Fix available balance when buying

[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / tests / test_store.py

diff --git a/tests/test_store.py b/tests/test_store.py
index d7620a01fa204b3805e757ad232d3c300df78ada..1a722b514e8057fb8472f10e0426047c9664f305 100644 (file)
--- a/tests/test_store.py
+++ b/tests/test_store.py
@@ -433,6 +433,176 @@ class BalanceStoreTest(WebMockTestCase):
             balance_store.fetch_balances(add_usdt=True)
             self.assertListEqual(["XVG", "XMR", "USDT"], list(balance_store.currencies()))
 
             balance_store.fetch_balances(add_usdt=True)
             self.assertListEqual(["XVG", "XMR", "USDT"], list(balance_store.currencies()))
 

+    @mock.patch.object(market.Portfolio, "repartition")
+    def test_available_balances_for_repartition(self, repartition):
+        with self.subTest(available_balance_only=True):
+            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") }
+                if c1 == "FOO" and c2 == "BTC":
+                    return { "average": D("0.1") }
+                self.fail("Should not be called with {}, {}".format(c1, c2))
+            self.m.get_ticker.side_effect = _get_ticker
+
+            repartition.return_value = {
+                    "DOGE": (D("0.20"), "short"),
+                    "BTC": (D("0.20"), "long"),
+                    "ETH": (D("0.20"), "long"),
+                    "XMR": (D("0.20"), "long"),
+                    "FOO": (D("0.20"), "long"),
+                    }
+            self.m.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("0.065"),
+                        "exchange_used": D("0.02"),
+                        "exchange_total": D("0.085"),
+                        "margin_available": D("0.035"),
+                        "margin_in_position": D("0.01"),
+                        "margin_total": D("0.045"),
+                        "total": D("0.13")
+                        },
+                    "ETH": {
+                        "exchange_free": D("1.0"),
+                        "exchange_used": D("0.0"),
+                        "exchange_total": D("1.0"),
+                        "total": D("1.0")
+                        },
+                    "FOO": {
+                        "exchange_free": D("0.1"),
+                        "exchange_used": D("0.0"),
+                        "exchange_total": D("0.1"),
+                        "total": D("0.1"),
+                        },
+                    }
+
+            balance_store = market.BalanceStore(self.m)
+            balance_store.fetch_balances()
+            _repartition, total_base_value, amount_in_position = balance_store.available_balances_for_repartition()
+            repartition.assert_called_with(liquidity="medium")
+            self.assertEqual((D("0.20"), "short"), _repartition["DOGE"])
+            self.assertEqual((D("0.20"), "long"), _repartition["BTC"])
+            self.assertEqual((D("0.20"), "long"), _repartition["XMR"])
+            self.assertEqual((D("0.20"), "long"), _repartition["FOO"])
+            self.assertIsNone(_repartition.get("ETH"))
+            self.assertEqual(portfolio.Amount("BTC", "0.1"), total_base_value)
+            self.assertEqual(0, amount_in_position["DOGE"])
+            self.assertEqual(0, amount_in_position["BTC"])
+            self.assertEqual(0, amount_in_position["XMR"])
+            self.assertEqual(portfolio.Amount("BTC", "0.1"), amount_in_position["ETH"])
+            self.assertEqual(portfolio.Amount("BTC", "0.01"), amount_in_position["FOO"])
+
+        with self.subTest(available_balance_only=True, balance=0):
+            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))
+            self.m.get_ticker.side_effect = _get_ticker
+
+            repartition.return_value = {
+                    "BTC": (D("0.5"), "long"),
+                    "ETH": (D("0.5"), "long"),
+                    }
+            self.m.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")
+                        },
+                    }
+
+            balance_store = market.BalanceStore(self.m)
+            balance_store.fetch_balances()
+            _repartition, total_base_value, amount_in_position = balance_store.available_balances_for_repartition(liquidity="high")
+
+            repartition.assert_called_with(liquidity="high")
+            self.assertEqual((D("0.5"), "long"), _repartition["BTC"])
+            self.assertIsNone(_repartition.get("ETH"))
+            self.assertEqual(0, total_base_value)
+            self.assertEqual(0, amount_in_position["BTC"])
+            self.assertEqual(0, amount_in_position["BTC"])
+
+        repartition.reset_mock()
+        with self.subTest(available_balance_only=True, balance=0,
+                repartition="present"):
+            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))
+            self.m.get_ticker.side_effect = _get_ticker
+
+            _repartition = {
+                    "BTC": (D("0.5"), "long"),
+                    "ETH": (D("0.5"), "long"),
+                    }
+            self.m.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")
+                        },
+                    }
+
+            balance_store = market.BalanceStore(self.m)
+            balance_store.fetch_balances()
+            _repartition, total_base_value, amount_in_position = balance_store.available_balances_for_repartition(repartition=_repartition)
+            repartition.assert_not_called()
+
+            self.assertEqual((D("0.5"), "long"), _repartition["BTC"])
+            self.assertIsNone(_repartition.get("ETH"))
+            self.assertEqual(0, total_base_value)
+            self.assertEqual(0, amount_in_position["BTC"])
+            self.assertEqual(portfolio.Amount("BTC", "0.1"), amount_in_position["ETH"])
+
+        repartition.reset_mock()
+        with self.subTest(available_balance_only=True, balance=0,
+                repartition="present", base_currency="ETH"):
+            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))
+            self.m.get_ticker.side_effect = _get_ticker
+
+            _repartition = {
+                    "BTC": (D("0.5"), "long"),
+                    "ETH": (D("0.5"), "long"),
+                    }
+            self.m.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")
+                        },
+                    }
+
+            balance_store = market.BalanceStore(self.m)
+            balance_store.fetch_balances()
+            _repartition, total_base_value, amount_in_position = balance_store.available_balances_for_repartition(repartition=_repartition, base_currency="ETH")
+
+            self.assertEqual((D("0.5"), "long"), _repartition["BTC"])
+            self.assertEqual((D("0.5"), "long"), _repartition["ETH"])
+            self.assertEqual(portfolio.Amount("ETH", 1), total_base_value)
+            self.assertEqual(0, amount_in_position["BTC"])
+            self.assertEqual(0, amount_in_position["ETH"])
+

     @mock.patch.object(market.Portfolio, "repartition")
     def test_dispatch_assets(self, repartition):
         self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
     @mock.patch.object(market.Portfolio, "repartition")
     def test_dispatch_assets(self, repartition):
         self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance


@@ -1343,27 +1513,27 @@ class PortfolioTest(WebMockTestCase):
         with self.subTest(from_cache=False):
             market.Portfolio.liquidities = store.LockedVar({
                     "medium": {
         with self.subTest(from_cache=False):
             market.Portfolio.liquidities = store.LockedVar({
                     "medium": {

-                        "2018-03-01": "medium_2018-03-01",
-                        "2018-03-08": "medium_2018-03-08",
+                        "2018-03-01": ["medium_2018-03-01"],
+                        "2018-03-08": ["medium_2018-03-08"],

                         },
                     "high": {
                         },
                     "high": {

-                        "2018-03-01": "high_2018-03-01",
-                        "2018-03-08": "high_2018-03-08",
+                        "2018-03-01": ["high_2018-03-01"],
+                        "2018-03-08": ["high_2018-03-08"],

                         }
                     })
             market.Portfolio.last_date = store.LockedVar("2018-03-08")
 
                         }
                     })
             market.Portfolio.last_date = store.LockedVar("2018-03-08")
 

-            self.assertEqual("medium_2018-03-08", market.Portfolio.repartition())
+            self.assertEqual(["medium_2018-03-08"], market.Portfolio.repartition())

             get_cryptoportfolio.assert_called_once_with()
             retrieve_cryptoportfolio.assert_not_called()
             get_cryptoportfolio.assert_called_once_with()
             retrieve_cryptoportfolio.assert_not_called()

-            self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium"))
-            self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high"))
+            self.assertEqual(["medium_2018-03-08"], market.Portfolio.repartition(liquidity="medium"))
+            self.assertEqual(["high_2018-03-08"], market.Portfolio.repartition(liquidity="high"))

 
         retrieve_cryptoportfolio.reset_mock()
         get_cryptoportfolio.reset_mock()
 
         with self.subTest(from_cache=True):
 
         retrieve_cryptoportfolio.reset_mock()
         get_cryptoportfolio.reset_mock()
 
         with self.subTest(from_cache=True):

-            self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(from_cache=True))
+            self.assertEqual(["medium_2018-03-08"], market.Portfolio.repartition(from_cache=True))

             get_cryptoportfolio.assert_called_once_with()
             retrieve_cryptoportfolio.assert_called_once_with()
 
             get_cryptoportfolio.assert_called_once_with()
             retrieve_cryptoportfolio.assert_called_once_with()