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authorIsmaël Bouya <ismael.bouya@normalesup.org>2018-03-06 00:21:52 +0100
committerIsmaël Bouya <ismael.bouya@normalesup.org>2018-03-06 00:21:52 +0100
commit1f117ac79e10c3c9728d3b267d134dec2a165603 (patch)
tree681df08b12cb059d0eba02710746f33a133fd187
parentf9226903cb53a9b303a26de562e321159349f8df (diff)
downloadTrader-1f117ac79e10c3c9728d3b267d134dec2a165603.tar.gz
Trader-1f117ac79e10c3c9728d3b267d134dec2a165603.tar.zst
Trader-1f117ac79e10c3c9728d3b267d134dec2a165603.zip
Move helper methods to their due places
-rw-r--r--helper.py320
-rw-r--r--main.py149
-rw-r--r--market.py215
-rw-r--r--test.py428
4 files changed, 610 insertions, 502 deletions
diff --git a/helper.py b/helper.py
deleted file mode 100644
index 8f726d5..0000000
--- a/helper.py
+++ /dev/null
@@ -1,320 +0,0 @@
1from datetime import datetime
2import argparse
3import configparser
4import psycopg2
5import os
6import sys
7
8import portfolio
9
10def make_order(market, value, currency, action="acquire",
11 close_if_possible=False, base_currency="BTC", follow=True,
12 compute_value="average"):
13 """
14 Make an order on market
15 "market": The market on which to place the order
16 "value": The value in *base_currency* to acquire,
17 or in *currency* to dispose.
18 use negative for margin trade.
19 "action": "acquire" or "dispose".
20 "acquire" will buy long or sell short,
21 "dispose" will sell long or buy short.
22 "currency": The currency to acquire or dispose
23 "base_currency": The base currency. The value is expressed in that
24 currency (default: BTC)
25 "follow": Whether to follow the order once run (default: True)
26 "close_if_possible": Whether to try to close the position at the end
27 of the trade, i.e. reach exactly 0 at the end
28 (only meaningful in "dispose"). May have
29 unwanted effects if the end value of the
30 currency is not 0.
31 "compute_value": Compute value to place the order
32 """
33 market.report.log_stage("make_order_begin")
34 market.balances.fetch_balances(tag="make_order_begin")
35 if action == "acquire":
36 trade = portfolio.Trade(
37 portfolio.Amount(base_currency, 0),
38 portfolio.Amount(base_currency, value),
39 currency, market)
40 else:
41 amount = portfolio.Amount(currency, value)
42 trade = portfolio.Trade(
43 amount.in_currency(base_currency, market, compute_value=compute_value),
44 portfolio.Amount(base_currency, 0),
45 currency, market)
46 market.trades.all.append(trade)
47 order = trade.prepare_order(
48 close_if_possible=close_if_possible,
49 compute_value=compute_value)
50 market.report.log_orders([order], None, compute_value)
51 market.trades.run_orders()
52 if follow:
53 market.follow_orders()
54 market.balances.fetch_balances(tag="make_order_end")
55 else:
56 market.report.log_stage("make_order_end_not_followed")
57 return order
58 market.report.log_stage("make_order_end")
59
60def get_user_market(config_path, user_id, debug=False):
61 import market
62 pg_config, report_path = main_parse_config(config_path)
63 market_config = list(main_fetch_markets(pg_config, str(user_id)))[0][0]
64 return market.Market.from_config(market_config, debug=debug)
65
66def main_parse_args(argv):
67 parser = argparse.ArgumentParser(
68 description="Run the trade bot")
69
70 parser.add_argument("-c", "--config",
71 default="config.ini",
72 required=False,
73 help="Config file to load (default: config.ini)")
74 parser.add_argument("--before",
75 default=False, action='store_const', const=True,
76 help="Run the steps before the cryptoportfolio update")
77 parser.add_argument("--after",
78 default=False, action='store_const', const=True,
79 help="Run the steps after the cryptoportfolio update")
80 parser.add_argument("--debug",
81 default=False, action='store_const', const=True,
82 help="Run in debug mode")
83 parser.add_argument("--user",
84 default=None, required=False, help="Only run for that user")
85 parser.add_argument("--action",
86 action='append',
87 help="Do a different action than trading (add several times to chain)")
88
89 args = parser.parse_args(argv)
90
91 if not os.path.exists(args.config):
92 print("no config file found, exiting")
93 sys.exit(1)
94
95 return args
96
97def main_parse_config(config_file):
98 config = configparser.ConfigParser()
99 config.read(config_file)
100
101 if "postgresql" not in config:
102 print("no configuration for postgresql in config file")
103 sys.exit(1)
104
105 if "app" in config and "report_path" in config["app"]:
106 report_path = config["app"]["report_path"]
107
108 if not os.path.exists(report_path):
109 os.makedirs(report_path)
110 else:
111 report_path = None
112
113 return [config["postgresql"], report_path]
114
115def main_fetch_markets(pg_config, user):
116 connection = psycopg2.connect(**pg_config)
117 cursor = connection.cursor()
118
119 if user is None:
120 cursor.execute("SELECT config,user_id FROM market_configs")
121 else:
122 cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user)
123
124 for row in cursor:
125 yield row
126
127def main_process_market(user_market, actions, before=False, after=False):
128 if len(actions or []) == 0:
129 if before:
130 Processor(user_market).process("sell_all", steps="before")
131 if after:
132 Processor(user_market).process("sell_all", steps="after")
133 else:
134 for action in actions:
135 if action in globals():
136 (globals()[action])(user_market)
137 else:
138 raise NotImplementedError("Unknown action {}".format(action))
139
140def main_store_report(report_path, user_id, user_market):
141 try:
142 if report_path is not None:
143 report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id)
144 with open(report_file, "w") as f:
145 f.write(user_market.report.to_json())
146 except Exception as e:
147 print("impossible to store report file: {}; {}".format(e.__class__.__name__, e))
148
149def print_orders(market, base_currency="BTC"):
150 market.report.log_stage("print_orders")
151 market.balances.fetch_balances(tag="print_orders")
152 market.prepare_trades(base_currency=base_currency, compute_value="average")
153 market.trades.prepare_orders(compute_value="average")
154
155def print_balances(market, base_currency="BTC"):
156 market.report.log_stage("print_balances")
157 market.balances.fetch_balances()
158 if base_currency is not None:
159 market.report.print_log("total:")
160 market.report.print_log(sum(market.balances.in_currency(base_currency).values()))
