From 6ca5a1ec669593fa915a2824efca068c975f9caa Mon Sep 17 00:00:00 2001 From: =?utf8?q?Isma=C3=ABl=20Bouya?= Date: Sat, 10 Feb 2018 13:52:46 +0100 Subject: [PATCH] Separate store and add helper --- helper.py | 151 ++++++++++++ portfolio.py | 309 +++--------------------- store.py | 102 ++++++++ test.py | 668 ++++++++++++++++++++++++++------------------------- 4 files changed, 621 insertions(+), 609 deletions(-) create mode 100644 helper.py create mode 100644 store.py diff --git a/helper.py b/helper.py new file mode 100644 index 0000000..8a29f40 --- /dev/null +++ b/helper.py @@ -0,0 +1,151 @@ +import time +from ccxt import ExchangeError +from store import * + +def move_balances(market, debug=False): + needed_in_margin = {} + for trade in TradeStore.all: + if trade.trade_type == "short": + if trade.value_to.currency not in needed_in_margin: + needed_in_margin[trade.value_to.currency] = 0 + 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 + delta = (needed - current_balance).value + # FIXME: don't remove too much if there are open margin position + if delta > 0: + if debug: + print("market.transfer_balance({}, {}, 'exchange', 'margin')".format(currency, delta)) + else: + market.transfer_balance(currency, delta, "exchange", "margin") + elif delta < 0: + if debug: + print("market.transfer_balance({}, {}, 'margin', 'exchange')".format(currency, -delta)) + else: + market.transfer_balance(currency, -delta, "margin", "exchange") + + 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__)]) + + 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", compute_value="average", debug=False): + BalanceStore.fetch_balances(market) + values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) + total_base_value = sum(values_in_base.values()) + new_repartition = BalanceStore.dispatch_assets(total_base_value) + # 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", compute_value="average", only=None, debug=False): + BalanceStore.fetch_balances(market) + values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) + total_base_value = sum(values_in_base.values()) + new_repartition = BalanceStore.dispatch_assets(total_base_value) + 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): + BalanceStore.fetch_balances(market) + values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) + total_base_value = sum(values_in_base.values()) + new_repartition = BalanceStore.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") }) + TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug) + +def follow_orders(verbose=True, sleep=None): + if sleep is None: + sleep = 7 if TradeStore.debug else 30 + tick = 0 + while len(TradeStore.all_orders(state="open")) > 0: + time.sleep(sleep) + tick += 1 + for order in TradeStore.all_orders(state="open"): + if order.get_status() != "open": + if verbose: + print("finished {}".format(order)) + else: + order.trade.update_order(order, tick) + if verbose: + print("All orders finished") + +def print_orders(market, base_currency="BTC"): + prepare_trades(market, base_currency=base_currency, compute_value="average") + TradeStore.prepare_orders(compute_value="average") + for currency, balance in BalanceStore.all.items(): + print(balance) + TradeStore.print_all_with_order() + +def make_orders(market, base_currency="BTC"): + prepare_trades(market, base_currency=base_currency) + for trade in TradeStore.all: + print(trade) + for order in trade.orders: + print("\t", order, sep="") + order.run() + +def process_sell_all_sell(market, base_currency="BTC", debug=False): + prepare_trades_to_sell_all(market, debug=debug) + TradeStore.prepare_orders(compute_value="average") + print("------------------") + for currency, balance in BalanceStore.all.items(): + print(balance) + print("------------------") + TradeStore.print_all_with_order() + print("------------------") + TradeStore.run_orders() + follow_orders() + +def process_sell_all_buy(market, base_currency="BTC", debug=False): + prepare_trades(market, debug=debug) + TradeStore.prepare_orders() + print("------------------") + for currency, balance in BalanceStore.all.items(): + print(balance) + print("------------------") + TradeStore.print_all_with_order() + print("------------------") + move_balances(market, debug=debug) + TradeStore.run_orders() + follow_orders() + + diff --git a/portfolio.py b/portfolio.py index 45fbef9..efd9b84 100644 --- a/portfolio.py +++ b/portfolio.py @@ -1,14 +1,13 @@ -from ccxt import ExchangeError import time from decimal import Decimal as D, ROUND_DOWN # Put your poloniex api key in market.py -from market import market from json import JSONDecodeError import requests +import helper as h +from store import * # FIXME: correctly handle web call timeouts - class Portfolio: URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" liquidities = {} @@ -69,6 +68,24 @@ class Portfolio: "high": high_liquidity, } +class Computation: + computations = { + "default": lambda x, y: x[y], + "average": lambda x, y: x["average"], + "bid": lambda x, y: x["bid"], + "ask": lambda x, y: x["ask"], + } + + @classmethod + def compute_value(cls, ticker, action, compute_value="default"): + if action == "buy": + action = "ask" + if action == "sell": + action = "bid" + if isinstance(compute_value, str): + compute_value = cls.computations[compute_value] + return compute_value(ticker, action) + class Amount: def __init__(self, currency, value, linked_to=None, ticker=None, rate=None): self.currency = currency @@ -86,9 +103,9 @@ class Amount: self.value * rate, linked_to=self, rate=rate) - asset_ticker = Trade.get_ticker(self.currency, other_currency, market) + asset_ticker = h.get_ticker(self.currency, other_currency, market) if asset_ticker is not None: - rate = Trade.compute_value(asset_ticker, action, compute_value=compute_value) + rate = Computation.compute_value(asset_ticker, action, compute_value=compute_value) return Amount( other_currency, self.value * rate, @@ -180,7 +197,6 @@ class Amount: return "Amount({:.8f} {} -> {})".format(self.value, self.currency, repr(self.linked_to)) class Balance: - known_balances = {} def __init__(self, currency, hash_): self.currency = currency @@ -201,69 +217,6 @@ class Balance: ]: setattr(self, key, Amount(base_currency, hash_.get(key, 0))) - @classmethod - def in_currency(cls, other_currency, market, compute_value="average", type="total"): - amounts = {} - for currency in cls.known_balances: - balance = cls.known_balances[currency] - other_currency_amount = getattr(balance, type)\ - .in_currency(other_currency, market, compute_value=compute_value) - amounts[currency] = other_currency_amount - return amounts - - @classmethod - def currencies(cls): - return cls.known_balances.keys() - - @classmethod - def fetch_balances(cls, market): - all_balances = market.fetch_all_balances() - for currency, balance in all_balances.items(): - if balance["exchange_total"] != 0 or balance["margin_total"] != 0 or \ - currency in cls.known_balances: - cls.known_balances[currency] = cls(currency, balance) - return cls.known_balances - - @classmethod - def dispatch_assets(cls, amount, repartition=None): - if repartition is None: - repartition = Portfolio.repartition() - 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 cls.known_balances: - cls.known_balances[currency] = cls(currency, {}) - return amounts - - @classmethod - def prepare_trades(cls, market, base_currency="BTC", compute_value="average", debug=False): - cls.fetch_balances(market) - values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value) - total_base_value = sum(values_in_base.values()) - new_repartition = cls.dispatch_assets(total_base_value) - # Recompute it in case we have new currencies - values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value) - Trade.compute_trades(values_in_base, new_repartition, market=market, debug=debug) - - @classmethod - def update_trades(cls, market, base_currency="BTC", compute_value="average", only=None, debug=False): - cls.fetch_balances(market) - values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value) - total_base_value = sum(values_in_base.values()) - new_repartition = cls.dispatch_assets(total_base_value) - Trade.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug) - - @classmethod - def prepare_trades_to_sell_all(cls, market, base_currency="BTC", compute_value="average", debug=False): - cls.fetch_balances(market) - values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value) - total_base_value = sum(values_in_base.values()) - new_repartition = cls.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") }) - Trade.compute_trades(values_in_base, new_repartition, market=market, debug=debug) - def __repr__(self): if self.exchange_total > 0: if self.exchange_free > 0 and self.exchange_used > 0: @@ -296,18 +249,7 @@ class Balance: return "Balance({}".format(self.currency) + "".join([exchange, margin, total]) + ")" -class Computation: - computations = { - "default": lambda x, y: x[y], - "average": lambda x, y: x["average"], - "bid": lambda x, y: x["bid"], - "ask": lambda x, y: x["ask"], - } - class Trade: - debug = False - trades = [] - def __init__(self, value_from, value_to, currency, market=None): # We have value_from of currency, and want to finish with value_to of # that currency. value_* may not be in currency's terms @@ -323,105 +265,6 @@ class Trade: self.value_from.linked_to = Amount(self.currency, 0) self.base_currency = self.value_from.currency - fees_cache = {} - @classmethod - def fetch_fees(cls, market): - if market.__class__ not in cls.fees_cache: - cls.fees_cache[market.__class__] = market.fetch_fees() - return cls.fees_cache[market.__class__] - - ticker_cache = {} - ticker_cache_timestamp = time.time() - @classmethod - def get_ticker(cls, c1, c2, market, refresh=False): - def invert(ticker): - return { - "inverted": True, - "average": (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() - cls.ticker_cache_timestamp > 5: - cls.ticker_cache = {} - cls.ticker_cache_timestamp = time.time() - elif not refresh: - if (c1, c2, market.__class__) in cls.ticker_cache: - return cls.ticker_cache[(c1, c2, market.__class__)] - if (c2, c1, market.__class__) in cls.ticker_cache: - return invert(cls.ticker_cache[(c2, c1, market.__class__)]) - - try: - cls.ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2)) - augment_ticker(cls.ticker_cache[(c1, c2, market.__class__)]) - except ExchangeError: - try: - cls.ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1)) - augment_ticker(cls.ticker_cache[(c2, c1, market.__class__)]) - except ExchangeError: - cls.ticker_cache[(c1, c2, market.__class__)] = None - return cls.get_ticker(c1, c2, market) - - @classmethod - def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False): - cls.debug = cls.debug or debug - base_currency = sum(values_in_base.values()).currency - for currency in Balance.currencies(): - if currency == base_currency: - continue - value_from = values_in_base.get(currency, Amount(base_currency, 0)) - value_to = new_repartition.get(currency, Amount(base_currency, 0)) - if value_from.value * value_to.value < 0: - trade_1 = cls(value_from, Amount(base_currency, 0), currency, market=market) - if only is None or trade_1.action == only: - cls.trades.append(trade_1) - trade_2 = cls(Amount(base_currency, 0), value_to, currency, market=market) - if only is None or trade_2.action == only: - cls.trades.append(trade_2) - else: - trade = cls( - value_from, - value_to, - currency, - market=market - ) - if only is None or trade.action == only: - cls.trades.append(trade) - return cls.trades - - @classmethod - def prepare_orders(cls, only=None, compute_value="default"): - for trade in cls.trades: - if only is None or trade.action == only: - trade.prepare_order(compute_value=compute_value) - - @classmethod - def move_balances(cls, market): - needed_in_margin = {} - for trade in cls.trades: - if trade.trade_type == "short": - if trade.value_to.currency not in needed_in_margin: - needed_in_margin[trade.value_to.currency] = 0 - needed_in_margin[trade.value_to.currency] += abs(trade.value_to) - for currency, needed in needed_in_margin.items(): - current_balance = Balance.known_balances[currency].margin_free - delta = (needed - current_balance).value - # FIXME: don't remove too much if there are open margin position - if delta > 0: - if cls.debug: - print("market.transfer_balance({}, {}, 'exchange', 'margin')".format(currency, delta)) - else: - market.transfer_balance(currency, delta, "exchange", "margin") - elif delta < 0: - if cls.debug: - print("market.transfer_balance({}, {}, 'margin', 'exchange')".format(currency, -delta)) - else: - market.transfer_balance(currency, -delta, "margin", "exchange") - @property def action(self): if self.value_from == self.value_to: @@ -481,11 +324,11 @@ class Trade: def prepare_order(self, compute_value="default"): if self.action is None: return - ticker = Trade.get_ticker(self.currency, self.base_currency, self.market) + ticker = h.get_ticker(self.currency, self.base_currency, self.market) inverted = ticker["inverted"] if inverted: ticker = ticker["original"] - rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value) + rate = Computation.compute_value(ticker, self.order_action(inverted), compute_value=compute_value) # 0.1 delta_in_base = abs(self.value_from - self.value_to) @@ -536,51 +379,6 @@ class Trade: delta - self.filled_amount, rate, currency, self.trade_type, self.market, self, close_if_possible=close_if_possible)) - @classmethod - def compute_value(cls, ticker, action, compute_value="default"): - if action == "buy": - action = "ask" - if action == "sell": - action = "bid" - if isinstance(compute_value, str): - compute_value = Computation.computations[compute_value] - return compute_value(ticker, action) - - @classmethod - def all_orders(cls, state=None): - all_orders = sum(map(lambda v: v.orders, cls.trades), []) - if state is None: - return all_orders - else: - return list(filter(lambda o: o.status == state, all_orders)) - - @classmethod - def run_orders(cls): - for order in cls.all_orders(state="pending"): - order.run() - - @classmethod - def follow_orders(cls, verbose=True, sleep=None): - if sleep is None: - sleep = 7 if cls.debug else 30 - tick = 0 - while len(cls.all_orders(state="open")) > 0: - time.sleep(sleep) - tick += 1 - for order in cls.all_orders(state="open"): - if order.get_status() != "open": - if verbose: - print("finished {}".format(order)) - else: - order.trade.update_order(order, tick) - if verbose: - print("All orders finished") - - @classmethod - def update_all_orders_status(cls): - for order in cls.all_orders(state="open"): - order.get_status() - def __repr__(self): return "Trade({} -> {} in {}, {})".format( self.value_from, @@ -588,11 +386,6 @@ class Trade: self.currency, self.action) - @classmethod - def print_all_with_order(cls): - for trade in cls.trades: - trade.print_with_order() - def print_with_order(self): print(self) for order in self.orders: @@ -612,7 +405,6 @@ class Order: self.status = "pending" self.trade = trade self.close_if_possible = close_if_possible - self.debug = trade.debug def __repr__(self): return "Order({} {} {} at {} {} [{}]{})".format( @@ -648,7 +440,7 @@ class Order: symbol = "{}/{}".format(self.amount.currency, self.base_currency) amount = round(self.amount, self.market.order_precision(symbol)).value - if self.debug: + if TradeStore.debug: print("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( symbol, self.action, amount, self.rate, self.account)) self.status = "open" @@ -665,7 +457,7 @@ class Order: print(self.error_message) def get_status(self): - if self.debug: + if TradeStore.debug: return self.status # other states are "closed" and "canceled" if self.status == "open": @@ -675,7 +467,7 @@ class Order: return self.status def mark_finished_order(self): - if self.debug: + if TradeStore.debug: return if self.status == "closed": if self.trade_type == "short" and self.action == "buy" and self.close_if_possible: @@ -683,7 +475,7 @@ class Order: fetch_cache_timestamp = None def fetch(self, force=False): - if self.debug or (not force and self.fetch_cache_timestamp is not None + if TradeStore.debug or (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() @@ -725,7 +517,7 @@ class Order: self.base_currency, mouvement_hash)) def cancel(self): - if self.debug: + if TradeStore.debug: self.status = "canceled" return self.market.cancel_order(self.result['id']) @@ -744,45 +536,6 @@ class Mouvement: # rate * total = total_in_base self.total_in_base = Amount(base_currency, hash_["total"]) -def print_orders(market, base_currency="BTC"): - Balance.prepare_trades(market, base_currency=base_currency, compute_value="average") - Trade.prepare_orders(compute_value="average") - for currency, balance in Balance.known_balances.items(): - print(balance) - Trade.print_all_with_order() - -def make_orders(market, base_currency="BTC"): - Balance.prepare_trades(market, base_currency=base_currency) - for trade in Trade.trades: - print(trade) - for order in trade.orders: - print("\t", order, sep="") - order.run() - -def process_sell_all_sell(market, base_currency="BTC", debug=False): - Balance.prepare_trades_to_sell_all(market, debug=debug) - Trade.prepare_orders(compute_value="average") - print("------------------") - for currency, balance in Balance.known_balances.items(): - print(balance) - print("------------------") - Trade.print_all_with_order() - print("------------------") - Trade.run_orders() - Trade.follow_orders() - -def process_sell_all_buy(market, base_currency="BTC", debug=False): - Balance.prepare_trades(market, debug=debug) - Trade.prepare_orders() - print("------------------") - for currency, balance in Balance.known_balances.items(): - print(balance) - print("------------------") - Trade.print_all_with_order() - print("------------------") - Trade.move_balances(market) - Trade.run_orders() - Trade.follow_orders() - if __name__ == '__main__': - print_orders(market) + from market import market + h.print_orders(market) diff --git a/store.py b/store.py new file mode 100644 index 0000000..4e46878 --- /dev/null +++ b/store.py @@ -0,0 +1,102 @@ +import portfolio + +__all__ = ["BalanceStore", "TradeStore"] + +class BalanceStore: + all = {} + + @classmethod + def currencies(cls): + return cls.all.keys() + + @classmethod + def in_currency(cls, other_currency, market, compute_value="average", type="total"): + amounts = {} + for currency, balance in cls.all.items(): + other_currency_amount = getattr(balance, type)\ + .in_currency(other_currency, market, compute_value=compute_value) + amounts[currency] = other_currency_amount + return amounts + + @classmethod + def fetch_balances(cls, market): + all_balances = market.fetch_all_balances() + for currency, balance in all_balances.items(): + if balance["exchange_total"] != 0 or balance["margin_total"] != 0 or \ + currency in cls.all: + cls.all[currency] = portfolio.Balance(currency, balance) + + @classmethod + def dispatch_assets(cls, amount, repartition=None): + if repartition is None: + repartition = portfolio.Portfolio.repartition() + 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, {}) + return amounts + +class TradeStore: + all = [] + debug = False + + @classmethod + def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False): + cls.debug = cls.debug or debug + base_currency = sum(values_in_base.values()).currency + for currency in BalanceStore.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: + trade_1 = portfolio.Trade(value_from, portfolio.Amount(base_currency, 0), currency, market=market) + if only is None or trade_1.action == only: + cls.all.append(trade_1) + trade_2 = portfolio.Trade(portfolio.Amount(base_currency, 0), value_to, currency, market=market) + if only is None or trade_2.action == only: + cls.all.append(trade_2) + else: + trade = portfolio.Trade( + value_from, + value_to, + currency, + market=market + ) + if only is None or trade.action == only: + cls.all.append(trade) + + @classmethod + def prepare_orders(cls, only=None, compute_value="default"): + for trade in cls.all: + if only is None or trade.action == only: + trade.prepare_order(compute_value=compute_value) + + @classmethod + def print_all_with_order(cls): + for trade in cls.all: + trade.print_with_order() + + @classmethod + def run_orders(cls): + for order in cls.all_orders(state="pending"): + order.run() + + @classmethod + def all_orders(cls, state=None): + all_orders = sum(map(lambda v: v.orders, cls.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"): + order.get_status() + + diff --git a/test.py b/test.py index b27eb74..aae1dc8 100644 --- a/test.py +++ b/test.py @@ -5,6 +5,7 @@ from unittest import mock import requests import requests_mock from io import StringIO +import helper class WebMockTestCase(unittest.TestCase): import time @@ -15,16 +16,18 @@ class WebMockTestCase(unittest.TestCase): self.wm.start() self.patchers = [ - mock.patch.multiple(portfolio.Balance, known_balances={}), + mock.patch.multiple(portfolio.BalanceStore, + all={},), + mock.patch.multiple(portfolio.TradeStore, + all=[], + debug=False), mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), - mock.patch.multiple(portfolio.Trade, - ticker_cache={}, - ticker_cache_timestamp=self.time.time(), - fees_cache={}, - debug=False, - trades=[]), mock.patch.multiple(portfolio.Computation, - computations=portfolio.Computation.computations) + computations=portfolio.Computation.computations), + mock.patch.multiple(helper, + fees_cache={}, + ticker_cache={}, + ticker_cache_timestamp=self.time.time()), ] for patcher in self.patchers: patcher.start() @@ -149,12 +152,12 @@ class AmountTest(WebMockTestCase): self.assertEqual(amount, amount.in_currency("ETC", None)) ticker_mock = unittest.mock.Mock() - with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): + with mock.patch.object(helper, 'get_ticker', new=ticker_mock): ticker_mock.return_value = None self.assertRaises(Exception, amount.in_currency, "ETH", None) - with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): + with mock.patch.object(helper, 'get_ticker', new=ticker_mock): ticker_mock.return_value = { "bid": D("0.2"), "ask": D("0.4"), @@ -361,37 +364,6 @@ class AmountTest(WebMockTestCase): self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) class BalanceTest(WebMockTestCase): - def setUp(self): - super(BalanceTest, self).setUp() - - self.fetch_balance = { - "ETC": { - "exchange_free": 0, - "exchange_used": 0, - "exchange_total": 0, - "margin_total": 0, - }, - "USDT": { - "exchange_free": D("6.0"), - "exchange_used": D("1.2"), - "exchange_total": D("7.2"), - "margin_total": 0, - }, - "XVG": { - "exchange_free": 16, - "exchange_used": 0, - "exchange_total": 16, - "margin_total": 0, - }, - "XMR": { - "exchange_free": 0, - "exchange_used": 0, - "exchange_total": 0, - "margin_total": D("-1.0"), - "margin_free": 0, - }, - } - def test_values(self): balance = portfolio.Balance("BTC", { "exchange_total": "0.65", @@ -426,91 +398,100 @@ class BalanceTest(WebMockTestCase): self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) self.assertEqual("USDT", balance.margin_lending_fees.currency) - @mock.patch.object(portfolio.Trade, "get_ticker") - def test_in_currency(self, get_ticker): - portfolio.Balance.known_balances = { - "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}), - } - market = mock.Mock() - get_ticker.return_value = { - "bid": D("0.09"), - "ask": D("0.11"), - "average": D("0.1"), - } + def test__repr(self): + self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", + repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) + balance = portfolio.Balance("BTX", { "exchange_total": 3, + "exchange_used": 1, "exchange_free": 2 }) + self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) - amounts = portfolio.Balance.in_currency("BTC", market) - self.assertEqual("BTC", amounts["ETH"].currency) - self.assertEqual(D("0.65"), amounts["BTC"].value) - self.assertEqual(D("0.30"), amounts["ETH"].value) + balance = portfolio.Balance("BTX", { "margin_total": 3, + "margin_borrowed": 1, "margin_free": 2 }) + self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) - amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid") - self.assertEqual(D("0.65"), amounts["BTC"].value) - self.assertEqual(D("0.27"), amounts["ETH"].value) + balance = portfolio.Balance("BTX", { "margin_total": -3, + "margin_borrowed_base_price": D("0.1"), + "margin_borrowed_base_currency": "BTC", + "margin_lending_fees": D("0.002") }) + self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) - amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="exchange_used") - self.assertEqual(D("0.30"), amounts["BTC"].value) - self.assertEqual(0, amounts["ETH"].value) +class HelperTest(WebMockTestCase): + def test_get_ticker(self): + market = mock.Mock() + market.fetch_ticker.side_effect = [ + { "bid": 1, "ask": 3 }, + helper.ExchangeError("foo"), + { "bid": 10, "ask": 40 }, + helper.ExchangeError("foo"), + helper.ExchangeError("foo"), + ] - def test_currencies(self): - portfolio.Balance.known_balances = { - "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}), - } - self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies())) + ticker = helper.get_ticker("ETH", "ETC", market) + market.fetch_ticker.assert_called_with("ETH/ETC") + self.assertEqual(1, ticker["bid"]) + self.assertEqual(3, ticker["ask"]) + self.assertEqual(2, ticker["average"]) + self.assertFalse(ticker["inverted"]) - @mock.patch.object(portfolio.market, "fetch_all_balances") - def test_fetch_balances(self, fetch_all_balances): - fetch_all_balances.return_value = self.fetch_balance + ticker = helper.get_ticker("ETH", "XVG", market) + self.assertEqual(0.0625, ticker["average"]) + self.assertTrue(ticker["inverted"]) + self.assertIn("original", ticker) + self.assertEqual(10, ticker["original"]["bid"]) - portfolio.Balance.fetch_balances(portfolio.market) - self.assertNotIn("ETC", portfolio.Balance.currencies()) - self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.Balance.currencies())) + ticker = helper.get_ticker("XVG", "XMR", market) + self.assertIsNone(ticker) - portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", { - "exchange_total": "1", "exchange_free": "0", - "exchange_used": "1" }) - portfolio.Balance.fetch_balances(portfolio.market) - self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total) - self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.Balance.currencies())) + market.fetch_ticker.assert_has_calls([ + mock.call("ETH/ETC"), + mock.call("ETH/XVG"), + mock.call("XVG/ETH"), + mock.call("XVG/XMR"), + mock.call("XMR/XVG"), + ]) - @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(portfolio.market, "fetch_all_balances") - def test_dispatch_assets(self, fetch_all_balances, repartition): - fetch_all_balances.return_value = self.fetch_balance - portfolio.Balance.fetch_balances(portfolio.market) + market2 = mock.Mock() + market2.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") + self.assertEqual(1, ticker1["bid"]) + self.assertDictEqual(ticker1, ticker2) + self.assertDictEqual(ticker1, ticker3["original"]) - self.assertNotIn("XEM", portfolio.Balance.currencies()) + ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True) + ticker5 = helper.get_ticker("ETH", "ETC", market2) + self.assertEqual(1.2, ticker4["bid"]) + self.assertDictEqual(ticker4, ticker5) - repartition.return_value = { - "XEM": (D("0.75"), "long"), - "BTC": (D("0.26"), "long"), - } + market3 = mock.Mock() + market3.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) + self.assertDictEqual(ticker6, ticker7) + self.assertEqual(1.2, ticker8["bid"]) - amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1")) - self.assertIn("XEM", portfolio.Balance.currencies()) - self.assertEqual(D("2.6"), amounts["BTC"].value) - self.assertEqual(D("7.5"), amounts["XEM"].value) + 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() @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(portfolio.Trade, "get_ticker") - @mock.patch.object(portfolio.Trade, "compute_trades") + @mock.patch.object(helper, "get_ticker") + @mock.patch.object(portfolio.TradeStore, "compute_trades") def test_prepare_trades(self, compute_trades, get_ticker, repartition): repartition.return_value = { "XEM": (D("0.75"), "long"), @@ -541,7 +522,7 @@ class BalanceTest(WebMockTestCase): "total": D("10000.0") }, } - portfolio.Balance.prepare_trades(market) + helper.prepare_trades(market) compute_trades.assert_called() call = compute_trades.call_args @@ -552,8 +533,8 @@ class BalanceTest(WebMockTestCase): self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(portfolio.Trade, "get_ticker") - @mock.patch.object(portfolio.Trade, "compute_trades") + @mock.patch.object(helper, "get_ticker") + @mock.patch.object(portfolio.TradeStore, "compute_trades") def test_update_trades(self, compute_trades, get_ticker, repartition): repartition.return_value = { "XEM": (D("0.75"), "long"), @@ -584,7 +565,7 @@ class BalanceTest(WebMockTestCase): "total": D("10000.0") }, } - portfolio.Balance.update_trades(market) + helper.update_trades(market) compute_trades.assert_called() call = compute_trades.call_args @@ -595,8 +576,8 @@ class BalanceTest(WebMockTestCase): self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) @mock.patch.object(portfolio.Portfolio, "repartition") - @mock.patch.object(portfolio.Trade, "get_ticker") - @mock.patch.object(portfolio.Trade, "compute_trades") + @mock.patch.object(helper, "get_ticker") + @mock.patch.object(portfolio.TradeStore, "compute_trades") def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): def _get_ticker(c1, c2, market): if c1 == "USDT" and c2 == "BTC": @@ -621,7 +602,7 @@ class BalanceTest(WebMockTestCase): "total": D("10000.0") }, } - portfolio.Balance.prepare_trades_to_sell_all(market) + helper.prepare_trades_to_sell_all(market) repartition.assert_not_called() compute_trades.assert_called() @@ -631,89 +612,243 @@ class BalanceTest(WebMockTestCase): self.assertEqual(D("0.01"), call[0][0]["XVG"].value) self.assertEqual(D("1.01"), call[0][1]["BTC"].value) - def test__repr(self): - self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", - repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) - balance = portfolio.Balance("BTX", { "exchange_total": 3, - "exchange_used": 1, "exchange_free": 2 }) - self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) + @unittest.skip("TODO") + def test_follow_orders(self): + pass - balance = portfolio.Balance("BTX", { "margin_total": 3, - "margin_borrowed": 1, "margin_free": 2 }) - self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) - balance = portfolio.Balance("BTX", { "margin_total": -3, - "margin_borrowed_base_price": D("0.1"), - "margin_borrowed_base_currency": "BTC", - "margin_lending_fees": D("0.002") }) - self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) +class TradeStoreTest(WebMockTestCase): + @unittest.skip("TODO") + def test_compute_trades(self): + pass -class TradeTest(WebMockTestCase): + def test_prepare_orders(self): + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() - def test_get_ticker(self): + portfolio.TradeStore.all.append(trade_mock1) + portfolio.TradeStore.all.append(trade_mock2) + + portfolio.TradeStore.prepare_orders() + trade_mock1.prepare_order.assert_called_with(compute_value="default") + trade_mock2.prepare_order.assert_called_with(compute_value="default") + + portfolio.TradeStore.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") + + trade_mock1.prepare_order.reset_mock() + trade_mock2.prepare_order.reset_mock() + + trade_mock1.action = "foo" + trade_mock2.action = "bar" + portfolio.TradeStore.prepare_orders(only="bar") + trade_mock1.prepare_order.assert_not_called() + trade_mock2.prepare_order.assert_called_with(compute_value="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] + + portfolio.TradeStore.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.TradeStore, "all_orders") + def test_run_orders(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.run_orders() + all_orders.assert_called_with(state="pending") + + order_mock1.run.assert_called() + order_mock2.run.assert_called() + order_mock3.run.assert_called() + + def test_all_orders(self): + trade_mock1 = mock.Mock() + trade_mock2 = mock.Mock() + + order_mock1 = mock.Mock() + order_mock2 = mock.Mock() + order_mock3 = mock.Mock() + + trade_mock1.orders = [order_mock1, order_mock2] + trade_mock2.orders = [order_mock3] + + order_mock1.status = "pending" + order_mock2.status = "open" + order_mock3.status = "open" + + portfolio.TradeStore.all.append(trade_mock1) + portfolio.TradeStore.all.append(trade_mock2) + + orders = portfolio.TradeStore.all_orders() + self.assertEqual(3, len(orders)) + + open_orders = portfolio.TradeStore.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") + + order_mock1.get_status.assert_called() + order_mock2.get_status.assert_called() + order_mock3.get_status.assert_called() + + +class BalanceStoreTest(WebMockTestCase): + def setUp(self): + super(BalanceStoreTest, self).setUp() + + self.fetch_balance = { + "ETC": { + "exchange_free": 0, + "exchange_used": 0, + "exchange_total": 0, + "margin_total": 0, + }, + "USDT": { + "exchange_free": D("6.0"), + "exchange_used": D("1.2"), + "exchange_total": D("7.2"), + "margin_total": 0, + }, + "XVG": { + "exchange_free": 16, + "exchange_used": 0, + "exchange_total": 16, + "margin_total": 0, + }, + "XMR": { + "exchange_free": 0, + "exchange_used": 0, + "exchange_total": 0, + "margin_total": D("-1.0"), + "margin_free": 0, + }, + } + + @mock.patch.object(helper, "get_ticker") + def test_in_currency(self, get_ticker): + 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}), + } market = mock.Mock() - market.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - portfolio.ExchangeError("foo"), - { "bid": 10, "ask": 40 }, - portfolio.ExchangeError("foo"), - portfolio.ExchangeError("foo"), - ] + get_ticker.return_value = { + "bid": D("0.09"), + "ask": D("0.11"), + "average": D("0.1"), + } - ticker = portfolio.Trade.get_ticker("ETH", "ETC", market) - market.fetch_ticker.assert_called_with("ETH/ETC") - self.assertEqual(1, ticker["bid"]) - self.assertEqual(3, ticker["ask"]) - self.assertEqual(2, ticker["average"]) - self.assertFalse(ticker["inverted"]) + amounts = portfolio.BalanceStore.in_currency("BTC", market) + self.assertEqual("BTC", amounts["ETH"].currency) + self.assertEqual(D("0.65"), amounts["BTC"].value) + self.assertEqual(D("0.30"), amounts["ETH"].value) - ticker = portfolio.Trade.get_ticker("ETH", "XVG", market) - self.assertEqual(0.0625, ticker["average"]) - self.assertTrue(ticker["inverted"]) - self.assertIn("original", ticker) - self.assertEqual(10, ticker["original"]["bid"]) + amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid") + self.assertEqual(D("0.65"), amounts["BTC"].value) + self.assertEqual(D("0.27"), amounts["ETH"].value) - ticker = portfolio.Trade.get_ticker("XVG", "XMR", market) - self.assertIsNone(ticker) + amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used") + self.assertEqual(D("0.30"), amounts["BTC"].value) + self.assertEqual(0, amounts["ETH"].value) - market.fetch_ticker.assert_has_calls([ - mock.call("ETH/ETC"), - mock.call("ETH/XVG"), - mock.call("XVG/ETH"), - mock.call("XVG/XMR"), - mock.call("XMR/XVG"), - ]) + def test_fetch_balances(self): + market = mock.Mock() + market.fetch_all_balances.return_value = self.fetch_balance - market2 = mock.Mock() - market2.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - { "bid": 1.2, "ask": 3.5 }, - ] - ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2) - ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2) - ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2) - market2.fetch_ticker.assert_called_once_with("ETH/ETC") - self.assertEqual(1, ticker1["bid"]) - self.assertDictEqual(ticker1, ticker2) - self.assertDictEqual(ticker1, ticker3["original"]) + portfolio.BalanceStore.fetch_balances(market) + self.assertNotIn("ETC", portfolio.BalanceStore.currencies()) + self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies())) - ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True) - ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2) - self.assertEqual(1.2, ticker4["bid"]) - self.assertDictEqual(ticker4, ticker5) + portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { + "exchange_total": "1", "exchange_free": "0", + "exchange_used": "1" }) + portfolio.BalanceStore.fetch_balances(market) + self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) + self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) - market3 = mock.Mock() - market3.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - { "bid": 1.2, "ask": 3.5 }, - ] - ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3) - portfolio.Trade.ticker_cache_timestamp -= 4 - ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3) - portfolio.Trade.ticker_cache_timestamp -= 2 - ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3) - self.assertDictEqual(ticker6, ticker7) - self.assertEqual(1.2, ticker8["bid"]) + @mock.patch.object(portfolio.Portfolio, "repartition") + def test_dispatch_assets(self, repartition): + market = mock.Mock() + market.fetch_all_balances.return_value = self.fetch_balance + portfolio.BalanceStore.fetch_balances(market) + + self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) + + repartition.return_value = { + "XEM": (D("0.75"), "long"), + "BTC": (D("0.26"), "long"), + } + + amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "10.1")) + self.assertIn("XEM", portfolio.BalanceStore.currencies()) + self.assertEqual(D("2.6"), amounts["BTC"].value) + self.assertEqual(D("7.5"), amounts["XEM"].value) + + def test_currencies(self): + 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}), + } + self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies())) + +class ComputationTest(WebMockTestCase): + def test_compute_value(self): + compute = mock.Mock() + portfolio.Computation.compute_value("foo", "buy", compute_value=compute) + compute.assert_called_with("foo", "ask") + + compute.reset_mock() + portfolio.Computation.compute_value("foo", "sell", compute_value=compute) + compute.assert_called_with("foo", "bid") + + compute.reset_mock() + portfolio.Computation.compute_value("foo", "ask", compute_value=compute) + compute.assert_called_with("foo", "ask") + + compute.reset_mock() + portfolio.Computation.compute_value("foo", "bid", compute_value=compute) + compute.assert_called_with("foo", "bid") + + compute.reset_mock() + portfolio.Computation.computations["test"] = compute + portfolio.Computation.compute_value("foo", "bid", compute_value="test") + compute.assert_called_with("foo", "bid") + + +class TradeTest(WebMockTestCase): def test_values_assertion(self): value_from = portfolio.Amount("BTC", "1.0") @@ -736,14 +871,6 @@ class TradeTest(WebMockTestCase): trade = portfolio.Trade(value_from, value_to, "ETH") self.assertEqual(0, trade.value_from.linked_to) - def test_fetch_fees(self): - market = mock.Mock() - market.fetch_fees.return_value = "Foo" - self.assertEqual("Foo", portfolio.Trade.fetch_fees(market)) - market.fetch_fees.assert_called_once() - self.assertEqual("Foo", portfolio.Trade.fetch_fees(market)) - market.fetch_fees.assert_called_once() - def test_action(self): value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") @@ -821,34 +948,6 @@ class TradeTest(WebMockTestCase): self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount) - def test_prepare_orders(self): - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - - portfolio.Trade.trades.append(trade_mock1) - portfolio.Trade.trades.append(trade_mock2) - - portfolio.Trade.prepare_orders() - trade_mock1.prepare_order.assert_called_with(compute_value="default") - trade_mock2.prepare_order.assert_called_with(compute_value="default") - - portfolio.Trade.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") - - trade_mock1.prepare_order.reset_mock() - trade_mock2.prepare_order.reset_mock() - - trade_mock1.action = "foo" - trade_mock2.action = "bar" - portfolio.Trade.prepare_orders(only="bar") - trade_mock1.prepare_order.assert_not_called() - trade_mock2.prepare_order.assert_called_with(compute_value="default") - - @unittest.skip("TODO") - def test_compute_trades(self): - pass - @unittest.skip("TODO") def test_prepare_order(self): pass @@ -857,77 +956,6 @@ class TradeTest(WebMockTestCase): def test_update_order(self): pass - @unittest.skip("TODO") - def test_follow_orders(self): - pass - - @unittest.skip("TODO") - def test_move_balances(self): - pass - - def test_all_orders(self): - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - - trade_mock1.orders = [order_mock1, order_mock2] - trade_mock2.orders = [order_mock3] - - order_mock1.status = "pending" - order_mock2.status = "open" - order_mock3.status = "open" - - portfolio.Trade.trades.append(trade_mock1) - portfolio.Trade.trades.append(trade_mock2) - - orders = portfolio.Trade.all_orders() - self.assertEqual(3, len(orders)) - - open_orders = portfolio.Trade.all_orders(state="open") - self.assertEqual(2, len(open_orders)) - self.assertEqual([order_mock2, order_mock3], open_orders) - - @mock.patch.object(portfolio.Trade, "all_orders") - def test_run_orders(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.Trade.run_orders() - all_orders.assert_called_with(state="pending") - - order_mock1.run.assert_called() - order_mock2.run.assert_called() - order_mock3.run.assert_called() - - @mock.patch.object(portfolio.Trade, "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.Trade.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() - - def test_print_all_with_order(self): - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - trade_mock3 = mock.Mock() - portfolio.Trade.trades = [trade_mock1, trade_mock2, trade_mock3] - - portfolio.Trade.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('sys.stdout', new_callable=StringIO) def test_print_with_order(self, mock_stdout): value_from = portfolio.Amount("BTC", "0.5") @@ -951,28 +979,6 @@ class TradeTest(WebMockTestCase): self.assertEqual("\tMock 1", out[1]) self.assertEqual("\tMock 2", out[2]) - def test_compute_value(self): - compute = mock.Mock() - portfolio.Trade.compute_value("foo", "buy", compute_value=compute) - compute.assert_called_with("foo", "ask") - - compute.reset_mock() - portfolio.Trade.compute_value("foo", "sell", compute_value=compute) - compute.assert_called_with("foo", "bid") - - compute.reset_mock() - portfolio.Trade.compute_value("foo", "ask", compute_value=compute) - compute.assert_called_with("foo", "ask") - - compute.reset_mock() - portfolio.Trade.compute_value("foo", "bid", compute_value=compute) - compute.assert_called_with("foo", "bid") - - compute.reset_mock() - portfolio.Computation.computations["test"] = compute - portfolio.Trade.compute_value("foo", "bid", compute_value="test") - compute.assert_called_with("foo", "bid") - def test__repr(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") @@ -1045,7 +1051,7 @@ class AcceptanceTest(WebMockTestCase): "ask": D("0.0012") } if symbol == "USDT/BTC": - raise portfolio.ExchangeError + raise helper.ExchangeError if symbol == "BTC/USDT": return { "symbol": "BTC/USDT", @@ -1059,15 +1065,15 @@ class AcceptanceTest(WebMockTestCase): market.fetch_ticker.side_effect = fetch_ticker with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): # Action 1 - portfolio.Balance.prepare_trades(market) + helper.prepare_trades(market) - balances = portfolio.Balance.known_balances + balances = portfolio.BalanceStore.all self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) - trades = portfolio.Trade.trades + trades = TradeStore.all self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) self.assertEqual("dispose", trades[0].action) @@ -1123,7 +1129,7 @@ class AcceptanceTest(WebMockTestCase): market.order_precision.return_value = 8 # Action 3 - portfolio.Trade.run_orders() + portfolio.TradeStore.run_orders() self.assertEqual("open", all_orders[0].status) self.assertEqual("open", all_orders[1].status) @@ -1131,7 +1137,7 @@ class AcceptanceTest(WebMockTestCase): market.fetch_order.return_value = { "status": "closed" } with mock.patch.object(portfolio.time, "sleep") as sleep: # Action 4 - portfolio.Trade.follow_orders(verbose=False) + helper.follow_orders(verbose=False) sleep.assert_called_with(30) @@ -1164,16 +1170,16 @@ class AcceptanceTest(WebMockTestCase): with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): # Action 5 - portfolio.Balance.update_trades(market, only="buy", compute_value="average") + helper.update_trades(market, only="buy", compute_value="average") - balances = portfolio.Balance.known_balances + balances = portfolio.BalanceStore.all self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) - trades = portfolio.Trade.trades + trades = TradeStore.all self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) self.assertEqual("sell", trades["ETH"].action) @@ -1232,11 +1238,11 @@ class AcceptanceTest(WebMockTestCase): # Action 7 # TODO - # portfolio.Trade.run_orders() + # portfolio.TradeStore.run_orders() with mock.patch.object(portfolio.time, "sleep") as sleep: # Action 8 - portfolio.Trade.follow_orders(verbose=False) + helper.follow_orders(verbose=False) sleep.assert_called_with(30) -- 2.41.0