X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=tests%2Ftest_acceptance.py;h=184489e526041d3bab90c2c0c960bd960bd57005;hb=1d72880c097ea8259ce9cc63cfe55e6cc7516bd2;hpb=e7d7c0e5645da35adcbfec9e51deb68f012c422f diff --git a/tests/test_acceptance.py b/tests/test_acceptance.py deleted file mode 100644 index 184489e..0000000 --- a/tests/test_acceptance.py +++ /dev/null @@ -1,280 +0,0 @@ -from .helper import * - -@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(market.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(market.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(market.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(market.time, "sleep") as sleep: - # Action 8 - helper.follow_orders(verbose=False) - - sleep.assert_called_with(30) - -