--- /dev/null
+from .helper import *
+import requests
+import datetime
+import threading
+import market, portfolio, store
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class NoopLockTest(unittest.TestCase):
+ def test_with(self):
+ noop_lock = store.NoopLock()
+ with noop_lock:
+ self.assertTrue(True)
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class LockedVarTest(unittest.TestCase):
+
+ def test_values(self):
+ locked_var = store.LockedVar("Foo")
+ self.assertIsInstance(locked_var.lock, store.NoopLock)
+ self.assertEqual("Foo", locked_var.val)
+
+ def test_get(self):
+ with self.subTest(desc="Normal case"):
+ locked_var = store.LockedVar("Foo")
+ self.assertEqual("Foo", locked_var.get())
+ with self.subTest(desc="Dict"):
+ locked_var = store.LockedVar({"foo": "bar"})
+ self.assertEqual({"foo": "bar"}, locked_var.get())
+ self.assertEqual("bar", locked_var.get("foo"))
+ self.assertIsNone(locked_var.get("other"))
+
+ def test_set(self):
+ locked_var = store.LockedVar("Foo")
+ locked_var.set("Bar")
+ self.assertEqual("Bar", locked_var.get())
+
+ def test__getattr(self):
+ dummy = type('Dummy', (object,), {})()
+ dummy.attribute = "Hey"
+
+ locked_var = store.LockedVar(dummy)
+ self.assertEqual("Hey", locked_var.attribute)
+ with self.assertRaises(AttributeError):
+ locked_var.other
+
+ def test_start_lock(self):
+ locked_var = store.LockedVar("Foo")
+ locked_var.start_lock()
+ self.assertEqual("lock", locked_var.lock.__class__.__name__)
+
+ thread1 = threading.Thread(target=locked_var.set, args=["Bar1"])
+ thread2 = threading.Thread(target=locked_var.set, args=["Bar2"])
+ thread3 = threading.Thread(target=locked_var.set, args=["Bar3"])
+
+ with locked_var.lock:
+ thread1.start()
+ thread2.start()
+ thread3.start()
+
+ self.assertEqual("Foo", locked_var.val)
+ thread1.join()
+ thread2.join()
+ thread3.join()
+ self.assertEqual("Bar", locked_var.get()[0:3])
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class TradeStoreTest(WebMockTestCase):
+ def test_compute_trades(self):
+ self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
+
+ values_in_base = {
+ "XMR": portfolio.Amount("BTC", D("0.9")),
+ "DASH": portfolio.Amount("BTC", D("0.4")),
+ "XVG": portfolio.Amount("BTC", D("-0.5")),
+ "BTC": portfolio.Amount("BTC", D("0.5")),
+ }
+ new_repartition = {
+ "DASH": portfolio.Amount("BTC", D("0.5")),
+ "XVG": portfolio.Amount("BTC", D("0.1")),
+ "BTC": portfolio.Amount("BTC", D("0.4")),
+ "ETH": portfolio.Amount("BTC", D("0.3")),
+ }
+ side_effect = [
+ (True, 1),
+ (False, 2),
+ (False, 3),
+ (True, 4),
+ (True, 5)
+ ]
+
+ with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
+ trade_store = market.TradeStore(self.m)
+ trade_if_matching.side_effect = side_effect
+
+ trade_store.compute_trades(values_in_base,
+ new_repartition, only="only")
+
+ self.assertEqual(5, trade_if_matching.call_count)
+ self.assertEqual(3, len(trade_store.all))
+ self.assertEqual([1, 4, 5], trade_store.all)
+ self.m.report.log_trades.assert_called_with(side_effect, "only")
+
+ def test_trade_if_matching(self):
+
+ with self.subTest(only="nope"):
+ trade_store = market.TradeStore(self.m)
+ result = trade_store.trade_if_matching(
+ portfolio.Amount("BTC", D("0")),
+ portfolio.Amount("BTC", D("0.3")),
+ "ETH", only="nope")
+ self.assertEqual(False, result[0])
+ self.assertIsInstance(result[1], portfolio.Trade)
+
+ with self.subTest(only=None):
+ trade_store = market.TradeStore(self.m)
+ result = trade_store.trade_if_matching(
+ portfolio.Amount("BTC", D("0")),
+ portfolio.Amount("BTC", D("0.3")),
+ "ETH", only=None)
+ self.assertEqual(True, result[0])
+
+ with self.subTest(only="acquire"):
+ trade_store = market.TradeStore(self.m)
+ result = trade_store.trade_if_matching(
+ portfolio.Amount("BTC", D("0")),
+ portfolio.Amount("BTC", D("0.3")),
+ "ETH", only="acquire")
+ self.assertEqual(True, result[0])
+
+ with self.subTest(only="dispose"):
+ trade_store = market.TradeStore(self.m)
+ result = trade_store.trade_if_matching(
+ portfolio.Amount("BTC", D("0")),
+ portfolio.Amount("BTC", D("0.3")),
+ "ETH", only="dispose")
+ self.assertEqual(False, result[0])
+
+ def test_prepare_orders(self):
+ trade_store = market.TradeStore(self.m)
+
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+ trade_mock3 = mock.Mock()
+
+ trade_mock1.prepare_order.return_value = 1
+ trade_mock2.prepare_order.return_value = 2
+ trade_mock3.prepare_order.return_value = 3
+
+ trade_mock1.pending = True
+ trade_mock2.pending = True
+ trade_mock3.pending = False
+
+ trade_store.all.append(trade_mock1)
+ trade_store.all.append(trade_mock2)
+ trade_store.all.append(trade_mock3)
+
+ trade_store.prepare_orders()
+ trade_mock1.prepare_order.assert_called_with(compute_value="default")
+ trade_mock2.prepare_order.assert_called_with(compute_value="default")
+ trade_mock3.prepare_order.assert_not_called()
+ self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
+
+ self.m.report.log_orders.reset_mock()
+
+ trade_store.prepare_orders(compute_value="bla")
+ trade_mock1.prepare_order.assert_called_with(compute_value="bla")
+ trade_mock2.prepare_order.assert_called_with(compute_value="bla")
+ self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
+
+ trade_mock1.prepare_order.reset_mock()
+ trade_mock2.prepare_order.reset_mock()
+ self.m.report.log_orders.reset_mock()
+
+ trade_mock1.action = "foo"
+ trade_mock2.action = "bar"
+ trade_store.prepare_orders(only="bar")
+ trade_mock1.prepare_order.assert_not_called()
+ trade_mock2.prepare_order.assert_called_with(compute_value="default")
+ self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
+
+ def test_print_all_with_order(self):
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+ trade_mock3 = mock.Mock()
+ trade_store = market.TradeStore(self.m)
+ trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
+
+ trade_store.print_all_with_order()
+
+ trade_mock1.print_with_order.assert_called()
+ trade_mock2.print_with_order.assert_called()
+ trade_mock3.print_with_order.assert_called()
+
+ def test_run_orders(self):
+ with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+ order_mock3 = mock.Mock()
+ trade_store = market.TradeStore(self.m)
+
+ all_orders.return_value = [order_mock1, order_mock2, order_mock3]
+
+ trade_store.run_orders()
+
+ all_orders.assert_called_with(state="pending")
+
+ order_mock1.run.assert_called()
+ order_mock2.run.assert_called()
+ order_mock3.run.assert_called()
+
+ self.m.report.log_stage.assert_called_with("run_orders")
+ self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
+ order_mock3])
+
+ def test_all_orders(self):
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+ order_mock3 = mock.Mock()
+
+ trade_mock1.orders = [order_mock1, order_mock2]
+ trade_mock2.orders = [order_mock3]
+
+ order_mock1.status = "pending"
+ order_mock2.status = "open"
+ order_mock3.status = "open"
+
+ trade_store = market.TradeStore(self.m)
+ trade_store.all.append(trade_mock1)
+ trade_store.all.append(trade_mock2)
+
+ orders = trade_store.all_orders()
+ self.assertEqual(3, len(orders))
+
+ open_orders = trade_store.all_orders(state="open")
+ self.assertEqual(2, len(open_orders))
+ self.assertEqual([order_mock2, order_mock3], open_orders)
+
+ def test_update_all_orders_status(self):
+ with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+ order_mock3 = mock.Mock()
+
+ all_orders.return_value = [order_mock1, order_mock2, order_mock3]
+
+ trade_store = market.TradeStore(self.m)
+
+ trade_store.update_all_orders_status()
+ all_orders.assert_called_with(state="open")
+
+ order_mock1.get_status.assert_called()
+ order_mock2.get_status.assert_called()
+ order_mock3.get_status.assert_called()
+
+ def test_close_trades(self):
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+ trade_mock3 = mock.Mock()
+
+ trade_store = market.TradeStore(self.m)
+
+ trade_store.all.append(trade_mock1)
+ trade_store.all.append(trade_mock2)
+ trade_store.all.append(trade_mock3)
+
+ trade_store.close_trades()
+
+ trade_mock1.close.assert_called_once_with()
+ trade_mock2.close.assert_called_once_with()
+ trade_mock3.close.assert_called_once_with()
+
+ def test_pending(self):
+ trade_mock1 = mock.Mock()
+ trade_mock1.pending = True
+ trade_mock2 = mock.Mock()
+ trade_mock2.pending = True
+ trade_mock3 = mock.Mock()
+ trade_mock3.pending = False
+
+ trade_store = market.TradeStore(self.m)
+
+ trade_store.all.append(trade_mock1)
+ trade_store.all.append(trade_mock2)
+ trade_store.all.append(trade_mock3)
+
+ self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class BalanceStoreTest(WebMockTestCase):
+ def setUp(self):
+ super().setUp()
+
+ self.fetch_balance = {
+ "ETC": {
+ "exchange_free": 0,
+ "exchange_used": 0,
+ "exchange_total": 0,
+ "margin_total": 0,
+ },
+ "USDT": {
+ "exchange_free": D("6.0"),
