Move Portfolio to store and cleanup methods

Make report stored in portfolio class instead of market

4 files changed, 177 insertions, 198 deletions

diff --git a/market.py b/market.py
index 6c14ae2..388dea0 100644
--- a/market.py
+++ b/market.py
@@ -312,7 +312,7 @@ class Processor:
         import inspect
 
         if action == "wait_for_recent":
-            method = portfolio.Portfolio.wait_for_recent
+            method = Portfolio.wait_for_recent
         elif action == "prepare_trades":
             method = self.market.prepare_trades
         elif action == "prepare_orders":
@@ -345,8 +345,4 @@ class Processor:
     def run_action(self, action, default_args, kwargs):
         method, args = self.parse_args(action, default_args, kwargs)
 
-        if action == "wait_for_recent":
-            method(self.market, **args)
-        else:
-            method(**args)
-
+        method(**args)
diff --git a/portfolio.py b/portfolio.py
index 0f2c011..554b34f 100644
--- a/portfolio.py
+++ b/portfolio.py
@@ -1,87 +1,10 @@
-import time
-from datetime import datetime, timedelta
+from datetime import datetime
 from decimal import Decimal as D, ROUND_DOWN
-from json import JSONDecodeError
-from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
 from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound
 from retry import retry
-import requests
 
 # FIXME: correctly handle web call timeouts
 
-class Portfolio:
-    URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json"
-    liquidities = {}
-    data = None
-    last_date = None
-
-    @classmethod
-    def wait_for_recent(cls, market, delta=4):
-        cls.repartition(market, refetch=True)
-        while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta):
-            time.sleep(30)
-            market.report.print_log("Attempt to fetch up-to-date cryptoportfolio")
-            cls.repartition(market, refetch=True)
-
-    @classmethod
-    def repartition(cls, market, liquidity="medium", refetch=False):
-        cls.parse_cryptoportfolio(market, refetch=refetch)
-        liquidities = cls.liquidities[liquidity]
-        return liquidities[cls.last_date]
-
-    @classmethod
-    def get_cryptoportfolio(cls, market):
-        try:
-            r = requests.get(cls.URL)
-            market.report.log_http_request(r.request.method,
-                    r.request.url, r.request.body, r.request.headers, r)
-        except Exception as e:
-            market.report.log_error("get_cryptoportfolio", exception=e)
-            return
-        try:
-            cls.data = r.json(parse_int=D, parse_float=D)
-        except (JSONDecodeError, SimpleJSONDecodeError):
-            cls.data = None
-
-    @classmethod
-    def parse_cryptoportfolio(cls, market, refetch=False):
-        if refetch or cls.data is None:
-            cls.get_cryptoportfolio(market)
-
-        def filter_weights(weight_hash):
-            if weight_hash[1][0] == 0:
-                return False
-            if weight_hash[0] == "_row":
-                return False
-            return True
-
-        def clean_weights(i):
-            def clean_weights_(h):
-                if h[0].endswith("s"):
-                    return [h[0][0:-1], (h[1][i], "short")]
-                else:
-                    return [h[0], (h[1][i], "long")]
-            return clean_weights_
-
-        def parse_weights(portfolio_hash):
-            weights_hash = portfolio_hash["weights"]
-            weights = {}
-            for i in range(len(weights_hash["_row"])):
-                date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d")
-                weights[date] = dict(filter(
-                        filter_weights,
-                        map(clean_weights(i), weights_hash.items())))
-            return weights
-
-        high_liquidity = parse_weights(cls.data["portfolio_1"])
-        medium_liquidity = parse_weights(cls.data["portfolio_2"])
-
-        cls.liquidities = {
-                "medium": medium_liquidity,
-                "high":   high_liquidity,
-                }
-        cls.last_date = max(max(medium_liquidity.keys()), max(high_liquidity.keys()))
-
 class Computation:
     computations = {
             "default": lambda x, y: x[y],
diff --git a/store.py b/store.py
index d25dd35..78dfe2d 100644
--- a/store.py
+++ b/store.py
@@ -1,10 +1,14 @@
+import time
+import requests
 import portfolio
 import simplejson as json
 from decimal import Decimal as D, ROUND_DOWN
-from datetime import date, datetime
+from datetime import date, datetime, timedelta
 import inspect
+from json import JSONDecodeError
+from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
 
