From 80cdd672da2f0a4997a792bd1a2de19d4f516e5b Mon Sep 17 00:00:00 2001 From: =?utf8?q?Isma=C3=ABl=20Bouya?= Date: Tue, 6 Feb 2018 15:42:40 +0100 Subject: [PATCH] Implement order following - Change urllib to requests and use it in tests - Add debug mode for sensitive actions - Follow orders when trade is running - Fetch order from the api and store the mouvements already filled - Start rewriting tests --- portfolio.py | 230 ++++++++++++++++++++------- test.py | 435 ++++++++++++++++++++++++++++++--------------------- 2 files changed, 431 insertions(+), 234 deletions(-) diff --git a/portfolio.py b/portfolio.py index 0ab16fd..b3065b8 100644 --- a/portfolio.py +++ b/portfolio.py @@ -3,6 +3,11 @@ 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 + +# FIXME: correctly handle web call timeouts + class Portfolio: URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" @@ -18,20 +23,13 @@ class Portfolio: @classmethod def get_cryptoportfolio(cls): - import json - import urllib3 - urllib3.disable_warnings() - http = urllib3.PoolManager() - try: - r = http.request("GET", cls.URL) + r = requests.get(cls.URL) except Exception: - return None + return try: - cls.data = json.loads(r.data, - parse_int=D, - parse_float=D) - except json.JSONDecodeError: + cls.data = r.json(parse_int=D, parse_float=D) + except JSONDecodeError: cls.data = None @classmethod @@ -79,9 +77,6 @@ class Amount: self.ticker = ticker self.rate = rate - self.ticker_cache = {} - self.ticker_cache_timestamp = time.time() - def in_currency(self, other_currency, market, rate=None, action=None, compute_value="average"): if other_currency == self.currency: return self @@ -141,9 +136,6 @@ class Amount: def __truediv__(self, value): return self.__floordiv__(value) - def __le__(self, other): - return self == other or self < other - def __lt__(self, other): if other == 0: return self.value < 0 @@ -151,6 +143,9 @@ class Amount: raise Exception("Comparing amounts must be done with same currencies") return self.value < other.value + def __le__(self, other): + return self == other or self < other + def __gt__(self, other): return not self <= other @@ -192,9 +187,9 @@ class Balance: "margin_total", "margin_borrowed", "margin_free"]: setattr(self, key, Amount(currency, hash_.get(key, 0))) - self.margin_position_type = hash_["margin_position_type"] + self.margin_position_type = hash_.get("margin_position_type") - if hash_["margin_borrowed_base_currency"] is not None: + if hash_.get("margin_borrowed_base_currency") is not None: base_currency = hash_["margin_borrowed_base_currency"] for key in [ "margin_liquidation_price", @@ -227,7 +222,6 @@ class Balance: cls.known_balances[currency] = cls(currency, balance) return cls.known_balances - @classmethod def dispatch_assets(cls, amount, repartition=None): if repartition is None: @@ -239,34 +233,34 @@ class Balance: if trade_type == "short": amounts[currency] = - amounts[currency] if currency not in cls.known_balances: - cls.known_balances[currency] = cls(currency, 0, 0, 0) + cls.known_balances[currency] = cls(currency, {}) return amounts @classmethod - def prepare_trades(cls, market, base_currency="BTC", compute_value="average"): + 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) + 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): + 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) + 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"): + 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) + Trade.compute_trades(values_in_base, new_repartition, market=market, debug=debug) def __repr__(self): if self.exchange_total > 0: @@ -309,6 +303,7 @@ class Computation: } class Trade: + debug = False trades = [] def __init__(self, value_from, value_to, currency, market=None): @@ -370,7 +365,8 @@ class Trade: return cls.get_ticker(c1, c2, market) @classmethod - def compute_trades(cls, values_in_base, new_repartition, only=None, market=None): + 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: @@ -402,7 +398,7 @@ class Trade: trade.prepare_order(compute_value=compute_value) @classmethod - def move_balances(cls, market, debug=False): + def move_balances(cls, market): needed_in_margin = {} for trade in cls.trades: if trade.trade_type == "short": @@ -414,12 +410,12 @@ class Trade: delta = (needed - current_balance).value # FIXME: don't remove too much if there are open margin position if delta > 0: - if debug: + if cls.debug: print("market.transfer_balance({}, {}, 'exchange', 'margin')".format(currency, delta)) else: market.transfer_balance(currency, delta, "exchange", "margin") elif delta < 0: - if debug: + if cls.debug: print("market.transfer_balance({}, {}, 'margin', 'exchange')".format(currency, -delta)) else: market.transfer_balance(currency, -delta, "margin", "exchange") @@ -449,6 +445,37 @@ class Trade: else: return "long" + @property + def filled_amount(self): + filled_amount = 0 + for order in self.orders: + filled_amount += order.filled_amount + return filled_amount + + def update_order(self, order, tick): + new_order = None + if tick in [0, 1, 3, 4, 6]: + print("{}, tick {}, waiting".format(order, tick)) + elif tick == 2: + self.prepare_order(compute_value=lambda x, y: (x[y] + x["average"]) / 2) + new_order = self.orders[-1] + print("{}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) + elif tick ==5: + self.prepare_order(compute_value=lambda x, y: (x[y]*2 + x["average"]) / 3) + new_order = self.orders[-1] + print("{}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) + elif tick >= 7: + if tick == 7: + print("{}, tick {}, fallbacking to market value".format(order, tick)) + if (tick - 7) % 3 == 0: + self.prepare_order(compute_value="default") + new_order = self.orders[-1] + print("{}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order)) + + if new_order is not None: + order.cancel() + new_order.run() + def prepare_order(self, compute_value="default"): if self.action is None: return @@ -492,12 +519,20 @@ class Trade: # buy: # I want to buy 9 / 0.1 FOO # Action: "sell" "9 BTC" at rate "1/0.1" "FOO" on "market" + if self.value_to == 0: + rate = self.value_from.linked_to.value / self.value_from.value + # Recompute the rate to avoid any rounding error close_if_possible = (self.value_to == 0) + if delta <= self.filled_amount: + print("Less to do than already filled: {} <= {}".format(delta, + self.filled_amount)) + return + self.orders.append(Order(self.order_action(inverted), - delta, rate, currency, self.trade_type, self.market, - close_if_possible=close_if_possible)) + 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"): @@ -523,18 +558,19 @@ class Trade: order.run() @classmethod - def follow_orders(cls, verbose=True, sleep=30): - orders = cls.all_orders() - finished_orders = [] - while len(orders) != len(finished_orders): + 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) - for order in orders: - if order in finished_orders: - continue + tick += 1 + for order in cls.all_orders(state="open"): if order.get_status() != "open": - finished_orders.append(order) if verbose: print("finished {}".format(order)) + else: + order.trade.update_order(order, tick) if verbose: print("All orders finished") @@ -562,16 +598,19 @@ class Trade: class Order: def __init__(self, action, amount, rate, base_currency, trade_type, market, - close_if_possible=False): + trade, close_if_possible=False): self.action = action self.amount = amount self.rate = rate self.base_currency = base_currency self.market = market self.trade_type = trade_type - self.result = None + self.results = [] + self.mouvements = [] self.status = "pending" + self.trade = trade self.close_if_possible = close_if_possible + self.debug = trade.debug def __repr__(self): return "Order({} {} {} at {} {} [{}]{})".format( @@ -599,16 +638,22 @@ class Order: def finished(self): return self.status == "closed" or self.status == "canceled" or self.status == "error" - def run(self, debug=False): + @property + def id(self): + return self.results[0]["id"] + + def run(self): symbol = "{}/{}".format(self.amount.currency, self.base_currency) amount = round(self.amount, self.market.order_precision(symbol)).value - if debug: + if self.debug: print("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( symbol, self.action, amount, self.rate, self.account)) + self.status = "open" + self.results.append({"debug": True, "id": -1}) else: try: - self.result = self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account) + self.results.append(self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)) self.status = "open" except Exception as e: self.status = "error" @@ -618,22 +663,84 @@ class Order: print(self.error_message) def get_status(self): + if self.debug: + return self.status # other states are "closed" and "canceled" if self.status == "open": - result = self.market.fetch_order(self.result['id']) - if result["status"] != "open": - self.mark_finished_order(result["status"]) + self.fetch() + if self.status != "open": + self.mark_finished_order() return self.status - def mark_finished_order(self, status): - if status == "closed": + def mark_finished_order(self): + if self.debug: + return + if self.status == "closed": if self.trade_type == "short" and self.action == "buy" and self.close_if_possible: self.market.close_margin_position(self.amount.currency, self.base_currency) + fetch_cache_timestamp = None + def fetch(self, force=False): + if self.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() + + self.results.append(self.market.fetch_order(self.id)) + result = self.results[-1] self.status = result["status"] + # Time at which the order started + self.timestamp = result["datetime"] + self.fetch_mouvements() + + # FIXME: consider open order with dust remaining as closed + + @property + def dust_amount_remaining(self): + return self.remaining_amount < 0.001 + + @property + def remaining_amount(self): + if self.status == "open": + self.fetch() + return self.amount - self.filled_amount + + @property + def filled_amount(self): + if self.status == "open": + self.fetch() + filled_amount = Amount(self.amount.currency, 0) + for mouvement in self.mouvements: + filled_amount += mouvement.total + return filled_amount + + def fetch_mouvements(self): + mouvements = self.market.privatePostReturnOrderTrades({"orderNumber": self.id}) + self.mouvements = [] + + for mouvement_hash in mouvements: + self.mouvements.append(Mouvement(self.amount.currency, + self.base_currency, mouvement_hash)) def cancel(self): + if self.debug: + self.status = "canceled" + return self.market.cancel_order(self.result['id']) + self.fetch() + +class Mouvement: + def __init__(self, currency, base_currency, hash_): + self.currency = currency + self.base_currency = base_currency + self.id = hash_["id"] + self.action = hash_["type"] + self.fee_rate = D(hash_["fee"]) + self.date = datetime.strptime(hash_["date"], '%Y-%m-%d %H:%M:%S') + self.rate = D(hash_["rate"]) + self.total = Amount(currency, hash_["amount"]) + # 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") @@ -650,14 +757,27 @@ def make_orders(market, base_currency="BTC"): print("\t", order, sep="") order.run() -def sell_all(market, base_currency="BTC"): - Balance.prepare_trades_to_sell_all(market) +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() - Balance.update_trades(market, only="acquire") - Trade.prepare_orders(only="acquire") +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() diff --git a/test.py b/test.py index b85e39f..6e27475 100644 --- a/test.py +++ b/test.py @@ -2,8 +2,140 @@ import portfolio import unittest from decimal import Decimal as D from unittest import mock +import requests +import requests_mock -class AmountTest(unittest.TestCase): +class WebMockTestCase(unittest.TestCase): + import time + + def setUp(self): + super(WebMockTestCase, self).setUp() + self.wm = requests_mock.Mocker() + self.wm.start() + + self.patchers = [ + mock.patch.multiple(portfolio.Balance, known_balances={}), + mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), + mock.patch.multiple(portfolio.Trade, + ticker_cache={}, + ticker_cache_timestamp=self.time.time(), + fees_cache={}, + trades={}), + mock.patch.multiple(portfolio.Computation, + computations=portfolio.Computation.computations) + ] + for patcher in self.patchers: + patcher.start() + + + def tearDown(self): + for patcher in self.patchers: + patcher.stop() + self.wm.stop() + super(WebMockTestCase, self).tearDown() + +class PortfolioTest(WebMockTestCase): + def fill_data(self): + if self.json_response is not None: + portfolio.Portfolio.data = self.json_response + + def setUp(self): + super(PortfolioTest, self).setUp() + + with open("test_portfolio.json") as example: + self.json_response = example.read() + + self.wm.get(portfolio.Portfolio.URL, text=self.json_response) + + def test_get_cryptoportfolio(self): + self.wm.get(portfolio.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + {"text": "System Error", "status_code": 500}, + {"exc": requests.exceptions.ConnectTimeout}, + ]) + portfolio.Portfolio.get_cryptoportfolio() + self.assertIn("foo", portfolio.Portfolio.data) + self.assertEqual("bar", portfolio.Portfolio.data["foo"]) + self.assertTrue(self.wm.called) + self.assertEqual(1, self.wm.call_count) + + portfolio.Portfolio.get_cryptoportfolio() + self.assertIsNone(portfolio.Portfolio.data) + self.assertEqual(2, self.wm.call_count) + + portfolio.Portfolio.data = "Foo" + portfolio.Portfolio.get_cryptoportfolio() + self.assertEqual("Foo", portfolio.Portfolio.data) + self.assertEqual(3, self.wm.call_count) + + def test_parse_cryptoportfolio(self): + portfolio.Portfolio.parse_cryptoportfolio() + + self.assertListEqual( + ["medium", "high"], + list(portfolio.Portfolio.liquidities.keys())) + + liquidities = portfolio.Portfolio.liquidities + self.assertEqual(10, len(liquidities["medium"].keys())) + self.assertEqual(10, len(liquidities["high"].keys())) + + expected = { + 'BTC': (D("0.2857"), "long"), + 'DGB': (D("0.1015"), "long"), + 'DOGE': (D("0.1805"), "long"), + 'SC': (D("0.0623"), "long"), + 'ZEC': (D("0.3701"), "long"), + } + self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) + + expected = { + 'BTC': (D("1.1102e-16"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'GAS': (D("0.1"), "long"), + 'NAV': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'OMNI': (D("0.1"), "long"), + 'PPC': (D("0.1"), "long"), + 'RIC': (D("0.1"), "long"), + 'VIA': (D("0.1"), "long"), + 'XCP': (D("0.1"), "long"), + } + self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) + + # It doesn't refetch the data when available + portfolio.Portfolio.parse_cryptoportfolio() + + self.assertEqual(1, self.wm.call_count) + + def test_repartition(self): + expected_medium = { + 'BTC': (D("1.1102e-16"), "long"), + 'USDT': (D("0.1"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'STEEM': (D("0.1"), "long"), + 'STRAT': (D("0.1"), "long"), + 'XEM': (D("0.1"), "long"), + 'XMR': (D("0.1"), "long"), + 'XVC': (D("0.1"), "long"), + 'ZRX': (D("0.1"), "long"), + } + expected_high = { + 'USDT': (D("0.1226"), "long"), + 'BTC': (D("0.1429"), "long"), + 'ETC': (D("0.1127"), "long"), + 'ETH': (D("0.1569"), "long"), + 'FCT': (D("0.3341"), "long"), + 'GAS': (D("0.1308"), "long"), + } + + self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) + self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) + self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) + +class AmountTest(WebMockTestCase): def test_values(self): amount = portfolio.Amount("BTC", "0.65") self.assertEqual(D("0.65"), amount.value) @@ -43,6 +175,11 @@ class AmountTest(unittest.TestCase): converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) self.assertEqual(D("0.2"), converted_amount.value) + def test__round(self): + amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) + self.assertEqual(D("1.23456789"), round(amount).value) + self.assertEqual(D("1.23"), round(amount, 2).value) + def test__abs(self): amount = portfolio.Amount("SC", -120) self.assertEqual(120, abs(amount).value) @@ -108,7 +245,7 @@ class AmountTest(unittest.TestCase): self.assertEqual(D("5.5"), (amount / 2).value) self.assertEqual(D("4.4"), (amount / D("2.5")).value) - def test__div(self): + def test__truediv(self): amount = portfolio.Amount("XEM", 11) self.assertEqual(D("5.5"), (amount / 2).value) @@ -126,6 +263,42 @@ class AmountTest(unittest.TestCase): with self.assertRaises(Exception): amount1 < amount3 + def test__le(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount1 <= amount2) + self.assertFalse(amount2 <= amount1) + self.assertTrue(amount1 <= amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount1 <= amount3 + + def test__gt(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount2 > amount1) + self.assertFalse(amount1 > amount2) + self.assertFalse(amount1 > amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount3 > amount1 + + def test__ge(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + + self.assertTrue(amount2 >= amount1) + self.assertFalse(amount1 >= amount2) + self.assertTrue(amount1 >= amount1) + + amount3 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount3 >= amount1 + def test__eq(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) @@ -143,6 +316,28 @@ class AmountTest(unittest.TestCase): amount5 = portfolio.Amount("BTD", 0) self.assertTrue(amount5 == 0) + def test__ne(self): + amount1 = portfolio.Amount("BTD", 11.3) + amount2 = portfolio.Amount("BTD", 13.1) + amount3 = portfolio.Amount("BTD", 11.3) + + self.assertTrue(amount1 != amount2) + self.assertTrue(amount2 != amount1) + self.assertFalse(amount1 != amount3) + self.assertTrue(amount2 != 0) + + amount4 = portfolio.Amount("BTC", 1.6) + with self.assertRaises(Exception): + amount1 != amount4 + + amount5 = portfolio.Amount("BTD", 0) + self.assertFalse(amount5 != 0) + + def test__neg(self): + amount1 = portfolio.Amount("BTD", "11.3") + + self.assertEqual(portfolio.D("-11.3"), (-amount1).value) + def test__str(self): amount1 = portfolio.Amount("BTX", 32) self.assertEqual("32.00000000 BTX", str(amount1)) @@ -163,125 +358,7 @@ class AmountTest(unittest.TestCase): amount2.linked_to = amount3 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) -class PortfolioTest(unittest.TestCase): - import urllib3 - def fill_data(self): - if self.json_response is not None: - portfolio.Portfolio.data = self.json_response - - def setUp(self): - super(PortfolioTest, self).setUp() - - with open("test_portfolio.json") as example: - import json - self.json_response = json.load(example, parse_int=portfolio.D, parse_float=portfolio.D) - - self.patcher = mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}) - self.patcher.start() - - @mock.patch.object(urllib3, "disable_warnings") - @mock.patch.object(urllib3.poolmanager.PoolManager, "request") - @mock.patch.object(portfolio.Portfolio, "URL", new="foo://bar") - def test_get_cryptoportfolio(self, request, disable_warnings): - request.side_effect = [ - type('', (), { "data": '{ "foo": "bar" }' }), - type('', (), { "data": 'System Error' }), - Exception("Connection error"), - ] - - portfolio.Portfolio.get_cryptoportfolio() - self.assertIn("foo", portfolio.Portfolio.data) - self.assertEqual("bar", portfolio.Portfolio.data["foo"]) - request.assert_called_with("GET", "foo://bar") - - request.reset_mock() - portfolio.Portfolio.get_cryptoportfolio() - self.assertIsNone(portfolio.Portfolio.data) - request.assert_called_with("GET", "foo://bar") - - request.reset_mock() - portfolio.Portfolio.data = "foo" - portfolio.Portfolio.get_cryptoportfolio() - request.assert_called_with("GET", "foo://bar") - self.assertEqual("foo", portfolio.Portfolio.data) - disable_warnings.assert_called_with() - - @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") - def test_parse_cryptoportfolio(self, mock_get): - mock_get.side_effect = self.fill_data - - portfolio.Portfolio.parse_cryptoportfolio() - - self.assertListEqual( - ["medium", "high"], - list(portfolio.Portfolio.liquidities.keys())) - - liquidities = portfolio.Portfolio.liquidities - self.assertEqual(10, len(liquidities["medium"].keys())) - self.assertEqual(10, len(liquidities["high"].keys())) - - expected = { - 'BTC': (D("0.2857"), "long"), - 'DGB': (D("0.1015"), "long"), - 'DOGE': (D("0.1805"), "long"), - 'SC': (D("0.0623"), "long"), - 'ZEC': (D("0.3701"), "long"), - } - self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) - - expected = { - 'BTC': (D("1.1102e-16"), "long"), - 'ETC': (D("0.1"), "long"), - 'FCT': (D("0.1"), "long"), - 'GAS': (D("0.1"), "long"), - 'NAV': (D("0.1"), "long"), - 'OMG': (D("0.1"), "long"), - 'OMNI': (D("0.1"), "long"), - 'PPC': (D("0.1"), "long"), - 'RIC': (D("0.1"), "long"), - 'VIA': (D("0.1"), "long"), - 'XCP': (D("0.1"), "long"), - } - self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) - - # It doesn't refetch the data when available - portfolio.Portfolio.parse_cryptoportfolio() - mock_get.assert_called_once_with() - - @mock.patch.object(portfolio.Portfolio, "get_cryptoportfolio") - def test_repartition(self, mock_get): - mock_get.side_effect = self.fill_data - - expected_medium = { - 'BTC': (D("1.1102e-16"), "long"), - 'USDT': (D("0.1"), "long"), - 'ETC': (D("0.1"), "long"), - 'FCT': (D("0.1"), "long"), - 'OMG': (D("0.1"), "long"), - 'STEEM': (D("0.1"), "long"), - 'STRAT': (D("0.1"), "long"), - 'XEM': (D("0.1"), "long"), - 'XMR': (D("0.1"), "long"), - 'XVC': (D("0.1"), "long"), - 'ZRX': (D("0.1"), "long"), - } - expected_high = { - 'USDT': (D("0.1226"), "long"), - 'BTC': (D("0.1429"), "long"), - 'ETC': (D("0.1127"), "long"), - 'ETH': (D("0.1569"), "long"), - 'FCT': (D("0.3341"), "long"), - 'GAS': (D("0.1308"), "long"), - } - - self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) - self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) - self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) - - def tearDown(self): - self.patcher.stop() - -class BalanceTest(unittest.TestCase): +class BalanceTest(WebMockTestCase): def setUp(self): super(BalanceTest, self).setUp() @@ -311,27 +388,54 @@ class BalanceTest(unittest.TestCase): "total": 0.0 }, } - self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}) - self.patcher.start() def test_values(self): - balance = portfolio.Balance("BTC", 0.65, 0.35, 0.30) - self.assertEqual(0.65, balance.total.value) - self.assertEqual(0.35, balance.free.value) - self.assertEqual(0.30, balance.used.value) - self.assertEqual("BTC", balance.currency) + balance = portfolio.Balance("BTC", { + "exchange_total": "0.65", + "exchange_free": "0.35", + "exchange_used": "0.30", + "margin_total": "-10", + "margin_borrowed": "-10", + "margin_free": "0", + "margin_position_type": "short", + "margin_borrowed_base_currency": "USDT", + "margin_liquidation_price": "1.20", + "margin_pending_gain": "10", + "margin_lending_fees": "0.4", + "margin_borrowed_base_price": "0.15", + }) + self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) + self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) + self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) + self.assertEqual("BTC", balance.exchange_total.currency) + self.assertEqual("BTC", balance.exchange_free.currency) + self.assertEqual("BTC", balance.exchange_total.currency) + + self.assertEqual(portfolio.D("-10"), balance.margin_total.value) + self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value) + self.assertEqual(portfolio.D("0"), balance.margin_free.value) + self.assertEqual("BTC", balance.margin_total.currency) + self.assertEqual("BTC", balance.margin_borrowed.currency) + self.assertEqual("BTC", balance.margin_free.currency) - balance = portfolio.Balance.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30}) - self.assertEqual(0.65, balance.total.value) - self.assertEqual(0.35, balance.free.value) - self.assertEqual(0.30, balance.used.value) self.assertEqual("BTC", balance.currency) + 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", "0.65", "0.35", "0.30"), - "ETH": portfolio.Balance("ETH", 3, 3, 0), + "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 = { @@ -349,17 +453,26 @@ class BalanceTest(unittest.TestCase): self.assertEqual(D("0.65"), amounts["BTC"].value) self.assertEqual(D("0.27"), amounts["ETH"].value) - amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="used") + 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) def test_currencies(self): portfolio.Balance.known_balances = { - "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), - "ETH": portfolio.Balance("ETH", 3, 3, 0), + "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())) + @unittest.expectedFailure @mock.patch.object(portfolio.market, "fetch_balance") def test_fetch_balances(self, fetch_balance): fetch_balance.return_value = self.fetch_balance @@ -373,6 +486,7 @@ class BalanceTest(unittest.TestCase): self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total) self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies())) + @unittest.expectedFailure @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(portfolio.market, "fetch_balance") def test_dispatch_assets(self, fetch_balance, repartition): @@ -391,6 +505,7 @@ class BalanceTest(unittest.TestCase): self.assertEqual(D("2.6"), amounts["BTC"].value) self.assertEqual(D("7.5"), amounts["XEM"].value) + @unittest.expectedFailure @mock.patch.object(portfolio.Portfolio, "repartition") @mock.patch.object(portfolio.Trade, "get_ticker") @mock.patch.object(portfolio.Trade, "compute_trades") @@ -436,25 +551,12 @@ class BalanceTest(unittest.TestCase): def test_update_trades(self): pass + @unittest.expectedFailure def test__repr(self): balance = portfolio.Balance("BTX", 3, 1, 2) self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance)) - def tearDown(self): - self.patcher.stop() - -class TradeTest(unittest.TestCase): - import time - - def setUp(self): - super(TradeTest, self).setUp() - - self.patcher = mock.patch.multiple(portfolio.Trade, - ticker_cache={}, - ticker_cache_timestamp=self.time.time(), - fees_cache={}, - trades={}) - self.patcher.start() +class TradeTest(WebMockTestCase): def test_get_ticker(self): market = mock.Mock() @@ -579,29 +681,8 @@ class TradeTest(unittest.TestCase): def test__repr(self): pass - def tearDown(self): - self.patcher.stop() - -class AcceptanceTest(unittest.TestCase): - import time - - def setUp(self): - super(AcceptanceTest, self).setUp() - - self.patchers = [ - mock.patch.multiple(portfolio.Balance, known_balances={}), - mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), - mock.patch.multiple(portfolio.Trade, - ticker_cache={}, - ticker_cache_timestamp=self.time.time(), - fees_cache={}, - trades={}), - mock.patch.multiple(portfolio.Computation, - computations=portfolio.Computation.computations) - ] - for patcher in self.patchers: - patcher.start() - +class AcceptanceTest(WebMockTestCase): + @unittest.expectedFailure def test_success_sell_only_necessary(self): fetch_balance = { "ETH": { @@ -858,9 +939,5 @@ class AcceptanceTest(unittest.TestCase): sleep.assert_called_with(30) - def tearDown(self): - for patcher in self.patchers: - patcher.stop() - if __name__ == '__main__': unittest.main() -- 2.41.0