diff options
author | Ismaël Bouya <ismael.bouya@normalesup.org> | 2018-04-08 00:53:34 +0200 |
---|---|---|
committer | Ismaël Bouya <ismael.bouya@normalesup.org> | 2018-04-08 00:53:34 +0200 |
commit | c8df27385e02b22d36b240fe29532e97dbba1f43 (patch) | |
tree | 44d7f9089468f35277bb8d0257da0f3a3bb88448 /tests | |
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')
-rw-r--r-- | tests/acceptance/print_balances/no_parallel/1.json | 262 | ||||
-rw-r--r-- | tests/acceptance/print_balances/no_parallel/2.json | 288 | ||||
-rw-r--r-- | tests/acceptance/print_balances/no_parallel_report_db/1.json | 262 | ||||
-rw-r--r-- | tests/acceptance/print_balances/no_parallel_report_db/2.json | 288 | ||||
-rw-r--r-- | tests/acceptance/print_balances/parallel/1.json | 262 | ||||
-rw-r--r-- | tests/acceptance/print_balances/parallel/2.json | 288 | ||||
-rw-r--r-- | tests/acceptance/print_balances/parallel_report_db/1.json | 262 | ||||
-rw-r--r-- | tests/acceptance/print_balances/parallel_report_db/2.json | 288 | ||||
-rw-r--r-- | tests/helper.py | 49 | ||||
-rw-r--r-- | tests/test_ccxt_wrapper.py | 480 | ||||
-rw-r--r-- | tests/test_main.py | 291 | ||||
-rw-r--r-- | tests/test_market.py | 898 | ||||
-rw-r--r-- | tests/test_portfolio.py | 2030 | ||||
-rw-r--r-- | tests/test_store.py | 1268 |
14 files changed, 7216 insertions, 0 deletions
diff --git a/tests/acceptance/print_balances/no_parallel/1.json b/tests/acceptance/print_balances/no_parallel/1.json new file mode 100644 index 0000000..5246cf3 --- /dev/null +++ b/tests/acceptance/print_balances/no_parallel/1.json | |||
@@ -0,0 +1,262 @@ | |||
1 | [ | ||
2 | { | ||
3 | "type": "market", | ||
4 | "commit": "$Format:%H$", | ||
5 | "args": { | ||
6 | "config": "../config.ini", | ||
7 | "before": false, | ||
8 | "after": false, | ||
9 | "quiet": false, | ||
10 | "debug": true, | ||
11 | "user": null, | ||
12 | "action": [ | ||
13 | "print_balances" | ||
14 | ], | ||
15 | "parallel": false, | ||
16 | "report_db": false, | ||
17 | "report_path": "reports" | ||
18 | }, | ||
19 | "date": "2018-04-07T12:00:00.000000", | ||
20 | "user_id": 1, | ||
21 | "market_id": 3 | ||
22 | }, | ||
23 | { | ||
24 | "type": "stage", | ||
25 | "stage": "print_balances", | ||
26 | "args": {}, | ||
27 | "date": "2018-04-07T12:00:00.000000", | ||
28 | "user_id": 1, | ||
29 | "market_id": 3 | ||
30 | }, | ||
31 | { | ||
32 | "type": "http_request", | ||
33 | "method": "GET", | ||
34 | "url": "https://poloniex.com/public?command=returnTicker", | ||
35 | "body": null, | ||
36 | "headers": { | ||
37 | "User-Agent": "python-requests/2.18.4", | ||
38 | "Accept-Encoding": "gzip, deflate", | ||
39 | "X-market-id": "3", | ||
40 | "X-user-id": "1" | ||
41 | }, | ||
42 | "status": 200, | ||
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62 | "response_same_as": null, | ||
63 | "date": "2018-04-07T12:00:00.000000", | ||
64 | "user_id": 1, | ||
65 | "market_id": 3 | ||
66 | }, | ||
67 | { | ||
68 | "type": "http_request", | ||
69 | "method": "POST", | ||
70 | "url": "https://poloniex.com/tradingApi", | ||
71 | "body": "command=returnCompleteBalances&account=all&nonce=1523100963775759872", | ||
72 | "headers": { | ||
73 | "Content-Type": "application/x-www-form-urlencoded", | ||
74 | "Key": "01234567-89ABCDEF-GHIJKLMN-OPQRSTUV", | ||
75 | "Sign": "0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef", | ||
76 | "User-Agent": "python-requests/2.18.4", | ||
77 | "Accept-Encoding": "gzip, deflate", | ||
78 | "X-market-id": "3", | ||
79 | "X-user-id": "1" | ||
80 | }, | ||
81 | "status": 200, | ||
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| ||
229 | "response_same_as": null, | ||
230 | "date": "2018-04-07T12:00:00.000000", | ||
231 | "user_id": 1, | ||
232 | "market_id": 3 | ||
233 | }, | ||
234 | { | ||
235 | "type": "tickers", | ||
236 | "compute_value": "average", | ||
237 | "balance_type": "total", | ||
238 | "currency": "BTC", | ||
239 | "balances": { | ||
240 | "BTC": 0.04544939, | ||
241 | "DASH": -0.00792681, | ||
242 | "ETH": -0.0075907, | ||
243 | "USDT": 0.00746052, | ||
244 | "XPM": 0.00689964, | ||
245 | "XRP": -0.00758425, | ||
246 | "ZRX": 0.00778388 | ||
247 | }, | ||
248 | "rates": { | ||
249 | "BTC": null, | ||
250 | "DASH": 0.044593265, | ||
251 | "ETH": 0.05562572, | ||
252 | "USDT": 0.0001456211174449086766503124922, | ||
253 | "XPM": 0.00008465, | ||
254 | "XRP": 0.00007027, | ||
255 | "ZRX": 0.000076695 | ||
256 | }, | ||
257 | "total": 0.04449167, | ||
258 | "date": "2018-04-07T12:00:00.000000", | ||
259 | "user_id": 1, | ||
260 | "market_id": 3 | ||
261 | } | ||
262 | ] | ||
diff --git a/tests/acceptance/print_balances/no_parallel/2.json b/tests/acceptance/print_balances/no_parallel/2.json new file mode 100644 index 0000000..207159a --- /dev/null +++ b/tests/acceptance/print_balances/no_parallel/2.json | |||
@@ -0,0 +1,288 @@ | |||
1 | [ | ||
2 | { | ||
3 | "type": "market", | ||
4 | "commit": "$Format:%H$", | ||
5 | "args": { | ||
6 | "config": "../config.ini", | ||
7 | "before": false, | ||
8 | "after": false, | ||
9 | "quiet": false, | ||
10 | "debug": true, | ||
11 | "user": null, | ||
12 | "action": [ | ||
13 | "print_balances" | ||
14 | ], | ||
15 | "parallel": false, | ||
16 | "report_db": false, | ||
17 | "report_path": "reports" | ||
18 | }, | ||
19 | "date": "2018-04-07T12:00:00.000000", | ||
20 | "user_id": 2, | ||
21 | "market_id": 1 | ||
22 | }, | ||
23 | { | ||
24 | "type": "stage", | ||
25 | "stage": "print_balances", | ||
26 | "args": {}, | ||
27 | "date": "2018-04-07T12:00:00.000000", | ||
28 | "user_id": 2, | ||
29 | "market_id": 1 | ||
30 | }, | ||
31 | { | ||
32 | "type": "http_request", | ||
33 | "method": "GET", | ||
34 | "url": "https://poloniex.com/public?command=returnTicker", | ||
35 | "body": null, | ||
36 | "headers": { | ||
37 | "User-Agent": "python-requests/2.18.4", | ||
38 | "Accept-Encoding": "gzip, deflate", | ||
39 | "X-market-id": "1", | ||
40 | "X-user-id": "2" | ||
41 | }, | ||
42 | "status": 200, | ||
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62 | "response_same_as": null, | ||
63 | "date": "2018-04-07T12:00:00.000000", | ||
64 | "user_id": 2, | ||
65 | "market_id": 1 | ||
66 | }, | ||
67 | { | ||
68 | "type": "http_request", | ||
69 | "method": "POST", | ||
70 | "url": "https://poloniex.com/tradingApi", | ||
71 | "body": "command=returnCompleteBalances&account=all&nonce=1523100962082630912", | ||
72 | "headers": { | ||
73 | "Content-Type": "application/x-www-form-urlencoded", | ||
74 | "Key": "01234567-89ABCDEF-GHIJKLMN-OPQRSTUV", | ||
75 | "Sign": "0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef", | ||
76 | "User-Agent": "python-requests/2.18.4", | ||
