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author | Ismaël Bouya <ismael.bouya@normalesup.org> | 2018-04-08 00:53:34 +0200 |
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committer | Ismaël Bouya <ismael.bouya@normalesup.org> | 2018-04-08 00:53:34 +0200 |
commit | c8df27385e02b22d36b240fe29532e97dbba1f43 (patch) | |
tree | 44d7f9089468f35277bb8d0257da0f3a3bb88448 /tests/test_portfolio.py | |
parent | e6015816224f8f405e9b1c9557f22e73b21246e8 (diff) | |
parent | 1d72880c097ea8259ce9cc63cfe55e6cc7516bd2 (diff) | |
download | Trader-c8df27385e02b22d36b240fe29532e97dbba1f43.tar.gz Trader-c8df27385e02b22d36b240fe29532e97dbba1f43.tar.zst Trader-c8df27385e02b22d36b240fe29532e97dbba1f43.zip |
Merge branch 'test_cleanup' into dev
Diffstat (limited to 'tests/test_portfolio.py')
-rw-r--r-- | tests/test_portfolio.py | 2030 |
1 files changed, 2030 insertions, 0 deletions
diff --git a/tests/test_portfolio.py b/tests/test_portfolio.py new file mode 100644 index 0000000..2a42d0c --- /dev/null +++ b/tests/test_portfolio.py | |||
@@ -0,0 +1,2030 @@ | |||
1 | from .helper import * | ||
2 | import portfolio | ||
3 | import datetime | ||
4 | |||
5 | class ComputationTest(WebMockTestCase): | ||
6 | def test_compute_value(self): | ||
7 | compute = mock.Mock() | ||
8 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | ||
9 | compute.assert_called_with("foo", "ask") | ||
10 | |||
11 | compute.reset_mock() | ||
12 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | ||
13 | compute.assert_called_with("foo", "bid") | ||
14 | |||
15 | compute.reset_mock() | ||
16 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | ||
17 | compute.assert_called_with("foo", "ask") | ||
18 | |||
19 | compute.reset_mock() | ||
20 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | ||
21 | compute.assert_called_with("foo", "bid") | ||
22 | |||
23 | compute.reset_mock() | ||
24 | portfolio.Computation.computations["test"] = compute | ||
25 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | ||
26 | compute.assert_called_with("foo", "bid") | ||
27 | |||
28 | class TradeTest(WebMockTestCase): | ||
29 | |||
30 | def test_values_assertion(self): | ||
31 | value_from = portfolio.Amount("BTC", "1.0") | ||
32 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
33 | value_to = portfolio.Amount("BTC", "1.0") | ||
34 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
35 | self.assertEqual("BTC", trade.base_currency) | ||
36 | self.assertEqual("ETH", trade.currency) | ||
37 | self.assertEqual(self.m, trade.market) | ||
38 | |||
39 | with self.assertRaises(AssertionError): | ||
40 | portfolio.Trade(value_from, -value_to, "ETH", self.m) | ||
41 | with self.assertRaises(AssertionError): | ||
42 | portfolio.Trade(value_from, value_to, "ETC", self.m) | ||
43 | with self.assertRaises(AssertionError): | ||
44 | value_from.currency = "ETH" | ||
45 | portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
46 | value_from.currency = "BTC" | ||
47 | with self.assertRaises(AssertionError): | ||
48 | value_from2 = portfolio.Amount("BTC", "1.0") | ||
49 | portfolio.Trade(value_from2, value_to, "ETH", self.m) | ||
50 | |||
51 | value_from = portfolio.Amount("BTC", 0) | ||
52 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
53 | self.assertEqual(0, trade.value_from.linked_to) | ||
54 | |||
55 | def test_action(self): | ||
56 | value_from = portfolio.Amount("BTC", "1.0") | ||
57 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
58 | value_to = portfolio.Amount("BTC", "1.0") | ||
59 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
60 | |||
61 | self.assertIsNone(trade.action) | ||
62 | |||
63 | value_from = portfolio.Amount("BTC", "1.0") | ||
64 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | ||
65 | value_to = portfolio.Amount("BTC", "2.0") | ||
66 | trade = portfolio.Trade(value_from, value_to, "BTC", self.m) | ||
67 | |||
68 | self.assertIsNone(trade.action) | ||
69 | |||
70 | value_from = portfolio.Amount("BTC", "0.5") | ||
71 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
72 | value_to = portfolio.Amount("BTC", "1.0") | ||
73 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
74 | |||
75 | self.assertEqual("acquire", trade.action) | ||
76 | |||
77 | value_from = portfolio.Amount("BTC", "0") | ||
78 | value_from.linked_to = portfolio.Amount("ETH", "0") | ||
79 | value_to = portfolio.Amount("BTC", "-1.0") | ||
80 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
81 | |||
82 | self.assertEqual("acquire", trade.action) | ||
83 | |||
84 | def test_order_action(self): | ||
85 | value_from = portfolio.Amount("BTC", "0.5") | ||
86 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
87 | value_to = portfolio.Amount("BTC", "1.0") | ||
88 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
89 | |||
90 | trade.inverted = False | ||
91 | self.assertEqual("buy", trade.order_action()) | ||
92 | trade.inverted = True | ||
93 | self.assertEqual("sell", trade.order_action()) | ||
94 | |||
95 | value_from = portfolio.Amount("BTC", "0") | ||
96 | value_from.linked_to = portfolio.Amount("ETH", "0") | ||
97 | value_to = portfolio.Amount("BTC", "-1.0") | ||
98 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
99 | |||
100 | trade.inverted = False | ||
101 | self.assertEqual("sell", trade.order_action()) | ||
102 | trade.inverted = True | ||
103 | self.assertEqual("buy", trade.order_action()) | ||
104 | |||
105 | def test_trade_type(self): | ||
106 | value_from = portfolio.Amount("BTC", "0.5") | ||
107 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
108 | value_to = portfolio.Amount("BTC", "1.0") | ||
109 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
110 | |||
111 | self.assertEqual("long", trade.trade_type) | ||
112 | |||
113 | value_from = portfolio.Amount("BTC", "0") | ||
114 | value_from.linked_to = portfolio.Amount("ETH", "0") | ||
115 | value_to = portfolio.Amount("BTC", "-1.0") | ||
116 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
117 | |||
118 | self.assertEqual("short", trade.trade_type) | ||
119 | |||
120 | def test_is_fullfiled(self): | ||
121 | with self.subTest(inverted=False): | ||
122 | value_from = portfolio.Amount("BTC", "0.5") | ||
123 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
124 | value_to = portfolio.Amount("BTC", "1.0") | ||
125 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
126 | |||
127 | order1 = mock.Mock() | ||
128 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | ||
129 | |||
130 | order2 = mock.Mock() | ||
131 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | ||
132 | trade.orders.append(order1) | ||
133 | trade.orders.append(order2) | ||
134 | |||
135 | self.assertFalse(trade.is_fullfiled) | ||
136 | |||
137 | order3 = mock.Mock() | ||
138 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | ||
139 | trade.orders.append(order3) | ||
140 | |||
141 | self.assertTrue(trade.is_fullfiled) | ||
142 | |||
143 | order1.filled_amount.assert_called_with(in_base_currency=True) | ||
144 | order2.filled_amount.assert_called_with(in_base_currency=True) | ||
145 | order3.filled_amount.assert_called_with(in_base_currency=True) | ||
146 | |||
147 | with self.subTest(inverted=True): | ||
148 | value_from = portfolio.Amount("BTC", "0.5") | ||
149 | value_from.linked_to = portfolio.Amount("USDT", "1000.0") | ||
150 | value_to = portfolio.Amount("BTC", "1.0") | ||
151 | trade = portfolio.Trade(value_from, value_to, "USDT", self.m) | ||
152 | trade.inverted = True | ||
153 | |||
154 | order1 = mock.Mock() | ||
155 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | ||
156 | |||
157 | order2 = mock.Mock() | ||
158 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | ||
159 | trade.orders.append(order1) | ||
160 | trade.orders.append(order2) | ||
161 | |||
162 | self.assertFalse(trade.is_fullfiled) | ||
163 | |||
164 | order3 = mock.Mock() | ||
165 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | ||
166 | trade.orders.append(order3) | ||
167 | |||
168 | self.assertTrue(trade.is_fullfiled) | ||
169 | |||
170 | order1.filled_amount.assert_called_with(in_base_currency=False) | ||
171 | order2.filled_amount.assert_called_with(in_base_currency=False) | ||
172 | order3.filled_amount.assert_called_with(in_base_currency=False) | ||
173 | |||
174 | |||
175 | def test_filled_amount(self): | ||
176 | value_from = portfolio.Amount("BTC", "0.5") | ||
177 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
178 | value_to = portfolio.Amount("BTC", "1.0") | ||
179 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
180 | |||
181 | order1 = mock.Mock() | ||
182 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") | ||
183 | |||
184 | order2 = mock.Mock() | ||
185 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") | ||
186 | trade.orders.append(order1) | ||
187 | trade.orders.append(order2) | ||
188 | |||
189 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) | ||
190 | order1.filled_amount.assert_called_with(in_base_currency=False) | ||
191 | order2.filled_amount.assert_called_with(in_base_currency=False) | ||
192 | |||
193 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) | ||
194 | order1.filled_amount.assert_called_with(in_base_currency=False) | ||
195 | order2.filled_amount.assert_called_with(in_base_currency=False) | ||
196 | |||
197 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | ||
198 | order1.filled_amount.assert_called_with(in_base_currency=True) | ||
199 | order2.filled_amount.assert_called_with(in_base_currency=True) | ||
200 | |||
201 | @mock.patch.object(portfolio.Computation, "compute_value") | ||
202 | @mock.patch.object(portfolio.Trade, "filled_amount") | ||
203 | @mock.patch.object(portfolio, "Order") | ||
204 | def test_prepare_order(self, Order, filled_amount, compute_value): | ||
205 | Order.return_value = "Order" | ||
206 | |||
207 | with self.subTest(desc="Nothing to do"): | ||
208 | value_from = portfolio.Amount("BTC", "10") | ||
209 | value_from.rate = D("0.1") | ||
210 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
211 | value_to = portfolio.Amount("BTC", "10") | ||
212 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
213 | |||
214 | trade.prepare_order() | ||
215 | |||
216 | filled_amount.assert_not_called() | ||
217 | compute_value.assert_not_called() | ||
218 | self.assertEqual(0, len(trade.orders)) | ||
219 | Order.assert_not_called() | ||
220 | |||
221 | self.m.get_ticker.return_value = { "inverted": False } | ||
222 | with self.subTest(desc="Already filled"): | ||
223 | filled_amount.return_value = portfolio.Amount("FOO", "100") | ||
