X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=test.py;h=0bfa2b7b6140d1c3f7e9320441347afce7cf95af;hp=21077a36051fd3ab05bdc9262e1f29416934c56c;hb=c5a7f2863f5c041ff906b2407a74971e2178a729;hpb=183a53e3be74fabf501eaff19a39a47f1a6c9af5 diff --git a/test.py b/test.py index 21077a3..0bfa2b7 100644 --- a/test.py +++ b/test.py @@ -1,43 +1,344 @@ +import sys import portfolio import unittest +import datetime +from decimal import Decimal as D from unittest import mock +import requests +import requests_mock +from io import StringIO +import portfolio, helper, market + +limits = ["acceptance", "unit"] +for test_type in limits: + if "--no{}".format(test_type) in sys.argv: + sys.argv.remove("--no{}".format(test_type)) + limits.remove(test_type) + if "--only{}".format(test_type) in sys.argv: + sys.argv.remove("--only{}".format(test_type)) + limits = [test_type] + break + +class WebMockTestCase(unittest.TestCase): + import time -class AmountTest(unittest.TestCase): + def setUp(self): + super(WebMockTestCase, self).setUp() + self.wm = requests_mock.Mocker() + self.wm.start() + + # market + self.m = mock.Mock(name="Market", spec=market.Market) + self.m.debug = False + + self.patchers = [ + mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}), + mock.patch.multiple(portfolio.Computation, + computations=portfolio.Computation.computations), + ] + for patcher in self.patchers: + patcher.start() + + def tearDown(self): + for patcher in self.patchers: + patcher.stop() + self.wm.stop() + super(WebMockTestCase, self).tearDown() + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class poloniexETest(unittest.TestCase): + def setUp(self): + super(poloniexETest, self).setUp() + self.wm = requests_mock.Mocker() + self.wm.start() + + self.s = market.ccxt.poloniexE() + + def tearDown(self): + self.wm.stop() + super(poloniexETest, self).tearDown() + + def test_nanoseconds(self): + with mock.patch.object(market.ccxt.time, "time") as time: + time.return_value = 123456.7890123456 + self.assertEqual(123456789012345, self.s.nanoseconds()) + + def test_nonce(self): + with mock.patch.object(market.ccxt.time, "time") as time: + time.return_value = 123456.7890123456 + self.assertEqual(123456789012345, self.s.nonce()) + + def test_order_precision(self): + self.assertEqual(8, self.s.order_precision("FOO")) + + def test_transfer_balance(self): + with self.subTest(success=True),\ + mock.patch.object(self.s, "privatePostTransferBalance") as t: + t.return_value = { "success": 1 } + result = self.s.transfer_balance("FOO", 12, "exchange", "margin") + t.assert_called_once_with({ + "currency": "FOO", + "amount": 12, + "fromAccount": "exchange", + "toAccount": "margin", + "confirmed": 1 + }) + self.assertTrue(result) + + with self.subTest(success=False),\ + mock.patch.object(self.s, "privatePostTransferBalance") as t: + t.return_value = { "success": 0 } + self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin")) + + def test_close_margin_position(self): + with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c: + self.s.close_margin_position("FOO", "BAR") + c.assert_called_with({"currencyPair": "BAR_FOO"}) + + def test_tradable_balances(self): + with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r: + r.return_value = { + "FOO": { "exchange": "12.1234", "margin": "0.0123" }, + "BAR": { "exchange": "1", "margin": "0" }, + } + balances = self.s.tradable_balances() + self.assertEqual(["FOO", "BAR"], list(balances.keys())) + self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys())) + self.assertEqual(D("12.1234"), balances["FOO"]["exchange"]) + self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys())) + + def test_margin_summary(self): + with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r: + r.return_value = { + "currentMargin": "1.49680968", + "lendingFees": "0.0000001", + "pl": "0.00008254", + "totalBorrowedValue": "0.00673602", + "totalValue": "0.01000000", + "netValue": "0.01008254", + } + expected = { + 'current_margin': D('1.49680968'), + 'gains': D('0.00008254'), + 'lending_fees': D('0.0000001'), + 'total': D('0.01000000'), + 'total_borrowed': D('0.00673602') + } + self.assertEqual(expected, self.s.margin_summary()) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class PortfolioTest(WebMockTestCase): + def fill_data(self): + if self.json_response is not None: + portfolio.Portfolio.data = self.json_response + + def setUp(self): + super(PortfolioTest, self).setUp() + + with open("test_portfolio.json") as example: + self.json_response = example.read() + + self.wm.get(portfolio.Portfolio.URL, text=self.json_response) + + def test_get_cryptoportfolio(self): + self.wm.get(portfolio.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + {"text": "System Error", "status_code": 500}, + {"exc": requests.exceptions.ConnectTimeout}, + ]) + portfolio.Portfolio.get_cryptoportfolio(self.m) + self.assertIn("foo", portfolio.Portfolio.data) + self.assertEqual("bar", portfolio.Portfolio.data["foo"]) + self.assertTrue(self.wm.called) + self.assertEqual(1, self.wm.call_count) + self.m.report.log_error.assert_not_called() + self.m.report.log_http_request.assert_called_once() + self.m.report.log_http_request.reset_mock() + + portfolio.Portfolio.get_cryptoportfolio(self.m) + self.assertIsNone(portfolio.Portfolio.data) + self.assertEqual(2, self.wm.call_count) + self.m.report.log_error.assert_not_called() + self.m.report.log_http_request.assert_called_once() + self.m.report.log_http_request.reset_mock() + + + portfolio.Portfolio.data = "Foo" + portfolio.Portfolio.get_cryptoportfolio(self.m) + self.assertEqual("Foo", portfolio.Portfolio.data) + self.assertEqual(3, self.wm.call_count) + self.m.report.log_error.assert_called_once_with("get_cryptoportfolio", + exception=mock.ANY) + self.m.report.log_http_request.assert_not_called() + + def test_parse_cryptoportfolio(self): + portfolio.Portfolio.parse_cryptoportfolio(self.m) + + self.assertListEqual( + ["medium", "high"], + list(portfolio.Portfolio.liquidities.keys())) + + liquidities = portfolio.Portfolio.liquidities + 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), portfolio.Portfolio.last_date) + + self.m.report.log_http_request.assert_called_once_with("GET", + portfolio.Portfolio.URL, None, mock.ANY, mock.ANY) + self.m.report.log_http_request.reset_mock() + + # It doesn't refetch the data when available + portfolio.Portfolio.parse_cryptoportfolio(self.m) + self.m.report.log_http_request.assert_not_called() + + self.assertEqual(1, self.wm.call_count) + + portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True) + self.assertEqual(2, self.wm.call_count) + self.m.report.log_http_request.assert_called_once() + + def test_repartition(self): + expected_medium = { + 'BTC': (D("1.1102e-16"), "long"), + 'USDT': (D("0.1"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'STEEM': (D("0.1"), "long"), + 'STRAT': (D("0.1"), "long"), + 'XEM': (D("0.1"), "long"), + 'XMR': (D("0.1"), "long"), + 'XVC': (D("0.1"), "long"), + 'ZRX': (D("0.1"), "long"), + } + expected_high = { + 'USDT': (D("0.1226"), "long"), + 'BTC': (D("0.1429"), "long"), + 'ETC': (D("0.1127"), "long"), + 'ETH': (D("0.1569"), "long"), + 'FCT': (D("0.3341"), "long"), + 'GAS': (D("0.1308"), "long"), + } + + self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m)) + self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium")) + self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high")) + + self.assertEqual(1, self.wm.call_count) + + portfolio.Portfolio.repartition(self.m) + self.assertEqual(1, self.wm.call_count) + + portfolio.Portfolio.repartition(self.m, refetch=True) + self.assertEqual(2, self.wm.call_count) + self.m.report.log_http_request.assert_called() + self.assertEqual(2, self.m.report.log_http_request.call_count) + + @mock.patch.object(portfolio.time, "sleep") + @mock.patch.object(portfolio.Portfolio, "repartition") + def test_wait_for_recent(self, repartition, sleep): + self.call_count = 0 + def _repartition(market, refetch): + self.assertEqual(self.m, market) + self.assertTrue(refetch) + self.call_count += 1 + portfolio.Portfolio.last_date = portfolio.datetime.now()\ + - portfolio.timedelta(10)\ + + portfolio.timedelta(self.call_count) + repartition.side_effect = _repartition + + portfolio.Portfolio.wait_for_recent(self.m) + sleep.assert_called_with(30) + self.assertEqual(6, sleep.call_count) + self.assertEqual(7, repartition.call_count) + self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") + + sleep.reset_mock() + repartition.reset_mock() + portfolio.Portfolio.last_date = None + self.call_count = 0 + portfolio.Portfolio.wait_for_recent(self.m, delta=15) + sleep.assert_not_called() + self.assertEqual(1, repartition.call_count) + + sleep.reset_mock() + repartition.reset_mock() + portfolio.Portfolio.last_date = None + self.call_count = 0 + portfolio.Portfolio.wait_for_recent(self.m, delta=1) + sleep.assert_called_with(30) + self.assertEqual(9, sleep.call_count) + self.assertEqual(10, repartition.call_count) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class AmountTest(WebMockTestCase): 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) - self.assertEqual(amount, amount.in_currency("ETC", None)) + self.assertEqual(amount, amount.in_currency("ETC", self.m)) - ticker_mock = unittest.mock.Mock() - with mock.patch.object(portfolio.Amount, 'get_ticker', new=ticker_mock): - ticker_mock.return_value = None - portfolio.Amount.get_ticker = ticker_mock + with self.subTest(desc="no ticker for