77 | "Accept-Encoding": "gzip, deflate", | ||
78 | "X-market-id": "1", | ||
79 | "X-user-id": "2" | ||
80 | }, | ||
81 | "status": 200, | ||
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| ||
251 | "response_same_as": null, | ||
252 | "date": "2018-04-07T12:00:00.000000", | ||
253 | "user_id": 2, | ||
254 | "market_id": 1 | ||
255 | }, | ||
256 | { | ||
257 | "type": "tickers", | ||
258 | "compute_value": "average", | ||
259 | "balance_type": "total", | ||
260 | "currency": "BTC", | ||
261 | "balances": { | ||
262 | "BCH": 2.1E-7, | ||
263 | "BTC": 0.82980419, | ||
264 | "DASH": -0.14469891, | ||
265 | "ETH": -0.13882576, | ||
266 | "STORJ": 0, | ||
267 | "USDT": 0.13641575, | ||
268 | "XPM": 0.12691947, | ||
269 | "XRP": -0.13970833, | ||
270 | "ZRX": 0.14241915 | ||
271 | }, | ||
272 | "rates": { | ||
273 | "BCH": 0.091563275, | ||
274 | "BTC": null, | ||
275 | "DASH": 0.044593375, | ||
276 | "ETH": 0.05562605, | ||
277 | "STORJ": 0.00010893, | ||
278 | "USDT": 0.0001456207533967949693116760534, | ||
279 | "XPM": 0.00008465, | ||
280 | "XRP": 0.00007020, | ||
281 | "ZRX": 0.000076695 | ||
282 | }, | ||
283 | "total": 0.81232577, | ||
284 | "date": "2018-04-07T12:00:00.000000", | ||
285 | "user_id": 2, | ||
286 | "market_id": 1 | ||
287 | } | ||
288 | ] \ No newline at end of file | ||
diff --git a/tests/acceptance/print_balances/no_parallel_report_db/1.json b/tests/acceptance/print_balances/no_parallel_report_db/1.json new file mode 100644 index 0000000..3890494 --- /dev/null +++ b/tests/acceptance/print_balances/no_parallel_report_db/1.json | |||
@@ -0,0 +1,262 @@ | |||
1 | [ | ||
2 | { | ||
3 | "type": "market", | ||
4 | "commit": "$Format:%H$", | ||
5 | "args": { | ||
6 | "config": "../config.ini", | ||
7 | "before": false, | ||
8 | "after": false, | ||
9 | "quiet": false, | ||
10 | "debug": true, | ||
11 | "user": null, | ||
12 | "action": [ | ||
13 | "print_balances" | ||
14 | ], | ||
15 | "parallel": false, | ||
16 | "report_db": true, | ||
17 | "report_path": "reports" | ||
18 | }, | ||
19 | "date": "2018-04-07T12:00:00.000000", | ||
20 | "user_id": 1, | ||
21 | "market_id": 3 | ||
22 | }, | ||
23 | { | ||
24 | "type": "stage", | ||
25 | "stage": "print_balances", | ||
26 | "args": {}, | ||
27 | "date": "2018-04-07T12:00:00.000000", | ||
28 | "user_id": 1, | ||
29 | "market_id": 3 | ||
30 | }, | ||
31 | { | ||
32 | "type": "http_request", | ||
33 | "method": "GET", | ||
34 | "url": "https://poloniex.com/public?command=returnTicker", | ||
35 | "body": null, | ||
36 | "headers": { | ||
37 | "User-Agent": "python-requests/2.18.4", | ||
38 | "Accept-Encoding": "gzip, deflate", | ||
39 | "X-market-id": "3", | ||
40 | "X-user-id": "1" | ||
41 | }, | ||
42 | "status": 200, | ||
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62 | "response_same_as": null, | ||
63 | "date": "2018-04-07T12:00:00.000000", | ||
64 | "user_id": 1, | ||
65 | "market_id": 3 | ||
66 | }, | ||
67 | { | ||
68 | "type": "http_request", | ||
69 | "method": "POST", | ||
70 | "url": "https://poloniex.com/tradingApi", | ||
71 | "body": "command=returnCompleteBalances&account=all&nonce=1523100963775759872", | ||
72 | "headers": { | ||
73 | "Content-Type": "application/x-www-form-urlencoded", | ||
74 | "Key": "01234567-89ABCDEF-GHIJKLMN-OPQRSTUV", | ||
75 | "Sign": "0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef", | ||
76 | "User-Agent": "python-requests/2.18.4", | ||
77 | "Accept-Encoding": "gzip, deflate", | ||
78 | "X-market-id": "3", | ||
79 | "X-user-id": "1" | ||
80 | }, | ||
81 | "status": 200, | ||
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| ||
229 | "response_same_as": null, | ||
230 | "date": "2018-04-07T12:00:00.000000", | ||
231 | "user_id": 1, | ||
232 | "market_id": 3 | ||
233 | }, | ||
234 | { | ||
235 | "type": "tickers", | ||
236 | "compute_value": "average", | ||
237 | "balance_type": "total", | ||
238 | "currency": "BTC", | ||
239 | "balances": { | ||
240 | "BTC": 0.04544939, | ||
241 | "DASH": -0.00792681, | ||
242 | "ETH": -0.0075907, | ||
243 | "USDT": 0.00746052, | ||
244 | "XPM": 0.00689964, | ||
245 | "XRP": -0.00758425, | ||
246 | "ZRX": 0.00778388 | ||
247 | }, | ||
248 | "rates": { | ||
249 | "BTC": null, | ||
250 | "DASH": 0.044593265, | ||
251 | "ETH": 0.05562572, | ||
252 | "USDT": 0.0001456211174449086766503124922, | ||
253 | "XPM": 0.00008465, | ||
254 | "XRP": 0.00007027, | ||
255 | "ZRX": 0.000076695 | ||
256 | }, | ||
257 | "total": 0.04449167, | ||
258 | "date": "2018-04-07T12:00:00.000000", | ||
259 | "user_id": 1, | ||
260 | "market_id": 3 | ||
261 | } | ||
262 | ] | ||
diff --git a/tests/acceptance/print_balances/no_parallel_report_db/2.json b/tests/acceptance/print_balances/no_parallel_report_db/2.json new file mode 100644 index 0000000..a748c9e --- /dev/null +++ b/tests/acceptance/print_balances/no_parallel_report_db/2.json | |||
@@ -0,0 +1,288 @@ | |||
1 | [ | ||
2 | { | ||
3 | "type": "market", | ||
4 | "commit": "$Format:%H$", | ||
5 | "args": { | ||
6 | "config": "../config.ini", | ||
7 | "before": false, | ||
8 | "after": false, | ||
9 | "quiet": false, | ||
10 | "debug": true, | ||
11 | "user": null, | ||
12 | "action": [ | ||
13 | "print_balances" | ||
14 | ], | ||
15 | "parallel": false, | ||
16 | "report_db": true, | ||
17 | "report_path": "reports" | ||
18 | }, | ||
19 | "date": "2018-04-07T12:00:00.000000", | ||
20 | "user_id": 2, | ||
21 | "market_id": 1 | ||
22 | }, | ||
23 | { | ||
24 | "type": "stage", | ||
25 | "stage": "print_balances", | ||
26 | "args": {}, | ||
27 | "date": "2018-04-07T12:00:00.000000", | ||
28 | "user_id": 2, | ||
29 | "market_id": 1 | ||
30 | }, | ||
31 | { | ||
32 | "type": "http_request", | ||
33 | "method": "GET", | ||
34 | "url": "https://poloniex.com/public?command=returnTicker", | ||
35 | "body": null, | ||
36 | "headers": { | ||
37 | "User-Agent": "python-requests/2.18.4", | ||
38 | "Accept-Encoding": "gzip, deflate", | ||
39 | "X-market-id": "1", | ||
40 | "X-user-id": "2" | ||
41 | }, | ||
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62 | "response_same_as": null, | ||
63 | "date": "2018-04-07T12:00:00.000000", | ||
64 | "user_id": 2, | ||
65 | "market_id": 1 | ||
66 | }, | ||
67 | { | ||
68 | "type": "http_request", | ||
69 | "method": "POST", | ||
70 | "url": "https://poloniex.com/tradingApi", | ||
71 | "body": "command=returnCompleteBalances&account=all&nonce=1523100962082630912", | ||
72 | "headers": { | ||
73 | "Content-Type": "application/x-www-form-urlencoded", | ||
74 | "Key": "01234567-89ABCDEF-GHIJKLMN-OPQRSTUV", | ||
75 | "Sign": "0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef", | ||
76 | "User-Agent": "python-requests/2.18.4", | ||