-__all__ = ["BalanceStore", "ReportStore", "TradeStore"]
+__all__ = ["Portfolio", "BalanceStore", "ReportStore", "TradeStore"]
 
 class ReportStore:
     def __init__(self, market, verbose_print=True):
@@ -213,7 +217,7 @@ class BalanceStore:
 
     def dispatch_assets(self, amount, liquidity="medium", repartition=None):
         if repartition is None:
-            repartition = portfolio.Portfolio.repartition(self.market, liquidity=liquidity)
+            repartition = Portfolio.repartition(liquidity=liquidity)
         sum_ratio = sum([v[0] for k, v in repartition.items()])
         amounts = {}
         for currency, (ptt, trade_type) in repartition.items():
@@ -301,4 +305,79 @@ class TradeStore:
         for order in self.all_orders(state="open"):
             order.get_status()
 
+class Portfolio:
+    URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json"
+    liquidities = {}
+    data = None
+    last_date = None
+    report = ReportStore(None)
+
+    @classmethod
+    def wait_for_recent(cls, delta=4):
+        cls.get_cryptoportfolio()
+        while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta):
+            time.sleep(30)
+            cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio")
+            cls.get_cryptoportfolio(refetch=True)
+
+    @classmethod
+    def repartition(cls, liquidity="medium"):
+        cls.get_cryptoportfolio()
+        liquidities = cls.liquidities[liquidity]
+        return liquidities[cls.last_date]
+
+    @classmethod
+    def get_cryptoportfolio(cls, refetch=False):
+        if cls.data is not None and not refetch:
+            return
+        try:
+            r = requests.get(cls.URL)
+            cls.report.log_http_request(r.request.method,
+                    r.request.url, r.request.body, r.request.headers, r)
+        except Exception as e:
+            cls.report.log_error("get_cryptoportfolio", exception=e)
+            return
+        try:
+            cls.data = r.json(parse_int=D, parse_float=D)
+            cls.parse_cryptoportfolio()
+        except (JSONDecodeError, SimpleJSONDecodeError):
+            cls.data = None
+            cls.liquidities = {}
+
+    @classmethod
+    def parse_cryptoportfolio(cls):
+        def filter_weights(weight_hash):
+            if weight_hash[1][0] == 0:
+                return False
+            if weight_hash[0] == "_row":
+                return False
+            return True
+
+        def clean_weights(i):
+            def clean_weights_(h):
+                if h[0].endswith("s"):
+                    return [h[0][0:-1], (h[1][i], "short")]
+                else:
+                    return [h[0], (h[1][i], "long")]
+            return clean_weights_
+
+        def parse_weights(portfolio_hash):
+            weights_hash = portfolio_hash["weights"]
+            weights = {}
+            for i in range(len(weights_hash["_row"])):
+                date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d")
+                weights[date] = dict(filter(
+                        filter_weights,
+                        map(clean_weights(i), weights_hash.items())))
+            return weights
+
+        high_liquidity = parse_weights(cls.data["portfolio_1"])
+        medium_liquidity = parse_weights(cls.data["portfolio_2"])
+
+        cls.liquidities = {
+                "medium": medium_liquidity,
+                "high":   high_liquidity,
+                }
+        cls.last_date = max(max(medium_liquidity.keys()), max(high_liquidity.keys()))
+
 
diff --git a/test.py b/test.py
index bbe0697..d4432f6 100644
--- a/test.py
+++ b/test.py
@@ -7,7 +7,7 @@ from unittest import mock
 import requests
 import requests_mock
 from io import StringIO
-import portfolio, market, main
+import portfolio, market, main, store
 
 limits = ["acceptance", "unit"]
 for test_type in limits:
@@ -32,7 +32,11 @@ class WebMockTestCase(unittest.TestCase):
         self.m.debug = False
 
         self.patchers = [
-                mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
+                mock.patch.multiple(market.Portfolio,
+                    last_date=None,
+                    data=None,
+                    liquidities={},
+                    report=mock.Mock()),
                 mock.patch.multiple(portfolio.Computation,
                     computations=portfolio.Computation.computations),
                 ]
@@ -439,57 +443,64 @@ class poloniexETest(unittest.TestCase):
 
 @unittest.skipUnless("unit" in limits, "Unit skipped")
 class PortfolioTest(WebMockTestCase):
-    def fill_data(self):
-        if self.json_response is not None:
-            portfolio.Portfolio.data = self.json_response
-
     def setUp(self):
         super(PortfolioTest, self).setUp()
 
         with open("test_samples/test_portfolio.json") as example:
             self.json_response = example.read()
 
-        self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
+        self.wm.get(market.Portfolio.URL, text=self.json_response)
 
-    def test_get_cryptoportfolio(self):
-        self.wm.get(portfolio.Portfolio.URL, [
+    @mock.patch.object(market.Portfolio, "parse_cryptoportfolio")
+    def test_get_cryptoportfolio(self, parse_cryptoportfolio):
+        self.wm.get(market.Portfolio.URL, [
             {"text":'{ "foo": "bar" }', "status_code": 200},
             {"text": "System Error", "status_code": 500},
             {"exc": requests.exceptions.ConnectTimeout},
             ])
-        portfolio.Portfolio.get_cryptoportfolio(self.m)
-        self.assertIn("foo", portfolio.Portfolio.data)
-        self.assertEqual("bar", portfolio.Portfolio.data["foo"])
+        market.Portfolio.get_cryptoportfolio()
+        self.assertIn("foo", market.Portfolio.data)
+        self.assertEqual("bar", market.Portfolio.data["foo"])
         self.assertTrue(self.wm.called)
         self.assertEqual(1, self.wm.call_count)
-        self.m.report.log_error.assert_not_called()
-        self.m.report.log_http_request.assert_called_once()
-        self.m.report.log_http_request.reset_mock()
-
-        portfolio.Portfolio.get_cryptoportfolio(self.m)
-        self.assertIsNone(portfolio.Portfolio.data)
+        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 = None
+
+        market.Portfolio.get_cryptoportfolio()
+        self.assertIsNone(market.Portfolio.data)
         self.assertEqual(2, self.wm.call_count)
-        self.m.report.log_error.assert_not_called()
-        self.m.report.log_http_request.assert_called_once()
-        self.m.report.log_http_request.reset_mock()
-
+        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 = "Foo"
+        market.Portfolio.get_cryptoportfolio()
+        self.assertEqual(2, self.wm.call_count)
+        parse_cryptoportfolio.assert_not_called()
 
-        portfolio.Portfolio.data = "Foo"
-        portfolio.Portfolio.get_cryptoportfolio(self.m)
-        self.assertEqual("Foo", portfolio.Portfolio.data)
+        market.Portfolio.get_cryptoportfolio(refetch=True)
+        self.assertEqual("Foo", market.Portfolio.data)
         self.assertEqual(3, self.wm.call_count)
-        self.m.report.log_error.assert_called_once_with("get_cryptoportfolio",
+        market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
                 exception=mock.ANY)
-        self.m.report.log_http_request.assert_not_called()
+        market.Portfolio.report.log_http_request.assert_not_called()
 
     def test_parse_cryptoportfolio(self):
-        portfolio.Portfolio.parse_cryptoportfolio(self.m)
+        market.Portfolio.data = store.json.loads(self.json_response, parse_int=D,
+                parse_float=D)
+        market.Portfolio.parse_cryptoportfolio()
 
         self.assertListEqual(
                 ["medium", "high"],
-                list(portfolio.Portfolio.liquidities.keys()))
+                list(market.Portfolio.liquidities.keys()))
 
-        liquidities = portfolio.Portfolio.liquidities
+        liquidities = market.Portfolio.liquidities
         self.assertEqual(10, len(liquidities["medium"].keys()))
         self.assertEqual(10, len(liquidities["high"].keys()))
 
@@ -517,94 +528,64 @@ class PortfolioTest(WebMockTestCase):
                 'XCP':  (D("0.1"), "long"),
                 }
         self.assertDictEqual(expected, liquidities["medium"][date])
-        self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date)
-
-        self.m.report.log_http_request.assert_called_once_with("GET",
-                portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
-        self.m.report.log_http_request.reset_mock()
-
-        # It doesn't refetch the data when available
-        portfolio.Portfolio.parse_cryptoportfolio(self.m)
-        self.m.report.log_http_request.assert_not_called()
-
-        self.assertEqual(1, self.wm.call_count)
-
-        portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True)
-        self.assertEqual(2, self.wm.call_count)
-        self.m.report.log_http_request.assert_called_once()
-
-    def test_repartition(self):
-        expected_medium = {
-                'BTC':   (D("1.1102e-16"), "long"),
-                'USDT':  (D("0.1"), "long"),
-                'ETC':   (D("0.1"), "long"),
-                'FCT':   (D("0.1"), "long"),
-                'OMG':   (D("0.1"), "long"),
-                'STEEM': (D("0.1"), "long"),
-                'STRAT': (D("0.1"), "long"),
-                'XEM':   (D("0.1"), "long"),
-                'XMR':   (D("0.1"), "long"),
-                'XVC':   (D("0.1"), "long"),
-                'ZRX':   (D("0.1"), "long"),
-                }
-        expected_high = {
-                'USDT': (D("0.1226"), "long"),
-                'BTC':  (D("0.1429"), "long"),
-                'ETC':  (D("0.1127"), "long"),
-                'ETH':  (D("0.1569"), "long"),
-                'FCT':  (D("0.3341"), "long"),
-                'GAS':  (D("0.1308"), "long"),
+        self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date)
+
+    @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
+    def test_repartition(self, get_cryptoportfolio):
+        market.Portfolio.liquidities = {
+                "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 = "2018-03-08"
 
-        self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m))
-        self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium"))
-        self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high"))
-
-        self.assertEqual(1, self.wm.call_count)
-
-        portfolio.Portfolio.repartition(self.m)
-        self.assertEqual(1, self.wm.call_count)
-
-        portfolio.Portfolio.repartition(self.m, refetch=True)
-        self.assertEqual(2, self.wm.call_count)
-        self.m.report.log_http_request.assert_called()
-        self.assertEqual(2, self.m.report.log_http_request.call_count)
+        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(portfolio.time, "sleep")
-    @mock.patch.object(portfolio.Portfolio, "repartition")
-    def test_wait_for_recent(self, repartition, sleep):
+    @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 _repartition(market, refetch):
-            self.assertEqual(self.m, market)
-            self.assertTrue(refetch)
+        def _get(refetch=False):
+            if self.call_count != 0:
+                self.assertTrue(refetch)
+            else:
+                self.assertFalse(refetch)
             self.call_count += 1
-            portfolio.Portfolio.last_date = portfolio.datetime.now()\
-                - portfolio.timedelta(10)\
-                + portfolio.timedelta(self.call_count)
-        repartition.side_effect = _repartition
+            market.Portfolio.last_date = store.datetime.now()\
+                - store.timedelta(10)\
+                + store.timedelta(self.call_count)
+        get_cryptoportfolio.side_effect = _get
 
-        portfolio.Portfolio.wait_for_recent(self.m)
+        market.Portfolio.wait_for_recent()
         sleep.assert_called_with(30)
         self.assertEqual(6, sleep.call_count)
-        self.assertEqual(7, repartition.call_count)
-        self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
+        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()
-        repartition.reset_mock()
-        portfolio.Portfolio.last_date = None
+        get_cryptoportfolio.reset_mock()
+        market.Portfolio.last_date = None
         self.call_count = 0
-        portfolio.Portfolio.wait_for_recent(self.m, delta=15)
+        market.Portfolio.wait_for_recent(delta=15)
         sleep.assert_not_called()
-        self.assertEqual(1, repartition.call_count)
+        self.assertEqual(1, get_cryptoportfolio.call_count)
 
         sleep.reset_mock()
-        repartition.reset_mock()
-        portfolio.Portfolio.last_date = None
+        get_cryptoportfolio.reset_mock()
+        market.Portfolio.last_date = None
         self.call_count = 0
-        portfolio.Portfolio.wait_for_recent(self.m, delta=1)
+        market.Portfolio.wait_for_recent(delta=1)
         sleep.assert_called_with(30)
         self.assertEqual(9, sleep.call_count)
-        self.assertEqual(10, repartition.call_count)
+        self.assertEqual(10, get_cryptoportfolio.call_count)
 
 @unittest.skipUnless("unit" in limits, "Unit skipped")
 class AmountTest(WebMockTestCase):
@@ -1047,7 +1028,7 @@ class MarketTest(WebMockTestCase):
         self.assertEqual("Foo", m.fetch_fees())
         self.ccxt.fetch_fees.assert_not_called()
 
-    @mock.patch.object(portfolio.Portfolio, "repartition")
+    @mock.patch.object(market.Portfolio, "repartition")
     @mock.patch.object(market.Market, "get_ticker")
     @mock.patch.object(market.TradeStore, "compute_trades")
     def test_prepare_trades(self, compute_trades, get_ticker, repartition):
@@ -1098,7 +1079,7 @@ class MarketTest(WebMockTestCase):
             m.report.log_balances.assert_called_once_with(tag="tag")
 
 
-    @mock.patch.object(portfolio.time, "sleep")
+    @mock.patch.object(market.time, "sleep")
     @mock.patch.object(market.TradeStore, "all_orders")
     def test_follow_orders(self, all_orders, time_mock):
         for debug, sleep in [
@@ -1693,7 +1674,7 @@ class BalanceStoreTest(WebMockTestCase):
         self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
         self.m.report.log_balances.assert_called_with(tag="foo")
 
-    @mock.patch.object(portfolio.Portfolio, "repartition")
+    @mock.patch.object(market.Portfolio, "repartition")
     def test_dispatch_assets(self, repartition):
         self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
 
@@ -1710,7 +1691,7 @@ class BalanceStoreTest(WebMockTestCase):
         repartition.return_value = repartition_hash
 
         amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
-        repartition.assert_called_with(self.m, liquidity="medium")
+        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)
@@ -3505,7 +3486,7 @@ class ProcessorTest(WebMockTestCase):
 
             processor.run_action("wait_for_recent", "bar", "baz")
 
-            method_mock.assert_called_with(self.m, foo="bar")
+            method_mock.assert_called_with(foo="bar")
 
     def test_select_step(self):
         processor = market.Processor(self.m)
@@ -3547,7 +3528,7 @@ class ProcessorTest(WebMockTestCase):
         processor = market.Processor(m)
 
         method, arguments = processor.method_arguments("wait_for_recent")
-        self.assertEqual(portfolio.Portfolio.wait_for_recent, method)
+        self.assertEqual(market.Portfolio.wait_for_recent, method)
         self.assertEqual(["delta"], arguments)
 
         method, arguments = processor.method_arguments("prepare_trades")
@@ -3730,7 +3711,7 @@ class AcceptanceTest(WebMockTestCase):
         market = mock.Mock()
         market.fetch_all_balances.return_value = fetch_balance
         market.fetch_ticker.side_effect = fetch_ticker
-        with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
+        with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
             # Action 1
             helper.prepare_trades(market)
 
@@ -3809,7 +3790,7 @@ class AcceptanceTest(WebMockTestCase):
                     "amount": "10", "total": "1"
                     }
                 ]
-        with mock.patch.object(portfolio.time, "sleep") as sleep:
+        with mock.patch.object(market.time, "sleep") as sleep:
             # Action 4
             helper.follow_orders(verbose=False)
 
@@ -3850,7 +3831,7 @@ class AcceptanceTest(WebMockTestCase):
                 }
         market.fetch_all_balances.return_value = fetch_balance
 
-        with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
+        with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
             # Action 5
             helper.prepare_trades(market, only="acquire", compute_value="average")
 
@@ -3922,7 +3903,7 @@ class AcceptanceTest(WebMockTestCase):
         # TODO
         # portfolio.TradeStore.run_orders()
 
-        with mock.patch.object(portfolio.time, "sleep") as sleep:
+        with mock.patch.object(market.time, "sleep") as sleep:
             # Action 8
             helper.follow_orders(verbose=False)