From f86ee14037646bedc3a3dee4a48f085308981757 Mon Sep 17 00:00:00 2001 From: =?utf8?q?Isma=C3=ABl=20Bouya?= Date: Sun, 25 Feb 2018 18:02:44 +0100 Subject: [PATCH] Refactor the store to be more conciliant with multiple markets --- helper.py | 295 ++++----- main.py | 66 +- market.py | 157 ++++- portfolio.py | 81 ++- store.py | 230 +++---- test.py | 1730 ++++++++++++++++++++++++++------------------------ 6 files changed, 1337 insertions(+), 1222 deletions(-) diff --git a/helper.py b/helper.py index fa92ac7..4b9ce0d 100644 --- a/helper.py +++ b/helper.py @@ -1,178 +1,133 @@ -import time -from ccxt import ExchangeError -from store import * - -def move_balances(market, debug=False): - needed_in_margin = {} - moving_to_margin = {} - - for currency in BalanceStore.all: - if BalanceStore.all[currency].margin_free != 0: - needed_in_margin[currency] = 0 - for trade in TradeStore.all: - if trade.value_to.currency not in needed_in_margin: - needed_in_margin[trade.value_to.currency] = 0 - if trade.trade_type == "short": - needed_in_margin[trade.value_to.currency] += abs(trade.value_to) - for currency, needed in needed_in_margin.items(): - current_balance = BalanceStore.all[currency].margin_free - moving_to_margin[currency] = (needed - current_balance) - delta = moving_to_margin[currency].value - if debug: - ReportStore.log_debug_action("Moving {} from exchange to margin".format(moving_to_margin[currency])) - continue - if delta > 0: - market.transfer_balance(currency, delta, "exchange", "margin") - elif delta < 0: - market.transfer_balance(currency, -delta, "margin", "exchange") - ReportStore.log_move_balances(needed_in_margin, moving_to_margin, debug) - - BalanceStore.fetch_balances(market) - -ticker_cache = {} -ticker_cache_timestamp = time.time() -def get_ticker(c1, c2, market, refresh=False): - global ticker_cache, ticker_cache_timestamp - def invert(ticker): - return { - "inverted": True, - "average": (1/ticker["bid"] + 1/ticker["ask"]) / 2, - "original": ticker, - } - def augment_ticker(ticker): - ticker.update({ - "inverted": False, - "average": (ticker["bid"] + ticker["ask"] ) / 2, - }) - - if time.time() - ticker_cache_timestamp > 5: - ticker_cache = {} - ticker_cache_timestamp = time.time() - elif not refresh: - if (c1, c2, market.__class__) in ticker_cache: - return ticker_cache[(c1, c2, market.__class__)] - if (c2, c1, market.__class__) in ticker_cache: - return invert(ticker_cache[(c2, c1, market.__class__)]) - +from datetime import datetime +import argparse +import configparser +import psycopg2 +import os +import sys + +import portfolio + +def main_parse_args(argv): + parser = argparse.ArgumentParser( + description="Run the trade bot") + + parser.add_argument("-c", "--config", + default="config.ini", + required=False, + help="Config file to load (default: config.ini)") + parser.add_argument("--before", + default=False, action='store_const', const=True, + help="Run the steps before the cryptoportfolio update") + parser.add_argument("--after", + default=False, action='store_const', const=True, + help="Run the steps after the cryptoportfolio update") + parser.add_argument("--debug", + default=False, action='store_const', const=True, + help="Run in debug mode") + + args = parser.parse_args(argv) + + if not os.path.exists(args.config): + print("no config file found, exiting") + sys.exit(1) + + return args + +def main_parse_config(config_file): + config = configparser.ConfigParser() + config.read(config_file) + + if "postgresql" not in config: + print("no configuration for postgresql in config file") + sys.exit(1) + + if "app" in config and "report_path" in config["app"]: + report_path = config["app"]["report_path"] + + if not os.path.exists(report_path): + os.makedirs(report_path) + else: + report_path = None + + return [config["postgresql"], report_path] + +def main_fetch_markets(pg_config): + connection = psycopg2.connect(**pg_config) + cursor = connection.cursor() + + cursor.execute("SELECT config,user_id FROM market_configs") + + for row in cursor: + yield row + +def main_process_market(user_market, before=False, after=False): + if before: + process_sell_all__1_all_sell(user_market) + if after: + portfolio.Portfolio.wait_for_recent(user_market) + process_sell_all__2_all_buy(user_market) + +def main_store_report(report_path, user_id, user_market): try: - ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2)) - augment_ticker(ticker_cache[(c1, c2, market.__class__)]) - except ExchangeError: - try: - ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1)) - augment_ticker(ticker_cache[(c2, c1, market.__class__)]) - except ExchangeError: - ticker_cache[(c1, c2, market.__class__)] = None - return get_ticker(c1, c2, market) - -fees_cache = {} -def fetch_fees(market): - global fees_cache - if market.__class__ not in fees_cache: - fees_cache[market.__class__] = market.fetch_fees() - return fees_cache[market.__class__] - -def prepare_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", debug=False): - ReportStore.log_stage("prepare_trades") - 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) - # Recompute it in case we have new currencies - values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) - TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug) - -def update_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", only=None, debug=False): - ReportStore.log_stage("update_trades") - 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) - TradeStore.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug) - -def prepare_trades_to_sell_all(market, base_currency="BTC", compute_value="average", debug=False): - ReportStore.log_stage("prepare_trades_to_sell_all") - 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") }) - TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug) - -def follow_orders(sleep=None): - if sleep is None: - sleep = 7 if TradeStore.debug else 30 - if TradeStore.debug: - ReportStore.log_debug_action("Set follow_orders tick to {}s".format(sleep)) - tick = 0 - ReportStore.log_stage("follow_orders_begin") - while len(TradeStore.all_orders(state="open")) > 0: - time.sleep(sleep) - tick += 1 - open_orders = TradeStore.all_orders(state="open") - ReportStore.log_stage("follow_orders_tick_{}".format(tick)) - ReportStore.log_orders(open_orders, tick=tick) - for order in open_orders: - if order.get_status() != "open": - ReportStore.log_order(order, tick, finished=True) - else: - order.trade.update_order(order, tick) - ReportStore.log_stage("follow_orders_end") + if report_path is not None: + report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id) + with open(report_file, "w") as f: + f.write(user_market.report.to_json()) + except Exception as e: + print("impossible to store report file: {}; {}".format(e.__class__.__name__, e)) 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") + market.report.log_stage("print_orders") + market.balances.fetch_balances(tag="print_orders") + market.prepare_trades(base_currency=base_currency, compute_value="average") + market.trades.prepare_orders(compute_value="average") def print_balances(market, base_currency="BTC"): - BalanceStore.fetch_balances(market) + market.balances.fetch_balances() if base_currency is not None: - ReportStore.print_log("total:") - ReportStore.print_log(sum(BalanceStore.in_currency(base_currency, market).values())) - -def reset_all(): - # use them as regular classes, sub-object of market - ReportStore.logs = [] - BalanceStore.all = {} - TradeStore.all = [] - -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") + market.report.print_log("total:") + market.report.print_log(sum(market.balances.in_currency(base_currency).values())) + +def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC"): + market.report.log_stage("process_sell_needed__1_sell_begin") + market.balances.fetch_balances(tag="process_sell_needed__1_sell_begin") + market.prepare_trades(liquidity=liquidity, base_currency=base_currency) + market.trades.prepare_orders(compute_value="average", only="dispose") + market.trades.run_orders() + market.follow_orders() + market.balances.fetch_balances(tag="process_sell_needed__1_sell_end") + market.report.log_stage("process_sell_needed__1_sell_end") + +def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC"): + market.report.log_stage("process_sell_needed__2_buy_begin") + market.balances.fetch_balances(tag="process_sell_needed__2_buy_begin") + market.update_trades(base_currency=base_currency, liquidity=liquidity, only="acquire") + market.trades.prepare_orders(compute_value="average", only="acquire") + market.move_balances() + market.trades.run_orders() + market.follow_orders() + market.balances.fetch_balances(tag="process_sell_needed__2_buy_end") + market.report.log_stage("process_sell_needed__2_buy_end") + +def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium"): + market.report.log_stage("process_sell_all__1_all_sell_begin") + market.balances.fetch_balances(tag="process_sell_all__1_all_sell_begin") + market.prepare_trades_to_sell_all(base_currency=base_currency) + market.trades.prepare_orders(compute_value="average") + market.trades.run_orders() + market.follow_orders() + market.balances.fetch_balances(tag="process_sell_all__1_all_sell_end") + market.report.log_stage("process_sell_all__1_all_sell_end") + +def process_sell_all__2_all_buy(market, base_currency="BTC", liquidity="medium"): + market.report.log_stage("process_sell_all__2_all_buy_begin") + market.balances.fetch_balances(tag="process_sell_all__2_all_buy_begin") + market.prepare_trades(liquidity=liquidity, base_currency=base_currency) + market.trades.prepare_orders(compute_value="average") + market.move_balances() + market.trades.run_orders() + market.follow_orders() + market.balances.fetch_balances(tag="process_sell_all__2_all_buy_end") + market.report.log_stage("process_sell_all__2_all_buy_end") diff --git a/main.py b/main.py index 41abe9e..e7cdcf0 100644 --- a/main.py +++ b/main.py @@ -1,64 +1,16 @@ -import os import sys -import configparser -import psycopg2 -import argparse -from datetime import datetime +import helper, market -import portfolio, market +args = helper.main_parse_args(sys.argv[1:]) -parser = argparse.ArgumentParser( - description="Run the trade bot") +pg_config, report_path = helper.main_parse_config(args.config) -parser.add_argument("-c", "--config", - default="config.ini", - required=False, - help="Config file to load (default: config.ini)") -parser.add_argument("--before", - default=False, action='store_const', const=True, - help="Run the steps before the cryptoportfolio update") -parser.add_argument("--after", - default=False, action='store_const', const=True, - help="Run the steps after the cryptoportfolio update") -parser.add_argument("--debug", - default=False, action='store_const', const=True, - help="Run in debug mode") - -args = parser.parse_args() - -if not os.path.exists(args.config): - print("no config file found, exiting") - sys.exit(1) - -config = configparser.ConfigParser() -config.read(args.config) - -pg_config = config["postgresql"] - -connection = psycopg2.connect(**pg_config) -cursor = connection.cursor() - -cursor.execute("SELECT config,user_id FROM market_configs") - -report_path = config["app"]["report_path"] -if not os.path.exists(report_path): - os.makedirs(report_path) - -for row in cursor: - market_config, user_id = row +for market_config, user_id in helper.main_fetch_markets(pg_config): try: - user_market = market.get_market(market_config) - if args.before: - portfolio.h.process_sell_all__1_all_sell(user_market, debug=args.debug) - if args.after: - portfolio.Portfolio.wait_for_recent() - portfolio.h.process_sell_all__2_all_buy(user_market, debug=args.debug) + market_config["apiKey"] = market_config.pop("key") + user_market = market.Market.from_config(market_config, debug=args.debug) + helper.main_process_market(user_market, before=args.before, after=args.after) except Exception as e: - print(e) - pass + print("{}: {}".format(e.__class__.__name__, e)) finally: - report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id) - with open(report_file, "w") as f: - f.write(portfolio.ReportStore.to_json()) - portfolio.h.reset_all() - + helper.main_store_report(report_path, user_id, user_market) diff --git a/market.py b/market.py index 224cc32..931de09 100644 --- a/market.py +++ b/market.py @@ -1,17 +1,150 @@ +from ccxt import ExchangeError import ccxt_wrapper as ccxt -from store import ReportStore +import time +from store import * -def get_market(config): - market = ccxt.poloniexE(config) +class Market: + debug = False + ccxt = None + report = None + trades = None + balances = None - # For requests logging - market.session.origin_request = market.session.request + def __init__(self, ccxt_instance, debug=False): + self.debug = debug + self.ccxt = ccxt_instance + self.ccxt._market = self + self.report = ReportStore(self) + self.trades = TradeStore(self) + self.balances = BalanceStore(self) + + @classmethod + def from_config(cls, config, debug=False): + ccxt_instance = ccxt.poloniexE(config) + + # For requests logging + ccxt_instance.session.origin_request = ccxt_instance.session.request + ccxt_instance.session._parent = ccxt_instance + + def request_wrap(self, *args, **kwargs): + r = self.origin_request(*args, **kwargs) + self._parent._market.report.log_http_request(args[0], + args[1], kwargs["data"], kwargs["headers"], r) + return r + ccxt_instance.session.request = request_wrap.__get__(ccxt_instance.session, + ccxt_instance.session.__class__) + + return cls(ccxt_instance, debug=debug) + + def move_balances(self): + needed_in_margin = {} + moving_to_margin = {} + + for currency in self.balances.all: + if self.balances.all[currency].margin_free != 0: + needed_in_margin[currency] = 0 + for trade in self.trades.all: + if trade.value_to.currency not in needed_in_margin: + needed_in_margin[trade.value_to.currency] = 0 + if trade.trade_type == "short": + needed_in_margin[trade.value_to.currency] += abs(trade.value_to) + for currency, needed in needed_in_margin.items(): + current_balance = self.balances.all[currency].margin_free + moving_to_margin[currency] = (needed - current_balance) + delta = moving_to_margin[currency].value + if self.debug: + self.report.log_debug_action("Moving {} from exchange to margin".format(moving_to_margin[currency])) + continue + if delta > 0: + self.ccxt.transfer_balance(currency, delta, "exchange", "margin") + elif delta < 0: + self.ccxt.transfer_balance(currency, -delta, "margin", "exchange") + self.report.log_move_balances(needed_in_margin, moving_to_margin) + + self.balances.fetch_balances() + + fees_cache = {} + def fetch_fees(self): + if self.ccxt.__class__ not in self.fees_cache: + self.fees_cache[self.ccxt.__class__] = self.ccxt.fetch_fees() + return self.fees_cache[self.ccxt.__class__] + + ticker_cache = {} + ticker_cache_timestamp = time.time() + def get_ticker(self, c1, c2, refresh=False): + def invert(ticker): + return { + "inverted": True, + "average": (1/ticker["bid"] + 1/ticker["ask"]) / 2, + "original": 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, self.ccxt.__class__) in self.ticker_cache: + return self.ticker_cache[(c1, c2, self.ccxt.__class__)] + if (c2, c1, self.ccxt.__class__) in self.ticker_cache: + return invert(self.ticker_cache[(c2, c1, self.ccxt.__class__)]) + + try: + self.ticker_cache[(c1, c2, self.ccxt.__class__)] = self.ccxt.fetch_ticker("{}/{}".format(c1, c2)) + augment_ticker(self.ticker_cache[(c1, c2, self.ccxt.__class__)]) + except ExchangeError: + try: + self.ticker_cache[(c2, c1, self.ccxt.__class__)] = self.ccxt.fetch_ticker("{}/{}".format(c2, c1)) + augment_ticker(self.ticker_cache[(c2, c1, self.ccxt.__class__)]) + except ExchangeError: + self.ticker_cache[(c1, c2, self.ccxt.__class__)] = None + return self.get_ticker(c1, c2) + + def follow_orders(self, sleep=None): + if sleep is None: + sleep = 7 if self.debug else 30 + if self.debug: + self.report.log_debug_action("Set follow_orders tick to {}s".format(sleep)) + tick = 0 + self.report.log_stage("follow_orders_begin") + while len(self.trades.all_orders(state="open")) > 0: + time.sleep(sleep) + tick += 1 + open_orders = self.trades.all_orders(state="open") + self.report.log_stage("follow_orders_tick_{}".format(tick)) + self.report.log_orders(open_orders, tick=tick) + for order in open_orders: + if order.get_status() != "open": + self.report.log_order(order, tick, finished=True) + else: + order.trade.update_order(order, tick) + self.report.log_stage("follow_orders_end") + + def prepare_trades(self, base_currency="BTC", liquidity="medium", compute_value="average"): + self.report.log_stage("prepare_trades") + values_in_base = self.balances.in_currency(base_currency, compute_value=compute_value) + total_base_value = sum(values_in_base.values()) + new_repartition = self.balances.dispatch_assets(total_base_value, liquidity=liquidity) + # Recompute it in case we have new currencies + values_in_base = self.balances.in_currency(base_currency, compute_value=compute_value) + self.trades.compute_trades(values_in_base, new_repartition) + + def update_trades(self, base_currency="BTC", liquidity="medium", compute_value="average", only=None): + self.report.log_stage("update_trades") + values_in_base = self.balances.in_currency(base_currency, compute_value=compute_value) + total_base_value = sum(values_in_base.values()) + new_repartition = self.balances.dispatch_assets(total_base_value, liquidity=liquidity) + self.trades.compute_trades(values_in_base, new_repartition, only=only) + + def prepare_trades_to_sell_all(self, base_currency="BTC", compute_value="average"): + self.report.log_stage("prepare_trades_to_sell_all") + values_in_base = self.balances.in_currency(base_currency, compute_value=compute_value) + total_base_value = sum(values_in_base.values()) + new_repartition = self.balances.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") }) + self.trades.compute_trades(values_in_base, new_repartition) - def request_wrap(self, *args, **kwargs): - r = self.origin_request(*args, **kwargs) - ReportStore.log_http_request(args[0], args[1], kwargs["data"], - kwargs["headers"], r) - return r - market.session.request = request_wrap.__get__(market.session, market.session.__class__) - return market diff --git a/portfolio.py b/portfolio.py index f9423b9..43a39c4 100644 --- a/portfolio.py +++ b/portfolio.py @@ -1,13 +1,10 @@ import time from datetime import datetime, timedelta from decimal import Decimal as D, ROUND_DOWN -# Put your poloniex api key in market.py from json import JSONDecodeError from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError from ccxt import ExchangeError, ExchangeNotAvailable import requests -import helper as h -from store import * # FIXME: correctly handle web call timeouts @@ -18,26 +15,27 @@ class Portfolio: last_date = None @classmethod - def wait_for_recent(cls, delta=4): - cls.repartition(refetch=True) + def wait_for_recent(cls, market, delta=4): + cls.repartition(market, refetch=True) while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta): time.sleep(30) - cls.repartition(refetch=True) + market.report.print_log("Attempt to fetch up-to-date cryptoportfolio") + cls.repartition(market, refetch=True) @classmethod - def repartition(cls, liquidity="medium", refetch=False): - cls.parse_cryptoportfolio(refetch=refetch) + def repartition(cls, market, liquidity="medium", refetch=False): + cls.parse_cryptoportfolio(market, refetch=refetch) liquidities = cls.liquidities[liquidity] return liquidities[cls.last_date] @classmethod - def get_cryptoportfolio(cls): + def get_cryptoportfolio(cls, market): try: r = requests.get(cls.URL) - ReportStore.log_http_request(r.request.method, + market.report.log_http_request(r.request.method, r.request.url, r.request.body, r.request.headers, r) except Exception as e: - ReportStore.log_error("get_cryptoportfolio", exception=e) + market.report.log_error("get_cryptoportfolio", exception=e) return try: cls.data = r.json(parse_int=D, parse_float=D) @@ -45,9 +43,9 @@ class Portfolio: cls.data = None @classmethod - def parse_cryptoportfolio(cls, refetch=False): + def parse_cryptoportfolio(cls, market, refetch=False): if refetch or cls.data is None: - cls.get_cryptoportfolio() + cls.get_cryptoportfolio(market) def filter_weights(weight_hash): if weight_hash[1][0] == 0: @@ -118,7 +116,7 @@ class Amount: self.value * rate, linked_to=self, rate=rate) - asset_ticker = h.get_ticker(self.currency, other_currency, market) + asset_ticker = market.get_ticker(self.currency, other_currency) if asset_ticker is not None: rate = Computation.compute_value(asset_ticker, action, compute_value=compute_value) return Amount( @@ -283,7 +281,7 @@ class Balance: return "Balance({}".format(self.currency) + "".join([exchange, margin, total]) + ")" class Trade: - def __init__(self, value_from, value_to, currency, market=None): + def __init__(self, value_from, value_to, currency, market): # We have value_from of currency, and want to finish with value_to of # that currency. value_* may not be in currency's terms self.currency = currency @@ -353,18 +351,18 @@ class Trade: if tick == 7: update = "market_fallback" - ReportStore.log_order(order, tick, update=update, + self.market.report.log_order(order, tick, update=update, compute_value=compute_value, new_order=new_order) if new_order is not None: order.cancel() new_order.run() - ReportStore.log_order(order, tick, new_order=new_order) + self.market.report.log_order(order, tick, new_order=new_order) def prepare_order(self, compute_value="default"): if self.action is None: return None - ticker = h.get_ticker(self.currency, self.base_currency, self.market) + ticker = self.market.get_ticker(self.currency, self.base_currency) inverted = ticker["inverted"] if inverted: ticker = ticker["original"] @@ -430,7 +428,7 @@ class Trade: close_if_possible = (self.value_to == 0) if delta <= 0: - ReportStore.log_error("prepare_order", message="Less to do than already filled: {}".format(delta)) + self.market.report.log_error("prepare_order", message="Less to do than already filled: {}".format(delta)) return None order = Order(self.order_action(inverted), @@ -456,11 +454,11 @@ class Trade: self.action) def print_with_order(self, ind=""): - ReportStore.print_log("{}{}".format(ind, self)) + self.market.report.print_log("{}{}".format(ind, self)) for order in self.orders: - ReportStore.print_log("{}\t{}".format(ind, order)) + self.market.report.print_log("{}\t{}".format(ind, order)) for mouvement in order.mouvements: - ReportStore.print_log("{}\t\t{}".format(ind, mouvement)) + self.market.report.print_log("{}\t\t{}".format(ind, mouvement)) class Order: def __init__(self, action, amount, rate, base_currency, trade_type, market, @@ -525,15 +523,15 @@ class Order: def run(self): symbol = "{}/{}".format(self.amount.currency, self.base_currency) - amount = round(self.amount, self.market.order_precision(symbol)).value + amount = round(self.amount, self.market.ccxt.order_precision(symbol)).value - if TradeStore.debug: - ReportStore.log_debug_action("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( + if self.market.debug: + self.market.report.log_debug_action("market.ccxt.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( symbol, self.action, amount, self.rate, self.account)) self.results.append({"debug": True, "id": -1}) else: try: - self.results.append(self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)) + self.results.append(self.market.ccxt.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)) except ExchangeNotAvailable: # Impossible to honor the order (dust amount) self.status = "closed" @@ -541,15 +539,15 @@ class Order: return except Exception as e: self.status = "error" - action = "market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(symbol, self.action, amount, self.rate, self.account) - ReportStore.log_error(action, exception=e) + action = "market.ccxt.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(symbol, self.action, amount, self.rate, self.account) + self.market.report.log_error(action, exception=e) return self.id = self.results[0]["id"] self.status = "open" def get_status(self): - if TradeStore.debug: - ReportStore.log_debug_action("Getting {} status".format(self)) + if self.market.debug: + self.market.report.log_debug_action("Getting {} status".format(self)) return self.status # other states are "closed" and "canceled" if not self.finished: @@ -559,23 +557,23 @@ class Order: return self.status def mark_finished_order(self): - if TradeStore.debug: - ReportStore.log_debug_action("Mark {} as finished".format(self)) + if self.market.debug: + self.market.report.log_debug_action("Mark {} as finished".format(self)) return if self.status == "closed": if self.trade_type == "short" and self.action == "buy" and self.close_if_possible: - self.market.close_margin_position(self.amount.currency, self.base_currency) + self.market.ccxt.close_margin_position(self.amount.currency, self.base_currency) def fetch(self, force=False): - if TradeStore.debug: - ReportStore.log_debug_action("Fetching {}".format(self)) + if self.market.debug: + self.market.report.log_debug_action("Fetching {}".format(self)) return if (not force and self.fetch_cache_timestamp is not None and time.time() - self.fetch_cache_timestamp < 10): return self.fetch_cache_timestamp = time.time() - result = self.market.fetch_order(self.id) + result = self.market.ccxt.fetch_order(self.id) self.results.append(result) self.status = result["status"] @@ -606,7 +604,7 @@ class Order: def fetch_mouvements(self): try: - mouvements = self.market.privatePostReturnOrderTrades({"orderNumber": self.id}) + mouvements = self.market.ccxt.privatePostReturnOrderTrades({"orderNumber": self.id}) except ExchangeError: mouvements = [] self.mouvements = [] @@ -616,11 +614,11 @@ class Order: self.base_currency, mouvement_hash)) def cancel(self): - if TradeStore.debug: - ReportStore.log_debug_action("Mark {} as cancelled".format(self)) + if self.market.debug: + self.market.report.log_debug_action("Mark {} as cancelled".format(self)) self.status = "canceled" return - self.market.cancel_order(self.id) + self.market.ccxt.cancel_order(self.id) self.fetch() class Mouvement: @@ -663,6 +661,3 @@ class Mouvement: date, self.action, self.total, self.total_in_base, fee_rate) -if __name__ == '__main__': # pragma: no cover - from market import market - h.print_orders(market) diff --git a/store.py b/store.py index a7aad22..c6cddab 100644 --- a/store.py +++ b/store.py @@ -6,63 +6,59 @@ from datetime import date, datetime __all__ = ["BalanceStore", "ReportStore", "TradeStore"] class ReportStore: - logs = [] - verbose_print = True + def __init__(self, market, verbose_print=True): + self.market = market + self.verbose_print = verbose_print - @classmethod - def print_log(cls, message): + self.logs = [] + + def print_log(self, message): message = str(message) - if cls.verbose_print: + if self.verbose_print: print(message) - @classmethod - def add_log(cls, hash_): + def add_log(self, hash_): hash_["date"] = datetime.now() - cls.logs.append(hash_) + self.logs.append(hash_) - @classmethod - def to_json(cls): + def to_json(self): def default_json_serial(obj): if isinstance(obj, (datetime, date)): return obj.isoformat() raise TypeError ("Type %s not serializable" % type(obj)) - return json.dumps(cls.logs, default=default_json_serial) + return json.dumps(self.logs, default=default_json_serial) - @classmethod - def set_verbose(cls, verbose_print): - cls.verbose_print = verbose_print + def set_verbose(self, verbose_print): + self.verbose_print = verbose_print - @classmethod - def log_stage(cls, stage): - cls.print_log("-" * (len(stage) + 8)) - cls.print_log("[Stage] {}".format(stage)) + def log_stage(self, stage): + self.print_log("-" * (len(stage) + 8)) + self.print_log("[Stage] {}".format(stage)) - cls.add_log({ + self.add_log({ "type": "stage", "stage": stage, }) - @classmethod - def log_balances(cls, market, tag=None): - cls.print_log("[Balance]") - for currency, balance in BalanceStore.all.items(): - cls.print_log("\t{}".format(balance)) + def log_balances(self, tag=None): + self.print_log("[Balance]") + for currency, balance in self.market.balances.all.items(): + self.print_log("\t{}".format(balance)) - cls.add_log({ + self.add_log({ "type": "balance", "tag": tag, - "balances": BalanceStore.as_json() + "balances": self.market.balances.as_json() }) - @classmethod - def log_tickers(cls, market, amounts, other_currency, + def log_tickers(self, amounts, other_currency, compute_value, type): values = {} rates = {} for currency, amount in amounts.items(): values[currency] = amount.as_json()["value"] rates[currency] = amount.rate - cls.add_log({ + self.add_log({ "type": "tickers", "compute_value": compute_value, "balance_type": type, @@ -72,9 +68,8 @@ class ReportStore: "total": sum(amounts.values()).as_json()["value"] }) - @classmethod - def log_dispatch(cls, amount, amounts, liquidity, repartition): - cls.add_log({ + def log_dispatch(self, amount, amounts, liquidity, repartition): + self.add_log({ "type": "dispatch", "liquidity": liquidity, "repartition_ratio": repartition, @@ -82,26 +77,24 @@ class ReportStore: "repartition": { k: v.as_json()["value"] for k, v in amounts.items() } }) - @classmethod - def log_trades(cls, matching_and_trades, only, debug): + def log_trades(self, matching_and_trades, only): trades = [] for matching, trade in matching_and_trades: trade_json = trade.as_json() trade_json["skipped"] = not matching trades.append(trade_json) - cls.add_log({ + self.add_log({ "type": "trades", "only": only, - "debug": debug, + "debug": self.market.debug, "trades": trades }) - @classmethod - def log_orders(cls, orders, tick=None, only=None, compute_value=None): - cls.print_log("[Orders]") - TradeStore.print_all_with_order(ind="\t") - cls.add_log({ + def log_orders(self, orders, tick=None, only=None, compute_value=None): + self.print_log("[Orders]") + self.market.trades.print_all_with_order(ind="\t") + self.add_log({ "type": "orders", "only": only, "compute_value": compute_value, @@ -109,21 +102,20 @@ class ReportStore: "orders": [order.as_json() for order in orders if order is not None] }) - @classmethod - def log_order(cls, order, tick, finished=False, update=None, + def log_order(self, order, tick, finished=False, update=None, new_order=None, compute_value=None): if finished: - cls.print_log("[Order] Finished {}".format(order)) + self.print_log("[Order] Finished {}".format(order)) elif update == "waiting": - cls.print_log("[Order] {}, tick {}, waiting".format(order, tick)) + self.print_log("[Order] {}, tick {}, waiting".format(order, tick)) elif update == "adjusting": - cls.print_log("[Order] {}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) + self.print_log("[Order] {}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) elif update == "market_fallback": - cls.print_log("[Order] {}, tick {}, fallbacking to market value".format(order, tick)) + self.print_log("[Order] {}, tick {}, fallbacking to market value".format(order, tick)) elif update == "market_adjust": - cls.print_log("[Order] {}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order)) + self.print_log("[Order] {}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order)) - cls.add_log({ + self.add_log({ "type": "order", "tick": tick, "update": update, @@ -132,18 +124,16 @@ class ReportStore: "new_order": new_order.as_json() if new_order is not None else None }) - @classmethod - def log_move_balances(cls, needed, moving, debug): - cls.add_log({ + def log_move_balances(self, needed, moving): + self.add_log({ "type": "move_balances", - "debug": debug, + "debug": self.market.debug, "needed": { k: v.as_json()["value"] if isinstance(v, portfolio.Amount) else v for k, v in needed.items() }, "moving": { k: v.as_json()["value"] if isinstance(v, portfolio.Amount) else v for k, v in moving.items() }, }) - @classmethod - def log_http_request(cls, method, url, body, headers, response): - cls.add_log({ + def log_http_request(self, method, url, body, headers, response): + self.add_log({ "type": "http_request", "method": method, "url": url, @@ -153,15 +143,14 @@ class ReportStore: "response": response.text }) - @classmethod - def log_error(cls, action, message=None, exception=None): - cls.print_log("[Error] {}".format(action)) + def log_error(self, action, message=None, exception=None): + self.print_log("[Error] {}".format(action)) if exception is not None: - cls.print_log(str("\t{}: {}".format(exception.__class__.__name__, exception))) + self.print_log(str("\t{}: {}".format(exception.__class__.__name__, exception))) if message is not None: - cls.print_log("\t{}".format(message)) + self.print_log("\t{}".format(message)) - cls.add_log({ + self.add_log({ "type": "error", "action": action, "exception_class": exception.__class__.__name__ if exception is not None else None, @@ -169,132 +158,121 @@ class ReportStore: "message": message, }) - @classmethod - def log_debug_action(cls, action): - cls.print_log("[Debug] {}".format(action)) + def log_debug_action(self, action): + self.print_log("[Debug] {}".format(action)) - cls.add_log({ + self.add_log({ "type": "debug_action", "action": action, }) class BalanceStore: - all = {} + def __init__(self, market): + self.market = market + self.all = {} - @classmethod - def currencies(cls): - return cls.all.keys() + def currencies(self): + return self.all.keys() - @classmethod - def in_currency(cls, other_currency, market, compute_value="average", type="total"): + def in_currency(self, other_currency, compute_value="average", type="total"): amounts = {} - for currency, balance in cls.all.items(): + for currency, balance in self.all.items(): other_currency_amount = getattr(balance, type)\ - .in_currency(other_currency, market, compute_value=compute_value) + .in_currency(other_currency, self.market, compute_value=compute_value) amounts[currency] = other_currency_amount - ReportStore.log_tickers(market, amounts, other_currency, + self.market.report.log_tickers(amounts, other_currency, compute_value, type) return amounts - @classmethod - def fetch_balances(cls, market, tag=None): - all_balances = market.fetch_all_balances() + def fetch_balances(self, tag=None): + all_balances = self.market.ccxt.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, tag=tag) + currency in self.all: + self.all[currency] = portfolio.Balance(currency, balance) + self.market.report.log_balances(tag=tag) - @classmethod - def dispatch_assets(cls, amount, liquidity="medium", repartition=None): + def dispatch_assets(self, amount, liquidity="medium", repartition=None): if repartition is None: - repartition = portfolio.Portfolio.repartition(liquidity=liquidity) + repartition = portfolio.Portfolio.repartition(self.market, liquidity=liquidity) sum_ratio = sum([v[0] for k, v in repartition.items()]) amounts = {} for currency, (ptt, trade_type) in repartition.items(): amounts[currency] = ptt * amount / sum_ratio if trade_type == "short": amounts[currency] = - amounts[currency] - if currency not in BalanceStore.all: - cls.all[currency] = portfolio.Balance(currency, {}) - ReportStore.log_dispatch(amount, amounts, liquidity, repartition) + if currency not in self.all: + self.all[currency] = portfolio.Balance(currency, {}) + self.market.report.log_dispatch(amount, amounts, liquidity, repartition) return amounts - @classmethod - def as_json(cls): - return { k: v.as_json() for k, v in cls.all.items() } + def as_json(self): + return { k: v.as_json() for k, v in self.all.items() } class TradeStore: - all = [] - debug = False + def __init__(self, market): + self.market = market + self.all = [] - @classmethod - def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False): + def compute_trades(self, values_in_base, new_repartition, only=None): computed_trades = [] - cls.debug = cls.debug or debug base_currency = sum(values_in_base.values()).currency - for currency in BalanceStore.currencies(): + for currency in self.market.balances.currencies(): if currency == base_currency: continue value_from = values_in_base.get(currency, portfolio.Amount(base_currency, 0)) value_to = new_repartition.get(currency, portfolio.Amount(base_currency, 0)) if value_from.value * value_to.value < 0: - computed_trades.append(cls.trade_if_matching( + computed_trades.append(self.trade_if_matching( value_from, portfolio.Amount(base_currency, 0), - currency, only=only, market=market)) - computed_trades.append(cls.trade_if_matching( + currency, only=only)) + computed_trades.append(self.trade_if_matching( portfolio.Amount(base_currency, 0), value_to, - currency, only=only, market=market)) + currency, only=only)) else: - computed_trades.append(cls.trade_if_matching( + computed_trades.append(self.trade_if_matching( value_from, value_to, - currency, only=only, market=market)) + currency, only=only)) for matching, trade in computed_trades: if matching: - cls.all.append(trade) - ReportStore.log_trades(computed_trades, only, cls.debug) + self.all.append(trade) + self.market.report.log_trades(computed_trades, only) - @classmethod - def trade_if_matching(cls, value_from, value_to, currency, - only=None, market=None): + def trade_if_matching(self, value_from, value_to, currency, + only=None): trade = portfolio.Trade(value_from, value_to, currency, - market=market) + self.market) matching = only is None or trade.action == only return [matching, trade] - @classmethod - def prepare_orders(cls, only=None, compute_value="default"): + def prepare_orders(self, only=None, compute_value="default"): orders = [] - for trade in cls.all: + for trade in self.all: if only is None or trade.action == only: orders.append(trade.prepare_order(compute_value=compute_value)) - ReportStore.log_orders(orders, only, compute_value) + self.market.report.log_orders(orders, only, compute_value) - @classmethod - def print_all_with_order(cls, ind=""): - for trade in cls.all: + def print_all_with_order(self, ind=""): + for trade in self.all: trade.print_with_order(ind=ind) - @classmethod - def run_orders(cls): - orders = cls.all_orders(state="pending") + def run_orders(self): + orders = self.all_orders(state="pending") for order in orders: order.run() - ReportStore.log_stage("run_orders") - ReportStore.log_orders(orders) + self.market.report.log_stage("run_orders") + self.market.report.log_orders(orders) - @classmethod - def all_orders(cls, state=None): - all_orders = sum(map(lambda v: v.orders, cls.all), []) + def all_orders(self, state=None): + all_orders = sum(map(lambda v: v.orders, self.all), []) if state is None: return all_orders else: return list(filter(lambda o: o.status == state, all_orders)) - @classmethod - def update_all_orders_status(cls): - for order in cls.all_orders(state="open"): + def update_all_orders_status(self): + for order in self.all_orders(state="open"): order.get_status() diff --git a/test.py b/test.py index fc331c3..a9cae94 100644 --- a/test.py +++ b/test.py @@ -1,12 +1,13 @@ import sys import portfolio import unittest +import datetime from decimal import Decimal as D from unittest import mock import requests import requests_mock from io import StringIO -import helper +import portfolio, helper, market limits = ["acceptance", "unit"] for test_type in limits: @@ -26,18 +27,15 @@ class WebMockTestCase(unittest.TestCase): self.wm = requests_mock.Mocker() self.wm.start() + # market + self.m = mock.Mock(name="Market", spec=market.Market) + self.m.debug = False + self.patchers = [ - mock.patch.multiple(portfolio.ReportStore, - logs=[], verbose_print=True), - mock.patch.multiple(portfolio.BalanceStore, - all={},), - mock.patch.multiple(portfolio.TradeStore, - all=[], - debug=False), mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}), mock.patch.multiple(portfolio.Computation, computations=portfolio.Computation.computations), - mock.patch.multiple(helper, + mock.patch.multiple(market.Market, fees_cache={}, ticker_cache={}, ticker_cache_timestamp=self.time.time()), @@ -65,41 +63,39 @@ class PortfolioTest(WebMockTestCase): self.wm.get(portfolio.Portfolio.URL, text=self.json_response) - @mock.patch("portfolio.ReportStore") - def test_get_cryptoportfolio(self, report_store): + def test_get_cryptoportfolio(self): self.wm.get(portfolio.Portfolio.URL, [ {"text":'{ "foo": "bar" }', "status_code": 200}, {"text": "System Error", "status_code": 500}, {"exc": requests.exceptions.ConnectTimeout}, ]) - portfolio.Portfolio.get_cryptoportfolio() + portfolio.Portfolio.get_cryptoportfolio(self.m) self.assertIn("foo", portfolio.Portfolio.data) self.assertEqual("bar", portfolio.Portfolio.data["foo"]) self.assertTrue(self.wm.called) self.assertEqual(1, self.wm.call_count) - report_store.log_error.assert_not_called() - report_store.log_http_request.assert_called_once() - report_store.log_http_request.reset_mock() + self.m.report.log_error.assert_not_called() + self.m.report.log_http_request.assert_called_once() + self.m.report.log_http_request.reset_mock() - portfolio.Portfolio.get_cryptoportfolio() + portfolio.Portfolio.get_cryptoportfolio(self.m) self.assertIsNone(portfolio.Portfolio.data) self.assertEqual(2, self.wm.call_count) - report_store.log_error.assert_not_called() - report_store.log_http_request.assert_called_once() - report_store.log_http_request.reset_mock() + self.m.report.log_error.assert_not_called() + self.m.report.log_http_request.assert_called_once() + self.m.report.log_http_request.reset_mock() portfolio.Portfolio.data = "Foo" - portfolio.Portfolio.get_cryptoportfolio() + portfolio.Portfolio.get_cryptoportfolio(self.m) self.assertEqual("Foo", portfolio.Portfolio.data) self.assertEqual(3, self.wm.call_count) - report_store.log_error.assert_called_once_with("get_cryptoportfolio", + self.m.report.log_error.assert_called_once_with("get_cryptoportfolio", exception=mock.ANY) - report_store.log_http_request.assert_not_called() + self.m.report.log_http_request.assert_not_called() - @mock.patch("portfolio.ReportStore") - def test_parse_cryptoportfolio(self, report_store): - portfolio.Portfolio.parse_cryptoportfolio() + def test_parse_cryptoportfolio(self): + portfolio.Portfolio.parse_cryptoportfolio(self.m) self.assertListEqual( ["medium", "high"], @@ -135,22 +131,21 @@ class PortfolioTest(WebMockTestCase): self.assertDictEqual(expected, liquidities["medium"][date]) self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date) - report_store.log_http_request.assert_called_once_with("GET", + self.m.report.log_http_request.assert_called_once_with("GET", portfolio.Portfolio.URL, None, mock.ANY, mock.ANY) - report_store.log_http_request.reset_mock() + self.m.report.log_http_request.reset_mock() # It doesn't refetch the data when available - portfolio.Portfolio.parse_cryptoportfolio() - report_store.log_http_request.assert_not_called() + portfolio.Portfolio.parse_cryptoportfolio(self.m) + self.m.report.log_http_request.assert_not_called() self.assertEqual(1, self.wm.call_count) - portfolio.Portfolio.parse_cryptoportfolio(refetch=True) + portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True) self.assertEqual(2, self.wm.call_count) - report_store.log_http_request.assert_called_once() + self.m.report.log_http_request.assert_called_once() - @mock.patch("portfolio.ReportStore") - def test_repartition(self, report_store): + def test_repartition(self): expected_medium = { 'BTC': (D("1.1102e-16"), "long"), 'USDT': (D("0.1"), "long"), @@ -173,25 +168,26 @@ class PortfolioTest(WebMockTestCase): 'GAS': (D("0.1308"), "long"), } - self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) - self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) - self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) + self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m)) + self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium")) + self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high")) self.assertEqual(1, self.wm.call_count) - portfolio.Portfolio.repartition() + portfolio.Portfolio.repartition(self.m) self.assertEqual(1, self.wm.call_count) - portfolio.Portfolio.repartition(refetch=True) + portfolio.Portfolio.repartition(self.m, refetch=True) self.assertEqual(2, self.wm.call_count) - report_store.log_http_request.assert_called() - self.assertEqual(2, report_store.log_http_request.call_count) + self.m.report.log_http_request.assert_called() + self.assertEqual(2, self.m.report.log_http_request.call_count) @mock.patch.object(portfolio.time, "sleep") @mock.patch.object(portfolio.Portfolio, "repartition") def test_wait_for_recent(self, repartition, sleep): self.call_count = 0 - def _repartition(refetch): + def _repartition(market, refetch): + self.assertEqual(self.m, market) self.assertTrue(refetch) self.call_count += 1 portfolio.Portfolio.last_date = portfolio.datetime.now()\ @@ -199,16 +195,17 @@ class PortfolioTest(WebMockTestCase): + portfolio.timedelta(self.call_count) repartition.side_effect = _repartition - portfolio.Portfolio.wait_for_recent() + portfolio.Portfolio.wait_for_recent(self.m) sleep.assert_called_with(30) self.assertEqual(6, sleep.call_count) self.assertEqual(7, repartition.call_count) + self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") sleep.reset_mock() repartition.reset_mock() portfolio.Portfolio.last_date = None self.call_count = 0 - portfolio.Portfolio.wait_for_recent(delta=15) + portfolio.Portfolio.wait_for_recent(self.m, delta=15) sleep.assert_not_called() self.assertEqual(1, repartition.call_count) @@ -216,7 +213,7 @@ class PortfolioTest(WebMockTestCase): repartition.reset_mock() portfolio.Portfolio.last_date = None self.call_count = 0 - portfolio.Portfolio.wait_for_recent(delta=1) + portfolio.Portfolio.wait_for_recent(self.m, delta=1) sleep.assert_called_with(30) self.assertEqual(9, sleep.call_count) self.assertEqual(10, repartition.call_count) @@ -231,35 +228,34 @@ class AmountTest(WebMockTestCase): def test_in_currency(self): amount = portfolio.Amount("ETC", 10) - self.assertEqual(amount, amount.in_currency("ETC", None)) + self.assertEqual(amount, amount.in_currency("ETC", self.m)) - ticker_mock = unittest.mock.Mock() - with mock.patch.object(helper, 'get_ticker', new=ticker_mock): - ticker_mock.return_value = None + with self.subTest(desc="no ticker for currency"): + self.m.get_ticker.return_value = None - self.assertRaises(Exception, amount.in_currency, "ETH", None) + self.assertRaises(Exception, amount.in_currency, "ETH", self.m) - with mock.patch.object(helper, 'get_ticker', new=ticker_mock): - ticker_mock.return_value = { + with self.subTest(desc="nominal case"): + self.m.get_ticker.return_value = { "bid": D("0.2"), "ask": D("0.4"), "average": D("0.3"), "foo": "bar", } - converted_amount = amount.in_currency("ETH", None) + converted_amount = amount.in_currency("ETH", self.m) self.assertEqual(D("3.0"), converted_amount.value) self.assertEqual("ETH", converted_amount.currency) self.assertEqual(amount, converted_amount.linked_to) self.assertEqual("bar", converted_amount.ticker["foo"]) - converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") + converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") self.assertEqual(D("2"), converted_amount.value) - converted_amount = amount.in_currency("ETH", None, compute_value="ask") + converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") self.assertEqual(D("4"), converted_amount.value) - converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) + converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) self.assertEqual(D("0.2"), converted_amount.value) def test__round(self): @@ -318,7 +314,7 @@ class AmountTest(WebMockTestCase): with self.assertRaises(Exception): 3 - amount - self.assertEqual(portfolio.Amount("ETH", "-1.6"), -amount) + self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) def test__mul(self): amount = portfolio.Amount("XEM", 11) @@ -544,34 +540,76 @@ class BalanceTest(WebMockTestCase): self.assertEqual(D(0), as_json["margin_borrowed"]) @unittest.skipUnless("unit" in limits, "Unit skipped") -class HelperTest(WebMockTestCase): +class MarketTest(WebMockTestCase): + def setUp(self): + super(MarketTest, self).setUp() + + self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) + + def test_values(self): + m = market.Market(self.ccxt) + + self.assertEqual(self.ccxt, m.ccxt) + self.assertFalse(m.debug) + self.assertIsInstance(m.report, market.ReportStore) + self.assertIsInstance(m.trades, market.TradeStore) + self.assertIsInstance(m.balances, market.BalanceStore) + self.assertEqual(m, m.report.market) + self.assertEqual(m, m.trades.market) + self.assertEqual(m, m.balances.market) + self.assertEqual(m, m.ccxt._market) + + m = market.Market(self.ccxt, debug=True) + self.assertTrue(m.debug) + + m = market.Market(self.ccxt, debug=False) + self.assertFalse(m.debug) + + @mock.patch("market.ccxt") + def test_from_config(self, ccxt): + with mock.patch("market.ReportStore"): + ccxt.poloniexE.return_value = self.ccxt + self.ccxt.session.request.return_value = "response" + + m = market.Market.from_config("config") + + self.assertEqual(self.ccxt, m.ccxt) + + self.ccxt.session.request("GET", "URL", data="data", + headers="headers") + m.report.log_http_request.assert_called_with('GET', 'URL', 'data', + 'headers', 'response') + + m = market.Market.from_config("config", debug=True) + self.assertEqual(True, m.debug) + def test_get_ticker(self): - market = mock.Mock() - market.fetch_ticker.side_effect = [ + m = market.Market(self.ccxt) + self.ccxt.fetch_ticker.side_effect = [ { "bid": 1, "ask": 3 }, - helper.ExchangeError("foo"), + market.ExchangeError("foo"), { "bid": 10, "ask": 40 }, - helper.ExchangeError("foo"), - helper.ExchangeError("foo"), + market.ExchangeError("foo"), + market.ExchangeError("foo"), ] - ticker = helper.get_ticker("ETH", "ETC", market) - market.fetch_ticker.assert_called_with("ETH/ETC") + ticker = m.get_ticker("ETH", "ETC") + self.ccxt.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 = helper.get_ticker("ETH", "XVG", market) + ticker = m.get_ticker("ETH", "XVG") self.assertEqual(0.0625, ticker["average"]) self.assertTrue(ticker["inverted"]) self.assertIn("original", ticker) self.assertEqual(10, ticker["original"]["bid"]) - ticker = helper.get_ticker("XVG", "XMR", market) + ticker = m.get_ticker("XVG", "XMR") self.assertIsNone(ticker) - market.fetch_ticker.assert_has_calls([ + self.ccxt.fetch_ticker.assert_has_calls([ mock.call("ETH/ETC"), mock.call("ETH/XVG"), mock.call("XVG/ETH"), @@ -579,56 +617,62 @@ class HelperTest(WebMockTestCase): mock.call("XMR/XVG"), ]) - market2 = mock.Mock() - market2.fetch_ticker.side_effect = [ + self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) + m1b = market.Market(self.ccxt) + m1b.get_ticker("ETH", "ETC") + self.ccxt.fetch_ticker.assert_not_called() + + self.ccxt = mock.Mock(spec=market.ccxt.poloniex) + m2 = market.Market(self.ccxt) + self.ccxt.fetch_ticker.side_effect = [ { "bid": 1, "ask": 3 }, { "bid": 1.2, "ask": 3.5 }, ] - ticker1 = helper.get_ticker("ETH", "ETC", market2) - ticker2 = helper.get_ticker("ETH", "ETC", market2) - ticker3 = helper.get_ticker("ETC", "ETH", market2) - market2.fetch_ticker.assert_called_once_with("ETH/ETC") + ticker1 = m2.get_ticker("ETH", "ETC") + ticker2 = m2.get_ticker("ETH", "ETC") + ticker3 = m2.get_ticker("ETC", "ETH") + self.ccxt.fetch_ticker.assert_called_once_with("ETH/ETC") self.assertEqual(1, ticker1["bid"]) self.assertDictEqual(ticker1, ticker2) self.assertDictEqual(ticker1, ticker3["original"]) - ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True) - ticker5 = helper.get_ticker("ETH", "ETC", market2) + ticker4 = m2.get_ticker("ETH", "ETC", refresh=True) + ticker5 = m2.get_ticker("ETH", "ETC") self.assertEqual(1.2, ticker4["bid"]) self.assertDictEqual(ticker4, ticker5) - market3 = mock.Mock() - market3.fetch_ticker.side_effect = [ + self.ccxt = mock.Mock(spec=market.ccxt.binance) + m3 = market.Market(self.ccxt) + self.ccxt.fetch_ticker.side_effect = [ { "bid": 1, "ask": 3 }, { "bid": 1.2, "ask": 3.5 }, ] - ticker6 = helper.get_ticker("ETH", "ETC", market3) - helper.ticker_cache_timestamp -= 4 - ticker7 = helper.get_ticker("ETH", "ETC", market3) - helper.ticker_cache_timestamp -= 2 - ticker8 = helper.get_ticker("ETH", "ETC", market3) + ticker6 = m3.get_ticker("ETH", "ETC") + m3.ticker_cache_timestamp -= 4 + ticker7 = m3.get_ticker("ETH", "ETC") + m3.ticker_cache_timestamp -= 2 + ticker8 = m3.get_ticker("ETH", "ETC") self.assertDictEqual(ticker6, ticker7) self.assertEqual(1.2, ticker8["bid"]) def test_fetch_fees(self): - market = mock.Mock() - market.fetch_fees.return_value = "Foo" - self.assertEqual("Foo", helper.fetch_fees(market)) - market.fetch_fees.assert_called_once() - self.assertEqual("Foo", helper.fetch_fees(market)) - market.fetch_fees.assert_called_once() + m = market.Market(self.ccxt) + self.ccxt.fetch_fees.return_value = "Foo" + self.assertEqual("Foo", m.fetch_fees()) + self.ccxt.fetch_fees.assert_called_once() + self.ccxt.reset_mock() + self.assertEqual("Foo", m.fetch_fees()) + self.ccxt.fetch_fees.assert_not_called() @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(helper, "get_ticker") - @mock.patch.object(portfolio.TradeStore, "compute_trades") - @mock.patch("store.ReportStore") - @mock.patch("helper.ReportStore") - def test_prepare_trades(self, report_store_h, report_store, compute_trades, get_ticker, repartition): + @mock.patch.object(market.Market, "get_ticker") + @mock.patch.object(market.TradeStore, "compute_trades") + def test_prepare_trades(self, compute_trades, get_ticker, repartition): repartition.return_value = { "XEM": (D("0.75"), "long"), "BTC": (D("0.25"), "long"), } - def _get_ticker(c1, c2, market): + def _get_ticker(c1, c2): if c1 == "USDT" and c2 == "BTC": return { "average": D("0.0001") } if c1 == "XVG" and c2 == "BTC": @@ -638,46 +682,45 @@ class HelperTest(WebMockTestCase): self.fail("Should be called with {}, {}".format(c1, c2)) get_ticker.side_effect = _get_ticker - market = mock.Mock() - market.fetch_all_balances.return_value = { - "USDT": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - "XVG": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - } - portfolio.BalanceStore.fetch_balances(market, tag="tag") + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt) + self.ccxt.fetch_all_balances.return_value = { + "USDT": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + "XVG": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + } - helper.prepare_trades(market) - compute_trades.assert_called() + m.balances.fetch_balances(tag="tag") - call = compute_trades.call_args - self.assertEqual(market, call[1]["market"]) - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - 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, tag="tag") + m.prepare_trades() + compute_trades.assert_called() + + call = compute_trades.call_args + self.assertEqual(1, call[0][0]["USDT"].value) + self.assertEqual(D("0.01"), call[0][0]["XVG"].value) + self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) + self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) + m.report.log_stage.assert_called_once_with("prepare_trades") + m.report.log_balances.assert_called_once_with(tag="tag") @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(helper, "get_ticker") - @mock.patch.object(portfolio.TradeStore, "compute_trades") - @mock.patch("store.ReportStore") - @mock.patch("helper.ReportStore") - def test_update_trades(self, report_store_h, report_store, compute_trades, get_ticker, repartition): + @mock.patch.object(market.Market, "get_ticker") + @mock.patch.object(market.TradeStore, "compute_trades") + def test_update_trades(self, compute_trades, get_ticker, repartition): repartition.return_value = { "XEM": (D("0.75"), "long"), "BTC": (D("0.25"), "long"), } - def _get_ticker(c1, c2, market): + def _get_ticker(c1, c2): if c1 == "USDT" and c2 == "BTC": return { "average": D("0.0001") } if c1 == "XVG" and c2 == "BTC": @@ -687,42 +730,41 @@ class HelperTest(WebMockTestCase): self.fail("Should be called with {}, {}".format(c1, c2)) get_ticker.side_effect = _get_ticker - market = mock.Mock() - market.fetch_all_balances.return_value = { - "USDT": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - "XVG": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - } - portfolio.BalanceStore.fetch_balances(market, tag="tag") + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt) + self.ccxt.fetch_all_balances.return_value = { + "USDT": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + "XVG": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + } + + m.balances.fetch_balances(tag="tag") - helper.update_trades(market) - compute_trades.assert_called() + m.update_trades() + compute_trades.assert_called() - call = compute_trades.call_args - self.assertEqual(market, call[1]["market"]) - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - 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, tag="tag") + call = compute_trades.call_args + self.assertEqual(1, call[0][0]["USDT"].value) + self.assertEqual(D("0.01"), call[0][0]["XVG"].value) + self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) + self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) + m.report.log_stage.assert_called_once_with("update_trades") + m.report.log_balances.assert_called_once_with(tag="tag") @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(helper, "get_ticker") - @mock.patch.object(portfolio.TradeStore, "compute_trades") - @mock.patch("store.ReportStore") - @mock.patch("helper.ReportStore") - def test_prepare_trades_to_sell_all(self, report_store_h, report_store, compute_trades, get_ticker, repartition): - def _get_ticker(c1, c2, market): + @mock.patch.object(market.Market, "get_ticker") + @mock.patch.object(market.TradeStore, "compute_trades") + def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): + def _get_ticker(c1, c2): if c1 == "USDT" and c2 == "BTC": return { "average": D("0.0001") } if c1 == "XVG" and c2 == "BTC": @@ -730,44 +772,47 @@ class HelperTest(WebMockTestCase): self.fail("Should be called with {}, {}".format(c1, c2)) get_ticker.side_effect = _get_ticker - market = mock.Mock() - market.fetch_all_balances.return_value = { - "USDT": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - "XVG": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - } - portfolio.BalanceStore.fetch_balances(market, tag="tag") + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt) + self.ccxt.fetch_all_balances.return_value = { + "USDT": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + "XVG": { + "exchange_free": D("10000.0"), + "exchange_used": D("0.0"), + "exchange_total": D("10000.0"), + "total": D("10000.0") + }, + } + + m.balances.fetch_balances(tag="tag") + + m.prepare_trades_to_sell_all() - helper.prepare_trades_to_sell_all(market) - repartition.assert_not_called() - compute_trades.assert_called() + repartition.assert_not_called() + compute_trades.assert_called() - call = compute_trades.call_args - self.assertEqual(market, call[1]["market"]) - self.assertEqual(1, call[0][0]["USDT"].value) - 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, tag="tag") + call = compute_trades.call_args + self.assertEqual(1, call[0][0]["USDT"].value) + self.assertEqual(D("0.01"), call[0][0]["XVG"].value) + self.assertEqual(D("1.01"), call[0][1]["BTC"].value) + m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all") + m.report.log_balances.assert_called_once_with(tag="tag") @mock.patch.object(portfolio.time, "sleep") - @mock.patch.object(portfolio.TradeStore, "all_orders") + @mock.patch.object(market.TradeStore, "all_orders") def test_follow_orders(self, all_orders, time_mock): for debug, sleep in [ (False, None), (True, None), (False, 12), (True, 12)]: with self.subTest(sleep=sleep, debug=debug), \ - mock.patch("helper.ReportStore") as report_store: - portfolio.TradeStore.debug = debug + mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, debug=debug) + order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock3 = mock.Mock() @@ -792,7 +837,7 @@ class HelperTest(WebMockTestCase): order_mock2.trade = mock.Mock() order_mock3.trade = mock.Mock() - helper.follow_orders(sleep=sleep) + m.follow_orders(sleep=sleep) order_mock1.trade.update_order.assert_any_call(order_mock1, 1) order_mock1.trade.update_order.assert_any_call(order_mock1, 2) @@ -806,7 +851,7 @@ class HelperTest(WebMockTestCase): order_mock3.trade.update_order.assert_any_call(order_mock3, 2) self.assertEqual(1, order_mock3.trade.update_order.call_count) self.assertEqual(2, order_mock3.get_status.call_count) - report_store.log_stage.assert_called() + m.report.log_stage.assert_called() calls = [ mock.call("follow_orders_begin"), mock.call("follow_orders_tick_1"), @@ -814,285 +859,75 @@ class HelperTest(WebMockTestCase): mock.call("follow_orders_tick_3"), mock.call("follow_orders_end"), ] - report_store.log_stage.assert_has_calls(calls) - report_store.log_orders.assert_called() - self.assertEqual(3, report_store.log_orders.call_count) + m.report.log_stage.assert_has_calls(calls) + m.report.log_orders.assert_called() + self.assertEqual(3, m.report.log_orders.call_count) calls = [ mock.call([order_mock1, order_mock2], tick=1), mock.call([order_mock1, order_mock3], tick=2), mock.call([order_mock1, order_mock3], tick=3), ] - report_store.log_orders.assert_has_calls(calls) + m.report.log_orders.assert_has_calls(calls) calls = [ mock.call(order_mock1, 3, finished=True), mock.call(order_mock3, 3, finished=True), ] - report_store.log_order.assert_has_calls(calls) + m.report.log_order.assert_has_calls(calls) if sleep is None: if debug: - report_store.log_debug_action.assert_called_with("Set follow_orders tick to 7s") + m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") time_mock.assert_called_with(7) else: time_mock.assert_called_with(30) else: time_mock.assert_called_with(sleep) - @mock.patch.object(portfolio.BalanceStore, "fetch_balances") + @mock.patch.object(market.BalanceStore, "fetch_balances") def test_move_balance(self, fetch_balances): for debug in [True, False]: with self.subTest(debug=debug),\ - mock.patch("helper.ReportStore") as report_store: + mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, debug=debug) + value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "10.0") - trade1 = portfolio.Trade(value_from, value_to, "ETH") + trade1 = portfolio.Trade(value_from, value_to, "ETH", m) value_from = portfolio.Amount("BTC", "0.0") value_from.linked_to = portfolio.Amount("ETH", "0.0") value_to = portfolio.Amount("BTC", "-3.0") - trade2 = portfolio.Trade(value_from, value_to, "ETH") + trade2 = portfolio.Trade(value_from, value_to, "ETH", m) value_from = portfolio.Amount("USDT", "0.0") value_from.linked_to = portfolio.Amount("XVG", "0.0") value_to = portfolio.Amount("USDT", "-50.0") - trade3 = portfolio.Trade(value_from, value_to, "XVG") + trade3 = portfolio.Trade(value_from, value_to, "XVG", m) - portfolio.TradeStore.all = [trade1, trade2, trade3] + m.trades.all = [trade1, trade2, trade3] balance1 = portfolio.Balance("BTC", { "margin_free": "0" }) balance2 = portfolio.Balance("USDT", { "margin_free": "100" }) balance3 = portfolio.Balance("ETC", { "margin_free": "10" }) - portfolio.BalanceStore.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} - - market = mock.Mock() + m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} - helper.move_balances(market, debug=debug) + m.move_balances() - fetch_balances.assert_called_with(market) - report_store.log_move_balances.assert_called_once() + fetch_balances.assert_called_with() + m.report.log_move_balances.assert_called_once() if debug: - report_store.log_debug_action.assert_called() - self.assertEqual(3, report_store.log_debug_action.call_count) + m.report.log_debug_action.assert_called() + self.assertEqual(3, m.report.log_debug_action.call_count) else: - market.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") - market.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange") - market.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange") - - @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, fetch_balances, prepare_orders, prepare_trades): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "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") - log_stage.assert_called_with("print_orders") - - @mock.patch.object(portfolio.BalanceStore, "fetch_balances") - @mock.patch.object(portfolio.BalanceStore, "in_currency") - @mock.patch.object(helper.ReportStore, "print_log") - def test_print_balances(self, print_log, in_currency, fetch_balances): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "exchange_used": 0}), - } - in_currency.return_value = { - "BTC": portfolio.Amount("BTC", "0.65"), - "ETH": portfolio.Amount("BTC", "0.3"), - } - helper.print_balances(market) - fetch_balances.assert_called_with(market) - print_log.assert_has_calls([ - mock.call("total:"), - mock.call(portfolio.Amount("BTC", "0.95")), - ]) - - @mock.patch.object(helper, "prepare_trades") - @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, - fetch_balances, run_orders, prepare_orders, follow_orders, - prepare_trades): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "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", - only="dispose") - run_orders.assert_called() - follow_orders.assert_called() - log_stage.assert_called_with("process_sell_needed__1_sell_end") - - @mock.patch.object(helper, "update_trades") - @mock.patch.object(helper, "follow_orders") - @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, fetch_balances, - run_orders, prepare_orders, move_balances, follow_orders, - update_trades): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "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", - only="acquire") - move_balances.assert_called_with(market, debug=False) - run_orders.assert_called() - follow_orders.assert_called() - log_stage.assert_called_with("process_sell_needed__2_buy_end") - - @mock.patch.object(helper, "prepare_trades_to_sell_all") - @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, fetch_balances, - run_orders, prepare_orders, follow_orders, - prepare_trades_to_sell_all): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "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") - run_orders.assert_called() - follow_orders.assert_called() - log_stage.assert_called_with("process_sell_all__1_all_sell_end") - - @mock.patch.object(helper, "prepare_trades") - @mock.patch.object(helper, "follow_orders") - @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, - fetch_balances, run_orders, prepare_orders, move_balances, - follow_orders, prepare_trades): - market = mock.Mock() - portfolio.BalanceStore.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "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") - move_balances.assert_called_with(market, debug=False) - run_orders.assert_called() - follow_orders.assert_called() - log_stage.assert_called_with("process_sell_all__2_all_buy_end") - - def test_reset_all(self): - portfolio.BalanceStore.all = { "foo": "bar" } - portfolio.ReportStore.logs.append("hey") - portfolio.TradeStore.all.append("bouh") - - helper.reset_all() - - self.assertEqual(0, len(portfolio.BalanceStore.all)) - self.assertEqual(0, len(portfolio.ReportStore.logs)) - self.assertEqual(0, len(portfolio.TradeStore.all)) - + self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") + self.ccxt.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange") + self.ccxt.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange") + @unittest.skipUnless("unit" in limits, "Unit skipped") class TradeStoreTest(WebMockTestCase): - @mock.patch.object(portfolio.BalanceStore, "currencies") - @mock.patch.object(portfolio.TradeStore, "trade_if_matching") - @mock.patch.object(portfolio.ReportStore, "log_trades") - def test_compute_trades(self, log_trades, trade_if_matching, currencies): - currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] + def test_compute_trades(self): + self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] values_in_base = { "XMR": portfolio.Amount("BTC", D("0.9")), @@ -1113,112 +948,121 @@ class TradeStoreTest(WebMockTestCase): (True, 4), (True, 5) ] - trade_if_matching.side_effect = side_effect - portfolio.TradeStore.compute_trades(values_in_base, - new_repartition, only="only", market="market") + with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: + trade_store = market.TradeStore(self.m) + trade_if_matching.side_effect = side_effect - self.assertEqual(5, trade_if_matching.call_count) - self.assertEqual(3, len(portfolio.TradeStore.all)) - self.assertEqual([1, 4, 5], portfolio.TradeStore.all) - log_trades.assert_called_with(side_effect, "only", False) + trade_store.compute_trades(values_in_base, + new_repartition, only="only") + + self.assertEqual(5, trade_if_matching.call_count) + self.assertEqual(3, len(trade_store.all)) + self.assertEqual([1, 4, 5], trade_store.all) + self.m.report.log_trades.assert_called_with(side_effect, "only") def test_trade_if_matching(self): - result = portfolio.TradeStore.trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="nope", market="market" - ) - self.assertEqual(False, result[0]) - self.assertIsInstance(result[1], portfolio.Trade) - - portfolio.TradeStore.all = [] - result = portfolio.TradeStore.trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only=None, market="market" - ) - self.assertEqual(True, result[0]) - - portfolio.TradeStore.all = [] - result = portfolio.TradeStore.trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="acquire", market="market" - ) - self.assertEqual(True, result[0]) - - portfolio.TradeStore.all = [] - result = portfolio.TradeStore.trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="dispose", market="market" - ) - self.assertEqual(False, result[0]) - - @mock.patch.object(portfolio.ReportStore, "log_orders") - def test_prepare_orders(self, log_orders): + + with self.subTest(only="nope"): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only="nope") + self.assertEqual(False, result[0]) + self.assertIsInstance(result[1], portfolio.Trade) + + with self.subTest(only=None): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only=None) + self.assertEqual(True, result[0]) + + with self.subTest(only="acquire"): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only="acquire") + self.assertEqual(True, result[0]) + + with self.subTest(only="dispose"): + trade_store = market.TradeStore(self.m) + result = trade_store.trade_if_matching( + portfolio.Amount("BTC", D("0")), + portfolio.Amount("BTC", D("0.3")), + "ETH", only="dispose") + self.assertEqual(False, result[0]) + + def test_prepare_orders(self): + trade_store = market.TradeStore(self.m) + trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock1.prepare_order.return_value = 1 trade_mock2.prepare_order.return_value = 2 - portfolio.TradeStore.all.append(trade_mock1) - portfolio.TradeStore.all.append(trade_mock2) + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) - portfolio.TradeStore.prepare_orders() + trade_store.prepare_orders() trade_mock1.prepare_order.assert_called_with(compute_value="default") trade_mock2.prepare_order.assert_called_with(compute_value="default") - log_orders.assert_called_once_with([1, 2], None, "default") + self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") - log_orders.reset_mock() + self.m.report.log_orders.reset_mock() - portfolio.TradeStore.prepare_orders(compute_value="bla") + trade_store.prepare_orders(compute_value="bla") trade_mock1.prepare_order.assert_called_with(compute_value="bla") trade_mock2.prepare_order.assert_called_with(compute_value="bla") - log_orders.assert_called_once_with([1, 2], None, "bla") + self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") trade_mock1.prepare_order.reset_mock() trade_mock2.prepare_order.reset_mock() - log_orders.reset_mock() + self.m.report.log_orders.reset_mock() trade_mock1.action = "foo" trade_mock2.action = "bar" - portfolio.TradeStore.prepare_orders(only="bar") + trade_store.prepare_orders(only="bar") trade_mock1.prepare_order.assert_not_called() trade_mock2.prepare_order.assert_called_with(compute_value="default") - log_orders.assert_called_once_with([2], "bar", "default") + self.m.report.log_orders.assert_called_once_with([2], "bar", "default") def test_print_all_with_order(self): trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock3 = mock.Mock() - portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3] + trade_store = market.TradeStore(self.m) + trade_store.all = [trade_mock1, trade_mock2, trade_mock3] - portfolio.TradeStore.print_all_with_order() + trade_store.print_all_with_order() trade_mock1.print_with_order.assert_called() trade_mock2.print_with_order.assert_called() trade_mock3.print_with_order.assert_called() - @mock.patch.object(portfolio.ReportStore, "log_stage") - @mock.patch.object(portfolio.ReportStore, "log_orders") - @mock.patch.object(portfolio.TradeStore, "all_orders") - def test_run_orders(self, all_orders, log_orders, log_stage): - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - all_orders.return_value = [order_mock1, order_mock2, order_mock3] - portfolio.TradeStore.run_orders() - all_orders.assert_called_with(state="pending") + def test_run_orders(self): + with mock.patch.object(market.TradeStore, "all_orders") as all_orders: + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + order_mock3 = mock.Mock() + trade_store = market.TradeStore(self.m) + + all_orders.return_value = [order_mock1, order_mock2, order_mock3] + + trade_store.run_orders() + + all_orders.assert_called_with(state="pending") order_mock1.run.assert_called() order_mock2.run.assert_called() order_mock3.run.assert_called() - log_stage.assert_called_with("run_orders") - log_orders.assert_called_with([order_mock1, order_mock2, + self.m.report.log_stage.assert_called_with("run_orders") + self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, order_mock3]) def test_all_orders(self): @@ -1236,28 +1080,33 @@ class TradeStoreTest(WebMockTestCase): order_mock2.status = "open" order_mock3.status = "open" - portfolio.TradeStore.all.append(trade_mock1) - portfolio.TradeStore.all.append(trade_mock2) + trade_store = market.TradeStore(self.m) + trade_store.all.append(trade_mock1) + trade_store.all.append(trade_mock2) - orders = portfolio.TradeStore.all_orders() + orders = trade_store.all_orders() self.assertEqual(3, len(orders)) - open_orders = portfolio.TradeStore.all_orders(state="open") + open_orders = trade_store.all_orders(state="open") self.assertEqual(2, len(open_orders)) self.assertEqual([order_mock2, order_mock3], open_orders) - @mock.patch.object(portfolio.TradeStore, "all_orders") - def test_update_all_orders_status(self, all_orders): - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - all_orders.return_value = [order_mock1, order_mock2, order_mock3] - portfolio.TradeStore.update_all_orders_status() - all_orders.assert_called_with(state="open") + def test_update_all_orders_status(self): + with mock.patch.object(market.TradeStore, "all_orders") as all_orders: + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + order_mock3 = mock.Mock() - order_mock1.get_status.assert_called() - order_mock2.get_status.assert_called() - order_mock3.get_status.assert_called() + all_orders.return_value = [order_mock1, order_mock2, order_mock3] + + trade_store = market.TradeStore(self.m) + + trade_store.update_all_orders_status() + all_orders.assert_called_with(state="open") + + order_mock1.get_status.assert_called() + order_mock2.get_status.assert_called() + order_mock3.get_status.assert_called() @unittest.skipUnless("unit" in limits, "Unit skipped") @@ -1293,10 +1142,15 @@ class BalanceStoreTest(WebMockTestCase): }, } - @mock.patch.object(helper, "get_ticker") - @mock.patch("portfolio.ReportStore.log_tickers") - def test_in_currency(self, log_tickers, get_ticker): - portfolio.BalanceStore.all = { + def test_in_currency(self): + self.m.get_ticker.return_value = { + "bid": D("0.09"), + "ask": D("0.11"), + "average": D("0.1"), + } + + balance_store = market.BalanceStore(self.m) + balance_store.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", @@ -1308,61 +1162,54 @@ class BalanceStoreTest(WebMockTestCase): "exchange_free": 3, "exchange_used": 0}), } - market = mock.Mock() - get_ticker.return_value = { - "bid": D("0.09"), - "ask": D("0.11"), - "average": D("0.1"), - } - amounts = portfolio.BalanceStore.in_currency("BTC", market) + amounts = balance_store.in_currency("BTC") self.assertEqual("BTC", amounts["ETH"].currency) self.assertEqual(D("0.65"), amounts["BTC"].value) self.assertEqual(D("0.30"), amounts["ETH"].value) - log_tickers.assert_called_once_with(market, amounts, "BTC", + self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", "average", "total") - log_tickers.reset_mock() + self.m.report.log_tickers.reset_mock() - amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid") + amounts = balance_store.in_currency("BTC", compute_value="bid") self.assertEqual(D("0.65"), amounts["BTC"].value) self.assertEqual(D("0.27"), amounts["ETH"].value) - log_tickers.assert_called_once_with(market, amounts, "BTC", + self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", "bid", "total") - log_tickers.reset_mock() + self.m.report.log_tickers.reset_mock() - amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used") + amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") self.assertEqual(D("0.30"), amounts["BTC"].value) self.assertEqual(0, amounts["ETH"].value) - log_tickers.assert_called_once_with(market, amounts, "BTC", + self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", "bid", "exchange_used") - log_tickers.reset_mock() + self.m.report.log_tickers.reset_mock() - @mock.patch.object(portfolio.ReportStore, "log_balances") - def test_fetch_balances(self, log_balances): - market = mock.Mock() - market.fetch_all_balances.return_value = self.fetch_balance + def test_fetch_balances(self): + self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance - portfolio.BalanceStore.fetch_balances(market) - self.assertNotIn("ETC", portfolio.BalanceStore.currencies()) - self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies())) + balance_store = market.BalanceStore(self.m) - portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { + balance_store.fetch_balances() + self.assertNotIn("ETC", balance_store.currencies()) + self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) + + balance_store.all["ETC"] = portfolio.Balance("ETC", { "exchange_total": "1", "exchange_free": "0", "exchange_used": "1" }) - 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, tag="foo") + balance_store.fetch_balances(tag="foo") + self.assertEqual(0, balance_store.all["ETC"].total) + self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) + self.m.report.log_balances.assert_called_with(tag="foo") @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(portfolio.ReportStore, "log_balances") - @mock.patch("store.ReportStore.log_dispatch") - def test_dispatch_assets(self, log_dispatch, log_balances, repartition): - market = mock.Mock() - market.fetch_all_balances.return_value = self.fetch_balance - portfolio.BalanceStore.fetch_balances(market) + def test_dispatch_assets(self, repartition): + self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance - self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) + balance_store = market.BalanceStore(self.m) + balance_store.fetch_balances() + + self.assertNotIn("XEM", balance_store.currencies()) repartition_hash = { "XEM": (D("0.75"), "long"), @@ -1371,18 +1218,20 @@ class BalanceStoreTest(WebMockTestCase): } repartition.return_value = repartition_hash - amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1")) - repartition.assert_called_with(liquidity="medium") - self.assertIn("XEM", portfolio.BalanceStore.currencies()) + amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) + repartition.assert_called_with(self.m, liquidity="medium") + self.assertIn("XEM", balance_store.currencies()) 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, tag=None) - log_dispatch.assert_called_once_with(portfolio.Amount("BTC", + self.m.report.log_balances.assert_called_with(tag=None) + self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", "11.1"), amounts, "medium", repartition_hash) def test_currencies(self): - portfolio.BalanceStore.all = { + balance_store = market.BalanceStore(self.m) + + balance_store.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", @@ -1394,7 +1243,7 @@ class BalanceStoreTest(WebMockTestCase): "exchange_free": 3, "exchange_used": 0}), } - self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies())) + self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) def test_as_json(self): balance_mock1 = mock.Mock() @@ -1403,12 +1252,13 @@ class BalanceStoreTest(WebMockTestCase): balance_mock2 = mock.Mock() balance_mock2.as_json.return_value = 2 - portfolio.BalanceStore.all = { + balance_store = market.BalanceStore(self.m) + balance_store.all = { "BTC": balance_mock1, "ETH": balance_mock2, } - as_json = portfolio.BalanceStore.as_json() + as_json = balance_store.as_json() self.assertEqual(1, as_json["BTC"]) self.assertEqual(2, as_json["ETH"]) @@ -1445,49 +1295,50 @@ class TradeTest(WebMockTestCase): value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") - trade = portfolio.Trade(value_from, value_to, "ETH") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("BTC", trade.base_currency) self.assertEqual("ETH", trade.currency) + self.assertEqual(self.m, trade.market) with self.assertRaises(AssertionError): - portfolio.Trade(value_from, value_to, "ETC") + portfolio.Trade(value_from, value_to, "ETC", self.m) with self.assertRaises(AssertionError): value_from.linked_to = None - portfolio.Trade(value_from, value_to, "ETH") + portfolio.Trade(value_from, value_to, "ETH", self.m) with self.assertRaises(AssertionError): value_from.currency = "ETH" - portfolio.Trade(value_from, value_to, "ETH") + portfolio.Trade(value_from, value_to, "ETH", self.m) value_from = portfolio.Amount("BTC", 0) - trade = portfolio.Trade(value_from, value_to, "ETH") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual(0, trade.value_from.linked_to) def test_action(self): value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") - trade = portfolio.Trade(value_from, value_to, "ETH") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertIsNone(trade.action) value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("BTC", "1.0") value_to = portfolio.Amount("BTC", "2.0") - trade = portfolio.Trade(value_from, value_to, "BTC") + trade = portfolio.Trade(value_from, value_to, "BTC", self.m) self.assertIsNone(trade.action) 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("acquire", trade.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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("acquire", trade.action) @@ -1495,7 +1346,7 @@ class TradeTest(WebMockTestCase): 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("buy", trade.order_action(False)) self.assertEqual("sell", trade.order_action(True)) @@ -1503,7 +1354,7 @@ class TradeTest(WebMockTestCase): 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("sell", trade.order_action(False)) self.assertEqual("buy", trade.order_action(True)) @@ -1512,14 +1363,14 @@ class TradeTest(WebMockTestCase): 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("long", trade.trade_type) 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("short", trade.trade_type) @@ -1527,7 +1378,7 @@ class TradeTest(WebMockTestCase): 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) order1 = mock.Mock() order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") @@ -1549,11 +1400,10 @@ class TradeTest(WebMockTestCase): order1.filled_amount.assert_called_with(in_base_currency=True) order2.filled_amount.assert_called_with(in_base_currency=True) - @mock.patch.object(helper, "get_ticker") @mock.patch.object(portfolio.Computation, "compute_value") @mock.patch.object(portfolio.Trade, "filled_amount") @mock.patch.object(portfolio, "Order") - def test_prepare_order(self, Order, filled_amount, compute_value, get_ticker): + def test_prepare_order(self, Order, filled_amount, compute_value): Order.return_value = "Order" with self.subTest(desc="Nothing to do"): @@ -1561,7 +1411,7 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "10") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() @@ -1570,9 +1420,8 @@ class TradeTest(WebMockTestCase): self.assertEqual(0, len(trade.orders)) Order.assert_not_called() - get_ticker.return_value = { "inverted": False } - with self.subTest(desc="Already filled"),\ - mock.patch("portfolio.ReportStore") as report_store: + self.m.get_ticker.return_value = { "inverted": False } + with self.subTest(desc="Already filled"): filled_amount.return_value = portfolio.Amount("FOO", "100") compute_value.return_value = D("0.125") @@ -1580,14 +1429,14 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "0") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") self.assertEqual(0, len(trade.orders)) - report_store.log_error.assert_called_with("prepare_order", message=mock.ANY) + self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) Order.assert_not_called() with self.subTest(action="dispose", inverted=False): @@ -1598,15 +1447,15 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "1") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("FOO", 30), - D("0.125"), "BTC", "long", "market", + D("0.125"), "BTC", "long", self.m, trade, close_if_possible=False) with self.subTest(action="acquire", inverted=False): @@ -1617,16 +1466,16 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "10") value_to = portfolio.Amount("BTC", "10") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=True) - compute_value.assert_called_with(get_ticker.return_value, "buy", compute_value="default") + compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("buy", portfolio.Amount("FOO", 48), - D("0.125"), "BTC", "long", "market", + D("0.125"), "BTC", "long", self.m, trade, close_if_possible=False) with self.subTest(close_if_possible=True): @@ -1637,18 +1486,18 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "0") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") + compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("FOO", 100), - D("0.125"), "BTC", "long", "market", + D("0.125"), "BTC", "long", self.m, trade, close_if_possible=True) - get_ticker.return_value = { "inverted": True, "original": {} } + self.m.get_ticker.return_value = { "inverted": True, "original": {} } with self.subTest(action="dispose", inverted=True): filled_amount.return_value = portfolio.Amount("FOO", "300") compute_value.return_value = D("125") @@ -1657,15 +1506,15 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.01") value_from.linked_to = portfolio.Amount("FOO", "1000") value_to = portfolio.Amount("BTC", "1") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order(compute_value="foo") filled_amount.assert_called_with(in_base_currency=True) - compute_value.assert_called_with(get_ticker.return_value["original"], "buy", compute_value="foo") + compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), - D("125"), "FOO", "long", "market", + D("125"), "FOO", "long", self.m, trade, close_if_possible=False) with self.subTest(action="acquire", inverted=True): @@ -1676,15 +1525,15 @@ class TradeTest(WebMockTestCase): value_from.rate = D("0.01") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "10") - trade = portfolio.Trade(value_from, value_to, "FOO", market="market") + trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order(compute_value="foo") filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(get_ticker.return_value["original"], "sell", compute_value="foo") + compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), - D("125"), "FOO", "long", "market", + D("125"), "FOO", "long", self.m, trade, close_if_possible=False) @@ -1696,118 +1545,119 @@ class TradeTest(WebMockTestCase): 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) prepare_order.return_value = new_order_mock for i in [0, 1, 3, 4, 6]: - with self.subTest(tick=i),\ - mock.patch.object(portfolio.ReportStore, "log_order") as log_order: + with self.subTest(tick=i): trade.update_order(order_mock, i) order_mock.cancel.assert_not_called() new_order_mock.run.assert_not_called() - log_order.assert_called_once_with(order_mock, i, + self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", compute_value=None, new_order=None) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] - - with mock.patch.object(portfolio.ReportStore, "log_order") as log_order: - trade.update_order(order_mock, 2) - order_mock.cancel.assert_called() - new_order_mock.run.assert_called() - prepare_order.assert_called() - log_order.assert_called() - self.assertEqual(2, log_order.call_count) - calls = [ - mock.call(order_mock, 2, update="adjusting", - compute_value='lambda x, y: (x[y] + x["average"]) / 2', - new_order=new_order_mock), - mock.call(order_mock, 2, new_order=new_order_mock), - ] - log_order.assert_has_calls(calls) + self.m.report.log_order.reset_mock() + + trade.update_order(order_mock, 2) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called() + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + calls = [ + mock.call(order_mock, 2, update="adjusting", + compute_value='lambda x, y: (x[y] + x["average"]) / 2', + new_order=new_order_mock), + mock.call(order_mock, 2, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] - - with mock.patch.object(portfolio.ReportStore, "log_order") as log_order: - trade.update_order(order_mock, 5) - order_mock.cancel.assert_called() - new_order_mock.run.assert_called() - prepare_order.assert_called() - self.assertEqual(2, log_order.call_count) - log_order.assert_called() - calls = [ - mock.call(order_mock, 5, update="adjusting", - compute_value='lambda x, y: (x[y]*2 + x["average"]) / 3', - new_order=new_order_mock), - mock.call(order_mock, 5, new_order=new_order_mock), - ] - log_order.assert_has_calls(calls) + self.m.report.log_order.reset_mock() + + trade.update_order(order_mock, 5) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + self.m.report.log_order.assert_called() + calls = [ + mock.call(order_mock, 5, update="adjusting", + compute_value='lambda x, y: (x[y]*2 + x["average"]) / 3', + new_order=new_order_mock), + mock.call(order_mock, 5, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] - - with mock.patch.object(portfolio.ReportStore, "log_order") as log_order: - trade.update_order(order_mock, 7) - order_mock.cancel.assert_called() - new_order_mock.run.assert_called() - prepare_order.assert_called_with(compute_value="default") - log_order.assert_called() - self.assertEqual(2, log_order.call_count) - calls = [ - mock.call(order_mock, 7, update="market_fallback", - compute_value='default', - new_order=new_order_mock), - mock.call(order_mock, 7, new_order=new_order_mock), - ] - log_order.assert_has_calls(calls) + self.m.report.log_order.reset_mock() + + trade.update_order(order_mock, 7) + order_mock.cancel.assert_called() + new_order_mock.run.assert_called() + prepare_order.assert_called_with(compute_value="default") + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) + calls = [ + mock.call(order_mock, 7, update="market_fallback", + compute_value='default', + new_order=new_order_mock), + mock.call(order_mock, 7, new_order=new_order_mock), + ] + self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] + self.m.report.log_order.reset_mock() for i in [10, 13, 16]: - with self.subTest(tick=i), mock.patch.object(portfolio.ReportStore, "log_order") as log_order: + with self.subTest(tick=i): trade.update_order(order_mock, i) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called_with(compute_value="default") - log_order.assert_called() - self.assertEqual(2, log_order.call_count) + self.m.report.log_order.assert_called() + self.assertEqual(2, self.m.report.log_order.call_count) calls = [ mock.call(order_mock, i, update="market_adjust", compute_value='default', new_order=new_order_mock), mock.call(order_mock, i, new_order=new_order_mock), ] - log_order.assert_has_calls(calls) + self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] + self.m.report.log_order.reset_mock() for i in [8, 9, 11, 12]: - with self.subTest(tick=i), mock.patch.object(portfolio.ReportStore, "log_order") as log_order: + with self.subTest(tick=i): trade.update_order(order_mock, i) order_mock.cancel.assert_not_called() new_order_mock.run.assert_not_called() - log_order.assert_called_once_with(order_mock, i, update="waiting", + self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", compute_value=None, new_order=None) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] + self.m.report.log_order.reset_mock() - @mock.patch.object(portfolio.ReportStore, "print_log") - def test_print_with_order(self, print_log): + def test_print_with_order(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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) order_mock1 = mock.Mock() order_mock1.__repr__ = mock.Mock() @@ -1830,8 +1680,8 @@ class TradeTest(WebMockTestCase): trade.print_with_order() - print_log.assert_called() - calls = print_log.mock_calls + self.m.report.print_log.assert_called() + calls = self.m.report.print_log.mock_calls self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) self.assertEqual("\tMock 1", str(calls[1][1][0])) self.assertEqual("\tMock 2", str(calls[2][1][0])) @@ -1842,7 +1692,7 @@ class TradeTest(WebMockTestCase): 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) @@ -1850,7 +1700,7 @@ class TradeTest(WebMockTestCase): 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") + trade = portfolio.Trade(value_from, value_to, "ETH", self.m) as_json = trade.as_json() self.assertEqual("acquire", as_json["action"]) @@ -1942,34 +1792,32 @@ class OrderTest(WebMockTestCase): self.assertTrue(order.finished) @mock.patch.object(portfolio.Order, "fetch") - @mock.patch("portfolio.ReportStore") - def test_cancel(self, report_store, fetch): - market = mock.Mock() - portfolio.TradeStore.debug = True + def test_cancel(self, fetch): + self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") + D("0.1"), "BTC", "long", self.m, "trade") order.status = "open" order.cancel() - market.cancel_order.assert_not_called() - report_store.log_debug_action.assert_called_once() - report_store.log_debug_action.reset_mock() + self.m.ccxt.cancel_order.assert_not_called() + self.m.report.log_debug_action.assert_called_once() + self.m.report.log_debug_action.reset_mock() self.assertEqual("canceled", order.status) - portfolio.TradeStore.debug = False + self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") + D("0.1"), "BTC", "long", self.m, "trade") order.status = "open" order.id = 42 order.cancel() - market.cancel_order.assert_called_with(42) + self.m.ccxt.cancel_order.assert_called_with(42) fetch.assert_called_once() - report_store.log_debug_action.assert_not_called() + self.m.report.log_debug_action.assert_not_called() def test_dust_amount_remaining(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") + D("0.1"), "BTC", "long", self.m, "trade") order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) self.assertFalse(order.dust_amount_remaining()) @@ -1980,7 +1828,7 @@ class OrderTest(WebMockTestCase): @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) def test_remaining_amount(self, filled_amount, fetch): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") + D("0.1"), "BTC", "long", self.m, "trade") self.assertEqual(9, order.remaining_amount().value) order.fetch.assert_not_called() @@ -1992,7 +1840,7 @@ class OrderTest(WebMockTestCase): @mock.patch.object(portfolio.Order, "fetch") def test_filled_amount(self, fetch): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") + D("0.1"), "BTC", "long", self.m, "trade") order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", @@ -2011,8 +1859,7 @@ class OrderTest(WebMockTestCase): self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) def test_fetch_mouvements(self): - market = mock.Mock() - market.privatePostReturnOrderTrades.return_value = [ + self.m.ccxt.privatePostReturnOrderTrades.return_value = [ { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", @@ -2025,148 +1872,143 @@ class OrderTest(WebMockTestCase): } ] order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") + D("0.1"), "BTC", "long", self.m, "trade") order.id = 12 order.mouvements = ["Foo", "Bar", "Baz"] order.fetch_mouvements() - market.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) + self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) self.assertEqual(2, len(order.mouvements)) self.assertEqual(42, order.mouvements[0].id) self.assertEqual(43, order.mouvements[1].id) - market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError + self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") + D("0.1"), "BTC", "long", self.m, "trade") order.fetch_mouvements() self.assertEqual(0, len(order.mouvements)) - @mock.patch("portfolio.ReportStore") - def test_mark_finished_order(self, report_store): - market = mock.Mock() + def test_mark_finished_order(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", + D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=True) order.status = "closed" - portfolio.TradeStore.debug = False + self.m.debug = False order.mark_finished_order() - market.close_margin_position.assert_called_with("ETH", "BTC") - market.close_margin_position.reset_mock() + self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") + self.m.ccxt.close_margin_position.reset_mock() order.status = "open" order.mark_finished_order() - market.close_margin_position.assert_not_called() + self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", + D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=False) order.status = "closed" order.mark_finished_order() - market.close_margin_position.assert_not_called() + self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("sell", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", + D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() - market.close_margin_position.assert_not_called() + self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade", + D("0.1"), "BTC", "long", self.m, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() - market.close_margin_position.assert_not_called() + self.m.ccxt.close_margin_position.assert_not_called() - portfolio.TradeStore.debug = True + self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", market, "trade", + D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() - market.close_margin_position.assert_not_called() - report_store.log_debug_action.assert_called_once() + self.m.ccxt.close_margin_position.assert_not_called() + self.m.report.log_debug_action.assert_called_once() @mock.patch.object(portfolio.Order, "fetch_mouvements") - @mock.patch("portfolio.ReportStore") - def test_fetch(self, report_store, fetch_mouvements): + def test_fetch(self, fetch_mouvements): time = self.time.time() with mock.patch.object(portfolio.time, "time") as time_mock: - market = mock.Mock() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") + D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 with self.subTest(debug=True): - portfolio.TradeStore.debug = True + self.m.debug = True order.fetch() time_mock.assert_not_called() - report_store.log_debug_action.assert_called_once() - report_store.log_debug_action.reset_mock() + self.m.report.log_debug_action.assert_called_once() + self.m.report.log_debug_action.reset_mock() order.fetch(force=True) time_mock.assert_not_called() - market.fetch_order.assert_not_called() + self.m.ccxt.fetch_order.assert_not_called() fetch_mouvements.assert_not_called() - report_store.log_debug_action.assert_called_once() - report_store.log_debug_action.reset_mock() + self.m.report.log_debug_action.assert_called_once() + self.m.report.log_debug_action.reset_mock() self.assertIsNone(order.fetch_cache_timestamp) with self.subTest(debug=False): - portfolio.TradeStore.debug = False + self.m.debug = False time_mock.return_value = time - market.fetch_order.return_value = { + self.m.ccxt.fetch_order.return_value = { "status": "foo", "datetime": "timestamp" } order.fetch() - market.fetch_order.assert_called_once() + self.m.ccxt.fetch_order.assert_called_once() fetch_mouvements.assert_called_once() self.assertEqual("foo", order.status) self.assertEqual("timestamp", order.timestamp) self.assertEqual(time, order.fetch_cache_timestamp) self.assertEqual(1, len(order.results)) - market.fetch_order.reset_mock() + self.m.ccxt.fetch_order.reset_mock() fetch_mouvements.reset_mock() time_mock.return_value = time + 8 order.fetch() - market.fetch_order.assert_not_called() + self.m.ccxt.fetch_order.assert_not_called() fetch_mouvements.assert_not_called() order.fetch(force=True) - market.fetch_order.assert_called_once() + self.m.ccxt.fetch_order.assert_called_once() fetch_mouvements.assert_called_once() - market.fetch_order.reset_mock() + self.m.ccxt.fetch_order.reset_mock() fetch_mouvements.reset_mock() time_mock.return_value = time + 19 order.fetch() - market.fetch_order.assert_called_once() + self.m.ccxt.fetch_order.assert_called_once() fetch_mouvements.assert_called_once() - report_store.log_debug_action.assert_not_called() + self.m.report.log_debug_action.assert_not_called() @mock.patch.object(portfolio.Order, "fetch") @mock.patch.object(portfolio.Order, "mark_finished_order") - @mock.patch("portfolio.ReportStore") - def test_get_status(self, report_store, mark_finished_order, fetch): + def test_get_status(self, mark_finished_order, fetch): with self.subTest(debug=True): - portfolio.TradeStore.debug = True + self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") + D("0.1"), "BTC", "long", self.m, "trade") self.assertEqual("pending", order.get_status()) fetch.assert_not_called() - report_store.log_debug_action.assert_called_once() + self.m.report.log_debug_action.assert_called_once() with self.subTest(debug=False, finished=False): - portfolio.TradeStore.debug = False + self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") + D("0.1"), "BTC", "long", self.m, "trade") def _fetch(order): def update_status(): order.status = "open" @@ -2179,9 +2021,9 @@ class OrderTest(WebMockTestCase): mark_finished_order.reset_mock() fetch.reset_mock() with self.subTest(debug=False, finished=True): - portfolio.TradeStore.debug = False + self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") + D("0.1"), "BTC", "long", self.m, "trade") def _fetch(order): def update_status(): order.status = "closed" @@ -2192,52 +2034,48 @@ class OrderTest(WebMockTestCase): fetch.assert_called_once() def test_run(self): - market = mock.Mock() - - market.order_precision.return_value = 4 - with self.subTest(debug=True),\ - mock.patch('portfolio.ReportStore') as report_store: - portfolio.TradeStore.debug = True + self.m.ccxt.order_precision.return_value = 4 + with self.subTest(debug=True): + self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") + D("0.1"), "BTC", "long", self.m, "trade") order.run() - market.create_order.assert_not_called() - report_store.log_debug_action.assert_called_with("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") + self.m.ccxt.create_order.assert_not_called() + self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") self.assertEqual("open", order.status) self.assertEqual(1, len(order.results)) self.assertEqual(-1, order.id) - market.create_order.reset_mock() + self.m.ccxt.create_order.reset_mock() with self.subTest(debug=False): - portfolio.TradeStore.debug = False + self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") - market.create_order.return_value = { "id": 123 } + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.return_value = { "id": 123 } order.run() - market.create_order.assert_called_once() + self.m.ccxt.create_order.assert_called_once() self.assertEqual(1, len(order.results)) self.assertEqual("open", order.status) - market.create_order.reset_mock() - with self.subTest(exception=True),\ - mock.patch('portfolio.ReportStore') as report_store: + self.m.ccxt.create_order.reset_mock() + with self.subTest(exception=True): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", market, "trade") - market.create_order.side_effect = Exception("bouh") + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = Exception("bouh") order.run() - market.create_order.assert_called_once() + self.m.ccxt.create_order.assert_called_once() self.assertEqual(0, len(order.results)) self.assertEqual("error", order.status) - report_store.log_error.assert_called_once() + self.m.report.log_error.assert_called_once() - market.create_order.reset_mock() + self.m.ccxt.create_order.reset_mock() with self.subTest(dust_amount_exception=True),\ mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), - D("0.1"), "BTC", "long", market, "trade") - market.create_order.side_effect = portfolio.ExchangeNotAvailable + D("0.1"), "BTC", "long", self.m, "trade") + self.m.ccxt.create_order.side_effect = portfolio.ExchangeNotAvailable order.run() - market.create_order.assert_called_once() + self.m.ccxt.create_order.assert_called_once() self.assertEqual(0, len(order.results)) self.assertEqual("closed", order.status) mark_finished_order.assert_called_once() @@ -2304,61 +2142,66 @@ class MouvementTest(WebMockTestCase): @unittest.skipUnless("unit" in limits, "Unit skipped") class ReportStoreTest(WebMockTestCase): def test_add_log(self): - portfolio.ReportStore.add_log({"foo": "bar"}) + report_store = market.ReportStore(self.m) + report_store.add_log({"foo": "bar"}) - self.assertEqual({"foo": "bar", "date": mock.ANY}, portfolio.ReportStore.logs[0]) + self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) def test_set_verbose(self): + report_store = market.ReportStore(self.m) with self.subTest(verbose=True): - portfolio.ReportStore.set_verbose(True) - self.assertTrue(portfolio.ReportStore.verbose_print) + report_store.set_verbose(True) + self.assertTrue(report_store.verbose_print) with self.subTest(verbose=False): - portfolio.ReportStore.set_verbose(False) - self.assertFalse(portfolio.ReportStore.verbose_print) + report_store.set_verbose(False) + self.assertFalse(report_store.verbose_print) def test_print_log(self): + report_store = market.ReportStore(self.m) with self.subTest(verbose=True),\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - portfolio.ReportStore.set_verbose(True) - portfolio.ReportStore.print_log("Coucou") - portfolio.ReportStore.print_log(portfolio.Amount("BTC", 1)) + report_store.set_verbose(True) + report_store.print_log("Coucou") + report_store.print_log(portfolio.Amount("BTC", 1)) self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n") with self.subTest(verbose=False),\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - portfolio.ReportStore.set_verbose(False) - portfolio.ReportStore.print_log("Coucou") - portfolio.ReportStore.print_log(portfolio.Amount("BTC", 1)) + report_store.set_verbose(False) + report_store.print_log("Coucou") + report_store.print_log(portfolio.Amount("BTC", 1)) self.assertEqual(stdout_mock.getvalue(), "") def test_to_json(self): - portfolio.ReportStore.logs.append({"foo": "bar"}) - self.assertEqual('[{"foo": "bar"}]', portfolio.ReportStore.to_json()) - portfolio.ReportStore.logs.append({"date": portfolio.datetime(2018, 2, 24)}) - self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', portfolio.ReportStore.to_json()) - portfolio.ReportStore.logs.append({"amount": portfolio.Amount("BTC", 1)}) + report_store = market.ReportStore(self.m) + report_store.logs.append({"foo": "bar"}) + self.assertEqual('[{"foo": "bar"}]', report_store.to_json()) + report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) + self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json()) + report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) with self.assertRaises(TypeError): - portfolio.ReportStore.to_json() + report_store.to_json() - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_stage(self, add_log, print_log): - portfolio.ReportStore.log_stage("foo") + report_store = market.ReportStore(self.m) + report_store.log_stage("foo") print_log.assert_has_calls([ mock.call("-----------"), mock.call("[Stage] foo"), ]) add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'}) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") - @mock.patch("store.BalanceStore") - def test_log_balances(self, balance_store, add_log, print_log): - balance_store.as_json.return_value = "json" - balance_store.all = { "FOO": "bar", "BAR": "baz" } + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_balances(self, add_log, print_log): + report_store = market.ReportStore(self.m) + self.m.balances.as_json.return_value = "json" + self.m.balances.all = { "FOO": "bar", "BAR": "baz" } - portfolio.ReportStore.log_balances("market", tag="tag") + report_store.log_balances(tag="tag") print_log.assert_has_calls([ mock.call("[Balance]"), mock.call("\tbar"), @@ -2370,17 +2213,17 @@ class ReportStoreTest(WebMockTestCase): 'tag': 'tag' }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_tickers(self, add_log, print_log): - market = mock.Mock() + report_store = market.ReportStore(self.m) amounts = { "BTC": portfolio.Amount("BTC", 10), "ETH": portfolio.Amount("BTC", D("0.3")) } amounts["ETH"].rate = D("0.1") - portfolio.ReportStore.log_tickers(market, amounts, "BTC", "default", "total") + report_store.log_tickers(amounts, "BTC", "default", "total") print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'tickers', @@ -2398,15 +2241,16 @@ class ReportStoreTest(WebMockTestCase): 'total': D('10.3') }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_dispatch(self, add_log, print_log): + report_store = market.ReportStore(self.m) amount = portfolio.Amount("BTC", "10.3") amounts = { "BTC": portfolio.Amount("BTC", 10), "ETH": portfolio.Amount("BTC", D("0.3")) } - portfolio.ReportStore.log_dispatch(amount, amounts, "medium", "repartition") + report_store.log_dispatch(amount, amounts, "medium", "repartition") print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'dispatch', @@ -2422,9 +2266,10 @@ class ReportStoreTest(WebMockTestCase): } }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_trades(self, add_log, print_log): + report_store = market.ReportStore(self.m) trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock1.as_json.return_value = { "trade": "1" } @@ -2434,23 +2279,24 @@ class ReportStoreTest(WebMockTestCase): (True, trade_mock1), (False, trade_mock2), ] - portfolio.ReportStore.log_trades(matching_and_trades, "only", "debug") + report_store.log_trades(matching_and_trades, "only") print_log.assert_not_called() add_log.assert_called_with({ 'type': 'trades', 'only': 'only', - 'debug': 'debug', + 'debug': False, 'trades': [ {'trade': '1', 'skipped': False}, {'trade': '2', 'skipped': True} ] }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") - @mock.patch.object(portfolio.TradeStore, "print_all_with_order") - def test_log_orders(self, print_all_with_order, add_log, print_log): + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") + def test_log_orders(self, add_log, print_log): + report_store = market.ReportStore(self.m) + order_mock1 = mock.Mock() order_mock2 = mock.Mock() @@ -2459,11 +2305,11 @@ class ReportStoreTest(WebMockTestCase): orders = [order_mock1, order_mock2] - portfolio.ReportStore.log_orders(orders, tick="tick", + report_store.log_orders(orders, tick="tick", only="only", compute_value="compute_value") print_log.assert_called_once_with("[Orders]") - print_all_with_order.assert_called_once_with(ind="\t") + self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") add_log.assert_called_with({ 'type': 'orders', @@ -2473,9 +2319,10 @@ class ReportStoreTest(WebMockTestCase): 'orders': ['order1', 'order2'] }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_order(self, add_log, print_log): + report_store = market.ReportStore(self.m) order_mock = mock.Mock() order_mock.as_json.return_value = "order" new_order_mock = mock.Mock() @@ -2486,7 +2333,7 @@ class ReportStoreTest(WebMockTestCase): new_order_mock.__repr__.return_value = "New order Mock" with self.subTest(finished=True): - portfolio.ReportStore.log_order(order_mock, 1, finished=True) + report_store.log_order(order_mock, 1, finished=True) print_log.assert_called_once_with("[Order] Finished Order Mock") add_log.assert_called_once_with({ 'type': 'order', @@ -2501,7 +2348,7 @@ class ReportStoreTest(WebMockTestCase): print_log.reset_mock() with self.subTest(update="waiting"): - portfolio.ReportStore.log_order(order_mock, 1, update="waiting") + report_store.log_order(order_mock, 1, update="waiting") print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") add_log.assert_called_once_with({ 'type': 'order', @@ -2515,7 +2362,7 @@ class ReportStoreTest(WebMockTestCase): add_log.reset_mock() print_log.reset_mock() with self.subTest(update="adjusting"): - portfolio.ReportStore.log_order(order_mock, 3, + report_store.log_order(order_mock, 3, update="adjusting", new_order=new_order_mock, compute_value="default") print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") @@ -2531,7 +2378,7 @@ class ReportStoreTest(WebMockTestCase): add_log.reset_mock() print_log.reset_mock() with self.subTest(update="market_fallback"): - portfolio.ReportStore.log_order(order_mock, 7, + report_store.log_order(order_mock, 7, update="market_fallback", new_order=new_order_mock) print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") add_log.assert_called_once_with({ @@ -2546,7 +2393,7 @@ class ReportStoreTest(WebMockTestCase): add_log.reset_mock() print_log.reset_mock() with self.subTest(update="market_adjusting"): - portfolio.ReportStore.log_order(order_mock, 17, + report_store.log_order(order_mock, 17, update="market_adjust", new_order=new_order_mock) print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") add_log.assert_called_once_with({ @@ -2558,9 +2405,10 @@ class ReportStoreTest(WebMockTestCase): 'new_order': 'new_order' }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_move_balances(self, add_log, print_log): + report_store = market.ReportStore(self.m) needed = { "BTC": portfolio.Amount("BTC", 10), "USDT": 1 @@ -2569,11 +2417,11 @@ class ReportStoreTest(WebMockTestCase): "BTC": portfolio.Amount("BTC", 3), "USDT": -2 } - portfolio.ReportStore.log_move_balances(needed, moving, True) + report_store.log_move_balances(needed, moving) print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'move_balances', - 'debug': True, + 'debug': False, 'needed': { 'BTC': D('10'), 'USDT': 1 @@ -2584,14 +2432,15 @@ class ReportStoreTest(WebMockTestCase): } }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_http_request(self, add_log, print_log): + report_store = market.ReportStore(self.m) response = mock.Mock() response.status_code = 200 response.text = "Hey" - portfolio.ReportStore.log_http_request("method", "url", "body", + report_store.log_http_request("method", "url", "body", "headers", response) print_log.assert_not_called() add_log.assert_called_once_with({ @@ -2604,11 +2453,12 @@ class ReportStoreTest(WebMockTestCase): 'response': 'Hey' }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_error(self, add_log, print_log): + report_store = market.ReportStore(self.m) with self.subTest(message=None, exception=None): - portfolio.ReportStore.log_error("action") + report_store.log_error("action") print_log.assert_called_once_with("[Error] action") add_log.assert_called_once_with({ 'type': 'error', @@ -2621,7 +2471,7 @@ class ReportStoreTest(WebMockTestCase): print_log.reset_mock() add_log.reset_mock() with self.subTest(message="Hey", exception=None): - portfolio.ReportStore.log_error("action", message="Hey") + report_store.log_error("action", message="Hey") print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tHey") @@ -2637,7 +2487,7 @@ class ReportStoreTest(WebMockTestCase): print_log.reset_mock() add_log.reset_mock() with self.subTest(message=None, exception=Exception("bouh")): - portfolio.ReportStore.log_error("action", exception=Exception("bouh")) + report_store.log_error("action", exception=Exception("bouh")) print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tException: bouh") @@ -2653,7 +2503,7 @@ class ReportStoreTest(WebMockTestCase): print_log.reset_mock() add_log.reset_mock() with self.subTest(message="Hey", exception=Exception("bouh")): - portfolio.ReportStore.log_error("action", message="Hey", exception=Exception("bouh")) + report_store.log_error("action", message="Hey", exception=Exception("bouh")) print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tException: bouh"), @@ -2667,10 +2517,11 @@ class ReportStoreTest(WebMockTestCase): 'message': "Hey" }) - @mock.patch.object(portfolio.ReportStore, "print_log") - @mock.patch.object(portfolio.ReportStore, "add_log") + @mock.patch.object(market.ReportStore, "print_log") + @mock.patch.object(market.ReportStore, "add_log") def test_log_debug_action(self, add_log, print_log): - portfolio.ReportStore.log_debug_action("Hey") + report_store = market.ReportStore(self.m) + report_store.log_debug_action("Hey") print_log.assert_called_once_with("[Debug] Hey") add_log.assert_called_once_with({ @@ -2678,12 +2529,263 @@ class ReportStoreTest(WebMockTestCase): 'action': 'Hey' }) +@unittest.skipUnless("unit" in limits, "Unit skipped") +class HelperTest(WebMockTestCase): + def test_main_store_report(self): + file_open = mock.mock_open() + with self.subTest(file=None), mock.patch("__main__.open", file_open): + helper.main_store_report(None, 1, self.m) + file_open.assert_not_called() + + file_open = mock.mock_open() + with self.subTest(file="present"), mock.patch("helper.open", file_open),\ + mock.patch.object(helper, "datetime") as time_mock: + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + self.m.report.to_json.return_value = "json_content" + + helper.main_store_report("present", 1, self.m) + + file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") + file_open().write.assert_called_once_with("json_content") + self.m.report.to_json.assert_called_once_with() + + with self.subTest(file="error"),\ + mock.patch("helper.open") as file_open,\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + file_open.side_effect = FileNotFoundError + + helper.main_store_report("error", 1, self.m) + + self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") + + @mock.patch("helper.process_sell_all__1_all_sell") + @mock.patch("helper.process_sell_all__2_all_buy") + @mock.patch("portfolio.Portfolio.wait_for_recent") + def test_main_process_market(self, wait, buy, sell): + with self.subTest(before=False, after=False): + helper.main_process_market("user") + + wait.assert_not_called() + buy.assert_not_called() + sell.assert_not_called() + + buy.reset_mock() + wait.reset_mock() + sell.reset_mock() + with self.subTest(before=True, after=False): + helper.main_process_market("user", before=True) + + wait.assert_not_called() + buy.assert_not_called() + sell.assert_called_once_with("user") + + buy.reset_mock() + wait.reset_mock() + sell.reset_mock() + with self.subTest(before=False, after=True): + helper.main_process_market("user", after=True) + + wait.assert_called_once_with("user") + buy.assert_called_once_with("user") + sell.assert_not_called() + + buy.reset_mock() + wait.reset_mock() + sell.reset_mock() + with self.subTest(before=True, after=True): + helper.main_process_market("user", before=True, after=True) + + wait.assert_called_once_with("user") + buy.assert_called_once_with("user") + sell.assert_called_once_with("user") + + @mock.patch.object(helper, "psycopg2") + def test_fetch_markets(self, psycopg2): + connect_mock = mock.Mock() + cursor_mock = mock.MagicMock() + cursor_mock.__iter__.return_value = ["row_1", "row_2"] + + connect_mock.cursor.return_value = cursor_mock + psycopg2.connect.return_value = connect_mock + + rows = list(helper.main_fetch_markets({"foo": "bar"})) + + psycopg2.connect.assert_called_once_with(foo="bar") + cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") + + self.assertEqual(["row_1", "row_2"], rows) + + @mock.patch.object(helper.sys, "exit") + def test_main_parse_args(self, exit): + with self.subTest(config="config.ini"): + args = helper.main_parse_args([]) + self.assertEqual("config.ini", args.config) + self.assertFalse(args.before) + self.assertFalse(args.after) + self.assertFalse(args.debug) + + args = helper.main_parse_args(["--before", "--after", "--debug"]) + self.assertTrue(args.before) + self.assertTrue(args.after) + self.assertTrue(args.debug) + + exit.assert_not_called() + + with self.subTest(config="inexistant"),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + args = helper.main_parse_args(["--config", "foo.bar"]) + exit.assert_called_once_with(1) + self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) + + @mock.patch.object(helper.sys, "exit") + @mock.patch("helper.configparser") + @mock.patch("helper.os") + def test_main_parse_config(self, os, configparser, exit): + with self.subTest(pg_config=True, report_path=None): + config_mock = mock.MagicMock() + configparser.ConfigParser.return_value = config_mock + def config(element): + return element == "postgresql" + + config_mock.__contains__.side_effect = config + config_mock.__getitem__.return_value = "pg_config" + + result = helper.main_parse_config("configfile") + + config_mock.read.assert_called_with("configfile") + + self.assertEqual(["pg_config", None], result) + + with self.subTest(pg_config=True, report_path="present"): + config_mock = mock.MagicMock() + configparser.ConfigParser.return_value = config_mock + + config_mock.__contains__.return_value = True + config_mock.__getitem__.side_effect = [ + {"report_path": "report_path"}, + {"report_path": "report_path"}, + "pg_config", + ] + + os.path.exists.return_value = False + result = helper.main_parse_config("configfile") + + config_mock.read.assert_called_with("configfile") + self.assertEqual(["pg_config", "report_path"], result) + os.path.exists.assert_called_once_with("report_path") + os.makedirs.assert_called_once_with("report_path") + + with self.subTest(pg_config=False),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + config_mock = mock.MagicMock() + configparser.ConfigParser.return_value = config_mock + result = helper.main_parse_config("configfile") + + config_mock.read.assert_called_with("configfile") + exit.assert_called_once_with(1) + self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) + + + def test_print_orders(self): + helper.print_orders(self.m) + + self.m.report.log_stage.assert_called_with("print_orders") + self.m.balances.fetch_balances.assert_called_with(tag="print_orders") + self.m.prepare_trades.assert_called_with(base_currency="BTC", + compute_value="average") + self.m.trades.prepare_orders.assert_called_with(compute_value="average") + + def test_print_balances(self): + self.m.balances.in_currency.return_value = { + "BTC": portfolio.Amount("BTC", "0.65"), + "ETH": portfolio.Amount("BTC", "0.3"), + } + + helper.print_balances(self.m) + + self.m.balances.fetch_balances.assert_called_with() + self.m.report.print_log.assert_has_calls([ + mock.call("total:"), + mock.call(portfolio.Amount("BTC", "0.95")), + ]) + + def test_process_sell_needed__1_sell(self): + helper.process_sell_needed__1_sell(self.m) + + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="process_sell_needed__1_sell_begin"), + mock.call(tag="process_sell_needed__1_sell_end"), + ]) + self.m.prepare_trades.assert_called_with(base_currency="BTC", + liquidity="medium") + self.m.trades.prepare_orders.assert_called_with(compute_value="average", + only="dispose") + self.m.trades.run_orders.assert_called() + self.m.follow_orders.assert_called() + self.m.report.log_stage.assert_has_calls([ + mock.call("process_sell_needed__1_sell_begin"), + mock.call("process_sell_needed__1_sell_end") + ]) + + def test_process_sell_needed__2_buy(self): + helper.process_sell_needed__2_buy(self.m) + + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="process_sell_needed__2_buy_begin"), + mock.call(tag="process_sell_needed__2_buy_end"), + ]) + self.m.update_trades.assert_called_with(base_currency="BTC", + liquidity="medium", only="acquire") + self.m.trades.prepare_orders.assert_called_with(compute_value="average", + only="acquire") + self.m.move_balances.assert_called_with() + self.m.trades.run_orders.assert_called() + self.m.follow_orders.assert_called() + self.m.report.log_stage.assert_has_calls([ + mock.call("process_sell_needed__2_buy_begin"), + mock.call("process_sell_needed__2_buy_end") + ]) + + def test_process_sell_all__1_sell(self): + helper.process_sell_all__1_all_sell(self.m) + + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="process_sell_all__1_all_sell_begin"), + mock.call(tag="process_sell_all__1_all_sell_end"), + ]) + self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC") + self.m.trades.prepare_orders.assert_called_with(compute_value="average") + self.m.trades.run_orders.assert_called() + self.m.follow_orders.assert_called() + self.m.report.log_stage.assert_has_calls([ + mock.call("process_sell_all__1_all_sell_begin"), + mock.call("process_sell_all__1_all_sell_end") + ]) + + def test_process_sell_all__2_all_buy(self): + helper.process_sell_all__2_all_buy(self.m) + + self.m.balances.fetch_balances.assert_has_calls([ + mock.call(tag="process_sell_all__2_all_buy_begin"), + mock.call(tag="process_sell_all__2_all_buy_end"), + ]) + self.m.prepare_trades.assert_called_with(base_currency="BTC", + liquidity="medium") + self.m.trades.prepare_orders.assert_called_with(compute_value="average") + self.m.move_balances.assert_called_with() + self.m.trades.run_orders.assert_called() + self.m.follow_orders.assert_called() + self.m.report.log_stage.assert_has_calls([ + mock.call("process_sell_all__2_all_buy_begin"), + mock.call("process_sell_all__2_all_buy_end") + ]) + @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") class AcceptanceTest(WebMockTestCase): @unittest.expectedFailure def test_success_sell_only_necessary(self): # FIXME: catch stdout - portfolio.ReportStore.verbose_print = False + self.m.report.verbose_print = False fetch_balance = { "ETH": { "exchange_free": D("1.0"), -- 2.41.0