@mock.patch.object(market.Market, "get_ticker")
@mock.patch.object(market.TradeStore, "compute_trades")
def test_prepare_trades(self, compute_trades, get_ticker, repartition):
- repartition.return_value = {
- "XEM": (D("0.75"), "long"),
- "BTC": (D("0.25"), "long"),
- }
- def _get_ticker(c1, c2):
- 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
-
- with mock.patch("market.ReportStore"):
+ with self.subTest(available_balance_only=False),\
+ mock.patch("market.ReportStore"):
+ def _get_ticker(c1, c2):
+ 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 not be called with {}, {}".format(c1, c2))
+ get_ticker.side_effect = _get_ticker
+
+ repartition.return_value = {
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.25"), "long"),
+ }
m = market.Market(self.ccxt, self.market_args())
self.ccxt.fetch_all_balances.return_value = {
"USDT": {
self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
m.report.log_stage.assert_called_once_with("prepare_trades",
base_currency='BTC', compute_value='average',
- liquidity='medium', only=None, repartition=None)
+ available_balance_only=False, liquidity='medium',
+ only=None, repartition=None)
m.report.log_balances.assert_called_once_with(tag="tag")
+ compute_trades.reset_mock()
+ with self.subTest(available_balance_only=True),\
+ mock.patch("market.ReportStore"):
+ def _get_ticker(c1, c2):
+ if c1 == "ZRC" and c2 == "BTC":
+ return { "average": D("0.0001") }
+ if c1 == "DOGE" and c2 == "BTC":
+ return { "average": D("0.000001") }
+ if c1 == "ETH" and c2 == "BTC":
+ return { "average": D("0.1") }
+ self.fail("Should not be called with {}, {}".format(c1, c2))
+ get_ticker.side_effect = _get_ticker
+
+ repartition.return_value = {
+ "DOGE": (D("0.25"), "short"),
+ "BTC": (D("0.25"), "long"),
+ "ETH": (D("0.25"), "long"),
+ "XMR": (D("0.25"), "long"),
+ }
+ m = market.Market(self.ccxt, self.market_args())
+ self.ccxt.fetch_all_balances.return_value = {
+ "ZRC": {
+ "exchange_free": D("2.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("2.0"),
+ "total": D("2.0")
+ },
+ "DOGE": {
+ "exchange_free": D("5.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("5.0"),
+ "total": D("5.0")
+ },
+ "BTC": {
+ "exchange_free": D("0.075"),
+ "exchange_used": D("0.02"),
+ "exchange_total": D("0.095"),
+ "margin_available": D("0.025"),
+ "margin_in_position": D("0.01"),
+ "margin_total": D("0.035"),
+ "total": D("0.13")
+ },
+ "ETH": {
+ "exchange_free": D("1.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("1.0"),
+ "total": D("1.0")
+ },
+ }
+
+ m.balances.fetch_balances(tag="tag")
+ m.prepare_trades(available_balance_only=True)
+ compute_trades.assert_called_once()
+
+ call = compute_trades.call_args[0]
+ values_in_base = call[0]
+ new_repartition = call[1]
+
+ self.assertEqual(portfolio.Amount("BTC", "-0.025"),
+ new_repartition["DOGE"] - values_in_base["DOGE"])
+ self.assertEqual(portfolio.Amount("BTC", "0.025"),
+ new_repartition["ETH"] - values_in_base["ETH"])
+ self.assertEqual(0,
+ new_repartition["ZRC"] - values_in_base["ZRC"])
+ self.assertEqual(portfolio.Amount("BTC", "0.025"),
+ new_repartition["XMR"])
+
+ compute_trades.reset_mock()
+ with self.subTest(available_balance_only=True, balance=0),\
+ mock.patch("market.ReportStore"):
+ def _get_ticker(c1, c2):
+ if c1 == "ETH" and c2 == "BTC":
+ return { "average": D("0.1") }
+ self.fail("Should not be called with {}, {}".format(c1, c2))
+ get_ticker.side_effect = _get_ticker
+
+ repartition.return_value = {
+ "BTC": (D("0.5"), "long"),
+ "ETH": (D("0.5"), "long"),
+ }
+ m = market.Market(self.ccxt, self.market_args())
+ self.ccxt.fetch_all_balances.return_value = {
+ "ETH": {