currency"): + self.m.get_ticker.return_value = None - self.assertRaises(Exception, amount.in_currency, "ETH", None) + self.assertRaises(Exception, amount.in_currency, "ETH", self.m) - with mock.patch.object(portfolio.Amount, 'get_ticker', new=ticker_mock): - ticker_mock.return_value = { - "average": 0.3, + with self.subTest(desc="nominal case"): + self.m.get_ticker.return_value = { + "bid": D("0.2"), + "ask": D("0.4"), + "average": D("0.3"), "foo": "bar", } - converted_amount = amount.in_currency("ETH", None) + converted_amount = amount.in_currency("ETH", self.m) - 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"]) - @unittest.skip("TODO") - def test_get_ticker(self): - pass + converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") + self.assertEqual(D("2"), converted_amount.value) + + converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") + self.assertEqual(D("4"), converted_amount.value) + + converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) + self.assertEqual(D("0.2"), converted_amount.value) + + def test__round(self): + amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) + self.assertEqual(D("1.23456789"), round(amount).value) + self.assertEqual(D("1.23"), round(amount, 2).value) def test__abs(self): amount = portfolio.Amount("SC", -120) @@ -49,49 +350,54 @@ class AmountTest(unittest.TestCase): 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 amount4 = portfolio.Amount("ETH", 0.0) self.assertEqual(amount1, amount1 + amount4) + self.assertEqual(amount1, amount1 + 0) + 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__rsub(self): + amount = portfolio.Amount("ETH", "1.6") + with self.assertRaises(Exception): + 3 - amount + + self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-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 @@ -99,24 +405,23 @@ class AmountTest(unittest.TestCase): 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): + with self.assertRaises(Exception): + amount / amount + + def test__truediv(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) @@ -130,6 +435,42 @@ class AmountTest(unittest.TestCase): with self.assertRaises(Exception): amount1 < amount3 + def test__le(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount1 <= amount2) + self.assertFalse(amount2 <= amount1) + self.assertTrue(amount1 <= amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount1 <= amount3 + + def test__gt(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount2 > amount1) + self.assertFalse(amount1 > amount2) + self.assertFalse(amount1 > amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount3 > amount1 + + def test__ge(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount2 >= amount1) + self.assertFalse(amount1 >= amount2) + self.assertTrue(amount1 >= amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount3 >= amount1 + def test__eq(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) @@ -147,6 +488,28 @@ class AmountTest(unittest.TestCase): amount5 = portfolio.Amount("BTD", 0) self.assertTrue(amount5 == 0) + def test__ne(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + amount3 = portfolio.Amount("BTD", 11.3) + + self.assertTrue(amount1 != amount2) + self.assertTrue(amount2 != amount1) + self.assertFalse(amount1 != amount3) + self.assertTrue(amount2 != 0) + + amount4 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount1 != amount4 + + amount5 = portfolio.Amount("BTD", 0) + self.assertFalse(amount5 != 0) + + def test__neg(self): + amount1 = portfolio.Amount("BTD", "11.3") + + self.assertEqual(portfolio.D("-11.3"), (-amount1).value) + def test__str(self): amount1 = portfolio.Amount("BTX", 32) self.assertEqual("32.00000000 BTX", str(amount1)) @@ -167,89 +530,2934 @@ class AmountTest(unittest.TestCase): amount2.linked_to = amount3 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) -class PortfolioTest(unittest.TestCase): - import urllib3 - def fill_data(self): - if self.json_response is not None: - portfolio.Portfolio.data = self.json_response + def test_as_json(self): + amount = portfolio.Amount("BTX", 32) + self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) + amount = portfolio.Amount("BTX", "1E-10") + self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) + + amount = portfolio.Amount("BTX", "1E-5") + self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) + self.assertEqual("0.00001", str(amount.as_json()["value"])) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class BalanceTest(WebMockTestCase): + def test_values(self): + balance = portfolio.Balance("BTC", { + "exchange_total": "0.65", + "exchange_free": "0.35", + "exchange_used": "0.30", + "margin_total": "-10", + "margin_borrowed": "10", + "margin_available": "0", + "margin_in_position": "0", + "margin_position_type": "short", + "margin_borrowed_base_currency": "USDT", + "margin_liquidation_price": "1.20", + "margin_pending_gain": "10", + "margin_lending_fees": "0.4", + "margin_borrowed_base_price": "0.15", + }) + self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) + self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) + self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) + self.assertEqual("BTC", balance.exchange_total.currency) + self.assertEqual("BTC", balance.exchange_free.currency) + self.assertEqual("BTC", balance.exchange_total.currency) + + self.assertEqual(portfolio.D("-10"), balance.margin_total.value) + self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) + self.assertEqual(portfolio.D("0"), balance.margin_available.value) + self.assertEqual("BTC", balance.margin_total.currency) + self.assertEqual("BTC", balance.margin_borrowed.currency) + self.assertEqual("BTC", balance.margin_available.currency) + + self.assertEqual("BTC", balance.currency) + + self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) + self.assertEqual("USDT", balance.margin_lending_fees.currency) + + def test__repr(self): + self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", + repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) + balance = portfolio.Balance("BTX", { "exchange_total": 3, + "exchange_used": 1, "exchange_free": 2 }) + self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) + + balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) + self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) + + balance = portfolio.Balance("BTX", { "margin_total": 3, + "margin_in_position": 1, "margin_available": 2 }) + self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) + + balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) + self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) + + balance = portfolio.Balance("BTX", { "margin_total": -3, + "margin_borrowed_base_price": D("0.1"), + "margin_borrowed_base_currency": "BTC", + "margin_lending_fees": D("0.002") }) + self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) + + balance = portfolio.Balance("BTX", { "margin_total": 1, + "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) + self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) + + def test_as_json(self): + balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) + as_json = balance.as_json() + self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) + self.assertEqual(D(0), as_json["total"]) + self.assertEqual(D(2), as_json["exchange_total"]) + self.assertEqual(D(2), as_json["exchange_free"]) + self.assertEqual(D(0), as_json["exchange_used"]) + self.assertEqual(D(0), as_json["margin_total"]) + self.assertEqual(D(0), as_json["margin_available"]) + self.assertEqual(D(0), as_json["margin_borrowed"]) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class MarketTest(WebMockTestCase): def setUp(self): - super(PortfolioTest, self).setUp() + super(MarketTest, self).setUp() - with open("test_portfolio.json") as example: - import json - self.json_response = json.load(example) - - self.patcher = mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}) - self.patcher.start() - - @mock.patch.object(urllib3, "disable_warnings") - @mock.patch.object(urllib3.poolmanager.PoolManager, "request") - @mock.patch.object(portfolio.Portfolio, "URL", new="foo://bar") - def test_get_cryptoportfolio(self, request, disable_warnings): - request.side_effect = [ - type('', (), { "data": '{ "foo": "bar" }' }), - type('', (), { "data": 'System Error' }), - Exception("Connection error"), + self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) + + def test_values(self): + m = market.Market(self.ccxt) + + self.assertEqual(self.ccxt, m.ccxt) + self.assertFalse(m.debug) + self.assertIsInstance(m.report, market.ReportStore) + self.assertIsInstance(m.trades, market.TradeStore) + self.assertIsInstance(m.balances, market.BalanceStore) + self.assertEqual(m, m.report.market) + self.assertEqual(m, m.trades.market) + self.assertEqual(m, m.balances.market) + self.assertEqual(m, m.ccxt._market) + + m = market.Market(self.ccxt, debug=True) + self.assertTrue(m.debug) + + m = market.Market(self.ccxt, debug=False) + self.assertFalse(m.debug) + + @mock.patch("market.ccxt") + def test_from_config(self, ccxt): + with mock.patch("market.ReportStore"): + ccxt.poloniexE.return_value = self.ccxt + self.ccxt.session.request.return_value = "response" + + m = market.Market.from_config({"key": "key", "secred": "secret"}) + + self.assertEqual(self.ccxt, m.ccxt) + + self.ccxt.session.request("GET", "URL", data="data", + headers="headers") + m.report.log_http_request.assert_called_with('GET', 'URL', 'data', + 'headers', 