224 | compute_value.return_value = D("0.125") | ||
225 | |||
226 | value_from = portfolio.Amount("BTC", "10") | ||
227 | value_from.rate = D("0.1") | ||
228 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
229 | value_to = portfolio.Amount("BTC", "0") | ||
230 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
231 | |||
232 | trade.prepare_order() | ||
233 | |||
234 | filled_amount.assert_called_with(in_base_currency=False) | ||
235 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | ||
236 | self.assertEqual(0, len(trade.orders)) | ||
237 | self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) | ||
238 | Order.assert_not_called() | ||
239 | |||
240 | with self.subTest(action="dispose", inverted=False): | ||
241 | filled_amount.return_value = portfolio.Amount("FOO", "60") | ||
242 | compute_value.return_value = D("0.125") | ||
243 | |||
244 | value_from = portfolio.Amount("BTC", "10") | ||
245 | value_from.rate = D("0.1") | ||
246 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
247 | value_to = portfolio.Amount("BTC", "1") | ||
248 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
249 | |||
250 | trade.prepare_order() | ||
251 | |||
252 | filled_amount.assert_called_with(in_base_currency=False) | ||
253 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | ||
254 | self.assertEqual(1, len(trade.orders)) | ||
255 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | ||
256 | D("0.125"), "BTC", "long", self.m, | ||
257 | trade, close_if_possible=False) | ||
258 | |||
259 | with self.subTest(action="dispose", inverted=False, close_if_possible=True): | ||
260 | filled_amount.return_value = portfolio.Amount("FOO", "60") | ||
261 | compute_value.return_value = D("0.125") | ||
262 | |||
263 | value_from = portfolio.Amount("BTC", "10") | ||
264 | value_from.rate = D("0.1") | ||
265 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
266 | value_to = portfolio.Amount("BTC", "1") | ||
267 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
268 | |||
269 | trade.prepare_order(close_if_possible=True) | ||
270 | |||
271 | filled_amount.assert_called_with(in_base_currency=False) | ||
272 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | ||
273 | self.assertEqual(1, len(trade.orders)) | ||
274 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | ||
275 | D("0.125"), "BTC", "long", self.m, | ||
276 | trade, close_if_possible=True) | ||
277 | |||
278 | with self.subTest(action="acquire", inverted=False): | ||
279 | filled_amount.return_value = portfolio.Amount("BTC", "3") | ||
280 | compute_value.return_value = D("0.125") | ||
281 | |||
282 | value_from = portfolio.Amount("BTC", "1") | ||
283 | value_from.rate = D("0.1") | ||
284 | value_from.linked_to = portfolio.Amount("FOO", "10") | ||
285 | value_to = portfolio.Amount("BTC", "10") | ||
286 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
287 | |||
288 | trade.prepare_order() | ||
289 | |||
290 | filled_amount.assert_called_with(in_base_currency=True) | ||
291 | compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") | ||
292 | self.assertEqual(1, len(trade.orders)) | ||
293 | |||
294 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | ||
295 | D("0.125"), "BTC", "long", self.m, | ||
296 | trade, close_if_possible=False) | ||
297 | |||
298 | with self.subTest(close_if_possible=True): | ||
299 | filled_amount.return_value = portfolio.Amount("FOO", "0") | ||
300 | compute_value.return_value = D("0.125") | ||
301 | |||
302 | value_from = portfolio.Amount("BTC", "10") | ||
303 | value_from.rate = D("0.1") | ||
304 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
305 | value_to = portfolio.Amount("BTC", "0") | ||
306 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
307 | |||
308 | trade.prepare_order() | ||
309 | |||
310 | filled_amount.assert_called_with(in_base_currency=False) | ||
311 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | ||
312 | self.assertEqual(1, len(trade.orders)) | ||
313 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | ||
314 | D("0.125"), "BTC", "long", self.m, | ||
315 | trade, close_if_possible=True) | ||
316 | |||
317 | self.m.get_ticker.return_value = { "inverted": True, "original": {} } | ||
318 | with self.subTest(action="dispose", inverted=True): | ||
319 | filled_amount.return_value = portfolio.Amount("FOO", "300") | ||
320 | compute_value.return_value = D("125") | ||
321 | |||
322 | value_from = portfolio.Amount("BTC", "10") | ||
323 | value_from.rate = D("0.01") | ||
324 | value_from.linked_to = portfolio.Amount("FOO", "1000") | ||
325 | value_to = portfolio.Amount("BTC", "1") | ||
326 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
327 | |||
328 | trade.prepare_order(compute_value="foo") | ||
329 | |||
330 | filled_amount.assert_called_with(in_base_currency=True) | ||
331 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") | ||
332 | self.assertEqual(1, len(trade.orders)) | ||
333 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | ||
334 | D("125"), "FOO", "long", self.m, | ||
335 | trade, close_if_possible=False) | ||
336 | |||
337 | with self.subTest(action="acquire", inverted=True): | ||
338 | filled_amount.return_value = portfolio.Amount("BTC", "4") | ||
339 | compute_value.return_value = D("125") | ||
340 | |||
341 | value_from = portfolio.Amount("BTC", "1") | ||
342 | value_from.rate = D("0.01") | ||
343 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
344 | value_to = portfolio.Amount("BTC", "10") | ||
345 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
346 | |||
347 | trade.prepare_order(compute_value="foo") | ||
348 | |||
349 | filled_amount.assert_called_with(in_base_currency=False) | ||
350 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") | ||
351 | self.assertEqual(1, len(trade.orders)) | ||
352 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | ||
353 | D("125"), "FOO", "long", self.m, | ||
354 | trade, close_if_possible=False) | ||
355 | |||
356 | def test_tick_actions_recreate(self): | ||
357 | value_from = portfolio.Amount("BTC", "0.5") | ||
358 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
359 | value_to = portfolio.Amount("BTC", "1.0") | ||
360 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
361 | |||
362 | self.assertEqual("average", trade.tick_actions_recreate(0)) | ||
363 | self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo")) | ||
364 | self.assertEqual("average", trade.tick_actions_recreate(1)) | ||
365 | self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2)) | ||
366 | self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3)) | ||
367 | self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5)) | ||
368 | self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6)) | ||
369 | self.assertEqual("default", trade.tick_actions_recreate(7)) | ||
370 | self.assertEqual("default", trade.tick_actions_recreate(8)) | ||
371 | |||
372 | @mock.patch.object(portfolio.Trade, "prepare_order") | ||
373 | def test_update_order(self, prepare_order): | ||
374 | order_mock = mock.Mock() | ||
375 | new_order_mock = mock.Mock() | ||
376 | |||
377 | value_from = portfolio.Amount("BTC", "0.5") | ||
378 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
379 | value_to = portfolio.Amount("BTC", "1.0") | ||
380 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
381 | prepare_order.return_value = new_order_mock | ||
382 | |||
383 | for i in [0, 1, 3, 4, 6]: | ||
384 | with self.subTest(tick=i): | ||
385 | trade.update_order(order_mock, i) | ||
386 | order_mock.cancel.assert_not_called() | ||
387 | new_order_mock.run.assert_not_called() | ||
388 | self.m.report.log_order.assert_called_once_with(order_mock, i, | ||
389 | update="waiting", compute_value=None, new_order=None) | ||
390 | |||
391 | order_mock.reset_mock() | ||
392 | new_order_mock.reset_mock() | ||
393 | trade.orders = [] | ||
394 | self.m.report.log_order.reset_mock() | ||
395 | |||
396 | trade.update_order(order_mock, 2) | ||
397 | order_mock.cancel.assert_called() | ||
398 | new_order_mock.run.assert_called() | ||
399 | prepare_order.assert_called() | ||
400 | self.m.report.log_order.assert_called() | ||
401 | self.assertEqual(2, self.m.report.log_order.call_count) | ||
402 | calls = [ | ||
403 | mock.call(order_mock, 2, update="adjusting", | ||
404 | compute_value=mock.ANY, | ||
405 | new_order=new_order_mock), | ||
406 | mock.call(order_mock, 2, new_order=new_order_mock), | ||
407 | ] | ||
408 | self.m.report.log_order.assert_has_calls(calls) | ||
409 | |||
410 | order_mock.reset_mock() | ||
411 | new_order_mock.reset_mock() | ||
412 | trade.orders = [] | ||
413 | self.m.report.log_order.reset_mock() | ||
414 | |||
415 | trade.update_order(order_mock, 5) | ||
416 | order_mock.cancel.assert_called() | ||
417 | new_order_mock.run.assert_called() | ||
418 | prepare_order.assert_called() | ||
419 | self.assertEqual(2, self.m.report.log_order.call_count) | ||
420 | self.m.report.log_order.assert_called() | ||
421 | calls = [ | ||
422 | mock.call(order_mock, 5, update="adjusting", | ||
423 | compute_value=mock.ANY, | ||
424 | new_order=new_order_mock), | ||
425 | mock.call(order_mock, 5, new_order=new_order_mock), | ||
426 | ] | ||
427 | self.m.report.log_order.assert_has_calls(calls) | ||
428 | |||
429 | order_mock.reset_mock() | ||
430 | new_order_mock.reset_mock() | ||
431 | trade.orders = [] | ||
432 | self.m.report.log_order.reset_mock() | ||
433 | |||
434 | trade.update_order(order_mock, 7) | ||
435 | order_mock.cancel.assert_called() | ||
436 | new_order_mock.run.assert_called() | ||
437 | prepare_order.assert_called_with(compute_value="default") | ||
438 | self.m.report.log_order.assert_called() | ||
439 | self.assertEqual(2, self.m.report.log_order.call_count) | ||
440 | calls = [ | ||
441 | mock.call(order_mock, 7, update="market_fallback", | ||
442 | compute_value='default', | ||
443 | new_order=new_order_mock), | ||
444 | mock.call(order_mock, 7, new_order=new_order_mock), | ||
445 | ] | ||
446 | self.m.report.log_order.assert_has_calls(calls) | ||
447 | |||
448 | order_mock.reset_mock() | ||
449 | new_order_mock.reset_mock() | ||
450 | trade.orders = [] | ||
451 | self.m.report.log_order.reset_mock() | ||
452 | |||
453 | for i in [10, 13, 16]: | ||
454 | with self.subTest(tick=i): | ||
455 | trade.update_order(order_mock, i) | ||
456 | order_mock.cancel.assert_called() | ||
457 | new_order_mock.run.assert_called() | ||
458 | prepare_order.assert_called_with(compute_value="default") | ||
459 | self.m.report.log_order.assert_called() | ||
460 | self.assertEqual(2, self.m.report.log_order.call_count) | ||
