From: Ismaël Bouya Date: Mon, 12 Mar 2018 01:10:08 +0000 (+0100) Subject: Merge branch 'night_fixes' into dev X-Git-Tag: v1.0^2~5 X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=commitdiff_plain;h=83c698c925db9dcb2d347c2a625de88d85cfeb21;hp=34eb08f759a440af0376727664d9422041dfbd18 Merge branch 'night_fixes' into dev --- diff --git a/portfolio.py b/portfolio.py index 554b34f..69e3755 100644 --- a/portfolio.py +++ b/portfolio.py @@ -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 f61e739..ac9a6cd 100644 --- 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):