77 | "Accept-Encoding": "gzip, deflate", | ||
78 | "X-market-id": "1", | ||
79 | "X-user-id": "2" | ||
80 | }, | ||
81 | "status": 200, | ||
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| ||
251 | "response_same_as": null, | ||
252 | "date": "2018-04-07T12:00:00.000000", | ||
253 | "user_id": 2, | ||
254 | "market_id": 1 | ||
255 | }, | ||
256 | { | ||
257 | "type": "tickers", | ||
258 | "compute_value": "average", | ||
259 | "balance_type": "total", | ||
260 | "currency": "BTC", | ||
261 | "balances": { | ||
262 | "BCH": 2.1E-7, | ||
263 | "BTC": 0.82980419, | ||
264 | "DASH": -0.14469891, | ||
265 | "ETH": -0.13882576, | ||
266 | "STORJ": 0, | ||
267 | "USDT": 0.13641575, | ||
268 | "XPM": 0.12691947, | ||
269 | "XRP": -0.13970833, | ||
270 | "ZRX": 0.14241915 | ||
271 | }, | ||
272 | "rates": { | ||
273 | "BCH": 0.091563275, | ||
274 | "BTC": null, | ||
275 | "DASH": 0.044593375, | ||
276 | "ETH": 0.05562605, | ||
277 | "STORJ": 0.00010893, | ||
278 | "USDT": 0.0001456207533967949693116760534, | ||
279 | "XPM": 0.00008465, | ||
280 | "XRP": 0.00007020, | ||
281 | "ZRX": 0.000076695 | ||
282 | }, | ||
283 | "total": 0.81232577, | ||
284 | "date": "2018-04-07T12:00:00.000000", | ||
285 | "user_id": 2, | ||
286 | "market_id": 1 | ||
287 | } | ||
288 | ] | ||
diff --git a/tests/acceptance/print_balances/parallel/1.json b/tests/acceptance/print_balances/parallel/1.json new file mode 100644 index 0000000..f28adbe --- /dev/null +++ b/tests/acceptance/print_balances/parallel/1.json | |||
@@ -0,0 +1,262 @@ | |||
1 | [ | ||
2 | { | ||
3 | "type": "market", | ||
4 | "commit": "$Format:%H$", | ||
5 | "args": { | ||
6 | "config": "../config.ini", | ||
7 | "before": false, | ||
8 | "after": false, | ||
9 | "quiet": false, | ||
10 | "debug": true, | ||
11 | "user": null, | ||
12 | "action": [ | ||
13 | "print_balances" | ||
14 | ], | ||
15 | "parallel": true, | ||
16 | "report_db": false, | ||
17 | "report_path": "reports" | ||
18 | }, | ||
19 | "date": "2018-04-07T12:00:00.000000", | ||
20 | "user_id": 1, | ||
21 | "market_id": 3 | ||
22 | }, | ||
23 | { | ||
24 | "type": "stage", | ||
25 | "stage": "print_balances", | ||
26 | "args": {}, | ||
27 | "date": "2018-04-07T12:00:00.000000", | ||
28 | "user_id": 1, | ||
29 | "market_id": 3 | ||
30 | }, | ||
31 | { | ||
32 | "type": "http_request", | ||
33 | "method": "GET", | ||
34 | "url": "https://poloniex.com/public?command=returnTicker", | ||
35 | "body": null, | ||
36 | "headers": { | ||
37 | "User-Agent": "python-requests/2.18.4", | ||
38 | "Accept-Encoding": "gzip, deflate", | ||
39 | "X-market-id": "3", | ||
40 | "X-user-id": "1" | ||
41 | }, | ||
42 | "status": 200, | ||
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62 | "response_same_as": null, | ||
63 | "date": "2018-04-07T12:00:00.000000", | ||
64 | "user_id": 1, | ||
65 | "market_id": 3 | ||
66 | }, | ||
67 | { | ||
68 | "type": "http_request", | ||
69 | "method": "POST", | ||
70 | "url": "https://poloniex.com/tradingApi", | ||
71 | "body": "command=returnCompleteBalances&account=all&nonce=1523100982697517824", | ||
72 | "headers": { | ||
73 | "Content-Type": "application/x-www-form-urlencoded", | ||
74 | "Key": "01234567-89ABCDEF-GHIJKLMN-OPQRSTUV", | ||
75 | "Sign": "0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef", | ||
76 | "User-Agent": "python-requests/2.18.4", | ||
77 | "Accept-Encoding": "gzip, deflate", | ||
78 | "X-market-id": "3", | ||
79 | "X-user-id": "1" | ||
80 | }, | ||
81 | "status": 200, | ||
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| ||
229 | "response_same_as": null, | ||
230 | "date": "2018-04-07T12:00:00.000000", | ||
231 | "user_id": 1, | ||
232 | "market_id": 3 | ||
233 | }, | ||
234 | { | ||
235 | "type": "tickers", | ||
236 | "compute_value": "average", | ||
237 | "balance_type": "total", | ||
238 | "currency": "BTC", | ||
239 | "balances": { | ||
240 | "BTC": 0.04544939, | ||
241 | "DASH": -0.00792681, | ||
242 | "ETH": -0.0075907, | ||
243 | "USDT": 0.00746255, | ||
244 | "XPM": 0.00692776, | ||
245 | "XRP": -0.00758263, | ||
246 | "ZRX": 0.00778388 | ||
247 | }, | ||
248 | "rates": { | ||
249 | "BTC": null, | ||
250 | "DASH": 0.044593265, | ||
251 | "ETH": 0.055625725, | ||
252 | "USDT": 0.0001456607727763054007163493244, | ||
253 | "XPM": 0.000084995, | ||
254 | "XRP": 0.000070255, | ||
255 | "ZRX": 0.000076695 | ||
256 | }, | ||
257 | "total": 0.04452344, | ||
258 | "date": "2018-04-07T12:00:00.000000", | ||
259 | "user_id": 1, | ||
260 | "market_id": 3 | ||
261 | } | ||
262 | ] \ No newline at end of file | ||
diff --git a/tests/acceptance/print_balances/parallel/2.json b/tests/acceptance/print_balances/parallel/2.json new file mode 100644 index 0000000..ef0418b --- /dev/null +++ b/tests/acceptance/print_balances/parallel/2.json | |||
@@ -0,0 +1,288 @@ | |||
1 | [ | ||
2 | { | ||
3 | "type": "market", | ||
4 | "commit": "$Format:%H$", | ||
5 | "args": { | ||
6 | "config": "../config.ini", | ||
7 | "before": false, | ||
8 | "after": false, | ||
9 | "quiet": false, | ||
10 | "debug": true, | ||
11 | "user": null, | ||
12 | "action": [ | ||
13 | "print_balances" | ||
14 | ], | ||
15 | "parallel": true, | ||
16 | "report_db": false, | ||
17 | "report_path": "reports" | ||
18 | }, | ||
19 | "date": "2018-04-07T12:00:00.000000", | ||
20 | "user_id": 2, | ||
21 | "market_id": 1 | ||
22 | }, | ||
23 | { | ||
24 | "type": "stage", | ||
25 | "stage": "print_balances", | ||
26 | "args": {}, | ||
27 | "date": "2018-04-07T12:00:00.000000", | ||
28 | "user_id": 2, | ||
29 | "market_id": 1 | ||
30 | }, | ||
31 | { | ||
32 | "type": "http_request", | ||
33 | "method": "GET", | ||
34 | "url": "https://poloniex.com/public?command=returnTicker", | ||
35 | "body": null, | ||
36 | "headers": { | ||
37 | "User-Agent": "python-requests/2.18.4", | ||
38 | "Accept-Encoding": "gzip, deflate", | ||
39 | "X-market-id": "1", | ||
40 | "X-user-id": "2" | ||
41 | }, | ||
42 | "status": 200, | ||
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62 | "response_same_as": null, | ||
63 | "date": "2018-04-07T12:00:00.000000", | ||
64 | "user_id": 2, | ||
65 | "market_id": 1 | ||
66 | }, | ||
67 | { | ||
68 | "type": "http_request", | ||
69 | "method": "POST", | ||
70 | "url": "https://poloniex.com/tradingApi", | ||
71 | "body": "command=returnCompleteBalances&account=all&nonce=1523100983009048064", | ||
72 | "headers": { | ||
73 | "Content-Type": "application/x-www-form-urlencoded", | ||
74 | "Key": "01234567-89ABCDEF-GHIJKLMN-OPQRSTUV", | ||
75 | "Sign": "0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef", | ||
76 | "User-Agent": "python-requests/2.18.4", | ||
77 | "Accept-Encoding": "gzip, deflate", | ||
