Add processors

Fixes https://git.immae.eu/mantisbt/view.php?id=45

3 files changed, 184 insertions, 138 deletions

diff --git a/helper.py b/helper.py
index be480e2..f14fd58 100644
--- a/helper.py
+++ b/helper.py
@@ -127,10 +127,9 @@ def main_fetch_markets(pg_config, user):
 def main_process_market(user_market, actions, before=False, after=False):
     if len(actions or []) == 0:
         if before:
-            process_sell_all__1_all_sell(user_market)
+            Processor(user_market).process("sell_all", steps="before")
         if after:
-            process_sell_all__2_wait(user_market)
-            process_sell_all__3_all_buy(user_market)
+            Processor(user_market).process("sell_all", steps="after")
     else:
         for action in actions:
             if action in globals():
@@ -160,51 +159,159 @@ def print_balances(market, base_currency="BTC"):
         market.report.print_log("total:")
         market.report.print_log(sum(market.balances.in_currency(base_currency).values()))
 
+class Processor:
+    scenarios = {
+            "sell_needed": [
+                {
+                    "name": "wait",
+                    "number": 0,
+                    "before": False,
+                    "after": True,
+                    "wait_for_recent": {},
+                    },
+                {
+                    "name": "sell",
+                    "number": 1,
+                    "before": False,
+                    "after": True,
+                    "fetch_balances": ["begin", "end"],
+                    "prepare_trades": {},
+                    "prepare_orders": { "only": "dispose", "compute_value": "average" },
+                    "run_orders": {},
+                    "follow_orders": {},
+                    },
+                {
+                    "name": "buy",
+                    "number": 2,
+                    "before": False,
+                    "after": True,
+                    "fetch_balances": ["begin", "end"],
+                    "prepare_trades": { "only": "acquire" },
+                    "prepare_orders": { "only": "acquire", "compute_value": "average" },
+                    "move_balances": {},
+                    "run_orders": {},
+                    "follow_orders": {},
+                    },
+                ],
+            "sell_all": [
+                {
+                    "name": "all_sell",
+                    "number": 1,
+                    "before": True,
+                    "after": False,
+                    "fetch_balances": ["begin", "end"],
+                    "prepare_trades": { "repartition": { "BTC": (1, "long") } },
+                    "prepare_orders": { "compute_value": "average" },
+                    "run_orders": {},
+                    "follow_orders": {},
+                    },
+                {
+                    "name": "wait",
+                    "number": 2,
+                    "before": False,
+                    "after": True,
+                    "wait_for_recent": {},
+                    },
+                {
+                    "name": "all_buy",
+                    "number": 3,
+                    "before": False,
+                    "after": True,
+                    "fetch_balances": ["begin", "end"],
+                    "prepare_trades": {},
+                    "prepare_orders": { "compute_value": "average" },
+                    "move_balances": {},
+                    "run_orders": {},
+                    "follow_orders": {},
+                    },
+                ]
+            }
+
+    allowed_arguments = {
+            "wait_for_recent": ["delta"],
+            "prepare_trades": ["base_currency", "liquidity", "compute_value", "repartition", "only"],
+            "prepare_orders": ["only", "compute_value"],
+            "move_balances": [],
+            "run_orders": [],
+            "follow_orders": ["sleep"],
+            }
+
+    def __init__(self, market):
+        self.market = market
+
+    def select_steps(self, scenario, step):
+        if step == "all":
+            return scenario
+        elif step == "before" or step == "after":
+            return list(filter(lambda x: step in x and x[step], scenario))
+        elif type(step) == int:
+            return [scenario[step-1]]
+        elif type(step) == str:
+            return list(filter(lambda x: x["name"] == step, scenario))
+        else:
+            raise TypeError("Unknown step {}".format(step))
+
+    def process(self, scenario_name, steps="all", **kwargs):
+        scenario = self.scenarios[scenario_name]
+        selected_steps = []
+
+        if type(steps) == str or type(steps) == int:
+            selected_steps += self.select_steps(scenario, steps)
+        else:
+            for step in steps:
+                selected_steps += self.select_steps(scenario, step)
+        for step in selected_steps:
+            self.process_step(scenario_name, step, **kwargs)
+
+    def process_step(self, scenario_name, step, **kwargs):
+        process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
+        self.market.report.log_stage("{}_begin".format(process_name))
+        if "begin" in step.get("fetch_balances", []):
+            self.market.balances.fetch_balances(tag="{}_begin".format(process_name))
+
+        for action in ["wait_for_recent", "prepare_trades",
+                "prepare_orders", "move_balances", "run_orders",
+                "follow_orders"]:
+            if action in step:
+                self.run_action(action, step[action], **kwargs)
+
+        if "end" in step.get("fetch_balances", []):
+            self.market.balances.fetch_balances(tag="{}_end".format(process_name))
+        self.market.report.log_stage("{}_end".format(process_name))
+
+    def run_action(self, action, default_args, **kwargs):
+        args = {k: v for k, v in {**default_args, **kwargs}.items() if k in self.allowed_arguments[action] }
+
+        if action == "wait_for_recent":
+            portfolio.Portfolio.wait_for_recent(self.market, **args)
+        if action == "prepare_trades":
+            self.market.prepare_trades(**args)
+        if action == "prepare_orders":
+            self.market.trades.prepare_orders(**args)
+        if action == "move_balances":
+            self.market.move_balances(**args)
+        if action == "run_orders":
+            self.market.trades.run_orders(**args)
+        if action == "follow_orders":
+            self.market.follow_orders(**args)
+
 def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC"):
-    market.report.log_stage("process_sell_needed__1_sell_begin")
-    market.balances.fetch_balances(tag="process_sell_needed__1_sell_begin")
-    market.prepare_trades(liquidity=liquidity, base_currency=base_currency)
-    market.trades.prepare_orders(compute_value="average", only="dispose")
-    market.trades.run_orders()
-    market.follow_orders()
-    market.balances.fetch_balances(tag="process_sell_needed__1_sell_end")
-    market.report.log_stage("process_sell_needed__1_sell_end")
+    Processor(market).process("sell_needed", steps="sell",
+            liquidity=liquidity, base_currency=base_currency)
 
 def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC"):
-    market.report.log_stage("process_sell_needed__2_buy_begin")
-    market.balances.fetch_balances(tag="process_sell_needed__2_buy_begin")
-    market.prepare_trades(base_currency=base_currency, liquidity=liquidity, only="acquire")
-    market.trades.prepare_orders(compute_value="average", only="acquire")
-    market.move_balances()
-    market.trades.run_orders()
-    market.follow_orders()
-    market.balances.fetch_balances(tag="process_sell_needed__2_buy_end")
-    market.report.log_stage("process_sell_needed__2_buy_end")
+    Processor(market).process("sell_needed", steps="buy",
+            liquidity=liquidity, base_currency=base_currency)
 
 def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium"):
-    market.report.log_stage("process_sell_all__1_all_sell_begin")
-    market.balances.fetch_balances(tag="process_sell_all__1_all_sell_begin")
-    market.prepare_trades_to_sell_all(base_currency=base_currency)
-    market.trades.prepare_orders(compute_value="average")
-    market.trades.run_orders()
-    market.follow_orders()
-    market.balances.fetch_balances(tag="process_sell_all__1_all_sell_end")
-    market.report.log_stage("process_sell_all__1_all_sell_end")
+    Processor(market).process("sell_all", steps="all_sell",
+            liquidity=liquidity, base_currency=base_currency)
 
 def process_sell_all__2_wait(market, liquidity="medium", base_currency="BTC"):
-    market.report.log_stage("process_sell_all__2_wait_begin")
-    portfolio.Portfolio.wait_for_recent(market)
-    market.report.log_stage("process_sell_all__2_wait_end")
+    Processor(market).process("sell_all", steps="wait",
+            liquidity=liquidity, base_currency=base_currency)
 
 def process_sell_all__3_all_buy(market, base_currency="BTC", liquidity="medium"):
-    market.report.log_stage("process_sell_all__3_all_buy_begin")
-    market.balances.fetch_balances(tag="process_sell_all__3_all_buy_begin")
-    market.prepare_trades(liquidity=liquidity, base_currency=base_currency)
-    market.trades.prepare_orders(compute_value="average")
-    market.move_balances()
-    market.trades.run_orders()
-    market.follow_orders()
-    market.balances.fetch_balances(tag="process_sell_all__3_all_buy_end")
-    market.report.log_stage("process_sell_all__3_all_buy_end")
-
+    Processor(market).process("sell_all", steps="all_buy",
+            liquidity=liquidity, base_currency=base_currency)
 
diff --git a/market.py b/market.py
index ca365bd..3381d1e 100644
--- a/market.py
+++ b/market.py
@@ -128,20 +128,18 @@ class Market:
                     order.trade.update_order(order, tick)
         self.report.log_stage("follow_orders_end")
 
-    def prepare_trades(self, base_currency="BTC", liquidity="medium", compute_value="average", only=None):
+    def prepare_trades(self, base_currency="BTC", liquidity="medium",
+            compute_value="average", repartition=None, only=None):
+
         self.report.log_stage("prepare_trades",
                 base_currency=base_currency, liquidity=liquidity,
-                compute_value=compute_value, only=only)
-        values_in_base = self.balances.in_currency(base_currency, compute_value=compute_value)
-        total_base_value = sum(values_in_base.values())
-        new_repartition = self.balances.dispatch_assets(total_base_value, liquidity=liquidity)
-        self.trades.compute_trades(values_in_base, new_repartition, only=only)
+                compute_value=compute_value, only=only,
+                repartition=repartition)
 
-    def prepare_trades_to_sell_all(self, base_currency="BTC", compute_value="average"):
-        self.report.log_stage("prepare_trades_to_sell_all")
-        values_in_base = self.balances.in_currency(base_currency, compute_value=compute_value)
+        values_in_base = self.balances.in_currency(base_currency,
+                compute_value=compute_value)
         total_base_value = sum(values_in_base.values())
-        new_repartition = self.balances.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") })
-        self.trades.compute_trades(values_in_base, new_repartition)
-
+        new_repartition = self.balances.dispatch_assets(total_base_value,
+                liquidity=liquidity, repartition=repartition)
+        self.trades.compute_trades(values_in_base, new_repartition, only=only)
 
diff --git a/test.py b/test.py
index 7ec8ba7..7409212 100644
--- a/test.py
+++ b/test.py
@@ -783,51 +783,9 @@ class MarketTest(WebMockTestCase):
             self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
             m.report.log_stage.assert_called_once_with("prepare_trades",
                     base_currency='BTC', compute_value='average',
-                    liquidity='medium', only=None)
+                    liquidity='medium', only=None, repartition=None)
             m.report.log_balances.assert_called_once_with(tag="tag")
 
-    @mock.patch.object(portfolio.Portfolio, "repartition")
-    @mock.patch.object(market.Market, "get_ticker")
-    @mock.patch.object(market.TradeStore, "compute_trades")
-    def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
-        def _get_ticker(c1, c2):
-            if c1 == "USDT" and c2 == "BTC":
-                return { "average": D("0.0001") }
-            if c1 == "XVG" and c2 == "BTC":
-                return { "average": D("0.000001") }
-            self.fail("Should be called with {}, {}".format(c1, c2))
-        get_ticker.side_effect = _get_ticker
-
-        with mock.patch("market.ReportStore"):
-            m = market.Market(self.ccxt)
-            self.ccxt.fetch_all_balances.return_value = {
-                    "USDT": {
-                        "exchange_free": D("10000.0"),
-                        "exchange_used": D("0.0"),
-                        "exchange_total": D("10000.0"),
-                        "total": D("10000.0")
-                        },
-                    "XVG": {
-                        "exchange_free": D("10000.0"),
-                        "exchange_used": D("0.0"),
-                        "exchange_total": D("10000.0"),
-                        "total": D("10000.0")
-                        },
-                    }
-
-            m.balances.fetch_balances(tag="tag")
-
-            m.prepare_trades_to_sell_all()
-
-            repartition.assert_not_called()
-            compute_trades.assert_called()
-
-            call = compute_trades.call_args
-            self.assertEqual(1, call[0][0]["USDT"].value)
-            self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
-            self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
-            m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all")
-            m.report.log_balances.assert_called_once_with(tag="tag")
 
     @mock.patch.object(portfolio.time, "sleep")
     @mock.patch.object(market.TradeStore, "all_orders")
@@ -2840,57 +2798,41 @@ class HelperTest(WebMockTestCase):
 
             self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
 
-    @mock.patch("helper.process_sell_all__1_all_sell")
-    @mock.patch("helper.process_sell_all__2_wait")
-    @mock.patch("helper.process_sell_all__3_all_buy")
-    def test_main_process_market(self, buy, wait, sell):
+    @mock.patch("helper.Processor.process")
+    def test_main_process_market(self, process):
         with self.subTest(before=False, after=False):
-            helper.main_process_market("user", None)
-            
-            wait.assert_not_called()
-            buy.assert_not_called()
-            sell.assert_not_called()
+            m = mock.Mock()
+            helper.main_process_market(m, None)
+
+            process.assert_not_called()
 
-        buy.reset_mock()
-        wait.reset_mock()
-        sell.reset_mock()
+        process.reset_mock()
         with self.subTest(before=True, after=False):
-            helper.main_process_market("user", None, before=True)
-            
-            wait.assert_not_called()
-            buy.assert_not_called()
-            sell.assert_called_once_with("user")
+            helper.main_process_market(m, None, before=True)
 
-        buy.reset_mock()
-        wait.reset_mock()
-        sell.reset_mock()
+            process.assert_called_once_with("sell_all", steps="before")
+
+        process.reset_mock()
         with self.subTest(before=False, after=True):
-            helper.main_process_market("user", None, after=True)
+            helper.main_process_market(m, None, after=True)
             
-            wait.assert_called_once_with("user")
-            buy.assert_called_once_with("user")
-            sell.assert_not_called()
+            process.assert_called_once_with("sell_all", steps="after")
 
-        buy.reset_mock()
-        wait.reset_mock()
-        sell.reset_mock()
+        process.reset_mock()
         with self.subTest(before=True, after=True):
-            helper.main_process_market("user", None, before=True, after=True)
-            
-            wait.assert_called_once_with("user")
-            buy.assert_called_once_with("user")
-            sell.assert_called_once_with("user")
+            helper.main_process_market(m, None, before=True, after=True)
 
-        buy.reset_mock()
-        wait.reset_mock()
-        sell.reset_mock()
+            process.assert_has_calls([
+                mock.call("sell_all", steps="before"),
+                mock.call("sell_all", steps="after"),
+                ])
+
+        process.reset_mock()
         with self.subTest(action="print_balances"),\
                 mock.patch("helper.print_balances") as print_balances:
             helper.main_process_market("user", ["print_balances"])
 
-            buy.assert_not_called()
-            wait.assert_not_called()
-            sell.assert_not_called()
+            process.assert_not_called()
             print_balances.assert_called_once_with("user")
 
         with self.subTest(action="print_orders"),\
@@ -2898,9 +2840,7 @@ class HelperTest(WebMockTestCase):
                 mock.patch("helper.print_balances") as print_balances:
             helper.main_process_market("user", ["print_orders", "print_balances"])
 
-            buy.assert_not_called()
-            wait.assert_not_called()
-            sell.assert_not_called()
+            process.assert_not_called()
             print_orders.assert_called_once_with("user")
             print_balances.assert_called_once_with("user")
 
@@ -3074,7 +3014,8 @@ class HelperTest(WebMockTestCase):
             mock.call(tag="process_sell_all__1_all_sell_begin"),
             mock.call(tag="process_sell_all__1_all_sell_end"),
             ])
-        self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC")
+        self.m.prepare_trades.assert_called_with(base_currency="BTC",
+                liquidity="medium", repartition={'BTC': (1, 'long')})
         self.m.trades.prepare_orders.assert_called_with(compute_value="average")
         self.m.trades.run_orders.assert_called()
         self.m.follow_orders.assert_called()