'response') + + m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True) + self.assertEqual(True, m.debug) + + def test_get_tickers(self): + self.ccxt.fetch_tickers.side_effect = [ + "tickers", + market.NotSupported ] - portfolio.Portfolio.get_cryptoportfolio() - self.assertIn("foo", portfolio.Portfolio.data) - self.assertEqual("bar", portfolio.Portfolio.data["foo"]) - request.assert_called_with("GET", "foo://bar") + m = market.Market(self.ccxt) + self.assertEqual("tickers", m.get_tickers()) + self.assertEqual("tickers", m.get_tickers()) + self.ccxt.fetch_tickers.assert_called_once() - request.reset_mock() - portfolio.Portfolio.get_cryptoportfolio() - self.assertIsNone(portfolio.Portfolio.data) - request.assert_called_with("GET", "foo://bar") + self.assertIsNone(m.get_tickers(refresh=self.time.time())) - request.reset_mock() - portfolio.Portfolio.data = "foo" - portfolio.Portfolio.get_cryptoportfolio() - request.assert_called_with("GET", "foo://bar") - self.assertEqual("foo", portfolio.Portfolio.data) - disable_warnings.assert_called_with() + def test_get_ticker(self): + with self.subTest(get_tickers=True): + self.ccxt.fetch_tickers.return_value = { + "ETH/ETC": { "bid": 1, "ask": 3 }, + "XVG/ETH": { "bid": 10, "ask": 40 }, + } + m = market.Market(self.ccxt) + + ticker = m.get_ticker("ETH", "ETC") + self.assertEqual(1, ticker["bid"]) + self.assertEqual(3, ticker["ask"]) + self.assertEqual(2, ticker["average"]) + self.assertFalse(ticker["inverted"]) + + ticker = m.get_ticker("ETH", "XVG") + self.assertEqual(0.0625, ticker["average"]) + self.assertTrue(ticker["inverted"]) + self.assertIn("original", ticker) + self.assertEqual(10, ticker["original"]["bid"]) + self.assertEqual(25, ticker["original"]["average"]) + + ticker = m.get_ticker("XVG", "XMR") + self.assertIsNone(ticker) + + with self.subTest(get_tickers=False): + self.ccxt.fetch_tickers.return_value = None + self.ccxt.fetch_ticker.side_effect = [ + { "bid": 1, "ask": 3 }, + market.ExchangeError("foo"), + { "bid": 10, "ask": 40 }, + market.ExchangeError("foo"), + market.ExchangeError("foo"), + ] + + m = market.Market(self.ccxt) + + ticker = m.get_ticker("ETH", "ETC") + self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") + self.assertEqual(1, ticker["bid"]) + self.assertEqual(3, ticker["ask"]) + self.assertEqual(2, ticker["average"]) + self.assertFalse(ticker["inverted"]) + + ticker = m.get_ticker("ETH", "XVG") + self.assertEqual(0.0625, ticker["average"]) + self.assertTrue(ticker["inverted"]) + self.assertIn("original", ticker) + self.assertEqual(10, ticker["original"]["bid"]) + self.assertEqual(25, ticker["original"]["average"]) + + ticker = m.get_ticker("XVG", "XMR") + self.assertIsNone(ticker) + + def test_fetch_fees(self): + m = market.Market(self.ccxt) + self.ccxt.fetch_fees.return_value = "Foo" + self.assertEqual("Foo", m.fetch_fees()) + self.ccxt.fetch_fees.assert_called_once() + self.ccxt.reset_mock() + self.assertEqual("Foo", m.fetch_fees()) + self.ccxt.fetch_fees.assert_not_called() + + @mock.patch.object(portfolio.Portfolio, "repartition") + @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") } + if c1 == "XEM" and c2 == "BTC": + return { "average": D("0.001") } + self.fail("Should be called with {}, {}".format(c1, c2)) + get_ticker.side_effect = _get_ticker + + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt) + self.ccxt.fetch_all_balances.return_value = { + "USDT": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + "XVG": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + } - @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") - def test_parse_cryptoportfolio(self, mock_get): - mock_get.side_effect = self.fill_data + m.balances.fetch_balances(tag="tag") + + m.prepare_trades() + compute_trades.assert_called() + + call = compute_trades.call_args + self.assertEqual(1, call[0][0]["USDT"].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) + m.report.log_stage.assert_called_once_with("prepare_trades", + base_currency='BTC', compute_value='average', + liquidity='medium', only=None, repartition=None) + m.report.log_balances.assert_called_once_with(tag="tag") + + + @mock.patch.object(portfolio.time, "sleep") + @mock.patch.object(market.TradeStore, "all_orders") + def test_follow_orders(self, all_orders, time_mock): + for debug, sleep in [ + (False, None), (True, None), + (False, 12), (True, 12)]: + with self.subTest(sleep=sleep, debug=debug), \ + mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, debug=debug) + + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + order_mock3 = mock.Mock() + all_orders.side_effect = [ + [order_mock1, order_mock2], + [order_mock1, order_mock2], + + [order_mock1, order_mock3], + [order_mock1, order_mock3], + + [order_mock1, order_mock3], + [order_mock1, order_mock3], + + [] + ] + + order_mock1.get_status.side_effect = ["open", "open", "closed"] + order_mock2.get_status.side_effect = ["open"] + order_mock3.get_status.side_effect = ["open", "closed"] + + order_mock1.trade = mock.Mock() + order_mock2.trade = mock.Mock() + order_mock3.trade = mock.Mock() + + m.follow_orders(sleep=sleep) + + order_mock1.trade.update_order.assert_any_call(order_mock1, 1) + order_mock1.trade.update_order.assert_any_call(order_mock1, 2) + self.assertEqual(2, order_mock1.trade.update_order.call_count) + self.assertEqual(3, order_mock1.get_status.call_count) + + order_mock2.trade.update_order.assert_any_call(order_mock2, 1) + self.assertEqual(1, order_mock2.trade.update_order.call_count) + self.assertEqual(1, order_mock2.get_status.call_count) + + order_mock3.trade.update_order.assert_any_call(order_mock3, 2) + self.assertEqual(1, order_mock3.trade.update_order.call_count) + self.assertEqual(2, order_mock3.get_status.call_count) + m.report.log_stage.assert_called() + calls = [ + mock.call("follow_orders_begin"), + mock.call("follow_orders_tick_1"), + mock.call("follow_orders_tick_2"), + mock.call("follow_orders_tick_3"), + mock.call("follow_orders_end"), + ] + m.report.log_stage.assert_has_calls(calls) + m.report.log_orders.assert_called() + self.assertEqual(3, m.report.log_orders.call_count) + calls = [ + mock.call([order_mock1, order_mock2], tick=1), + mock.call([order_mock1, order_mock3], tick=2), + mock.call([order_mock1, order_mock3], tick=3), + ] + m.report.log_orders.assert_has_calls(calls) + calls = [ + mock.call(order_mock1, 3, finished=True), + mock.call(order_mock3, 3, finished=True), + ] + m.report.log_order.assert_has_calls(calls) + + if sleep is None: + if debug: + m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") + time_mock.assert_called_with(7) + else: + time_mock.assert_called_with(30) + else: + time_mock.assert_called_with(sleep) + + @mock.patch.object(market.BalanceStore, "fetch_balances") + def test_move_balance(self, fetch_balances): + for debug in [True, False]: + with self.subTest(debug=debug),\ + mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, debug=debug) + + value_from = portfolio.Amount("BTC", "1.0") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "10.0") + trade1 = portfolio.Trade(value_from, value_to, "ETH", m) + + value_from = portfolio.Amount("BTC", "0.0") + value_from.linked_to = portfolio.Amount("ETH", "0.0") + value_to = portfolio.Amount("BTC", "-3.0") + trade2 = portfolio.Trade(value_from, value_to, "ETH", m) + + value_from = portfolio.Amount("USDT", "0.0") + value_from.linked_to = portfolio.Amount("XVG", "0.0") + value_to = portfolio.Amount("USDT", "-50.0") + trade3 = portfolio.Trade(value_from, value_to, "XVG", m) + + m.trades.all = [trade1, trade2, trade3] + balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) + balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) + m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} + + m.move_balances() + + fetch_balances.assert_called_with() + m.report.log_move_balances.assert_called_once() + + if debug: + m.report.log_debug_action.assert_called() + self.assertEqual(3, m.report.log_debug_action.call_count) + else: + self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") + self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") + self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") + +@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) + ] - portfolio.Portfolio.parse_cryptoportfolio() + 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" - self.assertListEqual( - ["medium", "high"], - list(portfolio.Portfolio.liquidities.keys())) + trade_store = market.TradeStore(self.m) + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) - liquidities = portfolio.Portfolio.liquidities - self.assertEqual(10, len(liquidities["medium"].keys())) - self.assertEqual(10, len(liquidities["high"].keys())) + orders = trade_store.all_orders() + self.assertEqual(3, len(orders)) - expected = {'BTC': 2857, 'DGB': 1015, 'DOGE': 1805, 'SC': 623, 'ZEC': 3701} - self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) + open_orders = trade_store.all_orders(state="open") + self.assertEqual(2, len(open_orders)) + self.assertEqual([order_mock2, order_mock3], open_orders) - expected = {'ETC': 1000, 'FCT': 1000, 'GAS': 1000, 'NAV': 1000, 'OMG': 1000, 'OMNI': 1000, 'PPC': 1000, 'RIC': 1000, 'VIA': 1000, 'XCP': 1000} - self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) + 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() - # It doesn't refetch the data when available - portfolio.Portfolio.parse_cryptoportfolio() - mock_get.assert_called_once_with() + all_orders.return_value = [order_mock1, order_mock2, order_mock3] + + trade_store = market.TradeStore(self.m) - portfolio.Portfolio.data["portfolio_1"]["holding"]["direction"][3] = "short" - self.assertRaises(AssertionError, portfolio.Portfolio.parse_cryptoportfolio) + trade_store.update_all_orders_status() + all_orders.assert_called_with(state="open") - @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") - def test_repartition_pertenthousand(self, mock_get): - mock_get.side_effect = self.fill_data + order_mock1.get_status.assert_called() + order_mock2.get_status.assert_called() + order_mock3.get_status.assert_called() - expected_medium = {'USDT': 1000, 'ETC': 1000, 'FCT': 1000, 'OMG': 1000, 'STEEM': 1000, 'STRAT': 1000, 'XEM': 1000, 'XMR': 1000, 'XVC': 1000, 'ZRX': 1000} - expected_high = {'USDT': 1226, 'BTC': 1429, 'ETC': 1127, 'ETH': 1569, 'FCT': 3341, 'GAS': 1308} + def test_close_trades(self): + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() + trade_mock3 = mock.Mock() - self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand()) - self.assertEqual(expected_medium, portfolio.Portfolio.repartition_pertenthousand(liquidity="medium")) - self.assertEqual(expected_high, portfolio.Portfolio.repartition_pertenthousand(liquidity="high")) + trade_store = market.TradeStore(self.m) - def tearDown(self): - self.patcher.stop() + 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(BalanceStoreTest, self).