X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=test.py;h=ed8943461fe07bae36a5c7fd87f0c13cf89ce01b;hp=7ec8ba76fa28e2c74b1fb9dbf8209824c348ec80;hb=HEAD;hpb=7bd830a83b662874c145ea9548edfde79eadc68f diff --git a/test.py b/test.py index 7ec8ba7..ed89434 100644 --- a/test.py +++ b/test.py @@ -1,3392 +1,18 @@ -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 +from tests.acceptance import TimeMock -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 +from tests.helper import limits -class WebMockTestCase(unittest.TestCase): - import time +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 * - 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(D("0.65"), amount.value) - self.assertEqual("BTC", amount.currency) - - def test_in_currency(self): - amount = portfolio.Amount("ETC", 10) - - self.assertEqual(amount, amount.in_currency("ETC", self.m)) - - with self.subTest(desc="no ticker for currency"): - self.m.get_ticker.return_value = None - - self.assertRaises(Exception, amount.in_currency, "ETH", self.m) - - 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", self.m) - - 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", 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) - 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) - - self.assertEqual(amount1, amount1 + 0) - - 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__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(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) - - with self.assertRaises(Exception): - amount / amount - - def test__truediv(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__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) - 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__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)) - - 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)) - - 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(MarketTest, self).setUp() - - 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 - ] - - m = market.Market(self.ccxt) - self.assertEqual("tickers", m.get_tickers()) - self.assertEqual("tickers", m.get_tickers()) - self.ccxt.fetch_tickers.assert_called_once() - - self.assertIsNone(m.get_tickers(refresh=self.time.time())) - - 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") - }, - } - - 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) - m.report.log_balances.assert_called_once_with(tag="tag") - - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(market.Market, "get_ticker") - @mock.patch.object(market.TradeStore, "compute_trades") - def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): - def _get_ticker(c1, c2): - if c1 == "USDT" and c2 == "BTC": - return { "average": D("0.0001") } - if c1 == "XVG" and c2 == "BTC": - return { "average": D("0.000001") } - self.fail("Should be called with {}, {}".format(c1, c2)) - get_ticker.side_effect = _get_ticker - - with mock.patch("market.ReportStore"): - 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") - }, - } - - m.balances.fetch_balances(tag="tag") - - m.prepare_trades_to_sell_all() - - repartition.assert_not_called() - 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("1.01"), call[0][1]["BTC"].value) - m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all") - 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) - ] - - 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.is_fullfiled = False - trade_mock2.is_fullfiled = False - trade_mock3.is_fullfiled = True - - trade_store.all.append(trade_mock1) - trade_store.all.append(trade_mock2) - trade_store.all.append(trade_mock3) - - trade_store.prepare_orders() - trade_mock1.prepare_order.assert_called_with(compute_value="default") - trade_mock2.prepare_order.assert_called_with(compute_value="default") - trade_mock3.prepare_order.assert_not_called() - self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") - - self.m.report.log_orders.reset_mock() - - trade_store.prepare_orders(compute_value="bla") - trade_mock1.prepare_order.assert_called_with(compute_value="bla") - trade_mock2.prepare_order.assert_called_with(compute_value="bla") - self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") - - trade_mock1.prepare_order.reset_mock() - trade_mock2.prepare_order.reset_mock() - self.m.report.log_orders.reset_mock() - - trade_mock1.action = "foo" - trade_mock2.action = "bar" - trade_store.prepare_orders(only="bar") - trade_mock1.prepare_order.assert_not_called() - trade_mock2.prepare_order.assert_called_with(compute_value="default") - self.m.report.log_orders.assert_called_once_with([2], "bar", "default") - - def test_print_all_with_order(self): - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - trade_mock3 = mock.Mock() - trade_store = market.TradeStore(self.m) - trade_store.all = [trade_mock1, trade_mock2, trade_mock3] - - trade_store.print_all_with_order() - - trade_mock1.print_with_order.assert_called() - trade_mock2.print_with_order.assert_called() - trade_mock3.print_with_order.assert_called() - - def test_run_orders(self): - with mock.patch.object(market.TradeStore, "all_orders") as all_orders: - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - trade_store = market.TradeStore(self.m) - - all_orders.return_value = [order_mock1, order_mock2, order_mock3] - - trade_store.run_orders() - - all_orders.assert_called_with(state="pending") - - order_mock1.run.assert_called() - order_mock2.run.assert_called() - order_mock3.run.assert_called() - - self.m.report.log_stage.assert_called_with("run_orders") - self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, - order_mock3]) - - def test_all_orders(self): - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - - trade_mock1.orders = [order_mock1, order_mock2] - trade_mock2.orders = [order_mock3] - - order_mock1.status = "pending" - order_mock2.status = "open" - order_mock3.status = "open" - - trade_store = market.TradeStore(self.m) - trade_store.all.append(trade_mock1) - trade_store.all.append(trade_mock2) - - orders = trade_store.all_orders() - self.assertEqual(3, len(orders)) - - open_orders = trade_store.all_orders(state="open") - self.assertEqual(2, len(open_orders)) - self.assertEqual([order_mock2, order_mock3], open_orders) - - def test_update_all_orders_status(self): - with mock.patch.object(market.TradeStore, "all_orders") as all_orders: - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - - all_orders.return_value = [order_mock1, order_mock2, order_mock3] - - trade_store = market.TradeStore(self.m) - - trade_store.update_all_orders_status() - all_orders.assert_called_with(state="open") - - order_mock1.get_status.assert_called() - order_mock2.get_status.assert_called() - order_mock3.get_status.assert_called() - - def test_pending(self): - trade_mock1 = mock.Mock() - trade_mock1.is_fullfiled = False - trade_mock2 = mock.Mock() - trade_mock2.is_fullfiled = False - trade_mock3 = mock.Mock() - trade_mock3.is_fullfiled = True - - 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__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('[{"foo": "bar"}]', report_store.to_json()) - report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) - self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json()) - report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) - self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', 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.process_sell_all__1_all_sell") - @mock.patch("helper.process_sell_all__2_wait") - @mock.patch("helper.process_sell_all__3_all_buy") - def test_main_process_market(self, buy, wait, sell): - with self.subTest(before=False, after=False): - helper.main_process_market("user", None) - - wait.assert_not_called() - buy.assert_not_called() - sell.assert_not_called() - - buy.reset_mock() - wait.reset_mock() - sell.reset_mock() - with self.subTest(before=True, after=False): - helper.main_process_market("user", None, before=True) - - wait.assert_not_called() - buy.assert_not_called() - sell.assert_called_once_with("user") - - buy.reset_mock() - wait.reset_mock() - sell.reset_mock() - with self.subTest(before=False, after=True): - helper.main_process_market("user", None, after=True) - - wait.assert_called_once_with("user") - buy.assert_called_once_with("user") - sell.assert_not_called() - - buy.reset_mock() - wait.reset_mock() - sell.reset_mock() - with self.subTest(before=True, after=True): - helper.main_process_market("user", None, before=True, after=True) - - wait.assert_called_once_with("user") - buy.assert_called_once_with("user") - sell.assert_called_once_with("user") - - buy.reset_mock() - wait.reset_mock() - sell.reset_mock() - with self.subTest(action="print_balances"),\ - mock.patch("helper.print_balances") as print_balances: - helper.main_process_market("user", ["print_balances"]) - - buy.assert_not_called() - wait.assert_not_called() - sell.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"]) - - buy.assert_not_called() - wait.assert_not_called() - sell.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")), - ]) - - def test_process_sell_needed__1_sell(self): - helper.process_sell_needed__1_sell(self.m) - - self.m.balances.fetch_balances.assert_has_calls([ - mock.call(tag="process_sell_needed__1_sell_begin"), - mock.call(tag="process_sell_needed__1_sell_end"), - ]) - self.m.prepare_trades.assert_called_with(base_currency="BTC", - liquidity="medium") - self.m.trades.prepare_orders.assert_called_with(compute_value="average", - only="dispose") - self.m.trades.run_orders.assert_called() - self.m.follow_orders.assert_called() - self.m.report.log_stage.assert_has_calls([ - mock.call("process_sell_needed__1_sell_begin"), - mock.call("process_sell_needed__1_sell_end") - ]) - - def test_process_sell_needed__2_buy(self): - helper.process_sell_needed__2_buy(self.m) - - self.m.balances.fetch_balances.assert_has_calls([ - mock.call(tag="process_sell_needed__2_buy_begin"), - mock.call(tag="process_sell_needed__2_buy_end"), - ]) - self.m.prepare_trades.assert_called_with(base_currency="BTC", - liquidity="medium", only="acquire") - self.m.trades.prepare_orders.assert_called_with(compute_value="average", - only="acquire") - self.m.move_balances.assert_called_with() - self.m.trades.run_orders.assert_called() - self.m.follow_orders.assert_called() - self.m.report.log_stage.assert_has_calls([ - mock.call("process_sell_needed__2_buy_begin"), - mock.call("process_sell_needed__2_buy_end") - ]) - - def test_process_sell_all__1_sell(self): - helper.process_sell_all__1_all_sell(self.m) - - self.m.balances.fetch_balances.assert_has_calls([ - mock.call(tag="process_sell_all__1_all_sell_begin"), - mock.call(tag="process_sell_all__1_all_sell_end"), - ]) - self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC") - self.m.trades.prepare_orders.assert_called_with(compute_value="average") - self.m.trades.run_orders.assert_called() - self.m.follow_orders.assert_called() - self.m.report.log_stage.assert_has_calls([ - mock.call("process_sell_all__1_all_sell_begin"), - mock.call("process_sell_all__1_all_sell_end") - ]) - - @mock.patch("portfolio.Portfolio.wait_for_recent") - def test_process_sell_all__2_wait(self, wait): - helper.process_sell_all__2_wait(self.m) - - wait.assert_called_once_with(self.m) - self.m.report.log_stage.assert_has_calls([ - mock.call("process_sell_all__2_wait_begin"), - mock.call("process_sell_all__2_wait_end") - ]) - - def test_process_sell_all__3_all_buy(self): - helper.process_sell_all__3_all_buy(self.m) - - self.m.balances.fetch_balances.assert_has_calls([ - mock.call(tag="process_sell_all__3_all_buy_begin"), - mock.call(tag="process_sell_all__3_all_buy_end"), - ]) - self.m.prepare_trades.assert_called_with(base_currency="BTC", - liquidity="medium") - self.m.trades.prepare_orders.assert_called_with(compute_value="average") - self.m.move_balances.assert_called_with() - self.m.trades.run_orders.assert_called() - self.m.follow_orders.assert_called() - self.m.report.log_stage.assert_has_calls([ - mock.call("process_sell_all__3_all_buy_begin"), - mock.call("process_sell_all__3_all_buy_end") - ]) - -@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 "acceptance" in limits: + from tests.test_acceptance import * if __name__ == '__main__': unittest.main()