461 | calls = [ | ||
462 | mock.call(order_mock, i, update="market_adjust", | ||
463 | compute_value='default', | ||
464 | new_order=new_order_mock), | ||
465 | mock.call(order_mock, i, new_order=new_order_mock), | ||
466 | ] | ||
467 | self.m.report.log_order.assert_has_calls(calls) | ||
468 | |||
469 | order_mock.reset_mock() | ||
470 | new_order_mock.reset_mock() | ||
471 | trade.orders = [] | ||
472 | self.m.report.log_order.reset_mock() | ||
473 | |||
474 | for i in [8, 9, 11, 12]: | ||
475 | with self.subTest(tick=i): | ||
476 | trade.update_order(order_mock, i) | ||
477 | order_mock.cancel.assert_not_called() | ||
478 | new_order_mock.run.assert_not_called() | ||
479 | self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", | ||
480 | compute_value=None, new_order=None) | ||
481 | |||
482 | order_mock.reset_mock() | ||
483 | new_order_mock.reset_mock() | ||
484 | trade.orders = [] | ||
485 | self.m.report.log_order.reset_mock() | ||
486 | |||
487 | |||
488 | def test_print_with_order(self): | ||
489 | value_from = portfolio.Amount("BTC", "0.5") | ||
490 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
491 | value_to = portfolio.Amount("BTC", "1.0") | ||
492 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
493 | |||
494 | order_mock1 = mock.Mock() | ||
495 | order_mock1.__repr__ = mock.Mock() | ||
496 | order_mock1.__repr__.return_value = "Mock 1" | ||
497 | order_mock2 = mock.Mock() | ||
498 | order_mock2.__repr__ = mock.Mock() | ||
499 | order_mock2.__repr__.return_value = "Mock 2" | ||
500 | order_mock1.mouvements = [] | ||
501 | mouvement_mock1 = mock.Mock() | ||
502 | mouvement_mock1.__repr__ = mock.Mock() | ||
503 | mouvement_mock1.__repr__.return_value = "Mouvement 1" | ||
504 | mouvement_mock2 = mock.Mock() | ||
505 | mouvement_mock2.__repr__ = mock.Mock() | ||
506 | mouvement_mock2.__repr__.return_value = "Mouvement 2" | ||
507 | order_mock2.mouvements = [ | ||
508 | mouvement_mock1, mouvement_mock2 | ||
509 | ] | ||
510 | trade.orders.append(order_mock1) | ||
511 | trade.orders.append(order_mock2) | ||
512 | |||
513 | with mock.patch.object(trade, "filled_amount") as filled: | ||
514 | filled.return_value = portfolio.Amount("BTC", "0.1") | ||
515 | |||
516 | trade.print_with_order() | ||
517 | |||
518 | self.m.report.print_log.assert_called() | ||
519 | calls = self.m.report.print_log.mock_calls | ||
520 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) | ||
521 | self.assertEqual("\tMock 1", str(calls[1][1][0])) | ||
522 | self.assertEqual("\tMock 2", str(calls[2][1][0])) | ||
523 | self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) | ||
524 | self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) | ||
525 | |||
526 | self.m.report.print_log.reset_mock() | ||
527 | |||
528 | filled.return_value = portfolio.Amount("BTC", "0.5") | ||
529 | trade.print_with_order() | ||
530 | calls = self.m.report.print_log.mock_calls | ||
531 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0])) | ||
532 | |||
533 | self.m.report.print_log.reset_mock() | ||
534 | |||
535 | filled.return_value = portfolio.Amount("BTC", "0.1") | ||
536 | trade.closed = True | ||
537 | trade.print_with_order() | ||
538 | calls = self.m.report.print_log.mock_calls | ||
539 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) | ||
540 | |||
541 | def test_close(self): | ||
542 | value_from = portfolio.Amount("BTC", "0.5") | ||
543 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
544 | value_to = portfolio.Amount("BTC", "1.0") | ||
545 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
546 | order1 = mock.Mock() | ||
547 | trade.orders.append(order1) | ||
548 | |||
549 | trade.close() | ||
550 | |||
551 | self.assertEqual(True, trade.closed) | ||
552 | order1.cancel.assert_called_once_with() | ||
553 | |||
554 | def test_pending(self): | ||
555 | value_from = portfolio.Amount("BTC", "0.5") | ||
556 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
557 | value_to = portfolio.Amount("BTC", "1.0") | ||
558 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
559 | |||
560 | trade.closed = True | ||
561 | self.assertEqual(False, trade.pending) | ||
562 | |||
563 | trade.closed = False | ||
564 | self.assertEqual(True, trade.pending) | ||
565 | |||
566 | order1 = mock.Mock() | ||
567 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") | ||
568 | trade.orders.append(order1) | ||
569 | self.assertEqual(False, trade.pending) | ||
570 | |||
571 | def test__repr(self): | ||
572 | value_from = portfolio.Amount("BTC", "0.5") | ||
573 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
574 | value_to = portfolio.Amount("BTC", "1.0") | ||
575 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
576 | |||
577 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | ||
578 | |||
579 | def test_as_json(self): | ||
580 | value_from = portfolio.Amount("BTC", "0.5") | ||
581 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
582 | value_to = portfolio.Amount("BTC", "1.0") | ||
583 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
584 | |||
585 | as_json = trade.as_json() | ||
586 | self.assertEqual("acquire", as_json["action"]) | ||
587 | self.assertEqual(D("0.5"), as_json["from"]) | ||
588 | self.assertEqual(D("1.0"), as_json["to"]) | ||
589 | self.assertEqual("ETH", as_json["currency"]) | ||
590 | self.assertEqual("BTC", as_json["base_currency"]) | ||
591 | |||
592 | class BalanceTest(WebMockTestCase): | ||
593 | def test_values(self): | ||
594 | balance = portfolio.Balance("BTC", { | ||
595 | "exchange_total": "0.65", | ||
596 | "exchange_free": "0.35", | ||
597 | "exchange_used": "0.30", | ||
598 | "margin_total": "-10", | ||
599 | "margin_borrowed": "10", | ||
600 | "margin_available": "0", | ||
601 | "margin_in_position": "0", | ||
602 | "margin_position_type": "short", | ||
603 | "margin_borrowed_base_currency": "USDT", | ||
604 | "margin_liquidation_price": "1.20", | ||
605 | "margin_pending_gain": "10", | ||
606 | "margin_lending_fees": "0.4", | ||
607 | "margin_borrowed_base_price": "0.15", | ||
608 | }) | ||
609 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | ||
610 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | ||
611 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | ||
612 | self.assertEqual("BTC", balance.exchange_total.currency) | ||
613 | self.assertEqual("BTC", balance.exchange_free.currency) | ||
614 | self.assertEqual("BTC", balance.exchange_total.currency) | ||
615 | |||
616 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | ||
617 | self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) | ||
618 | self.assertEqual(portfolio.D("0"), balance.margin_available.value) | ||
619 | self.assertEqual("BTC", balance.margin_total.currency) | ||
620 | self.assertEqual("BTC", balance.margin_borrowed.currency) | ||
621 | self.assertEqual("BTC", balance.margin_available.currency) | ||
622 | |||
623 | self.assertEqual("BTC", balance.currency) | ||
624 | |||
625 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) | ||
626 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | ||
627 | |||
628 | def test__repr(self): | ||
629 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | ||
630 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | ||
631 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | ||
632 | "exchange_used": 1, "exchange_free": 2 }) | ||
633 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | ||
634 | |||
635 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) | ||
636 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | ||
637 | |||
638 | balance = portfolio.Balance("BTX", { "margin_total": 3, | ||
639 | "margin_in_position": 1, "margin_available": 2 }) | ||
640 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | ||
641 | |||
642 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) | ||
643 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | ||
644 | |||
645 | balance = portfolio.Balance("BTX", { "margin_total": -3, | ||
646 | "margin_borrowed_base_price": D("0.1"), | ||
647 | "margin_borrowed_base_currency": "BTC", | ||
648 | "margin_lending_fees": D("0.002") }) | ||
649 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | ||
650 | |||
651 | balance = portfolio.Balance("BTX", { "margin_total": 1, | ||
652 | "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) | ||
653 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | ||
654 | |||
655 | def test_as_json(self): | ||
656 | balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) | ||
657 | as_json = balance.as_json() | ||
658 | self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) | ||
659 | self.assertEqual(D(0), as_json["total"]) | ||
660 | self.assertEqual(D(2), as_json["exchange_total"]) | ||
661 | self.assertEqual(D(2), as_json["exchange_free"]) | ||
662 | self.assertEqual(D(0), as_json["exchange_used"]) | ||
663 | self.assertEqual(D(0), as_json["margin_total"]) | ||
664 | self.assertEqual(D(0), as_json["margin_available"]) | ||
665 | self.assertEqual(D(0), as_json["margin_borrowed"]) | ||
666 | |||
667 | class OrderTest(WebMockTestCase): | ||
668 | def test_values(self): | ||
669 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
670 | D("0.1"), "BTC", "long", "market", "trade") | ||
671 | self.assertEqual("buy", order.action) | ||
672 | self.assertEqual(10, order.amount.value) | ||
673 | self.assertEqual("ETH", order.amount.currency) | ||
674 | self.assertEqual(D("0.1"), order.rate) | ||
675 | self.assertEqual("BTC", order.base_currency) | ||
676 | self.assertEqual("market", order.market) | ||
677 | self.assertEqual("long", order.trade_type) | ||
678 | self.assertEqual("pending", order.status) | ||
679 | self.assertEqual("trade", order.trade) | ||
680 | self.assertIsNone(order.id) | ||
681 | self.assertFalse(order.close_if_possible) | ||
682 | |||
683 | def test__repr(self): | ||
684 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
685 | D("0.1"), "BTC", "long", "market", "trade") | ||
686 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | ||
687 | |||
688 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
689 | D("0.1"), "BTC", "long", "market", "trade", | ||
690 | close_if_possible=True) | ||
691 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | ||
692 | |||
693 | def test_as_json(self): | ||
694 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
695 | D("0.1"), "BTC", "long", "market", "trade") | ||
696 | mouvement_mock1 = mock.Mock() | ||
697 | mouvement_mock1.as_json.return_value = 1 | ||
698 | mouvement_mock2 = mock.Mock() | ||
699 | mouvement_mock2.as_json.return_value = 2 | ||
