X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=tests%2Ftest_market.py;h=93164803b2ed03ff2d7614762eab4249088af3d8;hp=2c92655ccb78bfb009f432ecf562e132b8f08e9b;hb=512972fa1df14df4e208a1182096b1c51b5d38d1;hpb=3a15ffc79ea84e5ec6200545bcbf11fc6c1c6564 diff --git a/tests/test_market.py b/tests/test_market.py index 2c92655..9316480 100644 --- a/tests/test_market.py +++ b/tests/test_market.py @@ -186,14 +186,17 @@ class MarketTest(WebMockTestCase): return { "average": D("0.000001") } if c1 == "ETH" and c2 == "BTC": return { "average": D("0.1") } + if c1 == "FOO" and c2 == "BTC": + return { "average": D("0.1") } self.fail("Should not be called with {}, {}".format(c1, c2)) get_ticker.side_effect = _get_ticker repartition.return_value = { - "DOGE": (D("0.25"), "short"), - "BTC": (D("0.25"), "long"), - "ETH": (D("0.25"), "long"), - "XMR": (D("0.25"), "long"), + "DOGE": (D("0.20"), "short"), + "BTC": (D("0.20"), "long"), + "ETH": (D("0.20"), "long"), + "XMR": (D("0.20"), "long"), + "FOO": (D("0.20"), "long"), } m = market.Market(self.ccxt, self.market_args()) self.ccxt.fetch_all_balances.return_value = { @@ -210,12 +213,12 @@ class MarketTest(WebMockTestCase): "total": D("5.0") }, "BTC": { - "exchange_free": D("0.075"), + "exchange_free": D("0.065"), "exchange_used": D("0.02"), - "exchange_total": D("0.095"), - "margin_available": D("0.025"), + "exchange_total": D("0.085"), + "margin_available": D("0.035"), "margin_in_position": D("0.01"), - "margin_total": D("0.035"), + "margin_total": D("0.045"), "total": D("0.13") }, "ETH": { @@ -224,6 +227,12 @@ class MarketTest(WebMockTestCase): "exchange_total": D("1.0"), "total": D("1.0") }, + "FOO": { + "exchange_free": D("0.1"), + "exchange_used": D("0.0"), + "exchange_total": D("0.1"), + "total": D("0.1"), + }, } m.balances.fetch_balances(tag="tag") @@ -236,12 +245,13 @@ class MarketTest(WebMockTestCase): self.assertEqual(portfolio.Amount("BTC", "-0.025"), new_repartition["DOGE"] - values_in_base["DOGE"]) - self.assertEqual(portfolio.Amount("BTC", "0.025"), - new_repartition["ETH"] - values_in_base["ETH"]) self.assertEqual(0, - new_repartition["ZRC"] - values_in_base["ZRC"]) + new_repartition["ETH"] - values_in_base["ETH"]) + self.assertIsNone(new_repartition.get("ZRC")) self.assertEqual(portfolio.Amount("BTC", "0.025"), new_repartition["XMR"]) + self.assertEqual(portfolio.Amount("BTC", "0.015"), + new_repartition["FOO"] - values_in_base["FOO"]) compute_trades.reset_mock() with self.subTest(available_balance_only=True, balance=0),\ @@ -392,6 +402,40 @@ class MarketTest(WebMockTestCase): m.report.log_order.assert_called_with(order_mock2, 2, new_order=new_order_mock) new_order_mock.run.assert_called_once_with() + with self.subTest("disappearing order no action to do"), \ + mock.patch("market.ReportStore"): + all_orders.reset_mock() + m = market.Market(self.ccxt, self.market_args()) + + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + all_orders.side_effect = [ + [order_mock1, order_mock2], + [order_mock1, order_mock2], + + [order_mock1, order_mock2], + [order_mock1, order_mock2], + + [] + ] + + order_mock1.get_status.side_effect = ["open", "closed"] + order_mock2.get_status.side_effect = ["open", "error_disappeared"] + + order_mock1.trade = mock.Mock() + trade_mock = mock.Mock() + order_mock2.trade = trade_mock + + trade_mock.tick_actions_recreate.return_value = "tick1" + trade_mock.prepare_order.return_value = None + + m.follow_orders() + + trade_mock.tick_actions_recreate.assert_called_once_with(2) + trade_mock.prepare_order.assert_called_once_with(compute_value="tick1") + m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY) + m.report.log_order.assert_called_with(order_mock2, 2, finished=True) + @mock.patch.object(market.BalanceStore, "fetch_balances") def test_move_balance(self, fetch_balances): for debug in [True, False]: @@ -839,7 +883,7 @@ class MarketTest(WebMockTestCase): @mock.patch("market.ReportStore.log_error") @mock.patch("market.Market.store_report") def test_process(self, store_report, log_error, process): - m = market.Market(self.ccxt, self.market_args()) + m = market.Market(self.ccxt, self.market_args(), options={"foo": "bar"}) with self.subTest(actions=[], before=False, after=False): m.process([]) @@ -853,7 +897,7 @@ class MarketTest(WebMockTestCase): with self.subTest(before=True, after=False): m.process(["foo"], before=True) - process.assert_called_once_with("foo", steps="before") + process.assert_called_once_with("foo", options={"foo": "bar"}, steps="before") store_report.assert_called_once() log_error.assert_not_called() @@ -863,7 +907,7 @@ class MarketTest(WebMockTestCase): with self.subTest(before=False, after=True): m.process(["sell_all"], after=True) - process.assert_called_once_with("sell_all", steps="after") + process.assert_called_once_with("sell_all", options={"foo": "bar"}, steps="after") store_report.assert_called_once() log_error.assert_not_called() @@ -873,7 +917,7 @@ class MarketTest(WebMockTestCase): with self.subTest(before=False, after=False): m.process(["foo"]) - process.assert_called_once_with("foo", steps="all") + process.assert_called_once_with("foo", options={"foo": "bar"}, steps="all") store_report.assert_called_once() log_error.assert_not_called() @@ -883,10 +927,21 @@ class MarketTest(WebMockTestCase): with self.subTest(before=True, after=True): m.process(["sell_all"], before=True, after=True) - process.assert_called_once_with("sell_all", steps="all") + process.assert_called_once_with("sell_all", options={"foo": "bar"}, steps="all") store_report.assert_called_once() log_error.assert_not_called() + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(authentication_error=True): + m.ccxt.check_required_credentials.side_effect = market.ccxt.AuthenticationError + + m.process(["some_action"], before=True) + log_error.assert_called_with("market_authentication", message="Impossible to authenticate to market") + store_report.assert_called_once() + + m.ccxt.check_required_credentials.side_effect = True process.reset_mock() log_error.reset_mock() store_report.reset_mock() @@ -955,7 +1010,7 @@ class ProcessorTest(WebMockTestCase): with self.subTest("nominal case"): processor = market.Processor(self.m) - processor.process("sell_all", foo="bar") + processor.process("sell_all", options="bar") self.assertEqual(3, process_step.call_count) steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) @@ -963,7 +1018,7 @@ class ProcessorTest(WebMockTestCase): kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) self.assertEqual(["all_sell", "wait", "all_buy"], steps) self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) - self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) + self.assertEqual(["bar", "bar", "bar"], kwargs) process_step.reset_mock() @@ -978,7 +1033,7 @@ class ProcessorTest(WebMockTestCase): method, arguments = processor.method_arguments("wait_for_recent") self.assertEqual(market.Portfolio.wait_for_recent, method) - self.assertEqual(["delta", "poll"], arguments) + self.assertEqual(["delta"], arguments) method, arguments = processor.method_arguments("prepare_trades") self.assertEqual(m.prepare_trades, method) @@ -1002,6 +1057,9 @@ class ProcessorTest(WebMockTestCase): method, arguments = processor.method_arguments("print_tickers") self.assertEqual(m.print_tickers, method) + method, arguments = processor.method_arguments("fetch_balances") + self.assertEqual(m.balances.fetch_balances, method) + def test_process_step(self): processor = market.Processor(self.m) @@ -1014,19 +1072,17 @@ class ProcessorTest(WebMockTestCase): mock.call("process_foo__2_sell_begin"), mock.call("process_foo__2_sell_end"), ]) - self.m.balances.fetch_balances.assert_has_calls([ - mock.call(tag="process_foo__2_sell_begin"), - mock.call(tag="process_foo__2_sell_end"), - ]) - self.assertEqual(5, run_action.call_count) + self.assertEqual(7, run_action.call_count) run_action.assert_has_calls([ + mock.call('fetch_balances', {}, {'foo': 'bar', 'tag': 'process_foo__2_sell_begin'}), mock.call('prepare_trades', {}, {'foo': 'bar'}), mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), mock.call('run_orders', {}, {'foo': 'bar'}), mock.call('follow_orders', {}, {'foo': 'bar'}), mock.call('close_trades', {}, {'foo': 'bar'}), + mock.call('fetch_balances', {}, {'foo': 'bar', 'tag': 'process_foo__2_sell_end'}), ]) self.m.reset_mock() @@ -1039,30 +1095,31 @@ class ProcessorTest(WebMockTestCase): mock.call("process_foo__0_print_balances_begin"), mock.call("process_foo__0_print_balances_end"), ]) - self.m.balances.fetch_balances.assert_has_calls([ - mock.call(add_portfolio=True, checkpoint='end', - log_tickers=True, - add_usdt=True, - tag='process_foo__0_print_balances_begin') - ]) - self.assertEqual(0, run_action.call_count) + self.assertEqual(1, run_action.call_count) + run_action.assert_has_calls([ + mock.call('fetch_balances', + {'checkpoint': 'end', 'log_tickers': True, 'add_usdt': True, 'add_portfolio': True}, + {'foo': 'bar', 'tag': 'process_foo__0_print_balances_begin'}), + ]) self.m.reset_mock() with mock.patch.object(processor, "run_action") as run_action: step = processor.scenarios["sell_needed"][1] processor.process_step("foo", step, {"foo":"bar"}) - self.m.balances.fetch_balances.assert_not_called() + self.assertEqual(1, run_action.call_count) self.m.reset_mock() with mock.patch.object(processor, "run_action") as run_action: step = processor.scenarios["print_balances"][0] processor.process_step("foo", step, {"foo":"bar"}) - self.m.balances.fetch_balances.assert_called_once_with( - add_portfolio=True, add_usdt=True, log_tickers=True, - tag='process_foo__1_print_balances_begin') + run_action.assert_has_calls([ + mock.call('fetch_balances', + {'log_tickers': True, 'add_usdt': True, 'add_portfolio': True}, + {'foo': 'bar', 'tag': 'process_foo__1_print_balances_begin'}), + ]) def test_parse_args(self): processor = market.Processor(self.m)