78 | "X-market-id": "1", | ||
79 | "X-user-id": "2" | ||
80 | }, | ||
81 | "status": 200, | ||
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| ||
251 | "response_same_as": null, | ||
252 | "date": "2018-04-07T12:00:00.000000", | ||
253 | "user_id": 2, | ||
254 | "market_id": 1 | ||
255 | }, | ||
256 | { | ||
257 | "type": "tickers", | ||
258 | "compute_value": "average", | ||
259 | "balance_type": "total", | ||
260 | "currency": "BTC", | ||
261 | "balances": { | ||
262 | "BCH": 2.1E-7, | ||
263 | "BTC": 0.82980419, | ||
264 | "DASH": -0.14469856, | ||
265 | "ETH": -0.13882495, | ||
266 | "STORJ": 0, | ||
267 | "USDT": 0.13645324, | ||
268 | "XPM": 0.12743675, | ||
269 | "XRP": -0.13981779, | ||
270 | "ZRX": 0.14241915 | ||
271 | }, | ||
272 | "rates": { | ||
273 | "BCH": 0.091565445, | ||
274 | "BTC": null, | ||
275 | "DASH": 0.044593265, | ||
276 | "ETH": 0.055625725, | ||
277 | "STORJ": 0.00010896, | ||
278 | "USDT": 0.0001456607727763054007163493244, | ||
279 | "XPM": 0.000084995, | ||
280 | "XRP": 0.000070255, | ||
281 | "ZRX": 0.000076695 | ||
282 | }, | ||
283 | "total": 0.81277224, | ||
284 | "date": "2018-04-07T12:00:00.000000", | ||
285 | "user_id": 2, | ||
286 | "market_id": 1 | ||
287 | } | ||
288 | ] \ No newline at end of file | ||
diff --git a/tests/acceptance/print_balances/parallel_report_db/1.json b/tests/acceptance/print_balances/parallel_report_db/1.json new file mode 100644 index 0000000..192b31d --- /dev/null +++ b/tests/acceptance/print_balances/parallel_report_db/1.json | |||
@@ -0,0 +1,262 @@ | |||
1 | [ | ||
2 | { | ||
3 | "type": "market", | ||
4 | "commit": "$Format:%H$", | ||
5 | "args": { | ||
6 | "config": "../config.ini", | ||
7 | "before": false, | ||
8 | "after": false, | ||
9 | "quiet": false, | ||
10 | "debug": true, | ||
11 | "user": null, | ||
12 | "action": [ | ||
13 | "print_balances" | ||
14 | ], | ||
15 | "parallel": true, | ||
16 | "report_db": true, | ||
17 | "report_path": "reports" | ||
18 | }, | ||
19 | "date": "2018-04-07T12:00:00.000000", | ||
20 | "user_id": 1, | ||
21 | "market_id": 3 | ||
22 | }, | ||
23 | { | ||
24 | "type": "stage", | ||
25 | "stage": "print_balances", | ||
26 | "args": {}, | ||
27 | "date": "2018-04-07T12:00:00.000000", | ||
28 | "user_id": 1, | ||
29 | "market_id": 3 | ||
30 | }, | ||
31 | { | ||
32 | "type": "http_request", | ||
33 | "method": "GET", | ||
34 | "url": "https://poloniex.com/public?command=returnTicker", | ||
35 | "body": null, | ||
36 | "headers": { | ||
37 | "User-Agent": "python-requests/2.18.4", | ||
38 | "Accept-Encoding": "gzip, deflate", | ||
39 | "X-market-id": "3", | ||
40 | "X-user-id": "1" | ||
41 | }, | ||
42 | "status": 200, | ||
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62 | "response_same_as": null, | ||
63 | "date": "2018-04-07T12:00:00.000000", | ||
64 | "user_id": 1, | ||
65 | "market_id": 3 | ||
66 | }, | ||
67 | { | ||
68 | "type": "http_request", | ||
69 | "method": "POST", | ||
70 | "url": "https://poloniex.com/tradingApi", | ||
71 | "body": "command=returnCompleteBalances&account=all&nonce=1523100982697517824", | ||
72 | "headers": { | ||
73 | "Content-Type": "application/x-www-form-urlencoded", | ||
74 | "Key": "01234567-89ABCDEF-GHIJKLMN-OPQRSTUV", | ||
75 | "Sign": "0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef", | ||
76 | "User-Agent": "python-requests/2.18.4", | ||
77 | "Accept-Encoding": "gzip, deflate", | ||
78 | "X-market-id": "3", | ||
79 | "X-user-id": "1" | ||
80 | }, | ||
81 | "status": 200, | ||
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| ||
229 | "response_same_as": null, | ||
230 | "date": "2018-04-07T12:00:00.000000", | ||
231 | "user_id": 1, | ||
232 | "market_id": 3 | ||
233 | }, | ||
234 | { | ||
235 | "type": "tickers", | ||
236 | "compute_value": "average", | ||
237 | "balance_type": "total", | ||
238 | "currency": "BTC", | ||
239 | "balances": { | ||
240 | "BTC": 0.04544939, | ||
241 | "DASH": -0.00792681, | ||
242 | "ETH": -0.0075907, | ||
243 | "USDT": 0.00746255, | ||
244 | "XPM": 0.00692776, | ||
245 | "XRP": -0.00758263, | ||
246 | "ZRX": 0.00778388 | ||
247 | }, | ||
248 | "rates": { | ||
249 | "BTC": null, | ||
250 | "DASH": 0.044593265, | ||
251 | "ETH": 0.055625725, | ||
252 | "USDT": 0.0001456607727763054007163493244, | ||
253 | "XPM": 0.000084995, | ||
254 | "XRP": 0.000070255, | ||
255 | "ZRX": 0.000076695 | ||
256 | }, | ||
257 | "total": 0.04452344, | ||
258 | "date": "2018-04-07T12:00:00.000000", | ||
259 | "user_id": 1, | ||
260 | "market_id": 3 | ||
261 | } | ||
262 | ] | ||
diff --git a/tests/acceptance/print_balances/parallel_report_db/2.json b/tests/acceptance/print_balances/parallel_report_db/2.json new file mode 100644 index 0000000..8a000f0 --- /dev/null +++ b/tests/acceptance/print_balances/parallel_report_db/2.json | |||
@@ -0,0 +1,288 @@ | |||
1 | [ | ||
2 | { | ||
3 | "type": "market", | ||
4 | "commit": "$Format:%H$", | ||
5 | "args": { | ||
6 | "config": "../config.ini", | ||
7 | "before": false, | ||
8 | "after": false, | ||
9 | "quiet": false, | ||
10 | "debug": true, | ||
11 | "user": null, | ||
12 | "action": [ | ||
13 | "print_balances" | ||
14 | ], | ||
15 | "parallel": true, | ||
16 | "report_db": true, | ||
17 | "report_path": "reports" | ||
18 | }, | ||
19 | "date": "2018-04-07T12:00:00.000000", | ||
20 | "user_id": 2, | ||
21 | "market_id": 1 | ||
22 | }, | ||
23 | { | ||
24 | "type": "stage", | ||
25 | "stage": "print_balances", | ||
26 | "args": {}, | ||
27 | "date": "2018-04-07T12:00:00.000000", | ||
28 | "user_id": 2, | ||
29 | "market_id": 1 | ||
30 | }, | ||
31 | { | ||
32 | "type": "http_request", | ||
33 | "method": "GET", | ||
34 | "url": "https://poloniex.com/public?command=returnTicker", | ||
35 | "body": null, | ||
36 | "headers": { | ||
37 | "User-Agent": "python-requests/2.18.4", | ||
38 | "Accept-Encoding": "gzip, deflate", | ||
39 | "X-market-id": "1", | ||
40 | "X-user-id": "2" | ||
41 | }, | ||
42 | "status": 200, | ||
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62 | "response_same_as": null, | ||
63 | "date": "2018-04-07T12:00:00.000000", | ||
64 | "user_id": 2, | ||
65 | "market_id": 1 | ||
66 | }, | ||
67 | { | ||
68 | "type": "http_request", | ||
69 | "method": "POST", | ||
70 | "url": "https://poloniex.com/tradingApi", | ||
71 | "body": "command=returnCompleteBalances&account=all&nonce=1523100983009048064", | ||
72 | "headers": { | ||
73 | "Content-Type": "application/x-www-form-urlencoded", | ||
74 | "Key": "01234567-89ABCDEF-GHIJKLMN-OPQRSTUV", | ||
75 | "Sign": "0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef", | ||
76 | "User-Agent": "python-requests/2.18.4", | ||
