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author | Ismaël Bouya <ismael.bouya@normalesup.org> | 2018-03-04 14:49:54 +0100 |
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committer | Ismaël Bouya <ismael.bouya@normalesup.org> | 2018-03-04 14:49:54 +0100 |
commit | 66f1aed55a17d65e0b5993c59688769dcc2b7b58 (patch) | |
tree | e04b4899d9181fa72d16fa409271ae9d3a83faeb | |
parent | 17598517c544a3dda8b9f773dfeb669c886ea92b (diff) | |
download | Trader-66f1aed55a17d65e0b5993c59688769dcc2b7b58.tar.gz Trader-66f1aed55a17d65e0b5993c59688769dcc2b7b58.tar.zst Trader-66f1aed55a17d65e0b5993c59688769dcc2b7b58.zip |
Write tests for Processor classv0.4
Make default repartition less sensitive to BTC
Automatic signature for methods
Fixes https://git.immae.eu/mantisbt/view.php?id=49 https://git.immae.eu/mantisbt/view.php?id=39
-rw-r--r-- | helper.py | 96 | ||||
-rw-r--r-- | test.py | 230 |
2 files changed, 206 insertions, 120 deletions
@@ -202,7 +202,7 @@ class Processor: | |||
202 | "before": True, | 202 | "before": True, |
203 | "after": False, | 203 | "after": False, |
204 | "fetch_balances": ["begin", "end"], | 204 | "fetch_balances": ["begin", "end"], |
205 | "prepare_trades": { "repartition": { "BTC": (1, "long") } }, | 205 | "prepare_trades": { "repartition": { "base_currency": (1, "long") } }, |
206 | "prepare_orders": { "compute_value": "average" }, | 206 | "prepare_orders": { "compute_value": "average" }, |
207 | "run_orders": {}, | 207 | "run_orders": {}, |
208 | "follow_orders": {}, | 208 | "follow_orders": {}, |
@@ -226,18 +226,15 @@ class Processor: | |||
226 | "move_balances": {}, | 226 | "move_balances": {}, |
227 | "run_orders": {}, | 227 | "run_orders": {}, |
228 | "follow_orders": {}, | 228 | "follow_orders": {}, |
229 | "close_trades": {}, | ||
229 | }, | 230 | }, |
230 | ] | 231 | ] |
231 | } | 232 | } |
232 | 233 | ||
233 | allowed_arguments = { | 234 | ordered_actions = [ |
234 | "wait_for_recent": ["delta"], | 235 | "wait_for_recent", "prepare_trades", "prepare_orders", |
235 | "prepare_trades": ["base_currency", "liquidity", "compute_value", "repartition", "only"], | 236 | "move_balances", "run_orders", "follow_orders", |
236 | "prepare_orders": ["only", "compute_value"], | 237 | "close_trades"] |
237 | "move_balances": [], | ||
238 | "run_orders": [], | ||
239 | "follow_orders": ["sleep"], | ||
240 | } | ||
241 | 238 | ||
242 | def __init__(self, market): | 239 | def __init__(self, market): |
243 | self.market = market | 240 | self.market = market |
@@ -264,57 +261,60 @@ class Processor: | |||
264 | for step in steps: | 261 | for step in steps: |
265 | selected_steps += self.select_steps(scenario, step) | 262 | selected_steps += self.select_steps(scenario, step) |
266 | for step in selected_steps: | 263 | for step in selected_steps: |
267 | self.process_step(scenario_name, step, **kwargs) | 264 | self.process_step(scenario_name, step, kwargs) |
268 | 265 | ||
269 | def process_step(self, scenario_name, step, **kwargs): | 266 | def process_step(self, scenario_name, step, kwargs): |
270 | process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) | 267 | process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) |
271 | self.market.report.log_stage("{}_begin".format(process_name)) | 268 | self.market.report.log_stage("{}_begin".format(process_name)) |
272 | if "begin" in step.get("fetch_balances", []): | 269 | if "begin" in step.get("fetch_balances", []): |
273 | self.market.balances.fetch_balances(tag="{}_begin".format(process_name)) | 270 | self.market.balances.fetch_balances(tag="{}_begin".format(process_name)) |
274 | 271 | ||
275 | for action in ["wait_for_recent", "prepare_trades", | 272 | for action in self.ordered_actions: |
276 | "prepare_orders", "move_balances", "run_orders", | ||
277 | "follow_orders"]: | ||
278 | if action in step: | 273 | if action in step: |
279 | self.run_action(action, step[action], **kwargs) | 274 | self.run_action(action, step[action], kwargs) |
280 | 275 | ||
281 | if "end" in step.get("fetch_balances", []): | 276 | if "end" in step.get("fetch_balances", []): |
282 | self.market.balances.fetch_balances(tag="{}_end".format(process_name)) | 277 | self.market.balances.fetch_balances(tag="{}_end".format(process_name)) |
283 | self.market.report.log_stage("{}_end".format(process_name)) | 278 | self.market.report.log_stage("{}_end".format(process_name)) |
284 | 279 | ||
285 | def run_action(self, action, default_args, **kwargs): | 280 | def method_arguments(self, action): |
286 | args = {k: v for k, v in {**default_args, **kwargs}.items() if k in self.allowed_arguments[action] } | 281 | import inspect |
287 | 282 | ||
288 | if action == "wait_for_recent": | 283 | if action == "wait_for_recent": |
289 | portfolio.Portfolio.wait_for_recent(self.market, **args) | 284 | method = portfolio.Portfolio.wait_for_recent |
290 | if action == "prepare_trades": | 285 | elif action == "prepare_trades": |
291 | self.market.prepare_trades(**args) | 286 | method = self.market.prepare_trades |
292 | if action == "prepare_orders": | 287 | elif action == "prepare_orders": |
293 | self.market.trades.prepare_orders(**args) | 288 | method = self.market.trades.prepare_orders |
294 | if action == "move_balances": | 289 | elif action == "move_balances": |
295 | self.market.move_balances(**args) | 290 | method = self.market.move_balances |
296 | if action == "run_orders": | 291 | elif action == "run_orders": |
297 | self.market.trades.run_orders(**args) | 292 | method = self.market.trades.run_orders |
298 | if action == "follow_orders": | 293 | elif action == "follow_orders": |
299 | self.market.follow_orders(**args) | 294 | method = self.market.follow_orders |
300 | 295 | elif action == "close_trades": | |
301 | def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC"): | 296 | method = self.market.trades.close_trades |
302 | Processor(market).process("sell_needed", steps="sell", | 297 | |
303 | liquidity=liquidity, base_currency=base_currency) | 298 | signature = inspect.getfullargspec(method) |
304 | 299 | defaults = signature.defaults or [] | |
305 | def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC"): | 300 | kwargs = signature.args[-len(defaults):] |
306 | Processor(market).process("sell_needed", steps="buy", | 301 | |
307 | liquidity=liquidity, base_currency=base_currency) | 302 | return [method, kwargs] |
308 | 303 | ||
309 | def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium"): | 304 | def parse_args(self, action, default_args, kwargs): |
310 | Processor(market).process("sell_all", steps="all_sell", | 305 | method, allowed_arguments = self.method_arguments(action) |
311 | liquidity=liquidity, base_currency=base_currency) | 306 | args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments } |
312 | 307 | ||
313 | def process_sell_all__2_wait(market, liquidity="medium", base_currency="BTC"): | 308 | if "repartition" in args and "base_currency" in args["repartition"]: |
314 | Processor(market).process("sell_all", steps="wait", | 309 | r = args["repartition"] |
315 | liquidity=liquidity, base_currency=base_currency) | 310 | r[args.get("base_currency", "BTC")] = r.pop("base_currency") |
316 | 311 | ||
317 | def process_sell_all__3_all_buy(market, base_currency="BTC", liquidity="medium"): | 312 | return method, args |
318 | Processor(market).process("sell_all", steps="all_buy", | 313 | |
319 | liquidity=liquidity, base_currency=base_currency) | 314 | def run_action(self, action, default_args, kwargs): |
315 | method, args = self.parse_args(action, default_args, kwargs) | ||
320 | 316 | ||
317 | if action == "wait_for_recent": | ||
318 | method(self.market, **args) | ||
319 | else: | ||
320 | method(**args) | ||
@@ -3014,87 +3014,173 @@ class HelperTest(WebMockTestCase): | |||
3014 | mock.call(portfolio.Amount("BTC", "0.95")), | 3014 | mock.call(portfolio.Amount("BTC", "0.95")), |
3015 | ]) | 3015 | ]) |
3016 | 3016 | ||
3017 | def test_process_sell_needed__1_sell(self): | 3017 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
3018 | helper.process_sell_needed__1_sell(self.m) | 3018 | class ProcessorTest(WebMockTestCase): |
3019 | def test_values(self): | ||
3020 | processor = helper.Processor(self.m) | ||
3019 | 3021 | ||
3020 | self.m.balances.fetch_balances.assert_has_calls([ | 3022 | self.assertEqual(self.m, processor.market) |
3021 | mock.call(tag="process_sell_needed__1_sell_begin"), | ||
3022 | mock.call(tag="process_sell_needed__1_sell_end"), | ||
3023 | ]) | ||
3024 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | ||
3025 | liquidity="medium") | ||
3026 | self.m.trades.prepare_orders.assert_called_with(compute_value="average", | ||
3027 | only="dispose") | ||
3028 | self.m.trades.run_orders.assert_called() | ||
3029 | self.m.follow_orders.assert_called() | ||
3030 | self.m.report.log_stage.assert_has_calls([ | ||
3031 | mock.call("process_sell_needed__1_sell_begin"), | ||
3032 | mock.call("process_sell_needed__1_sell_end") | ||
3033 | ]) | ||
3034 | 3023 | ||
3035 | def test_process_sell_needed__2_buy(self): | 3024 | def test_run_action(self): |
3036 | helper.process_sell_needed__2_buy(self.m) | 3025 | processor = helper.Processor(self.m) |
3037 | 3026 | ||
3038 | self.m.balances.fetch_balances.assert_has_calls([ | 3027 | with mock.patch.object(processor, "parse_args") as parse_args: |
3039 | mock.call(tag="process_sell_needed__2_buy_begin"), | 3028 | method_mock = mock.Mock() |
3040 | mock.call(tag="process_sell_needed__2_buy_end"), | 3029 | parse_args.return_value = [method_mock, { "foo": "bar" }] |
3041 | ]) | ||
3042 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | ||
3043 | liquidity="medium", only="acquire") | ||
3044 | self.m.trades.prepare_orders.assert_called_with(compute_value="average", | ||
3045 | only="acquire") | ||
3046 | self.m.move_balances.assert_called_with() | ||
3047 | self.m.trades.run_orders.assert_called() | ||
3048 | self.m.follow_orders.assert_called() | ||
3049 | self.m.report.log_stage.assert_has_calls([ | ||
3050 | mock.call("process_sell_needed__2_buy_begin"), | ||
3051 | mock.call("process_sell_needed__2_buy_end") | ||
3052 | ]) | ||
3053 | 3030 | ||
3054 | def test_process_sell_all__1_sell(self): | 3031 | processor.run_action("foo", "bar", "baz") |
3055 | helper.process_sell_all__1_all_sell(self.m) | ||
3056 | 3032 | ||
3057 | self.m.balances.fetch_balances.assert_has_calls([ | 3033 | parse_args.assert_called_with("foo", "bar", "baz") |
3058 | mock.call(tag="process_sell_all__1_all_sell_begin"), | ||
3059 | mock.call(tag="process_sell_all__1_all_sell_end"), | ||
3060 | ]) | ||
3061 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | ||
3062 | liquidity="medium", repartition={'BTC': (1, 'long')}) | ||
3063 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | ||
3064 | self.m.trades.run_orders.assert_called() | ||
3065 | self.m.follow_orders.assert_called() | ||
3066 | self.m.report.log_stage.assert_has_calls([ | ||
3067 | mock.call("process_sell_all__1_all_sell_begin"), | ||
3068 | mock.call("process_sell_all__1_all_sell_end") | ||
3069 | ]) | ||
3070 | 3034 | ||
3071 | @mock.patch("portfolio.Portfolio.wait_for_recent") | 3035 | method_mock.assert_called_with(foo="bar") |
3072 | def test_process_sell_all__2_wait(self, wait): | ||
3073 | helper.process_sell_all__2_wait(self.m) | ||
3074 | 3036 | ||
3075 | wait.assert_called_once_with(self.m) | 3037 | processor.run_action("wait_for_recent", "bar", "baz") |
3076 | self.m.report.log_stage.assert_has_calls([ | ||
3077 | mock.call("process_sell_all__2_wait_begin"), | ||
3078 | mock.call("process_sell_all__2_wait_end") | ||
3079 | ]) | ||
3080 | 3038 | ||
3081 | def test_process_sell_all__3_all_buy(self): | 3039 | method_mock.assert_called_with(self.m, foo="bar") |
3082 | helper.process_sell_all__3_all_buy(self.m) | 3040 | |
3041 | def test_select_step(self): | ||
3042 | processor = helper.Processor(self.m) | ||
3043 | |||
3044 | scenario = processor.scenarios["sell_all"] | ||
3045 | |||
3046 | self.assertEqual(scenario, processor.select_steps(scenario, "all")) | ||
3047 | self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) | ||
3048 | self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) | ||
3049 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) | ||
3050 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) | ||
3051 | |||
3052 | with self.assertRaises(TypeError): | ||
3053 | processor.select_steps(scenario, ["wait"]) | ||
3054 | |||
3055 | @mock.patch("helper.Processor.process_step") | ||
3056 | def test_process(self, process_step): | ||
3057 | processor = helper.Processor(self.m) | ||
3058 | |||
3059 | processor.process("sell_all", foo="bar") | ||
3060 | self.assertEqual(3, process_step.call_count) | ||
3061 | |||
3062 | steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) | ||
3063 | scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) | ||
3064 | kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) | ||
3065 | self.assertEqual(["all_sell", "wait", "all_buy"], steps) | ||
3066 | self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) | ||
3067 | self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) | ||
3068 | |||
3069 | process_step.reset_mock() | ||
3070 | |||
3071 | processor.process("sell_needed", steps=["before", "after"]) | ||
3072 | self.assertEqual(3, process_step.call_count) | ||
3073 | |||
3074 | def test_method_arguments(self): | ||
3075 | ccxt = mock.Mock(spec=market.ccxt.poloniexE) | ||
3076 | m = market.Market(ccxt) | ||
3077 | |||
3078 | processor = helper.Processor(m) | ||
3079 | |||
3080 | method, arguments = processor.method_arguments("wait_for_recent") | ||
3081 | self.assertEqual(portfolio.Portfolio.wait_for_recent, method) | ||
3082 | self.assertEqual(["delta"], arguments) | ||
3083 | |||
3084 | method, arguments = processor.method_arguments("prepare_trades") | ||
3085 | self.assertEqual(m.prepare_trades, method) | ||
3086 | self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) | ||
3087 | |||
3088 | method, arguments = processor.method_arguments("prepare_orders") | ||
3089 | self.assertEqual(m.trades.prepare_orders, method) | ||
3090 | |||
3091 | method, arguments = processor.method_arguments("move_balances") | ||
3092 | self.assertEqual(m.move_balances, method) | ||
3093 | |||
3094 | method, arguments = processor.method_arguments("run_orders") | ||
3095 | self.assertEqual(m.trades.run_orders, method) | ||
3096 | |||
3097 | method, arguments = processor.method_arguments("follow_orders") | ||
3098 | self.assertEqual(m.follow_orders, method) | ||
3099 | |||
3100 | method, arguments = processor.method_arguments("close_trades") | ||
3101 | self.assertEqual(m.trades.close_trades, method) | ||
3102 | |||
3103 | def test_process_step(self): | ||
3104 | processor = helper.Processor(self.m) | ||
3105 | |||
3106 | with mock.patch.object(processor, "run_action") as run_action: | ||
3107 | step = processor.scenarios["sell_needed"][1] | ||
3108 | |||
3109 | processor.process_step("foo", step, {"foo":"bar"}) | ||
3110 | |||
3111 | self.m.report.log_stage.assert_has_calls([ | ||
3112 | mock.call("process_foo__1_sell_begin"), | ||
3113 | mock.call("process_foo__1_sell_end"), | ||
3114 | ]) | ||
3115 | self.m.balances.fetch_balances.assert_has_calls([ | ||
3116 | mock.call(tag="process_foo__1_sell_begin"), | ||
3117 | mock.call(tag="process_foo__1_sell_end"), | ||
3118 | ]) | ||
3119 | |||
3120 | self.assertEqual(5, run_action.call_count) | ||
3121 | |||
3122 | run_action.assert_has_calls([ | ||
3123 | mock.call('prepare_trades', {}, {'foo': 'bar'}), | ||
3124 | mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), | ||
3125 | mock.call('run_orders', {}, {'foo': 'bar'}), | ||
3126 | mock.call('follow_orders', {}, {'foo': 'bar'}), | ||
3127 | mock.call('close_trades', {}, {'foo': 'bar'}), | ||
3128 | ]) | ||
3129 | |||
3130 | self.m.reset_mock() | ||
3131 | with mock.patch.object(processor, "run_action") as run_action: | ||
3132 | step = processor.scenarios["sell_needed"][0] | ||
3133 | |||
3134 | processor.process_step("foo", step, {"foo":"bar"}) | ||
3135 | self.m.balances.fetch_balances.assert_not_called() | ||
3136 | |||
3137 | def test_parse_args(self): | ||
3138 | processor = helper.Processor(self.m) | ||
3139 | |||
3140 | with mock.patch.object(processor, "method_arguments") as method_arguments: | ||
3141 | method_mock = mock.Mock() | ||
3142 | method_arguments.return_value = [ | ||
3143 | method_mock, | ||
3144 | ["foo2", "foo"] | ||
3145 | ] | ||
3146 | method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) | ||
3147 | |||
3148 | self.assertEqual(method_mock, method) | ||
3149 | self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) | ||
3150 | |||
3151 | with mock.patch.object(processor, "method_arguments") as method_arguments: | ||
3152 | method_mock = mock.Mock() | ||
3153 | method_arguments.return_value = [ | ||
3154 | method_mock, | ||
3155 | ["repartition"] | ||
3156 | ] | ||
3157 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) | ||
3158 | |||
3159 | self.assertEqual(1, len(args["repartition"])) | ||
3160 | self.assertIn("BTC", args["repartition"]) | ||
3161 | |||
3162 | with mock.patch.object(processor, "method_arguments") as method_arguments: | ||
3163 | method_mock = mock.Mock() | ||
3164 | method_arguments.return_value = [ | ||
3165 | method_mock, | ||
3166 | ["repartition", "base_currency"] | ||
3167 | ] | ||
3168 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) | ||
3169 | |||
3170 | self.assertEqual(1, len(args["repartition"])) | ||
3171 | self.assertIn("USDT", args["repartition"]) | ||
3172 | |||
3173 | with mock.patch.object(processor, "method_arguments") as method_arguments: | ||
3174 | method_mock = mock.Mock() | ||
3175 | method_arguments.return_value = [ | ||
3176 | method_mock, | ||
3177 | ["repartition", "base_currency"] | ||
3178 | ] | ||
3179 | method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) | ||
3180 | |||
3181 | self.assertEqual(1, len(args["repartition"])) | ||
3182 | self.assertIn("ETH", args["repartition"]) | ||
3083 | 3183 | ||
3084 | self.m.balances.fetch_balances.assert_has_calls([ | ||
3085 | mock.call(tag="process_sell_all__3_all_buy_begin"), | ||
3086 | mock.call(tag="process_sell_all__3_all_buy_end"), | ||
3087 | ]) | ||
3088 | self.m.prepare_trades.assert_called_with(base_currency="BTC", | ||
3089 | liquidity="medium") | ||
3090 | self.m.trades.prepare_orders.assert_called_with(compute_value="average") | ||
3091 | self.m.move_balances.assert_called_with() | ||
3092 | self.m.trades.run_orders.assert_called() | ||
3093 | self.m.follow_orders.assert_called() | ||
3094 | self.m.report.log_stage.assert_has_calls([ | ||
3095 | mock.call("process_sell_all__3_all_buy_begin"), | ||
3096 | mock.call("process_sell_all__3_all_buy_end") | ||
3097 | ]) | ||
3098 | 3184 | ||
3099 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") | 3185 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") |
3100 | class AcceptanceTest(WebMockTestCase): | 3186 | class AcceptanceTest(WebMockTestCase): |