X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=test.py;h=ed8943461fe07bae36a5c7fd87f0c13cf89ce01b;hp=93809ede78009c8db8d9ea62ad3a57120e431ce7;hb=HEAD;hpb=e246023e2b630c0737f1027a5e99f517f874d699 diff --git a/test.py b/test.py index 93809ed..ed89434 100644 --- a/test.py +++ b/test.py @@ -1,2310 +1,18 @@ -import sys -import portfolio import unittest -from decimal import Decimal as D -from unittest import mock -import requests -import requests_mock -from io import StringIO -import helper +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() - - self.patchers = [ - mock.patch.multiple(portfolio.BalanceStore, - all={},), - mock.patch.multiple(portfolio.TradeStore, - all=[], - debug=False), - mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}), - mock.patch.multiple(portfolio.Computation, - computations=portfolio.Computation.computations), - mock.patch.multiple(helper, - fees_cache={}, - ticker_cache={}, - ticker_cache_timestamp=self.time.time()), - ] - 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 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.assertIn("foo", portfolio.Portfolio.data) - self.assertEqual("bar", portfolio.Portfolio.data["foo"]) - self.assertTrue(self.wm.called) - self.assertEqual(1, self.wm.call_count) - - portfolio.Portfolio.get_cryptoportfolio() - self.assertIsNone(portfolio.Portfolio.data) - self.assertEqual(2, self.wm.call_count) - - portfolio.Portfolio.data = "Foo" - portfolio.Portfolio.get_cryptoportfolio() - self.assertEqual("Foo", portfolio.Portfolio.data) - self.assertEqual(3, self.wm.call_count) - - def test_parse_cryptoportfolio(self): - portfolio.Portfolio.parse_cryptoportfolio() - - self.assertListEqual( - ["medium", "high"], - list(portfolio.Portfolio.liquidities.keys())) - - liquidities = portfolio.Portfolio.liquidities - self.assertEqual(10, len(liquidities["medium"].keys())) - self.assertEqual(10, len(liquidities["high"].keys())) - - expected = { - 'BTC': (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) - - # It doesn't refetch the data when available - portfolio.Portfolio.parse_cryptoportfolio() - - self.assertEqual(1, self.wm.call_count) - - portfolio.Portfolio.parse_cryptoportfolio(refetch=True) - self.assertEqual(2, self.wm.call_count) - - 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.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) - self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) - - self.assertEqual(1, self.wm.call_count) - - portfolio.Portfolio.repartition() - self.assertEqual(1, self.wm.call_count) - - portfolio.Portfolio.repartition(refetch=True) - self.assertEqual(2, self.wm.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(refetch): - 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() - sleep.assert_called_with(30) - self.assertEqual(6, sleep.call_count) - self.assertEqual(7, repartition.call_count) - - sleep.reset_mock() - repartition.reset_mock() - portfolio.Portfolio.last_date = None - self.call_count = 0 - portfolio.Portfolio.wait_for_recent(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(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", None)) - - ticker_mock = unittest.mock.Mock() - with mock.patch.object(helper, 'get_ticker', new=ticker_mock): - ticker_mock.return_value = None - - self.assertRaises(Exception, amount.in_currency, "ETH", None) - - with mock.patch.object(helper, 'get_ticker', new=ticker_mock): - ticker_mock.return_value = { - "bid": D("0.2"), - "ask": D("0.4"), - "average": D("0.3"), - "foo": "bar", - } - converted_amount = amount.in_currency("ETH", None) - - self.assertEqual(D("3.0"), converted_amount.value) - self.assertEqual("ETH", converted_amount.currency) - self.assertEqual(amount, converted_amount.linked_to) - self.assertEqual("bar", converted_amount.ticker["foo"]) - - converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") - self.assertEqual(D("2"), converted_amount.value) - - converted_amount = amount.in_currency("ETH", None, compute_value="ask") - self.assertEqual(D("4"), converted_amount.value) - - converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) - self.assertEqual(D("0.2"), converted_amount.value) - - def test__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"), -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)) - -@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_free": "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_free.value) - self.assertEqual("BTC", balance.margin_total.currency) - self.assertEqual("BTC", balance.margin_borrowed.currency) - self.assertEqual("BTC", balance.margin_free.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_borrowed": 1, "margin_free": 2 }) - self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) - - balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 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_borrowed": 1, "exchange_free": 2, "exchange_total": 2}) - self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class HelperTest(WebMockTestCase): - def test_get_ticker(self): - market = mock.Mock() - market.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - helper.ExchangeError("foo"), - { "bid": 10, "ask": 40 }, - helper.ExchangeError("foo"), - helper.ExchangeError("foo"), - ] - - ticker = helper.get_ticker("ETH", "ETC", market) - market.fetch_ticker.assert_called_with("ETH/ETC") - self.assertEqual(1, ticker["bid"]) - self.assertEqual(3, ticker["ask"]) - self.assertEqual(2, ticker["average"]) - self.assertFalse(ticker["inverted"]) - - ticker = helper.get_ticker("ETH", "XVG", market) - self.assertEqual(0.0625, ticker["average"]) - self.assertTrue(ticker["inverted"]) - self.assertIn("original", ticker) - self.assertEqual(10, ticker["original"]["bid"]) - - ticker = helper.get_ticker("XVG", "XMR", market) - self.assertIsNone(ticker) - - market.fetch_ticker.assert_has_calls([ - mock.call("ETH/ETC"), - mock.call("ETH/XVG"), - mock.call("XVG/ETH"), - mock.call("XVG/XMR"), - mock.call("XMR/XVG"), - ]) - - market2 = mock.Mock() - market2.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - { "bid": 1.2, "ask": 3.5 }, - ] - ticker1 = helper.get_ticker("ETH", "ETC", market2) - ticker2 = helper.get_ticker("ETH", "ETC", market2) - ticker3 = helper.get_ticker("ETC", "ETH", market2) - market2.fetch_ticker.assert_called_once_with("ETH/ETC") - self.assertEqual(1, ticker1["bid"]) - self.assertDictEqual(ticker1, ticker2) - self.assertDictEqual(ticker1, ticker3["original"]) - - ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True) - ticker5 = helper.get_ticker("ETH", "ETC", market2) - self.assertEqual(1.2, ticker4["bid"]) - self.assertDictEqual(ticker4, ticker5) - - market3 = mock.Mock() - market3.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - { "bid": 1.2, "ask": 3.5 }, - ] - ticker6 = helper.get_ticker("ETH", "ETC", market3) - helper.ticker_cache_timestamp -= 4 - ticker7 = helper.get_ticker("ETH", "ETC", market3) - helper.ticker_cache_timestamp -= 2 - ticker8 = helper.get_ticker("ETH", "ETC", market3) - self.assertDictEqual(ticker6, ticker7) - self.assertEqual(1.2, ticker8["bid"]) - - def test_fetch_fees(self): - market = mock.Mock() - market.fetch_fees.return_value = "Foo" - self.assertEqual("Foo", helper.fetch_fees(market)) - market.fetch_fees.assert_called_once() - self.assertEqual("Foo", helper.fetch_fees(market)) - market.fetch_fees.assert_called_once() - - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(helper, "get_ticker") - @mock.patch.object(portfolio.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, market): - if c1 == "USDT" and c2 == "BTC": - return { "average": D("0.0001") } - if c1 == "XVG" and c2 == "BTC": - return { "average": D("0.000001") } - if c1 == "XEM" and c2 == "BTC": - return { "average": D("0.001") } - self.fail("Should be called with {}, {}".format(c1, c2)) - get_ticker.side_effect = _get_ticker - - market = mock.Mock() - market.fetch_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") - }, - } - helper.prepare_trades(market) - compute_trades.assert_called() - - call = compute_trades.call_args - self.assertEqual(market, call[1]["market"]) - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) - self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) - - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(helper, "get_ticker") - @mock.patch.object(portfolio.TradeStore, "compute_trades") - def test_update_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, market): - if c1 == "USDT" and c2 == "BTC": - return { "average": D("0.0001") } - if c1 == "XVG" and c2 == "BTC": - return { "average": D("0.000001") } - if c1 == "XEM" and c2 == "BTC": - return { "average": D("0.001") } - self.fail("Should be called with {}, {}".format(c1, c2)) - get_ticker.side_effect = _get_ticker - - market = mock.Mock() - market.fetch_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") - }, - } - helper.update_trades(market) - compute_trades.assert_called() - - call = compute_trades.call_args - self.assertEqual(market, call[1]["market"]) - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) - self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) - - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(helper, "get_ticker") - @mock.patch.object(portfolio.TradeStore, "compute_trades") - def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): - def _get_ticker(c1, c2, market): - if c1 == "USDT" and c2 == "BTC": - return { "average": D("0.0001") } - if c1 == "XVG" and c2 == "BTC": - return { "average": D("0.000001") } - self.fail("Should be called with {}, {}".format(c1, c2)) - get_ticker.side_effect = _get_ticker - - market = mock.Mock() - market.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") - }, - } - helper.prepare_trades_to_sell_all(market) - repartition.assert_not_called() - compute_trades.assert_called() - - call = compute_trades.call_args - self.assertEqual(market, call[1]["market"]) - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - self.assertEqual(D("1.01"), call[0][1]["BTC"].value) - - @mock.patch.object(portfolio.time, "sleep") - @mock.patch.object(portfolio.TradeStore, "all_orders") - def test_follow_orders(self, all_orders, time_mock): - for verbose, debug, sleep in [ - (True, False, None), (False, False, None), - (True, True, None), (True, False, 12), - (True, True, 12)]: - with self.subTest(sleep=sleep, debug=debug, verbose=verbose), \ - mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - portfolio.TradeStore.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() - - helper.follow_orders(verbose=verbose, 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) - - if sleep is None: - if debug: - time_mock.assert_called_with(7) - else: - time_mock.assert_called_with(30) - else: - time_mock.assert_called_with(sleep) - - if verbose: - self.assertNotEqual("", stdout_mock.getvalue()) - else: - self.assertEqual("", stdout_mock.getvalue()) - - @mock.patch.object(portfolio.BalanceStore, "fetch_balances") - def test_move_balance(self, fetch_balances): - for debug in [True, False]: - with self.subTest(debug=debug),\ - mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - 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") - - 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") - - 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") - - portfolio.TradeStore.all = [trade1, trade2, trade3] - balance1 = portfolio.Balance("BTC", { "margin_free": "0" }) - balance2 = portfolio.Balance("USDT", { "margin_free": "100" }) - balance3 = portfolio.Balance("ETC", { "margin_free": "10" }) - portfolio.BalanceStore.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} - - market = mock.Mock() - - helper.move_balances(market, debug=debug) - - fetch_balances.assert_called_with(market) - if debug: - self.assertRegex(stdout_mock.getvalue(), "market.transfer_balance") - else: - market.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") - market.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange") - market.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange") - - @mock.patch.object(helper, "prepare_trades") - @mock.patch.object(portfolio.TradeStore, "prepare_orders") - @mock.patch.object(portfolio.TradeStore, "print_all_with_order") - @mock.patch('sys.stdout', new_callable=StringIO) - def test_print_orders(self, stdout_mock, print_all_with_order, prepare_orders, prepare_trades): - market = mock.Mock() - portfolio.BalanceStore.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}), - } - helper.print_orders(market) - prepare_trades.assert_called_with(market, base_currency="BTC", - compute_value="average", debug=True) - prepare_orders.assert_called_with(compute_value="average") - print_all_with_order.assert_called() - self.assertRegex(stdout_mock.getvalue(), "Balance") - - @mock.patch.object(portfolio.BalanceStore, "fetch_balances") - @mock.patch.object(portfolio.BalanceStore, "in_currency") - @mock.patch('sys.stdout', new_callable=StringIO) - def test_print_balances(self, stdout_mock, in_currency, fetch_balances): - market = mock.Mock() - portfolio.BalanceStore.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}), - } - in_currency.return_value = { - "BTC": portfolio.Amount("BTC", "0.65"), - "ETH": portfolio.Amount("BTC", "0.3"), - } - helper.print_balances(market) - fetch_balances.assert_called_with(market) - self.assertRegex(stdout_mock.getvalue(), "Balance") - self.assertRegex(stdout_mock.getvalue(), "0.95000000 BTC") - - @mock.patch.object(helper, "prepare_trades") - @mock.patch.object(helper, "follow_orders") - @mock.patch.object(portfolio.TradeStore, "prepare_orders") - @mock.patch.object(portfolio.TradeStore, "print_all_with_order") - @mock.patch.object(portfolio.TradeStore, "run_orders") - @mock.patch('sys.stdout', new_callable=StringIO) - def test_process_sell_needed__1_sell(self, stdout_mock, run_orders, - print_all_with_order, prepare_orders, follow_orders, - prepare_trades): - market = mock.Mock() - portfolio.BalanceStore.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}), - } - helper.process_sell_needed__1_sell(market) - prepare_trades.assert_called_with(market, base_currency="BTC", - liquidity="medium", debug=False) - prepare_orders.assert_called_with(compute_value="average", - only="dispose") - print_all_with_order.assert_called() - run_orders.assert_called() - follow_orders.assert_called() - self.assertRegex(stdout_mock.getvalue(), "Balance") - - @mock.patch.object(helper, "update_trades") - @mock.patch.object(helper, "follow_orders") - @mock.patch.object(helper, "move_balances") - @mock.patch.object(portfolio.TradeStore, "prepare_orders") - @mock.patch.object(portfolio.TradeStore, "print_all_with_order") - @mock.patch.object(portfolio.TradeStore, "run_orders") - @mock.patch('sys.stdout', new_callable=StringIO) - def test_process_sell_needed__2_buy(self, stdout_mock, run_orders, - print_all_with_order, prepare_orders, move_balances, - follow_orders, update_trades): - market = mock.Mock() - portfolio.BalanceStore.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}), - } - helper.process_sell_needed__2_buy(market) - update_trades.assert_called_with(market, base_currency="BTC", - debug=False, liquidity="medium", only="acquire") - prepare_orders.assert_called_with(compute_value="average", - only="acquire") - print_all_with_order.assert_called() - move_balances.assert_called_with(market, debug=False) - run_orders.assert_called() - follow_orders.assert_called() - self.assertRegex(stdout_mock.getvalue(), "Balance") - - @mock.patch.object(helper, "prepare_trades_to_sell_all") - @mock.patch.object(helper, "follow_orders") - @mock.patch.object(portfolio.TradeStore, "prepare_orders") - @mock.patch.object(portfolio.TradeStore, "print_all_with_order") - @mock.patch.object(portfolio.TradeStore, "run_orders") - @mock.patch('sys.stdout', new_callable=StringIO) - def test_process_sell_all__1_sell(self, stdout_mock, run_orders, - print_all_with_order, prepare_orders, follow_orders, - prepare_trades_to_sell_all): - market = mock.Mock() - portfolio.BalanceStore.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}), - } - helper.process_sell_all__1_all_sell(market) - prepare_trades_to_sell_all.assert_called_with(market, base_currency="BTC", - debug=False) - prepare_orders.assert_called_with(compute_value="average") - print_all_with_order.assert_called() - run_orders.assert_called() - follow_orders.assert_called() - self.assertRegex(stdout_mock.getvalue(), "Balance") - - @mock.patch.object(helper, "prepare_trades") - @mock.patch.object(helper, "follow_orders") - @mock.patch.object(helper, "move_balances") - @mock.patch.object(portfolio.TradeStore, "prepare_orders") - @mock.patch.object(portfolio.TradeStore, "print_all_with_order") - @mock.patch.object(portfolio.TradeStore, "run_orders") - @mock.patch('sys.stdout', new_callable=StringIO) - def test_process_sell_all__2_all_buy(self, stdout_mock, run_orders, - print_all_with_order, prepare_orders, move_balances, - follow_orders, prepare_trades): - market = mock.Mock() - portfolio.BalanceStore.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}), - } - helper.process_sell_all__2_all_buy(market) - prepare_trades.assert_called_with(market, base_currency="BTC", - liquidity="medium", debug=False) - prepare_orders.assert_called_with(compute_value="average") - print_all_with_order.assert_called() - move_balances.assert_called_with(market, debug=False) - run_orders.assert_called() - follow_orders.assert_called() - self.assertRegex(stdout_mock.getvalue(), "Balance") - - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class TradeStoreTest(WebMockTestCase): - @mock.patch.object(portfolio.BalanceStore, "currencies") - @mock.patch.object(portfolio.TradeStore, "add_trade_if_matching") - def test_compute_trades(self, add_trade_if_matching, currencies): - 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")), - } - - portfolio.TradeStore.compute_trades(values_in_base, - new_repartition, only="only", market="market") - - self.assertEqual(5, add_trade_if_matching.call_count) - add_trade_if_matching.assert_any_call( - portfolio.Amount("BTC", D("0.9")), - portfolio.Amount("BTC", 0), - "XMR", only="only", market="market" - ) - add_trade_if_matching.assert_any_call( - portfolio.Amount("BTC", D("0.4")), - portfolio.Amount("BTC", D("0.5")), - "DASH", only="only", market="market" - ) - add_trade_if_matching.assert_any_call( - portfolio.Amount("BTC", D("-0.5")), - portfolio.Amount("BTC", D("0")), - "XVG", only="only", market="market" - ) - add_trade_if_matching.assert_any_call( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.1")), - "XVG", only="only", market="market" - ) - add_trade_if_matching.assert_any_call( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="only", market="market" - ) - - def test_add_trade_if_matching(self): - result = portfolio.TradeStore.add_trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="nope", market="market" - ) - self.assertEqual(0, len(portfolio.TradeStore.all)) - self.assertEqual(False, result) - - portfolio.TradeStore.all = [] - result = portfolio.TradeStore.add_trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only=None, market="market" - ) - self.assertEqual(1, len(portfolio.TradeStore.all)) - self.assertEqual(True, result) - - portfolio.TradeStore.all = [] - result = portfolio.TradeStore.add_trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="acquire", market="market" - ) - self.assertEqual(1, len(portfolio.TradeStore.all)) - self.assertEqual(True, result) - - portfolio.TradeStore.all = [] - result = portfolio.TradeStore.add_trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="dispose", market="market" - ) - self.assertEqual(0, len(portfolio.TradeStore.all)) - self.assertEqual(False, result) - - def test_prepare_orders(self): - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - - portfolio.TradeStore.all.append(trade_mock1) - portfolio.TradeStore.all.append(trade_mock2) - - portfolio.TradeStore.prepare_orders() - trade_mock1.prepare_order.assert_called_with(compute_value="default") - trade_mock2.prepare_order.assert_called_with(compute_value="default") - - portfolio.TradeStore.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") - - trade_mock1.prepare_order.reset_mock() - trade_mock2.prepare_order.reset_mock() - - trade_mock1.action = "foo" - trade_mock2.action = "bar" - portfolio.TradeStore.prepare_orders(only="bar") - trade_mock1.prepare_order.assert_not_called() - trade_mock2.prepare_order.assert_called_with(compute_value="default") - - def test_print_all_with_order(self): - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - trade_mock3 = mock.Mock() - portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3] - - portfolio.TradeStore.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() - - @mock.patch.object(portfolio.TradeStore, "all_orders") - def test_run_orders(self, all_orders): - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - all_orders.return_value = [order_mock1, order_mock2, order_mock3] - portfolio.TradeStore.run_orders() - all_orders.assert_called_with(state="pending") - - order_mock1.run.assert_called() - order_mock2.run.assert_called() - order_mock3.run.assert_called() - - 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" - - portfolio.TradeStore.all.append(trade_mock1) - portfolio.TradeStore.all.append(trade_mock2) - - orders = portfolio.TradeStore.all_orders() - self.assertEqual(3, len(orders)) - - open_orders = portfolio.TradeStore.all_orders(state="open") - self.assertEqual(2, len(open_orders)) - self.assertEqual([order_mock2, order_mock3], open_orders) - - @mock.patch.object(portfolio.TradeStore, "all_orders") - def test_update_all_orders_status(self, all_orders): - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - all_orders.return_value = [order_mock1, order_mock2, order_mock3] - portfolio.TradeStore.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() - -@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, - }, - } - - @mock.patch.object(helper, "get_ticker") - def test_in_currency(self, get_ticker): - portfolio.BalanceStore.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}), - } - market = mock.Mock() - get_ticker.return_value = { - "bid": D("0.09"), - "ask": D("0.11"), - "average": D("0.1"), - } - - amounts = portfolio.BalanceStore.in_currency("BTC", market) - self.assertEqual("BTC", amounts["ETH"].currency) - self.assertEqual(D("0.65"), amounts["BTC"].value) - self.assertEqual(D("0.30"), amounts["ETH"].value) - - amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid") - self.assertEqual(D("0.65"), amounts["BTC"].value) - self.assertEqual(D("0.27"), amounts["ETH"].value) - - amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used") - self.assertEqual(D("0.30"), amounts["BTC"].value) - self.assertEqual(0, amounts["ETH"].value) - - def test_fetch_balances(self): - market = mock.Mock() - market.fetch_all_balances.return_value = self.fetch_balance - - portfolio.BalanceStore.fetch_balances(market) - self.assertNotIn("ETC", portfolio.BalanceStore.currencies()) - self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies())) - - portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { - "exchange_total": "1", "exchange_free": "0", - "exchange_used": "1" }) - portfolio.BalanceStore.fetch_balances(market) - self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) - self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) - - @mock.patch.object(portfolio.Portfolio, "repartition") - def test_dispatch_assets(self, repartition): - market = mock.Mock() - market.fetch_all_balances.return_value = self.fetch_balance - portfolio.BalanceStore.fetch_balances(market) - - self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) - - repartition.return_value = { - "XEM": (D("0.75"), "long"), - "BTC": (D("0.26"), "long"), - "DASH": (D("0.10"), "short"), - } - - amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1")) - repartition.assert_called_with(liquidity="medium") - self.assertIn("XEM", portfolio.BalanceStore.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) - - def test_currencies(self): - portfolio.BalanceStore.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(portfolio.BalanceStore.currencies())) - -@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.assertEqual("BTC", trade.base_currency) - self.assertEqual("ETH", trade.currency) - - with self.assertRaises(AssertionError): - portfolio.Trade(value_from, value_to, "ETC") - with self.assertRaises(AssertionError): - value_from.linked_to = None - portfolio.Trade(value_from, value_to, "ETH") - with self.assertRaises(AssertionError): - value_from.currency = "ETH" - portfolio.Trade(value_from, value_to, "ETH") - - value_from = portfolio.Amount("BTC", 0) - trade = portfolio.Trade(value_from, value_to, "ETH") - 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.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.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.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.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.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.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.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.assertEqual("short", trade.trade_type) - - 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") - - 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(helper, "get_ticker") - @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, get_ticker): - 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", market="market") - - trade.prepare_order() - - filled_amount.assert_not_called() - compute_value.assert_not_called() - self.assertEqual(0, len(trade.orders)) - Order.assert_not_called() - - get_ticker.return_value = { "inverted": False } - with self.subTest(desc="Already filled"), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - 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", market="market") - - trade.prepare_order() - - filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") - self.assertEqual(0, len(trade.orders)) - self.assertRegex(stdout_mock.getvalue(), "Less to do than already filled: ") - 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", market="market") - - trade.prepare_order() - - filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(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", "market", - trade, close_if_possible=False) - - 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", market="market") - - trade.prepare_order() - - filled_amount.assert_called_with(in_base_currency=True) - compute_value.assert_called_with(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", "market", - 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", market="market") - - trade.prepare_order() - - filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(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", "market", - trade, close_if_possible=True) - - 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", market="market") - - trade.prepare_order(compute_value="foo") - - filled_amount.assert_called_with(in_base_currency=True) - compute_value.assert_called_with(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", "market", - 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", market="market") - - trade.prepare_order(compute_value="foo") - - filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(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", "market", - 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") - prepare_order.return_value = new_order_mock - - for i in [0, 1, 3, 4, 6]: - with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - trade.update_order(order_mock, i) - order_mock.cancel.assert_not_called() - new_order_mock.run.assert_not_called() - self.assertRegex(stdout_mock.getvalue(), "tick {}, waiting".format(i)) - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - - with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - trade.update_order(order_mock, 2) - order_mock.cancel.assert_called() - new_order_mock.run.assert_called() - prepare_order.assert_called() - self.assertRegex(stdout_mock.getvalue(), "tick 2, cancelling and adjusting") - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - - with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - trade.update_order(order_mock, 5) - order_mock.cancel.assert_called() - new_order_mock.run.assert_called() - prepare_order.assert_called() - self.assertRegex(stdout_mock.getvalue(), "tick 5, cancelling and adjusting") - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - - with mock.patch('sys.stdout', new_callable=StringIO) as stdout_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.assertRegex(stdout_mock.getvalue(), "tick 7, fallbacking to market value") - self.assertRegex(stdout_mock.getvalue(), "tick 7, market value, cancelling and adjusting to") - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - - for i in [10, 13, 16]: - with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - 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.assertNotRegex(stdout_mock.getvalue(), "tick {}, fallbacking to market value".format(i)) - self.assertRegex(stdout_mock.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i)) - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - - for i in [8, 9, 11, 12]: - with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - trade.update_order(order_mock, i) - order_mock.cancel.assert_not_called() - new_order_mock.run.assert_not_called() - self.assertEqual("", stdout_mock.getvalue()) - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - - - @mock.patch('sys.stdout', new_callable=StringIO) - def test_print_with_order(self, mock_stdout): - 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") - - 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" - trade.orders.append(order_mock1) - trade.orders.append(order_mock2) - - trade.print_with_order() - - out = mock_stdout.getvalue().split("\n") - self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0]) - self.assertEqual("\tMock 1", out[1]) - self.assertEqual("\tMock 2", out[2]) - - 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.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) - -@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_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): - market = mock.Mock() - portfolio.TradeStore.debug = True - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") - order.status = "open" - - order.cancel() - market.cancel_order.assert_not_called() - self.assertEqual("canceled", order.status) - - portfolio.TradeStore.debug = False - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") - order.status = "open" - order.id = 42 - - order.cancel() - market.cancel_order.assert_called_with(42) - fetch.assert_called_once() - - def test_dust_amount_remaining(self): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "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", "market", "trade") - - self.assertEqual(9, order.remaining_amount().value) - order.fetch.assert_not_called() - - order.status = "open" - self.assertEqual(9, order.remaining_amount().value) - fetch.assert_called_once() - - @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", "market", "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): - market = mock.Mock() - market.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", market, "trade") - order.id = 12 - order.mouvements = ["Foo", "Bar", "Baz"] - - order.fetch_mouvements() - - market.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) - - market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") - order.fetch_mouvements() - self.assertEqual(0, len(order.mouvements)) - - def test_mark_finished_order(self): - market = mock.Mock() - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", - close_if_possible=True) - order.status = "closed" - portfolio.TradeStore.debug = False - - order.mark_finished_order() - market.close_margin_position.assert_called_with("ETH", "BTC") - market.close_margin_position.reset_mock() - - order.status = "open" - order.mark_finished_order() - market.close_margin_position.assert_not_called() - - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", - close_if_possible=False) - order.status = "closed" - order.mark_finished_order() - market.close_margin_position.assert_not_called() - - order = portfolio.Order("sell", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", - close_if_possible=True) - order.status = "closed" - order.mark_finished_order() - market.close_margin_position.assert_not_called() - - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade", - close_if_possible=True) - order.status = "closed" - order.mark_finished_order() - market.close_margin_position.assert_not_called() - - portfolio.TradeStore.debug = True - - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", - close_if_possible=True) - order.status = "closed" - - order.mark_finished_order() - market.close_margin_position.assert_not_called() - - @mock.patch.object(portfolio.Order, "fetch_mouvements") - def test_fetch(self, fetch_mouvements): - time = self.time.time() - with mock.patch.object(portfolio.time, "time") as time_mock: - market = mock.Mock() - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") - order.id = 45 - with self.subTest(debug=True): - portfolio.TradeStore.debug = True - order.fetch() - time_mock.assert_not_called() - order.fetch(force=True) - time_mock.assert_not_called() - market.fetch_order.assert_not_called() - fetch_mouvements.assert_not_called() - self.assertIsNone(order.fetch_cache_timestamp) - - with self.subTest(debug=False): - portfolio.TradeStore.debug = False - time_mock.return_value = time - market.fetch_order.return_value = { - "status": "foo", - "datetime": "timestamp" - } - order.fetch() - - market.fetch_order.assert_called_once() - fetch_mouvements.assert_called_once() - self.assertEqual("foo", order.status) - self.assertEqual("timestamp", order.timestamp) - self.assertEqual(time, order.fetch_cache_timestamp) - self.assertEqual(1, len(order.results)) - - market.fetch_order.reset_mock() - fetch_mouvements.reset_mock() - - time_mock.return_value = time + 8 - order.fetch() - market.fetch_order.assert_not_called() - fetch_mouvements.assert_not_called() - - order.fetch(force=True) - market.fetch_order.assert_called_once() - fetch_mouvements.assert_called_once() - - market.fetch_order.reset_mock() - fetch_mouvements.reset_mock() - - time_mock.return_value = time + 19 - order.fetch() - market.fetch_order.assert_called_once() - fetch_mouvements.assert_called_once() - - @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): - portfolio.TradeStore.debug = True - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") - self.assertEqual("pending", order.get_status()) - fetch.assert_not_called() - - with self.subTest(debug=False, finished=False): - portfolio.TradeStore.debug = False - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "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): - portfolio.TradeStore.debug = False - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "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): - market = mock.Mock() - - market.order_precision.return_value = 4 - with self.subTest(debug=True),\ - mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - portfolio.TradeStore.debug = True - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") - order.run() - market.create_order.assert_not_called() - self.assertEqual("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)\n", stdout_mock.getvalue()) - self.assertEqual("open", order.status) - self.assertEqual(1, len(order.results)) - self.assertEqual(-1, order.id) - - market.create_order.reset_mock() - with self.subTest(debug=False): - portfolio.TradeStore.debug = False - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") - market.create_order.return_value = { "id": 123 } - order.run() - market.create_order.assert_called_once() - self.assertEqual(1, len(order.results)) - self.assertEqual("open", order.status) - - market.create_order.reset_mock() - with self.subTest(exception=True),\ - mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") - market.create_order.side_effect = Exception("bouh") - order.run() - market.create_order.assert_called_once() - self.assertEqual(0, len(order.results)) - self.assertEqual("error", order.status) - self.assertRegex(stdout_mock.getvalue(), "error when running market.create_order") - self.assertRegex(stdout_mock.getvalue(), "Exception: bouh") - - market.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", market, "trade") - market.create_order.side_effect = portfolio.ExchangeNotAvailable - order.run() - market.create_order.assert_called_once() - self.assertEqual(0, len(order.results)) - self.assertEqual("closed", order.status) - mark_finished_order.assert_called_once() - - -@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) - -@unittest.skipUnless("acceptance" in limits, "Acceptance skipped") -class AcceptanceTest(WebMockTestCase): - @unittest.expectedFailure - def test_success_sell_only_necessary(self): - 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.update_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()