77 | "Accept-Encoding": "gzip, deflate", | ||
78 | "X-market-id": "1", | ||
79 | "X-user-id": "2" | ||
80 | }, | ||
81 | "status": 200, | ||
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| ||
251 | "response_same_as": null, | ||
252 | "date": "2018-04-07T12:00:00.000000", | ||
253 | "user_id": 2, | ||
254 | "market_id": 1 | ||
255 | }, | ||
256 | { | ||
257 | "type": "tickers", | ||
258 | "compute_value": "average", | ||
259 | "balance_type": "total", | ||
260 | "currency": "BTC", | ||
261 | "balances": { | ||
262 | "BCH": 2.1E-7, | ||
263 | "BTC": 0.82980419, | ||
264 | "DASH": -0.14469856, | ||
265 | "ETH": -0.13882495, | ||
266 | "STORJ": 0, | ||
267 | "USDT": 0.13645324, | ||
268 | "XPM": 0.12743675, | ||
269 | "XRP": -0.13981779, | ||
270 | "ZRX": 0.14241915 | ||
271 | }, | ||
272 | "rates": { | ||
273 | "BCH": 0.091565445, | ||
274 | "BTC": null, | ||
275 | "DASH": 0.044593265, | ||
276 | "ETH": 0.055625725, | ||
277 | "STORJ": 0.00010896, | ||
278 | "USDT": 0.0001456607727763054007163493244, | ||
279 | "XPM": 0.000084995, | ||
280 | "XRP": 0.000070255, | ||
281 | "ZRX": 0.000076695 | ||
282 | }, | ||
283 | "total": 0.81277224, | ||
284 | "date": "2018-04-07T12:00:00.000000", | ||
285 | "user_id": 2, | ||
286 | "market_id": 1 | ||
287 | } | ||
288 | ] | ||
diff --git a/tests/helper.py b/tests/helper.py new file mode 100644 index 0000000..fcb0e9d --- /dev/null +++ b/tests/helper.py | |||
@@ -0,0 +1,49 @@ | |||
1 | import sys | ||
2 | import unittest | ||
3 | from decimal import Decimal as D | ||
4 | from unittest import mock | ||
5 | import requests_mock | ||
6 | from io import StringIO | ||
7 | import portfolio, market, main, store | ||
8 | |||
9 | __all__ = ["unittest", "WebMockTestCase", "mock", "D", | ||
10 | "StringIO"] | ||
11 | |||
12 | class WebMockTestCase(unittest.TestCase): | ||
13 | import time | ||
14 | |||
15 | def market_args(self, debug=False, quiet=False, report_path=None, **kwargs): | ||
16 | return main.configargparse.Namespace(report_path=report_path, | ||
17 | debug=debug, quiet=quiet, **kwargs) | ||
18 | |||
19 | def setUp(self): | ||
20 | super().setUp() | ||
21 | self.wm = requests_mock.Mocker() | ||
22 | self.wm.start() | ||
23 | |||
24 | # market | ||
25 | self.m = mock.Mock(name="Market", spec=market.Market) | ||
26 | self.m.debug = False | ||
27 | |||
28 | self.patchers = [ | ||
29 | mock.patch.multiple(market.Portfolio, | ||
30 | data=store.LockedVar(None), | ||
31 | liquidities=store.LockedVar({}), | ||
32 | last_date=store.LockedVar(None), | ||
33 | report=mock.Mock(), | ||
34 | worker=None, | ||
35 | worker_notify=None, | ||
36 | worker_started=False, | ||
37 | callback=None), | ||
38 | mock.patch.multiple(portfolio.Computation, | ||
39 | computations=portfolio.Computation.computations), | ||
40 | ] | ||
41 | for patcher in self.patchers: | ||
42 | patcher.start() | ||
43 | |||
44 | def tearDown(self): | ||
45 | for patcher in self.patchers: | ||
46 | patcher.stop() | ||
47 | self.wm.stop() | ||
48 | super().tearDown() | ||
49 | |||
diff --git a/tests/test_ccxt_wrapper.py b/tests/test_ccxt_wrapper.py new file mode 100644 index 0000000..f07674e --- /dev/null +++ b/tests/test_ccxt_wrapper.py | |||
@@ -0,0 +1,480 @@ | |||
1 | from .helper import unittest, mock, D | ||
2 | import requests_mock | ||
3 | import market | ||
4 | |||
5 | class poloniexETest(unittest.TestCase): | ||
6 | def setUp(self): | ||
7 | super().setUp() | ||
8 | self.wm = requests_mock.Mocker() | ||
9 | self.wm.start() | ||
10 | |||
11 | self.s = market.ccxt.poloniexE() | ||
12 | |||
13 | def tearDown(self): | ||
14 | self.wm.stop() | ||
15 | super().tearDown() | ||
16 | |||
17 | def test__init(self): | ||
18 | with self.subTest("Nominal case"), \ | ||
19 | mock.patch("market.ccxt.poloniexE.session") as session: | ||
20 | session.request.return_value = "response" | ||
21 | ccxt = market.ccxt.poloniexE() | ||
22 | ccxt._market = mock.Mock | ||
23 | ccxt._market.report = mock.Mock() | ||
24 | ccxt._market.market_id = 3 | ||
25 | ccxt._market.user_id = 3 | ||
26 | |||
27 | ccxt.session.request("GET", "URL", data="data", | ||
28 | headers={}) | ||
29 | ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', | ||
30 | {'X-market-id': '3', 'X-user-id': '3'}, 'response') | ||
31 | |||
32 | with self.subTest("Raising"),\ | ||
33 | mock.patch("market.ccxt.poloniexE.session") as session: | ||
34 | session.request.side_effect = market.ccxt.RequestException("Boo") | ||
35 | |||
36 | ccxt = market.ccxt.poloniexE() | ||
37 | ccxt._market = mock.Mock | ||
38 | ccxt._market.report = mock.Mock() | ||
39 | ccxt._market.market_id = 3 | ||
40 | ccxt._market.user_id = 3 | ||
41 | |||
42 | with self.assertRaises(market.ccxt.RequestException, msg="Boo") as cm: | ||
43 | ccxt.session.request("GET", "URL", data="data", | ||
44 | headers={}) | ||
45 | ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', | ||
46 | {'X-market-id': '3', 'X-user-id': '3'}, cm.exception) | ||
47 | |||
48 | |||
49 | def test_nanoseconds(self): | ||
50 | with mock.patch.object(market.ccxt.time, "time") as time: | ||
51 | time.return_value = 123456.7890123456 | ||
52 | self.assertEqual(123456789012345, self.s.nanoseconds()) | ||
53 | |||
54 | def test_nonce(self): | ||
55 | with mock.patch.object(market.ccxt.time, "time") as time: | ||
56 | time.return_value = 123456.7890123456 | ||
57 | self.assertEqual(123456789012345, self.s.nonce()) | ||
58 | |||
59 | def test_request(self): | ||
60 | with mock.patch.object(market.ccxt.poloniex, "request") as request,\ | ||
61 | mock.patch("market.ccxt.retry_call") as retry_call: | ||
62 | with self.subTest(wrapped=True): | ||
63 | with self.subTest(desc="public"): | ||
64 | self.s.request("foo") | ||
65 | retry_call.assert_called_with(request, | ||
66 | delay=1, tries=10, fargs=["foo"], | ||
67 | fkwargs={'api': 'public', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, | ||
68 | exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) | ||
69 | request.assert_not_called() | ||
70 | |||
71 | with self.subTest(desc="private GET"): | ||
72 | self.s.request("foo", api="private") | ||
73 | retry_call.assert_called_with(request, | ||
74 | delay=1, tries=10, fargs=["foo"], | ||
75 | fkwargs={'api': 'private', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, | ||
76 | exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) | ||
77 | request.assert_not_called() | ||
78 | |||
79 | with self.subTest(desc="private POST regexp"): | ||
80 | self.s.request("returnFoo", api="private", method="POST") | ||
81 | retry_call.assert_called_with(request, | ||
82 | delay=1, tries=10, fargs=["returnFoo"], | ||
83 | fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, | ||
84 | exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) | ||
85 | request.assert_not_called() | ||
86 | |||
87 | with self.subTest(desc="private POST non-regexp"): | ||
88 | self.s.request("getMarginPosition", api="private", method="POST") | ||
89 | retry_call.assert_called_with(request, | ||
90 | delay=1, tries=10, fargs=["getMarginPosition"], | ||
91 | fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, | ||
92 | exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) | ||
93 | request.assert_not_called() | ||
94 | retry_call.reset_mock() | ||
95 | request.reset_mock() | ||
96 | with self.subTest(wrapped=False): | ||
97 | with self.subTest(desc="private POST non-matching regexp"): | ||
98 | self.s.request("marginBuy", api="private", method="POST") | ||
99 | request.assert_called_with("marginBuy", | ||
100 | api="private", method="POST", params={}, | ||
101 | headers=None, body=None) | ||
102 | retry_call.assert_not_called() | ||
103 | |||
104 | with self.subTest(desc="private POST non-matching non-regexp"): | ||
105 | self.s.request("closeMarginPositionOther", api="private", method="POST") | ||
106 | request.assert_called_with("closeMarginPositionOther", | ||
107 | api="private", method="POST", params={}, | ||
108 | headers=None, body=None) | ||
109 | retry_call.assert_not_called() | ||
110 | |||
111 | def test_order_precision(self): | ||
112 | self.assertEqual(8, self.s.order_precision("FOO")) | ||
113 | |||
114 | def test_transfer_balance(self): | ||
115 | with self.subTest(success=True),\ | ||
116 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | ||
117 | t.return_value = { "success": 1 } | ||
118 | result = self.s.transfer_balance("FOO", 12, "exchange", "margin") | ||
119 | t.assert_called_once_with({ | ||
120 | "currency": "FOO", | ||
121 | "amount": 12, | ||
122 | "fromAccount": "exchange", | ||
123 | "toAccount": "margin", | ||
124 | "confirmed": 1 | ||
125 | }) | ||
126 | self.assertTrue(result) | ||
127 | |||
128 | with self.subTest(success=False),\ | ||
129 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | ||
130 | t.return_value = { "success": 0 } | ||
131 | self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin")) | ||
132 | |||
133 | def test_close_margin_position(self): | ||
134 | with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c: | ||
135 | self.s.close_margin_position("FOO", "BAR") | ||
136 | c.assert_called_with({"currencyPair": "BAR_FOO"}) | ||
137 | |||
138 | def test_tradable_balances(self): | ||
139 | with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r: | ||
140 | r.return_value = { | ||
141 | "FOO": { "exchange": "12.1234", "margin": "0.0123" }, | ||
142 | "BAR": { "exchange": "1", "margin": "0" }, | ||
143 | } | ||
144 | balances = self.s.tradable_balances() | ||
145 | self.assertEqual(["FOO", "BAR"], list(balances.keys())) | ||
146 | self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys())) | ||
147 | self.assertEqual(D("12.1234"), balances["FOO"]["exchange"]) | ||
148 | self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys())) | ||
149 | |||
150 | def test_margin_summary(self): | ||
151 | with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r: | ||
152 | r.return_value = { | ||
153 | "currentMargin": "1.49680968", | ||
154 | "lendingFees": "0.0000001", | ||
155 | "pl": "0.00008254", | ||
156 | "totalBorrowedValue": "0.00673602", | ||
157 | "totalValue": "0.01000000", | ||
158 | "netValue": "0.01008254", | ||
159 | } | ||
160 | expected = { | ||
161 | 'current_margin': D('1.49680968'), | ||
162 | 'gains': D('0.00008254'), | ||
163 | 'lending_fees': D('0.0000001'), | ||
164 | 'total': D('0.01000000'), | ||
165 | 'total_borrowed': D('0.00673602') | ||
166 | } | ||
167 | self.assertEqual(expected, self.s.margin_summary()) | ||
168 | |||
169 | def test_create_order(self): | ||
170 | with mock.patch.object(self.s, "create_exchange_order") as exchange,\ | ||
171 | mock.patch.object(self.s, "create_margin_order") as margin: | ||
172 | with self.subTest(account="unspecified"): | ||
173 | self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params") | ||
174 | exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | ||
175 | margin.assert_not_called() | ||
176 | exchange.reset_mock() | ||
177 | margin.reset_mock() | ||
178 | |||
179 | with self.subTest(account="exchange"): | ||
180 | self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params") | ||
181 | exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | ||
182 | margin.assert_not_called() | ||
183 | exchange.reset_mock() | ||
184 | margin.reset_mock() | ||
185 | |||
186 | with self.subTest(account="margin"): | ||
187 | self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params") | ||
188 | margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params") | ||
189 | exchange.assert_not_called() | ||
190 | exchange.reset_mock() | ||
191 | margin.reset_mock() | ||
192 | |||
193 | with self.subTest(account="unknown"), self.assertRaises(NotImplementedError): | ||
194 | self.s.create_order("symbol", "type", "side", "amount", account="unknown") | ||
195 | |||
196 | def test_parse_ticker(self): | ||
197 | ticker = { | ||
198 | "high24hr": "12", | ||
199 | "low24hr": "10", | ||
200 | "highestBid": "10.5", | ||
201 | "lowestAsk": "11.5", | ||
202 | "last": "11", | ||
203 | "percentChange": "0.1", | ||
204 | "quoteVolume": "10", | ||
205 | "baseVolume": "20" | ||
206 | } | ||
207 | market = { | ||
208 | "symbol": "BTC/ETC" | ||
209 | } | ||
210 | with mock.patch.object(self.s, "milliseconds") as ms: | ||
211 | ms.return_value = 1520292715123 | ||
212 | result = self.s.parse_ticker(ticker, market) | ||
213 | |||
214 | expected = { | ||
215 | "symbol": "BTC/ETC", | ||
216 | "timestamp": 1520292715123, | ||
217 | "datetime": "2018-03-05T23:31:55.123Z", | ||
218 | "high": D("12"), | ||
219 | "low": D("10"), | ||
220 | "bid": D("10.5"), | ||
221 | "ask": D("11.5"), | ||
222 | "vwap": None, | ||
223 | "open": None, | ||
224 | "close": None, | ||
225 | "first": None, | ||
226 | "last": D("11"), | ||
227 | "change": D("0.1"), | ||
228 | "percentage": None, | ||
229 | "average": None, | ||
230 | "baseVolume": D("10"), | ||
231 | "quoteVolume": D("20"), | ||
232 | "info": ticker | ||
233 | } | ||
234 | self.assertEqual(expected, result) | ||
235 | |||
236 | def test_fetch_margin_balance(self): | ||
237 | with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position: | ||
238 | get_margin_position.return_value = { | ||
239 | "BTC_DASH": { | ||
240 | "amount": "-0.1", | ||
241 | "basePrice": "0.06818560", | ||
242 | "lendingFees": "0.00000001", | ||
243 | "liquidationPrice": "0.15107132", | ||
