import sys
import portfolio
import unittest
import datetime
from decimal import Decimal as D
from unittest import mock
import requests
import requests_mock
from io import StringIO
import portfolio, helper, market
limits = ["acceptance", "unit"]
for test_type in limits:
if "--no{}".format(test_type) in sys.argv:
sys.argv.remove("--no{}".format(test_type))
limits.remove(test_type)
if "--only{}".format(test_type) in sys.argv:
sys.argv.remove("--only{}".format(test_type))
limits = [test_type]
break
class WebMockTestCase(unittest.TestCase):
import time
def setUp(self):
super(WebMockTestCase, self).setUp()
self.wm = requests_mock.Mocker()
self.wm.start()
# market
self.m = mock.Mock(name="Market", spec=market.Market)
self.m.debug = False
self.patchers = [
mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
mock.patch.multiple(portfolio.Computation,
computations=portfolio.Computation.computations),
mock.patch.multiple(market.Market,
fees_cache={},
ticker_cache={},
ticker_cache_timestamp=self.time.time()),
]
for patcher in self.patchers:
patcher.start()
def tearDown(self):
for patcher in self.patchers:
patcher.stop()
self.wm.stop()
super(WebMockTestCase, self).tearDown()
@unittest.skipUnless("unit" in limits, "Unit skipped")
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.m)
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)
self.m.report.log_error.assert_not_called()
self.m.report.log_http_request.assert_called_once()
self.m.report.log_http_request.reset_mock()
portfolio.Portfolio.get_cryptoportfolio(self.m)
self.assertIsNone(portfolio.Portfolio.data)
self.assertEqual(2, self.wm.call_count)
self.m.report.log_error.assert_not_called()
self.m.report.log_http_request.assert_called_once()
self.m.report.log_http_request.reset_mock()
portfolio.Portfolio.data = "Foo"
portfolio.Portfolio.get_cryptoportfolio(self.m)
self.assertEqual("Foo", portfolio.Portfolio.data)
self.assertEqual(3, self.wm.call_count)
self.m.report.log_error.assert_called_once_with("get_cryptoportfolio",
exception=mock.ANY)
self.m.report.log_http_request.assert_not_called()
def test_parse_cryptoportfolio(self):
portfolio.Portfolio.parse_cryptoportfolio(self.m)
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"),
}
date = portfolio.datetime(2018, 1, 8)
self.assertDictEqual(expected, liquidities["high"][date])
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"][date])
self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date)
self.m.report.log_http_request.assert_called_once_with("GET",
portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
self.m.report.log_http_request.reset_mock()
# It doesn't refetch the data when available
portfolio.Portfolio.parse_cryptoportfolio(self.m)
self.m.report.log_http_request.assert_not_called()
self.assertEqual(1, self.wm.call_count)
portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True)
self.assertEqual(2, self.wm.call_count)
self.m.report.log_http_request.assert_called_once()
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.m))
self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium"))
self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high"))
self.assertEqual(1, self.wm.call_count)
portfolio.Portfolio.repartition(self.m)
self.assertEqual(1, self.wm.call_count)
portfolio.Portfolio.repartition(self.m, refetch=True)
self.assertEqual(2, self.wm.call_count)
self.m.report.log_http_request.assert_called()
self.assertEqual(2, self.m.report.log_http_request.call_count)
@mock.patch.object(portfolio.time, "sleep")
@mock.patch.object(portfolio.Portfolio, "repartition")
def test_wait_for_recent(self, repartition, sleep):
self.call_count = 0
def _repartition(market, refetch):
self.assertEqual(self.m, market)
self.assertTrue(refetch)
self.call_count += 1
portfolio.Portfolio.last_date = portfolio.datetime.now()\
- portfolio.timedelta(10)\
+ portfolio.timedelta(self.call_count)
repartition.side_effect = _repartition
portfolio.Portfolio.wait_for_recent(self.m)
sleep.assert_called_with(30)
self.assertEqual(6, sleep.call_count)
self.assertEqual(7, repartition.call_count)
self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
sleep.reset_mock()
repartition.reset_mock()
portfolio.Portfolio.last_date = None
self.call_count = 0
portfolio.Portfolio.wait_for_recent(self.m, delta=15)
sleep.assert_not_called()
self.assertEqual(1, repartition.call_count)
sleep.reset_mock()
repartition.reset_mock()
portfolio.Portfolio.last_date = None
self.call_count = 0
portfolio.Portfolio.wait_for_recent(self.m, delta=1)
sleep.assert_called_with(30)
self.assertEqual(9, sleep.call_count)
self.assertEqual(10, repartition.call_count)
@unittest.skipUnless("unit" in limits, "Unit skipped")
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", self.m))
with self.subTest(desc="no ticker for currency"):
self.m.get_ticker.return_value = None
self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
with self.subTest(desc="nominal case"):
self.m.get_ticker.return_value = {
"bid": D("0.2"),
"ask": D("0.4"),
"average": D("0.3"),
"foo": "bar",
}
converted_amount = amount.in_currency("ETH", self.m)
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", self.m, action="bid", compute_value="default")
self.assertEqual(D("2"), converted_amount.value)
converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
self.assertEqual(D("4"), converted_amount.value)
converted_amount = amount.in_currency("ETH", self.m, 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)
self.assertEqual(amount1, amount1 + 0)
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__rsub(self):
amount = portfolio.Amount("ETH", "1.6")
with self.assertRaises(Exception):
3 - amount
self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
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)
with self.assertRaises(Exception):
amount / amount
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))
def test_as_json(self):
amount = portfolio.Amount("BTX", 32)
self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
amount = portfolio.Amount("BTX", "1E-10")
self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
amount = portfolio.Amount("BTX", "1E-5")
self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
self.assertEqual("0.00001", str(amount.as_json()["value"]))
@unittest.skipUnless("unit" in limits, "Unit skipped")
class BalanceTest(WebMockTestCase):
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)
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", { "exchange_total": 1, "exchange_used": 1})
self.assertEqual("Balance(BTX Exch: [❌1.00000000 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": 2, "margin_free": 2 })
self.assertEqual("Balance(BTX Margin: [✔2.00000000 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))
balance = portfolio.Balance("BTX", { "margin_total": 1,
"margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2})
self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
def test_as_json(self):
balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
as_json = balance.as_json()
self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
self.assertEqual(D(0), as_json["total"])
self.assertEqual(D(2), as_json["exchange_total"])
self.assertEqual(D(2), as_json["exchange_free"])
self.assertEqual(D(0), as_json["exchange_used"])
self.assertEqual(D(0), as_json["margin_total"])
self.assertEqual(D(0), as_json["margin_free"])
self.assertEqual(D(0), as_json["margin_borrowed"])
@unittest.skipUnless("unit" in limits, "Unit skipped")
class MarketTest(WebMockTestCase):
def setUp(self):
super(MarketTest, self).setUp()
self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
def test_values(self):
m = market.Market(self.ccxt)
self.assertEqual(self.ccxt, m.ccxt)
self.assertFalse(m.debug)
self.assertIsInstance(m.report, market.ReportStore)
self.assertIsInstance(m.trades, market.TradeStore)
self.assertIsInstance(m.balances, market.BalanceStore)
self.assertEqual(m, m.report.market)
self.assertEqual(m, m.trades.market)
self.assertEqual(m, m.balances.market)
self.assertEqual(m, m.ccxt._market)
m = market.Market(self.ccxt, debug=True)
self.assertTrue(m.debug)
m = market.Market(self.ccxt, debug=False)
self.assertFalse(m.debug)
@mock.patch("market.ccxt")
def test_from_config(self, ccxt):
with mock.patch("market.ReportStore"):
ccxt.poloniexE.return_value = self.ccxt
self.ccxt.session.request.return_value = "response"
m = market.Market.from_config({"key": "key", "secred": "secret"})
self.assertEqual(self.ccxt, m.ccxt)
self.ccxt.session.request("GET", "URL", data="data",
headers="headers")
m.report.log_http_request.assert_called_with('GET', 'URL', 'data',
'headers', 'response')
m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True)
self.assertEqual(True, m.debug)
def test_get_ticker(self):
m = market.Market(self.ccxt)
self.ccxt.fetch_ticker.side_effect = [
{ "bid": 1, "ask": 3 },
market.ExchangeError("foo"),
{ "bid": 10, "ask": 40 },
market.ExchangeError("foo"),
market.ExchangeError("foo"),
]
ticker = m.get_ticker("ETH", "ETC")
self.ccxt.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 = m.get_ticker("ETH", "XVG")
self.assertEqual(0.0625, ticker["average"])
self.assertTrue(ticker["inverted"])
self.assertIn("original", ticker)
self.assertEqual(10, ticker["original"]["bid"])
ticker = m.get_ticker("XVG", "XMR")
self.assertIsNone(ticker)
self.ccxt.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"),
])
self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
m1b = market.Market(self.ccxt)
m1b.get_ticker("ETH", "ETC")
self.ccxt.fetch_ticker.assert_not_called()
self.ccxt = mock.Mock(spec=market.ccxt.poloniex)
m2 = market.Market(self.ccxt)
self.ccxt.fetch_ticker.side_effect = [
{ "bid": 1, "ask": 3 },
{ "bid": 1.2, "ask": 3.5 },
]
ticker1 = m2.get_ticker("ETH", "ETC")
ticker2 = m2.get_ticker("ETH", "ETC")
ticker3 = m2.get_ticker("ETC", "ETH")
self.ccxt.fetch_ticker.assert_called_once_with("ETH/ETC")
self.assertEqual(1, ticker1["bid"])
self.assertDictEqual(ticker1, ticker2)
self.assertDictEqual(ticker1, ticker3["original"])
ticker4 = m2.get_ticker("ETH", "ETC", refresh=True)
ticker5 = m2.get_ticker("ETH", "ETC")
self.assertEqual(1.2, ticker4["bid"])
self.assertDictEqual(ticker4, ticker5)
self.ccxt = mock.Mock(spec=market.ccxt.binance)
m3 = market.Market(self.ccxt)
self.ccxt.fetch_ticker.side_effect = [
{ "bid": 1, "ask": 3 },
{ "bid": 1.2, "ask": 3.5 },
]
ticker6 = m3.get_ticker("ETH", "ETC")
m3.ticker_cache_timestamp -= 4
ticker7 = m3.get_ticker("ETH", "ETC")
m3.ticker_cache_timestamp -= 2
ticker8 = m3.get_ticker("ETH", "ETC")
self.assertDictEqual(ticker6, ticker7)
self.assertEqual(1.2, ticker8["bid"])
def test_fetch_fees(self):
m = market.Market(self.ccxt)
self.ccxt.fetch_fees.return_value = "Foo"
self.assertEqual("Foo", m.fetch_fees())
self.ccxt.fetch_fees.assert_called_once()
self.ccxt.reset_mock()
self.assertEqual("Foo", m.fetch_fees())
self.ccxt.fetch_fees.assert_not_called()
@mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(market.Market, "get_ticker")
@mock.patch.object(market.TradeStore, "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):
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
with mock.patch("market.ReportStore"):
m = market.Market(self.ccxt)
self.ccxt.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")
},
}
m.balances.fetch_balances(tag="tag")
m.prepare_trades()
compute_trades.assert_called()
call = compute_trades.call_args
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)
m.report.log_stage.assert_called_once_with("prepare_trades")
m.report.log_balances.assert_called_once_with(tag="tag")
@mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(market.Market, "get_ticker")
@mock.patch.object(market.TradeStore, "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):
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
with mock.patch("market.ReportStore"):
m = market.Market(self.ccxt)
self.ccxt.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")
},
}
m.balances.fetch_balances(tag="tag")
m.update_trades()
compute_trades.assert_called()
call = compute_trades.call_args
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)
m.report.log_stage.assert_called_once_with("update_trades")
m.report.log_balances.assert_called_once_with(tag="tag")
@mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(market.Market, "get_ticker")
@mock.patch.object(market.TradeStore, "compute_trades")
def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
def _get_ticker(c1, c2):
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
with mock.patch("market.ReportStore"):
m = market.Market(self.ccxt)
self.ccxt.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")
},
}
m.balances.fetch_balances(tag="tag")
m.prepare_trades_to_sell_all()
repartition.assert_not_called()
compute_trades.assert_called()
call = compute_trades.call_args
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)
m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all")
m.report.log_balances.assert_called_once_with(tag="tag")
@mock.patch.object(portfolio.time, "sleep")
@mock.patch.object(market.TradeStore, "all_orders")
def test_follow_orders(self, all_orders, time_mock):
for debug, sleep in [
(False, None), (True, None),
(False, 12), (True, 12)]:
with self.subTest(sleep=sleep, debug=debug), \
mock.patch("market.ReportStore"):
m = market.Market(self.ccxt, debug=debug)
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock3 = mock.Mock()
all_orders.side_effect = [
[order_mock1, order_mock2],
[order_mock1, order_mock2],
[order_mock1, order_mock3],
[order_mock1, order_mock3],
[order_mock1, order_mock3],
[order_mock1, order_mock3],
[]
]
order_mock1.get_status.side_effect = ["open", "open", "closed"]
order_mock2.get_status.side_effect = ["open"]
order_mock3.get_status.side_effect = ["open", "closed"]
order_mock1.trade = mock.Mock()
order_mock2.trade = mock.Mock()
order_mock3.trade = mock.Mock()
m.follow_orders(sleep=sleep)
order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
self.assertEqual(2, order_mock1.trade.update_order.call_count)
self.assertEqual(3, order_mock1.get_status.call_count)
order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
self.assertEqual(1, order_mock2.trade.update_order.call_count)
self.assertEqual(1, order_mock2.get_status.call_count)
order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
self.assertEqual(1, order_mock3.trade.update_order.call_count)
self.assertEqual(2, order_mock3.get_status.call_count)
m.report.log_stage.assert_called()
calls = [
mock.call("follow_orders_begin"),
mock.call("follow_orders_tick_1"),
mock.call("follow_orders_tick_2"),
mock.call("follow_orders_tick_3"),
mock.call("follow_orders_end"),
]
m.report.log_stage.assert_has_calls(calls)
m.report.log_orders.assert_called()
self.assertEqual(3, m.report.log_orders.call_count)
calls = [
mock.call([order_mock1, order_mock2], tick=1),
mock.call([order_mock1, order_mock3], tick=2),
mock.call([order_mock1, order_mock3], tick=3),
]
m.report.log_orders.assert_has_calls(calls)
calls = [
mock.call(order_mock1, 3, finished=True),
mock.call(order_mock3, 3, finished=True),
]
m.report.log_order.assert_has_calls(calls)
if sleep is None:
if debug:
m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
time_mock.assert_called_with(7)
else:
time_mock.assert_called_with(30)
else:
time_mock.assert_called_with(sleep)
@mock.patch.object(market.BalanceStore, "fetch_balances")
def test_move_balance(self, fetch_balances):
for debug in [True, False]:
with self.subTest(debug=debug),\
mock.patch("market.ReportStore"):
m = market.Market(self.ccxt, debug=debug)
value_from = portfolio.Amount("BTC", "1.0")
value_from.linked_to = portfolio.Amount("ETH", "10.0")
value_to = portfolio.Amount("BTC", "10.0")
trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
value_from = portfolio.Amount("BTC", "0.0")
value_from.linked_to = portfolio.Amount("ETH", "0.0")
value_to = portfolio.Amount("BTC", "-3.0")
trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
value_from = portfolio.Amount("USDT", "0.0")
value_from.linked_to = portfolio.Amount("XVG", "0.0")
value_to = portfolio.Amount("USDT", "-50.0")
trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
m.trades.all = [trade1, trade2, trade3]
balance1 = portfolio.Balance("BTC", { "margin_free": "0" })
balance2 = portfolio.Balance("USDT", { "margin_free": "100" })
balance3 = portfolio.Balance("ETC", { "margin_free": "10" })
m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
m.move_balances()
fetch_balances.assert_called_with()
m.report.log_move_balances.assert_called_once()
if debug:
m.report.log_debug_action.assert_called()
self.assertEqual(3, m.report.log_debug_action.call_count)
else:
self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
self.ccxt.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange")
self.ccxt.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange")
@unittest.skipUnless("unit" in limits, "Unit skipped")
class TradeStoreTest(WebMockTestCase):
def test_compute_trades(self):
self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
values_in_base = {
"XMR": portfolio.Amount("BTC", D("0.9")),
"DASH": portfolio.Amount("BTC", D("0.4")),
"XVG": portfolio.Amount("BTC", D("-0.5")),
"BTC": portfolio.Amount("BTC", D("0.5")),
}
new_repartition = {
"DASH": portfolio.Amount("BTC", D("0.5")),
"XVG": portfolio.Amount("BTC", D("0.1")),
"BTC": portfolio.Amount("BTC", D("0.4")),
"ETH": portfolio.Amount("BTC", D("0.3")),
}
side_effect = [
(True, 1),
(False, 2),
(False, 3),
(True, 4),
(True, 5)
]
with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
trade_store = market.TradeStore(self.m)
trade_if_matching.side_effect = side_effect
trade_store.compute_trades(values_in_base,
new_repartition, only="only")
self.assertEqual(5, trade_if_matching.call_count)
self.assertEqual(3, len(trade_store.all))
self.assertEqual([1, 4, 5], trade_store.all)
self.m.report.log_trades.assert_called_with(side_effect, "only")
def test_trade_if_matching(self):
with self.subTest(only="nope"):
trade_store = market.TradeStore(self.m)
result = trade_store.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="nope")
self.assertEqual(False, result[0])
self.assertIsInstance(result[1], portfolio.Trade)
with self.subTest(only=None):
trade_store = market.TradeStore(self.m)
result = trade_store.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only=None)
self.assertEqual(True, result[0])
with self.subTest(only="acquire"):
trade_store = market.TradeStore(self.m)
result = trade_store.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="acquire")
self.assertEqual(True, result[0])
with self.subTest(only="dispose"):
trade_store = market.TradeStore(self.m)
result = trade_store.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="dispose")
self.assertEqual(False, result[0])
def test_prepare_orders(self):
trade_store = market.TradeStore(self.m)
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
trade_mock1.prepare_order.return_value = 1
trade_mock2.prepare_order.return_value = 2
trade_store.all.append(trade_mock1)
trade_store.all.append(trade_mock2)
trade_store.prepare_orders()
trade_mock1.prepare_order.assert_called_with(compute_value="default")
trade_mock2.prepare_order.assert_called_with(compute_value="default")
self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
self.m.report.log_orders.reset_mock()
trade_store.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")
self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
trade_mock1.prepare_order.reset_mock()
trade_mock2.prepare_order.reset_mock()
self.m.report.log_orders.reset_mock()
trade_mock1.action = "foo"
trade_mock2.action = "bar"
trade_store.prepare_orders(only="bar")
trade_mock1.prepare_order.assert_not_called()
trade_mock2.prepare_order.assert_called_with(compute_value="default")
self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
def test_print_all_with_order(self):
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
trade_mock3 = mock.Mock()
trade_store = market.TradeStore(self.m)
trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
trade_store.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()
def test_run_orders(self):
with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock3 = mock.Mock()
trade_store = market.TradeStore(self.m)
all_orders.return_value = [order_mock1, order_mock2, order_mock3]
trade_store.run_orders()
all_orders.assert_called_with(state="pending")
order_mock1.run.assert_called()
order_mock2.run.assert_called()
order_mock3.run.assert_called()
self.m.report.log_stage.assert_called_with("run_orders")
self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
order_mock3])
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"
trade_store = market.TradeStore(self.m)
trade_store.all.append(trade_mock1)
trade_store.all.append(trade_mock2)
orders = trade_store.all_orders()
self.assertEqual(3, len(orders))
open_orders = trade_store.all_orders(state="open")
self.assertEqual(2, len(open_orders))
self.assertEqual([order_mock2, order_mock3], open_orders)
def test_update_all_orders_status(self):
with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock3 = mock.Mock()
all_orders.return_value = [order_mock1, order_mock2, order_mock3]
trade_store = market.TradeStore(self.m)
trade_store.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()
@unittest.skipUnless("unit" in limits, "Unit skipped")
class BalanceStoreTest(WebMockTestCase):
def setUp(self):
super(BalanceStoreTest, self).setUp()
self.fetch_balance = {
"ETC": {
"exchange_free": 0,
"exchange_used": 0,
"exchange_total": 0,
"margin_total": 0,
},
"USDT": {
"exchange_free": D("6.0"),
"exchange_used": D("1.2"),
"exchange_total": D("7.2"),
"margin_total": 0,
},
"XVG": {
"exchange_free": 16,
"exchange_used": 0,
"exchange_total": 16,
"margin_total": 0,
},
"XMR": {
"exchange_free": 0,
"exchange_used": 0,
"exchange_total": 0,
"margin_total": D("-1.0"),
"margin_free": 0,
},
}
def test_in_currency(self):
self.m.get_ticker.return_value = {
"bid": D("0.09"),
"ask": D("0.11"),
"average": D("0.1"),
}
balance_store = market.BalanceStore(self.m)
balance_store.all = {
"BTC": portfolio.Balance("BTC", {
"total": "0.65",
"exchange_total":"0.65",
"exchange_free": "0.35",
"exchange_used": "0.30"}),
"ETH": portfolio.Balance("ETH", {
"total": 3,
"exchange_total": 3,
"exchange_free": 3,
"exchange_used": 0}),
}
amounts = balance_store.in_currency("BTC")
self.assertEqual("BTC", amounts["ETH"].currency)
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.30"), amounts["ETH"].value)
self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
"average", "total")
self.m.report.log_tickers.reset_mock()
amounts = balance_store.in_currency("BTC", compute_value="bid")
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.27"), amounts["ETH"].value)
self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
"bid", "total")
self.m.report.log_tickers.reset_mock()
amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
self.assertEqual(D("0.30"), amounts["BTC"].value)
self.assertEqual(0, amounts["ETH"].value)
self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
"bid", "exchange_used")
self.m.report.log_tickers.reset_mock()
def test_fetch_balances(self):
self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
balance_store = market.BalanceStore(self.m)
balance_store.fetch_balances()
self.assertNotIn("ETC", balance_store.currencies())
self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
balance_store.all["ETC"] = portfolio.Balance("ETC", {
"exchange_total": "1", "exchange_free": "0",
"exchange_used": "1" })
balance_store.fetch_balances(tag="foo")
self.assertEqual(0, balance_store.all["ETC"].total)
self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
self.m.report.log_balances.assert_called_with(tag="foo")
@mock.patch.object(portfolio.Portfolio, "repartition")
def test_dispatch_assets(self, repartition):
self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
balance_store = market.BalanceStore(self.m)
balance_store.fetch_balances()
self.assertNotIn("XEM", balance_store.currencies())
repartition_hash = {
"XEM": (D("0.75"), "long"),
"BTC": (D("0.26"), "long"),
"DASH": (D("0.10"), "short"),
}
repartition.return_value = repartition_hash
amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
repartition.assert_called_with(self.m, liquidity="medium")
self.assertIn("XEM", balance_store.currencies())
self.assertEqual(D("2.6"), amounts["BTC"].value)
self.assertEqual(D("7.5"), amounts["XEM"].value)
self.assertEqual(D("-1.0"), amounts["DASH"].value)
self.m.report.log_balances.assert_called_with(tag=None)
self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
"11.1"), amounts, "medium", repartition_hash)
def test_currencies(self):
balance_store = market.BalanceStore(self.m)
balance_store.all = {
"BTC": portfolio.Balance("BTC", {
"total": "0.65",
"exchange_total":"0.65",
"exchange_free": "0.35",
"exchange_used": "0.30"}),
"ETH": portfolio.Balance("ETH", {
"total": 3,
"exchange_total": 3,
"exchange_free": 3,
"exchange_used": 0}),
}
self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
def test_as_json(self):
balance_mock1 = mock.Mock()
balance_mock1.as_json.return_value = 1
balance_mock2 = mock.Mock()
balance_mock2.as_json.return_value = 2
balance_store = market.BalanceStore(self.m)
balance_store.all = {
"BTC": balance_mock1,
"ETH": balance_mock2,
}
as_json = balance_store.as_json()
self.assertEqual(1, as_json["BTC"])
self.assertEqual(2, as_json["ETH"])
@unittest.skipUnless("unit" in limits, "Unit skipped")
class ComputationTest(WebMockTestCase):
def test_compute_value(self):
compute = mock.Mock()
portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
compute.assert_called_with("foo", "ask")
compute.reset_mock()
portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
compute.assert_called_with("foo", "bid")
compute.reset_mock()
portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
compute.assert_called_with("foo", "ask")
compute.reset_mock()
portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
compute.assert_called_with("foo", "bid")
compute.reset_mock()
portfolio.Computation.computations["test"] = compute
portfolio.Computation.compute_value("foo", "bid", compute_value="test")
compute.assert_called_with("foo", "bid")
@unittest.skipUnless("unit" in limits, "Unit skipped")
class TradeTest(WebMockTestCase):
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.m)
self.assertEqual("BTC", trade.base_currency)
self.assertEqual("ETH", trade.currency)
self.assertEqual(self.m, trade.market)
with self.assertRaises(AssertionError):
portfolio.Trade(value_from, value_to, "ETC", self.m)
with self.assertRaises(AssertionError):
value_from.linked_to = None
portfolio.Trade(value_from, value_to, "ETH", self.m)
with self.assertRaises(AssertionError):
value_from.currency = "ETH"
portfolio.Trade(value_from, value_to, "ETH", self.m)
value_from = portfolio.Amount("BTC", 0)
trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
self.assertEqual(0, trade.value_from.linked_to)
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.m)
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", "2.0")
trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
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.m)
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.m)
self.assertEqual("acquire", 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.m)
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.m)
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.m)
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.m)
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", self.m)
order1 = mock.Mock()
order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
order2 = mock.Mock()
order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
trade.orders.append(order1)
trade.orders.append(order2)
self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
order1.filled_amount.assert_called_with(in_base_currency=False)
order2.filled_amount.assert_called_with(in_base_currency=False)
self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
order1.filled_amount.assert_called_with(in_base_currency=False)
order2.filled_amount.assert_called_with(in_base_currency=False)
self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
order1.filled_amount.assert_called_with(in_base_currency=True)
order2.filled_amount.assert_called_with(in_base_currency=True)
@mock.patch.object(portfolio.Computation, "compute_value")
@mock.patch.object(portfolio.Trade, "filled_amount")
@mock.patch.object(portfolio, "Order")
def test_prepare_order(self, Order, filled_amount, compute_value):
Order.return_value = "Order"
with self.subTest(desc="Nothing to do"):
value_from = portfolio.Amount("BTC", "10")
value_from.rate = D("0.1")
value_from.linked_to = portfolio.Amount("FOO", "100")
value_to = portfolio.Amount("BTC", "10")
trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
trade.prepare_order()
filled_amount.assert_not_called()
compute_value.assert_not_called()
self.assertEqual(0, len(trade.orders))
Order.assert_not_called()
self.m.get_ticker.return_value = { "inverted": False }
with self.subTest(desc="Already filled"):
filled_amount.return_value = portfolio.Amount("FOO", "100")
compute_value.return_value = D("0.125")
value_from = portfolio.Amount("BTC", "10")
value_from.rate = D("0.1")
value_from.linked_to = portfolio.Amount("FOO", "100")
value_to = portfolio.Amount("BTC", "0")
trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
trade.prepare_order()
filled_amount.assert_called_with(in_base_currency=False)
compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
self.assertEqual(0, len(trade.orders))
self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
Order.assert_not_called()
with self.subTest(action="dispose", inverted=False):
filled_amount.return_value = portfolio.Amount("FOO", "60")
compute_value.return_value = D("0.125")
value_from = portfolio.Amount("BTC", "10")
value_from.rate = D("0.1")
value_from.linked_to = portfolio.Amount("FOO", "100")
value_to = portfolio.Amount("BTC", "1")
trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
trade.prepare_order()
filled_amount.assert_called_with(in_base_currency=False)
compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
self.assertEqual(1, len(trade.orders))
Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
D("0.125"), "BTC", "long", self.m,
trade, close_if_possible=False)
with self.subTest(action="acquire", inverted=False):
filled_amount.return_value = portfolio.Amount("BTC", "3")
compute_value.return_value = D("0.125")
value_from = portfolio.Amount("BTC", "1")
value_from.rate = D("0.1")
value_from.linked_to = portfolio.Amount("FOO", "10")
value_to = portfolio.Amount("BTC", "10")
trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
trade.prepare_order()
filled_amount.assert_called_with(in_base_currency=True)
compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
self.assertEqual(1, len(trade.orders))
Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
D("0.125"), "BTC", "long", self.m,
trade, close_if_possible=False)
with self.subTest(close_if_possible=True):
filled_amount.return_value = portfolio.Amount("FOO", "0")
compute_value.return_value = D("0.125")
value_from = portfolio.Amount("BTC", "10")
value_from.rate = D("0.1")
value_from.linked_to = portfolio.Amount("FOO", "100")
value_to = portfolio.Amount("BTC", "0")
trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
trade.prepare_order()
filled_amount.assert_called_with(in_base_currency=False)
compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
self.assertEqual(1, len(trade.orders))
Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
D("0.125"), "BTC", "long", self.m,
trade, close_if_possible=True)
self.m.get_ticker.return_value = { "inverted": True, "original": {} }
with self.subTest(action="dispose", inverted=True):
filled_amount.return_value = portfolio.Amount("FOO", "300")
compute_value.return_value = D("125")
value_from = portfolio.Amount("BTC", "10")
value_from.rate = D("0.01")
value_from.linked_to = portfolio.Amount("FOO", "1000")
value_to = portfolio.Amount("BTC", "1")
trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
trade.prepare_order(compute_value="foo")
filled_amount.assert_called_with(in_base_currency=True)
compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
self.assertEqual(1, len(trade.orders))
Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
D("125"), "FOO", "long", self.m,
trade, close_if_possible=False)
with self.subTest(action="acquire", inverted=True):
filled_amount.return_value = portfolio.Amount("BTC", "4")
compute_value.return_value = D("125")
value_from = portfolio.Amount("BTC", "1")
value_from.rate = D("0.01")
value_from.linked_to = portfolio.Amount("FOO", "100")
value_to = portfolio.Amount("BTC", "10")
trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
trade.prepare_order(compute_value="foo")
filled_amount.assert_called_with(in_base_currency=False)
compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
self.assertEqual(1, len(trade.orders))
Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
D("125"), "FOO", "long", self.m,
trade, close_if_possible=False)
@mock.patch.object(portfolio.Trade, "prepare_order")
def test_update_order(self, prepare_order):
order_mock = mock.Mock()
new_order_mock = mock.Mock()
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.m)
prepare_order.return_value = new_order_mock
for i in [0, 1, 3, 4, 6]:
with self.subTest(tick=i):
trade.update_order(order_mock, i)
order_mock.cancel.assert_not_called()
new_order_mock.run.assert_not_called()
self.m.report.log_order.assert_called_once_with(order_mock, i,
update="waiting", compute_value=None, new_order=None)
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
self.m.report.log_order.reset_mock()
trade.update_order(order_mock, 2)
order_mock.cancel.assert_called()
new_order_mock.run.assert_called()
prepare_order.assert_called()
self.m.report.log_order.assert_called()
self.assertEqual(2, self.m.report.log_order.call_count)
calls = [
mock.call(order_mock, 2, update="adjusting",
compute_value='lambda x, y: (x[y] + x["average"]) / 2',
new_order=new_order_mock),
mock.call(order_mock, 2, new_order=new_order_mock),
]
self.m.report.log_order.assert_has_calls(calls)
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
self.m.report.log_order.reset_mock()
trade.update_order(order_mock, 5)
order_mock.cancel.assert_called()
new_order_mock.run.assert_called()
prepare_order.assert_called()
self.assertEqual(2, self.m.report.log_order.call_count)
self.m.report.log_order.assert_called()
calls = [
mock.call(order_mock, 5, update="adjusting",
compute_value='lambda x, y: (x[y]*2 + x["average"]) / 3',
new_order=new_order_mock),
mock.call(order_mock, 5, new_order=new_order_mock),
]
self.m.report.log_order.assert_has_calls(calls)
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
self.m.report.log_order.reset_mock()
trade.update_order(order_mock, 7)
order_mock.cancel.assert_called()
new_order_mock.run.assert_called()
prepare_order.assert_called_with(compute_value="default")
self.m.report.log_order.assert_called()
self.assertEqual(2, self.m.report.log_order.call_count)
calls = [
mock.call(order_mock, 7, update="market_fallback",
compute_value='default',
new_order=new_order_mock),
mock.call(order_mock, 7, new_order=new_order_mock),
]
self.m.report.log_order.assert_has_calls(calls)
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
self.m.report.log_order.reset_mock()
for i in [10, 13, 16]:
with self.subTest(tick=i):
trade.update_order(order_mock, i)
order_mock.cancel.assert_called()
new_order_mock.run.assert_called()
prepare_order.assert_called_with(compute_value="default")
self.m.report.log_order.assert_called()
self.assertEqual(2, self.m.report.log_order.call_count)
calls = [
mock.call(order_mock, i, update="market_adjust",
compute_value='default',
new_order=new_order_mock),
mock.call(order_mock, i, new_order=new_order_mock),
]
self.m.report.log_order.assert_has_calls(calls)
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
self.m.report.log_order.reset_mock()
for i in [8, 9, 11, 12]:
with self.subTest(tick=i):
trade.update_order(order_mock, i)
order_mock.cancel.assert_not_called()
new_order_mock.run.assert_not_called()
self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
compute_value=None, new_order=None)
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
self.m.report.log_order.reset_mock()
def test_print_with_order(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.m)
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"
order_mock1.mouvements = []
mouvement_mock1 = mock.Mock()
mouvement_mock1.__repr__ = mock.Mock()
mouvement_mock1.__repr__.return_value = "Mouvement 1"
mouvement_mock2 = mock.Mock()
mouvement_mock2.__repr__ = mock.Mock()
mouvement_mock2.__repr__.return_value = "Mouvement 2"
order_mock2.mouvements = [
mouvement_mock1, mouvement_mock2
]
trade.orders.append(order_mock1)
trade.orders.append(order_mock2)
trade.print_with_order()
self.m.report.print_log.assert_called()
calls = self.m.report.print_log.mock_calls
self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
self.assertEqual("\tMock 1", str(calls[1][1][0]))
self.assertEqual("\tMock 2", str(calls[2][1][0]))
self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
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.m)
self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
def test_as_json(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.m)
as_json = trade.as_json()
self.assertEqual("acquire", as_json["action"])
self.assertEqual(D("0.5"), as_json["from"])
self.assertEqual(D("1.0"), as_json["to"])
self.assertEqual("ETH", as_json["currency"])
self.assertEqual("BTC", as_json["base_currency"])
@unittest.skipUnless("unit" in limits, "Unit skipped")
class OrderTest(WebMockTestCase):
def test_values(self):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", "market", "trade")
self.assertEqual("buy", order.action)
self.assertEqual(10, order.amount.value)
self.assertEqual("ETH", order.amount.currency)
self.assertEqual(D("0.1"), order.rate)
self.assertEqual("BTC", order.base_currency)
self.assertEqual("market", order.market)
self.assertEqual("long", order.trade_type)
self.assertEqual("pending", order.status)
self.assertEqual("trade", order.trade)
self.assertIsNone(order.id)
self.assertFalse(order.close_if_possible)
def test__repr(self):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", "market", "trade")
self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", "market", "trade",
close_if_possible=True)
self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
def test_as_json(self):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", "market", "trade")
mouvement_mock1 = mock.Mock()
mouvement_mock1.as_json.return_value = 1
mouvement_mock2 = mock.Mock()
mouvement_mock2.as_json.return_value = 2
order.mouvements = [mouvement_mock1, mouvement_mock2]
as_json = order.as_json()
self.assertEqual("buy", as_json["action"])
self.assertEqual("long", as_json["trade_type"])
self.assertEqual(10, as_json["amount"])
self.assertEqual("ETH", as_json["currency"])
self.assertEqual("BTC", as_json["base_currency"])
self.assertEqual(D("0.1"), as_json["rate"])
self.assertEqual("pending", as_json["status"])
self.assertEqual(False, as_json["close_if_possible"])
self.assertIsNone(as_json["id"])
self.assertEqual([1, 2], as_json["mouvements"])
def test_account(self):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", "market", "trade")
self.assertEqual("exchange", order.account)
order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "short", "market", "trade")
self.assertEqual("margin", order.account)
def test_pending(self):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", "market", "trade")
self.assertTrue(order.pending)
order.status = "open"
self.assertFalse(order.pending)
def test_open(self):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", "market", "trade")
self.assertFalse(order.open)
order.status = "open"
self.assertTrue(order.open)
def test_finished(self):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", "market", "trade")
self.assertFalse(order.finished)
order.status = "closed"
self.assertTrue(order.finished)
order.status = "canceled"
self.assertTrue(order.finished)
order.status = "error"
self.assertTrue(order.finished)
@mock.patch.object(portfolio.Order, "fetch")
def test_cancel(self, fetch):
self.m.debug = True
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.status = "open"
order.cancel()
self.m.ccxt.cancel_order.assert_not_called()
self.m.report.log_debug_action.assert_called_once()
self.m.report.log_debug_action.reset_mock()
self.assertEqual("canceled", order.status)
self.m.debug = False
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.status = "open"
order.id = 42
order.cancel()
self.m.ccxt.cancel_order.assert_called_with(42)
fetch.assert_called_once()
self.m.report.log_debug_action.assert_not_called()
def test_dust_amount_remaining(self):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
self.assertFalse(order.dust_amount_remaining())
order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
self.assertTrue(order.dust_amount_remaining())
@mock.patch.object(portfolio.Order, "fetch")
@mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
def test_remaining_amount(self, filled_amount, fetch):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
self.assertEqual(9, order.remaining_amount().value)
order.fetch.assert_not_called()
order.status = "open"
self.assertEqual(9, order.remaining_amount().value)
fetch.assert_called_once()
@mock.patch.object(portfolio.Order, "fetch")
def test_filled_amount(self, fetch):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
"tradeID": 42, "type": "buy", "fee": "0.0015",
"date": "2017-12-30 12:00:12", "rate": "0.1",
"amount": "3", "total": "0.3"
}))
order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
"tradeID": 43, "type": "buy", "fee": "0.0015",
"date": "2017-12-30 13:00:12", "rate": "0.2",
"amount": "2", "total": "0.4"
}))
self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
fetch.assert_not_called()
order.status = "open"
self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
fetch.assert_called_once()
self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
def test_fetch_mouvements(self):
self.m.ccxt.privatePostReturnOrderTrades.return_value = [
{
"tradeID": 42, "type": "buy", "fee": "0.0015",
"date": "2017-12-30 12:00:12", "rate": "0.1",
"amount": "3", "total": "0.3"
},
{
"tradeID": 43, "type": "buy", "fee": "0.0015",
"date": "2017-12-30 13:00:12", "rate": "0.2",
"amount": "2", "total": "0.4"
}
]
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.id = 12
order.mouvements = ["Foo", "Bar", "Baz"]
order.fetch_mouvements()
self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
self.assertEqual(2, len(order.mouvements))
self.assertEqual(42, order.mouvements[0].id)
self.assertEqual(43, order.mouvements[1].id)
self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.fetch_mouvements()
self.assertEqual(0, len(order.mouvements))
def test_mark_finished_order(self):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "short", self.m, "trade",
close_if_possible=True)
order.status = "closed"
self.m.debug = False
order.mark_finished_order()
self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
self.m.ccxt.close_margin_position.reset_mock()
order.status = "open"
order.mark_finished_order()
self.m.ccxt.close_margin_position.assert_not_called()
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "short", self.m, "trade",
close_if_possible=False)
order.status = "closed"
order.mark_finished_order()
self.m.ccxt.close_margin_position.assert_not_called()
order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "short", self.m, "trade",
close_if_possible=True)
order.status = "closed"
order.mark_finished_order()
self.m.ccxt.close_margin_position.assert_not_called()
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade",
close_if_possible=True)
order.status = "closed"
order.mark_finished_order()
self.m.ccxt.close_margin_position.assert_not_called()
self.m.debug = True
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "short", self.m, "trade",
close_if_possible=True)
order.status = "closed"
order.mark_finished_order()
self.m.ccxt.close_margin_position.assert_not_called()
self.m.report.log_debug_action.assert_called_once()
@mock.patch.object(portfolio.Order, "fetch_mouvements")
def test_fetch(self, fetch_mouvements):
time = self.time.time()
with mock.patch.object(portfolio.time, "time") as time_mock:
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.id = 45
with self.subTest(debug=True):
self.m.debug = True
order.fetch()
time_mock.assert_not_called()
self.m.report.log_debug_action.assert_called_once()
self.m.report.log_debug_action.reset_mock()
order.fetch(force=True)
time_mock.assert_not_called()
self.m.ccxt.fetch_order.assert_not_called()
fetch_mouvements.assert_not_called()
self.m.report.log_debug_action.assert_called_once()
self.m.report.log_debug_action.reset_mock()
self.assertIsNone(order.fetch_cache_timestamp)
with self.subTest(debug=False):
self.m.debug = False
time_mock.return_value = time
self.m.ccxt.fetch_order.return_value = {
"status": "foo",
"datetime": "timestamp"
}
order.fetch()
self.m.ccxt.fetch_order.assert_called_once()
fetch_mouvements.assert_called_once()
self.assertEqual("foo", order.status)
self.assertEqual("timestamp", order.timestamp)
self.assertEqual(time, order.fetch_cache_timestamp)
self.assertEqual(1, len(order.results))
self.m.ccxt.fetch_order.reset_mock()
fetch_mouvements.reset_mock()
time_mock.return_value = time + 8
order.fetch()
self.m.ccxt.fetch_order.assert_not_called()
fetch_mouvements.assert_not_called()
order.fetch(force=True)
self.m.ccxt.fetch_order.assert_called_once()
fetch_mouvements.assert_called_once()
self.m.ccxt.fetch_order.reset_mock()
fetch_mouvements.reset_mock()
time_mock.return_value = time + 19
order.fetch()
self.m.ccxt.fetch_order.assert_called_once()
fetch_mouvements.assert_called_once()
self.m.report.log_debug_action.assert_not_called()
@mock.patch.object(portfolio.Order, "fetch")
@mock.patch.object(portfolio.Order, "mark_finished_order")
def test_get_status(self, mark_finished_order, fetch):
with self.subTest(debug=True):
self.m.debug = True
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
self.assertEqual("pending", order.get_status())
fetch.assert_not_called()
self.m.report.log_debug_action.assert_called_once()
with self.subTest(debug=False, finished=False):
self.m.debug = False
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
def _fetch(order):
def update_status():
order.status = "open"
return update_status
fetch.side_effect = _fetch(order)
self.assertEqual("open", order.get_status())
mark_finished_order.assert_not_called()
fetch.assert_called_once()
mark_finished_order.reset_mock()
fetch.reset_mock()
with self.subTest(debug=False, finished=True):
self.m.debug = False
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
def _fetch(order):
def update_status():
order.status = "closed"
return update_status
fetch.side_effect = _fetch(order)
self.assertEqual("closed", order.get_status())
mark_finished_order.assert_called_once()
fetch.assert_called_once()
def test_run(self):
self.m.ccxt.order_precision.return_value = 4
with self.subTest(debug=True):
self.m.debug = True
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.run()
self.m.ccxt.create_order.assert_not_called()
self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
self.assertEqual("open", order.status)
self.assertEqual(1, len(order.results))
self.assertEqual(-1, order.id)
self.m.ccxt.create_order.reset_mock()
with self.subTest(debug=False):
self.m.debug = False
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
self.m.ccxt.create_order.return_value = { "id": 123 }
order.run()
self.m.ccxt.create_order.assert_called_once()
self.assertEqual(1, len(order.results))
self.assertEqual("open", order.status)
self.m.ccxt.create_order.reset_mock()
with self.subTest(exception=True):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
self.m.ccxt.create_order.side_effect = Exception("bouh")
order.run()
self.m.ccxt.create_order.assert_called_once()
self.assertEqual(0, len(order.results))
self.assertEqual("error", order.status)
self.m.report.log_error.assert_called_once()
self.m.ccxt.create_order.reset_mock()
with self.subTest(dust_amount_exception=True),\
mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
D("0.1"), "BTC", "long", self.m, "trade")
self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
order.run()
self.m.ccxt.create_order.assert_called_once()
self.assertEqual(0, len(order.results))
self.assertEqual("closed", order.status)
mark_finished_order.assert_called_once()
self.m.ccxt.order_precision.return_value = 8
self.m.ccxt.create_order.reset_mock()
with self.subTest(insufficient_funds=True),\
mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
D("0.1"), "BTC", "long", self.m, "trade")
self.m.ccxt.create_order.side_effect = [
portfolio.InsufficientFunds,
portfolio.InsufficientFunds,
portfolio.InsufficientFunds,
{ "id": 123 },
]
order.run()
self.m.ccxt.create_order.assert_has_calls([
mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
])
self.assertEqual(4, self.m.ccxt.create_order.call_count)
self.assertEqual(1, len(order.results))
self.assertEqual("open", order.status)
self.assertEqual(4, order.tries)
self.m.report.log_error.assert_called()
self.assertEqual(4, self.m.report.log_error.call_count)
self.m.ccxt.order_precision.return_value = 8
self.m.ccxt.create_order.reset_mock()
self.m.report.log_error.reset_mock()
with self.subTest(insufficient_funds=True),\
mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
D("0.1"), "BTC", "long", self.m, "trade")
self.m.ccxt.create_order.side_effect = [
portfolio.InsufficientFunds,
portfolio.InsufficientFunds,
portfolio.InsufficientFunds,
portfolio.InsufficientFunds,
portfolio.InsufficientFunds,
]
order.run()
self.m.ccxt.create_order.assert_has_calls([
mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
])
self.assertEqual(5, self.m.ccxt.create_order.call_count)
self.assertEqual(0, len(order.results))
self.assertEqual("error", order.status)
self.assertEqual(5, order.tries)
self.m.report.log_error.assert_called()
self.assertEqual(5, self.m.report.log_error.call_count)
self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY)
@unittest.skipUnless("unit" in limits, "Unit skipped")
class MouvementTest(WebMockTestCase):
def test_values(self):
mouvement = portfolio.Mouvement("ETH", "BTC", {
"tradeID": 42, "type": "buy", "fee": "0.0015",
"date": "2017-12-30 12:00:12", "rate": "0.1",
"amount": "10", "total": "1"
})
self.assertEqual("ETH", mouvement.currency)
self.assertEqual("BTC", mouvement.base_currency)
self.assertEqual(42, mouvement.id)
self.assertEqual("buy", mouvement.action)
self.assertEqual(D("0.0015"), mouvement.fee_rate)
self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
self.assertEqual(D("0.1"), mouvement.rate)
self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
self.assertIsNone(mouvement.date)
self.assertIsNone(mouvement.id)
self.assertIsNone(mouvement.action)
self.assertEqual(-1, mouvement.fee_rate)
self.assertEqual(0, mouvement.rate)
self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
def test__repr(self):
mouvement = portfolio.Mouvement("ETH", "BTC", {
"tradeID": 42, "type": "buy", "fee": "0.0015",
"date": "2017-12-30 12:00:12", "rate": "0.1",
"amount": "10", "total": "1"
})
self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
mouvement = portfolio.Mouvement("ETH", "BTC", {
"tradeID": 42, "type": "buy",
"date": "garbage", "rate": "0.1",
"amount": "10", "total": "1"
})
self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
def test_as_json(self):
mouvement = portfolio.Mouvement("ETH", "BTC", {
"tradeID": 42, "type": "buy", "fee": "0.0015",
"date": "2017-12-30 12:00:12", "rate": "0.1",
"amount": "10", "total": "1"
})
as_json = mouvement.as_json()
self.assertEqual(D("0.0015"), as_json["fee_rate"])
self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
self.assertEqual("buy", as_json["action"])
self.assertEqual(D("10"), as_json["total"])
self.assertEqual(D("1"), as_json["total_in_base"])
self.assertEqual("BTC", as_json["base_currency"])
self.assertEqual("ETH", as_json["currency"])
@unittest.skipUnless("unit" in limits, "Unit skipped")
class ReportStoreTest(WebMockTestCase):
def test_add_log(self):
report_store = market.ReportStore(self.m)
report_store.add_log({"foo": "bar"})
self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
def test_set_verbose(self):
report_store = market.ReportStore(self.m)
with self.subTest(verbose=True):
report_store.set_verbose(True)
self.assertTrue(report_store.verbose_print)
with self.subTest(verbose=False):
report_store.set_verbose(False)
self.assertFalse(report_store.verbose_print)
def test_print_log(self):
report_store = market.ReportStore(self.m)
with self.subTest(verbose=True),\
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
report_store.set_verbose(True)
report_store.print_log("Coucou")
report_store.print_log(portfolio.Amount("BTC", 1))
self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
with self.subTest(verbose=False),\
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
report_store.set_verbose(False)
report_store.print_log("Coucou")
report_store.print_log(portfolio.Amount("BTC", 1))
self.assertEqual(stdout_mock.getvalue(), "")
def test_to_json(self):
report_store = market.ReportStore(self.m)
report_store.logs.append({"foo": "bar"})
self.assertEqual('[{"foo": "bar"}]', report_store.to_json())
report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json())
report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json())
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_stage(self, add_log, print_log):
report_store = market.ReportStore(self.m)
report_store.log_stage("foo")
print_log.assert_has_calls([
mock.call("-----------"),
mock.call("[Stage] foo"),
])
add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_balances(self, add_log, print_log):
report_store = market.ReportStore(self.m)
self.m.balances.as_json.return_value = "json"
self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
report_store.log_balances(tag="tag")
print_log.assert_has_calls([
mock.call("[Balance]"),
mock.call("\tbar"),
mock.call("\tbaz"),
])
add_log.assert_called_once_with({
'type': 'balance',
'balances': 'json',
'tag': 'tag'
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_tickers(self, add_log, print_log):
report_store = market.ReportStore(self.m)
amounts = {
"BTC": portfolio.Amount("BTC", 10),
"ETH": portfolio.Amount("BTC", D("0.3"))
}
amounts["ETH"].rate = D("0.1")
report_store.log_tickers(amounts, "BTC", "default", "total")
print_log.assert_not_called()
add_log.assert_called_once_with({
'type': 'tickers',
'compute_value': 'default',
'balance_type': 'total',
'currency': 'BTC',
'balances': {
'BTC': D('10'),
'ETH': D('0.3')
},
'rates': {
'BTC': None,
'ETH': D('0.1')
},
'total': D('10.3')
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_dispatch(self, add_log, print_log):
report_store = market.ReportStore(self.m)
amount = portfolio.Amount("BTC", "10.3")
amounts = {
"BTC": portfolio.Amount("BTC", 10),
"ETH": portfolio.Amount("BTC", D("0.3"))
}
report_store.log_dispatch(amount, amounts, "medium", "repartition")
print_log.assert_not_called()
add_log.assert_called_once_with({
'type': 'dispatch',
'liquidity': 'medium',
'repartition_ratio': 'repartition',
'total_amount': {
'currency': 'BTC',
'value': D('10.3')
},
'repartition': {
'BTC': D('10'),
'ETH': D('0.3')
}
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_trades(self, add_log, print_log):
report_store = market.ReportStore(self.m)
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
trade_mock1.as_json.return_value = { "trade": "1" }
trade_mock2.as_json.return_value = { "trade": "2" }
matching_and_trades = [
(True, trade_mock1),
(False, trade_mock2),
]
report_store.log_trades(matching_and_trades, "only")
print_log.assert_not_called()
add_log.assert_called_with({
'type': 'trades',
'only': 'only',
'debug': False,
'trades': [
{'trade': '1', 'skipped': False},
{'trade': '2', 'skipped': True}
]
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_orders(self, add_log, print_log):
report_store = market.ReportStore(self.m)
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock1.as_json.return_value = "order1"
order_mock2.as_json.return_value = "order2"
orders = [order_mock1, order_mock2]
report_store.log_orders(orders, tick="tick",
only="only", compute_value="compute_value")
print_log.assert_called_once_with("[Orders]")
self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
add_log.assert_called_with({
'type': 'orders',
'only': 'only',
'compute_value': 'compute_value',
'tick': 'tick',
'orders': ['order1', 'order2']
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_order(self, add_log, print_log):
report_store = market.ReportStore(self.m)
order_mock = mock.Mock()
order_mock.as_json.return_value = "order"
new_order_mock = mock.Mock()
new_order_mock.as_json.return_value = "new_order"
order_mock.__repr__ = mock.Mock()
order_mock.__repr__.return_value = "Order Mock"
new_order_mock.__repr__ = mock.Mock()
new_order_mock.__repr__.return_value = "New order Mock"
with self.subTest(finished=True):
report_store.log_order(order_mock, 1, finished=True)
print_log.assert_called_once_with("[Order] Finished Order Mock")
add_log.assert_called_once_with({
'type': 'order',
'tick': 1,
'update': None,
'order': 'order',
'compute_value': None,
'new_order': None
})
add_log.reset_mock()
print_log.reset_mock()
with self.subTest(update="waiting"):
report_store.log_order(order_mock, 1, update="waiting")
print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
add_log.assert_called_once_with({
'type': 'order',
'tick': 1,
'update': 'waiting',
'order': 'order',
'compute_value': None,
'new_order': None
})
add_log.reset_mock()
print_log.reset_mock()
with self.subTest(update="adjusting"):
report_store.log_order(order_mock, 3,
update="adjusting", new_order=new_order_mock,
compute_value="default")
print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
add_log.assert_called_once_with({
'type': 'order',
'tick': 3,
'update': 'adjusting',
'order': 'order',
'compute_value': "default",
'new_order': 'new_order'
})
add_log.reset_mock()
print_log.reset_mock()
with self.subTest(update="market_fallback"):
report_store.log_order(order_mock, 7,
update="market_fallback", new_order=new_order_mock)
print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
add_log.assert_called_once_with({
'type': 'order',
'tick': 7,
'update': 'market_fallback',
'order': 'order',
'compute_value': None,
'new_order': 'new_order'
})
add_log.reset_mock()
print_log.reset_mock()
with self.subTest(update="market_adjusting"):
report_store.log_order(order_mock, 17,
update="market_adjust", new_order=new_order_mock)
print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
add_log.assert_called_once_with({
'type': 'order',
'tick': 17,
'update': 'market_adjust',
'order': 'order',
'compute_value': None,
'new_order': 'new_order'
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_move_balances(self, add_log, print_log):
report_store = market.ReportStore(self.m)
needed = {
"BTC": portfolio.Amount("BTC", 10),
"USDT": 1
}
moving = {
"BTC": portfolio.Amount("BTC", 3),
"USDT": -2
}
report_store.log_move_balances(needed, moving)
print_log.assert_not_called()
add_log.assert_called_once_with({
'type': 'move_balances',
'debug': False,
'needed': {
'BTC': D('10'),
'USDT': 1
},
'moving': {
'BTC': D('3'),
'USDT': -2
}
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_http_request(self, add_log, print_log):
report_store = market.ReportStore(self.m)
response = mock.Mock()
response.status_code = 200
response.text = "Hey"
report_store.log_http_request("method", "url", "body",
"headers", response)
print_log.assert_not_called()
add_log.assert_called_once_with({
'type': 'http_request',
'method': 'method',
'url': 'url',
'body': 'body',
'headers': 'headers',
'status': 200,
'response': 'Hey'
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_error(self, add_log, print_log):
report_store = market.ReportStore(self.m)
with self.subTest(message=None, exception=None):
report_store.log_error("action")
print_log.assert_called_once_with("[Error] action")
add_log.assert_called_once_with({
'type': 'error',
'action': 'action',
'exception_class': None,
'exception_message': None,
'message': None
})
print_log.reset_mock()
add_log.reset_mock()
with self.subTest(message="Hey", exception=None):
report_store.log_error("action", message="Hey")
print_log.assert_has_calls([
mock.call("[Error] action"),
mock.call("\tHey")
])
add_log.assert_called_once_with({
'type': 'error',
'action': 'action',
'exception_class': None,
'exception_message': None,
'message': "Hey"
})
print_log.reset_mock()
add_log.reset_mock()
with self.subTest(message=None, exception=Exception("bouh")):
report_store.log_error("action", exception=Exception("bouh"))
print_log.assert_has_calls([
mock.call("[Error] action"),
mock.call("\tException: bouh")
])
add_log.assert_called_once_with({
'type': 'error',
'action': 'action',
'exception_class': "Exception",
'exception_message': "bouh",
'message': None
})
print_log.reset_mock()
add_log.reset_mock()
with self.subTest(message="Hey", exception=Exception("bouh")):
report_store.log_error("action", message="Hey", exception=Exception("bouh"))
print_log.assert_has_calls([
mock.call("[Error] action"),
mock.call("\tException: bouh"),
mock.call("\tHey")
])
add_log.assert_called_once_with({
'type': 'error',
'action': 'action',
'exception_class': "Exception",
'exception_message': "bouh",
'message': "Hey"
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_debug_action(self, add_log, print_log):
report_store = market.ReportStore(self.m)
report_store.log_debug_action("Hey")
print_log.assert_called_once_with("[Debug] Hey")
add_log.assert_called_once_with({
'type': 'debug_action',
'action': 'Hey'
})
@unittest.skipUnless("unit" in limits, "Unit skipped")
class HelperTest(WebMockTestCase):
def test_main_store_report(self):
file_open = mock.mock_open()
with self.subTest(file=None), mock.patch("__main__.open", file_open):
helper.main_store_report(None, 1, self.m)
file_open.assert_not_called()
file_open = mock.mock_open()
with self.subTest(file="present"), mock.patch("helper.open", file_open),\
mock.patch.object(helper, "datetime") as time_mock:
time_mock.now.return_value = datetime.datetime(2018, 2, 25)
self.m.report.to_json.return_value = "json_content"
helper.main_store_report("present", 1, self.m)
file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
file_open().write.assert_called_once_with("json_content")
self.m.report.to_json.assert_called_once_with()
with self.subTest(file="error"),\
mock.patch("helper.open") as file_open,\
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
file_open.side_effect = FileNotFoundError
helper.main_store_report("error", 1, self.m)
self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
@mock.patch("helper.process_sell_all__1_all_sell")
@mock.patch("helper.process_sell_all__2_all_buy")
@mock.patch("portfolio.Portfolio.wait_for_recent")
def test_main_process_market(self, wait, buy, sell):
with self.subTest(before=False, after=False):
helper.main_process_market("user", None)
wait.assert_not_called()
buy.assert_not_called()
sell.assert_not_called()
buy.reset_mock()
wait.reset_mock()
sell.reset_mock()
with self.subTest(before=True, after=False):
helper.main_process_market("user", None, before=True)
wait.assert_not_called()
buy.assert_not_called()
sell.assert_called_once_with("user")
buy.reset_mock()
wait.reset_mock()
sell.reset_mock()
with self.subTest(before=False, after=True):
helper.main_process_market("user", None, after=True)
wait.assert_called_once_with("user")
buy.assert_called_once_with("user")
sell.assert_not_called()
buy.reset_mock()
wait.reset_mock()
sell.reset_mock()
with self.subTest(before=True, after=True):
helper.main_process_market("user", None, before=True, after=True)
wait.assert_called_once_with("user")
buy.assert_called_once_with("user")
sell.assert_called_once_with("user")
buy.reset_mock()
wait.reset_mock()
sell.reset_mock()
with self.subTest(action="print_balances"),\
mock.patch("helper.print_balances") as print_balances:
helper.main_process_market("user", "print_balances")
buy.assert_not_called()
wait.assert_not_called()
sell.assert_not_called()
print_balances.assert_called_once_with("user")
with self.subTest(action="print_orders"),\
mock.patch("helper.print_orders") as print_orders:
helper.main_process_market("user", "print_orders")
buy.assert_not_called()
wait.assert_not_called()
sell.assert_not_called()
print_orders.assert_called_once_with("user")
with self.subTest(action="unknown"),\
self.assertRaises(NotImplementedError):
helper.main_process_market("user", "unknown")
@mock.patch.object(helper, "psycopg2")
def test_fetch_markets(self, psycopg2):
connect_mock = mock.Mock()
cursor_mock = mock.MagicMock()
cursor_mock.__iter__.return_value = ["row_1", "row_2"]
connect_mock.cursor.return_value = cursor_mock
psycopg2.connect.return_value = connect_mock
with self.subTest(user=None):
rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
psycopg2.connect.assert_called_once_with(foo="bar")
cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
self.assertEqual(["row_1", "row_2"], rows)
psycopg2.connect.reset_mock()
cursor_mock.execute.reset_mock()
with self.subTest(user=1):
rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
psycopg2.connect.assert_called_once_with(foo="bar")
cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
self.assertEqual(["row_1", "row_2"], rows)
@mock.patch.object(helper.sys, "exit")
def test_main_parse_args(self, exit):
with self.subTest(config="config.ini"):
args = helper.main_parse_args([])
self.assertEqual("config.ini", args.config)
self.assertFalse(args.before)
self.assertFalse(args.after)
self.assertFalse(args.debug)
args = helper.main_parse_args(["--before", "--after", "--debug"])
self.assertTrue(args.before)
self.assertTrue(args.after)
self.assertTrue(args.debug)
exit.assert_not_called()
with self.subTest(config="inexistant"),\
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
args = helper.main_parse_args(["--config", "foo.bar"])
exit.assert_called_once_with(1)
self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
@mock.patch.object(helper.sys, "exit")
@mock.patch("helper.configparser")
@mock.patch("helper.os")
def test_main_parse_config(self, os, configparser, exit):
with self.subTest(pg_config=True, report_path=None):
config_mock = mock.MagicMock()
configparser.ConfigParser.return_value = config_mock
def config(element):
return element == "postgresql"
config_mock.__contains__.side_effect = config
config_mock.__getitem__.return_value = "pg_config"
result = helper.main_parse_config("configfile")
config_mock.read.assert_called_with("configfile")
self.assertEqual(["pg_config", None], result)
with self.subTest(pg_config=True, report_path="present"):
config_mock = mock.MagicMock()
configparser.ConfigParser.return_value = config_mock
config_mock.__contains__.return_value = True
config_mock.__getitem__.side_effect = [
{"report_path": "report_path"},
{"report_path": "report_path"},
"pg_config",
]
os.path.exists.return_value = False
result = helper.main_parse_config("configfile")
config_mock.read.assert_called_with("configfile")
self.assertEqual(["pg_config", "report_path"], result)
os.path.exists.assert_called_once_with("report_path")
os.makedirs.assert_called_once_with("report_path")
with self.subTest(pg_config=False),\
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
config_mock = mock.MagicMock()
configparser.ConfigParser.return_value = config_mock
result = helper.main_parse_config("configfile")
config_mock.read.assert_called_with("configfile")
exit.assert_called_once_with(1)
self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
def test_print_orders(self):
helper.print_orders(self.m)
self.m.report.log_stage.assert_called_with("print_orders")
self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
self.m.prepare_trades.assert_called_with(base_currency="BTC",
compute_value="average")
self.m.trades.prepare_orders.assert_called_with(compute_value="average")
def test_print_balances(self):
self.m.balances.in_currency.return_value = {
"BTC": portfolio.Amount("BTC", "0.65"),
"ETH": portfolio.Amount("BTC", "0.3"),
}
helper.print_balances(self.m)
self.m.report.log_stage.assert_called_once_with("print_balances")
self.m.balances.fetch_balances.assert_called_with()
self.m.report.print_log.assert_has_calls([
mock.call("total:"),
mock.call(portfolio.Amount("BTC", "0.95")),
])
def test_process_sell_needed__1_sell(self):
helper.process_sell_needed__1_sell(self.m)
self.m.balances.fetch_balances.assert_has_calls([
mock.call(tag="process_sell_needed__1_sell_begin"),
mock.call(tag="process_sell_needed__1_sell_end"),
])
self.m.prepare_trades.assert_called_with(base_currency="BTC",
liquidity="medium")
self.m.trades.prepare_orders.assert_called_with(compute_value="average",
only="dispose")
self.m.trades.run_orders.assert_called()
self.m.follow_orders.assert_called()
self.m.report.log_stage.assert_has_calls([
mock.call("process_sell_needed__1_sell_begin"),
mock.call("process_sell_needed__1_sell_end")
])
def test_process_sell_needed__2_buy(self):
helper.process_sell_needed__2_buy(self.m)
self.m.balances.fetch_balances.assert_has_calls([
mock.call(tag="process_sell_needed__2_buy_begin"),
mock.call(tag="process_sell_needed__2_buy_end"),
])
self.m.update_trades.assert_called_with(base_currency="BTC",
liquidity="medium", only="acquire")
self.m.trades.prepare_orders.assert_called_with(compute_value="average",
only="acquire")
self.m.move_balances.assert_called_with()
self.m.trades.run_orders.assert_called()
self.m.follow_orders.assert_called()
self.m.report.log_stage.assert_has_calls([
mock.call("process_sell_needed__2_buy_begin"),
mock.call("process_sell_needed__2_buy_end")
])
def test_process_sell_all__1_sell(self):
helper.process_sell_all__1_all_sell(self.m)
self.m.balances.fetch_balances.assert_has_calls([
mock.call(tag="process_sell_all__1_all_sell_begin"),
mock.call(tag="process_sell_all__1_all_sell_end"),
])
self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC")
self.m.trades.prepare_orders.assert_called_with(compute_value="average")
self.m.trades.run_orders.assert_called()
self.m.follow_orders.assert_called()
self.m.report.log_stage.assert_has_calls([
mock.call("process_sell_all__1_all_sell_begin"),
mock.call("process_sell_all__1_all_sell_end")
])
def test_process_sell_all__2_all_buy(self):
helper.process_sell_all__2_all_buy(self.m)
self.m.balances.fetch_balances.assert_has_calls([
mock.call(tag="process_sell_all__2_all_buy_begin"),
mock.call(tag="process_sell_all__2_all_buy_end"),
])
self.m.prepare_trades.assert_called_with(base_currency="BTC",
liquidity="medium")
self.m.trades.prepare_orders.assert_called_with(compute_value="average")
self.m.move_balances.assert_called_with()
self.m.trades.run_orders.assert_called()
self.m.follow_orders.assert_called()
self.m.report.log_stage.assert_has_calls([
mock.call("process_sell_all__2_all_buy_begin"),
mock.call("process_sell_all__2_all_buy_end")
])
@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
class AcceptanceTest(WebMockTestCase):
@unittest.expectedFailure
def test_success_sell_only_necessary(self):
# FIXME: catch stdout
self.m.report.verbose_print = False
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 helper.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
helper.prepare_trades(market)
balances = portfolio.BalanceStore.all
self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
trades = portfolio.TradeStore.all
self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
self.assertEqual("dispose", trades[0].action)
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("acquire", 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.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
all_orders = portfolio.TradeStore.all_orders(state="pending")
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.TradeStore.run_orders()
self.assertEqual("open", all_orders[0].status)
self.assertEqual("open", all_orders[1].status)
market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
market.privatePostReturnOrderTrades.return_value = [
{
"tradeID": 42, "type": "buy", "fee": "0.0015",
"date": "2017-12-30 12:00:12", "rate": "0.1",
"amount": "10", "total": "1"
}
]
with mock.patch.object(portfolio.time, "sleep") as sleep:
# Action 4
helper.follow_orders(verbose=False)
sleep.assert_called_with(30)
for order in all_orders:
self.assertEqual("closed", order.status)
fetch_balance = {
"ETH": {
"exchange_free": D("1.0") / 3,
"exchange_used": D("0.0"),
"exchange_total": D("1.0") / 3,
"margin_total": 0,
"total": D("1.0") / 3,
},
"BTC": {
"exchange_free": D("0.134"),
"exchange_used": D("0.0"),
"exchange_total": D("0.134"),
"margin_total": 0,
"total": D("0.134"),
},
"ETC": {
"exchange_free": D("4.0"),
"exchange_used": D("0.0"),
"exchange_total": D("4.0"),
"margin_total": 0,
"total": D("4.0"),
},
"XVG": {
"exchange_free": D("0.0"),
"exchange_used": D("0.0"),
"exchange_total": D("0.0"),
"margin_total": 0,
"total": D("0.0"),
},
}
market.fetch_all_balances.return_value = fetch_balance
with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
# Action 5
helper.update_trades(market, only="acquire", compute_value="average")
balances = portfolio.BalanceStore.all
self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
trades = portfolio.TradeStore.all
self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
self.assertEqual("dispose", trades[0].action)
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.assertNotIn("BTC", trades)
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("acquire", 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 6
portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
all_orders = portfolio.TradeStore.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.TradeStore.run_orders()
with mock.patch.object(portfolio.time, "sleep") as sleep:
# Action 8
helper.follow_orders(verbose=False)
sleep.assert_called_with(30)
if __name__ == '__main__':
unittest.main()