert_called_once()
-
-
-@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):
- portfolio.ReportStore.add_log({"foo": "bar"})
-
- self.assertEqual({"foo": "bar", "date": mock.ANY}, portfolio.ReportStore.logs[0])
-
- def test_set_verbose(self):
- with self.subTest(verbose=True):
- portfolio.ReportStore.set_verbose(True)
- self.assertTrue(portfolio.ReportStore.verbose_print)
-
- with self.subTest(verbose=False):
- portfolio.ReportStore.set_verbose(False)
- self.assertFalse(portfolio.ReportStore.verbose_print)
-
- def test_print_log(self):
- with self.subTest(verbose=True),\
- mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
- portfolio.ReportStore.set_verbose(True)
- portfolio.ReportStore.print_log("Coucou")
- portfolio.ReportStore.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:
- portfolio.ReportStore.set_verbose(False)
- portfolio.ReportStore.print_log("Coucou")
- portfolio.ReportStore.print_log(portfolio.Amount("BTC", 1))
- self.assertEqual(stdout_mock.getvalue(), "")
-
- def test_to_json(self):
- portfolio.ReportStore.logs.append({"foo": "bar"})
- self.assertEqual('[{"foo": "bar"}]', portfolio.ReportStore.to_json())
- portfolio.ReportStore.logs.append({"date": portfolio.datetime(2018, 2, 24)})
- self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', portfolio.ReportStore.to_json())
- portfolio.ReportStore.logs.append({"amount": portfolio.Amount("BTC", 1)})
- with self.assertRaises(TypeError):
- portfolio.ReportStore.to_json()
-
- @mock.patch.object(portfolio.ReportStore, "print_log")
- @mock.patch.object(portfolio.ReportStore, "add_log")
- def test_log_stage(self, add_log, print_log):
- portfolio.ReportStore.log_stage("foo")
- print_log.assert_has_calls([
- mock.call("-----------"),
- mock.call("[Stage] foo"),
- ])
- add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'})
-
- @mock.patch.object(portfolio.ReportStore, "print_log")
- @mock.patch.object(portfolio.ReportStore, "add_log")
- @mock.patch("store.BalanceStore")
- def test_log_balances(self, balance_store, add_log, print_log):
- balance_store.as_json.return_value = "json"
- balance_store.all = { "FOO": "bar", "BAR": "baz" }
-
- portfolio.ReportStore.log_balances("market", 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(portfolio.ReportStore, "print_log")
- @mock.patch.object(portfolio.ReportStore, "add_log")
- def test_log_tickers(self, add_log, print_log):
- market = mock.Mock()
- amounts = {
- "BTC": portfolio.Amount("BTC", 10),
- "ETH": portfolio.Amount("BTC", D("0.3"))
- }
- amounts["ETH"].rate = D("0.1")
-
- portfolio.ReportStore.log_tickers(market, 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')
- })
-
- @mock.patch.object(portfolio.ReportStore, "print_log")
- @mock.patch.object(portfolio.ReportStore, "add_log")
- def test_log_dispatch(self, add_log, print_log):
- amount = portfolio.Amount("BTC", "10.3")
- amounts = {
- "BTC": portfolio.Amount("BTC", 10),
- "ETH": portfolio.Amount("BTC", D("0.3"))
- }
- portfolio.ReportStore.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(portfolio.ReportStore, "print_log")
- @mock.patch.object(portfolio.ReportStore, "add_log")
- def test_log_trades(self, add_log, print_log):
- 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),
- ]
- portfolio.ReportStore.log_trades(matching_and_trades, "only", "debug")
-
- print_log.assert_not_called()
- add_log.assert_called_with({
- 'type': 'trades',
- 'only': 'only',
- 'debug': 'debug',
- 'trades': [
- {'trade': '1', 'skipped': False},
- {'trade': '2', 'skipped': True}
- ]
- })
-
- @mock.patch.object(portfolio.ReportStore, "print_log")
- @mock.patch.object(portfolio.ReportStore, "add_log")
- @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
- def test_log_orders(self, print_all_with_order, add_log, print_log):
- 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]
-
- portfolio.ReportStore.log_orders(orders, tick="tick",
- only="only", compute_value="compute_value")
-
- print_log.assert_called_once_with("[Orders]")
- 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']
- })
-
- @mock.patch.object(portfolio.ReportStore, "print_log")
- @mock.patch.object(portfolio.ReportStore, "add_log")
- def test_log_order(self, add_log, print_log):
- 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):
- portfolio.ReportStore.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"):
- portfolio.ReportStore.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"):
- portfolio.ReportStore.log_order(order_mock, 3,
- update="adjusting", new_order=new_order_mock,
- compute_value="default")
- 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': "default",
- 'new_order': 'new_order'
- })
-
- add_log.reset_mock()
- print_log.reset_mock()
- with self.subTest(update="market_fallback"):
