from .helper import *
import portfolio
import datetime
@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")
def test_eat_several(self):
self.m.ccxt.fetch_nth_order_book.return_value = D("0.00001275")
self.assertEqual(D("0.00001275"), portfolio.Computation.eat_several(self.m)({ "symbol": "BTC/HUC" }, "ask"))
@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, "ETH", self.m)
with self.assertRaises(AssertionError):
portfolio.Trade(value_from, value_to, "ETC", self.m)
with self.assertRaises(AssertionError):
value_from.currency = "ETH"
portfolio.Trade(value_from, value_to, "ETH", self.m)
value_from.currency = "BTC"
with self.assertRaises(AssertionError):
value_from2 = portfolio.Amount("BTC", "1.0")
portfolio.Trade(value_from2, 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)
trade.inverted = False
self.assertEqual("buy", trade.order_action())
trade.inverted = True
self.assertEqual("sell", trade.order_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)
trade.inverted = False
self.assertEqual("sell", trade.order_action())
trade.inverted = True
self.assertEqual("buy", trade.order_action())
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_is_fullfiled(self):
with self.subTest(inverted=False):
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("BTC", "0.3")
order2 = mock.Mock()
order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
trade.orders.append(order1)
trade.orders.append(order2)
self.assertFalse(trade.is_fullfiled)
order3 = mock.Mock()
order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
trade.orders.append(order3)
self.assertTrue(trade.is_fullfiled)
order1.filled_amount.assert_called_with(in_base_currency=True, refetch=True)
order2.filled_amount.assert_called_with(in_base_currency=True, refetch=True)
order3.filled_amount.assert_called_with(in_base_currency=True, refetch=True)
with self.subTest(inverted=True):
value_from = portfolio.Amount("BTC", "0.5")
value_from.linked_to = portfolio.Amount("USDT", "1000.0")
value_to = portfolio.Amount("BTC", "1.0")
trade = portfolio.Trade(value_from, value_to, "USDT", self.m)
trade.inverted = True
order1 = mock.Mock()
order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
order2 = mock.Mock()
order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
trade.orders.append(order1)
trade.orders.append(order2)
self.assertFalse(trade.is_fullfiled)
order3 = mock.Mock()
order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
trade.orders.append(order3)
self.assertTrue(trade.is_fullfiled)
order1.filled_amount.assert_called_with(in_base_currency=False, refetch=True)
order2.filled_amount.assert_called_with(in_base_currency=False, refetch=True)
order3.filled_amount.assert_called_with(in_base_currency=False, refetch=True)
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, refetch=False)
order2.filled_amount.assert_called_with(in_base_currency=False, refetch=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, refetch=False)
order2.filled_amount.assert_called_with(in_base_currency=False, refetch=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, refetch=False)
order2.filled_amount.assert_called_with(in_base_currency=True, refetch=False)
@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 = None
with self.subTest(desc="Unknown ticker"):
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_not_called()
compute_value.assert_not_called()
self.assertEqual(0, len(trade.orders))
Order.assert_not_called()
self.m.report.log_error.assert_called_once_with('prepare_order',
message='Unknown ticker FOO/BTC')
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="dispose", inverted=False, close_if_possible=True):
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(close_if_possible=True)
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=True)
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)
def test_tick_actions_recreate(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("average", trade.tick_actions_recreate(0))
self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo"))
self.assertEqual("average", trade.tick_actions_recreate(1))
self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2))
self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3))
self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5))
self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6))
self.assertEqual("default", trade.tick_actions_recreate(7))
self.assertEqual("default", trade.tick_actions_recreate(8))
@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=mock.ANY,
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=mock.ANY,
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()
with self.subTest(tick=22):
trade.update_order(order_mock, 22)
order_mock.cancel.assert_called()
new_order_mock.run.assert_called()
prepare_order.assert_called_with(compute_value=mock.ANY)
self.m.report.log_order.assert_called()
self.assertEqual(2, self.m.report.log_order.call_count)
calls = [
mock.call(order_mock, 22, update="market_adjust_eat",
compute_value=mock.ANY,
new_order=new_order_mock),
mock.call(order_mock, 22, 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()
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)
with mock.patch.object(trade, "filled_amount") as filled:
filled.return_value = portfolio.Amount("BTC", "0.1")
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]))
self.m.report.print_log.reset_mock()
filled.return_value = portfolio.Amount("BTC", "0.5")
trade.print_with_order()
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.m.report.print_log.reset_mock()
filled.return_value = portfolio.Amount("BTC", "0.1")
trade.closed = True
trade.print_with_order()
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]))
def test_close(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()
trade.orders.append(order1)
trade.close()
self.assertEqual(True, trade.closed)
order1.cancel.assert_called_once_with()
def test_pending(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)
trade.closed = True
self.assertEqual(False, trade.pending)
trade.closed = False
self.assertEqual(True, trade.pending)
order1 = mock.Mock()
order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5")
trade.orders.append(order1)
self.assertEqual(False, trade.pending)
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 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_available": "0",
"margin_in_position": "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_available.value)
self.assertEqual("BTC", balance.margin_total.currency)
self.assertEqual("BTC", balance.margin_borrowed.currency)
self.assertEqual("BTC", balance.margin_available.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_in_position": 1, "margin_available": 2 })
self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 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_in_position": 1, "exchange_free": 2, "exchange_total": 2})
self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌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_available"])
self.assertEqual(D(0), as_json["margin_borrowed"])
@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):
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.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)
with self.subTest(desc="Nominal case"):
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_with()
self.m.report.log_debug_action.assert_not_called()
with self.subTest(exception=True):
self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
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)
self.m.report.log_error.assert_called_once()
self.m.reset_mock()
with self.subTest(id=None):
self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
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.reset_mock()
with self.subTest(open=False):
self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.status = "closed"
order.cancel()
self.m.ccxt.cancel_order.assert_not_called()
def test_mark_dust_amount_remaining(self):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
self.m.ccxt.is_dust_trade.return_value = False
order.mark_dust_amount_remaining_order()
self.assertEqual("pending", order.status)
self.m.ccxt.is_dust_trade.return_value = True
order.mark_dust_amount_remaining_order()
self.assertEqual("pending", order.status)
order.status = "open"
order.mark_dust_amount_remaining_order()
self.assertEqual("closed_dust_remaining", order.status)
@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.status = "open"
self.assertEqual(9, order.remaining_amount().value)
@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_not_called()
self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False, refetch=True))
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 13:00:12", "rate": "0.1",
"amount": "3", "total": "0.3"
},
{
"tradeID": 43, "type": "buy", "fee": "0.0015",
"date": "2017-12-30 12:00:12", "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(43, order.mouvements[0].id)
self.assertEqual(42, 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")
@mock.patch.object(portfolio.Order, "mark_disappeared_order")
@mock.patch.object(portfolio.Order, "mark_finished_order")
def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements):
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()
self.m.report.log_debug_action.assert_called_once()
self.m.report.log_debug_action.reset_mock()
self.m.ccxt.fetch_order.assert_not_called()
mark_finished_order.assert_not_called()
mark_disappeared_order.assert_not_called()
fetch_mouvements.assert_not_called()
with self.subTest(debug=False):
self.m.debug = False
self.m.ccxt.fetch_order.return_value = {
"status": "foo",
"datetime": "timestamp"
}
self.m.ccxt.is_dust_trade.return_value = False
order.fetch()
self.m.ccxt.fetch_order.assert_called_once_with(45)
fetch_mouvements.assert_called_once()
self.assertEqual("foo", order.status)
self.assertEqual("timestamp", order.timestamp)
self.assertEqual(1, len(order.results))
self.m.report.log_debug_action.assert_not_called()
mark_finished_order.assert_called_once()
mark_disappeared_order.assert_called_once()
mark_finished_order.reset_mock()
with self.subTest(missing_order=True):
self.m.ccxt.fetch_order.side_effect = [
portfolio.OrderNotCached,
]
order.fetch()
self.assertEqual("closed_unknown", order.status)
mark_finished_order.assert_called_once()
def test_mark_disappeared_order(self):
with self.subTest("Open order"):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.id = 45
order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
"tradeID":21336541,
"currencyPair":"BTC_XRP",
"type":"sell",
"rate":"0.00007013",
"amount":"0.00000222",
"total":"0.00000000",
"fee":"0.00150000",
"date":"2018-04-02 00:09:13"
}))
order.mark_disappeared_order()
self.assertEqual("pending", order.status)
with self.subTest("Non-zero amount"):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.id = 45
order.status = "closed"
order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
"tradeID":21336541,
"currencyPair":"BTC_XRP",
"type":"sell",
"rate":"0.00007013",
"amount":"0.00000222",
"total":"0.00000010",
"fee":"0.00150000",
"date":"2018-04-02 00:09:13"
}))
order.mark_disappeared_order()
self.assertEqual("closed", order.status)
with self.subTest("Other mouvements"):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.id = 45
order.status = "closed"
order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
"tradeID":21336541,
"currencyPair":"BTC_XRP",
"type":"sell",
"rate":"0.00007013",
"amount":"0.00000222",
"total":"0.00000001",
"fee":"0.00150000",
"date":"2018-04-02 00:09:13"
}))
order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
"tradeID":21336541,
"currencyPair":"BTC_XRP",
"type":"sell",
"rate":"0.00007013",
"amount":"0.00000222",
"total":"0.00000000",
"fee":"0.00150000",
"date":"2018-04-02 00:09:13"
}))
order.mark_disappeared_order()
self.assertEqual("error_disappeared", order.status)
with self.subTest("Order disappeared"):
order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
D("0.1"), "BTC", "long", self.m, "trade")
order.id = 45
order.status = "closed"
order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
"tradeID":21336541,
"currencyPair":"BTC_XRP",
"type":"sell",
"rate":"0.00007013",
"amount":"0.00000222",
"total":"0.00000000",
"fee":"0.00150000",
"date":"2018-04-02 00:09:13"
}))
order.mark_disappeared_order()
self.assertEqual("error_disappeared", order.status)
@mock.patch.object(portfolio.Order, "fetch")
def test_get_status(self, 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())
fetch.assert_called_once()
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())
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)
self.m.reset_mock()
with self.subTest(invalid_nonce=True):
with self.subTest(retry_success=True):
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.InvalidNonce,
portfolio.InvalidNonce,
{ "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('0.0010'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
])
self.assertEqual(3, self.m.ccxt.create_order.call_count)
self.assertEqual(3, order.tries)
self.m.report.log_error.assert_called()
self.assertEqual(2, self.m.report.log_error.call_count)
self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY)
self.assertEqual(123, order.id)
self.m.reset_mock()
with self.subTest(retry_success=False):
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.InvalidNonce,
portfolio.InvalidNonce,
portfolio.InvalidNonce,
portfolio.InvalidNonce,
portfolio.InvalidNonce,
]
order.run()
self.assertEqual(5, self.m.ccxt.create_order.call_count)
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 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY)
self.assertEqual("error", order.status)
self.m.reset_mock()
with self.subTest(request_timeout=True):
order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
D("0.1"), "BTC", "long", self.m, "trade")
with self.subTest(retrieved=False), \
mock.patch.object(order, "retrieve_order") as retrieve:
self.m.ccxt.create_order.side_effect = [
portfolio.RequestTimeout,
portfolio.RequestTimeout,
{ "id": 123 },
]
retrieve.return_value = False
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('0.0010'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
])
self.assertEqual(3, self.m.ccxt.create_order.call_count)
self.assertEqual(3, order.tries)
self.m.report.log_error.assert_called()
self.assertEqual(2, self.m.report.log_error.call_count)
self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY)
self.assertEqual(123, order.id)
self.m.reset_mock()
order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
D("0.1"), "BTC", "long", self.m, "trade")
with self.subTest(retrieved=True), \
mock.patch.object(order, "retrieve_order") as retrieve:
self.m.ccxt.create_order.side_effect = [
portfolio.RequestTimeout,
]
def _retrieve():
order.results.append({"id": 123})
return True
retrieve.side_effect = _retrieve
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')),
])
self.assertEqual(1, self.m.ccxt.create_order.call_count)
self.assertEqual(1, order.tries)
self.m.report.log_error.assert_called()
self.assertEqual(1, self.m.report.log_error.call_count)
self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order")
self.assertEqual(123, order.id)
self.m.reset_mock()
order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
D("0.1"), "BTC", "long", self.m, "trade")
with self.subTest(retrieved=False), \
mock.patch.object(order, "retrieve_order") as retrieve:
self.m.ccxt.create_order.side_effect = [
portfolio.RequestTimeout,
portfolio.RequestTimeout,
portfolio.RequestTimeout,
portfolio.RequestTimeout,
portfolio.RequestTimeout,
]
retrieve.return_value = False
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('0.0010'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
])
self.assertEqual(5, self.m.ccxt.create_order.call_count)
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 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY)
self.assertEqual("error", order.status)
def test_retrieve_order(self):
with self.subTest(similar_open_order=True):
order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
D("0.1"), "BTC", "long", self.m, "trade")
order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55, 0, tz(2))
self.m.ccxt.order_precision.return_value = 8
self.m.ccxt.fetch_orders.return_value = [
{ # Wrong amount
'amount': 0.002, 'cost': 0.1,
'datetime': '2018-03-25T15:15:51.000Z',
'fee': None, 'filled': 0.0,
'id': '1',
'info': {
'amount': '0.002',
'date': '2018-03-25 15:15:51',
'margin': 0, 'orderNumber': '1',
'price': '0.1', 'rate': '0.1',
'side': 'buy', 'startingAmount': '0.002',
'status': 'open', 'total': '0.0002',
'type': 'limit'
},
'price': 0.1, 'remaining': 0.002, 'side': 'buy',
'status': 'open', 'symbol': 'ETH/BTC',
'timestamp': 1521990951000, 'trades': None,
'type': 'limit'
},
{ # Margin
'amount': 0.001, 'cost': 0.1,
'datetime': '2018-03-25T15:15:51.000Z',
'fee': None, 'filled': 0.0,
'id': '2',
'info': {
'amount': '0.001',
'date': '2018-03-25 15:15:51',
'margin': 1, 'orderNumber': '2',
'price': '0.1', 'rate': '0.1',
'side': 'buy', 'startingAmount': '0.001',
'status': 'open', 'total': '0.0001',
'type': 'limit'
},
'price': 0.1, 'remaining': 0.001, 'side': 'buy',
'status': 'open', 'symbol': 'ETH/BTC',
'timestamp': 1521990951000, 'trades': None,
'type': 'limit'
},
{ # selling
'amount': 0.001, 'cost': 0.1,
'datetime': '2018-03-25T15:15:51.000Z',
'fee': None, 'filled': 0.0,
'id': '3',
'info': {
'amount': '0.001',
'date': '2018-03-25 15:15:51',
'margin': 0, 'orderNumber': '3',
'price': '0.1', 'rate': '0.1',
'side': 'sell', 'startingAmount': '0.001',
'status': 'open', 'total': '0.0001',
'type': 'limit'
},
'price': 0.1, 'remaining': 0.001, 'side': 'sell',
'status': 'open', 'symbol': 'ETH/BTC',
'timestamp': 1521990951000, 'trades': None,
'type': 'limit'
},
{ # Wrong rate
'amount': 0.001, 'cost': 0.15,
'datetime': '2018-03-25T15:15:51.000Z',
'fee': None, 'filled': 0.0,
'id': '4',
'info': {
'amount': '0.001',
'date': '2018-03-25 15:15:51',
'margin': 0, 'orderNumber': '4',
'price': '0.15', 'rate': '0.15',
'side': 'buy', 'startingAmount': '0.001',
'status': 'open', 'total': '0.0001',
'type': 'limit'
},
'price': 0.15, 'remaining': 0.001, 'side': 'buy',
'status': 'open', 'symbol': 'ETH/BTC',
'timestamp': 1521990951000, 'trades': None,
'type': 'limit'
},
{ # All good
'amount': 0.001, 'cost': 0.1,
'datetime': '2018-03-25T15:15:51.000Z',
'fee': None, 'filled': 0.0,
'id': '5',
'info': {
'amount': '0.001',
'date': '2018-03-25 15:15:51',
'margin': 0, 'orderNumber': '1',
'price': '0.1', 'rate': '0.1',
'side': 'buy', 'startingAmount': '0.001',
'status': 'open', 'total': '0.0001',
'type': 'limit'
},
'price': 0.1, 'remaining': 0.001, 'side': 'buy',
'status': 'open', 'symbol': 'ETH/BTC',
'timestamp': 1521990951000, 'trades': None,
'type': 'limit'
}
]
result = order.retrieve_order()
self.assertTrue(result)
self.assertEqual('5', order.results[0]["id"])
self.m.ccxt.fetch_my_trades.assert_not_called()
self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
self.m.reset_mock()
with self.subTest(similar_open_order=False, past_trades=True):
order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
D("0.1"), "BTC", "long", self.m, "trade")
order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55, 0, tz(2))
self.m.ccxt.order_precision.return_value = 8
self.m.ccxt.fetch_orders.return_value = []
self.m.ccxt.fetch_my_trades.return_value = [
{ # Wrong timestamp 1
'amount': 0.0006,
'cost': 0.00006,
'datetime': '2018-03-25T15:15:14.000Z',
'id': '1-1',
'info': {
'amount': '0.0006',
'category': 'exchange',
'date': '2018-03-25 15:15:14',
'fee': '0.00150000',
'globalTradeID': 1,
'orderNumber': '1',
'rate': '0.1',
'total': '0.00006',
'tradeID': '1-1',
'type': 'buy'
},
'order': '1',
'price': 0.1,
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': 1521983714,
'type': 'limit'
},
{ # Wrong timestamp 2
'amount': 0.0004,
'cost': 0.00004,
'datetime': '2018-03-25T15:16:54.000Z',
'id': '1-2',
'info': {
'amount': '0.0004',
'category': 'exchange',
'date': '2018-03-25 15:16:54',
'fee': '0.00150000',
'globalTradeID': 2,
'orderNumber': '1',
'rate': '0.1',
'total': '0.00004',
'tradeID': '1-2',
'type': 'buy'
},
'order': '1',
'price': 0.1,
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': 1521983814,
'type': 'limit'
},
{ # Wrong side 1
'amount': 0.0006,
'cost': 0.00006,
'datetime': '2018-03-25T15:15:54.000Z',
'id': '2-1',
'info': {
'amount': '0.0006',
'category': 'exchange',
'date': '2018-03-25 15:15:54',
'fee': '0.00150000',
'globalTradeID': 1,
'orderNumber': '2',
'rate': '0.1',
'total': '0.00006',
'tradeID': '2-1',
'type': 'sell'
},
'order': '2',
'price': 0.1,
'side': 'sell',
'symbol': 'ETH/BTC',
'timestamp': 1521983754,
'type': 'limit'
},
{ # Wrong side 2
'amount': 0.0004,
'cost': 0.00004,
'datetime': '2018-03-25T15:16:54.000Z',
'id': '2-2',
'info': {
'amount': '0.0004',
'category': 'exchange',
'date': '2018-03-25 15:16:54',
'fee': '0.00150000',
'globalTradeID': 2,
'orderNumber': '2',
'rate': '0.1',
'total': '0.00004',
'tradeID': '2-2',
'type': 'buy'
},
'order': '2',
'price': 0.1,
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': 1521983814,
'type': 'limit'
},
{ # Margin trade 1
'amount': 0.0006,
'cost': 0.00006,
'datetime': '2018-03-25T15:15:54.000Z',
'id': '3-1',
'info': {
'amount': '0.0006',
'category': 'marginTrade',
'date': '2018-03-25 15:15:54',
'fee': '0.00150000',
'globalTradeID': 1,
'orderNumber': '3',
'rate': '0.1',
'total': '0.00006',
'tradeID': '3-1',
'type': 'buy'
},
'order': '3',
'price': 0.1,
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': 1521983754,
'type': 'limit'
},
{ # Margin trade 2
'amount': 0.0004,
'cost': 0.00004,
'datetime': '2018-03-25T15:16:54.000Z',
'id': '3-2',
'info': {
'amount': '0.0004',
'category': 'marginTrade',
'date': '2018-03-25 15:16:54',
'fee': '0.00150000',
'globalTradeID': 2,
'orderNumber': '3',
'rate': '0.1',
'total': '0.00004',
'tradeID': '3-2',
'type': 'buy'
},
'order': '3',
'price': 0.1,
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': 1521983814,
'type': 'limit'
},
{ # Wrong amount 1
'amount': 0.0005,
'cost': 0.00005,
'datetime': '2018-03-25T15:15:54.000Z',
'id': '4-1',
'info': {
'amount': '0.0005',
'category': 'exchange',
'date': '2018-03-25 15:15:54',
'fee': '0.00150000',
'globalTradeID': 1,
'orderNumber': '4',
'rate': '0.1',
'total': '0.00005',
'tradeID': '4-1',
'type': 'buy'
},
'order': '4',
'price': 0.1,
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': 1521983754,
'type': 'limit'
},
{ # Wrong amount 2
'amount': 0.0004,
'cost': 0.00004,
'datetime': '2018-03-25T15:16:54.000Z',
'id': '4-2',
'info': {
'amount': '0.0004',
'category': 'exchange',
'date': '2018-03-25 15:16:54',
'fee': '0.00150000',
'globalTradeID': 2,
'orderNumber': '4',
'rate': '0.1',
'total': '0.00004',
'tradeID': '4-2',
'type': 'buy'
},
'order': '4',
'price': 0.1,
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': 1521983814,
'type': 'limit'
},
{ # Wrong price 1
'amount': 0.0006,
'cost': 0.000066,
'datetime': '2018-03-25T15:15:54.000Z',
'id': '5-1',
'info': {
'amount': '0.0006',
'category': 'exchange',
'date': '2018-03-25 15:15:54',
'fee': '0.00150000',
'globalTradeID': 1,
'orderNumber': '5',
'rate': '0.11',
'total': '0.000066',
'tradeID': '5-1',
'type': 'buy'
},
'order': '5',
'price': 0.11,
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': 1521983754,
'type': 'limit'
},
{ # Wrong price 2
'amount': 0.0004,
'cost': 0.00004,
'datetime': '2018-03-25T15:16:54.000Z',
'id': '5-2',
'info': {
'amount': '0.0004',
'category': 'exchange',
'date': '2018-03-25 15:16:54',
'fee': '0.00150000',
'globalTradeID': 2,
'orderNumber': '5',
'rate': '0.1',
'total': '0.00004',
'tradeID': '5-2',
'type': 'buy'
},
'order': '5',
'price': 0.1,
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': 1521983814,
'type': 'limit'
},
{ # All good 1
'amount': 0.0006,
'cost': 0.00006,
'datetime': '2018-03-25T15:15:54.000Z',
'id': '7-1',
'info': {
'amount': '0.0006',
'category': 'exchange',
'date': '2018-03-25 15:15:54',
'fee': '0.00150000',
'globalTradeID': 1,
'orderNumber': '7',
'rate': '0.1',
'total': '0.00006',
'tradeID': '7-1',
'type': 'buy'
},
'order': '7',
'price': 0.1,
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': 1521983754,
'type': 'limit'
},
{ # All good 2
'amount': 0.0004,
'cost': 0.000036,
'datetime': '2018-03-25T15:16:54.000Z',
'id': '7-2',
'info': {
'amount': '0.0004',
'category': 'exchange',
'date': '2018-03-25 15:16:54',
'fee': '0.00150000',
'globalTradeID': 2,
'orderNumber': '7',
'rate': '0.09',
'total': '0.000036',
'tradeID': '7-2',
'type': 'buy'
},
'order': '7',
'price': 0.09,
'side': 'buy',
'symbol': 'ETH/BTC',
'timestamp': 1521983814,
'type': 'limit'
},
]
result = order.retrieve_order()
self.assertTrue(result)
self.assertEqual('7', order.results[0]["id"])
self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
self.m.reset_mock()
with self.subTest(similar_open_order=False, past_trades=False):
order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
D("0.1"), "BTC", "long", self.m, "trade")
order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
self.m.ccxt.order_precision.return_value = 8
self.m.ccxt.fetch_orders.return_value = []
self.m.ccxt.fetch_my_trades.return_value = []
result = order.retrieve_order()
self.assertFalse(result)
@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.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.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 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.assertEqual(portfolio.Amount("ETH", 0), 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"]))