+ "exchange_used": D("1.2"),
+ "exchange_total": D("7.2"),
+ "margin_total": 0,
+ },
+ "XVG": {
+ "exchange_free": 16,
+ "exchange_used": 0,
+ "exchange_total": 16,
+ "margin_total": 0,
+ },
+ "XMR": {
+ "exchange_free": 0,
+ "exchange_used": 0,
+ "exchange_total": 0,
+ "margin_total": D("-1.0"),
+ "margin_free": 0,
+ },
+ }
+
+ def test_in_currency(self):
+ self.m.get_ticker.return_value = {
+ "bid": D("0.09"),
+ "ask": D("0.11"),
+ "average": D("0.1"),
+ }
+
+ balance_store = market.BalanceStore(self.m)
+ balance_store.all = {
+ "BTC": portfolio.Balance("BTC", {
+ "total": "0.65",
+ "exchange_total":"0.65",
+ "exchange_free": "0.35",
+ "exchange_used": "0.30"}),
+ "ETH": portfolio.Balance("ETH", {
+ "total": 3,
+ "exchange_total": 3,
+ "exchange_free": 3,
+ "exchange_used": 0}),
+ }
+
+ amounts = balance_store.in_currency("BTC")
+ self.assertEqual("BTC", amounts["ETH"].currency)
+ self.assertEqual(D("0.65"), amounts["BTC"].value)
+ self.assertEqual(D("0.30"), amounts["ETH"].value)
+ self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
+ "average", "total")
+ self.m.report.log_tickers.reset_mock()
+
+ amounts = balance_store.in_currency("BTC", compute_value="bid")
+ self.assertEqual(D("0.65"), amounts["BTC"].value)
+ self.assertEqual(D("0.27"), amounts["ETH"].value)
+ self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
+ "bid", "total")
+ self.m.report.log_tickers.reset_mock()
+
+ amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
+ self.assertEqual(D("0.30"), amounts["BTC"].value)
+ self.assertEqual(0, amounts["ETH"].value)
+ self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
+ "bid", "exchange_used")
+ self.m.report.log_tickers.reset_mock()
+
+ def test_fetch_balances(self):
+ self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
+
+ balance_store = market.BalanceStore(self.m)
+
+ balance_store.fetch_balances()
+ self.assertNotIn("ETC", balance_store.currencies())
+ self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
+
+ balance_store.all["ETC"] = portfolio.Balance("ETC", {
+ "exchange_total": "1", "exchange_free": "0",
+ "exchange_used": "1" })
+ balance_store.fetch_balances(tag="foo")
+ self.assertEqual(0, balance_store.all["ETC"].total)
+ self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
+ self.m.report.log_balances.assert_called_with(tag="foo")
+
+ @mock.patch.object(market.Portfolio, "repartition")
+ def test_dispatch_assets(self, repartition):
+ self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
+
+ balance_store = market.BalanceStore(self.m)
+ balance_store.fetch_balances()
+
+ self.assertNotIn("XEM", balance_store.currencies())
+
+ repartition_hash = {
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.26"), "long"),
+ "DASH": (D("0.10"), "short"),
+ }
+ repartition.return_value = repartition_hash
+
+ amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
+ repartition.assert_called_with(liquidity="medium")
+ self.assertIn("XEM", balance_store.currencies())
+ self.assertEqual(D("2.6"), amounts["BTC"].value)
+ self.assertEqual(D("7.5"), amounts["XEM"].value)
+ self.assertEqual(D("-1.0"), amounts["DASH"].value)
+ self.m.report.log_balances.assert_called_with(tag=None)
+ self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
+ "11.1"), amounts, "medium", repartition_hash)
+
+ def test_currencies(self):
+ balance_store = market.BalanceStore(self.m)
+
+ balance_store.all = {
+ "BTC": portfolio.Balance("BTC", {
+ "total": "0.65",
+ "exchange_total":"0.65",
+ "exchange_free": "0.35",
+ "exchange_used": "0.30"}),
+ "ETH": portfolio.Balance("ETH", {
+ "total": 3,
+ "exchange_total": 3,
+ "exchange_free": 3,
+ "exchange_used": 0}),
+ }
+ self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
+
+ def test_as_json(self):
+ balance_mock1 = mock.Mock()
+ balance_mock1.as_json.return_value = 1
+
+ balance_mock2 = mock.Mock()
+ balance_mock2.as_json.return_value = 2
+
+ balance_store = market.BalanceStore(self.m)
+ balance_store.all = {
+ "BTC": balance_mock1,
+ "ETH": balance_mock2,
+ }
+
+ as_json = balance_store.as_json()
+ self.assertEqual(1, as_json["BTC"])
+ self.assertEqual(2, as_json["ETH"])
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class ReportStoreTest(WebMockTestCase):
+ def test_add_log(self):
+ report_store = market.ReportStore(self.m)
+ report_store.add_log({"foo": "bar"})
+
+ self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
+
+ def test_set_verbose(self):
+ report_store = market.ReportStore(self.m)
+ with self.subTest(verbose=True):
+ report_store.set_verbose(True)
+ self.assertTrue(report_store.verbose_print)
+
+ with self.subTest(verbose=False):
+ report_store.set_verbose(False)
+ self.assertFalse(report_store.verbose_print)
+
+ def test_merge(self):
+ report_store1 = market.ReportStore(self.m, verbose_print=False)
+ report_store2 = market.ReportStore(None, verbose_print=False)
+
+ report_store2.log_stage("1")
+ report_store1.log_stage("2")
+ report_store2.log_stage("3")
+
+ report_store1.merge(report_store2)
+
+ self.assertEqual(3, len(report_store1.logs))
+ self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs)))
+ self.assertEqual(6, len(report_store1.print_logs))
+
+ def test_print_log(self):
+ report_store = market.ReportStore(self.m)
+ with self.subTest(verbose=True),\
+ mock.patch.object(store, "datetime") as time_mock,\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10)
+ report_store.set_verbose(True)
+ report_store.print_log("Coucou")
+ report_store.print_log(portfolio.Amount("BTC", 1))
+ self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
+
+ with self.subTest(verbose=False),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ report_store.set_verbose(False)
+ report_store.print_log("Coucou")
+ report_store.print_log(portfolio.Amount("BTC", 1))
+ self.assertEqual(stdout_mock.getvalue(), "")
+
+ def test_default_json_serial(self):
+ report_store = market.ReportStore(self.m)
+
+ self.assertEqual("2018-02-24T00:00:00",
+ report_store.default_json_serial(portfolio.datetime(2018, 2, 24)))
+ self.assertEqual("1.00000000 BTC",
+ report_store.default_json_serial(portfolio.Amount("BTC", 1)))
+
+ def test_to_json(self):
+ report_store = market.ReportStore(self.m)
+ report_store.logs.append({"foo": "bar"})
+ self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
+ report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
+ self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
+ report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
+ self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json())
+
+ def test_to_json_array(self):
+ report_store = market.ReportStore(self.m)
+ report_store.logs.append({
+ "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
+ })
+ report_store.logs.append({
+ "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
+ })
+ logs = list(report_store.to_json_array())
+
+ self.assertEqual(2, len(logs))
+ self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0])
+ self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1])
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_stage(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ c = lambda x: x
+ report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
+ print_log.assert_has_calls([
+ mock.call("-----------"),
+ mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'stage',
+ 'stage': 'foo',
+ 'args': {
+ 'bar': 'baz',
+ 'c': 'c = lambda x: x',
+ 'd': {
+ 'currency': 'BTC',
+ 'value': D('1')
+ }
+ }
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_balances(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ self.m.balances.as_json.return_value = "json"
+ self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
+
+ report_store.log_balances(tag="tag")
+ print_log.assert_has_calls([
+ mock.call("[Balance]"),
+ mock.call("\tbar"),
+ mock.call("\tbaz"),
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'balance',
+ 'balances': 'json',
+ 'tag': 'tag'
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_tickers(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ amounts = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "ETH": portfolio.Amount("BTC", D("0.3"))
+ }
+ amounts["ETH"].rate = D("0.1")
+
+ report_store.log_tickers(amounts, "BTC", "default", "total")
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'tickers',
+ 'compute_value': 'default',
+ 'balance_type': 'total',
+ 'currency': 'BTC',
+ 'balances': {
+ 'BTC': D('10'),
+ 'ETH': D('0.3')
+ },
+ 'rates': {
+ 'BTC': None,
+ 'ETH': D('0.1')
+ },
+ 'total': D('10.3')
+ })
+
+ add_log.reset_mock()
+ compute_value = lambda x: x["bid"]
+ report_store.log_tickers(amounts, "BTC", compute_value, "total")
+ add_log.assert_called_once_with({
+ 'type': 'tickers',
+ 'compute_value': 'compute_value = lambda x: x["bid"]',
+ 'balance_type': 'total',