244 | "pl": "-0.00000371", | ||
245 | "total": "0.00681856", | ||
246 | "type": "short" | ||
247 | }, | ||
248 | "BTC_ETC": { | ||
249 | "amount": "-0.6", | ||
250 | "basePrice": "0.1", | ||
251 | "lendingFees": "0.00000001", | ||
252 | "liquidationPrice": "0.6", | ||
253 | "pl": "0.00000371", | ||
254 | "total": "0.06", | ||
255 | "type": "short" | ||
256 | }, | ||
257 | "BTC_ETH": { | ||
258 | "amount": "0", | ||
259 | "basePrice": "0", | ||
260 | "lendingFees": "0", | ||
261 | "liquidationPrice": "-1", | ||
262 | "pl": "0", | ||
263 | "total": "0", | ||
264 | "type": "none" | ||
265 | } | ||
266 | } | ||
267 | balances = self.s.fetch_margin_balance() | ||
268 | self.assertEqual(2, len(balances)) | ||
269 | expected = { | ||
270 | "DASH": { | ||
271 | "amount": D("-0.1"), | ||
272 | "borrowedPrice": D("0.06818560"), | ||
273 | "lendingFees": D("1E-8"), | ||
274 | "pl": D("-0.00000371"), | ||
275 | "liquidationPrice": D("0.15107132"), | ||
276 | "type": "short", | ||
277 | "total": D("0.00681856"), | ||
278 | "baseCurrency": "BTC" | ||
279 | }, | ||
280 | "ETC": { | ||
281 | "amount": D("-0.6"), | ||
282 | "borrowedPrice": D("0.1"), | ||
283 | "lendingFees": D("1E-8"), | ||
284 | "pl": D("0.00000371"), | ||
285 | "liquidationPrice": D("0.6"), | ||
286 | "type": "short", | ||
287 | "total": D("0.06"), | ||
288 | "baseCurrency": "BTC" | ||
289 | } | ||
290 | } | ||
291 | self.assertEqual(expected, balances) | ||
292 | |||
293 | def test_sum(self): | ||
294 | self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1"))) | ||
295 | |||
296 | def test_fetch_balance(self): | ||
297 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | ||
298 | mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\ | ||
299 | mock.patch.object(self.s, "common_currency_code") as ccc: | ||
300 | ccc.side_effect = ["ETH", "BTC", "DASH"] | ||
301 | balances.return_value = { | ||
302 | "ETH": { | ||
303 | "available": "10", | ||
304 | "onOrders": "1", | ||
305 | }, | ||
306 | "BTC": { | ||
307 | "available": "1", | ||
308 | "onOrders": "0", | ||
309 | }, | ||
310 | "DASH": { | ||
311 | "available": "0", | ||
312 | "onOrders": "3" | ||
313 | } | ||
314 | } | ||
315 | |||
316 | expected = { | ||
317 | "info": { | ||
318 | "ETH": {"available": "10", "onOrders": "1"}, | ||
319 | "BTC": {"available": "1", "onOrders": "0"}, | ||
320 | "DASH": {"available": "0", "onOrders": "3"} | ||
321 | }, | ||
322 | "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}, | ||
323 | "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}, | ||
324 | "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}, | ||
325 | "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}, | ||
326 | "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}, | ||
327 | "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")} | ||
328 | } | ||
329 | result = self.s.fetch_balance() | ||
330 | load_markets.assert_called_once() | ||
331 | self.assertEqual(expected, result) | ||
332 | |||
333 | def test_fetch_balance_per_type(self): | ||
334 | with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances: | ||
335 | balances.return_value = { | ||
336 | "exchange": { | ||
337 | "BLK": "159.83673869", | ||
338 | "BTC": "0.00005959", | ||
339 | "USDT": "0.00002625", | ||
340 | "XMR": "0.18719303" | ||
341 | }, | ||
342 | "margin": { | ||
343 | "BTC": "0.03019227" | ||
344 | } | ||
345 | } | ||
346 | expected = { | ||
347 | "info": { | ||
348 | "exchange": { | ||
349 | "BLK": "159.83673869", | ||
350 | "BTC": "0.00005959", | ||
351 | "USDT": "0.00002625", | ||
352 | "XMR": "0.18719303" | ||
353 | }, | ||
354 | "margin": { | ||
355 | "BTC": "0.03019227" | ||
356 | } | ||
357 | }, | ||
358 | "exchange": { | ||
359 | "BLK": D("159.83673869"), | ||
360 | "BTC": D("0.00005959"), | ||
361 | "USDT": D("0.00002625"), | ||
362 | "XMR": D("0.18719303") | ||
363 | }, | ||
364 | "margin": {"BTC": D("0.03019227")}, | ||
365 | "BLK": {"exchange": D("159.83673869")}, | ||
366 | "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}, | ||
367 | "USDT": {"exchange": D("0.00002625")}, | ||
368 | "XMR": {"exchange": D("0.18719303")} | ||
369 | } | ||
370 | result = self.s.fetch_balance_per_type() | ||
371 | self.assertEqual(expected, result) | ||
372 | |||
373 | def test_fetch_all_balances(self): | ||
374 | import json | ||
375 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | ||
376 | mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\ | ||
377 | mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\ | ||
378 | mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type: | ||
379 | |||
380 | with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f: | ||
381 | balance.return_value = json.load(f) | ||
382 | with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f: | ||
383 | margin_balance.return_value = json.load(f) | ||
384 | with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f: | ||
385 | balance_per_type.return_value = json.load(f) | ||
386 | |||
387 | result = self.s.fetch_all_balances() | ||
388 | expected_doge = { | ||
389 | "total": D("-12779.79821852"), | ||
390 | "exchange_used": D("0E-8"), | ||
391 | "exchange_total": D("0E-8"), | ||
392 | "exchange_free": D("0E-8"), | ||
393 | "margin_available": 0, | ||
394 | "margin_in_position": 0, | ||
395 | "margin_borrowed": D("12779.79821852"), | ||
396 | "margin_total": D("-12779.79821852"), | ||
397 | "margin_pending_gain": 0, | ||
398 | "margin_lending_fees": D("-9E-8"), | ||
399 | "margin_pending_base_gain": D("0.00024059"), | ||
400 | "margin_position_type": "short", | ||
401 | "margin_liquidation_price": D("0.00000246"), | ||
402 | "margin_borrowed_base_price": D("0.00599149"), | ||
403 | "margin_borrowed_base_currency": "BTC" | ||
404 | } | ||
405 | expected_btc = {"total": D("0.05432165"), | ||
406 | "exchange_used": D("0E-8"), | ||
407 | "exchange_total": D("0.00005959"), | ||
408 | "exchange_free": D("0.00005959"), | ||
409 | "margin_available": D("0.03019227"), | ||
410 | "margin_in_position": D("0.02406979"), | ||
411 | "margin_borrowed": 0, | ||
412 | "margin_total": D("0.05426206"), | ||
413 | "margin_pending_gain": D("0.00093955"), | ||
414 | "margin_lending_fees": 0, | ||
415 | "margin_pending_base_gain": 0, | ||
416 | "margin_position_type": None, | ||
417 | "margin_liquidation_price": 0, | ||
418 | "margin_borrowed_base_price": 0, | ||
419 | "margin_borrowed_base_currency": None | ||
420 | } | ||
421 | expected_xmr = {"total": D("0.18719303"), | ||
422 | "exchange_used": D("0E-8"), | ||
423 | "exchange_total": D("0.18719303"), | ||
424 | "exchange_free": D("0.18719303"), | ||
425 | "margin_available": 0, | ||
426 | "margin_in_position": 0, | ||
