import portfolio
import unittest
+from decimal import Decimal as D
from unittest import mock
class AmountTest(unittest.TestCase):
def test_values(self):
- amount = portfolio.Amount("BTC", 0.65)
- self.assertEqual(0.65, amount.value)
+ amount = portfolio.Amount("BTC", "0.65")
+ self.assertEqual(D("0.65"), amount.value)
self.assertEqual("BTC", amount.currency)
- amount = portfolio.Amount("BTC", 10, int_val=2000000000000000)
- self.assertEqual(0.002, amount.value)
-
def test_in_currency(self):
amount = portfolio.Amount("ETC", 10)
with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
ticker_mock.return_value = {
- "average": 0.3,
+ "bid": D("0.2"),
+ "ask": D("0.4"),
+ "average": D("0.3"),
"foo": "bar",
}
converted_amount = amount.in_currency("ETH", None)
- self.assertEqual(3.0, converted_amount.value)
+ 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__abs(self):
amount = portfolio.Amount("SC", -120)
self.assertEqual(120, 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)
+ 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)
+ amount3 = portfolio.Amount("ETH", "1.6")
with self.assertRaises(Exception):
amount1 + amount3
self.assertEqual(amount1, amount1 + amount4)
def test__radd(self):
- amount = portfolio.Amount("XVG", 12.9)
+ 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)
+ amount1 = portfolio.Amount("XVG", "13.3")
+ amount2 = portfolio.Amount("XVG", "13.1")
- self.assertEqual(0.2, (amount1 - amount2).value)
+ self.assertEqual(D("0.2"), (amount1 - amount2).value)
self.assertEqual("XVG", (amount1 - amount2).currency)
- amount3 = portfolio.Amount("ETH", 1.6)
+ 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__int(self):
- amount = portfolio.Amount("XMR", 0.1)
- self.assertEqual(100000000000000000, int(amount))
-
def test__mul(self):
amount = portfolio.Amount("XEM", 11)
- self.assertEqual(38.5, (amount * 3.5).value)
- self.assertEqual(33, (amount * 3).value)
+ 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(38.5, (3.5 * amount).value)
- self.assertEqual(33, (3 * amount).value)
+ 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(5.5, (amount // 2).value)
- with self.assertRaises(TypeError):
- amount // 2.5
- self.assertEqual(1571428571428571428, (amount // 7)._value)
+ 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)
- with self.assertRaises(TypeError):
- amount / 2.5
- self.assertEqual(5.5, (amount / 2).value)
- self.assertEqual(1571428571428571428, (amount / 7)._value)
+ 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)
@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),
+ "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": 0.09,
- "ask": 0.11,
- "average": 0.1,
+ "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(0.65, amounts["BTC"].value)
- self.assertEqual(0.30, amounts["ETH"].value)
+ 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(0.65, amounts["BTC"].value)
- self.assertEqual(0.27, amounts["ETH"].value)
+ amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid")
+ self.assertEqual(D("0.65"), amounts["BTC"].value)
+ self.assertEqual(D("0.27"), amounts["ETH"].value)
- amounts = portfolio.Balance.in_currency("BTC", market, action="bid", type="used")
- self.assertEqual(0.30, amounts["BTC"].value)
+ amounts = portfolio.Balance.in_currency("BTC", market, compute_value="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),
+ "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()))
"BTC": 2600,
}
- amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", 10.1))
+ amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1"))
self.assertIn("XEM", portfolio.Balance.currencies())
- self.assertEqual(2.6, amounts["BTC"].value)
- self.assertEqual(7.5, amounts["XEM"].value)
+ 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")
"XEM": 7500,
"BTC": 2500,
}
- get_ticker.side_effect = [
- { "average": 0.0001 },
- { "average": 0.000001 }
- ]
+ 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") }
+ raise Exception("Should be called with {}, {}".format(c1, c2))
+ get_ticker.side_effect = _get_ticker
+
market = mock.Mock()
market.fetch_balance.return_value = {
"USDT": {
- "free": 10000.0,
- "used": 0.0,
- "total": 10000.0
+ "free": D("10000.0"),
+ "used": D("0.0"),
+ "total": D("10000.0")
},
"XVG": {
- "free": 10000.0,
- "used": 0.0,
- "total": 10000.0
+ "free": D("10000.0"),
+ "used": D("0.0"),
+ "total": D("10000.0")
},
}
portfolio.Balance.prepare_trades(market)
call = compute_trades.call_args
self.assertEqual(market, call[1]["market"])
self.assertEqual(1, call[0][0]["USDT"].value)
- self.assertEqual(0.01, call[0][0]["XVG"].value)
- self.assertEqual(0.2525, call[0][1]["BTC"].value)
- self.assertEqual(0.7575, call[0][1]["XEM"].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)
def test_follow_orders(self):
pass
+ @unittest.skip("TODO")
+ def test_compute_value(self):
+ pass
+
@unittest.skip("TODO")
def test__repr(self):
pass
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff