path: root/test.py

import portfolio
import unittest
from decimal import Decimal as D
from unittest import mock
import requests
import requests_mock
from io import StringIO

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={},
                    debug=False,
                    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)
        self.assertEqual("BTC", amount.currency)

    def test_in_currency(self):
        amount = portfolio.Amount("ETC", 10)

        self.assertEqual(amount, amount.in_currency("ETC", None))

        ticker_mock = unittest.mock.Mock()
        with mock.patch.object(portfolio.Trade, '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):
            ticker_mock.return_value = {
                    "bid": D("0.2"),
                    "ask": D("0.4"),
                    "average": D("0.3"),
                    "foo": "bar",
                    }
            converted_amount = amount.in_currency("ETH", None)

            self.assertEqual(D("3.0"), converted_amount.value)
            self.assertEqual("ETH", converted_amount.currency)
            self.assertEqual(amount, converted_amount.linked_to)
            self.assertEqual("bar", converted_amount.ticker["foo"])

            converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default")
            self.assertEqual(D("2"), converted_amount.value)

            converted_amount = amount.in_currency("ETH", None, compute_value="ask")
            self.assertEqual(D("4"), converted_amount.value)

        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)
        self.assertEqual("SC", abs(amount).currency)

        amount = portfolio.Amount("SC", 10)
        self.assertEqual(10, abs(amount).value)
        self.assertEqual("SC", abs(amount).currency)

    def test__add(self):
        amount1 = portfolio.Amount("XVG", "12.9")
        amount2 = portfolio.Amount("XVG", "13.1")

        self.assertEqual(26, (amount1 + amount2).value)
        self.assertEqual("XVG", (amount1 + amount2).currency)

        amount3 = portfolio.Amount("ETH", "1.6")
        with self.assertRaises(Exception):
            amount1 + amount3

        amount4 = portfolio.Amount("ETH", 0.0)
        self.assertEqual(amount1, amount1 + amount4)

    def test__radd(self):
        amount = portfolio.Amount("XVG", "12.9")

        self.assertEqual(amount, 0 + amount)
        with self.assertRaises(Exception):
            4 + amount

    def test__sub(self):
        amount1 = portfolio.Amount("XVG", "13.3")
        amount2 = portfolio.Amount("XVG", "13.1")

        self.assertEqual(D("0.2"), (amount1 - amount2).value)
        self.assertEqual("XVG", (amount1 - amount2).currency)

        amount3 = portfolio.Amount("ETH", "1.6")
        with self.assertRaises(Exception):
            amount1 - amount3

        amount4 = portfolio.Amount("ETH", 0.0)
        self.assertEqual(amount1, amount1 - amount4)

    def test__mul(self):
        amount = portfolio.Amount("XEM", 11)

        self.assertEqual(D("38.5"), (amount * D("3.5")).value)
        self.assertEqual(D("33"), (amount * 3).value)

        with self.assertRaises(Exception):
            amount * amount

    def test__rmul(self):
        amount = portfolio.Amount("XEM", 11)

        self.assertEqual(D("38.5"), (D("3.5") * amount).value)
        self.assertEqual(D("33"), (3 * amount).value)

    def test__floordiv(self):
        amount = portfolio.Amount("XEM", 11)

        self.assertEqual(D("5.5"), (amount / 2).value)
        self.assertEqual(D("4.4"), (amount / D("2.5")).value)

    def test__truediv(self):
        amount = portfolio.Amount("XEM", 11)

        self.assertEqual(D("5.5"), (amount / 2).value)
        self.assertEqual(D("4.4"), (amount / D("2.5")).value)

    def test__lt(self):
        amount1 = portfolio.Amount("BTD", 11.3)
        amount2 = portfolio.Amount("BTD", 13.1)

        self.assertTrue(amount1 < amount2)
        self.assertFalse(amount2 < amount1)
        self.assertFalse(amount1 < amount1)

        amount3 = portfolio.Amount("BTC", 1.6)
        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)
        amount3 = portfolio.Amount("BTD", 11.3)

        self.assertFalse(amount1 == amount2)
        self.assertFalse(amount2 == amount1)
        self.assertTrue(amount1 == amount3)
        self.assertFalse(amount2 == 0)

        amount4 = portfolio.Amount("BTC", 1.6)
        with self.assertRaises(Exception):
            amount1 == amount4

        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))

        amount2 = portfolio.Amount("USDT", 12000)
        amount1.linked_to = amount2
        self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))

    def test__repr(self):
        amount1 = portfolio.Amount("BTX", 32)
        self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))

        amount2 = portfolio.Amount("USDT", 12000)
        amount1.linked_to = amount2
        self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))

        amount3 = portfolio.Amount("BTC", 0.1)
        amount2.linked_to = amount3
        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",
            "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)

        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", {
                    "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"),
                }

        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)

        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)

        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", {
                    "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()))

    @mock.patch.object(portfolio.market, "fetch_all_balances")
    def test_fetch_balances(self, fetch_all_balances):
        fetch_all_balances.return_value = self.fetch_balance

        portfolio.Balance.fetch_balances(portfolio.market)
        self.assertNotIn("ETC", portfolio.Balance.currencies())
        self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.Balance.currencies()))

        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()))

    @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)

        self.assertNotIn("XEM", portfolio.Balance.currencies())

        repartition.return_value = {
                "XEM": (D("0.75"), "long"),
                "BTC": (D("0.26"), "long"),
                }

        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)

    @mock.patch.object(portfolio.Portfolio, "repartition")
    @mock.patch.object(portfolio.Trade, "get_ticker")
    @mock.patch.object(portfolio.Trade, "compute_trades")
    def test_prepare_trades(self, compute_trades, get_ticker, repartition):
        repartition.return_value = {
                "XEM": (D("0.75"), "long"),
                "BTC": (D("0.25"), "long"),
                }
        def _get_ticker(c1, c2, market):
            if c1 == "USDT" and c2 == "BTC":
                return { "average": D("0.0001") }
            if c1 == "XVG" and c2 == "BTC":
                return { "average": D("0.000001") }
            if c1 == "XEM" and c2 == "BTC":
                return { "average": D("0.001") }
            self.fail("Should be called with {}, {}".format(c1, c2))
        get_ticker.side_effect = _get_ticker

        market = mock.Mock()
        market.fetch_all_balances.return_value = {
                "USDT": {
                    "exchange_free": D("10000.0"),
                    "exchange_used": D("0.0"),
                    "exchange_total": D("10000.0"),
                    "total": D("10000.0")
                    },
                "XVG": {
                    "exchange_free": D("10000.0"),
                    "exchange_used": D("0.0"),
                    "exchange_total": D("10000.0"),
                    "total": D("10000.0")
                    },
                }
        portfolio.Balance.prepare_trades(market)
        compute_trades.assert_called()

        call = compute_trades.call_args
        self.assertEqual(market, call[1]["market"])
        self.assertEqual(1, call[0][0]["USDT"].value)
        self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
        self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
        self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)

    @mock.patch.object(portfolio.Portfolio, "repartition")
    @mock.patch.object(portfolio.Trade, "get_ticker")
    @mock.patch.object(portfolio.Trade, "compute_trades")
    def test_update_trades(self, compute_trades, get_ticker, repartition):
        repartition.return_value = {
                "XEM": (D("0.75"), "long"),
                "BTC": (D("0.25"), "long"),
                }
        def _get_ticker(c1, c2, market):
            if c1 == "USDT" and c2 == "BTC":
                return { "average": D("0.0001") }
            if c1 == "XVG" and c2 == "BTC":
                return { "average": D("0.000001") }
            if c1 == "XEM" and c2 == "BTC":
                return { "average": D("0.001") }
            self.fail("Should be called with {}, {}".format(c1, c2))
        get_ticker.side_effect = _get_ticker

        market = mock.Mock()
        market.fetch_all_balances.return_value = {
                "USDT": {
                    "exchange_free": D("10000.0"),
                    "exchange_used": D("0.0"),
                    "exchange_total": D("10000.0"),
                    "total": D("10000.0")
                    },
                "XVG": {
                    "exchange_free": D("10000.0"),
                    "exchange_used": D("0.0"),
                    "exchange_total": D("10000.0"),
                    "total": D("10000.0")
                    },
                }
        portfolio.Balance.update_trades(market)
        compute_trades.assert_called()

        call = compute_trades.call_args
        self.assertEqual(market, call[1]["market"])
        self.assertEqual(1, call[0][0]["USDT"].value)
        self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
        self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
        self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)

    @mock.patch.object(portfolio.Portfolio, "repartition")
    @mock.patch.object(portfolio.Trade, "get_ticker")
    @mock.patch.object(portfolio.Trade, "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":
                return { "average": D("0.0001") }
            if c1 == "XVG" and c2 == "BTC":
                return { "average": D("0.000001") }
            self.fail("Should be called with {}, {}".format(c1, c2))
        get_ticker.side_effect = _get_ticker

        market = mock.Mock()
        market.fetch_all_balances.return_value = {
                "USDT": {
                    "exchange_free": D("10000.0"),
                    "exchange_used": D("0.0"),
                    "exchange_total": D("10000.0"),
                    "total": D("10000.0")
                    },
                "XVG": {
                    "exchange_free": D("10000.0"),
                    "exchange_used": D("0.0"),
                    "exchange_total": D("10000.0"),
                    "total": D("10000.0")
                    },
                }
        portfolio.Balance.prepare_trades_to_sell_all(market)
        repartition.assert_not_called()
        compute_trades.assert_called()

        call = compute_trades.call_args
        self.assertEqual(market, call[1]["market"])
        self.assertEqual(1, call[0][0]["USDT"].value)
        self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
        self.assertEqual(D("1.01"), call[0][1]["BTC"].value)

    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))

        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 TradeTest(WebMockTestCase):

    def test_get_ticker(self):
        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"),
                ]

        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"])

        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"])

        ticker = portfolio.Trade.get_ticker("XVG", "XMR", market)
        self.assertIsNone(ticker)

        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"),
            ])

        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"])

        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)

        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"])

    def test_values_assertion(self):
        value_from = portfolio.Amount("BTC", "1.0")
        value_from.linked_to = portfolio.Amount("ETH", "10.0")
        value_to = portfolio.Amount("BTC", "1.0")
        trade = portfolio.Trade(value_from, value_to, "ETH")
        self.assertEqual("BTC", trade.base_currency)
        self.assertEqual("ETH", trade.currency)

        with self.assertRaises(AssertionError):
            portfolio.Trade(value_from, value_to, "ETC")
        with self.assertRaises(AssertionError):
            value_from.linked_to = None
            portfolio.Trade(value_from, value_to, "ETH")
        with self.assertRaises(AssertionError):
            value_from.currency = "ETH"
            portfolio.Trade(value_from, value_to, "ETH")

        value_from = portfolio.Amount("BTC", 0)
        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")
        value_to = portfolio.Amount("BTC", "1.0")
        trade = portfolio.Trade(value_from, value_to, "ETH")

        self.assertIsNone(trade.action)

        value_from = portfolio.Amount("BTC", "1.0")
        value_from.linked_to = portfolio.Amount("BTC", "1.0")
        value_to = portfolio.Amount("BTC", "1.0")
        trade = portfolio.Trade(value_from, value_to, "BTC")

        self.assertIsNone(trade.action)

        value_from = portfolio.Amount("BTC", "0.5")
        value_from.linked_to = portfolio.Amount("ETH", "10.0")
        value_to = portfolio.Amount("BTC", "1.0")
        trade = portfolio.Trade(value_from, value_to, "ETH")

        self.assertEqual("acquire", trade.action)

        value_from = portfolio.Amount("BTC", "0")
        value_from.linked_to = portfolio.Amount("ETH", "0")
        value_to = portfolio.Amount("BTC", "-1.0")
        trade = portfolio.Trade(value_from, value_to, "ETH")

        self.assertEqual("dispose", trade.action)

    def test_order_action(self):
        value_from = portfolio.Amount("BTC", "0.5")
        value_from.linked_to = portfolio.Amount("ETH", "10.0")
        value_to = portfolio.Amount("BTC", "1.0")
        trade = portfolio.Trade(value_from, value_to, "ETH")

        self.assertEqual("buy", trade.order_action(False))
        self.assertEqual("sell", trade.order_action(True))

        value_from = portfolio.Amount("BTC", "0")
        value_from.linked_to = portfolio.Amount("ETH", "0")
        value_to = portfolio.Amount("BTC", "-1.0")
        trade = portfolio.Trade(value_from, value_to, "ETH")

        self.assertEqual("sell", trade.order_action(False))
        self.assertEqual("buy", trade.order_action(True))

    def test_trade_type(self):
        value_from = portfolio.Amount("BTC", "0.5")
        value_from.linked_to = portfolio.Amount("ETH", "10.0")
        value_to = portfolio.Amount("BTC", "1.0")
        trade = portfolio.Trade(value_from, value_to, "ETH")

        self.assertEqual("long", trade.trade_type)

        value_from = portfolio.Amount("BTC", "0")
        value_from.linked_to = portfolio.Amount("ETH", "0")
        value_to = portfolio.Amount("BTC", "-1.0")
        trade = portfolio.Trade(value_from, value_to, "ETH")

        self.assertEqual("short", trade.trade_type)

    def test_filled_amount(self):
        value_from = portfolio.Amount("BTC", "0.5")
        value_from.linked_to = portfolio.Amount("ETH", "10.0")
        value_to = portfolio.Amount("BTC", "1.0")
        trade = portfolio.Trade(value_from, value_to, "ETH")

        order1 = mock.Mock()
        order1.filled_amount = portfolio.Amount("ETH", "0.3")

        order2 = mock.Mock()
        order2.filled_amount = portfolio.Amount("ETH", "0.01")
        trade.orders.append(order1)
        trade.orders.append(order2)

        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

    @unittest.skip("TODO")
    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")
        value_from.linked_to = portfolio.Amount("ETH", "10.0")
        value_to = portfolio.Amount("BTC", "1.0")
        trade = portfolio.Trade(value_from, value_to, "ETH")

        order_mock1 = mock.Mock()
        order_mock1.__repr__ = mock.Mock()
        order_mock1.__repr__.return_value = "Mock 1"
        order_mock2 = mock.Mock()
        order_mock2.__repr__ = mock.Mock()
        order_mock2.__repr__.return_value = "Mock 2"
        trade.orders.append(order_mock1)
        trade.orders.append(order_mock2)

        trade.print_with_order()

        out = mock_stdout.getvalue().split("\n")
        self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0])
        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")
        value_to = portfolio.Amount("BTC", "1.0")
        trade = portfolio.Trade(value_from, value_to, "ETH")

        self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))

class AcceptanceTest(WebMockTestCase):
    @unittest.expectedFailure
    def test_success_sell_only_necessary(self):
        fetch_balance = {
                "ETH": {
                    "exchange_free": D("1.0"),
                    "exchange_used": D("0.0"),
                    "exchange_total": D("1.0"),
                    "total": D("1.0"),
                    },
                "ETC": {
                    "exchange_free": D("4.0"),
                    "exchange_used": D("0.0"),
                    "exchange_total": D("4.0"),
                    "total": D("4.0"),
                    },
                "XVG": {
                    "exchange_free": D("1000.0"),
                    "exchange_used": D("0.0"),
                    "exchange_total": D("1000.0"),
                    "total": D("1000.0"),
                    },
                }
        repartition = {
                "ETH":  (D("0.25"), "long"),
                "ETC":  (D("0.25"), "long"),
                "BTC":  (D("0.4"),  "long"),
                "BTD":  (D("0.01"), "short"),
                "B2X":  (D("0.04"), "long"),
                "USDT": (D("0.05"), "long"),
                }

        def fetch_ticker(symbol):
            if symbol == "ETH/BTC":
                return {
                        "symbol": "ETH/BTC",
                        "bid": D("0.14"),
                        "ask": D("0.16")
                        }
            if symbol == "ETC/BTC":
                return {
                        "symbol": "ETC/BTC",
                        "bid": D("0.002"),
                        "ask": D("0.003")
                        }
            if symbol == "XVG/BTC":
                return {
                        "symbol": "XVG/BTC",
                        "bid": D("0.00003"),
                        "ask": D("0.00005")
                        }
            if symbol == "BTD/BTC":
                return {
                        "symbol": "BTD/BTC",
                        "bid": D("0.0008"),
                        "ask": D("0.0012")
                        }
            if symbol == "B2X/BTC":
                return {
                        "symbol": "B2X/BTC",
                        "bid": D("0.0008"),
                        "ask": D("0.0012")
                        }
            if symbol == "USDT/BTC":
                raise portfolio.ExchangeError
            if symbol == "BTC/USDT":
                return {
                        "symbol": "BTC/USDT",
                        "bid": D("14000"),
                        "ask": D("16000")
                        }
            self.fail("Shouldn't have been called with {}".format(symbol))

        market = mock.Mock()
        market.fetch_all_balances.return_value = fetch_balance
        market.fetch_ticker.side_effect = fetch_ticker
        with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
            # Action 1
            portfolio.Balance.prepare_trades(market)

        balances = portfolio.Balance.known_balances
        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
        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)

        self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
        self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
        self.assertEqual("acquire", trades[1].action)

        self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
        self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
        self.assertEqual("dispose", trades[2].action)

        self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
        self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
        self.assertEqual("dispose", trades[3].action)

        self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
        self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
        self.assertEqual("acquire", trades[4].action)

        self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
        self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
        self.assertEqual("acquire", trades[5].action)

        # Action 2
        portfolio.Trade.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))

        all_orders = portfolio.Trade.all_orders()
        self.assertEqual(2, len(all_orders))
        self.assertEqual(2, 3*all_orders[0].amount.value)
        self.assertEqual(D("0.14014"), all_orders[0].rate)
        self.assertEqual(1000, all_orders[1].amount.value)
        self.assertEqual(D("0.00003003"), all_orders[1].rate)


        def create_order(symbol, type, action, amount, price=None, account="exchange"):
            self.assertEqual("limit", type)
            if symbol == "ETH/BTC":
                self.assertEqual("sell", action)
                self.assertEqual(D('0.66666666'), amount)
                self.assertEqual(D("0.14014"), price)
            elif symbol == "XVG/BTC":
                self.assertEqual("sell", action)
                self.assertEqual(1000, amount)
                self.assertEqual(D("0.00003003"), price)
            else:
                self.fail("I shouldn't have been called")

            return {
                    "id": symbol,
                    }
        market.create_order.side_effect = create_order
        market.order_precision.return_value = 8

        # Action 3
        portfolio.Trade.run_orders()

        self.assertEqual("open", all_orders[0].status)
        self.assertEqual("open", all_orders[1].status)

        market.fetch_order.return_value = { "status": "closed" }
        with mock.patch.object(portfolio.time, "sleep") as sleep:
            # Action 4
            portfolio.Trade.follow_orders(verbose=False)

            sleep.assert_called_with(30)

        for order in all_orders:
            self.assertEqual("closed", order.status)

        fetch_balance = {
                "ETH": {
                    "free": D("1.0") / 3,
                    "used": D("0.0"),
                    "total": D("1.0") / 3,
                    },
                "BTC": {
                    "free": D("0.134"),
                    "used": D("0.0"),
                    "total": D("0.134"),
                    },
                "ETC": {
                    "free": D("4.0"),
                    "used": D("0.0"),
                    "total": D("4.0"),
                    },
                "XVG": {
                    "free": D("0.0"),
                    "used": D("0.0"),
                    "total": D("0.0"),
                    },
                }
        market.fetch_balance.return_value = fetch_balance

        with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
            # Action 5
            portfolio.Balance.update_trades(market, only="buy", compute_value="average")

        balances = portfolio.Balance.known_balances
        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
        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)

        self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from)
        self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to)
        self.assertEqual("buy", trades["ETC"].action)

        self.assertNotIn("BTC", trades)

        self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from)
        self.assertEqual(portfolio.Amount("BTC", D("0.00194")), trades["BTD"].value_to)
        self.assertEqual("buy", trades["BTD"].action)

        self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from)
        self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to)
        self.assertEqual("buy", trades["B2X"].action)

        self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from)
        self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to)
        self.assertEqual("buy", trades["USDT"].action)

        self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from)
        self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to)
        self.assertEqual("sell", trades["XVG"].action)

        # Action 6
        portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"])

        all_orders = portfolio.Trade.all_orders(state="pending")
        self.assertEqual(4, len(all_orders))
        self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
        self.assertEqual(D("0.003"), all_orders[0].rate)
        self.assertEqual("buy", all_orders[0].action)
        self.assertEqual("long", all_orders[0].trade_type)

        self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
        self.assertEqual(D("0.0012"), all_orders[1].rate)
        self.assertEqual("sell", all_orders[1].action)
        self.assertEqual("short", all_orders[1].trade_type)

        diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
        self.assertAlmostEqual(0, diff.value)
        self.assertEqual(D("0.0012"), all_orders[2].rate)
        self.assertEqual("buy", all_orders[2].action)
        self.assertEqual("long", all_orders[2].trade_type)

        self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
        self.assertEqual(D("16000"), all_orders[3].rate)
        self.assertEqual("sell", all_orders[3].action)
        self.assertEqual("long", all_orders[3].trade_type)

        # Action 6b
        # TODO:
        # Move balances to margin

        # Action 7
        # TODO
        # portfolio.Trade.run_orders()

        with mock.patch.object(portfolio.time, "sleep") as sleep:
            # Action 8
            portfolio.Trade.follow_orders(verbose=False)

            sleep.assert_called_with(30)

if __name__ == '__main__':
    unittest.main()