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(portfolio.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(self.m, 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 ComputationTest(WebMockTestCase): + def test_compute_value(self): + compute = mock.Mock() + portfolio.Computation.compute_value("foo", "buy", compute_value=compute) + compute.assert_called_with("foo", "ask") + + compute.reset_mock() + portfolio.Computation.compute_value("foo", "sell", compute_value=compute) + compute.assert_called_with("foo", "bid") + + compute.reset_mock() + portfolio.Computation.compute_value("foo", "ask", compute_value=compute) + compute.assert_called_with("foo", "ask") + + compute.reset_mock() + portfolio.Computation.compute_value("foo", "bid", compute_value=compute) + compute.assert_called_with("foo", "bid") + + compute.reset_mock() + portfolio.Computation.computations["test"] = compute + portfolio.Computation.compute_value("foo", "bid", compute_value="test") + compute.assert_called_with("foo", "bid") + + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class TradeTest(WebMockTestCase): + + def test_values_assertion(self): + value_from = portfolio.Amount("BTC", "1.0") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + self.assertEqual("BTC", trade.base_currency) + self.assertEqual("ETH", trade.currency) + self.assertEqual(self.m, trade.market) + + with self.assertRaises(AssertionError): + portfolio.Trade(value_from, -value_to, "ETH", self.m) + with self.assertRaises(AssertionError): + portfolio.Trade(value_from, value_to, "ETC", self.m) + with self.assertRaises(AssertionError): + value_from.currency = "ETH" + portfolio.Trade(value_from, value_to, "ETH", self.m) + value_from.currency = "BTC" + with self.assertRaises(AssertionError): + value_from2 = portfolio.Amount("BTC", "1.0") + portfolio.Trade(value_from2, value_to, "ETH", self.m) + + value_from = portfolio.Amount("BTC", 0) + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + self.assertEqual(0, trade.value_from.linked_to) + + def test_action(self): + value_from = portfolio.Amount("BTC", "1.0") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + self.assertIsNone(trade.action) + + value_from = portfolio.Amount("BTC", "1.0") + value_from.linked_to = portfolio.Amount("BTC", "1.0") + value_to = portfolio.Amount("BTC", "2.0") + trade = portfolio.Trade(value_from, value_to, "BTC", self.m) + + self.assertIsNone(trade.action) + + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + self.assertEqual("acquire", trade.action) + + value_from = portfolio.Amount("BTC", "0") + value_from.linked_to = portfolio.Amount("ETH", "0") + value_to = portfolio.Amount("BTC", "-1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + self.assertEqual("acquire", trade.action) + + def test_order_action(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + self.assertEqual("buy", trade.order_action(False)) + self.assertEqual("sell", trade.order_action(True)) + + value_from = portfolio.Amount("BTC", "0") + value_from.linked_to = portfolio.Amount("ETH", "0") + value_to = portfolio.Amount("BTC", "-1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + self.assertEqual("sell", trade.order_action(False)) + self.assertEqual("buy", trade.order_action(True)) + + def test_trade_type(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + self.assertEqual("long", trade.trade_type) + + value_from = portfolio.Amount("BTC", "0") + value_from.linked_to = portfolio.Amount("ETH", "0") + value_to = portfolio.Amount("BTC", "-1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + self.assertEqual("short", trade.trade_type) + + def test_is_fullfiled(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + order1 = mock.Mock() + order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") + + order2 = mock.Mock() + order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") + trade.orders.append(order1) + trade.orders.append(order2) + + self.assertFalse(trade.is_fullfiled) + + order3 = mock.Mock() + order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") + trade.orders.append(order3) + + self.assertTrue(trade.is_fullfiled) + + def test_filled_amount(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + order1 = mock.Mock() + order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") + + order2 = mock.Mock() + order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") + trade.orders.append(order1) + trade.orders.append(order2) + + self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) + order1.filled_amount.assert_called_with(in_base_currency=False) + order2.filled_amount.assert_called_with(in_base_currency=False) + + self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) + order1.filled_amount.assert_called_with(in_base_currency=False) + order2.filled_amount.assert_called_with(in_base_currency=False) + + self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) + order1.filled_amount.assert_called_with(in_base_currency=True) + order2.filled_amount.assert_called_with(in_base_currency=True) + + @mock.patch.object(portfolio.Computation, "compute_value") + @mock.patch.object(portfolio.Trade, "filled_amount") + @mock.patch.object(portfolio, "Order") + def test_prepare_order(self, Order, filled_amount, compute_value): + Order.return_value = "Order" + + with self.subTest(desc="Nothing to do"): + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.1") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "10") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order() + + filled_amount.assert_not_called() + compute_value.assert_not_called() + self.assertEqual(0, len(trade.orders)) + Order.assert_not_called() + + self.m.get_ticker.return_value = { "inverted": False } + with self.subTest(desc="Already filled"): + filled_amount.return_value = portfolio.Amount("FOO", "100") + compute_value.return_value = D("0.125") + + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.1") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "0") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order() + + filled_amount.assert_called_with(in_base_currency=False) + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") + self.assertEqual(0, len(trade.orders)) + self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) + Order.assert_not_called() + + with self.subTest(action="dispose", inverted=False): + filled_amount.return_value = portfolio.Amount("FOO", "60") + compute_value.return_value = D("0.125") + + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.1") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "1") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order() + + filled_amount.assert_called_with(in_base_currency=False) + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") + self.assertEqual(1, len(trade.orders)) + Order.assert_called_with("sell", portfolio.Amount("FOO", 30), + D("0.125"), "BTC", "long", self.m, + trade, close_if_possible=False) + + with self.subTest(action="dispose", inverted=False, close_if_possible=True): + filled_amount.return_value = portfolio.Amount("FOO", "60") + compute_value.return_value = D("0.125") + + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.1") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "1") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order(close_if_possible=True) + + filled_amount.assert_called_with(in_base_currency=False) + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") + self.assertEqual(1, len(trade.orders)) + Order.assert_called_with("sell", portfolio.Amount("FOO", 30), + D("0.125"), "BTC", "long", self.m, + trade, close_if_possible=True) + + with self.subTest(action="acquire", inverted=False): + filled_amount.return_value = portfolio.Amount("BTC", "3") + compute_value.return_value = D("0.125") + + value_from = portfolio.Amount("BTC", "1") + value_from.rate = D("0.1") + value_from.linked_to = portfolio.Amount("FOO", "10") + value_to = portfolio.Amount("BTC", "10") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order() + + filled_amount.assert_called_with(in_base_currency=True) + compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") + self.assertEqual(1, len(trade.orders)) + + Order.assert_called_with("buy", portfolio.Amount("FOO", 48), + D("0.125"), "BTC", "long", self.m, + trade, close_if_possible=False) + + with self.subTest(close_if_possible=True): + filled_amount.return_value = portfolio.Amount("FOO", "0") + compute_value.return_value = D("0.125") + + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.1") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "0") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order() + + filled_amount.assert_called_with(in_base_currency=False) + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") + self.assertEqual(1, len(trade.orders)) + Order.assert_called_with("sell", portfolio.Amount("FOO", 100), + D("0.125"), "BTC", "long", self.m, + trade, close_if_possible=True) + + self.m.get_ticker.return_value = { "inverted": True, "original": {} } + with self.subTest(action="dispose", inverted=True): + filled_amount.return_value = portfolio.Amount("FOO", "300") + compute_value.return_value = D("125") + + value_from = portfolio.Amount("BTC", "10") + value_from.rate = D("0.01") + value_from.linked_to = portfolio.Amount("FOO", "1000") + value_to = portfolio.Amount("BTC", "1") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order(compute_value="foo") + + filled_amount.assert_called_with(in_base_currency=True) + compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") + self.assertEqual(1, len(trade.orders)) + Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), + D("125"), "FOO", "long", self.m, + trade, close_if_possible=False) + + with self.subTest(action="acquire", inverted=True): + filled_amount.return_value = portfolio.Amount("BTC", "4") + compute_value.return_value = D("125") + + value_from = portfolio.Amount("BTC", "1") + value_from.rate = D("0.01") + value_from.linked_to = portfolio.Amount("FOO", "100") + value_to = portfolio.Amount("BTC", "10") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) + + trade.prepare_order(compute_value="foo") + + filled_amount.assert_called_with(in_base_currency=False) + compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") + self.assertEqual(1, len(trade.orders)) + Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), + D("125"), "FOO", "long", self.m, + trade, close_if_possible=False) + + + @mock.patch.object(portfolio.Trade, "prepare_order") + def test_update_order(self, prepare_order): + order_mock = mock.Mock() + new_order_mock = mock.Mock() + + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + prepare_order.return_value = new_order_mock + + for i in [0, 1, 3, 4, 6]: + with self.subTest(tick=i): + trade.update_order(order_mock, i) + order_mock.cancel.assert_not_called() + new_order_mock.run.assert_not_called() + self.m.report.log_order.assert_called_once_with(order_mock, i, + update="waiting", compute_value=None, new_order=None) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + trade.update_order(order_mock, 2) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called() + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + calls = [ + mock.call(order_mock, 2, update="adjusting", + compute_value=mock.ANY, + new_order=new_order_mock), + mock.call(order_mock, 2, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + trade.update_order(order_mock, 5) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + self.m.report.log_order.assert_called() + calls = [ + mock.call(order_mock, 5, update="adjusting", + compute_value=mock.ANY, + new_order=new_order_mock), + mock.call(order_mock, 5, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + trade.update_order(order_mock, 7) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called_with(compute_value="default") + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + calls = [ + mock.call(order_mock, 7, update="market_fallback", + compute_value='default', + new_order=new_order_mock), + mock.call(order_mock, 7, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + for i in [10, 13, 16]: + with self.subTest(tick=i): + trade.update_order(order_mock, i) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called_with(compute_value="default") + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + calls = [ + mock.call(order_mock, i, update="market_adjust", + compute_value='default', + new_order=new_order_mock), + mock.call(order_mock, i, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + for i in [8, 9, 11, 12]: + with self.subTest(tick=i): + trade.update_order(order_mock, i) + order_mock.cancel.assert_not_called() + new_order_mock.run.assert_not_called() + self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", + compute_value=None, new_order=None) + + order_mock.reset_mock() + new_order_mock.reset_mock() + trade.orders = [] + self.m.report.log_order.reset_mock() + + + def test_print_with_order(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + order_mock1 = mock.Mock() + order_mock1.__repr__ = mock.Mock() + order_mock1.__repr__.return_value = "Mock 1" + order_mock2 = mock.Mock() + order_mock2.__repr__ = mock.Mock() + order_mock2.__repr__.return_value = "Mock 2" + order_mock1.mouvements = [] + mouvement_mock1 = mock.Mock() + mouvement_mock1.__repr__ = mock.Mock() + mouvement_mock1.__repr__.return_value = "Mouvement 1" + mouvement_mock2 = mock.Mock() + mouvement_mock2.__repr__ = mock.Mock() + mouvement_mock2.__repr__.return_value = "Mouvement 2" + order_mock2.mouvements = [ + mouvement_mock1, mouvement_mock2 + ] + trade.orders.append(order_mock1) + trade.orders.append(order_mock2) + + trade.print_with_order() + + self.m.report.print_log.assert_called() + calls = self.m.report.print_log.mock_calls + self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) + self.assertEqual("\tMock 1", str(calls[1][1][0])) + self.assertEqual("\tMock 2", str(calls[2][1][0])) + self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) + self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) + + def test_close(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + trade.close() + + self.assertEqual(True, trade.closed) + + def test_pending(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + trade.closed = True + self.assertEqual(False, trade.pending) + + trade.closed = False + self.assertEqual(True, trade.pending) + + order1 = mock.Mock() + order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") + trade.orders.append(order1) + self.assertEqual(False, trade.pending) + + def test__repr(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) + + def test_as_json(self): + value_from = portfolio.Amount("BTC", "0.5") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "1.0") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) + + as_json = trade.as_json() + self.assertEqual("acquire", as_json["action"]) + self.assertEqual(D("0.5"), as_json["from"]) + self.assertEqual(D("1.0"), as_json["to"]) + self.assertEqual("ETH", as_json["currency"]) + self.assertEqual("BTC", as_json["base_currency"]) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class OrderTest(WebMockTestCase): + def test_values(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertEqual("buy", order.action) + self.assertEqual(10, order.amount.value) + self.assertEqual("ETH", order.amount.currency) + self.assertEqual(D("0.1"), order.rate) + self.assertEqual("BTC", order.base_currency) + self.assertEqual("market", order.market) + self.assertEqual("long", order.trade_type) + self.assertEqual("pending", order.status) + self.assertEqual("trade", order.trade) + self.assertIsNone(order.id) + self.assertFalse(order.close_if_possible) + + def test__repr(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) + + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade", + close_if_possible=True) + self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) + + def test_as_json(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + mouvement_mock1 = mock.Mock() + mouvement_mock1.as_json.return_value = 1 + mouvement_mock2 = mock.Mock() + mouvement_mock2.as_json.return_value = 2 + + order.mouvements = [mouvement_mock1, mouvement_mock2] + as_json = order.as_json() + self.assertEqual("buy", as_json["action"]) + self.assertEqual("long", as_json["trade_type"]) + self.assertEqual(10, as_json["amount"]) + self.assertEqual("ETH", as_json["currency"]) + self.assertEqual("BTC", as_json["base_currency"]) + self.assertEqual(D("0.1"), as_json["rate"]) + self.assertEqual("pending", as_json["status"]) + self.assertEqual(False, as_json["close_if_possible"]) + self.assertIsNone(as_json["id"]) + self.assertEqual([1, 2], as_json["mouvements"]) + + def test_account(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertEqual("exchange", order.account) + + order = portfolio.Order("sell", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "short", "market", "trade") + self.assertEqual("margin", order.account) + + def test_pending(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertTrue(order.pending) + order.status = "open" + self.assertFalse(order.pending) + + def test_open(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertFalse(order.open) + order.status = "open" + self.assertTrue(order.open) + + def test_finished(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", "market", "trade") + self.assertFalse(order.finished) + order.status = "closed" + self.assertTrue(order.finished) + order.status = "canceled" + self.assertTrue(order.finished) + order.status = "error" + self.assertTrue(order.finished) + + @mock.patch.object(portfolio.Order, "fetch") + def test_cancel(self, fetch): + self.m.debug = True + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.status = "open" + + order.cancel() + self.m.ccxt.cancel_order.assert_not_called() + self.m.report.log_debug_action.assert_called_once() + self.m.report.log_debug_action.reset_mock() + self.assertEqual("canceled", order.status) + + self.m.debug = False + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.status = "open" + order.id = 42 + + order.cancel() + self.m.ccxt.cancel_order.assert_called_with(42) + fetch.assert_called_once_with() + self.m.report.log_debug_action.assert_not_called() + + def test_dust_amount_remaining(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) + self.assertFalse(order.dust_amount_remaining()) + + order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) + self.assertTrue(order.dust_amount_remaining()) + + @mock.patch.object(portfolio.Order, "fetch") + @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) + def test_remaining_amount(self, filled_amount, fetch): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + + self.assertEqual(9, order.remaining_amount().value) + + order.status = "open" + self.assertEqual(9, order.remaining_amount().value) + + @mock.patch.object(portfolio.Order, "fetch") + def test_filled_amount(self, fetch): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { + "tradeID": 42, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 12:00:12", "rate": "0.1", + "amount": "3", "total": "0.3" + })) + order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { + "tradeID": 43, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 13:00:12", "rate": "0.2", + "amount": "2", "total": "0.4" + })) + self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) + fetch.assert_not_called() + order.status = "open" + self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) + fetch.assert_called_once() + self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) + + def test_fetch_mouvements(self): + self.m.ccxt.privatePostReturnOrderTrades.return_value = [ + { + "tradeID": 42, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 12:00:12", "rate": "0.1", + "amount": "3", "total": "0.3" + }, + { + "tradeID": 43, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 13:00:12", "rate": "0.2", + "amount": "2", "total": "0.4" + } + ] + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 12 + order.mouvements = ["Foo", "Bar", "Baz"] + + order.fetch_mouvements() + + self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) + self.assertEqual(2, len(order.mouvements)) + self.assertEqual(42, order.mouvements[0].id) + self.assertEqual(43, order.mouvements[1].id) + + self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.fetch_mouvements() + self.assertEqual(0, len(order.mouvements)) + + def test_mark_finished_order(self): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "short", self.m, "trade", + close_if_possible=True) + order.status = "closed" + self.m.debug = False + + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") + self.m.ccxt.close_margin_position.reset_mock() + + order.status = "open" + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_not_called() + + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "short", self.m, "trade", + close_if_possible=False) + order.status = "closed" + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_not_called() + + order = portfolio.Order("sell", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "short", self.m, "trade", + close_if_possible=True) + order.status = "closed" + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_not_called() + + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade", + close_if_possible=True) + order.status = "closed" + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_not_called() + + self.m.debug = True + + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "short", self.m, "trade", + close_if_possible=True) + order.status = "closed" + + order.mark_finished_order() + self.m.ccxt.close_margin_position.assert_not_called() + self.m.report.log_debug_action.assert_called_once() + + @mock.patch.object(portfolio.Order, "fetch_mouvements") + def test_fetch(self, fetch_mouvements): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.id = 45 + with self.subTest(debug=True): + self.m.debug = True + order.fetch() + self.m.report.log_debug_action.assert_called_once() + self.m.report.log_debug_action.reset_mock() + self.m.ccxt.fetch_order.assert_not_called() + fetch_mouvements.assert_not_called() + + with self.subTest(debug=False): + self.m.debug = False + self.m.ccxt.fetch_order.return_value = { + "status": "foo", + "datetime": "timestamp" + } + order.fetch() + + self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH") + fetch_mouvements.assert_called_once() + self.assertEqual("foo", order.status) + self.assertEqual("timestamp", order.timestamp) + self.assertEqual(1, len(order.results)) + self.m.report.log_debug_action.assert_not_called() + + with self.subTest(missing_order=True): + self.m.ccxt.fetch_order.side_effect = [ + portfolio.OrderNotCached, + ] + order.fetch() + self.assertEqual("closed_unknown", order.status) + + @mock.patch.object(portfolio.Order, "fetch") + @mock.patch.object(portfolio.Order, "mark_finished_order") + def test_get_status(self, mark_finished_order, fetch): + with self.subTest(debug=True): + self.m.debug = True + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + self.assertEqual("pending", order.get_status()) + fetch.assert_not_called() + self.m.report.log_debug_action.assert_called_once() + + with self.subTest(debug=False, finished=False): + self.m.debug = False + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + def _fetch(order): + def update_status(): + order.status = "open" + return update_status + fetch.side_effect = _fetch(order) + self.assertEqual("open", order.get_status()) + mark_finished_order.assert_not_called() + fetch.assert_called_once() + + mark_finished_order.reset_mock() + fetch.reset_mock() + with self.subTest(debug=False, finished=True): + self.m.debug = False + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + def _fetch(order): + def update_status(): + order.status = "closed" + return update_status + fetch.side_effect = _fetch(order) + self.assertEqual("closed", order.get_status()) + mark_finished_order.assert_called_once() + fetch.assert_called_once() + + def test_run(self): + self.m.ccxt.order_precision.return_value = 4 + with self.subTest(debug=True): + self.m.debug = True + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + order.run() + self.m.ccxt.create_order.assert_not_called() + self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") + self.assertEqual("open", order.status) + self.assertEqual(1, len(order.results)) + self.assertEqual(-1, order.id) + + self.m.ccxt.create_order.reset_mock() + with self.subTest(debug=False): + self.m.debug = False + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.return_value = { "id": 123 } + order.run() + self.m.ccxt.create_order.assert_called_once() + self.assertEqual(1, len(order.results)) + self.assertEqual("open", order.status) + + self.m.ccxt.create_order.reset_mock() + with self.subTest(exception=True): + order = portfolio.Order("buy", portfolio.Amount("ETH", 10), + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = Exception("bouh") + order.run() + self.m.ccxt.create_order.assert_called_once() + self.assertEqual(0, len(order.results)) + self.assertEqual("error", order.status) + self.m.report.log_error.assert_called_once() + + self.m.ccxt.create_order.reset_mock() + with self.subTest(dust_amount_exception=True),\ + mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: + order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder + order.run() + self.m.ccxt.create_order.assert_called_once() + self.assertEqual(0, len(order.results)) + self.assertEqual("closed", order.status) + mark_finished_order.assert_called_once() + + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.create_order.reset_mock() + with self.subTest(insufficient_funds=True),\ + mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = [ + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + { "id": 123 }, + ] + order.run() + self.m.ccxt.create_order.assert_has_calls([ + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), + ]) + self.assertEqual(4, self.m.ccxt.create_order.call_count) + self.assertEqual(1, len(order.results)) + self.assertEqual("open", order.status) + self.assertEqual(4, order.tries) + self.m.report.log_error.assert_called() + self.assertEqual(4, self.m.report.log_error.call_count) + + self.m.ccxt.order_precision.return_value = 8 + self.m.ccxt.create_order.reset_mock() + self.m.report.log_error.reset_mock() + with self.subTest(insufficient_funds=True),\ + mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: + order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = [ + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + portfolio.InsufficientFunds, + ] + order.run() + self.m.ccxt.create_order.assert_has_calls([ + mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), + mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), + ]) + self.assertEqual(5, self.m.ccxt.create_order.call_count) + self.assertEqual(0, len(order.results)) + self.assertEqual("error", order.status) + self.assertEqual(5, order.tries) + self.m.report.log_error.assert_called() + self.assertEqual(5, self.m.report.log_error.call_count) + self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY) + + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class MouvementTest(WebMockTestCase): + def test_values(self): + mouvement = portfolio.Mouvement("ETH", "BTC", { + "tradeID": 42, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 12:00:12", "rate": "0.1", + "amount": "10", "total": "1" + }) + self.assertEqual("ETH", mouvement.currency) + self.assertEqual("BTC", mouvement.base_currency) + self.assertEqual(42, mouvement.id) + self.assertEqual("buy", mouvement.action) + self.assertEqual(D("0.0015"), mouvement.fee_rate) + self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) + self.assertEqual(D("0.1"), mouvement.rate) + self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) + self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) + + mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) + self.assertIsNone(mouvement.date) + self.assertIsNone(mouvement.id) + self.assertIsNone(mouvement.action) + self.assertEqual(-1, mouvement.fee_rate) + self.assertEqual(0, mouvement.rate) + self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) + self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) + + def test__repr(self): + mouvement = portfolio.Mouvement("ETH", "BTC", { + "tradeID": 42, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 12:00:12", "rate": "0.1", + "amount": "10", "total": "1" + }) + self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) + + mouvement = portfolio.Mouvement("ETH", "BTC", { + "tradeID": 42, "type": "buy", + "date": "garbage", "rate": "0.1", + "amount": "10", "total": "1" + }) + self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) + + def test_as_json(self): + mouvement = portfolio.Mouvement("ETH", "BTC", { + "tradeID": 42, "type": "buy", "fee": "0.0015", + "date": "2017-12-30 12:00:12", "rate": "0.1", + "amount": "10", "total": "1" + }) + as_json = mouvement.as_json() + + self.assertEqual(D("0.0015"), as_json["fee_rate"]) + self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) + self.assertEqual("buy", as_json["action"]) + self.assertEqual(D("10"), as_json["total"]) + self.assertEqual(D("1"), as_json["total_in_base"]) + self.assertEqual("BTC", as_json["base_currency"]) + self.assertEqual("ETH", as_json["currency"]) + +@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_print_log(self): + report_store = market.ReportStore(self.m) + with self.subTest(verbose=True),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + report_store.set_verbose(True) + report_store.print_log("Coucou") + report_store.print_log(portfolio.Amount("BTC", 1)) + self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 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_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()) + + @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' + }) + + @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 HelperTest(WebMockTestCase): + def test_make_order(self): + self.m.get_ticker.return_value = { + "inverted": False, + "average": D("0.1"), + "bid": D("0.09"), + "ask": D("0.11"), + } + + with self.subTest(description="nominal case"): + helper.make_order(self.m, 10, "ETH") + + self.m.report.log_stage.assert_has_calls([ + mock.call("make_order_begin"), + mock.call("make_order_end"), + ]) + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="make_order_begin"), + mock.call(tag="make_order_end"), + ]) + self.m.trades.all.append.assert_called_once() + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(False, trade.orders[0].close_if_possible) + self.assertEqual(0, trade.value_from) + self.assertEqual("ETH", trade.currency) + self.assertEqual("BTC", trade.base_currency) + self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") + self.m.trades.run_orders.assert_called_once_with() + self.m.follow_orders.assert_called_once_with() + + order = trade.orders[0] + self.assertEqual(D("0.10"), order.rate) + + self.m.reset_mock() + with self.subTest(compute_value="default"): + helper.make_order(self.m, 10, "ETH", action="dispose", + compute_value="ask") + + trade = self.m.trades.all.append.mock_calls[0][1][0] + order = trade.orders[0] + self.assertEqual(D("0.11"), order.rate) + + self.m.reset_mock() + with self.subTest(follow=False): + result = helper.make_order(self.m, 10, "ETH", follow=False) + + self.m.report.log_stage.assert_has_calls([ + mock.call("make_order_begin"), + mock.call("make_order_end_not_followed"), + ]) + self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") + + self.m.trades.all.append.assert_called_once() + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(0, trade.value_from) + self.assertEqual("ETH", trade.currency) + self.assertEqual("BTC", trade.base_currency) + self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") + self.m.trades.run_orders.assert_called_once_with() + self.m.follow_orders.assert_not_called() + self.assertEqual(trade.orders[0], result) + + self.m.reset_mock() + with self.subTest(base_currency="USDT"): + helper.make_order(self.m, 1, "BTC", base_currency="USDT") + + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual("BTC", trade.currency) + self.assertEqual("USDT", trade.base_currency) + + self.m.reset_mock() + with self.subTest(close_if_possible=True): + helper.make_order(self.m, 10, "ETH", close_if_possible=True) + + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(True, trade.orders[0].close_if_possible) + + self.m.reset_mock() + with self.subTest(action="dispose"): + helper.make_order(self.m, 10, "ETH", action="dispose") + + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(0, trade.value_to) + self.assertEqual(1, trade.value_from.value) + self.assertEqual("ETH", trade.currency) + self.assertEqual("BTC", trade.base_currency) + + self.m.reset_mock() + with self.subTest(compute_value="default"): + helper.make_order(self.m, 10, "ETH", action="dispose", + compute_value="bid") + + trade = self.m.trades.all.append.mock_calls[0][1][0] + self.assertEqual(D("0.9"), trade.value_from.value) + + def test_user_market(self): + with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\ + mock.patch("helper.main_parse_config") as main_parse_config: + with self.subTest(debug=False): + main_parse_config.return_value = ["pg_config", "report_path"] + main_fetch_markets.return_value = [({"key": "market_config"},)] + m = helper.get_user_market("config_path.ini", 1) + + self.assertIsInstance(m, market.Market) + self.assertFalse(m.debug) + + with self.subTest(debug=True): + main_parse_config.return_value = ["pg_config", "report_path"] + main_fetch_markets.return_value = [({"key": "market_config"},)] + m = helper.get_user_market("config_path.ini", 1, debug=True) + + self.assertIsInstance(m, market.Market) + self.assertTrue(m.debug) + + def test_main_store_report(self): + file_open = mock.mock_open() + with self.subTest(file=None), mock.patch("__main__.open", file_open): + helper.main_store_report(None, 1, self.m) + file_open.assert_not_called() + + file_open = mock.mock_open() + with self.subTest(file="present"), mock.patch("helper.open", file_open),\ + mock.patch.object(helper, "datetime") as time_mock: + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + self.m.report.to_json.return_value = "json_content" + + helper.main_store_report("present", 1, self.m) + + file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") + file_open().write.assert_called_once_with("json_content") + self.m.report.to_json.assert_called_once_with() + + with self.subTest(file="error"),\ + mock.patch("helper.open") as file_open,\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + file_open.side_effect = FileNotFoundError + + helper.main_store_report("error", 1, self.m) + + self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") + + @mock.patch("helper.Processor.process") + def test_main_process_market(self, process): + with self.subTest(before=False, after=False): + m = mock.Mock() + helper.main_process_market(m, None) + + process.assert_not_called() + + process.reset_mock() + with self.subTest(before=True, after=False): + helper.main_process_market(m, None, before=True) + + process.assert_called_once_with("sell_all", steps="before") + + process.reset_mock() + with self.subTest(before=False, after=True): + helper.main_process_market(m, None, after=True) + + process.assert_called_once_with("sell_all", steps="after") + + process.reset_mock() + with self.subTest(before=True, after=True): + helper.main_process_market(m, None, before=True, after=True) + + process.assert_has_calls([ + mock.call("sell_all", steps="before"), + mock.call("sell_all", steps="after"), + ]) + + process.reset_mock() + with self.subTest(action="print_balances"),\ + mock.patch("helper.print_balances") as print_balances: + helper.main_process_market("user", ["print_balances"]) + + process.assert_not_called() + print_balances.assert_called_once_with("user") + + with self.subTest(action="print_orders"),\ + mock.patch("helper.print_orders") as print_orders,\ + mock.patch("helper.print_balances") as print_balances: + helper.main_process_market("user", ["print_orders", "print_balances"]) + + process.assert_not_called() + print_orders.assert_called_once_with("user") + print_balances.assert_called_once_with("user") + + with self.subTest(action="unknown"),\ + self.assertRaises(NotImplementedError): + helper.main_process_market("user", ["unknown"]) + + @mock.patch.object(helper, "psycopg2") + def test_fetch_markets(self, psycopg2): + connect_mock = mock.Mock() + cursor_mock = mock.MagicMock() + cursor_mock.__iter__.return_value = ["row_1", "row_2"] + + connect_mock.cursor.return_value = cursor_mock + psycopg2.connect.return_value = connect_mock + + with self.subTest(user=None): + rows = list(helper.main_fetch_markets({"foo": "bar"}, None)) + + psycopg2.connect.assert_called_once_with(foo="bar") + cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") + + self.assertEqual(["row_1", "row_2"], rows) + + psycopg2.connect.reset_mock() + cursor_mock.execute.reset_mock() + with self.subTest(user=1): + rows = list(helper.main_fetch_markets({"foo": "bar"}, 1)) + + psycopg2.connect.assert_called_once_with(foo="bar") + cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) + + self.assertEqual(["row_1", "row_2"], rows) + + @mock.patch.object(helper.sys, "exit") + def test_main_parse_args(self, exit): + with self.subTest(config="config.ini"): + args = helper.main_parse_args([]) + self.assertEqual("config.ini", args.config) + self.assertFalse(args.before) + self.assertFalse(args.after) + self.assertFalse(args.debug) + + args = helper.main_parse_args(["--before", "--after", "--debug"]) + self.assertTrue(args.before) + self.assertTrue(args.after) + self.assertTrue(args.debug) + + exit.assert_not_called() + + with self.subTest(config="inexistant"),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + args = helper.main_parse_args(["--config", "foo.bar"]) + exit.assert_called_once_with(1) + self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) + + @mock.patch.object(helper.sys, "exit") + @mock.patch("helper.configparser") + @mock.patch("helper.os") + def test_main_parse_config(self, os, configparser, exit): + with self.subTest(pg_config=True, report_path=None): + config_mock = mock.MagicMock() + configparser.ConfigParser.return_value = config_mock + def config(element): + return element == "postgresql" + + config_mock.__contains__.side_effect = config + config_mock.__getitem__.return_value = "pg_config" + + result = helper.main_parse_config("configfile") + + config_mock.read.assert_called_with("configfile") + + self.assertEqual(["pg_config", None], result) + + with self.subTest(pg_config=True, report_path="present"): + config_mock = mock.MagicMock() + configparser.ConfigParser.return_value = config_mock + + config_mock.__contains__.return_value = True + config_mock.__getitem__.side_effect = [ + {"report_path": "report_path"}, + {"report_path": "report_path"}, + "pg_config", + ] + + os.path.exists.return_value = False + result = helper.main_parse_config("configfile") + + config_mock.read.assert_called_with("configfile") + self.assertEqual(["pg_config", "report_path"], result) + os.path.exists.assert_called_once_with("report_path") + os.makedirs.assert_called_once_with("report_path") + + with self.subTest(pg_config=False),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + config_mock = mock.MagicMock() + configparser.ConfigParser.return_value = config_mock + result = helper.main_parse_config("configfile") + + config_mock.read.assert_called_with("configfile") + exit.assert_called_once_with(1) + self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) + + + def test_print_orders(self): + helper.print_orders(self.m) + + self.m.report.log_stage.assert_called_with("print_orders") + self.m.balances.fetch_balances.assert_called_with(tag="print_orders") + self.m.prepare_trades.assert_called_with(base_currency="BTC", + compute_value="average") + self.m.trades.prepare_orders.assert_called_with(compute_value="average") + + def test_print_balances(self): + self.m.balances.in_currency.return_value = { + "BTC": portfolio.Amount("BTC", "0.65"), + "ETH": portfolio.Amount("BTC", "0.3"), + } + + helper.print_balances(self.m) + + self.m.report.log_stage.assert_called_once_with("print_balances") + self.m.balances.fetch_balances.assert_called_with() + self.m.report.print_log.assert_has_calls([ + mock.call("total:"), + mock.call(portfolio.Amount("BTC", "0.95")), + ]) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class ProcessorTest(WebMockTestCase): + def test_values(self): + processor = helper.Processor(self.m) + + self.assertEqual(self.m, processor.market) + + def test_run_action(self): + processor = helper.Processor(self.m) + + with mock.patch.object(processor, "parse_args") as parse_args: + method_mock = mock.Mock() + parse_args.return_value = [method_mock, { "foo": "bar" }] + + processor.run_action("foo", "bar", "baz") + + parse_args.assert_called_with("foo", "bar", "baz") + + method_mock.assert_called_with(foo="bar") + + processor.run_action("wait_for_recent", "bar", "baz") + + method_mock.assert_called_with(self.m, foo="bar") + + def test_select_step(self): + processor = helper.Processor(self.m) + + scenario = processor.scenarios["sell_all"] + + self.assertEqual(scenario, processor.select_steps(scenario, "all")) + self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) + self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) + self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) + self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) + + with self.assertRaises(TypeError): + processor.select_steps(scenario, ["wait"]) + + @mock.patch("helper.Processor.process_step") + def test_process(self, process_step): + processor = helper.Processor(self.m) + + processor.process("sell_all", foo="bar") + self.assertEqual(3, process_step.call_count) + + steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) + scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) + kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) + self.assertEqual(["all_sell", "wait", "all_buy"], steps) + self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) + self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) + + process_step.reset_mock() + + processor.process("sell_needed", steps=["before", "after"]) + self.assertEqual(3, process_step.call_count) + + def test_method_arguments(self): + ccxt = mock.Mock(spec=market.ccxt.poloniexE) + m = market.Market(ccxt) + + processor = helper.Processor(m) + + method, arguments = processor.method_arguments("wait_for_recent") + self.assertEqual(portfolio.Portfolio.wait_for_recent, method) + self.assertEqual(["delta"], arguments) + + method, arguments = processor.method_arguments("prepare_trades") + self.assertEqual(m.prepare_trades, method) + self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) + + method, arguments = processor.method_arguments("prepare_orders") + self.assertEqual(m.trades.prepare_orders, method) + + method, arguments = processor.method_arguments("move_balances") + self.assertEqual(m.move_balances, method) + + method, arguments = processor.method_arguments("run_orders") + self.assertEqual(m.trades.run_orders, method) + + method, arguments = processor.method_arguments("follow_orders") + self.assertEqual(m.follow_orders, method) + + method, arguments = processor.method_arguments("close_trades") + self.assertEqual(m.trades.close_trades, method) + + def test_process_step(self): + processor = helper.Processor(self.m) + + with mock.patch.object(processor, "run_action") as run_action: + step = processor.scenarios["sell_needed"][1] + + processor.process_step("foo", step, {"foo":"bar"}) + + self.m.report.log_stage.assert_has_calls([ + mock.call("process_foo__1_sell_begin"), + mock.call("process_foo__1_sell_end"), + ]) + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="process_foo__1_sell_begin"), + mock.call(tag="process_foo__1_sell_end"), + ]) + + self.assertEqual(5, run_action.call_count) + + run_action.assert_has_calls([ + mock.call('prepare_trades', {}, {'foo': 'bar'}), + mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), + mock.call('run_orders', {}, {'foo': 'bar'}), + mock.call('follow_orders', {}, {'foo': 'bar'}), + mock.call('close_trades', {}, {'foo': 'bar'}), + ]) + + self.m.reset_mock() + with mock.patch.object(processor, "run_action") as run_action: + step = processor.scenarios["sell_needed"][0] + + processor.process_step("foo", step, {"foo":"bar"}) + self.m.balances.fetch_balances.assert_not_called() + + def test_parse_args(self): + processor = helper.Processor(self.m) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["foo2", "foo"] + ] + method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) + + self.assertEqual(method_mock, method) + self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["repartition"] + ] + method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) + + self.assertEqual(1, len(args["repartition"])) + self.assertIn("BTC", args["repartition"]) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["repartition", "base_currency"] + ] + method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) + + self.assertEqual(1, len(args["repartition"])) + self.assertIn("USDT", args["repartition"]) + + with mock.patch.object(processor, "method_arguments") as method_arguments: + method_mock = mock.Mock() + method_arguments.return_value = [ + method_mock, + ["repartition", "base_currency"] + ] + method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) + + self.assertEqual(1, len(args["repartition"])) + self.assertIn("ETH", args["repartition"]) + + +@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(portfolio.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(portfolio.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(portfolio.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(portfolio.time, "sleep") as sleep: + # Action 8 + helper.follow_orders(verbose=False) + + sleep.assert_called_with(30) if __name__ == '__main__': unittest.main()