161
162class Processor:
163 scenarios = {
164 "sell_needed": [
165 {
166 "name": "wait",
167 "number": 0,
168 "before": False,
169 "after": True,
170 "wait_for_recent": {},
171 },
172 {
173 "name": "sell",
174 "number": 1,
175 "before": False,
176 "after": True,
177 "fetch_balances": ["begin", "end"],
178 "prepare_trades": {},
179 "prepare_orders": { "only": "dispose", "compute_value": "average" },
180 "run_orders": {},
181 "follow_orders": {},
182 "close_trades": {},
183 },
184 {
185 "name": "buy",
186 "number": 2,
187 "before": False,
188 "after": True,
189 "fetch_balances": ["begin", "end"],
190 "prepare_trades": { "only": "acquire" },
191 "prepare_orders": { "only": "acquire", "compute_value": "average" },
192 "move_balances": {},
193 "run_orders": {},
194 "follow_orders": {},
195 "close_trades": {},
196 },
197 ],
198 "sell_all": [
199 {
200 "name": "all_sell",
201 "number": 1,
202 "before": True,
203 "after": False,
204 "fetch_balances": ["begin", "end"],
205 "prepare_trades": { "repartition": { "base_currency": (1, "long") } },
206 "prepare_orders": { "compute_value": "average" },
207 "run_orders": {},
208 "follow_orders": {},
209 "close_trades": {},
210 },
211 {
212 "name": "wait",
213 "number": 2,
214 "before": False,
215 "after": True,
216 "wait_for_recent": {},
217 },
218 {
219 "name": "all_buy",
220 "number": 3,
221 "before": False,
222 "after": True,
223 "fetch_balances": ["begin", "end"],
224 "prepare_trades": {},
225 "prepare_orders": { "compute_value": "average" },
226 "move_balances": {},
227 "run_orders": {},
228 "follow_orders": {},
229 "close_trades": {},
230 },
231 ]
232 }
233
234 ordered_actions = [
235 "wait_for_recent", "prepare_trades", "prepare_orders",
236 "move_balances", "run_orders", "follow_orders",
237 "close_trades"]
238
239 def __init__(self, market):
240 self.market = market
241
242 def select_steps(self, scenario, step):
243 if step == "all":
244 return scenario
245 elif step == "before" or step == "after":
246 return list(filter(lambda x: step in x and x[step], scenario))
247 elif type(step) == int:
248 return [scenario[step-1]]
249 elif type(step) == str:
250 return list(filter(lambda x: x["name"] == step, scenario))
251 else:
252 raise TypeError("Unknown step {}".format(step))
253
254 def process(self, scenario_name, steps="all", **kwargs):
255 scenario = self.scenarios[scenario_name]
256 selected_steps = []
257
258 if type(steps) == str or type(steps) == int:
259 selected_steps += self.select_steps(scenario, steps)
260 else:
261 for step in steps:
262 selected_steps += self.select_steps(scenario, step)
263 for step in selected_steps:
264 self.process_step(scenario_name, step, kwargs)
265
266 def process_step(self, scenario_name, step, kwargs):
267 process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
268 self.market.report.log_stage("{}_begin".format(process_name))
269 if "begin" in step.get("fetch_balances", []):
270 self.market.balances.fetch_balances(tag="{}_begin".format(process_name))
271
272 for action in self.ordered_actions:
273 if action in step:
274 self.run_action(action, step[action], kwargs)
275
276 if "end" in step.get("fetch_balances", []):
277 self.market.balances.fetch_balances(tag="{}_end".format(process_name))
278 self.market.report.log_stage("{}_end".format(process_name))
279
280 def method_arguments(self, action):
281 import inspect
282
283 if action == "wait_for_recent":
284 method = portfolio.Portfolio.wait_for_recent
285 elif action == "prepare_trades":
286 method = self.market.prepare_trades
287 elif action == "prepare_orders":
288 method = self.market.trades.prepare_orders
289 elif action == "move_balances":
290 method = self.market.move_balances
291 elif action == "run_orders":
292 method = self.market.trades.run_orders
293 elif action == "follow_orders":
294 method = self.market.follow_orders
295 elif action == "close_trades":
296 method = self.market.trades.close_trades
297
298 signature = inspect.getfullargspec(method)
299 defaults = signature.defaults or []
300 kwargs = signature.args[-len(defaults):]
301
302 return [method, kwargs]
303
304 def parse_args(self, action, default_args, kwargs):
305 method, allowed_arguments = self.method_arguments(action)
306 args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments }
307
308 if "repartition" in args and "base_currency" in args["repartition"]:
309 r = args["repartition"]
310 r[args.get("base_currency", "BTC")] = r.pop("base_currency")
311
312 return method, args
313
314 def run_action(self, action, default_args, kwargs):
315 method, args = self.parse_args(action, default_args, kwargs)
316
317 if action == "wait_for_recent":
318 method(self.market, **args)
319 else:
320 method(**args)
diff --git a/main.py b/main.py
index d4bab02..dcbc2a3 100644
--- a/main.py
+++ b/main.py
@@ -1,18 +1,143 @@
1from datetime import datetime
2import argparse
3import configparser
4import psycopg2
5import os
1import sys 6import sys
2import helper, market
3 7
4args = helper.main_parse_args(sys.argv[1:]) 8import market
9import portfolio
5 10
6pg_config, report_path = helper.main_parse_config(args.config) 11__all__ = ["make_order", "get_user_market"]
7 12
8for market_config, user_id in helper.main_fetch_markets(pg_config, args.user): 13def make_order(market, value, currency, action="acquire",
9 try: 14 close_if_possible=False, base_currency="BTC", follow=True,
10 user_market = market.Market.from_config(market_config, debug=args.debug) 15 compute_value="average"):
11 helper.main_process_market(user_market, args.action, before=args.before, after=args.after) 16 """
12 except Exception as e: 17 Make an order on market
18 "market": The market on which to place the order
19 "value": The value in *base_currency* to acquire,
20 or in *currency* to dispose.
21 use negative for margin trade.
22 "action": "acquire" or "dispose".
23 "acquire" will buy long or sell short,
24 "dispose" will sell long or buy short.
25 "currency": The currency to acquire or dispose
26 "base_currency": The base currency. The value is expressed in that
27 currency (default: BTC)
28 "follow": Whether to follow the order once run (default: True)
29 "close_if_possible": Whether to try to close the position at the end
30 of the trade, i.e. reach exactly 0 at the end
31 (only meaningful in "dispose"). May have
32 unwanted effects if the end value of the
33 currency is not 0.
34 "compute_value": Compute value to place the order
35 """
36 market.report.log_stage("make_order_begin")
37 market.balances.fetch_balances(tag="make_order_begin")
38 if action == "acquire":
39 trade = portfolio.Trade(
40 portfolio.Amount(base_currency, 0),
41 portfolio.Amount(base_currency, value),
42 currency, market)
43 else:
44 amount = portfolio.Amount(currency, value)
45 trade = portfolio.Trade(
46 amount.in_currency(base_currency, market, compute_value=compute_value),
47 portfolio.Amount(base_currency, 0),
48 currency, market)
49 market.trades.all.append(trade)
50 order = trade.prepare_order(
51 close_if_possible=close_if_possible,
52 compute_value=compute_value)
53 market.report.log_orders([order], None, compute_value)
54 market.trades.run_orders()
55 if follow:
56 market.follow_orders()
57 market.balances.fetch_balances(tag="make_order_end")
58 else:
59 market.report.log_stage("make_order_end_not_followed")
60 return order
61 market.report.log_stage("make_order_end")
62
63def get_user_market(config_path, user_id, debug=False):
64 pg_config, report_path = parse_config(config_path)
65 market_config = list(fetch_markets(pg_config, str(user_id)))[0][0]
66 return market.Market.from_config(market_config, debug=debug)
67
68def fetch_markets(pg_config, user):
69 connection = psycopg2.connect(**pg_config)
70 cursor = connection.cursor()
71
72 if user is None:
73 cursor.execute("SELECT config,user_id FROM market_configs")
74 else:
75 cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user)
76
77 for row in cursor:
78 yield row
79
80def parse_config(config_file):
81 config = configparser.ConfigParser()
82 config.read(config_file)
83
84 if "postgresql" not in config:
85 print("no configuration for postgresql in config file")
86 sys.exit(1)
87
88 if "app" in config and "report_path" in config["app"]:
89 report_path = config["app"]["report_path"]
90
91 if not os.path.exists(report_path):
92 os.makedirs(report_path)
93 else:
94 report_path = None
95
96 return [config["postgresql"], report_path]
97
98def parse_args(argv):
99 parser = argparse.ArgumentParser(
100 description="Run the trade bot")
101
102 parser.add_argument("-c", "--config",
103 default="config.ini",
104 required=False,
105 help="Config file to load (default: config.ini)")
106 parser.add_argument("--before",
107 default=False, action='store_const', const=True,
108 help="Run the steps before the cryptoportfolio update")
109 parser.add_argument("--after",
110 default=False, action='store_const', const=True,
111 help="Run the steps after the cryptoportfolio update")
112 parser.add_argument("--debug",
113 default=False, action='store_const', const=True,
114 help="Run in debug mode")
115 parser.add_argument("--user",
116 default=None, required=False, help="Only run for that user")
117 parser.add_argument("--action",
118 action='append',
119 help="Do a different action than trading (add several times to chain)")
120
121 args = parser.parse_args(argv)
122
123 if not os.path.exists(args.config):
124 print("no config file found, exiting")
125 sys.exit(1)
126
127 return args
128
129def main(argv):
130 args = parse_args(argv)
131
132 pg_config, report_path = parse_config(args.config)
133
134 for market_config, user_id in fetch_markets(pg_config, args.user):
13 try: 135 try:
14 user_market.report.log_error("main", exception=e) 136 market.Market\
15 except: 137 .from_config(market_config, debug=args.debug, user_id=user_id, report_path=report_path)\
138 .process(args.action, before=args.before, after=args.after)
139 except Exception as e:
16 print("{}: {}".format(e.__class__.__name__, e)) 140 print("{}: {}".format(e.__class__.__name__, e))
17 finally: 141
18 helper.main_store_report(report_path, user_id, user_market) 142if __name__ == '__main__': # pragma: no cover
143 main(sys.argv[1:])
diff --git a/market.py b/market.py
index 3381d1e..6c14ae2 100644
--- a/market.py
+++ b/market.py
@@ -3,6 +3,8 @@ import ccxt_wrapper as ccxt
3import time 3import time
4from store import * 4from store import *
5from cachetools.func import ttl_cache 5from cachetools.func import ttl_cache
6from datetime import datetime
7import portfolio
6 8
7class Market: 9class Market:
8 debug = False 10 debug = False
@@ -11,17 +13,21 @@ class Market:
11 trades = None 13 trades = None
12 balances = None 14 balances = None
13 15
14 def __init__(self, ccxt_instance, debug=False): 16 def __init__(self, ccxt_instance, debug=False, user_id=None, report_path=None):
15 self.debug = debug 17 self.debug = debug
16 self.ccxt = ccxt_instance 18 self.ccxt = ccxt_instance
17 self.ccxt._market = self 19 self.ccxt._market = self
18 self.report = ReportStore(self) 20 self.report = ReportStore(self)
19 self.trades = TradeStore(self) 21 self.trades = TradeStore(self)
20 self.balances = BalanceStore(self) 22 self.balances = BalanceStore(self)
23 self.processor = Processor(self)
24
25 self.user_id = user_id
26 self.report_path = report_path
21 27
22 @classmethod 28 @classmethod
23 def from_config(cls, config, debug=False): 29 def from_config(cls, config, debug=False, user_id=None, report_path=None):
24 config["apiKey"] = config.pop("key") 30 config["apiKey"] = config.pop("key", None)
25 31
26 ccxt_instance = ccxt.poloniexE(config) 32 ccxt_instance = ccxt.poloniexE(config)
27 33
@@ -37,7 +43,34 @@ class Market:
37 ccxt_instance.session.request = request_wrap.__get__(ccxt_instance.session, 43 ccxt_instance.session.request = request_wrap.__get__(ccxt_instance.session,
38 ccxt_instance.session.__class__) 44 ccxt_instance.session.__class__)
39 45
40 return cls(ccxt_instance, debug=debug) 46 return cls(ccxt_instance, debug=debug, user_id=user_id, report_path=report_path)
47
48 def store_report(self):
49 try:
50 if self.report_path is not None:
51 report_file = "{}/{}_{}.json".format(self.report_path, datetime.now().isoformat(), self.user_id)
52 with open(report_file, "w") as f:
53 f.write(self.report.to_json())
54 except Exception as e:
55 print("impossible to store report file: {}; {}".format(e.__class__.__name__, e))
56
57 def process(self, actions, before=False, after=False):
58 try:
59 if len(actions or []) == 0:
60 if before:
61 self.processor.process("sell_all", steps="before")
62 if after:
63 self.processor.process("sell_all", steps="after")
64 else:
65 for action in actions:
66 if hasattr(self, action):
67 getattr(self, action)()
68 else:
69 self.report.log_error("market_process", message="Unknown action {}".format(action))
70 except Exception as e:
71 self.report.log_error("market_process", exception=e)
72 finally:
73 self.store_report()
41 74
42 def move_balances(self): 75 def move_balances(self):
43 needed_in_margin = {} 76 needed_in_margin = {}
@@ -143,3 +176,177 @@ class Market:
143 liquidity=liquidity, repartition=repartition) 176 liquidity=liquidity, repartition=repartition)
144 self.trades.compute_trades(values_in_base, new_repartition, only=only) 177 self.trades.compute_trades(values_in_base, new_repartition, only=only)
145 178
179 # Helpers
180 def print_orders(self, base_currency="BTC"):
181 self.report.log_stage("print_orders")
182 self.balances.fetch_balances(tag="print_orders")
183 self.prepare_trades(base_currency=base_currency, compute_value="average")
184 self.trades.prepare_orders(compute_value="average")
185
186 def print_balances(self, base_currency="BTC"):
187 self.report.log_stage("print_balances")
188 self.balances.fetch_balances()
189 if base_currency is not None:
190 self.report.print_log("total:")
191 self.report.print_log(sum(self.balances.in_currency(base_currency).values()))
192
193class Processor:
194 scenarios = {
195 "sell_needed": [
196 {
197 "name": "wait",
198 "number": 0,
199 "before": False,
200 "after": True,
201 "wait_for_recent": {},
202 },
203 {
204 "name": "sell",
205 "number": 1,
206 "before": False,
207 "after": True,
208 "fetch_balances": ["begin", "end"],
209 "prepare_trades": {},
210 "prepare_orders": { "only": "dispose", "compute_value": "average" },
211 "run_orders": {},
212 "follow_orders": {},
213 "close_trades": {},
214 },
215 {
216 "name": "buy",
217 "number": 2,
218 "before": False,
219 "after": True,
220 "fetch_balances": ["begin", "end"],
221 "prepare_trades": { "only": "acquire" },
222 "prepare_orders": { "only": "acquire", "compute_value": "average" },
223 "move_balances": {},
224 "run_orders": {},
225 "follow_orders": {},
226 "close_trades": {},
227 },
228 ],
229 "sell_all": [
230 {
231 "name": "all_sell",
232 "number": 1,
233 "before": True,
234 "after": False,
235 "fetch_balances": ["begin", "end"],
236 "prepare_trades": { "repartition": { "base_currency": (1, "long") } },
237 "prepare_orders": { "compute_value": "average" },
238 "run_orders": {},
239 "follow_orders": {},
240 "close_trades": {},
241 },
242 {
243 "name": "wait",
244 "number": 2,
245 "before": False,
246 "after": True,
247 "wait_for_recent": {},
248 },
249 {
250 "name": "all_buy",
251 "number": 3,
252 "before": False,
253 "after": True,
254 "fetch_balances": ["begin", "end"],
255 "prepare_trades": {},
256 "prepare_orders": { "compute_value": "average" },
257 "move_balances": {},
258 "run_orders": {},
259 "follow_orders": {},
260 "close_trades": {},
261 },
262 ]
263 }
264
265 ordered_actions = [
266 "wait_for_recent", "prepare_trades", "prepare_orders",
267 "move_balances", "run_orders", "follow_orders",
268 "close_trades"]
269
270 def __init__(self, market):
271 self.market = market
272
273 def select_steps(self, scenario, step):
274 if step == "all":
275 return scenario
276 elif step == "before" or step == "after":
277 return list(filter(lambda x: step in x and x[step], scenario))
278 elif type(step) == int:
279 return [scenario[step-1]]
280 elif type(step) == str:
281 return list(filter(lambda x: x["name"] == step, scenario))
282 else:
283 raise TypeError("Unknown step {}".format(step))
284
285 def process(self, scenario_name, steps="all", **kwargs):
286 scenario = self.scenarios[scenario_name]
287 selected_steps = []
288
289 if type(steps) == str or type(steps) == int:
290 selected_steps += self.select_steps(scenario, steps)
291 else:
292 for step in steps:
293 selected_steps += self.select_steps(scenario, step)
294 for step in selected_steps:
295 self.process_step(scenario_name, step, kwargs)
296
297 def process_step(self, scenario_name, step, kwargs):
298 process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
299 self.market.report.log_stage("{}_begin".format(process_name))
300 if "begin" in step.get("fetch_balances", []):
301 self.market.balances.fetch_balances(tag="{}_begin".format(process_name))
302
303 for action in self.ordered_actions:
304 if action in step:
305 self.run_action(action, step[action], kwargs)
306
307 if "end" in step.get("fetch_balances", []):
308 self.market.balances.fetch_balances(tag="{}_end".format(process_name))
309 self.market.report.log_stage("{}_end".format(process_name))
310
311 def method_arguments(self, action):
312 import inspect
313
314 if action == "wait_for_recent":
315 method = portfolio.Portfolio.wait_for_recent
316 elif action == "prepare_trades":
317 method = self.market.prepare_trades
318 elif action == "prepare_orders":
319 method = self.market.trades.prepare_orders
320 elif action == "move_balances":
321 method = self.market.move_balances
322 elif action == "run_orders":
323 method = self.market.trades.run_orders
324 elif action == "follow_orders":
325 method = self.market.follow_orders
326 elif action == "close_trades":
327 method = self.market.trades.close_trades
328
329 signature = inspect.getfullargspec(method)
330 defaults = signature.defaults or []
331 kwargs = signature.args[-len(defaults):]
332
333 return [method, kwargs]
334
335 def parse_args(self, action, default_args, kwargs):
336 method, allowed_arguments = self.method_arguments(action)
337 args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments }
338
339 if "repartition" in args and "base_currency" in args["repartition"]:
340 r = args["repartition"]
341 r[args.get("base_currency", "BTC")] = r.pop("base_currency")
342
343 return method, args
344
345 def run_action(self, action, default_args, kwargs):
346 method, args = self.parse_args(action, default_args, kwargs)
347
348 if action == "wait_for_recent":
349 method(self.market, **args)
350 else:
351 method(**args)
352
diff --git a/test.py b/test.py
index a45010b..feac62f 100644
--- a/test.py
+++ b/test.py
@@ -7,7 +7,7 @@ from unittest import mock
7import requests 7import requests
8import requests_mock 8import requests_mock
9from io import StringIO 9from io import StringIO
10import portfolio, helper, market 10import portfolio, market, main
11 11
12limits = ["acceptance", "unit"] 12limits = ["acceptance", "unit"]
13for test_type in limits: 13for test_type in limits:
@@ -907,7 +907,163 @@ class MarketTest(WebMockTestCase):
907 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") 907 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
908 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") 908 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
909 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") 909 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
910 910
911 def test_store_report(self):
912
913 file_open = mock.mock_open()
914 with self.subTest(file=None), mock.patch("market.open", file_open):
915 m = market.Market(self.ccxt, user_id=1)
916 m.store_report()
917 file_open.assert_not_called()
918
919 file_open = mock.mock_open()
920 m = market.Market(self.ccxt, report_path="present", user_id=1)
921 with self.subTest(file="present"),\
922 mock.patch("market.open", file_open),\
923 mock.patch.object(m, "report") as report,\
924 mock.patch.object(market, "datetime") as time_mock:
925
926 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
927 report.to_json.return_value = "json_content"
928
929 m.store_report()
930
931 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
932 file_open().write.assert_called_once_with("json_content")
933 m.report.to_json.assert_called_once_with()
934
935 m = market.Market(self.ccxt, report_path="error", user_id=1)
936 with self.subTest(file="error"),\
937 mock.patch("market.open") as file_open,\
938 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
939 file_open.side_effect = FileNotFoundError
940
941 m.store_report()
942
943 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
944
945 def test_print_orders(self):
946 m = market.Market(self.ccxt)
947 with mock.patch.object(m.report, "log_stage") as log_stage,\
948 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
949 mock.patch.object(m, "prepare_trades") as prepare_trades,\
950 mock.patch.object(m.trades, "prepare_orders") as prepare_orders:
951 m.print_orders()
952
953 log_stage.assert_called_with("print_orders")
954 fetch_balances.assert_called_with(tag="print_orders")
955 prepare_trades.assert_called_with(base_currency="BTC",
956 compute_value="average")
957 prepare_orders.assert_called_with(compute_value="average")
958
959 def test_print_balances(self):
960 m = market.Market(self.ccxt)
961
962 with mock.patch.object(m.balances, "in_currency") as in_currency,\
963 mock.patch.object(m.report, "log_stage") as log_stage,\
964 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
965 mock.patch.object(m.report, "print_log") as print_log:
966
967 in_currency.return_value = {
968 "BTC": portfolio.Amount("BTC", "0.65"),
969 "ETH": portfolio.Amount("BTC", "0.3"),
970 }
971
972 m.print_balances()
973
974 log_stage.assert_called_once_with("print_balances")
975 fetch_balances.assert_called_with()
976 print_log.assert_has_calls([
977 mock.call("total:"),
978 mock.call(portfolio.Amount("BTC", "0.95")),
979 ])
980
981 @mock.patch("market.Processor.process")
982 @mock.patch("market.ReportStore.log_error")
983 @mock.patch("market.Market.store_report")
984 def test_process(self, store_report, log_error, process):
985 m = market.Market(self.ccxt)
986 with self.subTest(before=False, after=False):
987 m.process(None)
988
989 process.assert_not_called()
990 store_report.assert_called_once()
991 log_error.assert_not_called()
992
993 process.reset_mock()
994 log_error.reset_mock()
995 store_report.reset_mock()
996 with self.subTest(before=True, after=False):
997 m.process(None, before=True)
998
999 process.assert_called_once_with("sell_all", steps="before")
1000 store_report.assert_called_once()
1001 log_error.assert_not_called()
1002
1003 process.reset_mock()
1004 log_error.reset_mock()
1005 store_report.reset_mock()
1006 with self.subTest(before=False, after=True):
1007 m.process(None, after=True)
1008
1009 process.assert_called_once_with("sell_all", steps="after")
1010 store_report.assert_called_once()
1011 log_error.assert_not_called()
1012
1013 process.reset_mock()
1014 log_error.reset_mock()
1015 store_report.reset_mock()
1016 with self.subTest(before=True, after=True):
1017 m.process(None, before=True, after=True)
1018
1019 process.assert_has_calls([
1020 mock.call("sell_all", steps="before"),
1021 mock.call("sell_all", steps="after"),
1022 ])
1023 store_report.assert_called_once()
1024 log_error.assert_not_called()
1025
1026 process.reset_mock()
1027 log_error.reset_mock()
1028 store_report.reset_mock()
1029 with self.subTest(action="print_balances"),\
1030 mock.patch.object(m, "print_balances") as print_balances:
1031 m.process(["print_balances"])
1032
1033 process.assert_not_called()
1034 log_error.assert_not_called()
1035 store_report.assert_called_once()
1036 print_balances.assert_called_once_with()
1037
1038 log_error.reset_mock()
1039 store_report.reset_mock()
1040 with self.subTest(action="print_orders"),\
1041 mock.patch.object(m, "print_orders") as print_orders,\
1042 mock.patch.object(m, "print_balances") as print_balances:
1043 m.process(["print_orders", "print_balances"])
1044
1045 process.assert_not_called()
1046 log_error.assert_not_called()
1047 store_report.assert_called_once()
1048 print_orders.assert_called_once_with()
1049 print_balances.assert_called_once_with()
1050
1051 log_error.reset_mock()
1052 store_report.reset_mock()
1053 with self.subTest(action="unknown"):
1054 m.process(["unknown"])
1055 log_error.assert_called_once_with("market_process", message="Unknown action unknown")
1056 store_report.assert_called_once()
1057
1058 log_error.reset_mock()
1059 store_report.reset_mock()
1060 with self.subTest(unhandled_exception=True):
1061 process.side_effect = Exception("bouh")
1062
1063 m.process(None, before=True)
1064 log_error.assert_called_with("market_process", exception=mock.ANY)
1065 store_report.assert_called_once()
1066
911@unittest.skipUnless("unit" in limits, "Unit skipped") 1067@unittest.skipUnless("unit" in limits, "Unit skipped")
912class TradeStoreTest(WebMockTestCase): 1068class TradeStoreTest(WebMockTestCase):
913 def test_compute_trades(self): 1069 def test_compute_trades(self):
@@ -2752,7 +2908,7 @@ class ReportStoreTest(WebMockTestCase):
2752 }) 2908 })
2753 2909
2754@unittest.skipUnless("unit" in limits, "Unit skipped") 2910@unittest.skipUnless("unit" in limits, "Unit skipped")
2755class HelperTest(WebMockTestCase): 2911class MainTest(WebMockTestCase):
2756 def test_make_order(self): 2912 def test_make_order(self):
2757 self.m.get_ticker.return_value = { 2913 self.m.get_ticker.return_value = {
2758 "inverted": False, 2914 "inverted": False,
@@ -2762,7 +2918,7 @@ class HelperTest(WebMockTestCase):
2762 } 2918 }
2763 2919
2764 with self.subTest(description="nominal case"): 2920 with self.subTest(description="nominal case"):
2765 helper.make_order(self.m, 10, "ETH") 2921 main.make_order(self.m, 10, "ETH")
2766 2922
2767 self.m.report.log_stage.assert_has_calls([ 2923 self.m.report.log_stage.assert_has_calls([
2768 mock.call("make_order_begin"), 2924 mock.call("make_order_begin"),
@@ -2787,7 +2943,7 @@ class HelperTest(WebMockTestCase):
2787 2943
2788 self.m.reset_mock() 2944 self.m.reset_mock()
2789 with self.subTest(compute_value="default"): 2945 with self.subTest(compute_value="default"):
2790 helper.make_order(self.m, 10, "ETH", action="dispose", 2946 main.make_order(self.m, 10, "ETH", action="dispose",
2791 compute_value="ask") 2947 compute_value="ask")
2792 2948
2793 trade = self.m.trades.all.append.mock_calls[0][1][0] 2949 trade = self.m.trades.all.append.mock_calls[0][1][0]
@@ -2796,7 +2952,7 @@ class HelperTest(WebMockTestCase):
2796 2952
2797 self.m.reset_mock() 2953 self.m.reset_mock()
2798 with self.subTest(follow=False): 2954 with self.subTest(follow=False):
2799 result = helper.make_order(self.m, 10, "ETH", follow=False) 2955 result = main.make_order(self.m, 10, "ETH", follow=False)
2800 2956
2801 self.m.report.log_stage.assert_has_calls([ 2957 self.m.report.log_stage.assert_has_calls([
2802 mock.call("make_order_begin"), 2958 mock.call("make_order_begin"),
@@ -2816,7 +2972,7 @@ class HelperTest(WebMockTestCase):
2816 2972
2817 self.m.reset_mock() 2973 self.m.reset_mock()
2818 with self.subTest(base_currency="USDT"): 2974 with self.subTest(base_currency="USDT"):
2819 helper.make_order(self.m, 1, "BTC", base_currency="USDT") 2975 main.make_order(self.m, 1, "BTC", base_currency="USDT")
2820 2976
2821 trade = self.m.trades.all.append.mock_calls[0][1][0] 2977 trade = self.m.trades.all.append.mock_calls[0][1][0]
2822 self.assertEqual("BTC", trade.currency) 2978 self.assertEqual("BTC", trade.currency)
@@ -2824,14 +2980,14 @@ class HelperTest(WebMockTestCase):
2824 2980
2825 self.m.reset_mock() 2981 self.m.reset_mock()
2826 with self.subTest(close_if_possible=True): 2982 with self.subTest(close_if_possible=True):
2827 helper.make_order(self.m, 10, "ETH", close_if_possible=True) 2983 main.make_order(self.m, 10, "ETH", close_if_possible=True)
2828 2984
2829 trade = self.m.trades.all.append.mock_calls[0][1][0] 2985 trade = self.m.trades.all.append.mock_calls[0][1][0]
2830 self.assertEqual(True, trade.orders[0].close_if_possible) 2986 self.assertEqual(True, trade.orders[0].close_if_possible)
2831 2987
2832 self.m.reset_mock() 2988 self.m.reset_mock()
2833 with self.subTest(action="dispose"): 2989 with self.subTest(action="dispose"):
2834 helper.make_order(self.m, 10, "ETH", action="dispose") 2990 main.make_order(self.m, 10, "ETH", action="dispose")
2835 2991
2836 trade = self.m.trades.all.append.mock_calls[0][1][0] 2992 trade = self.m.trades.all.append.mock_calls[0][1][0]
2837 self.assertEqual(0, trade.value_to) 2993 self.assertEqual(0, trade.value_to)
@@ -2841,19 +2997,19 @@ class HelperTest(WebMockTestCase):
2841 2997
2842 self.m.reset_mock() 2998 self.m.reset_mock()
2843 with self.subTest(compute_value="default"): 2999 with self.subTest(compute_value="default"):
2844 helper.make_order(self.m, 10, "ETH", action="dispose", 3000 main.make_order(self.m, 10, "ETH", action="dispose",
2845 compute_value="bid") 3001 compute_value="bid")
2846 3002
2847 trade = self.m.trades.all.append.mock_calls[0][1][0] 3003 trade = self.m.trades.all.append.mock_calls[0][1][0]
2848 self.assertEqual(D("0.9"), trade.value_from.value) 3004 self.assertEqual(D("0.9"), trade.value_from.value)
2849 3005
2850 def test_user_market(self): 3006 def test_get_user_market(self):
2851 with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\ 3007 with mock.patch("main.fetch_markets") as main_fetch_markets,\
2852 mock.patch("helper.main_parse_config") as main_parse_config: 3008 mock.patch("main.parse_config") as main_parse_config:
2853 with self.subTest(debug=False): 3009 with self.subTest(debug=False):
2854 main_parse_config.return_value = ["pg_config", "report_path"] 3010 main_parse_config.return_value = ["pg_config", "report_path"]
2855 main_fetch_markets.return_value = [({"key": "market_config"},)] 3011 main_fetch_markets.return_value = [({"key": "market_config"},)]
2856 m = helper.get_user_market("config_path.ini", 1) 3012 m = main.get_user_market("config_path.ini", 1)
2857 3013
2858 self.assertIsInstance(m, market.Market) 3014 self.assertIsInstance(m, market.Market)
2859 self.assertFalse(m.debug) 3015 self.assertFalse(m.debug)
@@ -2861,141 +3017,56 @@ class HelperTest(WebMockTestCase):
2861 with self.subTest(debug=True): 3017 with self.subTest(debug=True):
2862 main_parse_config.return_value = ["pg_config", "report_path"] 3018 main_parse_config.return_value = ["pg_config", "report_path"]
2863 main_fetch_markets.return_value = [({"key": "market_config"},)] 3019 main_fetch_markets.return_value = [({"key": "market_config"},)]
2864 m = helper.get_user_market("config_path.ini", 1, debug=True) 3020 m = main.get_user_market("config_path.ini", 1, debug=True)
2865 3021
2866 self.assertIsInstance(m, market.Market) 3022 self.assertIsInstance(m, market.Market)
2867 self.assertTrue(m.debug) 3023 self.assertTrue(m.debug)
2868 3024
2869 def test_main_store_report(self): 3025 def test_main(self):
2870 file_open = mock.mock_open() 3026 with mock.patch("main.parse_args") as parse_args,\
2871 with self.subTest(file=None), mock.patch("__main__.open", file_open): 3027 mock.patch("main.parse_config") as parse_config,\
2872 helper.main_store_report(None, 1, self.m) 3028 mock.patch("main.fetch_markets") as fetch_markets,\
2873 file_open.assert_not_called() 3029 mock.patch("market.Market") as market_mock,\
2874
2875 file_open = mock.mock_open()
2876 with self.subTest(file="present"), mock.patch("helper.open", file_open),\
2877 mock.patch.object(helper, "datetime") as time_mock:
2878 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
2879 self.m.report.to_json.return_value = "json_content"
2880
2881 helper.main_store_report("present", 1, self.m)
2882
2883 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
2884 file_open().write.assert_called_once_with("json_content")
2885 self.m.report.to_json.assert_called_once_with()
2886
2887 with self.subTest(file="error"),\
2888 mock.patch("helper.open") as file_open,\
2889 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: 3030 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2890 file_open.side_effect = FileNotFoundError
2891 3031
2892 helper.main_store_report("error", 1, self.m) 3032 args_mock = mock.Mock()
3033 args_mock.action = "action"
3034 args_mock.config = "config"
3035 args_mock.user = "user"
3036 args_mock.debug = "debug"
3037 args_mock.before = "before"
3038 args_mock.after = "after"
3039 parse_args.return_value = args_mock
2893 3040
2894 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") 3041 parse_config.return_value = ["pg_config", "report_path"]
2895 3042
2896 @mock.patch("helper.Processor.process") 3043 fetch_markets.return_value = [["config1", 1], ["config2", 2]]
2897 def test_main_process_market(self, process):
2898 with self.subTest(before=False, after=False):
2899 m = mock.Mock()
2900 helper.main_process_market(m, None)
2901 3044
2902 process.assert_not_called() 3045 main.main(["Foo", "Bar"])
2903 3046
2904 process.reset_mock() 3047 parse_args.assert_called_with(["Foo", "Bar"])
2905 with self.subTest(before=True, after=False): 3048 parse_config.assert_called_with("config")
2906 helper.main_process_market(m, None, before=True) 3049 fetch_markets.assert_called_with("pg_config", "user")
2907 3050
2908 process.assert_called_once_with("sell_all", steps="before") 3051 self.assertEqual(2, market_mock.from_config.call_count)
2909 3052 market_mock.from_config.assert_has_calls([
2910 process.reset_mock() 3053 mock.call("config1", debug="debug", user_id=1, report_path="report_path"),
2911 with self.subTest(before=False, after=True): 3054 mock.call().process("action", before="before", after="after"),
2912 helper.main_process_market(m, None, after=True) 3055 mock.call("config2", debug="debug", user_id=2, report_path="report_path"),
2913 3056 mock.call().process("action", before="before", after="after")
2914 process.assert_called_once_with("sell_all", steps="after")
2915
2916 process.reset_mock()
2917 with self.subTest(before=True, after=True):
2918 helper.main_process_market(m, None, before=True, after=True)
2919
2920 process.assert_has_calls([
2921 mock.call("sell_all", steps="before"),
2922 mock.call("sell_all", steps="after"),
2923 ]) 3057 ])
2924 3058
2925 process.reset_mock() 3059 self.assertEqual("", stdout_mock.getvalue())
2926 with self.subTest(action="print_balances"),\
2927 mock.patch("helper.print_balances") as print_balances:
2928 helper.main_process_market("user", ["print_balances"])
2929
2930 process.assert_not_called()
2931 print_balances.assert_called_once_with("user")
2932
2933 with self.subTest(action="print_orders"),\
2934 mock.patch("helper.print_orders") as print_orders,\
2935 mock.patch("helper.print_balances") as print_balances:
2936 helper.main_process_market("user", ["print_orders", "print_balances"])
2937
2938 process.assert_not_called()
2939 print_orders.assert_called_once_with("user")
2940 print_balances.assert_called_once_with("user")
2941
2942 with self.subTest(action="unknown"),\
2943 self.assertRaises(NotImplementedError):
2944 helper.main_process_market("user", ["unknown"])
2945
2946 @mock.patch.object(helper, "psycopg2")
2947 def test_fetch_markets(self, psycopg2):
2948 connect_mock = mock.Mock()
2949 cursor_mock = mock.MagicMock()
2950 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
2951
2952 connect_mock.cursor.return_value = cursor_mock
2953 psycopg2.connect.return_value = connect_mock
2954
2955 with self.subTest(user=None):
2956 rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
2957
2958 psycopg2.connect.assert_called_once_with(foo="bar")
2959 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
2960
2961 self.assertEqual(["row_1", "row_2"], rows)
2962
2963 psycopg2.connect.reset_mock()
2964 cursor_mock.execute.reset_mock()
2965 with self.subTest(user=1):
2966 rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
2967
2968 psycopg2.connect.assert_called_once_with(foo="bar")
2969 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
2970
2971 self.assertEqual(["row_1", "row_2"], rows)
2972
2973 @mock.patch.object(helper.sys, "exit")
2974 def test_main_parse_args(self, exit):
2975 with self.subTest(config="config.ini"):
2976 args = helper.main_parse_args([])
2977 self.assertEqual("config.ini", args.config)
2978 self.assertFalse(args.before)
2979 self.assertFalse(args.after)
2980 self.assertFalse(args.debug)
2981
2982 args = helper.main_parse_args(["--before", "--after", "--debug"])
2983 self.assertTrue(args.before)
2984 self.assertTrue(args.after)
2985 self.assertTrue(args.debug)
2986
2987 exit.assert_not_called()
2988 3060
2989 with self.subTest(config="inexistant"),\ 3061 with self.subTest(exception=True):
2990 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: 3062 market_mock.from_config.side_effect = Exception("boo")
2991 args = helper.main_parse_args(["--config", "foo.bar"]) 3063 main.main(["Foo", "Bar"])
2992 exit.assert_called_once_with(1) 3064 self.assertEqual("Exception: boo\nException: boo\n", stdout_mock.getvalue())
2993 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
2994 3065
2995 @mock.patch.object(helper.sys, "exit") 3066 @mock.patch.object(main.sys, "exit")
2996 @mock.patch("helper.configparser") 3067 @mock.patch("main.configparser")
2997 @mock.patch("helper.os") 3068 @mock.patch("main.os")
2998 def test_main_parse_config(self, os, configparser, exit): 3069 def test_parse_config(self, os, configparser, exit):
2999 with self.subTest(pg_config=True, report_path=None): 3070 with self.subTest(pg_config=True, report_path=None):
3000 config_mock = mock.MagicMock() 3071 config_mock = mock.MagicMock()
3001 configparser.ConfigParser.return_value = config_mock 3072 configparser.ConfigParser.return_value = config_mock
@@ -3005,7 +3076,7 @@ class HelperTest(WebMockTestCase):
3005 config_mock.__contains__.side_effect = config 3076 config_mock.__contains__.side_effect = config
3006 config_mock.__getitem__.return_value = "pg_config" 3077 config_mock.__getitem__.return_value = "pg_config"
3007 3078
3008 result = helper.main_parse_config("configfile") 3079 result = main.parse_config("configfile")
3009 3080
3010 config_mock.read.assert_called_with("configfile") 3081 config_mock.read.assert_called_with("configfile")
3011 3082
@@ -3023,7 +3094,7 @@ class HelperTest(WebMockTestCase):
3023 ] 3094 ]
3024 3095
3025 os.path.exists.return_value = False 3096 os.path.exists.return_value = False
3026 result = helper.main_parse_config("configfile") 3097 result = main.parse_config("configfile")
3027 3098
3028 config_mock.read.assert_called_with("configfile") 3099 config_mock.read.assert_called_with("configfile")
3029 self.assertEqual(["pg_config", "report_path"], result) 3100 self.assertEqual(["pg_config", "report_path"], result)
@@ -3034,46 +3105,71 @@ class HelperTest(WebMockTestCase):
3034 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: 3105 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3035 config_mock = mock.MagicMock() 3106 config_mock = mock.MagicMock()
3036 configparser.ConfigParser.return_value = config_mock 3107 configparser.ConfigParser.return_value = config_mock
3037 result = helper.main_parse_config("configfile") 3108 result = main.parse_config("configfile")
3038 3109
3039 config_mock.read.assert_called_with("configfile") 3110 config_mock.read.assert_called_with("configfile")
3040 exit.assert_called_once_with(1) 3111 exit.assert_called_once_with(1)
3041 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) 3112 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
3042 3113
3114 @mock.patch.object(main.sys, "exit")
3115 def test_parse_args(self, exit):
3116 with self.subTest(config="config.ini"):
3117 args = main.parse_args([])
3118 self.assertEqual("config.ini", args.config)
3119 self.assertFalse(args.before)
3120 self.assertFalse(args.after)
3121 self.assertFalse(args.debug)
3043 3122
3044 def test_print_orders(self): 3123 args = main.parse_args(["--before", "--after", "--debug"])
3045 helper.print_orders(self.m) 3124 self.assertTrue(args.before)
3125 self.assertTrue(args.after)
3126 self.assertTrue(args.debug)
3046 3127
3047 self.m.report.log_stage.assert_called_with("print_orders") 3128 exit.assert_not_called()
3048 self.m.balances.fetch_balances.assert_called_with(tag="print_orders") 3129
3049 self.m.prepare_trades.assert_called_with(base_currency="BTC", 3130 with self.subTest(config="inexistant"),\
3050 compute_value="average") 3131 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3051 self.m.trades.prepare_orders.assert_called_with(compute_value="average") 3132 args = main.parse_args(["--config", "foo.bar"])
3133 exit.assert_called_once_with(1)
3134 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
3135
3136 @mock.patch.object(main, "psycopg2")
3137 def test_fetch_markets(self, psycopg2):
3138 connect_mock = mock.Mock()
3139 cursor_mock = mock.MagicMock()
3140 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
3141
3142 connect_mock.cursor.return_value = cursor_mock
3143 psycopg2.connect.return_value = connect_mock
3144
3145 with self.subTest(user=None):
3146 rows = list(main.fetch_markets({"foo": "bar"}, None))
3147
3148 psycopg2.connect.assert_called_once_with(foo="bar")
3149 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
3150
3151 self.assertEqual(["row_1", "row_2"], rows)
3152
3153 psycopg2.connect.reset_mock()
3154 cursor_mock.execute.reset_mock()
3155 with self.subTest(user=1):
3156 rows = list(main.fetch_markets({"foo": "bar"}, 1))
3157
3158 psycopg2.connect.assert_called_once_with(foo="bar")
3159 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
3160
3161 self.assertEqual(["row_1", "row_2"], rows)
3052 3162
3053 def test_print_balances(self):
3054 self.m.balances.in_currency.return_value = {
3055 "BTC": portfolio.Amount("BTC", "0.65"),
3056 "ETH": portfolio.Amount("BTC", "0.3"),
3057 }
3058
3059 helper.print_balances(self.m)
3060
3061 self.m.report.log_stage.assert_called_once_with("print_balances")
3062 self.m.balances.fetch_balances.assert_called_with()
3063 self.m.report.print_log.assert_has_calls([
3064 mock.call("total:"),
3065 mock.call(portfolio.Amount("BTC", "0.95")),
3066 ])
3067 3163
3068@unittest.skipUnless("unit" in limits, "Unit skipped") 3164@unittest.skipUnless("unit" in limits, "Unit skipped")
3069class ProcessorTest(WebMockTestCase): 3165class ProcessorTest(WebMockTestCase):
3070 def test_values(self): 3166 def test_values(self):
3071 processor = helper.Processor(self.m) 3167 processor = market.Processor(self.m)
3072 3168
3073 self.assertEqual(self.m, processor.market) 3169 self.assertEqual(self.m, processor.market)
3074 3170
3075 def test_run_action(self): 3171 def test_run_action(self):
3076 processor = helper.Processor(self.m) 3172 processor = market.Processor(self.m)
3077 3173
3078 with mock.patch.object(processor, "parse_args") as parse_args: 3174 with mock.patch.object(processor, "parse_args") as parse_args:
3079 method_mock = mock.Mock() 3175 method_mock = mock.Mock()
@@ -3090,7 +3186,7 @@ class ProcessorTest(WebMockTestCase):
3090 method_mock.assert_called_with(self.m, foo="bar") 3186 method_mock.assert_called_with(self.m, foo="bar")
3091 3187
3092 def test_select_step(self): 3188 def test_select_step(self):
3093 processor = helper.Processor(self.m) 3189 processor = market.Processor(self.m)
3094 3190
3095 scenario = processor.scenarios["sell_all"] 3191 scenario = processor.scenarios["sell_all"]
3096 3192
@@ -3103,9 +3199,9 @@ class ProcessorTest(WebMockTestCase):
3103 with self.assertRaises(TypeError): 3199 with self.assertRaises(TypeError):
3104 processor.select_steps(scenario, ["wait"]) 3200 processor.select_steps(scenario, ["wait"])
3105 3201
3106 @mock.patch("helper.Processor.process_step") 3202 @mock.patch("market.Processor.process_step")
3107 def test_process(self, process_step): 3203 def test_process(self, process_step):
3108 processor = helper.Processor(self.m) 3204 processor = market.Processor(self.m)
3109 3205
3110 processor.process("sell_all", foo="bar") 3206 processor.process("sell_all", foo="bar")
3111 self.assertEqual(3, process_step.call_count) 3207 self.assertEqual(3, process_step.call_count)
@@ -3126,7 +3222,7 @@ class ProcessorTest(WebMockTestCase):
3126 ccxt = mock.Mock(spec=market.ccxt.poloniexE) 3222 ccxt = mock.Mock(spec=market.ccxt.poloniexE)
3127 m = market.Market(ccxt) 3223 m = market.Market(ccxt)
3128 3224
3129 processor = helper.Processor(m) 3225 processor = market.Processor(m)
3130 3226
3131 method, arguments = processor.method_arguments("wait_for_recent") 3227 method, arguments = processor.method_arguments("wait_for_recent")
3132 self.assertEqual(portfolio.Portfolio.wait_for_recent, method) 3228 self.assertEqual(portfolio.Portfolio.wait_for_recent, method)
@@ -3152,7 +3248,7 @@ class ProcessorTest(WebMockTestCase):
3152 self.assertEqual(m.trades.close_trades, method) 3248 self.assertEqual(m.trades.close_trades, method)
3153 3249
3154 def test_process_step(self): 3250 def test_process_step(self):
3155 processor = helper.Processor(self.m) 3251 processor = market.Processor(self.m)
3156 3252
3157 with mock.patch.object(processor, "run_action") as run_action: 3253 with mock.patch.object(processor, "run_action") as run_action:
3158 step = processor.scenarios["sell_needed"][1] 3254 step = processor.scenarios["sell_needed"][1]
@@ -3186,7 +3282,7 @@ class ProcessorTest(WebMockTestCase):
3186 self.m.balances.fetch_balances.assert_not_called() 3282 self.m.balances.fetch_balances.assert_not_called()
3187 3283
3188 def test_parse_args(self): 3284 def test_parse_args(self):
3189 processor = helper.Processor(self.m) 3285 processor = market.Processor(self.m)
3190 3286
3191 with mock.patch.object(processor, "method_arguments") as method_arguments: 3287 with mock.patch.object(processor, "method_arguments") as method_arguments:
3192 method_mock = mock.Mock() 3288 method_mock = mock.Mock()