Add Balance class tests

author: Ismaël Bouya <ismael.bouya@normalesup.org> 2018-01-18 01:00:57 +0100
committer: Ismaël Bouya <ismael.bouya@normalesup.org> 2018-01-18 01:00:57 +0100
commit: f2da658998b6e6605c6ae27ff338ef23b96dce25 (patch)
tree: d6b720cdb6af89859c8bdde9b13bdf8d634b4ee8
parent: 183a53e3be74fabf501eaff19a39a47f1a6c9af5 (diff)
download: Trader-f2da658998b6e6605c6ae27ff338ef23b96dce25.tar.gz
Trader-f2da658998b6e6605c6ae27ff338ef23b96dce25.tar.zst
Trader-f2da658998b6e6605c6ae27ff338ef23b96dce25.zip
3 files changed, 502 insertions, 7 deletions
diff --git a/portfolio.py b/portfolio.py
index a4fbf94..1d8bfd5 100644
--- a/portfolio.py
+++ b/portfolio.py
@@ -221,6 +221,10 @@ class Balance:
        self.used = Amount(currency, used_value)
    @classmethod
+    def from_hash(cls, currency, hash_):
+        return cls(currency, hash_["total"], hash_["free"], hash_["used"])
+    @classmethod
    def in_currency(cls, other_currency, market, action="average", type="total"):
        amounts = {}
        for currency in cls.known_balances:
@@ -235,10 +239,6 @@ class Balance:
        return cls.known_balances.keys()
    @classmethod
-    def from_hash(cls, currency, hash_):
-        return cls(currency, hash_["total"], hash_["free"], hash_["used"])
-    @classmethod
    def _fill_balances(cls, hash_):
        for key in hash_:
            if key in ["info", "free", "used", "total"]:
@@ -270,9 +270,6 @@ class Balance:
        new_repartition = cls.dispatch_assets(total_base_value)
        Trade.compute_trades(values_in_base, new_repartition, market=market)
-    def __int__(self):
-        return int(self.total)
    def __repr__(self):
        return "Balance({} [{}/{}/{}])".format(self.currency, str(self.free), str(self.used), str(self.total))
diff --git a/test.py b/test.py
index 21077a3..d10bfe4 100644
--- a/test.py
+++ b/test.py
@@ -251,5 +251,147 @@ class PortfolioTest(unittest.TestCase):
    def tearDown(self):
        self.patcher.stop()
+class BalanceTest(unittest.TestCase):
+    def setUp(self):
+        super(BalanceTest, self).setUp()
+        self.fetch_balance = {
+                "free": "foo",
+                "info": "bar",
+                "used": "baz",
+                "total": "bazz",
+                "USDT": {
+                    "free": 6.0,
+                    "used": 1.2,
+                    "total": 7.2
+                    },
+                "XVG": {
+                    "free": 16,
+                    "used": 0.0,
+                    "total": 16
+                    },
+                "XMR": {
+                    "free": 0.0,
+                    "used": 0.0,
+                    "total": 0.0
+                    },
+                }
+        self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}, trades={})
+        self.patcher.start()
+    def test_values(self):
+        balance = portfolio.Balance("BTC", 0.65, 0.35, 0.30)
+        self.assertEqual(0.65, balance.total.value)
+        self.assertEqual(0.35, balance.free.value)
+        self.assertEqual(0.30, balance.used.value)
+        self.assertEqual("BTC", balance.currency)
+        balance = portfolio.Balance.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30})
+        self.assertEqual(0.65, balance.total.value)
+        self.assertEqual(0.35, balance.free.value)
+        self.assertEqual(0.30, balance.used.value)
+        self.assertEqual("BTC", balance.currency)
+    @mock.patch.object(portfolio.Amount, "get_ticker")
+    def test_in_currency(self, get_ticker):
+        portfolio.Balance.known_balances = {
+                "BTC": portfolio.Balance("BTC", 0.65, 0.35, 0.30),
+                "ETH": portfolio.Balance("ETH", 3, 3, 0),
+                }
+        market = mock.Mock()
+        get_ticker.return_value = {
+                "bid": 0.09,
+                "ask": 0.11,
+                "average": 0.1,
+                }
+        amounts = portfolio.Balance.in_currency("BTC", market)
+        self.assertEqual("BTC", amounts["ETH"].currency)
+        self.assertEqual(0.65, amounts["BTC"].value)
+        self.assertEqual(0.30, amounts["ETH"].value)
+        amounts = portfolio.Balance.in_currency("BTC", market, action="bid")
+        self.assertEqual(0.65, amounts["BTC"].value)
+        self.assertEqual(0.27, amounts["ETH"].value)
+        amounts = portfolio.Balance.in_currency("BTC", market, action="bid", type="used")
+        self.assertEqual(0.30, amounts["BTC"].value)
+        self.assertEqual(0, amounts["ETH"].value)
+    def test_currencies(self):
+        portfolio.Balance.known_balances = {
+                "BTC": portfolio.Balance("BTC", 0.65, 0.35, 0.30),
+                "ETH": portfolio.Balance("ETH", 3, 3, 0),
+                }
+        self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies()))
+    @mock.patch.object(portfolio.market, "fetch_balance")
+    def test_fetch_balances(self, fetch_balance):
+        fetch_balance.return_value = self.fetch_balance
+        portfolio.Balance.fetch_balances(portfolio.market)
+        self.assertNotIn("XMR", portfolio.Balance.currencies())
+        self.assertEqual(["USDT", "XVG"], list(portfolio.Balance.currencies()))
+    @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
+    @mock.patch.object(portfolio.market, "fetch_balance")
+    def test_dispatch_assets(self, fetch_balance, repartition):
+        fetch_balance.return_value = self.fetch_balance
+        portfolio.Balance.fetch_balances(portfolio.market)
+        self.assertNotIn("XEM", portfolio.Balance.currencies())
+        repartition.return_value = {
+                "XEM": 7500,
+                "BTC": 2600,
+                }
+        amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", 10.1))
+        self.assertIn("XEM", portfolio.Balance.currencies())
+        self.assertEqual(2.6, amounts["BTC"].value)
+        self.assertEqual(7.5, amounts["XEM"].value)
+    @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
+    @mock.patch.object(portfolio.Amount, "get_ticker")
+    @mock.patch.object(portfolio.Trade, "compute_trades")
+    def test_prepare_trades(self, compute_trades, get_ticker, repartition):
+        repartition.return_value = {
+                "XEM": 7500,
+                "BTC": 2500,
+                }
+        get_ticker.side_effect = [
+                { "average": 0.0001 },
+                { "average": 0.000001 }
+                ]
+        market = mock.Mock()
+        market.fetch_balance.return_value = {
+                "USDT": {
+                    "free": 10000.0,
+                    "used": 0.0,
+                    "total": 10000.0
+                    },
+                "XVG": {
+                    "free": 10000.0,
+                    "used": 0.0,
+                    "total": 10000.0
+                    },
+                }
+        portfolio.Balance.prepare_trades(market)
+        compute_trades.assert_called()
+        call = compute_trades.call_args
+        self.assertEqual(market, call[1]["market"])
+        self.assertEqual(1, call[0][0]["USDT"].value)
+        self.assertEqual(0.01, call[0][0]["XVG"].value)
+        self.assertEqual(0.2525, call[0][1]["BTC"].value)
+        self.assertEqual(0.7575, call[0][1]["XEM"].value)
+    def test__repr(self):
+        balance = portfolio.Balance("BTX", 3, 1, 2)
+        self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance))
+    def tearDown(self):
+        self.patcher.stop()
 if __name__ == '__main__':
    unittest.main()
diff --git a/test_portfolio.json b/test_portfolio.json
new file mode 100644
index 0000000..a2ba3f0
--- /dev/null
+++ b/test_portfolio.json
@@ -0,0 +1,356 @@
+{
+    "portfolio_1": {
+        "holding": {
+            "logo": [
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/ETC.png' title='Ethereum Classic'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/USDT.png' title='Tether'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/GAS.png' title='Gas'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/BTC.png' title='Bitcoin'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/ETH.png' title='Ethereum'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/FCT.png' title='Factoids'></img>"
+            ],
+            "direction": [
+                "long",
+                "long",
+                "long",
+                "long",
+                "long",
+                "long"
+            ],
+            "weight": [
+                11.27,
+                12.26,
+                13.08,
+                14.29,
+                15.69,
+                33.41
+            ],
+            "bid_ask_spread": [
+                0.669,
+                0.243,
+                0.301,
+                0.243,
+                0.094,
+                0
+            ],
+            "holding_time": [
+                1,
+                1,
+                1,
+                274,
+                1,
+                1
+            ],
+            "weekly_return_usdt": [
+                -0.2515,
+                0,
+                0.0266,
+                -0.1353,
+                -0.2352,
+                -0.315
+            ],
+            "_row": [
+                "Ethereum C (ETC)",
+                "Tether (USDT)",
+                "Gas (GAS)",
+                "Bitcoin (BTC)",
+                "Ethereum (ETH)",
+                "Factoids (FCT)"
+            ]
+        },
+        "weights": {
+            "USDT": [ 0, 0, 0, 0, 0, 0, 0.1577, 0.1083, 0, 0.1226 ],
+            "AMP": [ 0, 0, 0.1854, 0, 0, 0, 0, 0, 0, 0 ],
+            "ARDR": [ 0, 0, 0, 0.0718, 0, 0, 0, 0, 0, 0 ],
+            "BBR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BCH": [ 0.1126, 0.0386, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BCN": [ 0, 0, 0, 0, 0, 0.1467, 0, 0, 0, 0 ],
+            "BCY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BELA": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BLK": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BTC": [ 0.1667, 0.2857, 0.2857, 0.2857, 0.2857, 0.2857, 0.1429, 0.1429, 0.2857, 0.1429 ],
+            "BTCD": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BTM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BTS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BTSs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BURST": [ 0, 0, 0, 0, 0.2959, 0, 0, 0, 0, 0 ],
+            "CLAM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "CLAMs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "CURE": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "DASH": [ 0.0919, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "DASHs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "DCR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "DGB": [ 0, 0, 0, 0, 0, 0, 0.1177, 0, 0.1015, 0 ],
+            "DOGE": [ 0, 0, 0, 0, 0, 0.1092, 0.2092, 0, 0.1805, 0 ],
+            "DOGEs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "EMC2": [ 0, 0, 0, 0, 0, 0.3456, 0, 0, 0, 0 ],
+            "ETC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1127 ],
+            "ETH": [ 0.3568, 0, 0, 0, 0, 0, 0, 0, 0, 0.1569 ],
+            "ETHs": [ 0, 0, 0, 0.3085, 0, 0, 0, 0, 0, 0 ],
+            "EXP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "FCT": [ 0, 0, 0, 0, 0, 0, 0, 0.1922, 0, 0.3341 ],
+            "FCTs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "FLDC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "FLO": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "GAME": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "GAS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1308 ],
+            "GNT": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "GRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "HZ": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "IOC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "LSK": [ 0, 0.2231, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "LTC": [ 0.2656, 0, 0, 0, 0.2175, 0, 0, 0, 0, 0 ],
+            "LTCs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "MAID": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "MAIDs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NAUT": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NAV": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NOTE": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NXC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NXT": [ 0, 0, 0.1297, 0, 0, 0, 0.1445, 0, 0, 0 ],
+            "OMG": [ 0, 0, 0, 0, 0, 0, 0, 0.1757, 0, 0 ],
+            "OMNI": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "PINK": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "POT": [ 0, 0, 0.148, 0, 0, 0, 0, 0.1959, 0, 0 ],
+            "PPC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "QTL": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "RADS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "RBY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "REP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "SBD": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "SC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.0623, 0 ],
+            "SDC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "SJCX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "STEEM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "STR": [ 0, 0, 0, 0, 0.0599, 0.1127, 0, 0.185, 0, 0 ],
+            "STRAT": [ 0, 0, 0, 0.0944, 0.1409, 0, 0.2281, 0, 0, 0 ],
+            "SYS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "VOX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "VRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "VTC": [ 0, 0, 0.2512, 0, 0, 0, 0, 0, 0, 0 ],
+            "XBC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XCP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XEM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XMG": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XMR": [ 0.0064, 0.0068, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XMRs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XRP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XRPs": [ 0, 0.4457, 0, 0.2397, 0, 0, 0, 0, 0, 0 ],
+            "XVC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "ZEC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.3701, 0 ],
+            "_row": [
+                "2017-11-13",
+                "2017-11-20",
+                "2017-11-27",
+                "2017-12-04",
+                "2017-12-11",
+                "2017-12-18",
+                "2017-12-25",
+                "2018-01-01",
+                "2018-01-08",
+                "2018-01-15"
+            ]
+        }
+    },
+    "portfolio_2": {
+        "holding": {
+            "logo": [
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/XVC.png' title='Vcash'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/USDT.png' title='Tether'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/STRAT.png' title='Stratis'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/STEEM.png' title='Steem'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/OMG.png' title='OmiseGo'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/XEM.png' title='NEM'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/XMR.png' title='Monero'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/FCT.png' title='Factoids'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/ETC.png' title='Ethereum Classic'></img>",
+                "<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/ZRX.png' title='0x'></img>"
+            ],
+            "direction": [
+                "long",
+                "long",
+                "long",
+                "long",
+                "long",
+                "long",
+                "long",
+                "long",
+                "long",
+                "long"
+            ],
+            "weight": [
+                10,
+                10,
+                10,
+                10,
+                10,
+                10,
+                10,
+                10,
+                10,
+                10
+            ],
+            "bid_ask_spread": [
+                1.699,
+                0.076,
+                0.216,
+                0.076,
+                0.363,
+                0.133,
+                0.306,
+                0.479,
+                0.181,
+                0.264
+            ],
+            "holding_time": [
+                1,
+                1,
+                1,
+                1,
+                15,
+                1,
+                1,
+                15,
+                8,
+                1
+            ],
+            "weekly_return_usdt": [
+                -0.1887,
+                0,
+                -0.2292,
+                -0.3314,
+                -0.2335,
+                -0.2816,
+                -0.1052,
+                -0.315,
+                -0.2515,
+                -0.3732
+            ],
+            "_row": [
+                "Vcash (XVC)",
+                "Tether (USDT)",
+                "Stratis (STRAT)",
+                "Steem (STEEM)",
+                "OmiseGo (OMG)",
+                "NEM (XEM)",
+                "Monero (XMR)",
+                "Factoids (FCT)",
+                "Ethereum C (ETC)",
+                "0x (ZRX)"
+            ]
+        },
+        "weights": {
+            "USDT": [ 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0.1 ],
+            "AMP": [ 0, 0, 0.1111, 0, 0, 0, 0.1, 0, 0, 0 ],
+            "ARDR": [ 0, 0, 0, 0.1111, 0.2, 0, 0, 0, 0, 0 ],
+            "BBR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BCH": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BCN": [ 0, 0, 0, 0, 0, 0.1111, 0, 0, 0, 0 ],
+            "BCY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BELA": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BITS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BLK": [ 0, 0.125, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BTC": [ 1.1102e-16, 0, 0, 0, 1.1102e-16, 0, 2.2204e-16, 0, 1.1102e-16, 1.1102e-16 ],
+            "BTCD": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "BTM": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0 ],
+            "BTS": [ 0.1, 0.125, 0.1111, 0, 0, 0.1111, 0.1, 0, 0, 0 ],
+            "BTSs": [ 0, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0 ],
+            "BURST": [ 0, 0, 0, 0, 0.2, 0.1111, 0.1, 0, 0, 0 ],
+            "C2": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "CLAM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "CLAMs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "CURE": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "DASH": [ 0.1, 0.125, 0.1111, 0, 0, 0, 0, 0, 0, 0 ],
+            "DASHs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "DCR": [ 0.1, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0 ],
+            "DGB": [ 0, 0, 0, 0, 0, 0.1111, 0.1, 0, 0, 0 ],
+            "DOGE": [ 0, 0, 0, 0, 0, 0.1111, 0.1, 0, 0, 0 ],
+            "DOGEs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "EMC2": [ 0, 0, 0, 0.1111, 0, 0.1111, 0, 0, 0, 0 ],
+            "ETC": [ 0.1, 0.125, 0, 0, 0, 0, 0, 0, 0.1, 0.1 ],
+            "ETH": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "ETHs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "EXP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "FCT": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0.1 ],
+            "FCTs": [ 0, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0 ],
+            "FLDC": [ 0, 0, 0, 0, 0.2, 0, 0, 0, 0, 0 ],
+            "FLO": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0 ],
+            "GAME": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "GAS": [ 0, 0.125, 0, 0, 0, 0, 0, 0, 0.1, 0 ],
+            "GNO": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "GNT": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "GRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "HUC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "HZ": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "IOC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "LBC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "LSK": [ 0, 0.125, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "LTC": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "LTCs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "MAID": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "MAIDs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "MYR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NAUT": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NAV": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0 ],
+            "NEOS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NMC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NOBL": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NOTE": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NSR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NXC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "NXT": [ 0, 0, 0.1111, 0.1111, 0, 0.1111, 0, 0, 0, 0 ],
+            "OMG": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0.1 ],
+            "OMNI": [ 0.1, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0 ],
+            "PASC": [ 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0 ],
+            "PINK": [ 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0 ],
+            "POT": [ 0, 0, 0.1111, 0.1111, 0, 0, 0, 0.1, 0, 0 ],
+            "PPC": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0 ],
+            "QBK": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "QORA": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "QTL": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "RADS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "RBY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "REP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "RIC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0 ],
+            "SBD": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "SC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "SDC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "SJCX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "STEEM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1 ],
+            "STORJ": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0 ],
+            "STR": [ 0, 0, 0.1111, 0.1111, 0.2, 0.1111, 0, 0.1, 0, 0 ],
+            "STRAT": [ 0, 0, 0, 0, 0.2, 0, 0.1, 0, 0, 0.1 ],
+            "SYS": [ 0, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0 ],
+            "UNITY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "VIA": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0 ],
+            "VOX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "VRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "VTC": [ 0.1, 0, 0.1111, 0.1111, 0, 0, 0, 0, 0, 0 ],
+            "XBC": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XCP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0 ],
+            "XEM": [ 0, 0, 0, 0, 0, 0.1111, 0, 0, 0, 0.1 ],
+            "XMG": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XMR": [ 0, 0.125, 0, 0, 0, 0, 0, 0, 0, 0.1 ],
+            "XMRs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XPM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XRP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "XRPs": [ 0, 0.125, 0, 0.1111, 0, 0, 0, 0, 0, 0 ],
+            "XVC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1 ],
+            "ZEC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
+            "ZRX": [ 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0.1 ],
+            "_row": [
+                "2017-11-13",
+                "2017-11-20",
+                "2017-11-27",
+                "2017-12-04",
+                "2017-12-11",
+                "2017-12-18",
+                "2017-12-25",
+                "2018-01-01",
+                "2018-01-08",
+                "2018-01-15"
+            ]
+        }
+    }
+}
author	Ismaël Bouya <ismael.bouya@normalesup.org>	2018-01-18 01:00:57 +0100
committer	Ismaël Bouya <ismael.bouya@normalesup.org>	2018-01-18 01:00:57 +0100
commit	f2da658998b6e6605c6ae27ff338ef23b96dce25 (patch)
tree	d6b720cdb6af89859c8bdde9b13bdf8d634b4ee8
parent	183a53e3be74fabf501eaff19a39a47f1a6c9af5 (diff)
download	Trader-f2da658998b6e6605c6ae27ff338ef23b96dce25.tar.gz Trader-f2da658998b6e6605c6ae27ff338ef23b96dce25.tar.zst Trader-f2da658998b6e6605c6ae27ff338ef23b96dce25.zip

diff --git a/portfolio.py b/portfolio.py index a4fbf94..1d8bfd5 100644 --- a/portfolio.py +++ b/portfolio.py
@@ -221,6 +221,10 @@ class Balance:
221	self.used = Amount(currency, used_value)	221	self.used = Amount(currency, used_value)
222		222
223	@classmethod	223	@classmethod
		224	def from_hash(cls, currency, hash_):
		225	return cls(currency, hash_["total"], hash_["free"], hash_["used"])
		226
		227	@classmethod
224	def in_currency(cls, other_currency, market, action="average", type="total"):	228	def in_currency(cls, other_currency, market, action="average", type="total"):
225	amounts = {}	229	amounts = {}
226	for currency in cls.known_balances:	230	for currency in cls.known_balances:
@@ -235,10 +239,6 @@ class Balance:
235	return cls.known_balances.keys()	239	return cls.known_balances.keys()
236		240
237	@classmethod	241	@classmethod
238	def from_hash(cls, currency, hash_):
239	return cls(currency, hash_["total"], hash_["free"], hash_["used"])
240
241	@classmethod
242	def _fill_balances(cls, hash_):	242	def _fill_balances(cls, hash_):
243	for key in hash_:	243	for key in hash_:
244	if key in ["info", "free", "used", "total"]:	244	if key in ["info", "free", "used", "total"]:
@@ -270,9 +270,6 @@ class Balance:
270	new_repartition = cls.dispatch_assets(total_base_value)	270	new_repartition = cls.dispatch_assets(total_base_value)
271	Trade.compute_trades(values_in_base, new_repartition, market=market)	271	Trade.compute_trades(values_in_base, new_repartition, market=market)
272		272
273	def __int__(self):
274	return int(self.total)
275
276	def __repr__(self):	273	def __repr__(self):
277	return "Balance({} [{}/{}/{}])".format(self.currency, str(self.free), str(self.used), str(self.total))	274	return "Balance({} [{}/{}/{}])".format(self.currency, str(self.free), str(self.used), str(self.total))
278		275


diff --git a/test.py b/test.py index 21077a3..d10bfe4 100644 --- a/test.py +++ b/test.py
@@ -251,5 +251,147 @@ class PortfolioTest(unittest.TestCase):
251	def tearDown(self):	251	def tearDown(self):
252	self.patcher.stop()	252	self.patcher.stop()
253		253
		254	class BalanceTest(unittest.TestCase):
		255	def setUp(self):
		256	super(BalanceTest, self).setUp()
		257
		258	self.fetch_balance = {
		259	"free": "foo",
		260	"info": "bar",
		261	"used": "baz",
		262	"total": "bazz",
		263	"USDT": {
		264	"free": 6.0,
		265	"used": 1.2,
		266	"total": 7.2
		267	},
		268	"XVG": {
		269	"free": 16,
		270	"used": 0.0,
		271	"total": 16
		272	},
		273	"XMR": {
		274	"free": 0.0,
		275	"used": 0.0,
		276	"total": 0.0
		277	},
		278	}
		279	self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}, trades={})
		280	self.patcher.start()
		281
		282	def test_values(self):
		283	balance = portfolio.Balance("BTC", 0.65, 0.35, 0.30)
		284	self.assertEqual(0.65, balance.total.value)
		285	self.assertEqual(0.35, balance.free.value)
		286	self.assertEqual(0.30, balance.used.value)
		287	self.assertEqual("BTC", balance.currency)
		288
		289	balance = portfolio.Balance.from_hash("BTC", { "total": 0.65, "free": 0.35, "used": 0.30})
		290	self.assertEqual(0.65, balance.total.value)
		291	self.assertEqual(0.35, balance.free.value)
		292	self.assertEqual(0.30, balance.used.value)
		293	self.assertEqual("BTC", balance.currency)
		294
		295	@mock.patch.object(portfolio.Amount, "get_ticker")
		296	def test_in_currency(self, get_ticker):
		297	portfolio.Balance.known_balances = {
		298	"BTC": portfolio.Balance("BTC", 0.65, 0.35, 0.30),
		299	"ETH": portfolio.Balance("ETH", 3, 3, 0),
		300	}
		301	market = mock.Mock()
		302	get_ticker.return_value = {
		303	"bid": 0.09,
		304	"ask": 0.11,
		305	"average": 0.1,
		306	}
		307
		308	amounts = portfolio.Balance.in_currency("BTC", market)
		309	self.assertEqual("BTC", amounts["ETH"].currency)
		310	self.assertEqual(0.65, amounts["BTC"].value)
		311	self.assertEqual(0.30, amounts["ETH"].value)
		312
		313	amounts = portfolio.Balance.in_currency("BTC", market, action="bid")
		314	self.assertEqual(0.65, amounts["BTC"].value)
		315	self.assertEqual(0.27, amounts["ETH"].value)
		316
		317	amounts = portfolio.Balance.in_currency("BTC", market, action="bid", type="used")
		318	self.assertEqual(0.30, amounts["BTC"].value)
		319	self.assertEqual(0, amounts["ETH"].value)
		320
		321	def test_currencies(self):
		322	portfolio.Balance.known_balances = {
		323	"BTC": portfolio.Balance("BTC", 0.65, 0.35, 0.30),
		324	"ETH": portfolio.Balance("ETH", 3, 3, 0),
		325	}
		326	self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies()))
		327
		328	@mock.patch.object(portfolio.market, "fetch_balance")
		329	def test_fetch_balances(self, fetch_balance):
		330	fetch_balance.return_value = self.fetch_balance
		331
		332	portfolio.Balance.fetch_balances(portfolio.market)
		333	self.assertNotIn("XMR", portfolio.Balance.currencies())
		334	self.assertEqual(["USDT", "XVG"], list(portfolio.Balance.currencies()))
		335
		336	@mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
		337	@mock.patch.object(portfolio.market, "fetch_balance")
		338	def test_dispatch_assets(self, fetch_balance, repartition):
		339	fetch_balance.return_value = self.fetch_balance
		340	portfolio.Balance.fetch_balances(portfolio.market)
		341
		342	self.assertNotIn("XEM", portfolio.Balance.currencies())
		343
		344	repartition.return_value = {
		345	"XEM": 7500,
		346	"BTC": 2600,
		347	}
		348
		349	amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", 10.1))
		350	self.assertIn("XEM", portfolio.Balance.currencies())
		351	self.assertEqual(2.6, amounts["BTC"].value)
		352	self.assertEqual(7.5, amounts["XEM"].value)
		353
		354	@mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
		355	@mock.patch.object(portfolio.Amount, "get_ticker")
		356	@mock.patch.object(portfolio.Trade, "compute_trades")
		357	def test_prepare_trades(self, compute_trades, get_ticker, repartition):
		358	repartition.return_value = {
		359	"XEM": 7500,
		360	"BTC": 2500,
		361	}
		362	get_ticker.side_effect = [
		363	{ "average": 0.0001 },
		364	{ "average": 0.000001 }
		365	]
		366	market = mock.Mock()
		367	market.fetch_balance.return_value = {
		368	"USDT": {
		369	"free": 10000.0,
		370	"used": 0.0,
		371	"total": 10000.0
		372	},
		373	"XVG": {
		374	"free": 10000.0,
		375	"used": 0.0,
		376	"total": 10000.0
		377	},
		378	}
		379	portfolio.Balance.prepare_trades(market)
		380	compute_trades.assert_called()
		381
		382	call = compute_trades.call_args
		383	self.assertEqual(market, call[1]["market"])
		384	self.assertEqual(1, call[0][0]["USDT"].value)
		385	self.assertEqual(0.01, call[0][0]["XVG"].value)
		386	self.assertEqual(0.2525, call[0][1]["BTC"].value)
		387	self.assertEqual(0.7575, call[0][1]["XEM"].value)
		388
		389	def test__repr(self):
		390	balance = portfolio.Balance("BTX", 3, 1, 2)
		391	self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance))
		392
		393	def tearDown(self):
		394	self.patcher.stop()
		395
254	if __name__ == '__main__':	396	if __name__ == '__main__':
255	unittest.main()	397	unittest.main()


diff --git a/test_portfolio.json b/test_portfolio.json new file mode 100644 index 0000000..a2ba3f0 --- /dev/null +++ b/test_portfolio.json
@@ -0,0 +1,356 @@
		1	{
		2	"portfolio_1": {
		3	"holding": {
		4	"logo": [
		5	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/ETC.png' title='Ethereum Classic'></img>",
		6	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/USDT.png' title='Tether'></img>",
		7	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/GAS.png' title='Gas'></img>",
		8	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/BTC.png' title='Bitcoin'></img>",
		9	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/ETH.png' title='Ethereum'></img>",
		10	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/FCT.png' title='Factoids'></img>"
		11	],
		12	"direction": [
		13	"long",
		14	"long",
		15	"long",
		16	"long",
		17	"long",
		18	"long"
		19	],
		20	"weight": [
		21	11.27,
		22	12.26,
		23	13.08,
		24	14.29,
		25	15.69,
		26	33.41
		27	],
		28	"bid_ask_spread": [
		29	0.669,
		30	0.243,
		31	0.301,
		32	0.243,
		33	0.094,
		34	0
		35	],
		36	"holding_time": [
		37	1,
		38	1,
		39	1,
		40	274,
		41	1,
		42	1
		43	],
		44	"weekly_return_usdt": [
		45	-0.2515,
		46	0,
		47	0.0266,
		48	-0.1353,
		49	-0.2352,
		50	-0.315
		51	],
		52	"_row": [
		53	"Ethereum C (ETC)",
		54	"Tether (USDT)",
		55	"Gas (GAS)",
		56	"Bitcoin (BTC)",
		57	"Ethereum (ETH)",
		58	"Factoids (FCT)"
		59	]
		60	},
		61	"weights": {
		62	"USDT": [ 0, 0, 0, 0, 0, 0, 0.1577, 0.1083, 0, 0.1226 ],
		63	"AMP": [ 0, 0, 0.1854, 0, 0, 0, 0, 0, 0, 0 ],
		64	"ARDR": [ 0, 0, 0, 0.0718, 0, 0, 0, 0, 0, 0 ],
		65	"BBR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		66	"BCH": [ 0.1126, 0.0386, 0, 0, 0, 0, 0, 0, 0, 0 ],
		67	"BCN": [ 0, 0, 0, 0, 0, 0.1467, 0, 0, 0, 0 ],
		68	"BCY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		69	"BELA": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		70	"BLK": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		71	"BTC": [ 0.1667, 0.2857, 0.2857, 0.2857, 0.2857, 0.2857, 0.1429, 0.1429, 0.2857, 0.1429 ],
		72	"BTCD": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		73	"BTM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		74	"BTS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		75	"BTSs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		76	"BURST": [ 0, 0, 0, 0, 0.2959, 0, 0, 0, 0, 0 ],
		77	"CLAM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		78	"CLAMs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		79	"CURE": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		80	"DASH": [ 0.0919, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		81	"DASHs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		82	"DCR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		83	"DGB": [ 0, 0, 0, 0, 0, 0, 0.1177, 0, 0.1015, 0 ],
		84	"DOGE": [ 0, 0, 0, 0, 0, 0.1092, 0.2092, 0, 0.1805, 0 ],
		85	"DOGEs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		86	"EMC2": [ 0, 0, 0, 0, 0, 0.3456, 0, 0, 0, 0 ],
		87	"ETC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1127 ],
		88	"ETH": [ 0.3568, 0, 0, 0, 0, 0, 0, 0, 0, 0.1569 ],
		89	"ETHs": [ 0, 0, 0, 0.3085, 0, 0, 0, 0, 0, 0 ],
		90	"EXP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		91	"FCT": [ 0, 0, 0, 0, 0, 0, 0, 0.1922, 0, 0.3341 ],
		92	"FCTs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		93	"FLDC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		94	"FLO": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		95	"GAME": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		96	"GAS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1308 ],
		97	"GNT": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		98	"GRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		99	"HZ": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		100	"IOC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		101	"LSK": [ 0, 0.2231, 0, 0, 0, 0, 0, 0, 0, 0 ],
		102	"LTC": [ 0.2656, 0, 0, 0, 0.2175, 0, 0, 0, 0, 0 ],
		103	"LTCs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		104	"MAID": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		105	"MAIDs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		106	"NAUT": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		107	"NAV": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		108	"NOTE": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		109	"NXC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		110	"NXT": [ 0, 0, 0.1297, 0, 0, 0, 0.1445, 0, 0, 0 ],
		111	"OMG": [ 0, 0, 0, 0, 0, 0, 0, 0.1757, 0, 0 ],
		112	"OMNI": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		113	"PINK": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		114	"POT": [ 0, 0, 0.148, 0, 0, 0, 0, 0.1959, 0, 0 ],
		115	"PPC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		116	"QTL": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		117	"RADS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		118	"RBY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		119	"REP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		120	"SBD": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		121	"SC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.0623, 0 ],
		122	"SDC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		123	"SJCX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		124	"STEEM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		125	"STR": [ 0, 0, 0, 0, 0.0599, 0.1127, 0, 0.185, 0, 0 ],
		126	"STRAT": [ 0, 0, 0, 0.0944, 0.1409, 0, 0.2281, 0, 0, 0 ],
		127	"SYS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		128	"VOX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		129	"VRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		130	"VTC": [ 0, 0, 0.2512, 0, 0, 0, 0, 0, 0, 0 ],
		131	"XBC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		132	"XCP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		133	"XEM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		134	"XMG": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		135	"XMR": [ 0.0064, 0.0068, 0, 0, 0, 0, 0, 0, 0, 0 ],
		136	"XMRs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		137	"XRP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		138	"XRPs": [ 0, 0.4457, 0, 0.2397, 0, 0, 0, 0, 0, 0 ],
		139	"XVC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		140	"ZEC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.3701, 0 ],
		141	"_row": [
		142	"2017-11-13",
		143	"2017-11-20",
		144	"2017-11-27",
		145	"2017-12-04",
		146	"2017-12-11",
		147	"2017-12-18",
		148	"2017-12-25",
		149	"2018-01-01",
		150	"2018-01-08",
		151	"2018-01-15"
		152	]
		153	}
		154	},
		155	"portfolio_2": {
		156	"holding": {
		157	"logo": [
		158	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/XVC.png' title='Vcash'></img>",
		159	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/USDT.png' title='Tether'></img>",
		160	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/STRAT.png' title='Stratis'></img>",
		161	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/STEEM.png' title='Steem'></img>",
		162	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/OMG.png' title='OmiseGo'></img>",
		163	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/XEM.png' title='NEM'></img>",
		164	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/XMR.png' title='Monero'></img>",
		165	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/FCT.png' title='Factoids'></img>",
		166	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/ETC.png' title='Ethereum Classic'></img>",
		167	"<img src='https://cryptoportfolio.io/wp-content/uploads/portfolio/logo/ZRX.png' title='0x'></img>"
		168	],
		169	"direction": [
		170	"long",
		171	"long",
		172	"long",
		173	"long",
		174	"long",
		175	"long",
		176	"long",
		177	"long",
		178	"long",
		179	"long"
		180	],
		181	"weight": [
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		183	10,
		184	10,
		185	10,
		186	10,
		187	10,
		188	10,
		189	10,
		190	10,
		191	10
		192	],
		193	"bid_ask_spread": [
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		195	0.076,
		196	0.216,
		197	0.076,
		198	0.363,
		199	0.133,
		200	0.306,
		201	0.479,
		202	0.181,
		203	0.264
		204	],
		205	"holding_time": [
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		207	1,
		208	1,
		209	1,
		210	15,
		211	1,
		212	1,
		213	15,
		214	8,
		215	1
		216	],
		217	"weekly_return_usdt": [
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		219	0,
		220	-0.2292,
		221	-0.3314,
		222	-0.2335,
		223	-0.2816,
		224	-0.1052,
		225	-0.315,
		226	-0.2515,
		227	-0.3732
		228	],
		229	"_row": [
		230	"Vcash (XVC)",
		231	"Tether (USDT)",
		232	"Stratis (STRAT)",
		233	"Steem (STEEM)",
		234	"OmiseGo (OMG)",
		235	"NEM (XEM)",
		236	"Monero (XMR)",
		237	"Factoids (FCT)",
		238	"Ethereum C (ETC)",
		239	"0x (ZRX)"
		240	]
		241	},
		242	"weights": {
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		245	"ARDR": [ 0, 0, 0, 0.1111, 0.2, 0, 0, 0, 0, 0 ],
		246	"BBR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
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		248	"BCN": [ 0, 0, 0, 0, 0, 0.1111, 0, 0, 0, 0 ],
		249	"BCY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
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		253	"BTC": [ 1.1102e-16, 0, 0, 0, 1.1102e-16, 0, 2.2204e-16, 0, 1.1102e-16, 1.1102e-16 ],
		254	"BTCD": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
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		256	"BTS": [ 0.1, 0.125, 0.1111, 0, 0, 0.1111, 0.1, 0, 0, 0 ],
		257	"BTSs": [ 0, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0 ],
		258	"BURST": [ 0, 0, 0, 0, 0.2, 0.1111, 0.1, 0, 0, 0 ],
		259	"C2": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		260	"CLAM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		261	"CLAMs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		262	"CURE": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		263	"DASH": [ 0.1, 0.125, 0.1111, 0, 0, 0, 0, 0, 0, 0 ],
		264	"DASHs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		265	"DCR": [ 0.1, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0 ],
		266	"DGB": [ 0, 0, 0, 0, 0, 0.1111, 0.1, 0, 0, 0 ],
		267	"DOGE": [ 0, 0, 0, 0, 0, 0.1111, 0.1, 0, 0, 0 ],
		268	"DOGEs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		269	"EMC2": [ 0, 0, 0, 0.1111, 0, 0.1111, 0, 0, 0, 0 ],
		270	"ETC": [ 0.1, 0.125, 0, 0, 0, 0, 0, 0, 0.1, 0.1 ],
		271	"ETH": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		272	"ETHs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		273	"EXP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		274	"FCT": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0.1 ],
		275	"FCTs": [ 0, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0 ],
		276	"FLDC": [ 0, 0, 0, 0, 0.2, 0, 0, 0, 0, 0 ],
		277	"FLO": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0 ],
		278	"GAME": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		279	"GAS": [ 0, 0.125, 0, 0, 0, 0, 0, 0, 0.1, 0 ],
		280	"GNO": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		281	"GNT": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		282	"GRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		283	"HUC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		284	"HZ": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		285	"IOC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		286	"LBC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		287	"LSK": [ 0, 0.125, 0, 0, 0, 0, 0, 0, 0, 0 ],
		288	"LTC": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		289	"LTCs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		290	"MAID": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		291	"MAIDs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		292	"MYR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		293	"NAUT": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		294	"NAV": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0 ],
		295	"NEOS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		296	"NMC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		297	"NOBL": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		298	"NOTE": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		299	"NSR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		300	"NXC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		301	"NXT": [ 0, 0, 0.1111, 0.1111, 0, 0.1111, 0, 0, 0, 0 ],
		302	"OMG": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0.1 ],
		303	"OMNI": [ 0.1, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0 ],
		304	"PASC": [ 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0 ],
		305	"PINK": [ 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0 ],
		306	"POT": [ 0, 0, 0.1111, 0.1111, 0, 0, 0, 0.1, 0, 0 ],
		307	"PPC": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0 ],
		308	"QBK": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		309	"QORA": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		310	"QTL": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		311	"RADS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		312	"RBY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		313	"REP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		314	"RIC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0 ],
		315	"SBD": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		316	"SC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		317	"SDC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		318	"SJCX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		319	"STEEM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1 ],
		320	"STORJ": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0 ],
		321	"STR": [ 0, 0, 0.1111, 0.1111, 0.2, 0.1111, 0, 0.1, 0, 0 ],
		322	"STRAT": [ 0, 0, 0, 0, 0.2, 0, 0.1, 0, 0, 0.1 ],
		323	"SYS": [ 0, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0 ],
		324	"UNITY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		325	"VIA": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0 ],
		326	"VOX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		327	"VRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		328	"VTC": [ 0.1, 0, 0.1111, 0.1111, 0, 0, 0, 0, 0, 0 ],
		329	"XBC": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		330	"XCP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0 ],
		331	"XEM": [ 0, 0, 0, 0, 0, 0.1111, 0, 0, 0, 0.1 ],
		332	"XMG": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		333	"XMR": [ 0, 0.125, 0, 0, 0, 0, 0, 0, 0, 0.1 ],
		334	"XMRs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		335	"XPM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		336	"XRP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		337	"XRPs": [ 0, 0.125, 0, 0.1111, 0, 0, 0, 0, 0, 0 ],
		338	"XVC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1 ],
		339	"ZEC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ],
		340	"ZRX": [ 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0.1 ],
		341	"_row": [
		342	"2017-11-13",
		343	"2017-11-20",
		344	"2017-11-27",
		345	"2017-12-04",
		346	"2017-12-11",
		347	"2017-12-18",
		348	"2017-12-25",
		349	"2018-01-01",
		350	"2018-01-08",
		351	"2018-01-15"
		352	]
		353	}
		354	}
		355	}
		356