+ 'currency': 'BTC',
+ 'balances': {
+ 'BTC': D('10'),
+ 'ETH': D('0.3')
+ },
+ 'rates': {
+ 'BTC': None,
+ 'ETH': D('0.1')
+ },
+ 'total': D('10.3')
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_dispatch(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ amount = portfolio.Amount("BTC", "10.3")
+ amounts = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "ETH": portfolio.Amount("BTC", D("0.3"))
+ }
+ report_store.log_dispatch(amount, amounts, "medium", "repartition")
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'dispatch',
+ 'liquidity': 'medium',
+ 'repartition_ratio': 'repartition',
+ 'total_amount': {
+ 'currency': 'BTC',
+ 'value': D('10.3')
+ },
+ 'repartition': {
+ 'BTC': D('10'),
+ 'ETH': D('0.3')
+ }
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_trades(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+ trade_mock1.as_json.return_value = { "trade": "1" }
+ trade_mock2.as_json.return_value = { "trade": "2" }
+
+ matching_and_trades = [
+ (True, trade_mock1),
+ (False, trade_mock2),
+ ]
+ report_store.log_trades(matching_and_trades, "only")
+
+ print_log.assert_not_called()
+ add_log.assert_called_with({
+ 'type': 'trades',
+ 'only': 'only',
+ 'debug': False,
+ 'trades': [
+ {'trade': '1', 'skipped': False},
+ {'trade': '2', 'skipped': True}
+ ]
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_orders(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+
+ order_mock1.as_json.return_value = "order1"
+ order_mock2.as_json.return_value = "order2"
+
+ orders = [order_mock1, order_mock2]
+
+ report_store.log_orders(orders, tick="tick",
+ only="only", compute_value="compute_value")
+
+ print_log.assert_called_once_with("[Orders]")
+ self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
+
+ add_log.assert_called_with({
+ 'type': 'orders',
+ 'only': 'only',
+ 'compute_value': 'compute_value',
+ 'tick': 'tick',
+ 'orders': ['order1', 'order2']
+ })
+
+ add_log.reset_mock()
+ def compute_value(x, y):
+ return x[y]
+ report_store.log_orders(orders, tick="tick",
+ only="only", compute_value=compute_value)
+ add_log.assert_called_with({
+ 'type': 'orders',
+ 'only': 'only',
+ 'compute_value': 'def compute_value(x, y):\n return x[y]',
+ 'tick': 'tick',
+ 'orders': ['order1', 'order2']
+ })
+
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_order(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ order_mock = mock.Mock()
+ order_mock.as_json.return_value = "order"
+ new_order_mock = mock.Mock()
+ new_order_mock.as_json.return_value = "new_order"
+ order_mock.__repr__ = mock.Mock()
+ order_mock.__repr__.return_value = "Order Mock"
+ new_order_mock.__repr__ = mock.Mock()
+ new_order_mock.__repr__.return_value = "New order Mock"
+
+ with self.subTest(finished=True):
+ report_store.log_order(order_mock, 1, finished=True)
+ print_log.assert_called_once_with("[Order] Finished Order Mock")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 1,
+ 'update': None,
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': None
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+
+ with self.subTest(update="waiting"):
+ report_store.log_order(order_mock, 1, update="waiting")
+ print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 1,
+ 'update': 'waiting',
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': None
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+ with self.subTest(update="adjusting"):
+ compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
+ report_store.log_order(order_mock, 3,
+ update="adjusting", new_order=new_order_mock,
+ compute_value=compute_value)
+ print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 3,
+ 'update': 'adjusting',
+ 'order': 'order',
+ 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
+ 'new_order': 'new_order'
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+ with self.subTest(update="market_fallback"):
+ report_store.log_order(order_mock, 7,
+ update="market_fallback", new_order=new_order_mock)
+ print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 7,
+ 'update': 'market_fallback',
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': 'new_order'
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+ with self.subTest(update="market_adjusting"):
+ report_store.log_order(order_mock, 17,
+ update="market_adjust", new_order=new_order_mock)
+ print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 17,
+ 'update': 'market_adjust',
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': 'new_order'
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_move_balances(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ needed = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "USDT": 1
+ }
+ moving = {
+ "BTC": portfolio.Amount("BTC", 3),
+ "USDT": -2
+ }
+ report_store.log_move_balances(needed, moving)
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'move_balances',
+ 'debug': False,
+ 'needed': {
+ 'BTC': D('10'),
+ 'USDT': 1
+ },
+ 'moving': {
+ 'BTC': D('3'),
+ 'USDT': -2
+ }
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_http_request(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ response = mock.Mock()
+ response.status_code = 200
+ response.text = "Hey"
+
+ report_store.log_http_request("method", "url", "body",
+ "headers", response)
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'http_request',
+ 'method': 'method',
+ 'url': 'url',
+ 'body': 'body',
+ 'headers': 'headers',
+ 'status': 200,
+ 'response': 'Hey'
+ })
+
+ add_log.reset_mock()
+ report_store.log_http_request("method", "url", "body",
+ "headers", ValueError("Foo"))
+ add_log.assert_called_once_with({
+ 'type': 'http_request',
+ 'method': 'method',
+ 'url': 'url',
+ 'body': 'body',
+ 'headers': 'headers',
+ 'status': -1,
+ 'response': None,
+ 'error': 'ValueError',
+ 'error_message': 'Foo',
+ })
+
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_market(self, add_log):
+ report_store = market.ReportStore(self.m)
+
+ report_store.log_market(self.market_args(debug=True, quiet=False), 4, 1)
+ add_log.assert_called_once_with({
+ "type": "market",
+ "commit": "$Format:%H$",
+ "args": { "report_path": None, "debug": True, "quiet": False },
+ "user_id": 4,
+ "market_id": 1,
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_error(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ with self.subTest(message=None, exception=None):
+ report_store.log_error("action")
+ print_log.assert_called_once_with("[Error] action")
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': None,
+ 'exception_message': None,
+ 'message': None
+ })
+
+ print_log.reset_mock()
+ add_log.reset_mock()
+ with self.subTest(message="Hey", exception=None):
+ report_store.log_error("action", message="Hey")
+ print_log.assert_has_calls([
+ mock.call("[Error] action"),
+ mock.call("\tHey")
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': None,
+ 'exception_message': None,
+ 'message': "Hey"
+ })
+
+ print_log.reset_mock()
+ add_log.reset_mock()
+ with self.subTest(message=None, exception=Exception("bouh")):
+ report_store.log_error("action", exception=Exception("bouh"))
+ print_log.assert_has_calls([
+ mock.call("[Error] action"),
+ mock.call("\tException: bouh")
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': "Exception",
+ 'exception_message': "bouh",
+ 'message': None
+ })
+
+ print_log.reset_mock()
+ add_log.reset_mock()
+ with self.subTest(message="Hey", exception=Exception("bouh")):
+ report_store.log_error("action", message="Hey", exception=Exception("bouh"))
+ print_log.assert_has_calls([
+ mock.call("[Error] action"),
+ mock.call("\tException: bouh"),
+ mock.call("\tHey")
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': "Exception",
+ 'exception_message': "bouh",
+ 'message': "Hey"
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_debug_action(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ report_store.log_debug_action("Hey")
+
+ print_log.assert_called_once_with("[Debug] Hey")
+ add_log.assert_called_once_with({
+ 'type': 'debug_action',
+ 'action': 'Hey'
+ })
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class PortfolioTest(WebMockTestCase):
+ def setUp(self):
+ super().setUp()
+
+ with open("test_samples/test_portfolio.json") as example:
+ self.json_response = example.read()
+
+ self.wm.get(market.Portfolio.URL, text=self.json_response)
+
+ @mock.patch.object(market.Portfolio, "parse_cryptoportfolio")
+ def test_get_cryptoportfolio(self, parse_cryptoportfolio):
+ with self.subTest(parallel=False):
+ self.wm.get(market.Portfolio.URL, [
+ {"text":'{ "foo": "bar" }', "status_code": 200},
+ {"text": "System Error", "status_code": 500},
+ {"exc": requests.exceptions.ConnectTimeout},
+ ])
+ market.Portfolio.get_cryptoportfolio()
+ self.assertIn("foo", market.Portfolio.data.get())