+ "exchange_free": D("1.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("1.0"),
+ "total": D("1.0")
+ },
+ }
+
+ m.balances.fetch_balances(tag="tag")
+ m.prepare_trades(available_balance_only=True)
+ compute_trades.assert_called_once()
+
+ call = compute_trades.call_args[0]
+ values_in_base = call[0]
+ new_repartition = call[1]
+
+ self.assertEqual(new_repartition["ETH"], values_in_base["ETH"])
@mock.patch.object(market.time, "sleep")
@mock.patch.object(market.TradeStore, "all_orders")
m.store_database_report(datetime.datetime(2018, 3, 24))
self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n")
+ @mock.patch.object(market, "redis")
+ def test_store_redis_report(self, redis):
+ connect_mock = mock.Mock()
+ redis.Redis.return_value = connect_mock
+
+ m = market.Market(self.ccxt, self.market_args(),
+ redis_config={"config": "redis_config"}, market_id=1)
+
+ with self.subTest(error=False),\
+ mock.patch.object(m, "report") as report:
+ report.to_json_redis.return_value = [
+ ("type1", "payload1"),
+ ("type2", "payload2"),
+ ]
+ m.store_redis_report(datetime.datetime(2018, 3, 24))
+ connect_mock.assert_has_calls([
+ mock.call.set("/cryptoportfolio/1/2018-03-24T00:00:00/type1", "payload1", ex=31*24*60*60),
+ mock.call.set("/cryptoportfolio/1/latest/type1", "payload1"),
+ mock.call.set("/cryptoportfolio/1/2018-03-24T00:00:00/type2", "payload2", ex=31*24*60*60),
+ mock.call.set("/cryptoportfolio/1/latest/type2", "payload2"),
+ mock.call.set("/cryptoportfolio/1/latest/date", "2018-03-24T00:00:00"),
+ ])
+
+ connect_mock.reset_mock()
+ with self.subTest(error=True),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ redis.Redis.side_effect = Exception("Bouh")
+ m.store_redis_report(datetime.datetime(2018, 3, 24))
+ self.assertEqual(stdout_mock.getvalue(), "impossible to store report to redis: Exception; Bouh\n")
+
def test_store_report(self):
m = market.Market(self.ccxt, self.market_args(report_db=False), user_id=1)
with self.subTest(file=None, pg_config=None),\
mock.patch.object(m, "report") as report,\
mock.patch.object(m, "store_database_report") as db_report,\
+ mock.patch.object(m, "store_redis_report") as redis_report,\
mock.patch.object(m, "store_file_report") as file_report:
m.store_report()
report.merge.assert_called_with(store.Portfolio.report)
file_report.assert_not_called()
db_report.assert_not_called()
+ redis_report.assert_not_called()
report.reset_mock()
m = market.Market(self.ccxt, self.market_args(report_db=False, report_path="present"), user_id=1)
with self.subTest(file="present", pg_config=None),\
mock.patch.object(m, "report") as report,\
mock.patch.object(m, "store_file_report") as file_report,\
+ mock.patch.object(m, "store_redis_report") as redis_report,\
mock.patch.object(m, "store_database_report") as db_report,\
mock.patch.object(market.datetime, "datetime") as time_mock:
report.merge.assert_called_with(store.Portfolio.report)
file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
db_report.assert_not_called()
+ redis_report.assert_not_called()
report.reset_mock()
m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), user_id=1)
with self.subTest(file="present", pg_config=None, report_db=True),\
mock.patch.object(m, "report") as report,\
mock.patch.object(m, "store_file_report") as file_report,\
+ mock.patch.object(m, "store_redis_report") as redis_report,\
mock.patch.object(m, "store_database_report") as db_report,\
mock.patch.object(market.datetime, "datetime") as time_mock:
report.merge.assert_called_with(store.Portfolio.report)
file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
db_report.assert_not_called()
