-import portfolio
import unittest
-from decimal import Decimal as D
-from unittest import mock
+from tests.acceptance import TimeMock
-class AmountTest(unittest.TestCase):
- def test_values(self):
- amount = portfolio.Amount("BTC", "0.65")
- self.assertEqual(D("0.65"), amount.value)
- self.assertEqual("BTC", amount.currency)
+from tests.helper import limits
- def test_in_currency(self):
- amount = portfolio.Amount("ETC", 10)
+if "unit" in limits:
+ from tests.test_ccxt_wrapper import *
+ from tests.test_main import *
+ from tests.test_market import *
+ from tests.test_store import *
+ from tests.test_portfolio import *
+ from tests.test_dbs import *
- self.assertEqual(amount, amount.in_currency("ETC", None))
-
- ticker_mock = unittest.mock.Mock()
- with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
- ticker_mock.return_value = None
-
- self.assertRaises(Exception, amount.in_currency, "ETH", None)
-
- with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
- ticker_mock.return_value = {
- "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"])
-
- def test__abs(self):
- amount = portfolio.Amount("SC", -120)
- self.assertEqual(120, abs(amount).value)
- self.assertEqual("SC", abs(amount).currency)
-
- amount = portfolio.Amount("SC", 10)
- self.assertEqual(10, abs(amount).value)
- self.assertEqual("SC", abs(amount).currency)
-
- def test__add(self):
- amount1 = portfolio.Amount("XVG", "12.9")
- amount2 = portfolio.Amount("XVG", "13.1")
-
- self.assertEqual(26, (amount1 + amount2).value)
- self.assertEqual("XVG", (amount1 + amount2).currency)
-
- amount3 = portfolio.Amount("ETH", "1.6")
- with self.assertRaises(Exception):
- amount1 + amount3
-
- amount4 = portfolio.Amount("ETH", 0.0)
- self.assertEqual(amount1, amount1 + amount4)
-
- def test__radd(self):
- amount = portfolio.Amount("XVG", "12.9")
-
- self.assertEqual(amount, 0 + amount)
- with self.assertRaises(Exception):
- 4 + amount
-
- def test__sub(self):
- amount1 = portfolio.Amount("XVG", "13.3")
- amount2 = portfolio.Amount("XVG", "13.1")
-
- self.assertEqual(D("0.2"), (amount1 - amount2).value)
- self.assertEqual("XVG", (amount1 - amount2).currency)
-
- amount3 = portfolio.Amount("ETH", "1.6")
- with self.assertRaises(Exception):
- amount1 - amount3
-
- amount4 = portfolio.Amount("ETH", 0.0)
- self.assertEqual(amount1, amount1 - amount4)
-
- def test__mul(self):
- amount = portfolio.Amount("XEM", 11)
-
- self.assertEqual(D("38.5"), (amount * D("3.5")).value)
- self.assertEqual(D("33"), (amount * 3).value)
-
- with self.assertRaises(Exception):
- amount * amount
-
- def test__rmul(self):
- amount = portfolio.Amount("XEM", 11)
-
- self.assertEqual(D("38.5"), (D("3.5") * amount).value)
- self.assertEqual(D("33"), (3 * amount).value)
-
- def test__floordiv(self):
- amount = portfolio.Amount("XEM", 11)
-
- self.assertEqual(D("5.5"), (amount / 2).value)
- self.assertEqual(D("4.4"), (amount / D("2.5")).value)
-
- def test__div(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__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__str(self):
- amount1 = portfolio.Amount("BTX", 32)
- self.assertEqual("32.00000000 BTX", str(amount1))
-
- amount2 = portfolio.Amount("USDT", 12000)
- amount1.linked_to = amount2
- self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
-
- def test__repr(self):
- amount1 = portfolio.Amount("BTX", 32)
- self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
-
- amount2 = portfolio.Amount("USDT", 12000)
- amount1.linked_to = amount2
- self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
-
- amount3 = portfolio.Amount("BTC", 0.1)
- amount2.linked_to = amount3
- self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
-
-class PortfolioTest(unittest.TestCase):
- import urllib3
- 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:
- import json
- self.json_response = json.load(example)
-
- self.patcher = mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={})
- self.patcher.start()
-
- @mock.patch.object(urllib3, "disable_warnings")
- @mock.patch.object(urllib3.poolmanager.PoolManager, "request")
- @mock.patch.object(portfolio.Portfolio, "URL", new="foo://bar")
- def test_get_cryptoportfolio(self, request, disable_warnings):
- request.side_effect = [
- type('', (), { "data": '{ "foo": "bar" }' }),
- type('', (), { "data": 'System Error' }),
- Exception("Connection error"),
- ]
-
- portfolio.Portfolio.get_cryptoportfolio()
- self.assertIn("foo", portfolio.Portfolio.data)
- self.assertEqual("bar", portfolio.Portfolio.data["foo"])
- request.assert_called_with("GET", "foo://bar")
-
- request.reset_mock()
- portfolio.Portfolio.get_cryptoportfolio()
- self.assertIsNone(portfolio.Portfolio.data)
- request.assert_called_with("GET", "foo://bar")
-
- request.reset_mock()
- portfolio.Portfolio.data = "foo"
- portfolio.Portfolio.get_cryptoportfolio()
- request.assert_called_with("GET", "foo://bar")
- self.assertEqual("foo", portfolio.Portfolio.data)
- disable_warnings.assert_called_with()
-
- @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio")
- def test_parse_cryptoportfolio(self, mock_get):
- mock_get.side_effect = self.fill_data
-
- 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': 2857, 'DGB': 1015, 'DOGE': 1805, 'SC': 623, 'ZEC': 3701}
- self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
-
- expected = {'ETC': 1000, 'FCT': 1000, 'GAS': 1000, 'NAV': 1000, 'OMG': 1000, 'OMNI': 1000, 'PPC': 1000, 'RIC': 1000, 'VIA': 1000, 'XCP': 1000}
- self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
-
- # It doesn't refetch the data when available
- portfolio.Portfolio.parse_cryptoportfolio()
- mock_get.assert_called_once_with()
-
- portfolio.Portfolio.data["portfolio_1"]["holding"]["direction"][3] = "short"
- self.assertRaises(AssertionError, portfolio.Portfolio.parse_cryptoportfolio)
-
- @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio")
- def test_repartition_pertenthousand(self, mock_get):
- mock_get.side_effect = self.fill_data
-
- expected_medium = {'USDT': 1000, 'ETC': 1000, 'FCT': 1000, 'OMG': 1000, 'STEEM': 1000, 'STRAT': 1000, 'XEM': 1000, 'XMR': 1000, 'XVC': 1000, 'ZRX': 1000}
- expected_high = {'USDT': 1226, 'BTC': 1429, 'ETC': 1127, 'ETH': 1569, 'FCT': 3341, 'GAS': 1308}
-
- self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand())
- self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand(liquidity="medium"))
- self.assertEqual(expected_high, portfolio.Portfolio.repartition_pertenthousand(liquidity="high"))
-
- def tearDown(self):
- self.patcher.stop()
-
-class BalanceTest(unittest.TestCase):
- def setUp(self):
- super(BalanceTest, self).setUp()
-
- self.fetch_balance = {
- "free": "foo",
- "info": "bar",
- "used": "baz",
- "total": "bazz",
- "USDT": {
- "free": 6.0,
- "used": 1.2,
- "total": 7.2
- },
- "XVG": {
- "free": 16,
- "used": 0.0,
- "total": 16
- },
- "XMR": {
- "free": 0.0,
- "used": 0.0,
- "total": 0.0
- },
- }
- self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={})
- self.patcher.start()
-
- def test_values(self):
- balance = portfolio.Balance("BTC", 0.65, 0.35, 0.30)
- self.assertEqual(0.65, balance.total.value)
- self.assertEqual(0.35, balance.free.value)
- self.assertEqual(0.30, balance.used.value)
- self.assertEqual("BTC", balance.currency)
-
- balance = portfolio.Balance.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30})
- self.assertEqual(0.65, balance.total.value)
- self.assertEqual(0.35, balance.free.value)
- self.assertEqual(0.30, balance.used.value)
- self.assertEqual("BTC", balance.currency)
-
- @mock.patch.object(portfolio.Trade, "get_ticker")
- def test_in_currency(self, get_ticker):
- portfolio.Balance.known_balances = {
- "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"),
- "ETH": portfolio.Balance("ETH", 3, 3, 0),
- }
- market = mock.Mock()
- get_ticker.return_value = {
- "bid": D("0.09"),
- "ask": D("0.11"),
- "average": D("0.1"),
- }
-
- amounts = portfolio.Balance.in_currency("BTC", market)
- self.assertEqual("BTC", amounts["ETH"].currency)
- self.assertEqual(D("0.65"), amounts["BTC"].value)
- self.assertEqual(D("0.30"), amounts["ETH"].value)
-
- amounts = portfolio.Balance.in_currency("BTC", market, action="bid")
- self.assertEqual(D("0.65"), amounts["BTC"].value)
- self.assertEqual(D("0.27"), amounts["ETH"].value)
-
- amounts = portfolio.Balance.in_currency("BTC", market, action="bid", type="used")
- self.assertEqual(D("0.30"), amounts["BTC"].value)
- self.assertEqual(0, amounts["ETH"].value)
-
- def test_currencies(self):
- portfolio.Balance.known_balances = {
- "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"),
- "ETH": portfolio.Balance("ETH", 3, 3, 0),
- }
- self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies()))
-
- @mock.patch.object(portfolio.market, "fetch_balance")
- def test_fetch_balances(self, fetch_balance):
- fetch_balance.return_value = self.fetch_balance
-
- portfolio.Balance.fetch_balances(portfolio.market)
- self.assertNotIn("XMR", portfolio.Balance.currencies())
- self.assertEqual(["USDT", "XVG"], list(portfolio.Balance.currencies()))
-
- @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
- @mock.patch.object(portfolio.market, "fetch_balance")
- def test_dispatch_assets(self, fetch_balance, repartition):
- fetch_balance.return_value = self.fetch_balance
- portfolio.Balance.fetch_balances(portfolio.market)
-
- self.assertNotIn("XEM", portfolio.Balance.currencies())
-
- repartition.return_value = {
- "XEM": 7500,
- "BTC": 2600,
- }
-
- amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1"))
- self.assertIn("XEM", portfolio.Balance.currencies())
- self.assertEqual(D("2.6"), amounts["BTC"].value)
- self.assertEqual(D("7.5"), amounts["XEM"].value)
-
- @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
- @mock.patch.object(portfolio.Trade, "get_ticker")
- @mock.patch.object(portfolio.Trade, "compute_trades")
- def test_prepare_trades(self, compute_trades, get_ticker, repartition):
- repartition.return_value = {
- "XEM": 7500,
- "BTC": 2500,
- }
- get_ticker.side_effect = [
- { "average": D("0.0001") },
- { "average": D("0.000001") }
- ]
- market = mock.Mock()
- market.fetch_balance.return_value = {
- "USDT": {
- "free": D("10000.0"),
- "used": D("0.0"),
- "total": D("10000.0")
- },
- "XVG": {
- "free": D("10000.0"),
- "used": D("0.0"),
- "total": D("10000.0")
- },
- }
- portfolio.Balance.prepare_trades(market)
- compute_trades.assert_called()
-
- call = compute_trades.call_args
- self.assertEqual(market, call[1]["market"])
- self.assertEqual(1, call[0][0]["USDT"].value)
- self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
- self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
- self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
-
- def test__repr(self):
- balance = portfolio.Balance("BTX", 3, 1, 2)
- self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance))
-
- def tearDown(self):
- self.patcher.stop()
-
-class TradeTest(unittest.TestCase):
- import time
-
- def setUp(self):
- super(TradeTest, self).setUp()
-
- self.patcher = mock.patch.multiple(portfolio.Trade,
- ticker_cache={},
- ticker_cache_timestamp=self.time.time(),
- fees_cache={},
- trades={})
- self.patcher.start()
-
- def test_get_ticker(self):
- market = mock.Mock()
- market.fetch_ticker.side_effect = [
- { "bid": 1, "ask": 3 },
- portfolio.ccxt.ExchangeError("foo"),
- { "bid": 10, "ask": 40 },
- portfolio.ccxt.ExchangeError("foo"),
- portfolio.ccxt.ExchangeError("foo"),
- ]
-
- ticker = portfolio.Trade.get_ticker("ETH", "ETC", market)
- market.fetch_ticker.assert_called_with("ETH/ETC")
- self.assertEqual(1, ticker["bid"])
- self.assertEqual(3, ticker["ask"])
- self.assertEqual(2, ticker["average"])
- self.assertFalse(ticker["inverted"])
-
- ticker = portfolio.Trade.get_ticker("ETH", "XVG", market)
- self.assertEqual(0.0625, ticker["average"])
- self.assertTrue(ticker["inverted"])
- self.assertIn("original", ticker)
- self.assertEqual(10, ticker["original"]["bid"])
-
- ticker = portfolio.Trade.get_ticker("XVG", "XMR", market)
- self.assertIsNone(ticker)
-
- market.fetch_ticker.assert_has_calls([
- mock.call("ETH/ETC"),
- mock.call("ETH/XVG"),
- mock.call("XVG/ETH"),
- mock.call("XVG/XMR"),
- mock.call("XMR/XVG"),
- ])
-
- market2 = mock.Mock()
- market2.fetch_ticker.side_effect = [
- { "bid": 1, "ask": 3 },
- { "bid": 1.2, "ask": 3.5 },
- ]
- ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
- ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
- ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2)
- market2.fetch_ticker.assert_called_once_with("ETH/ETC")
- self.assertEqual(1, ticker1["bid"])
- self.assertDictEqual(ticker1, ticker2)
- self.assertDictEqual(ticker1, ticker3["original"])
-
- ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True)
- ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
- self.assertEqual(1.2, ticker4["bid"])
- self.assertDictEqual(ticker4, ticker5)
-
- market3 = mock.Mock()
- market3.fetch_ticker.side_effect = [
- { "bid": 1, "ask": 3 },
- { "bid": 1.2, "ask": 3.5 },
- ]
- ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
- portfolio.Trade.ticker_cache_timestamp -= 4
- ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
- portfolio.Trade.ticker_cache_timestamp -= 2
- ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
- self.assertDictEqual(ticker6, ticker7)
- self.assertEqual(1.2, ticker8["bid"])
-
- @unittest.skip("TODO")
- def test_values_assertion(self):
- pass
-
- @unittest.skip("TODO")
- def test_fetch_fees(self):
- pass
-
- @unittest.skip("TODO")
- def test_compute_trades(self):
- pass
-
- @unittest.skip("TODO")
- def test_action(self):
- pass
-
- @unittest.skip("TODO")
- def test_action(self):
- pass
-
- @unittest.skip("TODO")
- def test_order_action(self):
- pass
-
- @unittest.skip("TODO")
- def test_prepare_order(self):
- pass
-
- @unittest.skip("TODO")
- def test_all_orders(self):
- pass
-
- @unittest.skip("TODO")
- def test_follow_orders(self):
- pass
-
- @unittest.skip("TODO")
- def test__repr(self):
- pass
-
- def tearDown(self):
- self.patcher.stop()
+if "acceptance" in limits:
+ from tests.test_acceptance import *
if __name__ == '__main__':
unittest.main()
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff