import portfolio
import unittest
from decimal import Decimal as D
from unittest import mock
class AmountTest(unittest.TestCase):
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__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__div(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__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__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 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):
def setUp(self):
super(BalanceTest, self).setUp()
self.fetch_balance = {
"free": "foo",
"info": "bar",
"used": "baz",
"total": "bazz",
"ETC": {
"free": 0.0,
"used": 0.0,
"total": 0.0
},
"USDT": {
"free": 6.0,
"used": 1.2,
"total": 7.2
},
"XVG": {
"free": 16,
"used": 0.0,
"total": 16
},
"XMR": {
"free": 0.0,
"used": 0.0,
"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.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)
@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),
}
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="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),
}
self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies()))
@mock.patch.object(portfolio.market, "fetch_balance")
def test_fetch_balances(self, fetch_balance):
fetch_balance.return_value = self.fetch_balance
portfolio.Balance.fetch_balances(portfolio.market)
self.assertNotIn("XMR", portfolio.Balance.currencies())
self.assertListEqual(["USDT", "XVG"], list(portfolio.Balance.currencies()))
portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", "1", "0", "1")
portfolio.Balance.fetch_balances(portfolio.market)
self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total)
self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies()))
@mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(portfolio.market, "fetch_balance")
def test_dispatch_assets(self, fetch_balance, repartition):
fetch_balance.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_balance.return_value = {
"USDT": {
"free": D("10000.0"),
"used": D("0.0"),
"total": D("10000.0")
},
"XVG": {
"free": D("10000.0"),
"used": D("0.0"),
"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)
@unittest.skip("TODO")
def test_update_trades(self):
pass
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()
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"])
@unittest.skip("TODO")
def test_values_assertion(self):
value_from = Amount("BTC", "1.0")
value_from.linked_to = Amount("ETH", "10.0")
value_to = Amount("BTC", "1.0")
trade = portfolioTrade(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")
@unittest.skip("TODO")
def test_fetch_fees(self):
pass
@unittest.skip("TODO")
def test_compute_trades(self):
pass
@unittest.skip("TODO")
def test_action(self):
pass
@unittest.skip("TODO")
def test_action(self):
pass
@unittest.skip("TODO")
def test_order_action(self):
pass
@unittest.skip("TODO")
def test_prepare_order(self):
pass
@unittest.skip("TODO")
def test_all_orders(self):
pass
@unittest.skip("TODO")
def test_follow_orders(self):
pass
@unittest.skip("TODO")
def test_compute_value(self):
pass
@unittest.skip("TODO")
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()
def test_success_sell_only_necessary(self):
fetch_balance = {
"ETH": {
"free": D("1.0"),
"used": D("0.0"),
"total": D("1.0"),
},
"ETC": {
"free": D("4.0"),
"used": D("0.0"),
"total": D("4.0"),
},
"XVG": {
"free": D("1000.0"),
"used": D("0.0"),
"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_balance.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["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("0.05")), 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("0.002")), 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("0.008")), 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("0.01")), 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 2
portfolio.Trade.prepare_orders(only="sell", 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)
def tearDown(self):
for patcher in self.patchers:
patcher.stop()
if __name__ == '__main__':
unittest.main()