import sys
import portfolio
import unittest
from decimal import Decimal as D
from unittest import mock
import requests
import requests_mock
from io import StringIO
import helper
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()
self.patchers = [
mock.patch.multiple(portfolio.BalanceStore,
all={},),
mock.patch.multiple(portfolio.TradeStore,
all=[],
debug=False),
mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}),
mock.patch.multiple(portfolio.Computation,
computations=portfolio.Computation.computations),
mock.patch.multiple(helper,
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.assertIn("foo", portfolio.Portfolio.data)
self.assertEqual("bar", portfolio.Portfolio.data["foo"])
self.assertTrue(self.wm.called)
self.assertEqual(1, self.wm.call_count)
portfolio.Portfolio.get_cryptoportfolio()
self.assertIsNone(portfolio.Portfolio.data)
self.assertEqual(2, self.wm.call_count)
portfolio.Portfolio.data = "Foo"
portfolio.Portfolio.get_cryptoportfolio()
self.assertEqual("Foo", portfolio.Portfolio.data)
self.assertEqual(3, self.wm.call_count)
def test_parse_cryptoportfolio(self):
portfolio.Portfolio.parse_cryptoportfolio()
self.assertListEqual(
["medium", "high"],
list(portfolio.Portfolio.liquidities.keys()))
liquidities = portfolio.Portfolio.liquidities
self.assertEqual(10, len(liquidities["medium"].keys()))
self.assertEqual(10, len(liquidities["high"].keys()))
expected = {
'BTC': (D("0.2857"), "long"),
'DGB': (D("0.1015"), "long"),
'DOGE': (D("0.1805"), "long"),
'SC': (D("0.0623"), "long"),
'ZEC': (D("0.3701"), "long"),
}
self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
expected = {
'BTC': (D("1.1102e-16"), "long"),
'ETC': (D("0.1"), "long"),
'FCT': (D("0.1"), "long"),
'GAS': (D("0.1"), "long"),
'NAV': (D("0.1"), "long"),
'OMG': (D("0.1"), "long"),
'OMNI': (D("0.1"), "long"),
'PPC': (D("0.1"), "long"),
'RIC': (D("0.1"), "long"),
'VIA': (D("0.1"), "long"),
'XCP': (D("0.1"), "long"),
}
self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
# It doesn't refetch the data when available
portfolio.Portfolio.parse_cryptoportfolio()
self.assertEqual(1, self.wm.call_count)
def test_repartition(self):
expected_medium = {
'BTC': (D("1.1102e-16"), "long"),
'USDT': (D("0.1"), "long"),
'ETC': (D("0.1"), "long"),
'FCT': (D("0.1"), "long"),
'OMG': (D("0.1"), "long"),
'STEEM': (D("0.1"), "long"),
'STRAT': (D("0.1"), "long"),
'XEM': (D("0.1"), "long"),
'XMR': (D("0.1"), "long"),
'XVC': (D("0.1"), "long"),
'ZRX': (D("0.1"), "long"),
}
expected_high = {
'USDT': (D("0.1226"), "long"),
'BTC': (D("0.1429"), "long"),
'ETC': (D("0.1127"), "long"),
'ETH': (D("0.1569"), "long"),
'FCT': (D("0.3341"), "long"),
'GAS': (D("0.1308"), "long"),
}
self.assertEqual(expected_medium, portfolio.Portfolio.repartition())
self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium"))
self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high"))
@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", None))
ticker_mock = unittest.mock.Mock()
with mock.patch.object(helper, 'get_ticker', new=ticker_mock):
ticker_mock.return_value = None
self.assertRaises(Exception, amount.in_currency, "ETH", None)
with mock.patch.object(helper, 'get_ticker', new=ticker_mock):
ticker_mock.return_value = {
"bid": D("0.2"),
"ask": D("0.4"),
"average": D("0.3"),
"foo": "bar",
}
converted_amount = amount.in_currency("ETH", None)
self.assertEqual(D("3.0"), converted_amount.value)
self.assertEqual("ETH", converted_amount.currency)
self.assertEqual(amount, converted_amount.linked_to)
self.assertEqual("bar", converted_amount.ticker["foo"])
converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default")
self.assertEqual(D("2"), converted_amount.value)
converted_amount = amount.in_currency("ETH", None, compute_value="ask")
self.assertEqual(D("4"), converted_amount.value)
converted_amount = amount.in_currency("ETH", None, rate=D("0.02"))
self.assertEqual(D("0.2"), converted_amount.value)
def test__round(self):
amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
self.assertEqual(D("1.23456789"), round(amount).value)
self.assertEqual(D("1.23"), round(amount, 2).value)
def test__abs(self):
amount = portfolio.Amount("SC", -120)
self.assertEqual(120, abs(amount).value)
self.assertEqual("SC", abs(amount).currency)
amount = portfolio.Amount("SC", 10)
self.assertEqual(10, abs(amount).value)
self.assertEqual("SC", abs(amount).currency)
def test__add(self):
amount1 = portfolio.Amount("XVG", "12.9")
amount2 = portfolio.Amount("XVG", "13.1")
self.assertEqual(26, (amount1 + amount2).value)
self.assertEqual("XVG", (amount1 + amount2).currency)
amount3 = portfolio.Amount("ETH", "1.6")
with self.assertRaises(Exception):
amount1 + amount3
amount4 = portfolio.Amount("ETH", 0.0)
self.assertEqual(amount1, amount1 + amount4)
def test__radd(self):
amount = portfolio.Amount("XVG", "12.9")
self.assertEqual(amount, 0 + amount)
with self.assertRaises(Exception):
4 + amount
def test__sub(self):
amount1 = portfolio.Amount("XVG", "13.3")
amount2 = portfolio.Amount("XVG", "13.1")
self.assertEqual(D("0.2"), (amount1 - amount2).value)
self.assertEqual("XVG", (amount1 - amount2).currency)
amount3 = portfolio.Amount("ETH", "1.6")
with self.assertRaises(Exception):
amount1 - amount3
amount4 = portfolio.Amount("ETH", 0.0)
self.assertEqual(amount1, amount1 - amount4)
def test__mul(self):
amount = portfolio.Amount("XEM", 11)
self.assertEqual(D("38.5"), (amount * D("3.5")).value)
self.assertEqual(D("33"), (amount * 3).value)
with self.assertRaises(Exception):
amount * amount
def test__rmul(self):
amount = portfolio.Amount("XEM", 11)
self.assertEqual(D("38.5"), (D("3.5") * amount).value)
self.assertEqual(D("33"), (3 * amount).value)
def test__floordiv(self):
amount = portfolio.Amount("XEM", 11)
self.assertEqual(D("5.5"), (amount / 2).value)
self.assertEqual(D("4.4"), (amount / D("2.5")).value)
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))
@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))
@unittest.skipUnless("unit" in limits, "Unit skipped")
class HelperTest(WebMockTestCase):
def test_get_ticker(self):
market = mock.Mock()
market.fetch_ticker.side_effect = [
{ "bid": 1, "ask": 3 },
helper.ExchangeError("foo"),
{ "bid": 10, "ask": 40 },
helper.ExchangeError("foo"),
helper.ExchangeError("foo"),
]
ticker = helper.get_ticker("ETH", "ETC", market)
market.fetch_ticker.assert_called_with("ETH/ETC")
self.assertEqual(1, ticker["bid"])
self.assertEqual(3, ticker["ask"])
self.assertEqual(2, ticker["average"])
self.assertFalse(ticker["inverted"])
ticker = helper.get_ticker("ETH", "XVG", market)
self.assertEqual(0.0625, ticker["average"])
self.assertTrue(ticker["inverted"])
self.assertIn("original", ticker)
self.assertEqual(10, ticker["original"]["bid"])
ticker = helper.get_ticker("XVG", "XMR", market)
self.assertIsNone(ticker)
market.fetch_ticker.assert_has_calls([
mock.call("ETH/ETC"),
mock.call("ETH/XVG"),
mock.call("XVG/ETH"),
mock.call("XVG/XMR"),
mock.call("XMR/XVG"),
])
market2 = mock.Mock()
market2.fetch_ticker.side_effect = [
{ "bid": 1, "ask": 3 },
{ "bid": 1.2, "ask": 3.5 },
]
ticker1 = helper.get_ticker("ETH", "ETC", market2)
ticker2 = helper.get_ticker("ETH", "ETC", market2)
ticker3 = helper.get_ticker("ETC", "ETH", market2)
market2.fetch_ticker.assert_called_once_with("ETH/ETC")
self.assertEqual(1, ticker1["bid"])
self.assertDictEqual(ticker1, ticker2)
self.assertDictEqual(ticker1, ticker3["original"])
ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True)
ticker5 = helper.get_ticker("ETH", "ETC", market2)
self.assertEqual(1.2, ticker4["bid"])
self.assertDictEqual(ticker4, ticker5)
market3 = mock.Mock()
market3.fetch_ticker.side_effect = [
{ "bid": 1, "ask": 3 },
{ "bid": 1.2, "ask": 3.5 },
]
ticker6 = helper.get_ticker("ETH", "ETC", market3)
helper.ticker_cache_timestamp -= 4
ticker7 = helper.get_ticker("ETH", "ETC", market3)
helper.ticker_cache_timestamp -= 2
ticker8 = helper.get_ticker("ETH", "ETC", market3)
self.assertDictEqual(ticker6, ticker7)
self.assertEqual(1.2, ticker8["bid"])
def test_fetch_fees(self):
market = mock.Mock()
market.fetch_fees.return_value = "Foo"
self.assertEqual("Foo", helper.fetch_fees(market))
market.fetch_fees.assert_called_once()
self.assertEqual("Foo", helper.fetch_fees(market))
market.fetch_fees.assert_called_once()
@mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(helper, "get_ticker")
@mock.patch.object(portfolio.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, market):
if c1 == "USDT" and c2 == "BTC":
return { "average": D("0.0001") }
if c1 == "XVG" and c2 == "BTC":
return { "average": D("0.000001") }
if c1 == "XEM" and c2 == "BTC":
return { "average": D("0.001") }
self.fail("Should be called with {}, {}".format(c1, c2))
get_ticker.side_effect = _get_ticker
market = mock.Mock()
market.fetch_all_balances.return_value = {
"USDT": {
"exchange_free": D("10000.0"),
"exchange_used": D("0.0"),
"exchange_total": D("10000.0"),
"total": D("10000.0")
},
"XVG": {
"exchange_free": D("10000.0"),
"exchange_used": D("0.0"),
"exchange_total": D("10000.0"),
"total": D("10000.0")
},
}
helper.prepare_trades(market)
compute_trades.assert_called()
call = compute_trades.call_args
self.assertEqual(market, call[1]["market"])
self.assertEqual(1, call[0][0]["USDT"].value)
self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
@mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(helper, "get_ticker")
@mock.patch.object(portfolio.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, market):
if c1 == "USDT" and c2 == "BTC":
return { "average": D("0.0001") }
if c1 == "XVG" and c2 == "BTC":
return { "average": D("0.000001") }
if c1 == "XEM" and c2 == "BTC":
return { "average": D("0.001") }
self.fail("Should be called with {}, {}".format(c1, c2))
get_ticker.side_effect = _get_ticker
market = mock.Mock()
market.fetch_all_balances.return_value = {
"USDT": {
"exchange_free": D("10000.0"),
"exchange_used": D("0.0"),
"exchange_total": D("10000.0"),
"total": D("10000.0")
},
"XVG": {
"exchange_free": D("10000.0"),
"exchange_used": D("0.0"),
"exchange_total": D("10000.0"),
"total": D("10000.0")
},
}
helper.update_trades(market)
compute_trades.assert_called()
call = compute_trades.call_args
self.assertEqual(market, call[1]["market"])
self.assertEqual(1, call[0][0]["USDT"].value)
self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
@mock.patch.object(portfolio.Portfolio, "repartition")
@mock.patch.object(helper, "get_ticker")
@mock.patch.object(portfolio.TradeStore, "compute_trades")
def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
def _get_ticker(c1, c2, market):
if c1 == "USDT" and c2 == "BTC":
return { "average": D("0.0001") }
if c1 == "XVG" and c2 == "BTC":
return { "average": D("0.000001") }
self.fail("Should be called with {}, {}".format(c1, c2))
get_ticker.side_effect = _get_ticker
market = mock.Mock()
market.fetch_all_balances.return_value = {
"USDT": {
"exchange_free": D("10000.0"),
"exchange_used": D("0.0"),
"exchange_total": D("10000.0"),
"total": D("10000.0")
},
"XVG": {
"exchange_free": D("10000.0"),
"exchange_used": D("0.0"),
"exchange_total": D("10000.0"),
"total": D("10000.0")
},
}
helper.prepare_trades_to_sell_all(market)
repartition.assert_not_called()
compute_trades.assert_called()
call = compute_trades.call_args
self.assertEqual(market, call[1]["market"])
self.assertEqual(1, call[0][0]["USDT"].value)
self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
@mock.patch.object(portfolio.time, "sleep")
@mock.patch.object(portfolio.TradeStore, "all_orders")
def test_follow_orders(self, all_orders, time_mock):
for verbose, debug, sleep in [
(True, False, None), (False, False, None),
(True, True, None), (True, False, 12),
(True, True, 12)]:
with self.subTest(sleep=sleep, debug=debug, verbose=verbose), \
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
portfolio.TradeStore.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()
helper.follow_orders(verbose=verbose, 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)
if sleep is None:
if debug:
time_mock.assert_called_with(7)
else:
time_mock.assert_called_with(30)
else:
time_mock.assert_called_with(sleep)
if verbose:
self.assertNotEqual("", stdout_mock.getvalue())
else:
self.assertEqual("", stdout_mock.getvalue())
@unittest.skipUnless("unit" in limits, "Unit skipped")
class TradeStoreTest(WebMockTestCase):
@mock.patch.object(portfolio.BalanceStore, "currencies")
@mock.patch.object(portfolio.TradeStore, "add_trade_if_matching")
def test_compute_trades(self, add_trade_if_matching, currencies):
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")),
}
portfolio.TradeStore.compute_trades(values_in_base,
new_repartition, only="only", market="market")
self.assertEqual(5, add_trade_if_matching.call_count)
add_trade_if_matching.assert_any_call(
portfolio.Amount("BTC", D("0.9")),
portfolio.Amount("BTC", 0),
"XMR", only="only", market="market"
)
add_trade_if_matching.assert_any_call(
portfolio.Amount("BTC", D("0.4")),
portfolio.Amount("BTC", D("0.5")),
"DASH", only="only", market="market"
)
add_trade_if_matching.assert_any_call(
portfolio.Amount("BTC", D("-0.5")),
portfolio.Amount("BTC", D("0")),
"XVG", only="only", market="market"
)
add_trade_if_matching.assert_any_call(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.1")),
"XVG", only="only", market="market"
)
add_trade_if_matching.assert_any_call(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="only", market="market"
)
def test_add_trade_if_matching(self):
result = portfolio.TradeStore.add_trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="nope", market="market"
)
self.assertEqual(0, len(portfolio.TradeStore.all))
self.assertEqual(False, result)
portfolio.TradeStore.all = []
result = portfolio.TradeStore.add_trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only=None, market="market"
)
self.assertEqual(1, len(portfolio.TradeStore.all))
self.assertEqual(True, result)
portfolio.TradeStore.all = []
result = portfolio.TradeStore.add_trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="acquire", market="market"
)
self.assertEqual(1, len(portfolio.TradeStore.all))
self.assertEqual(True, result)
portfolio.TradeStore.all = []
result = portfolio.TradeStore.add_trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="dispose", market="market"
)
self.assertEqual(0, len(portfolio.TradeStore.all))
self.assertEqual(False, result)
def test_prepare_orders(self):
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
portfolio.TradeStore.all.append(trade_mock1)
portfolio.TradeStore.all.append(trade_mock2)
portfolio.TradeStore.prepare_orders()
trade_mock1.prepare_order.assert_called_with(compute_value="default")
trade_mock2.prepare_order.assert_called_with(compute_value="default")
portfolio.TradeStore.prepare_orders(compute_value="bla")
trade_mock1.prepare_order.assert_called_with(compute_value="bla")
trade_mock2.prepare_order.assert_called_with(compute_value="bla")
trade_mock1.prepare_order.reset_mock()
trade_mock2.prepare_order.reset_mock()
trade_mock1.action = "foo"
trade_mock2.action = "bar"
portfolio.TradeStore.prepare_orders(only="bar")
trade_mock1.prepare_order.assert_not_called()
trade_mock2.prepare_order.assert_called_with(compute_value="default")
def test_print_all_with_order(self):
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
trade_mock3 = mock.Mock()
portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3]
portfolio.TradeStore.print_all_with_order()
trade_mock1.print_with_order.assert_called()
trade_mock2.print_with_order.assert_called()
trade_mock3.print_with_order.assert_called()
@mock.patch.object(portfolio.TradeStore, "all_orders")
def test_run_orders(self, all_orders):
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock3 = mock.Mock()
all_orders.return_value = [order_mock1, order_mock2, order_mock3]
portfolio.TradeStore.run_orders()
all_orders.assert_called_with(state="pending")
order_mock1.run.assert_called()
order_mock2.run.assert_called()
order_mock3.run.assert_called()
def test_all_orders(self):
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock3 = mock.Mock()
trade_mock1.orders = [order_mock1, order_mock2]
trade_mock2.orders = [order_mock3]
order_mock1.status = "pending"
order_mock2.status = "open"
order_mock3.status = "open"
portfolio.TradeStore.all.append(trade_mock1)
portfolio.TradeStore.all.append(trade_mock2)
orders = portfolio.TradeStore.all_orders()
self.assertEqual(3, len(orders))
open_orders = portfolio.TradeStore.all_orders(state="open")
self.assertEqual(2, len(open_orders))
self.assertEqual([order_mock2, order_mock3], open_orders)
@mock.patch.object(portfolio.TradeStore, "all_orders")
def test_update_all_orders_status(self, all_orders):
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock3 = mock.Mock()
all_orders.return_value = [order_mock1, order_mock2, order_mock3]
portfolio.TradeStore.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,
},
}
@mock.patch.object(helper, "get_ticker")
def test_in_currency(self, get_ticker):
portfolio.BalanceStore.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}),
}
market = mock.Mock()
get_ticker.return_value = {
"bid": D("0.09"),
"ask": D("0.11"),
"average": D("0.1"),
}
amounts = portfolio.BalanceStore.in_currency("BTC", market)
self.assertEqual("BTC", amounts["ETH"].currency)
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.30"), amounts["ETH"].value)
amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid")
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.27"), amounts["ETH"].value)
amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used")
self.assertEqual(D("0.30"), amounts["BTC"].value)
self.assertEqual(0, amounts["ETH"].value)
def test_fetch_balances(self):
market = mock.Mock()
market.fetch_all_balances.return_value = self.fetch_balance
portfolio.BalanceStore.fetch_balances(market)
self.assertNotIn("ETC", portfolio.BalanceStore.currencies())
self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies()))
portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", {
"exchange_total": "1", "exchange_free": "0",
"exchange_used": "1" })
portfolio.BalanceStore.fetch_balances(market)
self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total)
self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies()))
@mock.patch.object(portfolio.Portfolio, "repartition")
def test_dispatch_assets(self, repartition):
market = mock.Mock()
market.fetch_all_balances.return_value = self.fetch_balance
portfolio.BalanceStore.fetch_balances(market)
self.assertNotIn("XEM", portfolio.BalanceStore.currencies())
repartition.return_value = {
"XEM": (D("0.75"), "long"),
"BTC": (D("0.26"), "long"),
"DASH": (D("0.10"), "short"),
}
amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1"))
self.assertIn("XEM", portfolio.BalanceStore.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)
def test_currencies(self):
portfolio.BalanceStore.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(portfolio.BalanceStore.currencies()))
@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.assertEqual("BTC", trade.base_currency)
self.assertEqual("ETH", trade.currency)
with self.assertRaises(AssertionError):
portfolio.Trade(value_from, value_to, "ETC")
with self.assertRaises(AssertionError):
value_from.linked_to = None
portfolio.Trade(value_from, value_to, "ETH")
with self.assertRaises(AssertionError):
value_from.currency = "ETH"
portfolio.Trade(value_from, value_to, "ETH")
value_from = portfolio.Amount("BTC", 0)
trade = portfolio.Trade(value_from, value_to, "ETH")
self.assertEqual(0, trade.value_from.linked_to)
def test_action(self):
value_from = portfolio.Amount("BTC", "1.0")
value_from.linked_to = portfolio.Amount("ETH", "10.0")
value_to = portfolio.Amount("BTC", "1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
self.assertIsNone(trade.action)
value_from = portfolio.Amount("BTC", "1.0")
value_from.linked_to = portfolio.Amount("BTC", "1.0")
value_to = portfolio.Amount("BTC", "2.0")
trade = portfolio.Trade(value_from, value_to, "BTC")
self.assertIsNone(trade.action)
value_from = portfolio.Amount("BTC", "0.5")
value_from.linked_to = portfolio.Amount("ETH", "10.0")
value_to = portfolio.Amount("BTC", "1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
self.assertEqual("acquire", trade.action)
value_from = portfolio.Amount("BTC", "0")
value_from.linked_to = portfolio.Amount("ETH", "0")
value_to = portfolio.Amount("BTC", "-1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
self.assertEqual("dispose", trade.action)
def test_order_action(self):
value_from = portfolio.Amount("BTC", "0.5")
value_from.linked_to = portfolio.Amount("ETH", "10.0")
value_to = portfolio.Amount("BTC", "1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
self.assertEqual("buy", trade.order_action(False))
self.assertEqual("sell", trade.order_action(True))
value_from = portfolio.Amount("BTC", "0")
value_from.linked_to = portfolio.Amount("ETH", "0")
value_to = portfolio.Amount("BTC", "-1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
self.assertEqual("sell", trade.order_action(False))
self.assertEqual("buy", trade.order_action(True))
def test_trade_type(self):
value_from = portfolio.Amount("BTC", "0.5")
value_from.linked_to = portfolio.Amount("ETH", "10.0")
value_to = portfolio.Amount("BTC", "1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
self.assertEqual("long", trade.trade_type)
value_from = portfolio.Amount("BTC", "0")
value_from.linked_to = portfolio.Amount("ETH", "0")
value_to = portfolio.Amount("BTC", "-1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
self.assertEqual("short", trade.trade_type)
def test_filled_amount(self):
value_from = portfolio.Amount("BTC", "0.5")
value_from.linked_to = portfolio.Amount("ETH", "10.0")
value_to = portfolio.Amount("BTC", "1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
order1 = mock.Mock()
order1.filled_amount.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(helper, "get_ticker")
@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, get_ticker):
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", market="market")
trade.prepare_order()
filled_amount.assert_not_called()
compute_value.assert_not_called()
self.assertEqual(0, len(trade.orders))
Order.assert_not_called()
get_ticker.return_value = { "inverted": False }
with self.subTest(desc="Already filled"), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
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", market="market")
trade.prepare_order()
filled_amount.assert_called_with(in_base_currency=False)
compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
self.assertEqual(0, len(trade.orders))
self.assertRegex(stdout_mock.getvalue(), "Less to do than already filled: ")
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", market="market")
trade.prepare_order()
filled_amount.assert_called_with(in_base_currency=False)
compute_value.assert_called_with(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", "market",
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", market="market")
trade.prepare_order()
filled_amount.assert_called_with(in_base_currency=True)
compute_value.assert_called_with(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", "market",
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", market="market")
trade.prepare_order()
filled_amount.assert_called_with(in_base_currency=False)
compute_value.assert_called_with(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", "market",
trade, close_if_possible=True)
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", market="market")
trade.prepare_order(compute_value="foo")
filled_amount.assert_called_with(in_base_currency=True)
compute_value.assert_called_with(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", "market",
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", market="market")
trade.prepare_order(compute_value="foo")
filled_amount.assert_called_with(in_base_currency=False)
compute_value.assert_called_with(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", "market",
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")
def _prepare_order(compute_value=None):
trade.orders.append(new_order_mock)
prepare_order.side_effect = _prepare_order
for i in [0, 1, 3, 4, 6]:
with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
trade.update_order(order_mock, i)
order_mock.cancel.assert_not_called()
new_order_mock.run.assert_not_called()
self.assertRegex(stdout_mock.getvalue(), "tick {}, waiting".format(i))
self.assertEqual(0, len(trade.orders))
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
trade.update_order(order_mock, 2)
order_mock.cancel.assert_called()
new_order_mock.run.assert_called()
prepare_order.assert_called()
self.assertRegex(stdout_mock.getvalue(), "tick 2, cancelling and adjusting")
self.assertEqual(1, len(trade.orders))
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
trade.update_order(order_mock, 5)
order_mock.cancel.assert_called()
new_order_mock.run.assert_called()
prepare_order.assert_called()
self.assertRegex(stdout_mock.getvalue(), "tick 5, cancelling and adjusting")
self.assertEqual(1, len(trade.orders))
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
with mock.patch('sys.stdout', new_callable=StringIO) as stdout_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.assertRegex(stdout_mock.getvalue(), "tick 7, fallbacking to market value")
self.assertRegex(stdout_mock.getvalue(), "tick 7, market value, cancelling and adjusting to")
self.assertEqual(1, len(trade.orders))
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
for i in [10, 13, 16]:
with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
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.assertNotRegex(stdout_mock.getvalue(), "tick {}, fallbacking to market value".format(i))
self.assertRegex(stdout_mock.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i))
self.assertEqual(1, len(trade.orders))
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
for i in [8, 9, 11, 12]:
with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
trade.update_order(order_mock, i)
order_mock.cancel.assert_not_called()
new_order_mock.run.assert_not_called()
self.assertEqual("", stdout_mock.getvalue())
self.assertEqual(0, len(trade.orders))
order_mock.reset_mock()
new_order_mock.reset_mock()
trade.orders = []
@mock.patch('sys.stdout', new_callable=StringIO)
def test_print_with_order(self, mock_stdout):
value_from = portfolio.Amount("BTC", "0.5")
value_from.linked_to = portfolio.Amount("ETH", "10.0")
value_to = portfolio.Amount("BTC", "1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
order_mock1 = mock.Mock()
order_mock1.__repr__ = mock.Mock()
order_mock1.__repr__.return_value = "Mock 1"
order_mock2 = mock.Mock()
order_mock2.__repr__ = mock.Mock()
order_mock2.__repr__.return_value = "Mock 2"
trade.orders.append(order_mock1)
trade.orders.append(order_mock2)
trade.print_with_order()
out = mock_stdout.getvalue().split("\n")
self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0])
self.assertEqual("\tMock 1", out[1])
self.assertEqual("\tMock 2", out[2])
def test__repr(self):
value_from = portfolio.Amount("BTC", "0.5")
value_from.linked_to = portfolio.Amount("ETH", "10.0")
value_to = portfolio.Amount("BTC", "1.0")
trade = portfolio.Trade(value_from, value_to, "ETH")
self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
class AcceptanceTest(WebMockTestCase):
@unittest.expectedFailure
def test_success_sell_only_necessary(self):
fetch_balance = {
"ETH": {
"exchange_free": D("1.0"),
"exchange_used": D("0.0"),
"exchange_total": D("1.0"),
"total": D("1.0"),
},
"ETC": {
"exchange_free": D("4.0"),
"exchange_used": D("0.0"),
"exchange_total": D("4.0"),
"total": D("4.0"),
},
"XVG": {
"exchange_free": D("1000.0"),
"exchange_used": D("0.0"),
"exchange_total": D("1000.0"),
"total": D("1000.0"),
},
}
repartition = {
"ETH": (D("0.25"), "long"),
"ETC": (D("0.25"), "long"),
"BTC": (D("0.4"), "long"),
"BTD": (D("0.01"), "short"),
"B2X": (D("0.04"), "long"),
"USDT": (D("0.05"), "long"),
}
def fetch_ticker(symbol):
if symbol == "ETH/BTC":
return {
"symbol": "ETH/BTC",
"bid": D("0.14"),
"ask": D("0.16")
}
if symbol == "ETC/BTC":
return {
"symbol": "ETC/BTC",
"bid": D("0.002"),
"ask": D("0.003")
}
if symbol == "XVG/BTC":
return {
"symbol": "XVG/BTC",
"bid": D("0.00003"),
"ask": D("0.00005")
}
if symbol == "BTD/BTC":
return {
"symbol": "BTD/BTC",
"bid": D("0.0008"),
"ask": D("0.0012")
}
if symbol == "B2X/BTC":
return {
"symbol": "B2X/BTC",
"bid": D("0.0008"),
"ask": D("0.0012")
}
if symbol == "USDT/BTC":
raise 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 = 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("dispose", trades[3].action)
self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
self.assertEqual("acquire", trades[4].action)
self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
self.assertEqual("acquire", trades[5].action)
# Action 2
portfolio.Trade.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
all_orders = portfolio.Trade.all_orders()
self.assertEqual(2, len(all_orders))
self.assertEqual(2, 3*all_orders[0].amount.value)
self.assertEqual(D("0.14014"), all_orders[0].rate)
self.assertEqual(1000, all_orders[1].amount.value)
self.assertEqual(D("0.00003003"), all_orders[1].rate)
def create_order(symbol, type, action, amount, price=None, account="exchange"):
self.assertEqual("limit", type)
if symbol == "ETH/BTC":
self.assertEqual("sell", action)
self.assertEqual(D('0.66666666'), amount)
self.assertEqual(D("0.14014"), price)
elif symbol == "XVG/BTC":
self.assertEqual("sell", action)
self.assertEqual(1000, amount)
self.assertEqual(D("0.00003003"), price)
else:
self.fail("I shouldn't have been called")
return {
"id": symbol,
}
market.create_order.side_effect = create_order
market.order_precision.return_value = 8
# Action 3
portfolio.TradeStore.run_orders()
self.assertEqual("open", all_orders[0].status)
self.assertEqual("open", all_orders[1].status)
market.fetch_order.return_value = { "status": "closed" }
with mock.patch.object(portfolio.time, "sleep") as sleep:
# Action 4
helper.follow_orders(verbose=False)
sleep.assert_called_with(30)
for order in all_orders:
self.assertEqual("closed", order.status)
fetch_balance = {
"ETH": {
"free": D("1.0") / 3,
"used": D("0.0"),
"total": D("1.0") / 3,
},
"BTC": {
"free": D("0.134"),
"used": D("0.0"),
"total": D("0.134"),
},
"ETC": {
"free": D("4.0"),
"used": D("0.0"),
"total": D("4.0"),
},
"XVG": {
"free": D("0.0"),
"used": D("0.0"),
"total": D("0.0"),
},
}
market.fetch_balance.return_value = fetch_balance
with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
# Action 5
helper.update_trades(market, only="buy", 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 = TradeStore.all
self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to)
self.assertEqual("sell", trades["ETH"].action)
self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to)
self.assertEqual("buy", trades["ETC"].action)
self.assertNotIn("BTC", trades)
self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.00194")), trades["BTD"].value_to)
self.assertEqual("buy", trades["BTD"].action)
self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to)
self.assertEqual("buy", trades["B2X"].action)
self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to)
self.assertEqual("buy", trades["USDT"].action)
self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to)
self.assertEqual("sell", trades["XVG"].action)
# Action 6
portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"])
all_orders = portfolio.Trade.all_orders(state="pending")
self.assertEqual(4, len(all_orders))
self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
self.assertEqual(D("0.003"), all_orders[0].rate)
self.assertEqual("buy", all_orders[0].action)
self.assertEqual("long", all_orders[0].trade_type)
self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
self.assertEqual(D("0.0012"), all_orders[1].rate)
self.assertEqual("sell", all_orders[1].action)
self.assertEqual("short", all_orders[1].trade_type)
diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
self.assertAlmostEqual(0, diff.value)
self.assertEqual(D("0.0012"), all_orders[2].rate)
self.assertEqual("buy", all_orders[2].action)
self.assertEqual("long", all_orders[2].trade_type)
self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
self.assertEqual(D("16000"), all_orders[3].rate)
self.assertEqual("sell", all_orders[3].action)
self.assertEqual("long", all_orders[3].trade_type)
# Action 6b
# TODO:
# Move balances to margin
# Action 7
# TODO
# portfolio.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()