+ self.assertEqual("bar", market.Portfolio.data.get()["foo"])
+ self.assertTrue(self.wm.called)
+ self.assertEqual(1, self.wm.call_count)
+ market.Portfolio.report.log_error.assert_not_called()
+ market.Portfolio.report.log_http_request.assert_called_once()
+ parse_cryptoportfolio.assert_called_once_with()
+ market.Portfolio.report.log_http_request.reset_mock()
+ parse_cryptoportfolio.reset_mock()
+ market.Portfolio.data = store.LockedVar(None)
+
+ market.Portfolio.get_cryptoportfolio()
+ self.assertIsNone(market.Portfolio.data.get())
+ self.assertEqual(2, self.wm.call_count)
+ parse_cryptoportfolio.assert_not_called()
+ market.Portfolio.report.log_error.assert_not_called()
+ market.Portfolio.report.log_http_request.assert_called_once()
+ market.Portfolio.report.log_http_request.reset_mock()
+ parse_cryptoportfolio.reset_mock()
+
+ market.Portfolio.data = store.LockedVar("Foo")
+ market.Portfolio.get_cryptoportfolio()
+ self.assertEqual(2, self.wm.call_count)
+ parse_cryptoportfolio.assert_not_called()
+
+ market.Portfolio.get_cryptoportfolio(refetch=True)
+ self.assertEqual("Foo", market.Portfolio.data.get())
+ self.assertEqual(3, self.wm.call_count)
+ market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
+ exception=mock.ANY)
+ market.Portfolio.report.log_http_request.assert_not_called()
+ with self.subTest(parallel=True):
+ with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
+ mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
+ with self.subTest(worker=True):
+ market.Portfolio.data = store.LockedVar(None)
+ market.Portfolio.worker = mock.Mock()
+ is_worker.return_value = True
+ self.wm.get(market.Portfolio.URL, [
+ {"text":'{ "foo": "bar" }', "status_code": 200},
+ ])
+ market.Portfolio.get_cryptoportfolio()
+ self.assertIn("foo", market.Portfolio.data.get())
+ parse_cryptoportfolio.reset_mock()
+ with self.subTest(worker=False):
+ market.Portfolio.data = store.LockedVar(None)
+ market.Portfolio.worker = mock.Mock()
+ is_worker.return_value = False
+ market.Portfolio.get_cryptoportfolio()
+ notify.assert_called_once_with()
+ parse_cryptoportfolio.assert_not_called()
+
+ def test_parse_cryptoportfolio(self):
+ with self.subTest(description="Normal case"):
+ market.Portfolio.data = store.LockedVar(store.json.loads(
+ self.json_response, parse_int=D, parse_float=D))
+ market.Portfolio.parse_cryptoportfolio()
+
+ self.assertListEqual(
+ ["medium", "high"],
+ list(market.Portfolio.liquidities.get().keys()))
+
+ liquidities = market.Portfolio.liquidities.get()
+ self.assertEqual(10, len(liquidities["medium"].keys()))
+ self.assertEqual(10, len(liquidities["high"].keys()))
+
+ expected = {
+ 'BTC': (D("0.2857"), "long"),
+ 'DGB': (D("0.1015"), "long"),
+ 'DOGE': (D("0.1805"), "long"),
+ 'SC': (D("0.0623"), "long"),
+ 'ZEC': (D("0.3701"), "long"),
+ }
+ date = portfolio.datetime(2018, 1, 8)
+ self.assertDictEqual(expected, liquidities["high"][date])
+
+ expected = {
+ 'BTC': (D("1.1102e-16"), "long"),
+ 'ETC': (D("0.1"), "long"),
+ 'FCT': (D("0.1"), "long"),
+ 'GAS': (D("0.1"), "long"),
+ 'NAV': (D("0.1"), "long"),
+ 'OMG': (D("0.1"), "long"),
+ 'OMNI': (D("0.1"), "long"),
+ 'PPC': (D("0.1"), "long"),
+ 'RIC': (D("0.1"), "long"),
+ 'VIA': (D("0.1"), "long"),
+ 'XCP': (D("0.1"), "long"),
+ }
+ self.assertDictEqual(expected, liquidities["medium"][date])
+ self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get())
+
+ with self.subTest(description="Missing weight"):
+ data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
+ del(data["portfolio_2"]["weights"])
+ market.Portfolio.data = store.LockedVar(data)
+
+ market.Portfolio.parse_cryptoportfolio()
+ self.assertListEqual(
+ ["medium", "high"],
+ list(market.Portfolio.liquidities.get().keys()))
+ self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
+
+ with self.subTest(description="All missing weights"):
+ data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
+ del(data["portfolio_1"]["weights"])
+ del(data["portfolio_2"]["weights"])
+ market.Portfolio.data = store.LockedVar(data)
+
+ market.Portfolio.parse_cryptoportfolio()
+ self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
+ self.assertEqual({}, market.Portfolio.liquidities.get("high"))
+ self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get())
+
+
+ @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
+ def test_repartition(self, get_cryptoportfolio):
