from .helper import *
import requests
import datetime
import threading
import market, portfolio, store
@unittest.skipUnless("unit" in limits, "Unit skipped")
class NoopLockTest(unittest.TestCase):
def test_with(self):
noop_lock = store.NoopLock()
with noop_lock:
self.assertTrue(True)
@unittest.skipUnless("unit" in limits, "Unit skipped")
class LockedVarTest(unittest.TestCase):
def test_values(self):
locked_var = store.LockedVar("Foo")
self.assertIsInstance(locked_var.lock, store.NoopLock)
self.assertEqual("Foo", locked_var.val)
def test_get(self):
with self.subTest(desc="Normal case"):
locked_var = store.LockedVar("Foo")
self.assertEqual("Foo", locked_var.get())
with self.subTest(desc="Dict"):
locked_var = store.LockedVar({"foo": "bar"})
self.assertEqual({"foo": "bar"}, locked_var.get())
self.assertEqual("bar", locked_var.get("foo"))
self.assertIsNone(locked_var.get("other"))
def test_set(self):
locked_var = store.LockedVar("Foo")
locked_var.set("Bar")
self.assertEqual("Bar", locked_var.get())
def test__getattr(self):
dummy = type('Dummy', (object,), {})()
dummy.attribute = "Hey"
locked_var = store.LockedVar(dummy)
self.assertEqual("Hey", locked_var.attribute)
with self.assertRaises(AttributeError):
locked_var.other
def test_start_lock(self):
locked_var = store.LockedVar("Foo")
locked_var.start_lock()
self.assertEqual("lock", locked_var.lock.__class__.__name__)
thread1 = threading.Thread(target=locked_var.set, args=["Bar1"])
thread2 = threading.Thread(target=locked_var.set, args=["Bar2"])
thread3 = threading.Thread(target=locked_var.set, args=["Bar3"])
with locked_var.lock:
thread1.start()
thread2.start()
thread3.start()
self.assertEqual("Foo", locked_var.val)
thread1.join()
thread2.join()
thread3.join()
self.assertEqual("Bar", locked_var.get()[0:3])
@unittest.skipUnless("unit" in limits, "Unit skipped")
class TradeStoreTest(WebMockTestCase):
def test_compute_trades(self):
self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
values_in_base = {
"XMR": portfolio.Amount("BTC", D("0.9")),
"DASH": portfolio.Amount("BTC", D("0.4")),
"XVG": portfolio.Amount("BTC", D("-0.5")),
"BTC": portfolio.Amount("BTC", D("0.5")),
}
new_repartition = {
"DASH": portfolio.Amount("BTC", D("0.5")),
"XVG": portfolio.Amount("BTC", D("0.1")),
"BTC": portfolio.Amount("BTC", D("0.4")),
"ETH": portfolio.Amount("BTC", D("0.3")),
}
side_effect = [
(True, 1),
(False, 2),
(False, 3),
(True, 4),
(True, 5)
]
with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
trade_store = market.TradeStore(self.m)
trade_if_matching.side_effect = side_effect
trade_store.compute_trades(values_in_base,
new_repartition, only="only")
self.assertEqual(5, trade_if_matching.call_count)
self.assertEqual(3, len(trade_store.all))
self.assertEqual([1, 4, 5], trade_store.all)
self.m.report.log_trades.assert_called_with(side_effect, "only")
def test_trade_if_matching(self):
with self.subTest(only="nope"):
trade_store = market.TradeStore(self.m)
result = trade_store.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="nope")
self.assertEqual(False, result[0])
self.assertIsInstance(result[1], portfolio.Trade)
with self.subTest(only=None):
trade_store = market.TradeStore(self.m)
result = trade_store.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only=None)
self.assertEqual(True, result[0])
with self.subTest(only="acquire"):
trade_store = market.TradeStore(self.m)
result = trade_store.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="acquire")
self.assertEqual(True, result[0])
with self.subTest(only="dispose"):
trade_store = market.TradeStore(self.m)
result = trade_store.trade_if_matching(
portfolio.Amount("BTC", D("0")),
portfolio.Amount("BTC", D("0.3")),
"ETH", only="dispose")
self.assertEqual(False, result[0])
def test_prepare_orders(self):
trade_store = market.TradeStore(self.m)
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
trade_mock3 = mock.Mock()
trade_mock1.prepare_order.return_value = 1
trade_mock2.prepare_order.return_value = 2
trade_mock3.prepare_order.return_value = 3
trade_mock1.pending = True
trade_mock2.pending = True
trade_mock3.pending = False
trade_store.all.append(trade_mock1)
trade_store.all.append(trade_mock2)
trade_store.all.append(trade_mock3)
trade_store.prepare_orders()
trade_mock1.prepare_order.assert_called_with(compute_value="default")
trade_mock2.prepare_order.assert_called_with(compute_value="default")
trade_mock3.prepare_order.assert_not_called()
self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
self.m.report.log_orders.reset_mock()
trade_store.prepare_orders(compute_value="bla")
trade_mock1.prepare_order.assert_called_with(compute_value="bla")
trade_mock2.prepare_order.assert_called_with(compute_value="bla")
self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
trade_mock1.prepare_order.reset_mock()
trade_mock2.prepare_order.reset_mock()
self.m.report.log_orders.reset_mock()
trade_mock1.action = "foo"
trade_mock2.action = "bar"
trade_store.prepare_orders(only="bar")
trade_mock1.prepare_order.assert_not_called()
trade_mock2.prepare_order.assert_called_with(compute_value="default")
self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
def test_print_all_with_order(self):
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
trade_mock3 = mock.Mock()
trade_store = market.TradeStore(self.m)
trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
trade_store.print_all_with_order()
trade_mock1.print_with_order.assert_called()
trade_mock2.print_with_order.assert_called()
trade_mock3.print_with_order.assert_called()
def test_run_orders(self):
with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock3 = mock.Mock()
trade_store = market.TradeStore(self.m)
all_orders.return_value = [order_mock1, order_mock2, order_mock3]
trade_store.run_orders()
all_orders.assert_called_with(state="pending")
order_mock1.run.assert_called()
order_mock2.run.assert_called()
order_mock3.run.assert_called()
self.m.report.log_stage.assert_called_with("run_orders")
self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
order_mock3])
def test_all_orders(self):
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock3 = mock.Mock()
trade_mock1.orders = [order_mock1, order_mock2]
trade_mock2.orders = [order_mock3]
order_mock1.status = "pending"
order_mock2.status = "open"
order_mock3.status = "open"
trade_store = market.TradeStore(self.m)
trade_store.all.append(trade_mock1)
trade_store.all.append(trade_mock2)
orders = trade_store.all_orders()
self.assertEqual(3, len(orders))
open_orders = trade_store.all_orders(state="open")
self.assertEqual(2, len(open_orders))
self.assertEqual([order_mock2, order_mock3], open_orders)
def test_update_all_orders_status(self):
with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock3 = mock.Mock()
all_orders.return_value = [order_mock1, order_mock2, order_mock3]
trade_store = market.TradeStore(self.m)
trade_store.update_all_orders_status()
all_orders.assert_called_with(state="open")
order_mock1.get_status.assert_called()
order_mock2.get_status.assert_called()
order_mock3.get_status.assert_called()
def test_close_trades(self):
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
trade_mock3 = mock.Mock()
trade_store = market.TradeStore(self.m)
trade_store.all.append(trade_mock1)
trade_store.all.append(trade_mock2)
trade_store.all.append(trade_mock3)
trade_store.close_trades()
trade_mock1.close.assert_called_once_with()
trade_mock2.close.assert_called_once_with()
trade_mock3.close.assert_called_once_with()
def test_pending(self):
trade_mock1 = mock.Mock()
trade_mock1.pending = True
trade_mock2 = mock.Mock()
trade_mock2.pending = True
trade_mock3 = mock.Mock()
trade_mock3.pending = False
trade_store = market.TradeStore(self.m)
trade_store.all.append(trade_mock1)
trade_store.all.append(trade_mock2)
trade_store.all.append(trade_mock3)
self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
@unittest.skipUnless("unit" in limits, "Unit skipped")
class BalanceStoreTest(WebMockTestCase):
def setUp(self):
super().setUp()
self.fetch_balance = {
"ETC": {
"exchange_free": 0,
"exchange_used": 0,
"exchange_total": 0,
"margin_total": 0,
},
"USDT": {
"exchange_free": D("6.0"),
"exchange_used": D("1.2"),
"exchange_total": D("7.2"),
"margin_total": 0,
},
"XVG": {
"exchange_free": 16,
"exchange_used": 0,
"exchange_total": 16,
"margin_total": 0,
},
"XMR": {
"exchange_free": 0,
"exchange_used": 0,
"exchange_total": 0,
"margin_total": D("-1.0"),
"margin_free": 0,
},
}
def test_in_currency(self):
self.m.get_ticker.return_value = {
"bid": D("0.09"),
"ask": D("0.11"),
"average": D("0.1"),
}
balance_store = market.BalanceStore(self.m)
balance_store.all = {
"BTC": portfolio.Balance("BTC", {
"total": "0.65",
"exchange_total":"0.65",
"exchange_free": "0.35",
"exchange_used": "0.30"}),
"ETH": portfolio.Balance("ETH", {
"total": 3,
"exchange_total": 3,
"exchange_free": 3,
"exchange_used": 0}),
}
amounts = balance_store.in_currency("BTC")
self.assertEqual("BTC", amounts["ETH"].currency)
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.30"), amounts["ETH"].value)
self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
"average", "total")
self.m.report.log_tickers.reset_mock()
amounts = balance_store.in_currency("BTC", compute_value="bid")
self.assertEqual(D("0.65"), amounts["BTC"].value)
self.assertEqual(D("0.27"), amounts["ETH"].value)
self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
"bid", "total")
self.m.report.log_tickers.reset_mock()
amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
self.assertEqual(D("0.30"), amounts["BTC"].value)
self.assertEqual(0, amounts["ETH"].value)
self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
"bid", "exchange_used")
self.m.report.log_tickers.reset_mock()
def test_fetch_balances(self):
self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
balance_store = market.BalanceStore(self.m)
balance_store.fetch_balances()
self.assertNotIn("ETC", balance_store.currencies())
self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
balance_store.all["ETC"] = portfolio.Balance("ETC", {
"exchange_total": "1", "exchange_free": "0",
"exchange_used": "1" })
balance_store.fetch_balances(tag="foo")
self.assertEqual(0, balance_store.all["ETC"].total)
self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
self.m.report.log_balances.assert_called_with(tag="foo")
@mock.patch.object(market.Portfolio, "repartition")
def test_dispatch_assets(self, repartition):
self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
balance_store = market.BalanceStore(self.m)
balance_store.fetch_balances()
self.assertNotIn("XEM", balance_store.currencies())
repartition_hash = {
"XEM": (D("0.75"), "long"),
"BTC": (D("0.26"), "long"),
"DASH": (D("0.10"), "short"),
}
repartition.return_value = repartition_hash
amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
repartition.assert_called_with(liquidity="medium")
self.assertIn("XEM", balance_store.currencies())
self.assertEqual(D("2.6"), amounts["BTC"].value)
self.assertEqual(D("7.5"), amounts["XEM"].value)
self.assertEqual(D("-1.0"), amounts["DASH"].value)
self.m.report.log_balances.assert_called_with(tag=None)
self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
"11.1"), amounts, "medium", repartition_hash)
def test_currencies(self):
balance_store = market.BalanceStore(self.m)
balance_store.all = {
"BTC": portfolio.Balance("BTC", {
"total": "0.65",
"exchange_total":"0.65",
"exchange_free": "0.35",
"exchange_used": "0.30"}),
"ETH": portfolio.Balance("ETH", {
"total": 3,
"exchange_total": 3,
"exchange_free": 3,
"exchange_used": 0}),
}
self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
def test_as_json(self):
balance_mock1 = mock.Mock()
balance_mock1.as_json.return_value = 1
balance_mock2 = mock.Mock()
balance_mock2.as_json.return_value = 2
balance_store = market.BalanceStore(self.m)
balance_store.all = {
"BTC": balance_mock1,
"ETH": balance_mock2,
}
as_json = balance_store.as_json()
self.assertEqual(1, as_json["BTC"])
self.assertEqual(2, as_json["ETH"])
@unittest.skipUnless("unit" in limits, "Unit skipped")
class ReportStoreTest(WebMockTestCase):
def test_add_log(self):
with self.subTest(market=self.m):
self.m.user_id = 1
self.m.market_id = 3
report_store = market.ReportStore(self.m)
result = report_store.add_log({"foo": "bar"})
self.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": 1, "market_id": 3}, result)
self.assertEqual(result, report_store.logs[0])
with self.subTest(market=None):
report_store = market.ReportStore(None)
result = report_store.add_log({"foo": "bar"})
self.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": None, "market_id": None}, result)
def test_set_verbose(self):
report_store = market.ReportStore(self.m)
with self.subTest(verbose=True):
report_store.set_verbose(True)
self.assertTrue(report_store.verbose_print)
with self.subTest(verbose=False):
report_store.set_verbose(False)
self.assertFalse(report_store.verbose_print)
def test_merge(self):
self.m.user_id = 1
self.m.market_id = 3
report_store1 = market.ReportStore(self.m, verbose_print=False)
report_store2 = market.ReportStore(None, verbose_print=False)
report_store2.log_stage("1")
report_store1.log_stage("2")
report_store2.log_stage("3")
report_store1.merge(report_store2)
self.assertEqual(3, len(report_store1.logs))
self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs)))
self.assertEqual(6, len(report_store1.print_logs))
def test_print_log(self):
report_store = market.ReportStore(self.m)
with self.subTest(verbose=True),\
mock.patch.object(store, "datetime") as time_mock,\
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
time_mock.datetime.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10)
report_store.set_verbose(True)
report_store.print_log("Coucou")
report_store.print_log(portfolio.Amount("BTC", 1))
self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
with self.subTest(verbose=False),\
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
report_store.set_verbose(False)
report_store.print_log("Coucou")
report_store.print_log(portfolio.Amount("BTC", 1))
self.assertEqual(stdout_mock.getvalue(), "")
def test_default_json_serial(self):
report_store = market.ReportStore(self.m)
self.assertEqual("2018-02-24T00:00:00",
report_store.default_json_serial(portfolio.datetime.datetime(2018, 2, 24)))
self.assertEqual("1.00000000 BTC",
report_store.default_json_serial(portfolio.Amount("BTC", 1)))
def test_to_json(self):
report_store = market.ReportStore(self.m)
report_store.logs.append({"foo": "bar"})
self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
report_store.logs.append({"date": portfolio.datetime.datetime(2018, 2, 24)})
self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json())
def test_to_json_array(self):
report_store = market.ReportStore(self.m)
report_store.logs.append({
"date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
})
report_store.logs.append({
"date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
})
logs = list(report_store.to_json_array())
self.assertEqual(2, len(logs))
self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0])
self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1])
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_stage(self, add_log, print_log):
report_store = market.ReportStore(self.m)
c = lambda x: x
report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
print_log.assert_has_calls([
mock.call("-----------"),
mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
])
add_log.assert_called_once_with({
'type': 'stage',
'stage': 'foo',
'args': {
'bar': 'baz',
'c': 'c = lambda x: x',
'd': {
'currency': 'BTC',
'value': D('1')
}
}
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_balances(self, add_log, print_log):
report_store = market.ReportStore(self.m)
self.m.balances.as_json.return_value = "json"
self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
report_store.log_balances(tag="tag")
print_log.assert_has_calls([
mock.call("[Balance]"),
mock.call("\tbar"),
mock.call("\tbaz"),
])
add_log.assert_called_once_with({
'type': 'balance',
'balances': 'json',
'tag': 'tag'
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_tickers(self, add_log, print_log):
report_store = market.ReportStore(self.m)
amounts = {
"BTC": portfolio.Amount("BTC", 10),
"ETH": portfolio.Amount("BTC", D("0.3"))
}
amounts["ETH"].rate = D("0.1")
report_store.log_tickers(amounts, "BTC", "default", "total")
print_log.assert_not_called()
add_log.assert_called_once_with({
'type': 'tickers',
'compute_value': 'default',
'balance_type': 'total',
'currency': 'BTC',
'balances': {
'BTC': D('10'),
'ETH': D('0.3')
},
'rates': {
'BTC': None,
'ETH': D('0.1')
},
'total': D('10.3')
})
add_log.reset_mock()
compute_value = lambda x: x["bid"]
report_store.log_tickers(amounts, "BTC", compute_value, "total")
add_log.assert_called_once_with({
'type': 'tickers',
'compute_value': 'compute_value = lambda x: x["bid"]',
'balance_type': 'total',
'currency': 'BTC',
'balances': {
'BTC': D('10'),
'ETH': D('0.3')
},
'rates': {
'BTC': None,
'ETH': D('0.1')
},
'total': D('10.3')
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_dispatch(self, add_log, print_log):
report_store = market.ReportStore(self.m)
amount = portfolio.Amount("BTC", "10.3")
amounts = {
"BTC": portfolio.Amount("BTC", 10),
"ETH": portfolio.Amount("BTC", D("0.3"))
}
report_store.log_dispatch(amount, amounts, "medium", "repartition")
print_log.assert_not_called()
add_log.assert_called_once_with({
'type': 'dispatch',
'liquidity': 'medium',
'repartition_ratio': 'repartition',
'total_amount': {
'currency': 'BTC',
'value': D('10.3')
},
'repartition': {
'BTC': D('10'),
'ETH': D('0.3')
}
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_trades(self, add_log, print_log):
report_store = market.ReportStore(self.m)
trade_mock1 = mock.Mock()
trade_mock2 = mock.Mock()
trade_mock1.as_json.return_value = { "trade": "1" }
trade_mock2.as_json.return_value = { "trade": "2" }
matching_and_trades = [
(True, trade_mock1),
(False, trade_mock2),
]
report_store.log_trades(matching_and_trades, "only")
print_log.assert_not_called()
add_log.assert_called_with({
'type': 'trades',
'only': 'only',
'debug': False,
'trades': [
{'trade': '1', 'skipped': False},
{'trade': '2', 'skipped': True}
]
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_orders(self, add_log, print_log):
report_store = market.ReportStore(self.m)
order_mock1 = mock.Mock()
order_mock2 = mock.Mock()
order_mock1.as_json.return_value = "order1"
order_mock2.as_json.return_value = "order2"
orders = [order_mock1, order_mock2]
report_store.log_orders(orders, tick="tick",
only="only", compute_value="compute_value")
print_log.assert_called_once_with("[Orders]")
self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
add_log.assert_called_with({
'type': 'orders',
'only': 'only',
'compute_value': 'compute_value',
'tick': 'tick',
'orders': ['order1', 'order2']
})
add_log.reset_mock()
def compute_value(x, y):
return x[y]
report_store.log_orders(orders, tick="tick",
only="only", compute_value=compute_value)
add_log.assert_called_with({
'type': 'orders',
'only': 'only',
'compute_value': 'def compute_value(x, y):\n return x[y]',
'tick': 'tick',
'orders': ['order1', 'order2']
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_order(self, add_log, print_log):
report_store = market.ReportStore(self.m)
order_mock = mock.Mock()
order_mock.as_json.return_value = "order"
new_order_mock = mock.Mock()
new_order_mock.as_json.return_value = "new_order"
order_mock.__repr__ = mock.Mock()
order_mock.__repr__.return_value = "Order Mock"
new_order_mock.__repr__ = mock.Mock()
new_order_mock.__repr__.return_value = "New order Mock"
with self.subTest(finished=True):
report_store.log_order(order_mock, 1, finished=True)
print_log.assert_called_once_with("[Order] Finished Order Mock")
add_log.assert_called_once_with({
'type': 'order',
'tick': 1,
'update': None,
'order': 'order',
'compute_value': None,
'new_order': None
})
add_log.reset_mock()
print_log.reset_mock()
with self.subTest(update="waiting"):
report_store.log_order(order_mock, 1, update="waiting")
print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
add_log.assert_called_once_with({
'type': 'order',
'tick': 1,
'update': 'waiting',
'order': 'order',
'compute_value': None,
'new_order': None
})
add_log.reset_mock()
print_log.reset_mock()
with self.subTest(update="adjusting"):
compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
report_store.log_order(order_mock, 3,
update="adjusting", new_order=new_order_mock,
compute_value=compute_value)
print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
add_log.assert_called_once_with({
'type': 'order',
'tick': 3,
'update': 'adjusting',
'order': 'order',
'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
'new_order': 'new_order'
})
add_log.reset_mock()
print_log.reset_mock()
with self.subTest(update="market_fallback"):
report_store.log_order(order_mock, 7,
update="market_fallback", new_order=new_order_mock)
print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
add_log.assert_called_once_with({
'type': 'order',
'tick': 7,
'update': 'market_fallback',
'order': 'order',
'compute_value': None,
'new_order': 'new_order'
})
add_log.reset_mock()
print_log.reset_mock()
with self.subTest(update="market_adjusting"):
report_store.log_order(order_mock, 17,
update="market_adjust", new_order=new_order_mock)
print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
add_log.assert_called_once_with({
'type': 'order',
'tick': 17,
'update': 'market_adjust',
'order': 'order',
'compute_value': None,
'new_order': 'new_order'
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_move_balances(self, add_log, print_log):
report_store = market.ReportStore(self.m)
needed = {
"BTC": portfolio.Amount("BTC", 10),
"USDT": 1
}
moving = {
"BTC": portfolio.Amount("BTC", 3),
"USDT": -2
}
report_store.log_move_balances(needed, moving)
print_log.assert_not_called()
add_log.assert_called_once_with({
'type': 'move_balances',
'debug': False,
'needed': {
'BTC': D('10'),
'USDT': 1
},
'moving': {
'BTC': D('3'),
'USDT': -2
}
})
def test_log_http_request(self):
with mock.patch.object(market.ReportStore, "add_log") as add_log:
report_store = market.ReportStore(self.m)
response = mock.Mock()
response.status_code = 200
response.text = "Hey"
response.elapsed.total_seconds.return_value = 120
report_store.log_http_request("method", "url", "body",
"headers", response)
add_log.assert_called_once_with({
'type': 'http_request',
'method': 'method',
'url': 'url',
'body': 'body',
'headers': 'headers',
'status': 200,
'duration': 120,
'response': 'Hey',
'response_same_as': None,
})
add_log.reset_mock()
report_store.log_http_request("method", "url", "body",
"headers", ValueError("Foo"))
add_log.assert_called_once_with({
'type': 'http_request',
'method': 'method',
'url': 'url',
'body': 'body',
'headers': 'headers',
'status': -1,
'response': None,
'error': 'ValueError',
'error_message': 'Foo',
})
with self.subTest(no_http_dup=True, duplicate=True):
self.m.user_id = 1
self.m.market_id = 3
report_store = market.ReportStore(self.m, no_http_dup=True)
original_add_log = report_store.add_log
with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
report_store.log_http_request("method", "url", "body",
"headers", response)
report_store.log_http_request("method", "url", "body",
"headers", response)
self.assertEqual(2, add_log.call_count)
self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
self.assertIsNone(add_log.mock_calls[1][1][0]["response"])
self.assertEqual(add_log.mock_calls[0][1][0]["date"], add_log.mock_calls[1][1][0]["response_same_as"])
with self.subTest(no_http_dup=True, duplicate=False, case="Different call"):
self.m.user_id = 1
self.m.market_id = 3
report_store = market.ReportStore(self.m, no_http_dup=True)
original_add_log = report_store.add_log
with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
report_store.log_http_request("method", "url", "body",
"headers", response)
report_store.log_http_request("method2", "url", "body",
"headers", response)
self.assertEqual(2, add_log.call_count)
self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
self.assertIsNone(add_log.mock_calls[1][1][0]["response_same_as"])
with self.subTest(no_http_dup=True, duplicate=False, case="Call inbetween"):
self.m.user_id = 1
self.m.market_id = 3
report_store = market.ReportStore(self.m, no_http_dup=True)
original_add_log = report_store.add_log
response2 = mock.Mock()
response2.status_code = 200
response2.text = "Hey there!"
with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
report_store.log_http_request("method", "url", "body",
"headers", response)
report_store.log_http_request("method", "url", "body",
"headers", response2)
report_store.log_http_request("method", "url", "body",
"headers", response)
self.assertEqual(3, add_log.call_count)
self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
self.assertIsNone(add_log.mock_calls[1][1][0]["response_same_as"])
self.assertIsNone(add_log.mock_calls[2][1][0]["response_same_as"])
@mock.patch.object(market.ReportStore, "add_log")
def test_log_market(self, add_log):
report_store = market.ReportStore(self.m)
report_store.log_market(self.market_args(debug=True, quiet=False))
add_log.assert_called_once_with({
"type": "market",
"commit": "$Format:%H$",
"args": { "report_path": None, "debug": True, "quiet": False },
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_error(self, add_log, print_log):
report_store = market.ReportStore(self.m)
with self.subTest(message=None, exception=None):
report_store.log_error("action")
print_log.assert_called_once_with("[Error] action")
add_log.assert_called_once_with({
'type': 'error',
'action': 'action',
'exception_class': None,
'exception_message': None,
'message': None
})
print_log.reset_mock()
add_log.reset_mock()
with self.subTest(message="Hey", exception=None):
report_store.log_error("action", message="Hey")
print_log.assert_has_calls([
mock.call("[Error] action"),
mock.call("\tHey")
])
add_log.assert_called_once_with({
'type': 'error',
'action': 'action',
'exception_class': None,
'exception_message': None,
'message': "Hey"
})
print_log.reset_mock()
add_log.reset_mock()
with self.subTest(message=None, exception=Exception("bouh")):
report_store.log_error("action", exception=Exception("bouh"))
print_log.assert_has_calls([
mock.call("[Error] action"),
mock.call("\tException: bouh")
])
add_log.assert_called_once_with({
'type': 'error',
'action': 'action',
'exception_class': "Exception",
'exception_message': "bouh",
'message': None
})
print_log.reset_mock()
add_log.reset_mock()
with self.subTest(message="Hey", exception=Exception("bouh")):
report_store.log_error("action", message="Hey", exception=Exception("bouh"))
print_log.assert_has_calls([
mock.call("[Error] action"),
mock.call("\tException: bouh"),
mock.call("\tHey")
])
add_log.assert_called_once_with({
'type': 'error',
'action': 'action',
'exception_class': "Exception",
'exception_message': "bouh",
'message': "Hey"
})
@mock.patch.object(market.ReportStore, "print_log")
@mock.patch.object(market.ReportStore, "add_log")
def test_log_debug_action(self, add_log, print_log):
report_store = market.ReportStore(self.m)
report_store.log_debug_action("Hey")
print_log.assert_called_once_with("[Debug] Hey")
add_log.assert_called_once_with({
'type': 'debug_action',
'action': 'Hey'
})
@unittest.skipUnless("unit" in limits, "Unit skipped")
class PortfolioTest(WebMockTestCase):
def setUp(self):
super().setUp()
with open("test_samples/test_portfolio.json") as example:
self.json_response = example.read()
self.wm.get(market.Portfolio.URL, text=self.json_response)
@mock.patch.object(market.Portfolio, "parse_cryptoportfolio")
def test_get_cryptoportfolio(self, parse_cryptoportfolio):
with self.subTest(parallel=False):
self.wm.get(market.Portfolio.URL, [
{"text":'{ "foo": "bar" }', "status_code": 200},
{"text": "System Error", "status_code": 500},
{"exc": requests.exceptions.ConnectTimeout},
])
market.Portfolio.get_cryptoportfolio()
self.assertIn("foo", market.Portfolio.data.get())
self.assertEqual("bar", market.Portfolio.data.get()["foo"])
self.assertTrue(self.wm.called)
self.assertEqual(1, self.wm.call_count)
market.Portfolio.report.log_error.assert_not_called()
market.Portfolio.report.log_http_request.assert_called_once()
parse_cryptoportfolio.assert_called_once_with()
market.Portfolio.report.log_http_request.reset_mock()
parse_cryptoportfolio.reset_mock()
market.Portfolio.data = store.LockedVar(None)
market.Portfolio.get_cryptoportfolio()
self.assertIsNone(market.Portfolio.data.get())
self.assertEqual(2, self.wm.call_count)
parse_cryptoportfolio.assert_not_called()
market.Portfolio.report.log_error.assert_not_called()
market.Portfolio.report.log_http_request.assert_called_once()
market.Portfolio.report.log_http_request.reset_mock()
parse_cryptoportfolio.reset_mock()
market.Portfolio.data = store.LockedVar("Foo")
market.Portfolio.get_cryptoportfolio()
self.assertEqual(2, self.wm.call_count)
parse_cryptoportfolio.assert_not_called()
market.Portfolio.get_cryptoportfolio(refetch=True)
self.assertEqual("Foo", market.Portfolio.data.get())
self.assertEqual(3, self.wm.call_count)
market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
exception=mock.ANY)
market.Portfolio.report.log_http_request.assert_not_called()
with self.subTest(parallel=True):
with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
with self.subTest(worker=True):
market.Portfolio.data = store.LockedVar(None)
market.Portfolio.worker = mock.Mock()
is_worker.return_value = True
self.wm.get(market.Portfolio.URL, [
{"text":'{ "foo": "bar" }', "status_code": 200},
])
market.Portfolio.get_cryptoportfolio()
self.assertIn("foo", market.Portfolio.data.get())
parse_cryptoportfolio.reset_mock()
with self.subTest(worker=False):
market.Portfolio.data = store.LockedVar(None)
market.Portfolio.worker = mock.Mock()
is_worker.return_value = False
market.Portfolio.get_cryptoportfolio()
notify.assert_called_once_with()
parse_cryptoportfolio.assert_not_called()
def test_parse_cryptoportfolio(self):
with self.subTest(description="Normal case"):
market.Portfolio.data = store.LockedVar(store.json.loads(
self.json_response, parse_int=D, parse_float=D))
market.Portfolio.parse_cryptoportfolio()
self.assertListEqual(
["medium", "high"],
list(market.Portfolio.liquidities.get().keys()))
liquidities = market.Portfolio.liquidities.get()
self.assertEqual(10, len(liquidities["medium"].keys()))
self.assertEqual(10, len(liquidities["high"].keys()))
expected = {
'BTC': (D("0.2857"), "long"),
'DGB': (D("0.1015"), "long"),
'DOGE': (D("0.1805"), "long"),
'SC': (D("0.0623"), "long"),
'ZEC': (D("0.3701"), "long"),
}
date = portfolio.datetime.datetime(2018, 1, 8)
self.assertDictEqual(expected, liquidities["high"][date])
expected = {
'BTC': (D("1.1102e-16"), "long"),
'ETC': (D("0.1"), "long"),
'FCT': (D("0.1"), "long"),
'GAS': (D("0.1"), "long"),
'NAV': (D("0.1"), "long"),
'OMG': (D("0.1"), "long"),
'OMNI': (D("0.1"), "long"),
'PPC': (D("0.1"), "long"),
'RIC': (D("0.1"), "long"),
'VIA': (D("0.1"), "long"),
'XCP': (D("0.1"), "long"),
}
self.assertDictEqual(expected, liquidities["medium"][date])
self.assertEqual(portfolio.datetime.datetime(2018, 1, 15), market.Portfolio.last_date.get())
with self.subTest(description="Missing weight"):
data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
del(data["portfolio_2"]["weights"])
market.Portfolio.data = store.LockedVar(data)
market.Portfolio.parse_cryptoportfolio()
self.assertListEqual(
["medium", "high"],
list(market.Portfolio.liquidities.get().keys()))
self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
with self.subTest(description="All missing weights"):
data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
del(data["portfolio_1"]["weights"])
del(data["portfolio_2"]["weights"])
market.Portfolio.data = store.LockedVar(data)
market.Portfolio.parse_cryptoportfolio()
self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
self.assertEqual({}, market.Portfolio.liquidities.get("high"))
self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get())
@mock.patch.object(market.Portfolio, "get_cryptoportfolio")
def test_repartition(self, get_cryptoportfolio):
market.Portfolio.liquidities = store.LockedVar({
"medium": {
"2018-03-01": "medium_2018-03-01",
"2018-03-08": "medium_2018-03-08",
},
"high": {
"2018-03-01": "high_2018-03-01",
"2018-03-08": "high_2018-03-08",
}
})
market.Portfolio.last_date = store.LockedVar("2018-03-08")
self.assertEqual("medium_2018-03-08", market.Portfolio.repartition())
get_cryptoportfolio.assert_called_once_with()
self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium"))
self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high"))
@mock.patch.object(market.time, "sleep")
@mock.patch.object(market.Portfolio, "get_cryptoportfolio")
def test_wait_for_recent(self, get_cryptoportfolio, sleep):
self.call_count = 0
def _get(refetch=False):
if self.call_count != 0:
self.assertTrue(refetch)
else:
self.assertFalse(refetch)
self.call_count += 1
market.Portfolio.last_date = store.LockedVar(store.datetime.datetime.now()\
- store.datetime.timedelta(10)\
+ store.datetime.timedelta(self.call_count))
get_cryptoportfolio.side_effect = _get
market.Portfolio.wait_for_recent()
sleep.assert_called_with(30)
self.assertEqual(6, sleep.call_count)
self.assertEqual(7, get_cryptoportfolio.call_count)
market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
sleep.reset_mock()
get_cryptoportfolio.reset_mock()
market.Portfolio.last_date = store.LockedVar(None)
self.call_count = 0
market.Portfolio.wait_for_recent(delta=15)
sleep.assert_not_called()
self.assertEqual(1, get_cryptoportfolio.call_count)
sleep.reset_mock()
get_cryptoportfolio.reset_mock()
market.Portfolio.last_date = store.LockedVar(None)
self.call_count = 0
market.Portfolio.wait_for_recent(delta=1)
sleep.assert_called_with(30)
self.assertEqual(9, sleep.call_count)
self.assertEqual(10, get_cryptoportfolio.call_count)
def test_is_worker_thread(self):
with self.subTest(worker=None):
self.assertFalse(store.Portfolio.is_worker_thread())
with self.subTest(worker="not self"),\
mock.patch("threading.current_thread") as current_thread:
current = mock.Mock()
current_thread.return_value = current
store.Portfolio.worker = mock.Mock()
self.assertFalse(store.Portfolio.is_worker_thread())
with self.subTest(worker="self"),\
mock.patch("threading.current_thread") as current_thread:
current = mock.Mock()
current_thread.return_value = current
store.Portfolio.worker = current
self.assertTrue(store.Portfolio.is_worker_thread())
def test_start_worker(self):
with mock.patch.object(store.Portfolio, "wait_for_notification") as notification:
store.Portfolio.start_worker()
notification.assert_called_once_with(poll=30)
self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__)
self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__)
store.Portfolio.report.start_lock.assert_called_once_with()
self.assertIsNotNone(store.Portfolio.worker)
self.assertIsNotNone(store.Portfolio.worker_notify)
self.assertIsNotNone(store.Portfolio.callback)
self.assertTrue(store.Portfolio.worker_started)
self.assertFalse(store.Portfolio.worker.is_alive())
self.assertEqual(1, threading.active_count())
def test_stop_worker(self):
with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\
mock.patch.object(store.Portfolio, "report") as report,\
mock.patch.object(store.time, "sleep") as sleep:
store.Portfolio.start_worker(poll=3)
store.Portfolio.stop_worker()
store.Portfolio.worker.join()
get.assert_not_called()
report.assert_not_called()
sleep.assert_not_called()
self.assertFalse(store.Portfolio.worker.is_alive())
def test_wait_for_notification(self):
with self.assertRaises(RuntimeError):
store.Portfolio.wait_for_notification()
with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\
mock.patch.object(store.Portfolio, "report") as report,\
mock.patch.object(store.time, "sleep") as sleep:
store.Portfolio.start_worker(poll=3)
store.Portfolio.worker_notify.set()
store.Portfolio.callback.wait()
report.print_log.assert_called_once_with("[Worker] Fetching cryptoportfolio")
get.assert_called_once_with(refetch=True)
sleep.assert_called_once_with(3)
self.assertFalse(store.Portfolio.worker_notify.is_set())
self.assertTrue(store.Portfolio.worker.is_alive())
store.Portfolio.callback.clear()
store.Portfolio.worker_started = False
store.Portfolio.worker_notify.set()
store.Portfolio.worker.join()
self.assertFalse(store.Portfolio.worker.is_alive())
def test_notify_and_wait(self):
with mock.patch.object(store.Portfolio, "callback") as callback,\
mock.patch.object(store.Portfolio, "worker_notify") as worker_notify:
store.Portfolio.notify_and_wait()
callback.clear.assert_called_once_with()
worker_notify.set.assert_called_once_with()
callback.wait.assert_called_once_with()