From: Ismaël Bouya Date: Sat, 24 Feb 2018 21:12:29 +0000 (+0100) Subject: Add tags to balance log X-Git-Tag: v0.1~1 X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=commitdiff_plain;h=18167a3c502e9d61828067c3f6e56b5182584249 Add tags to balance log --- diff --git a/helper.py b/helper.py index 87539f1..d9c69cc 100644 --- a/helper.py +++ b/helper.py @@ -74,7 +74,6 @@ def fetch_fees(market): def prepare_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", debug=False): ReportStore.log_stage("prepare_trades") - BalanceStore.fetch_balances(market) values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) total_base_value = sum(values_in_base.values()) new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) @@ -84,7 +83,6 @@ def prepare_trades(market, base_currency="BTC", liquidity="medium", compute_valu def update_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", only=None, debug=False): ReportStore.log_stage("update_trades") - BalanceStore.fetch_balances(market) values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) total_base_value = sum(values_in_base.values()) new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) @@ -92,7 +90,6 @@ def update_trades(market, base_currency="BTC", liquidity="medium", compute_value def prepare_trades_to_sell_all(market, base_currency="BTC", compute_value="average", debug=False): ReportStore.log_stage("prepare_trades_to_sell_all") - BalanceStore.fetch_balances(market) values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) total_base_value = sum(values_in_base.values()) new_repartition = BalanceStore.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") }) @@ -120,6 +117,7 @@ def follow_orders(sleep=None): def print_orders(market, base_currency="BTC"): ReportStore.log_stage("print_orders") + BalanceStore.fetch_balances(market, tag="print_orders") prepare_trades(market, base_currency=base_currency, compute_value="average", debug=True) TradeStore.prepare_orders(compute_value="average") @@ -131,36 +129,44 @@ def print_balances(market, base_currency="BTC"): def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC", debug=False): ReportStore.log_stage("process_sell_needed__1_sell_begin") + BalanceStore.fetch_balances(market, tag="process_sell_needed__1_sell_begin") prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) TradeStore.prepare_orders(compute_value="average", only="dispose") TradeStore.run_orders() follow_orders() + BalanceStore.fetch_balances(market, tag="process_sell_needed__1_sell_end") ReportStore.log_stage("process_sell_needed__1_sell_end") def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC", debug=False): ReportStore.log_stage("process_sell_needed__2_buy_begin") + BalanceStore.fetch_balances(market, tag="process_sell_needed__2_buy_begin") update_trades(market, base_currency=base_currency, liquidity=liquidity, debug=debug, only="acquire") TradeStore.prepare_orders(compute_value="average", only="acquire") move_balances(market, debug=debug) TradeStore.run_orders() follow_orders() + BalanceStore.fetch_balances(market, tag="process_sell_needed__2_buy_end") ReportStore.log_stage("process_sell_needed__2_buy_end") def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False, liquidity="medium"): ReportStore.log_stage("process_sell_all__1_all_sell_begin") + BalanceStore.fetch_balances(market, tag="process_sell_all__1_all_sell_begin") prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug) TradeStore.prepare_orders(compute_value="average") TradeStore.run_orders() follow_orders() + BalanceStore.fetch_balances(market, tag="process_sell_all__1_all_sell_end") ReportStore.log_stage("process_sell_all__1_all_sell_end") def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False, liquidity="medium"): ReportStore.log_stage("process_sell_all__2_all_buy_begin") + BalanceStore.fetch_balances(market, tag="process_sell_all__2_all_buy_begin") prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) TradeStore.prepare_orders(compute_value="average") move_balances(market, debug=debug) TradeStore.run_orders() follow_orders() + BalanceStore.fetch_balances(market, tag="process_sell_all__2_all_buy_end") ReportStore.log_stage("process_sell_all__2_all_buy_end") diff --git a/store.py b/store.py index dfadef2..a7aad22 100644 --- a/store.py +++ b/store.py @@ -43,13 +43,14 @@ class ReportStore: }) @classmethod - def log_balances(cls, market): + def log_balances(cls, market, tag=None): cls.print_log("[Balance]") for currency, balance in BalanceStore.all.items(): cls.print_log("\t{}".format(balance)) cls.add_log({ "type": "balance", + "tag": tag, "balances": BalanceStore.as_json() }) @@ -196,13 +197,13 @@ class BalanceStore: return amounts @classmethod - def fetch_balances(cls, market): + def fetch_balances(cls, market, tag=None): all_balances = market.fetch_all_balances() for currency, balance in all_balances.items(): if balance["exchange_total"] != 0 or balance["margin_total"] != 0 or \ currency in cls.all: cls.all[currency] = portfolio.Balance(currency, balance) - ReportStore.log_balances(market) + ReportStore.log_balances(market, tag=tag) @classmethod def dispatch_assets(cls, amount, liquidity="medium", repartition=None): diff --git a/test.py b/test.py index 0f1f130..34b2fe3 100644 --- a/test.py +++ b/test.py @@ -653,6 +653,8 @@ class HelperTest(WebMockTestCase): "total": D("10000.0") }, } + portfolio.BalanceStore.fetch_balances(market, tag="tag") + helper.prepare_trades(market) compute_trades.assert_called() @@ -663,7 +665,7 @@ class HelperTest(WebMockTestCase): self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) report_store_h.log_stage.assert_called_once_with("prepare_trades") - report_store.log_balances.assert_called_once_with(market) + report_store.log_balances.assert_called_once_with(market, tag="tag") @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(helper, "get_ticker") @@ -700,6 +702,8 @@ class HelperTest(WebMockTestCase): "total": D("10000.0") }, } + portfolio.BalanceStore.fetch_balances(market, tag="tag") + helper.update_trades(market) compute_trades.assert_called() @@ -710,7 +714,7 @@ class HelperTest(WebMockTestCase): self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) report_store_h.log_stage.assert_called_once_with("update_trades") - report_store.log_balances.assert_called_once_with(market) + report_store.log_balances.assert_called_once_with(market, tag="tag") @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(helper, "get_ticker") @@ -741,6 +745,8 @@ class HelperTest(WebMockTestCase): "total": D("10000.0") }, } + portfolio.BalanceStore.fetch_balances(market, tag="tag") + helper.prepare_trades_to_sell_all(market) repartition.assert_not_called() compute_trades.assert_called() @@ -751,7 +757,7 @@ class HelperTest(WebMockTestCase): self.assertEqual(D("0.01"), call[0][0]["XVG"].value) self.assertEqual(D("1.01"), call[0][1]["BTC"].value) report_store_h.log_stage.assert_called_once_with("prepare_trades_to_sell_all") - report_store.log_balances.assert_called_once_with(market) + report_store.log_balances.assert_called_once_with(market, tag="tag") @mock.patch.object(portfolio.time, "sleep") @mock.patch.object(portfolio.TradeStore, "all_orders") @@ -875,8 +881,9 @@ class HelperTest(WebMockTestCase): @mock.patch.object(helper, "prepare_trades") @mock.patch.object(portfolio.TradeStore, "prepare_orders") + @mock.patch.object(portfolio.BalanceStore, "fetch_balances") @mock.patch.object(portfolio.ReportStore, "log_stage") - def test_print_orders(self, log_stage, prepare_orders, prepare_trades): + def test_print_orders(self, log_stage, fetch_balances, prepare_orders, prepare_trades): market = mock.Mock() portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { @@ -890,7 +897,9 @@ class HelperTest(WebMockTestCase): "exchange_free": 3, "exchange_used": 0}), } + helper.print_orders(market) + fetch_balances.assert_called_with(market, tag="print_orders") prepare_trades.assert_called_with(market, base_currency="BTC", compute_value="average", debug=True) prepare_orders.assert_called_with(compute_value="average") @@ -928,9 +937,11 @@ class HelperTest(WebMockTestCase): @mock.patch.object(helper, "follow_orders") @mock.patch.object(portfolio.TradeStore, "prepare_orders") @mock.patch.object(portfolio.TradeStore, "run_orders") + @mock.patch.object(portfolio.BalanceStore, "fetch_balances") @mock.patch.object(portfolio.ReportStore, "log_stage") - def test_process_sell_needed__1_sell(self, log_stage, run_orders, - prepare_orders, follow_orders, prepare_trades): + def test_process_sell_needed__1_sell(self, log_stage, + fetch_balances, run_orders, prepare_orders, follow_orders, + prepare_trades): market = mock.Mock() portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { @@ -945,6 +956,10 @@ class HelperTest(WebMockTestCase): "exchange_used": 0}), } helper.process_sell_needed__1_sell(market) + fetch_balances.assert_has_calls([ + mock.call(market, tag="process_sell_needed__1_sell_begin"), + mock.call(market, tag="process_sell_needed__1_sell_end"), + ]) prepare_trades.assert_called_with(market, base_currency="BTC", liquidity="medium", debug=False) prepare_orders.assert_called_with(compute_value="average", @@ -958,10 +973,11 @@ class HelperTest(WebMockTestCase): @mock.patch.object(helper, "move_balances") @mock.patch.object(portfolio.TradeStore, "prepare_orders") @mock.patch.object(portfolio.TradeStore, "run_orders") + @mock.patch.object(portfolio.BalanceStore, "fetch_balances") @mock.patch.object(portfolio.ReportStore, "log_stage") - def test_process_sell_needed__2_buy(self, log_stage, run_orders, - prepare_orders, move_balances, - follow_orders, update_trades): + def test_process_sell_needed__2_buy(self, log_stage, fetch_balances, + run_orders, prepare_orders, move_balances, follow_orders, + update_trades): market = mock.Mock() portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { @@ -976,6 +992,10 @@ class HelperTest(WebMockTestCase): "exchange_used": 0}), } helper.process_sell_needed__2_buy(market) + fetch_balances.assert_has_calls([ + mock.call(market, tag="process_sell_needed__2_buy_begin"), + mock.call(market, tag="process_sell_needed__2_buy_end"), + ]) update_trades.assert_called_with(market, base_currency="BTC", debug=False, liquidity="medium", only="acquire") prepare_orders.assert_called_with(compute_value="average", @@ -989,9 +1009,11 @@ class HelperTest(WebMockTestCase): @mock.patch.object(helper, "follow_orders") @mock.patch.object(portfolio.TradeStore, "prepare_orders") @mock.patch.object(portfolio.TradeStore, "run_orders") + @mock.patch.object(portfolio.BalanceStore, "fetch_balances") @mock.patch.object(portfolio.ReportStore, "log_stage") - def test_process_sell_all__1_sell(self, log_stage, run_orders, - prepare_orders, follow_orders, prepare_trades_to_sell_all): + def test_process_sell_all__1_sell(self, log_stage, fetch_balances, + run_orders, prepare_orders, follow_orders, + prepare_trades_to_sell_all): market = mock.Mock() portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { @@ -1006,6 +1028,10 @@ class HelperTest(WebMockTestCase): "exchange_used": 0}), } helper.process_sell_all__1_all_sell(market) + fetch_balances.assert_has_calls([ + mock.call(market, tag="process_sell_all__1_all_sell_begin"), + mock.call(market, tag="process_sell_all__1_all_sell_end"), + ]) prepare_trades_to_sell_all.assert_called_with(market, base_currency="BTC", debug=False) prepare_orders.assert_called_with(compute_value="average") @@ -1018,10 +1044,11 @@ class HelperTest(WebMockTestCase): @mock.patch.object(helper, "move_balances") @mock.patch.object(portfolio.TradeStore, "prepare_orders") @mock.patch.object(portfolio.TradeStore, "run_orders") + @mock.patch.object(portfolio.BalanceStore, "fetch_balances") @mock.patch.object(portfolio.ReportStore, "log_stage") - def test_process_sell_all__2_all_buy(self, log_stage, run_orders, - prepare_orders, move_balances, follow_orders, - prepare_trades): + def test_process_sell_all__2_all_buy(self, log_stage, + fetch_balances, run_orders, prepare_orders, move_balances, + follow_orders, prepare_trades): market = mock.Mock() portfolio.BalanceStore.all = { "BTC": portfolio.Balance("BTC", { @@ -1036,6 +1063,10 @@ class HelperTest(WebMockTestCase): "exchange_used": 0}), } helper.process_sell_all__2_all_buy(market) + fetch_balances.assert_has_calls([ + mock.call(market, tag="process_sell_all__2_all_buy_begin"), + mock.call(market, tag="process_sell_all__2_all_buy_end"), + ]) prepare_trades.assert_called_with(market, base_currency="BTC", liquidity="medium", debug=False) prepare_orders.assert_called_with(compute_value="average") @@ -1308,10 +1339,10 @@ class BalanceStoreTest(WebMockTestCase): portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { "exchange_total": "1", "exchange_free": "0", "exchange_used": "1" }) - portfolio.BalanceStore.fetch_balances(market) + portfolio.BalanceStore.fetch_balances(market, tag="foo") self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) - log_balances.assert_called_with(market) + log_balances.assert_called_with(market, tag="foo") @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(portfolio.ReportStore, "log_balances") @@ -1336,7 +1367,7 @@ class BalanceStoreTest(WebMockTestCase): self.assertEqual(D("2.6"), amounts["BTC"].value) self.assertEqual(D("7.5"), amounts["XEM"].value) self.assertEqual(D("-1.0"), amounts["DASH"].value) - log_balances.assert_called_with(market) + log_balances.assert_called_with(market, tag=None) log_dispatch.assert_called_once_with(portfolio.Amount("BTC", "11.1"), amounts, "medium", repartition_hash) @@ -2317,13 +2348,17 @@ class ReportStoreTest(WebMockTestCase): balance_store.as_json.return_value = "json" balance_store.all = { "FOO": "bar", "BAR": "baz" } - portfolio.ReportStore.log_balances("market") + portfolio.ReportStore.log_balances("market", tag="tag") print_log.assert_has_calls([ mock.call("[Balance]"), mock.call("\tbar"), mock.call("\tbaz"), ]) - add_log.assert_called_once_with({'type': 'balance', 'balances': 'json'}) + add_log.assert_called_once_with({ + 'type': 'balance', + 'balances': 'json', + 'tag': 'tag' + }) @mock.patch.object(portfolio.ReportStore, "print_log") @mock.patch.object(portfolio.ReportStore, "add_log")