- portfolio.ReportStore.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"):
- portfolio.ReportStore.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(portfolio.ReportStore, "print_log")
- @mock.patch.object(portfolio.ReportStore, "add_log")
- def test_log_move_balances(self, add_log, print_log):
- needed = {
- "BTC": portfolio.Amount("BTC", 10),
- "USDT": 1
- }
- moving = {
- "BTC": portfolio.Amount("BTC", 3),
- "USDT": -2
- }
- portfolio.ReportStore.log_move_balances(needed, moving, True)
- print_log.assert_not_called()
- add_log.assert_called_once_with({
- 'type': 'move_balances',
- 'debug': True,
- 'needed': {
- 'BTC': D('10'),
- 'USDT': 1
- },
- 'moving': {
- 'BTC': D('3'),
- 'USDT': -2
- }
- })
-
- @mock.patch.object(portfolio.ReportStore, "print_log")
- @mock.patch.object(portfolio.ReportStore, "add_log")
- def test_log_http_request(self, add_log, print_log):
- response = mock.Mock()
- response.status_code = 200
- response.text = "Hey"
-
- portfolio.ReportStore.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(portfolio.ReportStore, "print_log")
- @mock.patch.object(portfolio.ReportStore, "add_log")
- def test_log_error(self, add_log, print_log):
- with self.subTest(message=None, exception=None):
- portfolio.ReportStore.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):
- portfolio.ReportStore.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")):
- portfolio.ReportStore.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")):
- portfolio.ReportStore.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(portfolio.ReportStore, "print_log")
- @mock.patch.object(portfolio.ReportStore, "add_log")
- def test_log_debug_action(self, add_log, print_log):
- portfolio.ReportStore.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("acceptance" in limits, "Acceptance skipped")
-class AcceptanceTest(WebMockTestCase):
- @unittest.expectedFailure
- def test_success_sell_only_necessary(self):
- # FIXME: catch stdout
- portfolio.ReportStore.verbose_print = False
- fetch_balance = {
- "ETH": {
- "exchange_free": D("1.0"),
- "exchange_used": D("0.0"),
- "exchange_total": D("1.0"),
- "total": D("1.0"),
- },
- "ETC": {
- "exchange_free": D("4.0"),
- "exchange_used": D("0.0"),
- "exchange_total": D("4.0"),
- "total": D("4.0"),
- },
- "XVG": {
- "exchange_free": D("1000.0"),
- "exchange_used": D("0.0"),
- "exchange_total": D("1000.0"),
- "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 helper.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_all_balances.return_value = fetch_balance
- market.fetch_ticker.side_effect = fetch_ticker
- with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
- # Action 1
- helper.prepare_trades(market)
-
- 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.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[1].value_from)
- self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
- self.assertEqual("acquire", trades[1].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[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("0.00")), 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.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
-
- 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(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.TradeStore.run_orders()
-
- self.assertEqual("open", all_orders[0].status)
- self.assertEqual("open", all_orders[1].status)
-
- 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
- helper.follow_orders(verbose=False)
-
- sleep.assert_called_with(30)
-
- for order in all_orders:
- self.assertEqual("closed", order.status)
-
- fetch_balance = {
- "ETH": {
- "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": {
- "exchange_free": D("0.134"),
- "exchange_used": D("0.0"),
- "exchange_total": D("0.134"),
- "margin_total": 0,
- "total": D("0.134"),
- },
- "ETC": {
- "exchange_free": D("4.0"),
- "exchange_used": D("0.0"),
- "exchange_total": D("4.0"),
- "margin_total": 0,
- "total": D("4.0"),
- },
- "XVG": {
- "exchange_free": D("0.0"),
- "exchange_used": D("0.0"),
- "exchange_total": D("0.0"),
- "margin_total": 0,
- "total": D("0.0"),
- },
- }
- market.fetch_all_balances.return_value = fetch_balance
-
- with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
- # Action 5
- helper.update_trades(market, only="acquire", compute_value="average")
-
- 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.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[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[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[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("0.00")), 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.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 8
- helper.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