700 | |||
701 | order.mouvements = [mouvement_mock1, mouvement_mock2] | ||
702 | as_json = order.as_json() | ||
703 | self.assertEqual("buy", as_json["action"]) | ||
704 | self.assertEqual("long", as_json["trade_type"]) | ||
705 | self.assertEqual(10, as_json["amount"]) | ||
706 | self.assertEqual("ETH", as_json["currency"]) | ||
707 | self.assertEqual("BTC", as_json["base_currency"]) | ||
708 | self.assertEqual(D("0.1"), as_json["rate"]) | ||
709 | self.assertEqual("pending", as_json["status"]) | ||
710 | self.assertEqual(False, as_json["close_if_possible"]) | ||
711 | self.assertIsNone(as_json["id"]) | ||
712 | self.assertEqual([1, 2], as_json["mouvements"]) | ||
713 | |||
714 | def test_account(self): | ||
715 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
716 | D("0.1"), "BTC", "long", "market", "trade") | ||
717 | self.assertEqual("exchange", order.account) | ||
718 | |||
719 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | ||
720 | D("0.1"), "BTC", "short", "market", "trade") | ||
721 | self.assertEqual("margin", order.account) | ||
722 | |||
723 | def test_pending(self): | ||
724 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
725 | D("0.1"), "BTC", "long", "market", "trade") | ||
726 | self.assertTrue(order.pending) | ||
727 | order.status = "open" | ||
728 | self.assertFalse(order.pending) | ||
729 | |||
730 | def test_open(self): | ||
731 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
732 | D("0.1"), "BTC", "long", "market", "trade") | ||
733 | self.assertFalse(order.open) | ||
734 | order.status = "open" | ||
735 | self.assertTrue(order.open) | ||
736 | |||
737 | def test_finished(self): | ||
738 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
739 | D("0.1"), "BTC", "long", "market", "trade") | ||
740 | self.assertFalse(order.finished) | ||
741 | order.status = "closed" | ||
742 | self.assertTrue(order.finished) | ||
743 | order.status = "canceled" | ||
744 | self.assertTrue(order.finished) | ||
745 | order.status = "error" | ||
746 | self.assertTrue(order.finished) | ||
747 | |||
748 | @mock.patch.object(portfolio.Order, "fetch") | ||
749 | def test_cancel(self, fetch): | ||
750 | with self.subTest(debug=True): | ||
751 | self.m.debug = True | ||
752 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
753 | D("0.1"), "BTC", "long", self.m, "trade") | ||
754 | order.status = "open" | ||
755 | |||
756 | order.cancel() | ||
757 | self.m.ccxt.cancel_order.assert_not_called() | ||
758 | self.m.report.log_debug_action.assert_called_once() | ||
759 | self.m.report.log_debug_action.reset_mock() | ||
760 | self.assertEqual("canceled", order.status) | ||
761 | |||
762 | with self.subTest(desc="Nominal case"): | ||
763 | self.m.debug = False | ||
764 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
765 | D("0.1"), "BTC", "long", self.m, "trade") | ||
766 | order.status = "open" | ||
767 | order.id = 42 | ||
768 | |||
769 | order.cancel() | ||
770 | self.m.ccxt.cancel_order.assert_called_with(42) | ||
771 | fetch.assert_called_once_with() | ||
772 | self.m.report.log_debug_action.assert_not_called() | ||
773 | |||
774 | with self.subTest(exception=True): | ||
775 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | ||
776 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
777 | D("0.1"), "BTC", "long", self.m, "trade") | ||
778 | order.status = "open" | ||
779 | order.id = 42 | ||
780 | order.cancel() | ||
781 | self.m.ccxt.cancel_order.assert_called_with(42) | ||
782 | self.m.report.log_error.assert_called_once() | ||
783 | |||
784 | self.m.reset_mock() | ||
785 | with self.subTest(id=None): | ||
786 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | ||
787 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
788 | D("0.1"), "BTC", "long", self.m, "trade") | ||
789 | order.status = "open" | ||
790 | order.cancel() | ||
791 | self.m.ccxt.cancel_order.assert_not_called() | ||
792 | |||
793 | self.m.reset_mock() | ||
794 | with self.subTest(open=False): | ||
795 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | ||
796 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
797 | D("0.1"), "BTC", "long", self.m, "trade") | ||
798 | order.status = "closed" | ||
799 | order.cancel() | ||
800 | self.m.ccxt.cancel_order.assert_not_called() | ||
801 | |||
802 | def test_dust_amount_remaining(self): | ||
803 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
804 | D("0.1"), "BTC", "long", self.m, "trade") | ||
805 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) | ||
806 | self.assertFalse(order.dust_amount_remaining()) | ||
807 | |||
808 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | ||
809 | self.assertTrue(order.dust_amount_remaining()) | ||
810 | |||
811 | @mock.patch.object(portfolio.Order, "fetch") | ||
812 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | ||
813 | def test_remaining_amount(self, filled_amount, fetch): | ||
814 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
815 | D("0.1"), "BTC", "long", self.m, "trade") | ||
816 | |||
817 | self.assertEqual(9, order.remaining_amount().value) | ||
818 | |||
819 | order.status = "open" | ||
820 | self.assertEqual(9, order.remaining_amount().value) | ||
821 | |||
822 | @mock.patch.object(portfolio.Order, "fetch") | ||
823 | def test_filled_amount(self, fetch): | ||
824 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
825 | D("0.1"), "BTC", "long", self.m, "trade") | ||
826 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | ||
827 | "tradeID": 42, "type": "buy", "fee": "0.0015", | ||
828 | "date": "2017-12-30 12:00:12", "rate": "0.1", | ||
829 | "amount": "3", "total": "0.3" | ||
830 | })) | ||
831 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | ||
832 | "tradeID": 43, "type": "buy", "fee": "0.0015", | ||
833 | "date": "2017-12-30 13:00:12", "rate": "0.2", | ||
834 | "amount": "2", "total": "0.4" | ||
835 | })) | ||
836 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | ||
837 | fetch.assert_not_called() | ||
838 | order.status = "open" | ||
839 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | ||
840 | fetch.assert_called_once() | ||
841 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | ||
842 | |||
843 | def test_fetch_mouvements(self): | ||
844 | self.m.ccxt.privatePostReturnOrderTrades.return_value = [ | ||
845 | { | ||
846 | "tradeID": 42, "type": "buy", "fee": "0.0015", | ||
847 | "date": "2017-12-30 13:00:12", "rate": "0.1", | ||
848 | "amount": "3", "total": "0.3" | ||
849 | }, | ||
850 | { | ||
851 | "tradeID": 43, "type": "buy", "fee": "0.0015", | ||
852 | "date": "2017-12-30 12:00:12", "rate": "0.2", | ||
853 | "amount": "2", "total": "0.4" | ||
854 | } | ||
855 | ] | ||
856 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
857 | D("0.1"), "BTC", "long", self.m, "trade") | ||
858 | order.id = 12 | ||
859 | order.mouvements = ["Foo", "Bar", "Baz"] | ||
860 | |||
861 | order.fetch_mouvements() | ||
862 | |||
863 | self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) | ||
864 | self.assertEqual(2, len(order.mouvements)) | ||
865 | self.assertEqual(43, order.mouvements[0].id) | ||
866 | self.assertEqual(42, order.mouvements[1].id) | ||
867 | |||
868 | self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError | ||
869 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
870 | D("0.1"), "BTC", "long", self.m, "trade") | ||
871 | order.fetch_mouvements() | ||
872 | self.assertEqual(0, len(order.mouvements)) | ||
873 | |||
874 | def test_mark_finished_order(self): | ||
875 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
876 | D("0.1"), "BTC", "short", self.m, "trade", | ||
877 | close_if_possible=True) | ||
878 | order.status = "closed" | ||
879 | self.m.debug = False | ||
880 | |||
881 | order.mark_finished_order() | ||
882 | self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") | ||
883 | self.m.ccxt.close_margin_position.reset_mock() | ||
884 | |||
885 | order.status = "open" | ||
886 | order.mark_finished_order() | ||
887 | self.m.ccxt.close_margin_position.assert_not_called() | ||
888 | |||
889 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
890 | D("0.1"), "BTC", "short", self.m, "trade", | ||
891 | close_if_possible=False) | ||
892 | order.status = "closed" | ||
893 | order.mark_finished_order() | ||
894 | self.m.ccxt.close_margin_position.assert_not_called() | ||
895 | |||
896 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | ||
897 | D("0.1"), "BTC", "short", self.m, "trade", | ||
898 | close_if_possible=True) | ||
899 | order.status = "closed" | ||
900 | order.mark_finished_order() | ||
901 | self.m.ccxt.close_margin_position.assert_not_called() | ||
902 | |||
903 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
904 | D("0.1"), "BTC", "long", self.m, "trade", | ||
905 | close_if_possible=True) | ||
906 | order.status = "closed" | ||
907 | order.mark_finished_order() | ||
908 | self.m.ccxt.close_margin_position.assert_not_called() | ||
909 | |||
910 | self.m.debug = True | ||
911 | |||
912 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
913 | D("0.1"), "BTC", "short", self.m, "trade", | ||
914 | close_if_possible=True) | ||
915 | order.status = "closed" | ||
916 | |||
917 | order.mark_finished_order() | ||
918 | self.m.ccxt.close_margin_position.assert_not_called() | ||
919 | self.m.report.log_debug_action.assert_called_once() | ||
920 | |||
921 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | ||
922 | @mock.patch.object(portfolio.Order, "mark_disappeared_order") | ||
923 | @mock.patch.object(portfolio.Order, "mark_finished_order") | ||
924 | def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements): | ||
925 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
926 | D("0.1"), "BTC", "long", self.m, "trade") | ||
927 | order.id = 45 | ||
928 | with self.subTest(debug=True): | ||
929 | self.m.debug = True | ||
930 | order.fetch() | ||
931 | self.m.report.log_debug_action.assert_called_once() | ||
932 | self.m.report.log_debug_action.reset_mock() | ||
933 | self.m.ccxt.fetch_order.assert_not_called() | ||
934 | mark_finished_order.assert_not_called() | ||
935 | mark_disappeared_order.assert_not_called() | ||
936 | fetch_mouvements.assert_not_called() | ||
937 | |||
938 | with self.subTest(debug=False): | ||
939 | self.m.debug = False | ||
940 | self.m.ccxt.fetch_order.return_value = { | ||
941 | "status": "foo", | ||
942 | "datetime": "timestamp" | ||
943 | } | ||
944 | order.fetch() | ||
945 | |||
946 | self.m.ccxt.fetch_order.assert_called_once_with(45) | ||
947 | fetch_mouvements.assert_called_once() | ||
948 | self.assertEqual("foo", order.status) | ||
949 | self.assertEqual("timestamp", order.timestamp) | ||
950 | self.assertEqual(1, len(order.results)) | ||
951 | self.m.report.log_debug_action.assert_not_called() | ||
952 | mark_finished_order.assert_called_once() | ||
953 | mark_disappeared_order.assert_called_once() | ||
954 | |||
955 | mark_finished_order.reset_mock() | ||
956 | with self.subTest(missing_order=True): | ||
957 | self.m.ccxt.fetch_order.side_effect = [ | ||
958 | portfolio.OrderNotCached, | ||
959 | ] | ||
960 | order.fetch() | ||
961 | self.assertEqual("closed_unknown", order.status) | ||
962 | mark_finished_order.assert_called_once() | ||
963 | |||
964 | def test_mark_disappeared_order(self): | ||
965 | with self.subTest("Open order"): | ||
966 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
967 | D("0.1"), "BTC", "long", self.m, "trade") | ||
968 | order.id = 45 | ||
969 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | ||
970 | "tradeID":21336541, | ||
971 | "currencyPair":"BTC_XRP", | ||
972 | "type":"sell", | ||
973 | "rate":"0.00007013", | ||
974 | "amount":"0.00000222", | ||
975 | "total":"0.00000000", | ||
976 | "fee":"0.00150000", | ||
977 | "date":"2018-04-02 00:09:13" | ||
978 | })) | ||
979 | order.mark_disappeared_order() | ||
980 | self.assertEqual("pending", order.status) | ||
981 | |||
982 | with self.subTest("Non-zero amount"): | ||
983 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
984 | D("0.1"), "BTC", "long", self.m, "trade") | ||
985 | order.id = 45 | ||
986 | order.status = "closed" | ||
987 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | ||
988 | "tradeID":21336541, | ||
989 | "currencyPair":"BTC_XRP", | ||
990 | "type":"sell", | ||
991 | "rate":"0.00007013", | ||
992 | "amount":"0.00000222", | ||
993 | "total":"0.00000010", | ||
994 | "fee":"0.00150000", | ||
995 | "date":"2018-04-02 00:09:13" | ||
996 | })) | ||
997 | order.mark_disappeared_order() | ||
998 | self.assertEqual("closed", order.status) | ||
999 | |||
1000 | with self.subTest("Other mouvements"): | ||
1001 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1002 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1003 | order.id = 45 | ||
1004 | order.status = "closed" | ||
1005 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | ||
1006 | "tradeID":21336541, | ||
1007 | "currencyPair":"BTC_XRP", | ||
1008 | "type":"sell", | ||
1009 | "rate":"0.00007013", | ||
1010 | "amount":"0.00000222", | ||
1011 | "total":"0.00000001", | ||
1012 | "fee":"0.00150000", | ||
1013 | "date":"2018-04-02 00:09:13" | ||
1014 | })) | ||
1015 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | ||
1016 | "tradeID":21336541, | ||
1017 | "currencyPair":"BTC_XRP", | ||
1018 | "type":"sell", | ||
1019 | "rate":"0.00007013", | ||
1020 | "amount":"0.00000222", | ||
1021 | "total":"0.00000000", | ||
1022 | "fee":"0.00150000", | ||
1023 | "date":"2018-04-02 00:09:13" | ||
1024 | })) | ||
1025 | order.mark_disappeared_order() | ||
1026 | self.assertEqual("error_disappeared", order.status) | ||
1027 | |||
1028 | with self.subTest("Order disappeared"): | ||
1029 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1030 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1031 | order.id = 45 | ||
1032 | order.status = "closed" | ||
1033 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | ||
1034 | "tradeID":21336541, | ||
1035 | "currencyPair":"BTC_XRP", | ||
1036 | "type":"sell", | ||
1037 | "rate":"0.00007013", | ||
1038 | "amount":"0.00000222", | ||
1039 | "total":"0.00000000", | ||
1040 | "fee":"0.00150000", | ||
1041 | "date":"2018-04-02 00:09:13" | ||
1042 | })) | ||
1043 | order.mark_disappeared_order() | ||
1044 | self.assertEqual("error_disappeared", order.status) | ||
1045 | |||
1046 | @mock.patch.object(portfolio.Order, "fetch") | ||
1047 | def test_get_status(self, fetch): | ||
1048 | with self.subTest(debug=True): | ||
1049 | self.m.debug = True | ||
1050 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1051 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1052 | self.assertEqual("pending", order.get_status()) | ||
1053 | fetch.assert_not_called() | ||
1054 | self.m.report.log_debug_action.assert_called_once() | ||
1055 | |||
1056 | with self.subTest(debug=False, finished=False): | ||
1057 | self.m.debug = False | ||
1058 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1059 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1060 | def _fetch(order): | ||
1061 | def update_status(): | ||
1062 | order.status = "open" | ||
1063 | return update_status | ||
1064 | fetch.side_effect = _fetch(order) | ||
1065 | self.assertEqual("open", order.get_status()) | ||
1066 | fetch.assert_called_once() | ||
1067 | |||
1068 | fetch.reset_mock() | ||
1069 | with self.subTest(debug=False, finished=True): | ||
1070 | self.m.debug = False | ||
1071 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1072 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1073 | def _fetch(order): | ||
1074 | def update_status(): | ||
1075 | order.status = "closed" | ||
1076 | return update_status | ||
1077 | fetch.side_effect = _fetch(order) | ||
1078 | self.assertEqual("closed", order.get_status()) | ||
1079 | fetch.assert_called_once() | ||
1080 | |||
1081 | def test_run(self): | ||
1082 | self.m.ccxt.order_precision.return_value = 4 | ||
1083 | with self.subTest(debug=True): | ||
1084 | self.m.debug = True | ||
1085 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1086 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1087 | order.run() | ||
1088 | self.m.ccxt.create_order.assert_not_called() | ||
1089 | self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") | ||
1090 | self.assertEqual("open", order.status) | ||
1091 | self.assertEqual(1, len(order.results)) | ||
1092 | self.assertEqual(-1, order.id) | ||
1093 | |||
1094 | self.m.ccxt.create_order.reset_mock() | ||
1095 | with self.subTest(debug=False): | ||
1096 | self.m.debug = False | ||
1097 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1098 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1099 | self.m.ccxt.create_order.return_value = { "id": 123 } | ||
1100 | order.run() | ||
1101 | self.m.ccxt.create_order.assert_called_once() | ||
1102 | self.assertEqual(1, len(order.results)) | ||
1103 | self.assertEqual("open", order.status) | ||
1104 | |||
1105 | self.m.ccxt.create_order.reset_mock() | ||
1106 | with self.subTest(exception=True): | ||
1107 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1108 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1109 | self.m.ccxt.create_order.side_effect = Exception("bouh") | ||
1110 | order.run() | ||
1111 | self.m.ccxt.create_order.assert_called_once() | ||
1112 | self.assertEqual(0, len(order.results)) | ||
1113 | self.assertEqual("error", order.status) | ||
1114 | self.m.report.log_error.assert_called_once() | ||
1115 | |||
1116 | self.m.ccxt.create_order.reset_mock() | ||
1117 | with self.subTest(dust_amount_exception=True),\ | ||
1118 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | ||
1119 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | ||
1120 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1121 | self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder | ||
1122 | order.run() | ||
1123 | self.m.ccxt.create_order.assert_called_once() | ||
1124 | self.assertEqual(0, len(order.results)) | ||
1125 | self.assertEqual("closed", order.status) | ||
1126 | mark_finished_order.assert_called_once() | ||
1127 | |||
1128 | self.m.ccxt.order_precision.return_value = 8 | ||
1129 | self.m.ccxt.create_order.reset_mock() | ||
1130 | with self.subTest(insufficient_funds=True),\ | ||
1131 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | ||
1132 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1133 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1134 | self.m.ccxt.create_order.side_effect = [ | ||
1135 | portfolio.InsufficientFunds, | ||
1136 | portfolio.InsufficientFunds, | ||
1137 | portfolio.InsufficientFunds, | ||
1138 | { "id": 123 }, | ||
1139 | ] | ||
1140 | order.run() | ||
1141 | self.m.ccxt.create_order.assert_has_calls([ | ||
1142 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1143 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | ||
1144 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | ||
1145 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | ||
1146 | ]) | ||
1147 | self.assertEqual(4, self.m.ccxt.create_order.call_count) | ||
1148 | self.assertEqual(1, len(order.results)) | ||
1149 | self.assertEqual("open", order.status) | ||
1150 | self.assertEqual(4, order.tries) | ||
1151 | self.m.report.log_error.assert_called() | ||
1152 | self.assertEqual(4, self.m.report.log_error.call_count) | ||
1153 | |||
1154 | self.m.ccxt.order_precision.return_value = 8 | ||
1155 | self.m.ccxt.create_order.reset_mock() | ||
1156 | self.m.report.log_error.reset_mock() | ||
1157 | with self.subTest(insufficient_funds=True),\ | ||
1158 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | ||
1159 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1160 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1161 | self.m.ccxt.create_order.side_effect = [ | ||
1162 | portfolio.InsufficientFunds, | ||
1163 | portfolio.InsufficientFunds, | ||
1164 | portfolio.InsufficientFunds, | ||
1165 | portfolio.InsufficientFunds, | ||
1166 | portfolio.InsufficientFunds, | ||
1167 | ] | ||
1168 | order.run() | ||
1169 | self.m.ccxt.create_order.assert_has_calls([ | ||
1170 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1171 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | ||
1172 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | ||
1173 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | ||
1174 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), | ||
1175 | ]) | ||
1176 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | ||
1177 | self.assertEqual(0, len(order.results)) | ||
1178 | self.assertEqual("error", order.status) | ||
1179 | self.assertEqual(5, order.tries) | ||
1180 | self.m.report.log_error.assert_called() | ||
1181 | self.assertEqual(5, self.m.report.log_error.call_count) | ||
1182 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY) | ||
1183 | |||
1184 | self.m.reset_mock() | ||
1185 | with self.subTest(invalid_nonce=True): | ||
1186 | with self.subTest(retry_success=True): | ||
1187 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1188 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1189 | self.m.ccxt.create_order.side_effect = [ | ||
1190 | portfolio.InvalidNonce, | ||
1191 | portfolio.InvalidNonce, | ||
1192 | { "id": 123 }, | ||
1193 | ] | ||
1194 | order.run() | ||
1195 | self.m.ccxt.create_order.assert_has_calls([ | ||
1196 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1197 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1198 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1199 | ]) | ||
1200 | self.assertEqual(3, self.m.ccxt.create_order.call_count) | ||
1201 | self.assertEqual(3, order.tries) | ||
1202 | self.m.report.log_error.assert_called() | ||
1203 | self.assertEqual(2, self.m.report.log_error.call_count) | ||
1204 | self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY) | ||
1205 | self.assertEqual(123, order.id) | ||
1206 | |||
1207 | self.m.reset_mock() | ||
1208 | with self.subTest(retry_success=False): | ||
1209 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1210 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1211 | self.m.ccxt.create_order.side_effect = [ | ||
1212 | portfolio.InvalidNonce, | ||
1213 | portfolio.InvalidNonce, | ||
1214 | portfolio.InvalidNonce, | ||
1215 | portfolio.InvalidNonce, | ||
1216 | portfolio.InvalidNonce, | ||
1217 | ] | ||
1218 | order.run() | ||
1219 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | ||
1220 | self.assertEqual(5, order.tries) | ||
1221 | self.m.report.log_error.assert_called() | ||
1222 | self.assertEqual(5, self.m.report.log_error.call_count) | ||
1223 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY) | ||
1224 | self.assertEqual("error", order.status) | ||
1225 | |||
1226 | self.m.reset_mock() | ||
1227 | with self.subTest(request_timeout=True): | ||
1228 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1229 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1230 | with self.subTest(retrieved=False), \ | ||
1231 | mock.patch.object(order, "retrieve_order") as retrieve: | ||
1232 | self.m.ccxt.create_order.side_effect = [ | ||
1233 | portfolio.RequestTimeout, | ||
1234 | portfolio.RequestTimeout, | ||
1235 | { "id": 123 }, | ||
1236 | ] | ||
1237 | retrieve.return_value = False | ||
1238 | order.run() | ||
1239 | self.m.ccxt.create_order.assert_has_calls([ | ||
1240 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1241 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1242 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1243 | ]) | ||
1244 | self.assertEqual(3, self.m.ccxt.create_order.call_count) | ||
1245 | self.assertEqual(3, order.tries) | ||
1246 | self.m.report.log_error.assert_called() | ||
1247 | self.assertEqual(2, self.m.report.log_error.call_count) | ||
1248 | self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY) | ||
1249 | self.assertEqual(123, order.id) | ||
1250 | |||
1251 | self.m.reset_mock() | ||
1252 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1253 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1254 | with self.subTest(retrieved=True), \ | ||
1255 | mock.patch.object(order, "retrieve_order") as retrieve: | ||
1256 | self.m.ccxt.create_order.side_effect = [ | ||
1257 | portfolio.RequestTimeout, | ||
1258 | ] | ||
1259 | def _retrieve(): | ||
1260 | order.results.append({"id": 123}) | ||
1261 | return True | ||
1262 | retrieve.side_effect = _retrieve | ||
1263 | order.run() | ||
1264 | self.m.ccxt.create_order.assert_has_calls([ | ||
1265 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1266 | ]) | ||
1267 | self.assertEqual(1, self.m.ccxt.create_order.call_count) | ||
1268 | self.assertEqual(1, order.tries) | ||
1269 | self.m.report.log_error.assert_called() | ||
1270 | self.assertEqual(1, self.m.report.log_error.call_count) | ||
1271 | self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order") | ||
1272 | self.assertEqual(123, order.id) | ||
1273 | |||
1274 | self.m.reset_mock() | ||
1275 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1276 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1277 | with self.subTest(retrieved=False), \ | ||
1278 | mock.patch.object(order, "retrieve_order") as retrieve: | ||
1279 | self.m.ccxt.create_order.side_effect = [ | ||
1280 | portfolio.RequestTimeout, | ||
1281 | portfolio.RequestTimeout, | ||
1282 | portfolio.RequestTimeout, | ||
1283 | portfolio.RequestTimeout, | ||
1284 | portfolio.RequestTimeout, | ||
1285 | ] | ||
1286 | retrieve.return_value = False | ||
1287 | order.run() | ||
1288 | self.m.ccxt.create_order.assert_has_calls([ | ||
1289 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1290 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1291 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1292 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1293 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1294 | ]) | ||
1295 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | ||
1296 | self.assertEqual(5, order.tries) | ||
1297 | self.m.report.log_error.assert_called() | ||
1298 | self.assertEqual(5, self.m.report.log_error.call_count) | ||
1299 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY) | ||
1300 | self.assertEqual("error", order.status) | ||
1301 | |||
1302 | def test_retrieve_order(self): | ||
1303 | with self.subTest(similar_open_order=True): | ||
1304 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1305 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1306 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | ||
1307 | |||
1308 | self.m.ccxt.order_precision.return_value = 8 | ||
1309 | self.m.ccxt.fetch_orders.return_value = [ | ||
1310 | { # Wrong amount | ||
1311 | 'amount': 0.002, 'cost': 0.1, | ||
1312 | 'datetime': '2018-03-25T15:15:51.000Z', | ||
1313 | 'fee': None, 'filled': 0.0, | ||
1314 | 'id': '1', | ||
1315 | 'info': { | ||
1316 | 'amount': '0.002', | ||
1317 | 'date': '2018-03-25 15:15:51', | ||
1318 | 'margin': 0, 'orderNumber': '1', | ||
1319 | 'price': '0.1', 'rate': '0.1', | ||
1320 | 'side': 'buy', 'startingAmount': '0.002', | ||
1321 | 'status': 'open', 'total': '0.0002', | ||
1322 | 'type': 'limit' | ||
1323 | }, | ||
1324 | 'price': 0.1, 'remaining': 0.002, 'side': 'buy', | ||
1325 | 'status': 'open', 'symbol': 'ETH/BTC', | ||
1326 | 'timestamp': 1521990951000, 'trades': None, | ||
1327 | 'type': 'limit' | ||
1328 | }, | ||
1329 | { # Margin | ||
1330 | 'amount': 0.001, 'cost': 0.1, | ||
1331 | 'datetime': '2018-03-25T15:15:51.000Z', | ||
1332 | 'fee': None, 'filled': 0.0, | ||
1333 | 'id': '2', | ||
1334 | 'info': { | ||
1335 | 'amount': '0.001', | ||
1336 | 'date': '2018-03-25 15:15:51', | ||
1337 | 'margin': 1, 'orderNumber': '2', | ||
1338 | 'price': '0.1', 'rate': '0.1', | ||
1339 | 'side': 'buy', 'startingAmount': '0.001', | ||
1340 | 'status': 'open', 'total': '0.0001', | ||
1341 | 'type': 'limit' | ||
1342 | }, | ||
1343 | 'price': 0.1, 'remaining': 0.001, 'side': 'buy', | ||
1344 | 'status': 'open', 'symbol': 'ETH/BTC', | ||
1345 | 'timestamp': 1521990951000, 'trades': None, | ||
1346 | 'type': 'limit' | ||
1347 | }, | ||
1348 | { # selling | ||
1349 | 'amount': 0.001, 'cost': 0.1, | ||
1350 | 'datetime': '2018-03-25T15:15:51.000Z', | ||
1351 | 'fee': None, 'filled': 0.0, | ||
1352 | 'id': '3', | ||
1353 | 'info': { | ||
1354 | 'amount': '0.001', | ||
1355 | 'date': '2018-03-25 15:15:51', | ||
1356 | 'margin': 0, 'orderNumber': '3', | ||
1357 | 'price': '0.1', 'rate': '0.1', | ||
1358 | 'side': 'sell', 'startingAmount': '0.001', | ||
1359 | 'status': 'open', 'total': '0.0001', | ||
1360 | 'type': 'limit' | ||
1361 | }, | ||
1362 | 'price': 0.1, 'remaining': 0.001, 'side': 'sell', | ||
1363 | 'status': 'open', 'symbol': 'ETH/BTC', | ||
1364 | 'timestamp': 1521990951000, 'trades': None, | ||
1365 | 'type': 'limit' | ||
1366 | }, | ||
1367 | { # Wrong rate | ||
1368 | 'amount': 0.001, 'cost': 0.15, | ||
1369 | 'datetime': '2018-03-25T15:15:51.000Z', | ||
1370 | 'fee': None, 'filled': 0.0, | ||
1371 | 'id': '4', | ||
1372 | 'info': { | ||
1373 | 'amount': '0.001', | ||
1374 | 'date': '2018-03-25 15:15:51', | ||
1375 | 'margin': 0, 'orderNumber': '4', | ||
1376 | 'price': '0.15', 'rate': '0.15', | ||
1377 | 'side': 'buy', 'startingAmount': '0.001', | ||
1378 | 'status': 'open', 'total': '0.0001', | ||
1379 | 'type': 'limit' | ||
1380 | }, | ||
1381 | 'price': 0.15, 'remaining': 0.001, 'side': 'buy', | ||
1382 | 'status': 'open', 'symbol': 'ETH/BTC', | ||
1383 | 'timestamp': 1521990951000, 'trades': None, | ||
1384 | 'type': 'limit' | ||
1385 | }, | ||
1386 | { # All good | ||
1387 | 'amount': 0.001, 'cost': 0.1, | ||
1388 | 'datetime': '2018-03-25T15:15:51.000Z', | ||
1389 | 'fee': None, 'filled': 0.0, | ||
1390 | 'id': '5', | ||
1391 | 'info': { | ||
1392 | 'amount': '0.001', | ||
1393 | 'date': '2018-03-25 15:15:51', | ||
1394 | 'margin': 0, 'orderNumber': '1', | ||
1395 | 'price': '0.1', 'rate': '0.1', | ||
1396 | 'side': 'buy', 'startingAmount': '0.001', | ||
1397 | 'status': 'open', 'total': '0.0001', | ||
1398 | 'type': 'limit' | ||
1399 | }, | ||
1400 | 'price': 0.1, 'remaining': 0.001, 'side': 'buy', | ||
1401 | 'status': 'open', 'symbol': 'ETH/BTC', | ||
1402 | 'timestamp': 1521990951000, 'trades': None, | ||
1403 | 'type': 'limit' | ||
1404 | } | ||
1405 | ] | ||
1406 | result = order.retrieve_order() | ||
1407 | self.assertTrue(result) | ||
1408 | self.assertEqual('5', order.results[0]["id"]) | ||
1409 | self.m.ccxt.fetch_my_trades.assert_not_called() | ||
1410 | self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) | ||
1411 | |||
1412 | self.m.reset_mock() | ||
1413 | with self.subTest(similar_open_order=False, past_trades=True): | ||
1414 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1415 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1416 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | ||
1417 | |||
1418 | self.m.ccxt.order_precision.return_value = 8 | ||
1419 | self.m.ccxt.fetch_orders.return_value = [] | ||
1420 | self.m.ccxt.fetch_my_trades.return_value = [ | ||
1421 | { # Wrong timestamp 1 | ||
1422 | 'amount': 0.0006, | ||
1423 | 'cost': 0.00006, | ||
1424 | 'datetime': '2018-03-25T15:15:14.000Z', | ||
1425 | 'id': '1-1', | ||
1426 | 'info': { | ||
1427 | 'amount': '0.0006', | ||
1428 | 'category': 'exchange', | ||
1429 | 'date': '2018-03-25 15:15:14', | ||
1430 | 'fee': '0.00150000', | ||
1431 | 'globalTradeID': 1, | ||
1432 | 'orderNumber': '1', | ||
1433 | 'rate': '0.1', | ||
1434 | 'total': '0.00006', | ||
1435 | 'tradeID': '1-1', | ||
1436 | 'type': 'buy' | ||
1437 | }, | ||
1438 | 'order': '1', | ||
1439 | 'price': 0.1, | ||
1440 | 'side': 'buy', | ||
1441 | 'symbol': 'ETH/BTC', | ||
1442 | 'timestamp': 1521983714, | ||
1443 | 'type': 'limit' | ||
1444 | }, | ||
1445 | { # Wrong timestamp 2 | ||
1446 | 'amount': 0.0004, | ||
1447 | 'cost': 0.00004, | ||
1448 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1449 | 'id': '1-2', | ||
1450 | 'info': { | ||
1451 | 'amount': '0.0004', | ||
1452 | 'category': 'exchange', | ||
1453 | 'date': '2018-03-25 15:16:54', | ||
1454 | 'fee': '0.00150000', | ||
1455 | 'globalTradeID': 2, | ||
1456 | 'orderNumber': '1', | ||
1457 | 'rate': '0.1', | ||
1458 | 'total': '0.00004', | ||
1459 | 'tradeID': '1-2', | ||
1460 | 'type': 'buy' | ||
1461 | }, | ||
1462 | 'order': '1', | ||
1463 | 'price': 0.1, | ||
1464 | 'side': 'buy', | ||
1465 | 'symbol': 'ETH/BTC', | ||
1466 | 'timestamp': 1521983814, | ||
1467 | 'type': 'limit' | ||
1468 | }, | ||
1469 | { # Wrong side 1 | ||
1470 | 'amount': 0.0006, | ||
1471 | 'cost': 0.00006, | ||
1472 | 'datetime': '2018-03-25T15:15:54.000Z', | ||
1473 | 'id': '2-1', | ||
1474 | 'info': { | ||
1475 | 'amount': '0.0006', | ||
1476 | 'category': 'exchange', | ||
1477 | 'date': '2018-03-25 15:15:54', | ||
1478 | 'fee': '0.00150000', | ||
1479 | 'globalTradeID': 1, | ||
1480 | 'orderNumber': '2', | ||
1481 | 'rate': '0.1', | ||
1482 | 'total': '0.00006', | ||
1483 | 'tradeID': '2-1', | ||
1484 | 'type': 'sell' | ||
1485 | }, | ||
1486 | 'order': '2', | ||
1487 | 'price': 0.1, | ||
1488 | 'side': 'sell', | ||
1489 | 'symbol': 'ETH/BTC', | ||
1490 | 'timestamp': 1521983754, | ||
1491 | 'type': 'limit' | ||
1492 | }, | ||
1493 | { # Wrong side 2 | ||
1494 | 'amount': 0.0004, | ||
1495 | 'cost': 0.00004, | ||
1496 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1497 | 'id': '2-2', | ||
1498 | 'info': { | ||
1499 | 'amount': '0.0004', | ||
1500 | 'category': 'exchange', | ||
1501 | 'date': '2018-03-25 15:16:54', | ||
1502 | 'fee': '0.00150000', | ||
1503 | 'globalTradeID': 2, | ||
1504 | 'orderNumber': '2', | ||
1505 | 'rate': '0.1', | ||
1506 | 'total': '0.00004', | ||
1507 | 'tradeID': '2-2', | ||
1508 | 'type': 'buy' | ||
1509 | }, | ||
1510 | 'order': '2', | ||
1511 | 'price': 0.1, | ||
1512 | 'side': 'buy', | ||
1513 | 'symbol': 'ETH/BTC', | ||
1514 | 'timestamp': 1521983814, | ||
1515 | 'type': 'limit' | ||
1516 | }, | ||
1517 | { # Margin trade 1 | ||
1518 | 'amount': 0.0006, | ||
1519 | 'cost': 0.00006, | ||
1520 | 'datetime': '2018-03-25T15:15:54.000Z', | ||
1521 | 'id': '3-1', | ||
1522 | 'info': { | ||
1523 | 'amount': '0.0006', | ||
1524 | 'category': 'marginTrade', | ||
1525 | 'date': '2018-03-25 15:15:54', | ||
1526 | 'fee': '0.00150000', | ||
1527 | 'globalTradeID': 1, | ||
1528 | 'orderNumber': '3', | ||
1529 | 'rate': '0.1', | ||
1530 | 'total': '0.00006', | ||
1531 | 'tradeID': '3-1', | ||
1532 | 'type': 'buy' | ||
1533 | }, | ||
1534 | 'order': '3', | ||
1535 | 'price': 0.1, | ||
1536 | 'side': 'buy', | ||
1537 | 'symbol': 'ETH/BTC', | ||
1538 | 'timestamp': 1521983754, | ||
1539 | 'type': 'limit' | ||
1540 | }, | ||
1541 | { # Margin trade 2 | ||
1542 | 'amount': 0.0004, | ||
1543 | 'cost': 0.00004, | ||
1544 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1545 | 'id': '3-2', | ||
1546 | 'info': { | ||
1547 | 'amount': '0.0004', | ||
1548 | 'category': 'marginTrade', | ||
1549 | 'date': '2018-03-25 15:16:54', | ||
1550 | 'fee': '0.00150000', | ||
1551 | 'globalTradeID': 2, | ||
1552 | 'orderNumber': '3', | ||
1553 | 'rate': '0.1', | ||
1554 | 'total': '0.00004', | ||
1555 | 'tradeID': '3-2', | ||
1556 | 'type': 'buy' | ||
1557 | }, | ||
1558 | 'order': '3', | ||
1559 | 'price': 0.1, | ||
1560 | 'side': 'buy', | ||
1561 | 'symbol': 'ETH/BTC', | ||
1562 | 'timestamp': 1521983814, | ||
1563 | 'type': 'limit' | ||
1564 | }, | ||
1565 | { # Wrong amount 1 | ||
1566 | 'amount': 0.0005, | ||
1567 | 'cost': 0.00005, | ||
1568 | 'datetime': '2018-03-25T15:15:54.000Z', | ||
1569 | 'id': '4-1', | ||
1570 | 'info': { | ||
1571 | 'amount': '0.0005', | ||
1572 | 'category': 'exchange', | ||
1573 | 'date': '2018-03-25 15:15:54', | ||
1574 | 'fee': '0.00150000', | ||
1575 | 'globalTradeID': 1, | ||
1576 | 'orderNumber': '4', | ||
1577 | 'rate': '0.1', | ||
1578 | 'total': '0.00005', | ||
1579 | 'tradeID': '4-1', | ||
1580 | 'type': 'buy' | ||
1581 | }, | ||
1582 | 'order': '4', | ||
1583 | 'price': 0.1, | ||
1584 | 'side': 'buy', | ||
1585 | 'symbol': 'ETH/BTC', | ||
1586 | 'timestamp': 1521983754, | ||
1587 | 'type': 'limit' | ||
1588 | }, | ||
1589 | { # Wrong amount 2 | ||
1590 | 'amount': 0.0004, | ||
1591 | 'cost': 0.00004, | ||
1592 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1593 | 'id': '4-2', | ||
1594 | 'info': { | ||
1595 | 'amount': '0.0004', | ||
1596 | 'category': 'exchange', | ||
1597 | 'date': '2018-03-25 15:16:54', | ||
1598 | 'fee': '0.00150000', | ||
1599 | 'globalTradeID': 2, | ||
1600 | 'orderNumber': '4', | ||
1601 | 'rate': '0.1', | ||
1602 | 'total': '0.00004', | ||
1603 | 'tradeID': '4-2', | ||
1604 | 'type': 'buy' | ||
1605 | }, | ||
1606 | 'order': '4', | ||
1607 | 'price': 0.1, | ||
1608 | 'side': 'buy', | ||
1609 | 'symbol': 'ETH/BTC', | ||
1610 | 'timestamp': 1521983814, | ||
1611 | 'type': 'limit' | ||
1612 | }, | ||
1613 | { # Wrong price 1 | ||
1614 | 'amount': 0.0006, | ||
1615 | 'cost': 0.000066, | ||
1616 | 'datetime': '2018-03-25T15:15:54.000Z', | ||
1617 | 'id': '5-1', | ||
1618 | 'info': { | ||
1619 | 'amount': '0.0006', | ||
1620 | 'category': 'exchange', | ||
1621 | 'date': '2018-03-25 15:15:54', | ||
1622 | 'fee': '0.00150000', | ||
1623 | 'globalTradeID': 1, | ||
1624 | 'orderNumber': '5', | ||
1625 | 'rate': '0.11', | ||
1626 | 'total': '0.000066', | ||
1627 | 'tradeID': '5-1', | ||
1628 | 'type': 'buy' | ||
1629 | }, | ||
1630 | 'order': '5', | ||
1631 | 'price': 0.11, | ||
1632 | 'side': 'buy', | ||
1633 | 'symbol': 'ETH/BTC', | ||
1634 | 'timestamp': 1521983754, | ||
1635 | 'type': 'limit' | ||
1636 | }, | ||
1637 | { # Wrong price 2 | ||
1638 | 'amount': 0.0004, | ||
1639 | 'cost': 0.00004, | ||
1640 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1641 | 'id': '5-2', | ||
1642 | 'info': { | ||
1643 | 'amount': '0.0004', | ||
1644 | 'category': 'exchange', | ||
1645 | 'date': '2018-03-25 15:16:54', | ||
1646 | 'fee': '0.00150000', | ||
1647 | 'globalTradeID': 2, | ||
1648 | 'orderNumber': '5', | ||
1649 | 'rate': '0.1', | ||
1650 | 'total': '0.00004', | ||
1651 | 'tradeID': '5-2', | ||
1652 | 'type': 'buy' | ||
1653 | }, | ||
1654 | 'order': '5', | ||
1655 | 'price': 0.1, | ||
1656 | 'side': 'buy', | ||
1657 | 'symbol': 'ETH/BTC', | ||
1658 | 'timestamp': 1521983814, | ||
1659 | 'type': 'limit' | ||
1660 | }, | ||
1661 | { # All good 1 | ||
1662 | 'amount': 0.0006, | ||
1663 | 'cost': 0.00006, | ||
1664 | 'datetime': '2018-03-25T15:15:54.000Z', | ||
1665 | 'id': '7-1', | ||
1666 | 'info': { | ||
1667 | 'amount': '0.0006', | ||
1668 | 'category': 'exchange', | ||
1669 | 'date': '2018-03-25 15:15:54', | ||
1670 | 'fee': '0.00150000', | ||
1671 | 'globalTradeID': 1, | ||
1672 | 'orderNumber': '7', | ||
1673 | 'rate': '0.1', | ||
1674 | 'total': '0.00006', | ||
1675 | 'tradeID': '7-1', | ||
1676 | 'type': 'buy' | ||
1677 | }, | ||
1678 | 'order': '7', | ||
1679 | 'price': 0.1, | ||
1680 | 'side': 'buy', | ||
1681 | 'symbol': 'ETH/BTC', | ||
1682 | 'timestamp': 1521983754, | ||
1683 | 'type': 'limit' | ||
1684 | }, | ||
1685 | { # All good 2 | ||
1686 | 'amount': 0.0004, | ||
1687 | 'cost': 0.000036, | ||
1688 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1689 | 'id': '7-2', | ||
1690 | 'info': { | ||
1691 | 'amount': '0.0004', | ||
1692 | 'category': 'exchange', | ||
1693 | 'date': '2018-03-25 15:16:54', | ||
1694 | 'fee': '0.00150000', | ||
1695 | 'globalTradeID': 2, | ||
1696 | 'orderNumber': '7', | ||
1697 | 'rate': '0.09', | ||
1698 | 'total': '0.000036', | ||
1699 | 'tradeID': '7-2', | ||
1700 | 'type': 'buy' | ||
1701 | }, | ||
1702 | 'order': '7', | ||
1703 | 'price': 0.09, | ||
1704 | 'side': 'buy', | ||
1705 | 'symbol': 'ETH/BTC', | ||
1706 | 'timestamp': 1521983814, | ||
1707 | 'type': 'limit' | ||
1708 | }, | ||
1709 | ] | ||
1710 | |||
1711 | result = order.retrieve_order() | ||
1712 | self.assertTrue(result) | ||
1713 | self.assertEqual('7', order.results[0]["id"]) | ||
1714 | self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) | ||
1715 | |||
1716 | self.m.reset_mock() | ||
1717 | with self.subTest(similar_open_order=False, past_trades=False): | ||
1718 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1719 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1720 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | ||
1721 | |||
1722 | self.m.ccxt.order_precision.return_value = 8 | ||
1723 | self.m.ccxt.fetch_orders.return_value = [] | ||
1724 | self.m.ccxt.fetch_my_trades.return_value = [] | ||
1725 | result = order.retrieve_order() | ||
1726 | self.assertFalse(result) | ||
1727 | |||
1728 | class MouvementTest(WebMockTestCase): | ||
1729 | def test_values(self): | ||
1730 | mouvement = portfolio.Mouvement("ETH", "BTC", { | ||
1731 | "tradeID": 42, "type": "buy", "fee": "0.0015", | ||
1732 | "date": "2017-12-30 12:00:12", "rate": "0.1", | ||
1733 | "amount": "10", "total": "1" | ||
1734 | }) | ||
1735 | self.assertEqual("ETH", mouvement.currency) | ||
1736 | self.assertEqual("BTC", mouvement.base_currency) | ||
1737 | self.assertEqual(42, mouvement.id) | ||
1738 | self.assertEqual("buy", mouvement.action) | ||
1739 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | ||
1740 | self.assertEqual(portfolio.datetime.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | ||
1741 | self.assertEqual(D("0.1"), mouvement.rate) | ||
1742 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | ||
1743 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | ||
1744 | |||
1745 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) | ||
1746 | self.assertIsNone(mouvement.date) | ||
1747 | self.assertIsNone(mouvement.id) | ||
1748 | self.assertIsNone(mouvement.action) | ||
1749 | self.assertEqual(-1, mouvement.fee_rate) | ||
1750 | self.assertEqual(0, mouvement.rate) | ||
1751 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | ||
1752 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | ||
1753 | |||
1754 | def test__repr(self): | ||
1755 | mouvement = portfolio.Mouvement("ETH", "BTC", { | ||
1756 | "tradeID": 42, "type": "buy", "fee": "0.0015", | ||
1757 | "date": "2017-12-30 12:00:12", "rate": "0.1", | ||
1758 | "amount": "10", "total": "1" | ||
1759 | }) | ||
1760 | self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) | ||
1761 | |||
1762 | mouvement = portfolio.Mouvement("ETH", "BTC", { | ||
1763 | "tradeID": 42, "type": "buy", | ||
1764 | "date": "garbage", "rate": "0.1", | ||
1765 | "amount": "10", "total": "1" | ||
1766 | }) | ||
1767 | self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) | ||
1768 | |||
1769 | def test_as_json(self): | ||
1770 | mouvement = portfolio.Mouvement("ETH", "BTC", { | ||
1771 | "tradeID": 42, "type": "buy", "fee": "0.0015", | ||
1772 | "date": "2017-12-30 12:00:12", "rate": "0.1", | ||
1773 | "amount": "10", "total": "1" | ||
1774 | }) | ||
1775 | as_json = mouvement.as_json() | ||
1776 | |||
1777 | self.assertEqual(D("0.0015"), as_json["fee_rate"]) | ||
1778 | self.assertEqual(portfolio.datetime.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) | ||
1779 | self.assertEqual("buy", as_json["action"]) | ||
1780 | self.assertEqual(D("10"), as_json["total"]) | ||
1781 | self.assertEqual(D("1"), as_json["total_in_base"]) | ||
1782 | self.assertEqual("BTC", as_json["base_currency"]) | ||
1783 | self.assertEqual("ETH", as_json["currency"]) | ||
1784 | |||
1785 | class AmountTest(WebMockTestCase): | ||
1786 | def test_values(self): | ||
1787 | amount = portfolio.Amount("BTC", "0.65") | ||
1788 | self.assertEqual(D("0.65"), amount.value) | ||
1789 | self.assertEqual("BTC", amount.currency) | ||
1790 | |||
1791 | def test_in_currency(self): | ||
1792 | amount = portfolio.Amount("ETC", 10) | ||
1793 | |||
1794 | self.assertEqual(amount, amount.in_currency("ETC", self.m)) | ||
1795 | |||
1796 | with self.subTest(desc="no ticker for currency"): | ||
1797 | self.m.get_ticker.return_value = None | ||
1798 | |||
1799 | self.assertRaises(Exception, amount.in_currency, "ETH", self.m) | ||
1800 | |||
1801 | with self.subTest(desc="nominal case"): | ||
1802 | self.m.get_ticker.return_value = { | ||
1803 | "bid": D("0.2"), | ||
1804 | "ask": D("0.4"), | ||
1805 | "average": D("0.3"), | ||
1806 | "foo": "bar", | ||
1807 | } | ||
1808 | converted_amount = amount.in_currency("ETH", self.m) | ||
1809 | |||
1810 | self.assertEqual(D("3.0"), converted_amount.value) | ||
1811 | self.assertEqual("ETH", converted_amount.currency) | ||
1812 | self.assertEqual(amount, converted_amount.linked_to) | ||
1813 | self.assertEqual("bar", converted_amount.ticker["foo"]) | ||
1814 | |||
1815 | converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") | ||
1816 | self.assertEqual(D("2"), converted_amount.value) | ||
1817 | |||
1818 | converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") | ||
1819 | self.assertEqual(D("4"), converted_amount.value) | ||
1820 | |||
1821 | converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) | ||
1822 | self.assertEqual(D("0.2"), converted_amount.value) | ||
1823 | |||
1824 | def test__round(self): | ||
1825 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | ||
1826 | self.assertEqual(D("1.23456789"), round(amount).value) | ||
1827 | self.assertEqual(D("1.23"), round(amount, 2).value) | ||
1828 | |||
1829 | def test__abs(self): | ||
1830 | amount = portfolio.Amount("SC", -120) | ||
1831 | self.assertEqual(120, abs(amount).value) | ||
1832 | self.assertEqual("SC", abs(amount).currency) | ||
1833 | |||
1834 | amount = portfolio.Amount("SC", 10) | ||
1835 | self.assertEqual(10, abs(amount).value) | ||
1836 | self.assertEqual("SC", abs(amount).currency) | ||
1837 | |||
1838 | def test__add(self): | ||
1839 | amount1 = portfolio.Amount("XVG", "12.9") | ||
1840 | amount2 = portfolio.Amount("XVG", "13.1") | ||
1841 | |||
1842 | self.assertEqual(26, (amount1 + amount2).value) | ||
1843 | self.assertEqual("XVG", (amount1 + amount2).currency) | ||
1844 | |||
1845 | amount3 = portfolio.Amount("ETH", "1.6") | ||
1846 | with self.assertRaises(Exception): | ||
1847 | amount1 + amount3 | ||
1848 | |||
1849 | amount4 = portfolio.Amount("ETH", 0.0) | ||
1850 | self.assertEqual(amount1, amount1 + amount4) | ||
1851 | |||
1852 | self.assertEqual(amount1, amount1 + 0) | ||
1853 | |||
1854 | def test__radd(self): | ||
1855 | amount = portfolio.Amount("XVG", "12.9") | ||
1856 | |||
1857 | self.assertEqual(amount, 0 + amount) | ||
1858 | with self.assertRaises(Exception): | ||
1859 | 4 + amount | ||
1860 | |||
1861 | def test__sub(self): | ||
1862 | amount1 = portfolio.Amount("XVG", "13.3") | ||
1863 | amount2 = portfolio.Amount("XVG", "13.1") | ||
1864 | |||
1865 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | ||
1866 | self.assertEqual("XVG", (amount1 - amount2).currency) | ||
1867 | |||
1868 | amount3 = portfolio.Amount("ETH", "1.6") | ||
1869 | with self.assertRaises(Exception): | ||
1870 | amount1 - amount3 | ||
1871 | |||
1872 | amount4 = portfolio.Amount("ETH", 0.0) | ||
1873 | self.assertEqual(amount1, amount1 - amount4) | ||
1874 | |||
1875 | def test__rsub(self): | ||
1876 | amount = portfolio.Amount("ETH", "1.6") | ||
1877 | with self.assertRaises(Exception): | ||
1878 | 3 - amount | ||
1879 | |||
1880 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) | ||
1881 | |||
1882 | def test__mul(self): | ||
1883 | amount = portfolio.Amount("XEM", 11) | ||
1884 | |||
1885 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | ||
1886 | self.assertEqual(D("33"), (amount * 3).value) | ||
1887 | |||
1888 | with self.assertRaises(Exception): | ||
1889 | amount * amount | ||
1890 | |||
1891 | def test__rmul(self): | ||
1892 | amount = portfolio.Amount("XEM", 11) | ||
1893 | |||
1894 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | ||
1895 | self.assertEqual(D("33"), (3 * amount).value) | ||
1896 | |||
1897 | def test__floordiv(self): | ||
1898 | amount = portfolio.Amount("XEM", 11) | ||
1899 | |||
1900 | self.assertEqual(D("5.5"), (amount / 2).value) | ||
1901 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | ||
1902 | |||
1903 | with self.assertRaises(Exception): | ||
1904 | amount / amount | ||
1905 | |||
1906 | def test__truediv(self): | ||
1907 | amount = portfolio.Amount("XEM", 11) | ||
1908 | |||
1909 | self.assertEqual(D("5.5"), (amount / 2).value) | ||
1910 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | ||
1911 | |||
1912 | def test__lt(self): | ||
1913 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1914 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1915 | |||
1916 | self.assertTrue(amount1 < amount2) | ||
1917 | self.assertFalse(amount2 < amount1) | ||
1918 | self.assertFalse(amount1 < amount1) | ||
1919 | |||
1920 | amount3 = portfolio.Amount("BTC", 1.6) | ||
1921 | with self.assertRaises(Exception): | ||
1922 | amount1 < amount3 | ||
1923 | |||
1924 | def test__le(self): | ||
1925 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1926 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1927 | |||
1928 | self.assertTrue(amount1 <= amount2) | ||
1929 | self.assertFalse(amount2 <= amount1) | ||
1930 | self.assertTrue(amount1 <= amount1) | ||
1931 | |||
1932 | amount3 = portfolio.Amount("BTC", 1.6) | ||
1933 | with self.assertRaises(Exception): | ||
1934 | amount1 <= amount3 | ||
1935 | |||
1936 | def test__gt(self): | ||
1937 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1938 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1939 | |||
1940 | self.assertTrue(amount2 > amount1) | ||
1941 | self.assertFalse(amount1 > amount2) | ||
1942 | self.assertFalse(amount1 > amount1) | ||
1943 | |||
1944 | amount3 = portfolio.Amount("BTC", 1.6) | ||
1945 | with self.assertRaises(Exception): | ||
1946 | amount3 > amount1 | ||
1947 | |||
1948 | def test__ge(self): | ||
1949 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1950 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1951 | |||
1952 | self.assertTrue(amount2 >= amount1) | ||
1953 | self.assertFalse(amount1 >= amount2) | ||
1954 | self.assertTrue(amount1 >= amount1) | ||
1955 | |||
1956 | amount3 = portfolio.Amount("BTC", 1.6) | ||
1957 | with self.assertRaises(Exception): | ||
1958 | amount3 >= amount1 | ||
1959 | |||
1960 | def test__eq(self): | ||
1961 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1962 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1963 | amount3 = portfolio.Amount("BTD", 11.3) | ||
1964 | |||
1965 | self.assertFalse(amount1 == amount2) | ||
1966 | self.assertFalse(amount2 == amount1) | ||
1967 | self.assertTrue(amount1 == amount3) | ||
1968 | self.assertFalse(amount2 == 0) | ||
1969 | |||
1970 | amount4 = portfolio.Amount("BTC", 1.6) | ||
1971 | with self.assertRaises(Exception): | ||
1972 | amount1 == amount4 | ||
1973 | |||
1974 | amount5 = portfolio.Amount("BTD", 0) | ||
1975 | self.assertTrue(amount5 == 0) | ||
1976 | |||
1977 | def test__ne(self): | ||
1978 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1979 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1980 | amount3 = portfolio.Amount("BTD", 11.3) | ||
1981 | |||
1982 | self.assertTrue(amount1 != amount2) | ||
1983 | self.assertTrue(amount2 != amount1) | ||
1984 | self.assertFalse(amount1 != amount3) | ||
1985 | self.assertTrue(amount2 != 0) | ||
1986 | |||
1987 | amount4 = portfolio.Amount("BTC", 1.6) | ||
1988 | with self.assertRaises(Exception): | ||
1989 | amount1 != amount4 | ||
1990 | |||
1991 | amount5 = portfolio.Amount("BTD", 0) | ||
1992 | self.assertFalse(amount5 != 0) | ||
1993 | |||
1994 | def test__neg(self): | ||
1995 | amount1 = portfolio.Amount("BTD", "11.3") | ||
1996 | |||
1997 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | ||
1998 | |||
1999 | def test__str(self): | ||
2000 | amount1 = portfolio.Amount("BTX", 32) | ||
2001 | self.assertEqual("32.00000000 BTX", str(amount1)) | ||
2002 | |||
2003 | amount2 = portfolio.Amount("USDT", 12000) | ||
2004 | amount1.linked_to = amount2 | ||
2005 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | ||
2006 | |||
2007 | def test__repr(self): | ||
2008 | amount1 = portfolio.Amount("BTX", 32) | ||
2009 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | ||
2010 | |||
2011 | amount2 = portfolio.Amount("USDT", 12000) | ||
2012 | amount1.linked_to = amount2 | ||
2013 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | ||
2014 | |||
2015 | amount3 = portfolio.Amount("BTC", 0.1) | ||
2016 | amount2.linked_to = amount3 | ||
2017 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | ||
2018 | |||
2019 | def test_as_json(self): | ||
2020 | amount = portfolio.Amount("BTX", 32) | ||
2021 | self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) | ||
2022 | |||
2023 | amount = portfolio.Amount("BTX", "1E-10") | ||
2024 | self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) | ||
2025 | |||
2026 | amount = portfolio.Amount("BTX", "1E-5") | ||
2027 | self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) | ||
2028 | self.assertEqual("0.00001", str(amount.as_json()["value"])) | ||
2029 | |||
2030 | |||