Move ticker to Trade class and add tests

diff --git a/portfolio.py b/portfolio.py
index 1d8bfd5f122775df881bcbbdd3a76e8422740896..576a2286847abacabe7525161bf9e11be4170e91 100644 (file)
--- a/portfolio.py
+++ b/portfolio.py
@@ -102,7 +102,7 @@ class Amount:
     def in_currency(self, other_currency, market, action="average"):
         if other_currency == self.currency:
             return self
-        asset_ticker = self.get_ticker(other_currency, market)
+        asset_ticker = Trade.get_ticker(self.currency, other_currency, market)
         if asset_ticker is not None:
             return Amount(
                     other_currency,
@@ -113,41 +113,6 @@ class Amount:
         else:
             raise Exception("This asset is not available in the chosen market")
 
-    def get_ticker(self, c2, market, refresh=False):
-        c1 = self.currency
-
-        def invert(ticker):
-            return {
-                    "inverted": True,
-                    "average": (float(1/ticker["bid"]) + float(1/ticker["ask"]) ) / 2,
-                    "notInverted": ticker,
-                    }
-        def augment_ticker(ticker):
-            ticker.update({
-                "inverted": False,
-                "average": (ticker["bid"] + ticker["ask"] ) / 2,
-                })
-
-        if time.time() - self.ticker_cache_timestamp > 5:
-            self.ticker_cache = {}
-            self.ticker_cache_timestamp = time.time()
-        elif not refresh:
-            if (c1, c2, market.__class__) in self.ticker_cache:
-                return self.ticker_cache[(c1, c2, market.__class__)]
-            if (c2, c1, market.__class__) in self.ticker_cache:
-                return invert(self.ticker_cache[(c2, c1, market.__class__)])
-
-        try:
-            self.ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
-            augment_ticker(self.ticker_cache[(c1, c2, market.__class__)])
-        except ccxt.ExchangeError:
-            try:
-                self.ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
-                augment_ticker(self.ticker_cache[(c2, c1, market.__class__)])
-            except ccxt.ExchangeError:
-                self.ticker_cache[(c1, c2, market.__class__)] = None
-        return self.get_ticker(c2, market)
-
     def __abs__(self):
         return Amount(self.currency, 0, int_val=abs(self._value))
 
@@ -212,7 +177,6 @@ class Amount:
 
 class Balance:
     known_balances = {}
-    trades = {}
 
     def __init__(self, currency, total_value, free_value, used_value):
         self.currency = currency
@@ -288,8 +252,52 @@ class Trade:
         self.base_currency = self.value_from.currency
 
         if market is not None:
+            self.market = market
             self.prepare_order(market)
 
+    fees_cache = {}
+    @classmethod
+    def fetch_fees(cls, market):
+        if market.__class__ not in cls.fees_cache:
+            cls.fees_cache[market.__class__] = market.fetch_fees()
+        return cls.fees_cache[market.__class__]
+
+    ticker_cache = {}
+    ticker_cache_timestamp = time.time()
+    @classmethod
+    def get_ticker(cls, c1, c2, market, refresh=False):
+        def invert(ticker):
+            return {
+                    "inverted": True,
+                    "average": (float(1/ticker["bid"]) + float(1/ticker["ask"]) ) / 2,
+                    "original": ticker,
+                    }
+        def augment_ticker(ticker):
+            ticker.update({
+                "inverted": False,
+                "average": (ticker["bid"] + ticker["ask"] ) / 2,
+                })
+
+        if time.time() - cls.ticker_cache_timestamp > 5:
+            cls.ticker_cache = {}
+            cls.ticker_cache_timestamp = time.time()
+        elif not refresh:
+            if (c1, c2, market.__class__) in cls.ticker_cache:
+                return cls.ticker_cache[(c1, c2, market.__class__)]
+            if (c2, c1, market.__class__) in cls.ticker_cache:
+                return invert(cls.ticker_cache[(c2, c1, market.__class__)])
+
+        try:
+            cls.ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
+            augment_ticker(cls.ticker_cache[(c1, c2, market.__class__)])
+        except ccxt.ExchangeError:
+            try:
+                cls.ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
+                augment_ticker(cls.ticker_cache[(c2, c1, market.__class__)])
+            except ccxt.ExchangeError:
+                cls.ticker_cache[(c1, c2, market.__class__)] = None
+        return cls.get_ticker(c1, c2, market)
+
     @classmethod
     def compute_trades(cls, values_in_base, new_repartition, market=None):
         base_currency = sum(values_in_base.values()).currency
@@ -316,7 +324,7 @@ class Trade:
         else:
             return "sell"
 
-    def ticker_action(self, inverted):
+    def order_action(self, inverted):
         if self.value_from < self.value_to:
             return "ask" if not inverted else "bid"
         else:
@@ -334,13 +342,13 @@ class Trade:
             delta = abs(value_to - value_from)
             currency = self.base_currency
         else:
-            ticker = ticker["notInverted"]
+            ticker = ticker["original"]
             delta = abs(self.value_to - self.value_from)
             currency = self.currency
 
-        rate = ticker[self.ticker_action(inverted)]
+        rate = ticker[self.order_action(inverted)]
 
-        self.orders.append(Order(self.ticker_action(inverted), delta, rate, currency))
+        self.orders.append(Order(self.order_action(inverted), delta, rate, currency))
 
     @classmethod
     def all_orders(cls):
@@ -408,12 +416,6 @@ class Order:
             self.status = result["status"]
         return self.status
 
-@static_var("cache", {})
-def fetch_fees(market):
-    if market.__class__ not in fetch_fees.cache:
-        fetch_fees.cache[market.__class__] = market.fetch_fees()
-    return fetch_fees.cache[market.__class__]
-
 def print_orders(market, base_currency="BTC"):
     Balance.prepare_trades(market, base_currency=base_currency)
     for currency, trade in Trade.trades.items():

diff --git a/test.py b/test.py
index d10bfe4a9a688f17eec604cb4b62249e936fff25..76080619a47a3580d736ca80ff7c604e03069189 100644 (file)
--- a/test.py
+++ b/test.py
@@ -17,13 +17,12 @@ class AmountTest(unittest.TestCase):
         self.assertEqual(amount, amount.in_currency("ETC", None))
 
         ticker_mock = unittest.mock.Mock()
-        with mock.patch.object(portfolio.Amount, 'get_ticker', new=ticker_mock):
+        with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
             ticker_mock.return_value = None
-            portfolio.Amount.get_ticker = ticker_mock
 
             self.assertRaises(Exception, amount.in_currency, "ETH", None)
 
-        with mock.patch.object(portfolio.Amount, 'get_ticker', new=ticker_mock):
+        with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
             ticker_mock.return_value = {
                     "average": 0.3,
                     "foo": "bar",
@@ -35,10 +34,6 @@ class AmountTest(unittest.TestCase):
             self.assertEqual(amount, converted_amount.linked_to)
             self.assertEqual("bar", converted_amount.ticker["foo"])
 
-    @unittest.skip("TODO")
-    def test_get_ticker(self):
-        pass
-
     def test__abs(self):
         amount = portfolio.Amount("SC", -120)
         self.assertEqual(120, abs(amount).value)
@@ -276,7 +271,7 @@ class BalanceTest(unittest.TestCase):
                     "total": 0.0
                     },
                 }
-        self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}, trades={})
+        self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={})
         self.patcher.start()
 
     def test_values(self):
@@ -292,7 +287,7 @@ class BalanceTest(unittest.TestCase):
         self.assertEqual(0.30, balance.used.value)
         self.assertEqual("BTC", balance.currency)
 
-    @mock.patch.object(portfolio.Amount, "get_ticker")
+    @mock.patch.object(portfolio.Trade, "get_ticker")
     def test_in_currency(self, get_ticker):
         portfolio.Balance.known_balances = {
                 "BTC": portfolio.Balance("BTC", 0.65, 0.35, 0.30),
@@ -352,7 +347,7 @@ class BalanceTest(unittest.TestCase):
         self.assertEqual(7.5, amounts["XEM"].value)
 
     @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
-    @mock.patch.object(portfolio.Amount, "get_ticker")
+    @mock.patch.object(portfolio.Trade, "get_ticker")
     @mock.patch.object(portfolio.Trade, "compute_trades")
     def test_prepare_trades(self, compute_trades, get_ticker, repartition):
         repartition.return_value = {
@@ -393,5 +388,126 @@ class BalanceTest(unittest.TestCase):
     def tearDown(self):
         self.patcher.stop()
 
+class TradeTest(unittest.TestCase):
+    import time
+
+    def setUp(self):
+        super(TradeTest, self).setUp()
+
+        self.patcher = mock.patch.multiple(portfolio.Trade,
+                ticker_cache={},
+                ticker_cache_timestamp=self.time.time(),
+                fees_cache={},
+                trades={})
+        self.patcher.start()
+
+    def test_get_ticker(self):
+        market = mock.Mock()
+        market.fetch_ticker.side_effect = [
+                { "bid": 1, "ask": 3 },
+                portfolio.ccxt.ExchangeError("foo"),
+                { "bid": 10, "ask": 40 },
+                portfolio.ccxt.ExchangeError("foo"),
+                portfolio.ccxt.ExchangeError("foo"),
+                ]
+
+        ticker = portfolio.Trade.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 = portfolio.Trade.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 = portfolio.Trade.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 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
+        ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
+        ticker3 = portfolio.Trade.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 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True)
+        ticker5 = portfolio.Trade.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 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
+        portfolio.Trade.ticker_cache_timestamp -= 4
+        ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
+        portfolio.Trade.ticker_cache_timestamp -= 2
+        ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
+        self.assertDictEqual(ticker6, ticker7)
+        self.assertEqual(1.2, ticker8["bid"])
+
+    @unittest.skip("TODO")
+    def test_values_assertion(self):
+        pass
+
+    @unittest.skip("TODO")
+    def test_fetch_fees(self):
+        pass
+
+    @unittest.skip("TODO")
+    def test_compute_trades(self):
+        pass
+
+    @unittest.skip("TODO")
+    def test_action(self):
+        pass
+
+    @unittest.skip("TODO")
+    def test_action(self):
+        pass
+
+    @unittest.skip("TODO")
+    def test_order_action(self):
+        pass
+
+    @unittest.skip("TODO")
+    def test_prepare_order(self):
+        pass
+
+    @unittest.skip("TODO")
+    def test_all_orders(self):
+        pass
+
+    @unittest.skip("TODO")
+    def test_follow_orders(self):
+        pass
+
+    @unittest.skip("TODO")
+    def test__repr(self):
+        pass
+
+    def tearDown(self):
+        self.patcher.stop()
+
 if __name__ == '__main__':
     unittest.main()