From 1f117ac79e10c3c9728d3b267d134dec2a165603 Mon Sep 17 00:00:00 2001 From: =?utf8?q?Isma=C3=ABl=20Bouya?= Date: Tue, 6 Mar 2018 00:21:52 +0100 Subject: [PATCH] Move helper methods to their due places --- helper.py | 320 ---------------------------------------- main.py | 149 +++++++++++++++++-- market.py | 215 ++++++++++++++++++++++++++- test.py | 428 +++++++++++++++++++++++++++++++++--------------------- 4 files changed, 610 insertions(+), 502 deletions(-) delete mode 100644 helper.py diff --git a/helper.py b/helper.py deleted file mode 100644 index 8f726d5..0000000 --- a/helper.py +++ /dev/null @@ -1,320 +0,0 @@ -from datetime import datetime -import argparse -import configparser -import psycopg2 -import os -import sys - -import portfolio - -def make_order(market, value, currency, action="acquire", - close_if_possible=False, base_currency="BTC", follow=True, - compute_value="average"): - """ - Make an order on market - "market": The market on which to place the order - "value": The value in *base_currency* to acquire, - or in *currency* to dispose. - use negative for margin trade. - "action": "acquire" or "dispose". - "acquire" will buy long or sell short, - "dispose" will sell long or buy short. - "currency": The currency to acquire or dispose - "base_currency": The base currency. The value is expressed in that - currency (default: BTC) - "follow": Whether to follow the order once run (default: True) - "close_if_possible": Whether to try to close the position at the end - of the trade, i.e. reach exactly 0 at the end - (only meaningful in "dispose"). May have - unwanted effects if the end value of the - currency is not 0. - "compute_value": Compute value to place the order - """ - market.report.log_stage("make_order_begin") - market.balances.fetch_balances(tag="make_order_begin") - if action == "acquire": - trade = portfolio.Trade( - portfolio.Amount(base_currency, 0), - portfolio.Amount(base_currency, value), - currency, market) - else: - amount = portfolio.Amount(currency, value) - trade = portfolio.Trade( - amount.in_currency(base_currency, market, compute_value=compute_value), - portfolio.Amount(base_currency, 0), - currency, market) - market.trades.all.append(trade) - order = trade.prepare_order( - close_if_possible=close_if_possible, - compute_value=compute_value) - market.report.log_orders([order], None, compute_value) - market.trades.run_orders() - if follow: - market.follow_orders() - market.balances.fetch_balances(tag="make_order_end") - else: - market.report.log_stage("make_order_end_not_followed") - return order - market.report.log_stage("make_order_end") - -def get_user_market(config_path, user_id, debug=False): - import market - pg_config, report_path = main_parse_config(config_path) - market_config = list(main_fetch_markets(pg_config, str(user_id)))[0][0] - return market.Market.from_config(market_config, debug=debug) - -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") - parser.add_argument("--user", - default=None, required=False, help="Only run for that user") - parser.add_argument("--action", - action='append', - help="Do a different action than trading (add several times to chain)") - - 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, user): - connection = psycopg2.connect(**pg_config) - cursor = connection.cursor() - - if user is None: - cursor.execute("SELECT config,user_id FROM market_configs") - else: - cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user) - - for row in cursor: - yield row - -def main_process_market(user_market, actions, before=False, after=False): - if len(actions or []) == 0: - if before: - Processor(user_market).process("sell_all", steps="before") - if after: - Processor(user_market).process("sell_all", steps="after") - else: - for action in actions: - if action in globals(): - (globals()[action])(user_market) - else: - raise NotImplementedError("Unknown action {}".format(action)) - -def main_store_report(report_path, user_id, user_market): - try: - 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"): - 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"): - market.report.log_stage("print_balances") - market.balances.fetch_balances() - if base_currency is not None: - market.report.print_log("total:") - market.report.print_log(sum(market.balances.in_currency(base_currency).values())) - -class Processor: - scenarios = { - "sell_needed": [ - { - "name": "wait", - "number": 0, - "before": False, - "after": True, - "wait_for_recent": {}, - }, - { - "name": "sell", - "number": 1, - "before": False, - "after": True, - "fetch_balances": ["begin", "end"], - "prepare_trades": {}, - "prepare_orders": { "only": "dispose", "compute_value": "average" }, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - { - "name": "buy", - "number": 2, - "before": False, - "after": True, - "fetch_balances": ["begin", "end"], - "prepare_trades": { "only": "acquire" }, - "prepare_orders": { "only": "acquire", "compute_value": "average" }, - "move_balances": {}, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - ], - "sell_all": [ - { - "name": "all_sell", - "number": 1, - "before": True, - "after": False, - "fetch_balances": ["begin", "end"], - "prepare_trades": { "repartition": { "base_currency": (1, "long") } }, - "prepare_orders": { "compute_value": "average" }, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - { - "name": "wait", - "number": 2, - "before": False, - "after": True, - "wait_for_recent": {}, - }, - { - "name": "all_buy", - "number": 3, - "before": False, - "after": True, - "fetch_balances": ["begin", "end"], - "prepare_trades": {}, - "prepare_orders": { "compute_value": "average" }, - "move_balances": {}, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - ] - } - - ordered_actions = [ - "wait_for_recent", "prepare_trades", "prepare_orders", - "move_balances", "run_orders", "follow_orders", - "close_trades"] - - def __init__(self, market): - self.market = market - - def select_steps(self, scenario, step): - if step == "all": - return scenario - elif step == "before" or step == "after": - return list(filter(lambda x: step in x and x[step], scenario)) - elif type(step) == int: - return [scenario[step-1]] - elif type(step) == str: - return list(filter(lambda x: x["name"] == step, scenario)) - else: - raise TypeError("Unknown step {}".format(step)) - - def process(self, scenario_name, steps="all", **kwargs): - scenario = self.scenarios[scenario_name] - selected_steps = [] - - if type(steps) == str or type(steps) == int: - selected_steps += self.select_steps(scenario, steps) - else: - for step in steps: - selected_steps += self.select_steps(scenario, step) - for step in selected_steps: - self.process_step(scenario_name, step, kwargs) - - def process_step(self, scenario_name, step, kwargs): - process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) - self.market.report.log_stage("{}_begin".format(process_name)) - if "begin" in step.get("fetch_balances", []): - self.market.balances.fetch_balances(tag="{}_begin".format(process_name)) - - for action in self.ordered_actions: - if action in step: - self.run_action(action, step[action], kwargs) - - if "end" in step.get("fetch_balances", []): - self.market.balances.fetch_balances(tag="{}_end".format(process_name)) - self.market.report.log_stage("{}_end".format(process_name)) - - def method_arguments(self, action): - import inspect - - if action == "wait_for_recent": - method = portfolio.Portfolio.wait_for_recent - elif action == "prepare_trades": - method = self.market.prepare_trades - elif action == "prepare_orders": - method = self.market.trades.prepare_orders - elif action == "move_balances": - method = self.market.move_balances - elif action == "run_orders": - method = self.market.trades.run_orders - elif action == "follow_orders": - method = self.market.follow_orders - elif action == "close_trades": - method = self.market.trades.close_trades - - signature = inspect.getfullargspec(method) - defaults = signature.defaults or [] - kwargs = signature.args[-len(defaults):] - - return [method, kwargs] - - def parse_args(self, action, default_args, kwargs): - method, allowed_arguments = self.method_arguments(action) - args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments } - - if "repartition" in args and "base_currency" in args["repartition"]: - r = args["repartition"] - r[args.get("base_currency", "BTC")] = r.pop("base_currency") - - return method, args - - def run_action(self, action, default_args, kwargs): - method, args = self.parse_args(action, default_args, kwargs) - - if action == "wait_for_recent": - method(self.market, **args) - else: - method(**args) diff --git a/main.py b/main.py index d4bab02..dcbc2a3 100644 --- a/main.py +++ b/main.py @@ -1,18 +1,143 @@ +from datetime import datetime +import argparse +import configparser +import psycopg2 +import os import sys -import helper, market -args = helper.main_parse_args(sys.argv[1:]) +import market +import portfolio -pg_config, report_path = helper.main_parse_config(args.config) +__all__ = ["make_order", "get_user_market"] -for market_config, user_id in helper.main_fetch_markets(pg_config, args.user): - try: - user_market = market.Market.from_config(market_config, debug=args.debug) - helper.main_process_market(user_market, args.action, before=args.before, after=args.after) - except Exception as e: +def make_order(market, value, currency, action="acquire", + close_if_possible=False, base_currency="BTC", follow=True, + compute_value="average"): + """ + Make an order on market + "market": The market on which to place the order + "value": The value in *base_currency* to acquire, + or in *currency* to dispose. + use negative for margin trade. + "action": "acquire" or "dispose". + "acquire" will buy long or sell short, + "dispose" will sell long or buy short. + "currency": The currency to acquire or dispose + "base_currency": The base currency. The value is expressed in that + currency (default: BTC) + "follow": Whether to follow the order once run (default: True) + "close_if_possible": Whether to try to close the position at the end + of the trade, i.e. reach exactly 0 at the end + (only meaningful in "dispose"). May have + unwanted effects if the end value of the + currency is not 0. + "compute_value": Compute value to place the order + """ + market.report.log_stage("make_order_begin") + market.balances.fetch_balances(tag="make_order_begin") + if action == "acquire": + trade = portfolio.Trade( + portfolio.Amount(base_currency, 0), + portfolio.Amount(base_currency, value), + currency, market) + else: + amount = portfolio.Amount(currency, value) + trade = portfolio.Trade( + amount.in_currency(base_currency, market, compute_value=compute_value), + portfolio.Amount(base_currency, 0), + currency, market) + market.trades.all.append(trade) + order = trade.prepare_order( + close_if_possible=close_if_possible, + compute_value=compute_value) + market.report.log_orders([order], None, compute_value) + market.trades.run_orders() + if follow: + market.follow_orders() + market.balances.fetch_balances(tag="make_order_end") + else: + market.report.log_stage("make_order_end_not_followed") + return order + market.report.log_stage("make_order_end") + +def get_user_market(config_path, user_id, debug=False): + pg_config, report_path = parse_config(config_path) + market_config = list(fetch_markets(pg_config, str(user_id)))[0][0] + return market.Market.from_config(market_config, debug=debug) + +def fetch_markets(pg_config, user): + connection = psycopg2.connect(**pg_config) + cursor = connection.cursor() + + if user is None: + cursor.execute("SELECT config,user_id FROM market_configs") + else: + cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user) + + for row in cursor: + yield row + +def 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 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") + parser.add_argument("--user", + default=None, required=False, help="Only run for that user") + parser.add_argument("--action", + action='append', + help="Do a different action than trading (add several times to chain)") + + 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(argv): + args = parse_args(argv) + + pg_config, report_path = parse_config(args.config) + + for market_config, user_id in fetch_markets(pg_config, args.user): try: - user_market.report.log_error("main", exception=e) - except: + market.Market\ + .from_config(market_config, debug=args.debug, user_id=user_id, report_path=report_path)\ + .process(args.action, before=args.before, after=args.after) + except Exception as e: print("{}: {}".format(e.__class__.__name__, e)) - finally: - helper.main_store_report(report_path, user_id, user_market) + +if __name__ == '__main__': # pragma: no cover + main(sys.argv[1:]) diff --git a/market.py b/market.py index 3381d1e..6c14ae2 100644 --- a/market.py +++ b/market.py @@ -3,6 +3,8 @@ import ccxt_wrapper as ccxt import time from store import * from cachetools.func import ttl_cache +from datetime import datetime +import portfolio class Market: debug = False @@ -11,17 +13,21 @@ class Market: trades = None balances = None - def __init__(self, ccxt_instance, debug=False): + def __init__(self, ccxt_instance, debug=False, user_id=None, report_path=None): self.debug = debug self.ccxt = ccxt_instance self.ccxt._market = self self.report = ReportStore(self) self.trades = TradeStore(self) self.balances = BalanceStore(self) + self.processor = Processor(self) + + self.user_id = user_id + self.report_path = report_path @classmethod - def from_config(cls, config, debug=False): - config["apiKey"] = config.pop("key") + def from_config(cls, config, debug=False, user_id=None, report_path=None): + config["apiKey"] = config.pop("key", None) ccxt_instance = ccxt.poloniexE(config) @@ -37,7 +43,34 @@ class Market: ccxt_instance.session.request = request_wrap.__get__(ccxt_instance.session, ccxt_instance.session.__class__) - return cls(ccxt_instance, debug=debug) + return cls(ccxt_instance, debug=debug, user_id=user_id, report_path=report_path) + + def store_report(self): + try: + if self.report_path is not None: + report_file = "{}/{}_{}.json".format(self.report_path, datetime.now().isoformat(), self.user_id) + with open(report_file, "w") as f: + f.write(self.report.to_json()) + except Exception as e: + print("impossible to store report file: {}; {}".format(e.__class__.__name__, e)) + + def process(self, actions, before=False, after=False): + try: + if len(actions or []) == 0: + if before: + self.processor.process("sell_all", steps="before") + if after: + self.processor.process("sell_all", steps="after") + else: + for action in actions: + if hasattr(self, action): + getattr(self, action)() + else: + self.report.log_error("market_process", message="Unknown action {}".format(action)) + except Exception as e: + self.report.log_error("market_process", exception=e) + finally: + self.store_report() def move_balances(self): needed_in_margin = {} @@ -143,3 +176,177 @@ class Market: liquidity=liquidity, repartition=repartition) self.trades.compute_trades(values_in_base, new_repartition, only=only) + # Helpers + def print_orders(self, base_currency="BTC"): + self.report.log_stage("print_orders") + self.balances.fetch_balances(tag="print_orders") + self.prepare_trades(base_currency=base_currency, compute_value="average") + self.trades.prepare_orders(compute_value="average") + + def print_balances(self, base_currency="BTC"): + self.report.log_stage("print_balances") + self.balances.fetch_balances() + if base_currency is not None: + self.report.print_log("total:") + self.report.print_log(sum(self.balances.in_currency(base_currency).values())) + +class Processor: + scenarios = { + "sell_needed": [ + { + "name": "wait", + "number": 0, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + { + "name": "sell", + "number": 1, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": {}, + "prepare_orders": { "only": "dispose", "compute_value": "average" }, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + { + "name": "buy", + "number": 2, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": { "only": "acquire" }, + "prepare_orders": { "only": "acquire", "compute_value": "average" }, + "move_balances": {}, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + ], + "sell_all": [ + { + "name": "all_sell", + "number": 1, + "before": True, + "after": False, + "fetch_balances": ["begin", "end"], + "prepare_trades": { "repartition": { "base_currency": (1, "long") } }, + "prepare_orders": { "compute_value": "average" }, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + { + "name": "wait", + "number": 2, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + { + "name": "all_buy", + "number": 3, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": {}, + "prepare_orders": { "compute_value": "average" }, + "move_balances": {}, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + ] + } + + ordered_actions = [ + "wait_for_recent", "prepare_trades", "prepare_orders", + "move_balances", "run_orders", "follow_orders", + "close_trades"] + + def __init__(self, market): + self.market = market + + def select_steps(self, scenario, step): + if step == "all": + return scenario + elif step == "before" or step == "after": + return list(filter(lambda x: step in x and x[step], scenario)) + elif type(step) == int: + return [scenario[step-1]] + elif type(step) == str: + return list(filter(lambda x: x["name"] == step, scenario)) + else: + raise TypeError("Unknown step {}".format(step)) + + def process(self, scenario_name, steps="all", **kwargs): + scenario = self.scenarios[scenario_name] + selected_steps = [] + + if type(steps) == str or type(steps) == int: + selected_steps += self.select_steps(scenario, steps) + else: + for step in steps: + selected_steps += self.select_steps(scenario, step) + for step in selected_steps: + self.process_step(scenario_name, step, kwargs) + + def process_step(self, scenario_name, step, kwargs): + process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) + self.market.report.log_stage("{}_begin".format(process_name)) + if "begin" in step.get("fetch_balances", []): + self.market.balances.fetch_balances(tag="{}_begin".format(process_name)) + + for action in self.ordered_actions: + if action in step: + self.run_action(action, step[action], kwargs) + + if "end" in step.get("fetch_balances", []): + self.market.balances.fetch_balances(tag="{}_end".format(process_name)) + self.market.report.log_stage("{}_end".format(process_name)) + + def method_arguments(self, action): + import inspect + + if action == "wait_for_recent": + method = portfolio.Portfolio.wait_for_recent + elif action == "prepare_trades": + method = self.market.prepare_trades + elif action == "prepare_orders": + method = self.market.trades.prepare_orders + elif action == "move_balances": + method = self.market.move_balances + elif action == "run_orders": + method = self.market.trades.run_orders + elif action == "follow_orders": + method = self.market.follow_orders + elif action == "close_trades": + method = self.market.trades.close_trades + + signature = inspect.getfullargspec(method) + defaults = signature.defaults or [] + kwargs = signature.args[-len(defaults):] + + return [method, kwargs] + + def parse_args(self, action, default_args, kwargs): + method, allowed_arguments = self.method_arguments(action) + args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments } + + if "repartition" in args and "base_currency" in args["repartition"]: + r = args["repartition"] + r[args.get("base_currency", "BTC")] = r.pop("base_currency") + + return method, args + + def run_action(self, action, default_args, kwargs): + method, args = self.parse_args(action, default_args, kwargs) + + if action == "wait_for_recent": + method(self.market, **args) + else: + method(**args) + diff --git a/test.py b/test.py index a45010b..feac62f 100644 --- a/test.py +++ b/test.py @@ -7,7 +7,7 @@ from unittest import mock import requests import requests_mock from io import StringIO -import portfolio, helper, market +import portfolio, market, main limits = ["acceptance", "unit"] for test_type in limits: @@ -907,7 +907,163 @@ class MarketTest(WebMockTestCase): self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") - + + def test_store_report(self): + + file_open = mock.mock_open() + with self.subTest(file=None), mock.patch("market.open", file_open): + m = market.Market(self.ccxt, user_id=1) + m.store_report() + file_open.assert_not_called() + + file_open = mock.mock_open() + m = market.Market(self.ccxt, report_path="present", user_id=1) + with self.subTest(file="present"),\ + mock.patch("market.open", file_open),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(market, "datetime") as time_mock: + + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + report.to_json.return_value = "json_content" + + m.store_report() + + file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") + file_open().write.assert_called_once_with("json_content") + m.report.to_json.assert_called_once_with() + + m = market.Market(self.ccxt, report_path="error", user_id=1) + with self.subTest(file="error"),\ + mock.patch("market.open") as file_open,\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + file_open.side_effect = FileNotFoundError + + m.store_report() + + self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") + + def test_print_orders(self): + m = market.Market(self.ccxt) + with mock.patch.object(m.report, "log_stage") as log_stage,\ + mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ + mock.patch.object(m, "prepare_trades") as prepare_trades,\ + mock.patch.object(m.trades, "prepare_orders") as prepare_orders: + m.print_orders() + + log_stage.assert_called_with("print_orders") + fetch_balances.assert_called_with(tag="print_orders") + prepare_trades.assert_called_with(base_currency="BTC", + compute_value="average") + prepare_orders.assert_called_with(compute_value="average") + + def test_print_balances(self): + m = market.Market(self.ccxt) + + with mock.patch.object(m.balances, "in_currency") as in_currency,\ + mock.patch.object(m.report, "log_stage") as log_stage,\ + mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ + mock.patch.object(m.report, "print_log") as print_log: + + in_currency.return_value = { + "BTC": portfolio.Amount("BTC", "0.65"), + "ETH": portfolio.Amount("BTC", "0.3"), + } + + m.print_balances() + + log_stage.assert_called_once_with("print_balances") + fetch_balances.assert_called_with() + print_log.assert_has_calls([ + mock.call("total:"), + mock.call(portfolio.Amount("BTC", "0.95")), + ]) + + @mock.patch("market.Processor.process") + @mock.patch("market.ReportStore.log_error") + @mock.patch("market.Market.store_report") + def test_process(self, store_report, log_error, process): + m = market.Market(self.ccxt) + with self.subTest(before=False, after=False): + m.process(None) + + process.assert_not_called() + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=True, after=False): + m.process(None, before=True) + + process.assert_called_once_with("sell_all", steps="before") + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=False, after=True): + m.process(None, after=True) + + process.assert_called_once_with("sell_all", steps="after") + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=True, after=True): + m.process(None, before=True, after=True) + + process.assert_has_calls([ + mock.call("sell_all", steps="before"), + mock.call("sell_all", steps="after"), + ]) + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="print_balances"),\ + mock.patch.object(m, "print_balances") as print_balances: + m.process(["print_balances"]) + + process.assert_not_called() + log_error.assert_not_called() + store_report.assert_called_once() + print_balances.assert_called_once_with() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="print_orders"),\ + mock.patch.object(m, "print_orders") as print_orders,\ + mock.patch.object(m, "print_balances") as print_balances: + m.process(["print_orders", "print_balances"]) + + process.assert_not_called() + log_error.assert_not_called() + store_report.assert_called_once() + print_orders.assert_called_once_with() + print_balances.assert_called_once_with() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="unknown"): + m.process(["unknown"]) + log_error.assert_called_once_with("market_process", message="Unknown action unknown") + store_report.assert_called_once() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(unhandled_exception=True): + process.side_effect = Exception("bouh") + + m.process(None, before=True) + log_error.assert_called_with("market_process", exception=mock.ANY) + store_report.assert_called_once() + @unittest.skipUnless("unit" in limits, "Unit skipped") class TradeStoreTest(WebMockTestCase): def test_compute_trades(self): @@ -2752,7 +2908,7 @@ class ReportStoreTest(WebMockTestCase): }) @unittest.skipUnless("unit" in limits, "Unit skipped") -class HelperTest(WebMockTestCase): +class MainTest(WebMockTestCase): def test_make_order(self): self.m.get_ticker.return_value = { "inverted": False, @@ -2762,7 +2918,7 @@ class HelperTest(WebMockTestCase): } with self.subTest(description="nominal case"): - helper.make_order(self.m, 10, "ETH") + main.make_order(self.m, 10, "ETH") self.m.report.log_stage.assert_has_calls([ mock.call("make_order_begin"), @@ -2787,7 +2943,7 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(compute_value="default"): - helper.make_order(self.m, 10, "ETH", action="dispose", + main.make_order(self.m, 10, "ETH", action="dispose", compute_value="ask") trade = self.m.trades.all.append.mock_calls[0][1][0] @@ -2796,7 +2952,7 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(follow=False): - result = helper.make_order(self.m, 10, "ETH", follow=False) + result = main.make_order(self.m, 10, "ETH", follow=False) self.m.report.log_stage.assert_has_calls([ mock.call("make_order_begin"), @@ -2816,7 +2972,7 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(base_currency="USDT"): - helper.make_order(self.m, 1, "BTC", base_currency="USDT") + main.make_order(self.m, 1, "BTC", base_currency="USDT") trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual("BTC", trade.currency) @@ -2824,14 +2980,14 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(close_if_possible=True): - helper.make_order(self.m, 10, "ETH", close_if_possible=True) + main.make_order(self.m, 10, "ETH", close_if_possible=True) trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual(True, trade.orders[0].close_if_possible) self.m.reset_mock() with self.subTest(action="dispose"): - helper.make_order(self.m, 10, "ETH", action="dispose") + main.make_order(self.m, 10, "ETH", action="dispose") trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual(0, trade.value_to) @@ -2841,19 +2997,19 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(compute_value="default"): - helper.make_order(self.m, 10, "ETH", action="dispose", + main.make_order(self.m, 10, "ETH", action="dispose", compute_value="bid") trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual(D("0.9"), trade.value_from.value) - def test_user_market(self): - with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\ - mock.patch("helper.main_parse_config") as main_parse_config: + def test_get_user_market(self): + with mock.patch("main.fetch_markets") as main_fetch_markets,\ + mock.patch("main.parse_config") as main_parse_config: with self.subTest(debug=False): main_parse_config.return_value = ["pg_config", "report_path"] main_fetch_markets.return_value = [({"key": "market_config"},)] - m = helper.get_user_market("config_path.ini", 1) + m = main.get_user_market("config_path.ini", 1) self.assertIsInstance(m, market.Market) self.assertFalse(m.debug) @@ -2861,141 +3017,56 @@ class HelperTest(WebMockTestCase): with self.subTest(debug=True): main_parse_config.return_value = ["pg_config", "report_path"] main_fetch_markets.return_value = [({"key": "market_config"},)] - m = helper.get_user_market("config_path.ini", 1, debug=True) + m = main.get_user_market("config_path.ini", 1, debug=True) self.assertIsInstance(m, market.Market) self.assertTrue(m.debug) - 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,\ + def test_main(self): + with mock.patch("main.parse_args") as parse_args,\ + mock.patch("main.parse_config") as parse_config,\ + mock.patch("main.fetch_markets") as fetch_markets,\ + mock.patch("market.Market") as market_mock,\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - file_open.side_effect = FileNotFoundError - helper.main_store_report("error", 1, self.m) + args_mock = mock.Mock() + args_mock.action = "action" + args_mock.config = "config" + args_mock.user = "user" + args_mock.debug = "debug" + args_mock.before = "before" + args_mock.after = "after" + parse_args.return_value = args_mock - self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") + parse_config.return_value = ["pg_config", "report_path"] - @mock.patch("helper.Processor.process") - def test_main_process_market(self, process): - with self.subTest(before=False, after=False): - m = mock.Mock() - helper.main_process_market(m, None) + fetch_markets.return_value = [["config1", 1], ["config2", 2]] - process.assert_not_called() + main.main(["Foo", "Bar"]) - process.reset_mock() - with self.subTest(before=True, after=False): - helper.main_process_market(m, None, before=True) + parse_args.assert_called_with(["Foo", "Bar"]) + parse_config.assert_called_with("config") + fetch_markets.assert_called_with("pg_config", "user") - process.assert_called_once_with("sell_all", steps="before") - - process.reset_mock() - with self.subTest(before=False, after=True): - helper.main_process_market(m, None, after=True) - - process.assert_called_once_with("sell_all", steps="after") - - process.reset_mock() - with self.subTest(before=True, after=True): - helper.main_process_market(m, None, before=True, after=True) - - process.assert_has_calls([ - mock.call("sell_all", steps="before"), - mock.call("sell_all", steps="after"), + self.assertEqual(2, market_mock.from_config.call_count) + market_mock.from_config.assert_has_calls([ + mock.call("config1", debug="debug", user_id=1, report_path="report_path"), + mock.call().process("action", before="before", after="after"), + mock.call("config2", debug="debug", user_id=2, report_path="report_path"), + mock.call().process("action", before="before", after="after") ]) - process.reset_mock() - with self.subTest(action="print_balances"),\ - mock.patch("helper.print_balances") as print_balances: - helper.main_process_market("user", ["print_balances"]) - - process.assert_not_called() - print_balances.assert_called_once_with("user") - - with self.subTest(action="print_orders"),\ - mock.patch("helper.print_orders") as print_orders,\ - mock.patch("helper.print_balances") as print_balances: - helper.main_process_market("user", ["print_orders", "print_balances"]) - - process.assert_not_called() - print_orders.assert_called_once_with("user") - print_balances.assert_called_once_with("user") - - with self.subTest(action="unknown"),\ - self.assertRaises(NotImplementedError): - helper.main_process_market("user", ["unknown"]) - - @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 - - with self.subTest(user=None): - rows = list(helper.main_fetch_markets({"foo": "bar"}, None)) - - 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) - - psycopg2.connect.reset_mock() - cursor_mock.execute.reset_mock() - with self.subTest(user=1): - rows = list(helper.main_fetch_markets({"foo": "bar"}, 1)) - - psycopg2.connect.assert_called_once_with(foo="bar") - cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) - - 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() + self.assertEqual("", stdout_mock.getvalue()) - 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()) + with self.subTest(exception=True): + market_mock.from_config.side_effect = Exception("boo") + main.main(["Foo", "Bar"]) + self.assertEqual("Exception: boo\nException: boo\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): + @mock.patch.object(main.sys, "exit") + @mock.patch("main.configparser") + @mock.patch("main.os") + def test_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 @@ -3005,7 +3076,7 @@ class HelperTest(WebMockTestCase): config_mock.__contains__.side_effect = config config_mock.__getitem__.return_value = "pg_config" - result = helper.main_parse_config("configfile") + result = main.parse_config("configfile") config_mock.read.assert_called_with("configfile") @@ -3023,7 +3094,7 @@ class HelperTest(WebMockTestCase): ] os.path.exists.return_value = False - result = helper.main_parse_config("configfile") + result = main.parse_config("configfile") config_mock.read.assert_called_with("configfile") self.assertEqual(["pg_config", "report_path"], result) @@ -3034,46 +3105,71 @@ class HelperTest(WebMockTestCase): 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") + result = 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()) + @mock.patch.object(main.sys, "exit") + def test_parse_args(self, exit): + with self.subTest(config="config.ini"): + args = main.parse_args([]) + self.assertEqual("config.ini", args.config) + self.assertFalse(args.before) + self.assertFalse(args.after) + self.assertFalse(args.debug) - def test_print_orders(self): - helper.print_orders(self.m) + args = main.parse_args(["--before", "--after", "--debug"]) + self.assertTrue(args.before) + self.assertTrue(args.after) + self.assertTrue(args.debug) - 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") + exit.assert_not_called() + + with self.subTest(config="inexistant"),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + args = 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(main, "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 + + with self.subTest(user=None): + rows = list(main.fetch_markets({"foo": "bar"}, None)) + + 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) + + psycopg2.connect.reset_mock() + cursor_mock.execute.reset_mock() + with self.subTest(user=1): + rows = list(main.fetch_markets({"foo": "bar"}, 1)) + + psycopg2.connect.assert_called_once_with(foo="bar") + cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) + + self.assertEqual(["row_1", "row_2"], rows) - 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.report.log_stage.assert_called_once_with("print_balances") - 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")), - ]) @unittest.skipUnless("unit" in limits, "Unit skipped") class ProcessorTest(WebMockTestCase): def test_values(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) self.assertEqual(self.m, processor.market) def test_run_action(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) with mock.patch.object(processor, "parse_args") as parse_args: method_mock = mock.Mock() @@ -3090,7 +3186,7 @@ class ProcessorTest(WebMockTestCase): method_mock.assert_called_with(self.m, foo="bar") def test_select_step(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) scenario = processor.scenarios["sell_all"] @@ -3103,9 +3199,9 @@ class ProcessorTest(WebMockTestCase): with self.assertRaises(TypeError): processor.select_steps(scenario, ["wait"]) - @mock.patch("helper.Processor.process_step") + @mock.patch("market.Processor.process_step") def test_process(self, process_step): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) processor.process("sell_all", foo="bar") self.assertEqual(3, process_step.call_count) @@ -3126,7 +3222,7 @@ class ProcessorTest(WebMockTestCase): ccxt = mock.Mock(spec=market.ccxt.poloniexE) m = market.Market(ccxt) - processor = helper.Processor(m) + processor = market.Processor(m) method, arguments = processor.method_arguments("wait_for_recent") self.assertEqual(portfolio.Portfolio.wait_for_recent, method) @@ -3152,7 +3248,7 @@ class ProcessorTest(WebMockTestCase): self.assertEqual(m.trades.close_trades, method) def test_process_step(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) with mock.patch.object(processor, "run_action") as run_action: step = processor.scenarios["sell_needed"][1] @@ -3186,7 +3282,7 @@ class ProcessorTest(WebMockTestCase): self.m.balances.fetch_balances.assert_not_called() def test_parse_args(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) with mock.patch.object(processor, "method_arguments") as method_arguments: method_mock = mock.Mock() -- 2.41.0