+ redis_report.assert_not_called()
report.reset_mock()
m = market.Market(self.ccxt, self.market_args(report_db=True), pg_config="present", user_id=1)
with self.subTest(file=None, pg_config="present"),\
mock.patch.object(m, "report") as report,\
mock.patch.object(m, "store_file_report") as file_report,\
+ mock.patch.object(m, "store_redis_report") as redis_report,\
mock.patch.object(m, "store_database_report") as db_report,\
mock.patch.object(market.datetime, "datetime") as time_mock:
report.merge.assert_called_with(store.Portfolio.report)
file_report.assert_not_called()
db_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
+ redis_report.assert_not_called()
report.reset_mock()
m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"),
with self.subTest(file="present", pg_config="present"),\
mock.patch.object(m, "report") as report,\
mock.patch.object(m, "store_file_report") as file_report,\
+ mock.patch.object(m, "store_redis_report") as redis_report,\
mock.patch.object(m, "store_database_report") as db_report,\
mock.patch.object(market.datetime, "datetime") as time_mock:
report.merge.assert_called_with(store.Portfolio.report)
file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
db_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
+ redis_report.assert_not_called()
+
+ report.reset_mock()
+ m = market.Market(self.ccxt, self.market_args(report_redis=False),
+ redis_config="redis_config", user_id=1)
+ with self.subTest(redis_config="present", report_redis=False),\
+ mock.patch.object(m, "report") as report,\
+ mock.patch.object(m, "store_file_report") as file_report,\
+ mock.patch.object(m, "store_redis_report") as redis_report,\
+ mock.patch.object(m, "store_database_report") as db_report,\
+ mock.patch.object(market.datetime, "datetime") as time_mock:
+
+ time_mock.now.return_value = datetime.datetime(2018, 2, 25)
+
+ m.store_report()
+ redis_report.assert_not_called()
+
+ report.reset_mock()
+ m = market.Market(self.ccxt, self.market_args(report_redis=True),
+ user_id=1)
+ with self.subTest(redis_config="absent", report_redis=True),\
+ mock.patch.object(m, "report") as report,\
+ mock.patch.object(m, "store_file_report") as file_report,\
+ mock.patch.object(m, "store_redis_report") as redis_report,\
+ mock.patch.object(m, "store_database_report") as db_report,\
+ mock.patch.object(market.datetime, "datetime") as time_mock:
+
+ time_mock.now.return_value = datetime.datetime(2018, 2, 25)
+
+ m.store_report()
+ redis_report.assert_not_called()
+
+ report.reset_mock()
+ m = market.Market(self.ccxt, self.market_args(report_redis=True),
+ redis_config="redis_config", user_id=1)
+ with self.subTest(redis_config="present", report_redis=True),\
+ mock.patch.object(m, "report") as report,\
+ mock.patch.object(m, "store_file_report") as file_report,\
+ mock.patch.object(m, "store_redis_report") as redis_report,\
+ mock.patch.object(m, "store_database_report") as db_report,\
+ mock.patch.object(market.datetime, "datetime") as time_mock:
+
+ time_mock.now.return_value = datetime.datetime(2018, 2, 25)
+
+ m.store_report()
+ redis_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
def test_print_tickers(self):
m = market.Market(self.ccxt, self.market_args())
method, arguments = processor.method_arguments("prepare_trades")
self.assertEqual(m.prepare_trades, method)
- self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
+ self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only', 'available_balance_only'], arguments)
method, arguments = processor.method_arguments("prepare_orders")
self.assertEqual(m.trades.prepare_orders, method)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff