]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/commitdiff
Merge branch 'night_fixes' into dev
authorIsmaël Bouya <ismael.bouya@normalesup.org>
Mon, 12 Mar 2018 01:10:08 +0000 (02:10 +0100)
committerIsmaël Bouya <ismael.bouya@normalesup.org>
Mon, 12 Mar 2018 01:10:08 +0000 (02:10 +0100)
portfolio.py
test.py

index 554b34f090b8d179fead2742c8280f2100ded3bd..69e37557fd9cd355fbdccabcd1fb993fbf9adef1 100644 (file)
@@ -214,6 +214,7 @@ class Trade:
         self.orders = []
         self.market = market
         self.closed = False
+        self.inverted = None
         assert self.value_from.value * self.value_to.value >= 0
         assert self.value_from.currency == self.value_to.currency
         if self.value_from != 0:
@@ -238,8 +239,8 @@ class Trade:
         else:
             return "dispose"
 
-    def order_action(self, inverted):
-        if (self.value_from < self.value_to) != inverted:
+    def order_action(self):
+        if (self.value_from < self.value_to) != self.inverted:
             return "buy"
         else:
             return "sell"
@@ -262,7 +263,7 @@ class Trade:
 
     @property
     def is_fullfiled(self):
-        return abs(self.filled_amount(in_base_currency=True)) >= abs(self.delta)
+        return abs(self.filled_amount(in_base_currency=(not self.inverted))) >= abs(self.delta)
 
     def filled_amount(self, in_base_currency=False):
         filled_amount = 0
@@ -308,17 +309,17 @@ class Trade:
         if self.action is None:
             return None
         ticker = self.market.get_ticker(self.currency, self.base_currency)
-        inverted = ticker["inverted"]
-        if inverted:
+        self.inverted = ticker["inverted"]
+        if self.inverted:
             ticker = ticker["original"]
-        rate = Computation.compute_value(ticker, self.order_action(inverted), compute_value=compute_value)
+        rate = Computation.compute_value(ticker, self.order_action(), compute_value=compute_value)
 
         # FIXME: Dust amount should be removed from there if they werent
         # honored in other sales
         delta_in_base = abs(self.delta)
         # 9 BTC's worth of move (10 - 1 or 1 - 10 depending on case)
 
-        if not inverted:
+        if not self.inverted:
             base_currency = self.base_currency
             # BTC
             if self.action == "dispose":
@@ -376,7 +377,7 @@ class Trade:
             self.market.report.log_error("prepare_order", message="Less to do than already filled: {}".format(delta))
             return None
 
-        order = Order(self.order_action(inverted),
+        order = Order(self.order_action(),
             delta, rate, base_currency, self.trade_type,
             self.market, self, close_if_possible=close_if_possible)
         self.orders.append(order)
@@ -472,7 +473,7 @@ class Order:
 
     @property
     def finished(self):
-        return self.status == "closed" or self.status == "canceled" or self.status == "error"
+        return self.status.startswith("closed") or self.status == "canceled" or self.status == "error"
 
     @retry(InsufficientFunds)
     def run(self):
@@ -516,15 +517,13 @@ class Order:
         # other states are "closed" and "canceled"
         if not self.finished:
             self.fetch()
-            if self.finished:
-                self.mark_finished_order()
         return self.status
 
     def mark_finished_order(self):
-        if self.market.debug:
+        if self.status.startswith("closed") and self.market.debug:
             self.market.report.log_debug_action("Mark {} as finished".format(self))
             return
-        if self.status == "closed":
+        if self.status.startswith("closed"):
             if self.trade_type == "short" and self.action == "buy" and self.close_if_possible:
                 self.market.ccxt.close_margin_position(self.amount.currency, self.base_currency)
 
@@ -543,6 +542,7 @@ class Order:
 
         self.fetch_mouvements()
 
+        self.mark_finished_order()
         # FIXME: consider open order with dust remaining as closed
 
     def dust_amount_remaining(self):
diff --git a/test.py b/test.py
index f61e739d9a3e664cd30bfca1d185d13846c46cee..ac9a6cd55b3ccf81b14f926939b359e14586ca70 100644 (file)
--- a/test.py
+++ b/test.py
@@ -2007,16 +2007,20 @@ class TradeTest(WebMockTestCase):
         value_to = portfolio.Amount("BTC", "1.0")
         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
 
-        self.assertEqual("buy", trade.order_action(False))
-        self.assertEqual("sell", trade.order_action(True))
+        trade.inverted = False
+        self.assertEqual("buy", trade.order_action())
+        trade.inverted = True
+        self.assertEqual("sell", trade.order_action())
 
         value_from = portfolio.Amount("BTC", "0")
         value_from.linked_to = portfolio.Amount("ETH", "0")
         value_to = portfolio.Amount("BTC", "-1.0")
         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
 
-        self.assertEqual("sell", trade.order_action(False))
-        self.assertEqual("buy", trade.order_action(True))
+        trade.inverted = False
+        self.assertEqual("sell", trade.order_action())
+        trade.inverted = True
+        self.assertEqual("buy", trade.order_action())
 
     def test_trade_type(self):
         value_from = portfolio.Amount("BTC", "0.5")
@@ -2034,26 +2038,59 @@ class TradeTest(WebMockTestCase):
         self.assertEqual("short", trade.trade_type)
 
     def test_is_fullfiled(self):
-        value_from = portfolio.Amount("BTC", "0.5")
-        value_from.linked_to = portfolio.Amount("ETH", "10.0")
-        value_to = portfolio.Amount("BTC", "1.0")
-        trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+        with self.subTest(inverted=False):
+            value_from = portfolio.Amount("BTC", "0.5")
+            value_from.linked_to = portfolio.Amount("ETH", "10.0")
+            value_to = portfolio.Amount("BTC", "1.0")
+            trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
 
-        order1 = mock.Mock()
-        order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
+            order1 = mock.Mock()
+            order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
 
-        order2 = mock.Mock()
-        order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
-        trade.orders.append(order1)
-        trade.orders.append(order2)
+            order2 = mock.Mock()
+            order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
+            trade.orders.append(order1)
+            trade.orders.append(order2)
+
+            self.assertFalse(trade.is_fullfiled)
+
+            order3 = mock.Mock()
+            order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
+            trade.orders.append(order3)
+
+            self.assertTrue(trade.is_fullfiled)
+
+            order1.filled_amount.assert_called_with(in_base_currency=True)
+            order2.filled_amount.assert_called_with(in_base_currency=True)
+            order3.filled_amount.assert_called_with(in_base_currency=True)
 
-        self.assertFalse(trade.is_fullfiled)
+        with self.subTest(inverted=True):
+            value_from = portfolio.Amount("BTC", "0.5")
+            value_from.linked_to = portfolio.Amount("USDT", "1000.0")
+            value_to = portfolio.Amount("BTC", "1.0")
+            trade = portfolio.Trade(value_from, value_to, "USDT", self.m)
+            trade.inverted = True
 
-        order3 = mock.Mock()
-        order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
-        trade.orders.append(order3)
+            order1 = mock.Mock()
+            order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
+
+            order2 = mock.Mock()
+            order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
+            trade.orders.append(order1)
+            trade.orders.append(order2)
+
+            self.assertFalse(trade.is_fullfiled)
+
+            order3 = mock.Mock()
+            order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
+            trade.orders.append(order3)
+
+            self.assertTrue(trade.is_fullfiled)
+
+            order1.filled_amount.assert_called_with(in_base_currency=False)
+            order2.filled_amount.assert_called_with(in_base_currency=False)
+            order3.filled_amount.assert_called_with(in_base_currency=False)
 
-        self.assertTrue(trade.is_fullfiled)
 
     def test_filled_amount(self):
         value_from = portfolio.Amount("BTC", "0.5")
@@ -2713,7 +2750,8 @@ class OrderTest(WebMockTestCase):
         self.m.report.log_debug_action.assert_called_once()
 
     @mock.patch.object(portfolio.Order, "fetch_mouvements")
-    def test_fetch(self, fetch_mouvements):
+    @mock.patch.object(portfolio.Order, "mark_finished_order")
+    def test_fetch(self, mark_finished_order, fetch_mouvements):
         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
                 D("0.1"), "BTC", "long", self.m, "trade")
         order.id = 45
@@ -2723,6 +2761,7 @@ class OrderTest(WebMockTestCase):
             self.m.report.log_debug_action.assert_called_once()
             self.m.report.log_debug_action.reset_mock()
             self.m.ccxt.fetch_order.assert_not_called()
+            mark_finished_order.assert_not_called()
             fetch_mouvements.assert_not_called()
 
         with self.subTest(debug=False):
@@ -2739,17 +2778,19 @@ class OrderTest(WebMockTestCase):
             self.assertEqual("timestamp", order.timestamp)
             self.assertEqual(1, len(order.results))
             self.m.report.log_debug_action.assert_not_called()
+            mark_finished_order.assert_called_once()
 
+            mark_finished_order.reset_mock()
             with self.subTest(missing_order=True):
                 self.m.ccxt.fetch_order.side_effect = [
                         portfolio.OrderNotCached,
                         ]
                 order.fetch()
                 self.assertEqual("closed_unknown", order.status)
+                mark_finished_order.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):
+    def test_get_status(self, fetch):
         with self.subTest(debug=True):
             self.m.debug = True
             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
@@ -2768,10 +2809,8 @@ class OrderTest(WebMockTestCase):
                 return update_status
             fetch.side_effect = _fetch(order)
             self.assertEqual("open", order.get_status())
-            mark_finished_order.assert_not_called()
             fetch.assert_called_once()
 
-        mark_finished_order.reset_mock()
         fetch.reset_mock()
         with self.subTest(debug=False, finished=True):
             self.m.debug = False
@@ -2783,7 +2822,6 @@ class OrderTest(WebMockTestCase):
                 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):