+ market.Portfolio.liquidities = store.LockedVar({
+ "medium": {
+ "2018-03-01": "medium_2018-03-01",
+ "2018-03-08": "medium_2018-03-08",
+ },
+ "high": {
+ "2018-03-01": "high_2018-03-01",
+ "2018-03-08": "high_2018-03-08",
+ }
+ })
+ market.Portfolio.last_date = store.LockedVar("2018-03-08")
+
+ self.assertEqual("medium_2018-03-08", market.Portfolio.repartition())
+ get_cryptoportfolio.assert_called_once_with()
+ self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium"))
+ self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high"))
+
+ @mock.patch.object(market.time, "sleep")
+ @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
+ def test_wait_for_recent(self, get_cryptoportfolio, sleep):
+ self.call_count = 0
+ def _get(refetch=False):
+ if self.call_count != 0:
+ self.assertTrue(refetch)
+ else:
+ self.assertFalse(refetch)
+ self.call_count += 1
+ market.Portfolio.last_date = store.LockedVar(store.datetime.now()\
+ - store.timedelta(10)\
+ + store.timedelta(self.call_count))
+ get_cryptoportfolio.side_effect = _get
+
+ market.Portfolio.wait_for_recent()
+ sleep.assert_called_with(30)
+ self.assertEqual(6, sleep.call_count)
+ self.assertEqual(7, get_cryptoportfolio.call_count)
+ market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
+
+ sleep.reset_mock()
+ get_cryptoportfolio.reset_mock()
+ market.Portfolio.last_date = store.LockedVar(None)
+ self.call_count = 0
+ market.Portfolio.wait_for_recent(delta=15)
+ sleep.assert_not_called()
+ self.assertEqual(1, get_cryptoportfolio.call_count)
+
+ sleep.reset_mock()
+ get_cryptoportfolio.reset_mock()
+ market.Portfolio.last_date = store.LockedVar(None)
+ self.call_count = 0
+ market.Portfolio.wait_for_recent(delta=1)
+ sleep.assert_called_with(30)
+ self.assertEqual(9, sleep.call_count)
+ self.assertEqual(10, get_cryptoportfolio.call_count)
+
+ def test_is_worker_thread(self):
+ with self.subTest(worker=None):
+ self.assertFalse(store.Portfolio.is_worker_thread())
+
+ with self.subTest(worker="not self"),\
+ mock.patch("threading.current_thread") as current_thread:
+ current = mock.Mock()
+ current_thread.return_value = current
+ store.Portfolio.worker = mock.Mock()
+ self.assertFalse(store.Portfolio.is_worker_thread())
+
+ with self.subTest(worker="self"),\
+ mock.patch("threading.current_thread") as current_thread:
+ current = mock.Mock()
+ current_thread.return_value = current
+ store.Portfolio.worker = current
+ self.assertTrue(store.Portfolio.is_worker_thread())
+
+ def test_start_worker(self):
+ with mock.patch.object(store.Portfolio, "wait_for_notification") as notification:
+ store.Portfolio.start_worker()
+ notification.assert_called_once_with(poll=30)
+
+ self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__)
+ self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__)
+ store.Portfolio.report.start_lock.assert_called_once_with()
+
+ self.assertIsNotNone(store.Portfolio.worker)
+ self.assertIsNotNone(store.Portfolio.worker_notify)
+ self.assertIsNotNone(store.Portfolio.callback)
+ self.assertTrue(store.Portfolio.worker_started)
+
+ self.assertFalse(store.Portfolio.worker.is_alive())
+
+ def test_wait_for_notification(self):
+ with self.assertRaises(RuntimeError):
+ store.Portfolio.wait_for_notification()
+
+ with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\
+ mock.patch.object(store.Portfolio, "report") as report,\
+ mock.patch.object(store.time, "sleep") as sleep:
+ store.Portfolio.start_worker(poll=3)
+
+ store.Portfolio.worker_notify.set()
+
+ store.Portfolio.callback.wait()
+
+ report.print_log.assert_called_once_with("Fetching cryptoportfolio")
+ get.assert_called_once_with(refetch=True)
+ sleep.assert_called_once_with(3)
+ self.assertFalse(store.Portfolio.worker_notify.is_set())
+ self.assertTrue(store.Portfolio.worker.is_alive())
+
+ store.Portfolio.callback.clear()
+ store.Portfolio.worker_started = False
+ store.Portfolio.worker_notify.set()
+ store.Portfolio.callback.wait()
+ self.assertFalse(store.Portfolio.worker.is_alive())
+
+ def test_notify_and_wait(self):
+ with mock.patch.object(store.Portfolio, "callback") as callback,\
+ mock.patch.object(store.Portfolio, "worker_notify") as worker_notify:
+ store.Portfolio.notify_and_wait()
+ callback.clear.assert_called_once_with()
+ worker_notify.set.assert_called_once_with()
+ callback.wait.assert_called_once_with()
+
+
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff