+++ /dev/null
-from .helper import *
-
-@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
-class AcceptanceTest(WebMockTestCase):
- @unittest.expectedFailure
- def test_success_sell_only_necessary(self):
- # FIXME: catch stdout
- self.m.report.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(market.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(market.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(market.Portfolio, "repartition", return_value=repartition):
- # Action 5
- helper.prepare_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(market.time, "sleep") as sleep:
- # Action 8
- helper.follow_orders(verbose=False)
-
- sleep.assert_called_with(30)
-
-
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff