X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=test.py;h=ed8943461fe07bae36a5c7fd87f0c13cf89ce01b;hp=25898961aa2f3729a6c205ce7a32ec764cbe784f;hb=HEAD;hpb=a9950fd073198f3c9dc938fd731d97c9821a3845 diff --git a/test.py b/test.py index 2589896..ed89434 100644 --- a/test.py +++ b/test.py @@ -1,783 +1,18 @@ -import portfolio import unittest -from decimal import Decimal as D -from unittest import mock +from tests.acceptance import TimeMock -class AmountTest(unittest.TestCase): - def test_values(self): - amount = portfolio.Amount("BTC", "0.65") - self.assertEqual(D("0.65"), amount.value) - self.assertEqual("BTC", amount.currency) +from tests.helper import limits - def test_in_currency(self): - amount = portfolio.Amount("ETC", 10) +if "unit" in limits: + from tests.test_ccxt_wrapper import * + from tests.test_main import * + from tests.test_market import * + from tests.test_store import * + from tests.test_portfolio import * + from tests.test_dbs import * - self.assertEqual(amount, amount.in_currency("ETC", None)) - - ticker_mock = unittest.mock.Mock() - with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): - ticker_mock.return_value = None - - self.assertRaises(Exception, amount.in_currency, "ETH", None) - - with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): - ticker_mock.return_value = { - "bid": D("0.2"), - "ask": D("0.4"), - "average": D("0.3"), - "foo": "bar", - } - converted_amount = amount.in_currency("ETH", None) - - 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"]) - - converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") - self.assertEqual(D("2"), converted_amount.value) - - converted_amount = amount.in_currency("ETH", None, compute_value="ask") - self.assertEqual(D("4"), converted_amount.value) - - converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) - self.assertEqual(D("0.2"), converted_amount.value) - - def test__abs(self): - amount = portfolio.Amount("SC", -120) - self.assertEqual(120, abs(amount).value) - self.assertEqual("SC", abs(amount).currency) - - amount = portfolio.Amount("SC", 10) - self.assertEqual(10, abs(amount).value) - self.assertEqual("SC", abs(amount).currency) - - def test__add(self): - 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") - with self.assertRaises(Exception): - amount1 + amount3 - - amount4 = portfolio.Amount("ETH", 0.0) - self.assertEqual(amount1, amount1 + amount4) - - def test__radd(self): - 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") - - self.assertEqual(D("0.2"), (amount1 - amount2).value) - self.assertEqual("XVG", (amount1 - amount2).currency) - - 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__mul(self): - amount = portfolio.Amount("XEM", 11) - - self.assertEqual(D("38.5"), (amount * D("3.5")).value) - self.assertEqual(D("33"), (amount * 3).value) - - with self.assertRaises(Exception): - amount * amount - - def test__rmul(self): - amount = portfolio.Amount("XEM", 11) - - 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(D("5.5"), (amount / 2).value) - self.assertEqual(D("4.4"), (amount / D("2.5")).value) - - def test__div(self): - amount = portfolio.Amount("XEM", 11) - - 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) - amount2 = portfolio.Amount("BTD", 13.1) - - self.assertTrue(amount1 < amount2) - self.assertFalse(amount2 < amount1) - self.assertFalse(amount1 < amount1) - - amount3 = portfolio.Amount("BTC", 1.6) - with self.assertRaises(Exception): - amount1 < amount3 - - def test__eq(self): - amount1 = portfolio.Amount("BTD", 11.3) - amount2 = portfolio.Amount("BTD", 13.1) - amount3 = portfolio.Amount("BTD", 11.3) - - self.assertFalse(amount1 == amount2) - self.assertFalse(amount2 == amount1) - self.assertTrue(amount1 == amount3) - self.assertFalse(amount2 == 0) - - amount4 = portfolio.Amount("BTC", 1.6) - with self.assertRaises(Exception): - amount1 == amount4 - - amount5 = portfolio.Amount("BTD", 0) - self.assertTrue(amount5 == 0) - - def test__str(self): - amount1 = portfolio.Amount("BTX", 32) - self.assertEqual("32.00000000 BTX", str(amount1)) - - amount2 = portfolio.Amount("USDT", 12000) - amount1.linked_to = amount2 - self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) - - def test__repr(self): - amount1 = portfolio.Amount("BTX", 32) - self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) - - amount2 = portfolio.Amount("USDT", 12000) - amount1.linked_to = amount2 - self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) - - amount3 = portfolio.Amount("BTC", 0.1) - 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 setUp(self): - super(PortfolioTest, 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"), - ] - - portfolio.Portfolio.get_cryptoportfolio() - self.assertIn("foo", portfolio.Portfolio.data) - self.assertEqual("bar", portfolio.Portfolio.data["foo"]) - request.assert_called_with("GET", "foo://bar") - - request.reset_mock() - portfolio.Portfolio.get_cryptoportfolio() - self.assertIsNone(portfolio.Portfolio.data) - request.assert_called_with("GET", "foo://bar") - - 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() - - @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") - def test_parse_cryptoportfolio(self, mock_get): - mock_get.side_effect = self.fill_data - - portfolio.Portfolio.parse_cryptoportfolio() - - 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': 2857, 'DGB': 1015, 'DOGE': 1805, 'SC': 623, 'ZEC': 3701} - self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) - - 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']) - - # It doesn't refetch the data when available - portfolio.Portfolio.parse_cryptoportfolio() - mock_get.assert_called_once_with() - - portfolio.Portfolio.data["portfolio_1"]["holding"]["direction"][3] = "short" - self.assertRaises(AssertionError, portfolio.Portfolio.parse_cryptoportfolio) - - @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") - def test_repartition_pertenthousand(self, mock_get): - mock_get.side_effect = self.fill_data - - 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} - - 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")) - - def tearDown(self): - self.patcher.stop() - -class BalanceTest(unittest.TestCase): - def setUp(self): - super(BalanceTest, self).setUp() - - self.fetch_balance = { - "free": "foo", - "info": "bar", - "used": "baz", - "total": "bazz", - "ETC": { - "free": 0.0, - "used": 0.0, - "total": 0.0 - }, - "USDT": { - "free": 6.0, - "used": 1.2, - "total": 7.2 - }, - "XVG": { - "free": 16, - "used": 0.0, - "total": 16 - }, - "XMR": { - "free": 0.0, - "used": 0.0, - "total": 0.0 - }, - } - self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}) - self.patcher.start() - - def test_values(self): - balance = portfolio.Balance("BTC", 0.65, 0.35, 0.30) - self.assertEqual(0.65, balance.total.value) - self.assertEqual(0.35, balance.free.value) - self.assertEqual(0.30, balance.used.value) - self.assertEqual("BTC", balance.currency) - - balance = portfolio.Balance.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30}) - self.assertEqual(0.65, balance.total.value) - self.assertEqual(0.35, balance.free.value) - self.assertEqual(0.30, balance.used.value) - self.assertEqual("BTC", balance.currency) - - @mock.patch.object(portfolio.Trade, "get_ticker") - def test_in_currency(self, get_ticker): - portfolio.Balance.known_balances = { - "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), - "ETH": portfolio.Balance("ETH", 3, 3, 0), - } - market = mock.Mock() - get_ticker.return_value = { - "bid": D("0.09"), - "ask": D("0.11"), - "average": D("0.1"), - } - - amounts = portfolio.Balance.in_currency("BTC", market) - self.assertEqual("BTC", amounts["ETH"].currency) - self.assertEqual(D("0.65"), amounts["BTC"].value) - self.assertEqual(D("0.30"), amounts["ETH"].value) - - amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid") - self.assertEqual(D("0.65"), amounts["BTC"].value) - self.assertEqual(D("0.27"), amounts["ETH"].value) - - amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="used") - self.assertEqual(D("0.30"), amounts["BTC"].value) - self.assertEqual(0, amounts["ETH"].value) - - def test_currencies(self): - portfolio.Balance.known_balances = { - "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), - "ETH": portfolio.Balance("ETH", 3, 3, 0), - } - self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies())) - - @mock.patch.object(portfolio.market, "fetch_balance") - def test_fetch_balances(self, fetch_balance): - fetch_balance.return_value = self.fetch_balance - - portfolio.Balance.fetch_balances(portfolio.market) - self.assertNotIn("XMR", portfolio.Balance.currencies()) - self.assertListEqual(["USDT", "XVG"], list(portfolio.Balance.currencies())) - - portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", "1", "0", "1") - portfolio.Balance.fetch_balances(portfolio.market) - self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total) - self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies())) - - @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand") - @mock.patch.object(portfolio.market, "fetch_balance") - def test_dispatch_assets(self, fetch_balance, repartition): - fetch_balance.return_value = self.fetch_balance - portfolio.Balance.fetch_balances(portfolio.market) - - self.assertNotIn("XEM", portfolio.Balance.currencies()) - - repartition.return_value = { - "XEM": 7500, - "BTC": 2600, - } - - amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1")) - self.assertIn("XEM", portfolio.Balance.currencies()) - self.assertEqual(D("2.6"), amounts["BTC"].value) - self.assertEqual(D("7.5"), amounts["XEM"].value) - - @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand") - @mock.patch.object(portfolio.Trade, "get_ticker") - @mock.patch.object(portfolio.Trade, "compute_trades") - def test_prepare_trades(self, compute_trades, get_ticker, repartition): - repartition.return_value = { - "XEM": 7500, - "BTC": 2500, - } - def _get_ticker(c1, c2, market): - 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 - - market = mock.Mock() - market.fetch_balance.return_value = { - "USDT": { - "free": D("10000.0"), - "used": D("0.0"), - "total": D("10000.0") - }, - "XVG": { - "free": D("10000.0"), - "used": D("0.0"), - "total": D("10000.0") - }, - } - portfolio.Balance.prepare_trades(market) - compute_trades.assert_called() - - call = compute_trades.call_args - self.assertEqual(market, call[1]["market"]) - 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) - - @unittest.skip("TODO") - def test_update_trades(self): - pass - - def test__repr(self): - balance = portfolio.Balance("BTX", 3, 1, 2) - self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance)) - - def tearDown(self): - self.patcher.stop() - -class TradeTest(unittest.TestCase): - import time - - def setUp(self): - super(TradeTest, self).setUp() - - self.patcher = mock.patch.multiple(portfolio.Trade, - ticker_cache={}, - ticker_cache_timestamp=self.time.time(), - fees_cache={}, - trades={}) - self.patcher.start() - - def test_get_ticker(self): - market = mock.Mock() - market.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - portfolio.ccxt.ExchangeError("foo"), - { "bid": 10, "ask": 40 }, - portfolio.ccxt.ExchangeError("foo"), - portfolio.ccxt.ExchangeError("foo"), - ] - - ticker = portfolio.Trade.get_ticker("ETH", "ETC", market) - market.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 = portfolio.Trade.get_ticker("ETH", "XVG", market) - self.assertEqual(0.0625, ticker["average"]) - self.assertTrue(ticker["inverted"]) - self.assertIn("original", ticker) - self.assertEqual(10, ticker["original"]["bid"]) - - ticker = portfolio.Trade.get_ticker("XVG", "XMR", market) - self.assertIsNone(ticker) - - market.fetch_ticker.assert_has_calls([ - mock.call("ETH/ETC"), - mock.call("ETH/XVG"), - mock.call("XVG/ETH"), - mock.call("XVG/XMR"), - mock.call("XMR/XVG"), - ]) - - market2 = mock.Mock() - market2.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - { "bid": 1.2, "ask": 3.5 }, - ] - ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2) - ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2) - ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2) - market2.fetch_ticker.assert_called_once_with("ETH/ETC") - self.assertEqual(1, ticker1["bid"]) - self.assertDictEqual(ticker1, ticker2) - self.assertDictEqual(ticker1, ticker3["original"]) - - ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True) - ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2) - self.assertEqual(1.2, ticker4["bid"]) - self.assertDictEqual(ticker4, ticker5) - - market3 = mock.Mock() - market3.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - { "bid": 1.2, "ask": 3.5 }, - ] - ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3) - portfolio.Trade.ticker_cache_timestamp -= 4 - ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3) - portfolio.Trade.ticker_cache_timestamp -= 2 - ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3) - self.assertDictEqual(ticker6, ticker7) - self.assertEqual(1.2, ticker8["bid"]) - - @unittest.skip("TODO") - def test_values_assertion(self): - pass - - @unittest.skip("TODO") - def test_fetch_fees(self): - pass - - @unittest.skip("TODO") - def test_compute_trades(self): - pass - - @unittest.skip("TODO") - def test_action(self): - pass - - @unittest.skip("TODO") - def test_action(self): - pass - - @unittest.skip("TODO") - def test_order_action(self): - pass - - @unittest.skip("TODO") - def test_prepare_order(self): - pass - - @unittest.skip("TODO") - def test_all_orders(self): - pass - - @unittest.skip("TODO") - def test_follow_orders(self): - pass - - @unittest.skip("TODO") - def test_compute_value(self): - pass - - @unittest.skip("TODO") - def test__repr(self): - pass - - def tearDown(self): - self.patcher.stop() - -class AcceptanceTest(unittest.TestCase): - import time - - def setUp(self): - super(AcceptanceTest, self).setUp() - - self.patchers = [ - mock.patch.multiple(portfolio.Balance, known_balances={}), - mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), - mock.patch.multiple(portfolio.Trade, - ticker_cache={}, - ticker_cache_timestamp=self.time.time(), - fees_cache={}, - trades={}), - mock.patch.multiple(portfolio.Computation, - computations=portfolio.Computation.computations) - ] - for patcher in self.patchers: - patcher.start() - - def test_success_sell_only_necessary(self): - fetch_balance = { - "ETH": { - "free": D("1.0"), - "used": D("0.0"), - "total": D("1.0"), - }, - "ETC": { - "free": D("4.0"), - "used": D("0.0"), - "total": D("4.0"), - }, - "XVG": { - "free": D("1000.0"), - "used": D("0.0"), - "total": D("1000.0"), - }, - } - repartition = { - "ETH": 2500, - "ETC": 2500, - "BTC": 4000, - "BTD": 500, - "USDT": 500, - } - - 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 == "USDT/BTC": - raise portfolio.ccxt.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_balance.return_value = fetch_balance - market.fetch_ticker.side_effect = fetch_ticker - with mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand", return_value=repartition): - # Action 1 - portfolio.Balance.prepare_trades(market) - - balances = portfolio.Balance.known_balances - 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.Trade.trades - self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) - self.assertEqual("sell", trades["ETH"].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETC"].value_to) - self.assertEqual("buy", trades["ETC"].action) - - self.assertNotIn("BTC", trades) - - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["BTD"].value_to) - self.assertEqual("buy", trades["BTD"].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["USDT"].value_to) - self.assertEqual("buy", trades["USDT"].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) - self.assertEqual("sell", trades["XVG"].action) - - # Action 2 - portfolio.Trade.prepare_orders(only="sell", compute_value=lambda x, y: x["bid"] * D("1.001")) - - all_orders = portfolio.Trade.all_orders() - 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): - self.assertEqual("limit", type) - if symbol == "ETH/BTC": - self.assertEqual("bid", action) - self.assertEqual(2, 3*amount) - self.assertEqual(D("0.14014"), price) - elif symbol == "XVG/BTC": - self.assertEqual("bid", 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 - - # Action 3 - portfolio.Trade.run_orders() - - self.assertEqual("open", all_orders[0].status) - self.assertEqual("open", all_orders[1].status) - - market.fetch_order.return_value = { "status": "closed" } - with mock.patch.object(portfolio.time, "sleep") as sleep: - # Action 4 - portfolio.Trade.follow_orders(verbose=False) - - sleep.assert_called_with(30) - - for order in all_orders: - self.assertEqual("closed", order.status) - - fetch_balance = { - "ETH": { - "free": D("1.0") / 3, - "used": D("0.0"), - "total": D("1.0") / 3, - }, - "BTC": { - "free": D("0.134"), - "used": D("0.0"), - "total": D("0.134"), - }, - "ETC": { - "free": D("4.0"), - "used": D("0.0"), - "total": D("4.0"), - }, - "XVG": { - "free": D("0.0"), - "used": D("0.0"), - "total": D("0.0"), - }, - } - market.fetch_balance.return_value = fetch_balance - - with mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand", return_value=repartition): - # Action 5 - portfolio.Balance.update_trades(market, only="buy", compute_value="average") - - balances = portfolio.Balance.known_balances - 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.Trade.trades - self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) - self.assertEqual("sell", trades["ETH"].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to) - self.assertEqual("buy", trades["ETC"].action) - - self.assertNotIn("BTC", trades) - - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["BTD"].value_to) - self.assertEqual("buy", trades["BTD"].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to) - self.assertEqual("buy", trades["USDT"].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) - self.assertEqual("sell", trades["XVG"].action) - - # Action 6 - portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"] * D("0.999")) - - all_orders = portfolio.Trade.all_orders(state="pending") - self.assertEqual(3, len(all_orders)) - self.assertEqual(portfolio.Amount("ETC", D("15.4")), all_orders[0].amount) - self.assertEqual(D("0.002997"), all_orders[0].rate) - self.assertEqual("ask", all_orders[0].action) - self.assertEqual(portfolio.Amount("BTD", D("9.7")), all_orders[1].amount) - self.assertEqual(D("0.0011988"), all_orders[1].rate) - self.assertEqual("ask", all_orders[1].action) - self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[2].amount) - self.assertEqual(D("15984"), all_orders[2].rate) - self.assertEqual("bid", all_orders[2].action) - - with mock.patch.object(portfolio.time, "sleep") as sleep: - # Action 7 - portfolio.Trade.follow_orders(verbose=False) - - sleep.assert_called_with(30) - - def tearDown(self): - for patcher in self.patchers: - patcher.stop() +if "acceptance" in limits: + from tests.test_acceptance import * if __name__ == '__main__': unittest.main()