427 | "margin_borrowed": 0, | ||
428 | "margin_total": 0, | ||
429 | "margin_pending_gain": 0, | ||
430 | "margin_lending_fees": 0, | ||
431 | "margin_pending_base_gain": 0, | ||
432 | "margin_position_type": None, | ||
433 | "margin_liquidation_price": 0, | ||
434 | "margin_borrowed_base_price": 0, | ||
435 | "margin_borrowed_base_currency": None | ||
436 | } | ||
437 | self.assertEqual(expected_xmr, result["XMR"]) | ||
438 | self.assertEqual(expected_doge, result["DOGE"]) | ||
439 | self.assertEqual(expected_btc, result["BTC"]) | ||
440 | |||
441 | def test_create_margin_order(self): | ||
442 | with self.assertRaises(market.ExchangeError): | ||
443 | self.s.create_margin_order("FOO", "market", "buy", "10") | ||
444 | |||
445 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | ||
446 | mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\ | ||
447 | mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\ | ||
448 | mock.patch.object(self.s, "market") as market_mock,\ | ||
449 | mock.patch.object(self.s, "price_to_precision") as ptp,\ | ||
450 | mock.patch.object(self.s, "amount_to_precision") as atp: | ||
451 | |||
452 | margin_buy.return_value = { | ||
453 | "orderNumber": 123 | ||
454 | } | ||
455 | margin_sell.return_value = { | ||
456 | "orderNumber": 456 | ||
457 | } | ||
458 | market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" } | ||
459 | ptp.return_value = D("0.1") | ||
460 | atp.return_value = D("12") | ||
461 | |||
462 | order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1") | ||
463 | self.assertEqual(123, order["id"]) | ||
464 | margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) | ||
465 | margin_sell.assert_not_called() | ||
466 | margin_buy.reset_mock() | ||
467 | margin_sell.reset_mock() | ||
468 | |||
469 | order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1") | ||
470 | self.assertEqual(456, order["id"]) | ||
471 | margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}) | ||
472 | margin_buy.assert_not_called() | ||
473 | |||
474 | def test_create_exchange_order(self): | ||
475 | with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order: | ||
476 | self.s.create_order("symbol", "type", "side", "amount", price="price", params="params") | ||
477 | |||
478 | create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | ||
479 | |||
480 | |||
diff --git a/tests/test_main.py b/tests/test_main.py new file mode 100644 index 0000000..06fc84e --- /dev/null +++ b/tests/test_main.py | |||
@@ -0,0 +1,291 @@ | |||
1 | from .helper import * | ||
2 | import main, market | ||
3 | |||
4 | class MainTest(WebMockTestCase): | ||
5 | def test_make_order(self): | ||
6 | self.m.get_ticker.return_value = { | ||
7 | "inverted": False, | ||
8 | "average": D("0.1"), | ||
9 | "bid": D("0.09"), | ||
10 | "ask": D("0.11"), | ||
11 | } | ||
12 | |||
13 | with self.subTest(description="nominal case"): | ||
14 | main.make_order(self.m, 10, "ETH") | ||
15 | |||
16 | self.m.report.log_stage.assert_has_calls([ | ||
17 | mock.call("make_order_begin"), | ||
18 | mock.call("make_order_end"), | ||
19 | ]) | ||
20 | self.m.balances.fetch_balances.assert_has_calls([ | ||
21 | mock.call(tag="make_order_begin"), | ||
22 | mock.call(tag="make_order_end"), | ||
23 | ]) | ||
24 | self.m.trades.all.append.assert_called_once() | ||
25 | trade = self.m.trades.all.append.mock_calls[0][1][0] | ||
26 | self.assertEqual(False, trade.orders[0].close_if_possible) | ||
27 | self.assertEqual(0, trade.value_from) | ||
28 | self.assertEqual("ETH", trade.currency) | ||
29 | self.assertEqual("BTC", trade.base_currency) | ||
30 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | ||
31 | self.m.trades.run_orders.assert_called_once_with() | ||
32 | self.m.follow_orders.assert_called_once_with() | ||
33 | |||
34 | order = trade.orders[0] | ||
35 | self.assertEqual(D("0.10"), order.rate) | ||
36 | |||
37 | self.m.reset_mock() | ||
38 | with self.subTest(compute_value="default"): | ||
39 | main.make_order(self.m, 10, "ETH", action="dispose", | ||
40 | compute_value="ask") | ||
41 | |||
42 | trade = self.m.trades.all.append.mock_calls[0][1][0] | ||
43 | order = trade.orders[0] | ||
44 | self.assertEqual(D("0.11"), order.rate) | ||
45 | |||
46 | self.m.reset_mock() | ||
47 | with self.subTest(follow=False): | ||
48 | result = main.make_order(self.m, 10, "ETH", follow=False) | ||
49 | |||
50 | self.m.report.log_stage.assert_has_calls([ | ||
51 | mock.call("make_order_begin"), | ||
52 | mock.call("make_order_end_not_followed"), | ||
53 | ]) | ||
54 | self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") | ||
55 | |||
56 | self.m.trades.all.append.assert_called_once() | ||
57 | trade = self.m.trades.all.append.mock_calls[0][1][0] | ||
58 | self.assertEqual(0, trade.value_from) | ||
59 | self.assertEqual("ETH", trade.currency) | ||
60 | self.assertEqual("BTC", trade.base_currency) | ||
61 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | ||
62 | self.m.trades.run_orders.assert_called_once_with() | ||
63 | self.m.follow_orders.assert_not_called() | ||
64 | self.assertEqual(trade.orders[0], result) | ||
65 | |||
66 | self.m.reset_mock() | ||
67 | with self.subTest(base_currency="USDT"): | ||
68 | main.make_order(self.m, 1, "BTC", base_currency="USDT") | ||
69 | |||
70 | trade = self.m.trades.all.append.mock_calls[0][1][0] | ||
71 | self.assertEqual("BTC", trade.currency) | ||
72 | self.assertEqual("USDT", trade.base_currency) | ||
73 | |||
74 | self.m.reset_mock() | ||
75 | with self.subTest(close_if_possible=True): | ||
76 | main.make_order(self.m, 10, "ETH", close_if_possible=True) | ||
77 | |||
78 | trade = self.m.trades.all.append.mock_calls[0][1][0] | ||
79 | self.assertEqual(True, trade.orders[0].close_if_possible) | ||
80 | |||
81 | self.m.reset_mock() | ||
82 | with self.subTest(action="dispose"): | ||
83 | main.make_order(self.m, 10, "ETH", action="dispose") | ||
84 | |||
85 | trade = self.m.trades.all.append.mock_calls[0][1][0] | ||
86 | self.assertEqual(0, trade.value_to) | ||
87 | self.assertEqual(1, trade.value_from.value) | ||
88 | self.assertEqual("ETH", trade.currency) | ||
89 | self.assertEqual("BTC", trade.base_currency) | ||
90 | |||
91 | self.m.reset_mock() | ||
92 | with self.subTest(compute_value="default"): | ||
93 | main.make_order(self.m, 10, "ETH", action="dispose", | ||
94 | compute_value="bid") | ||
95 | |||
96 | trade = self.m.trades.all.append.mock_calls[0][1][0] | ||
97 | self.assertEqual(D("0.9"), trade.value_from.value) | ||
98 | |||
99 | def test_get_user_market(self): | ||
100 | with mock.patch("main.fetch_markets") as main_fetch_markets,\ | ||
101 | mock.patch("main.parse_args") as main_parse_args,\ | ||
102 | mock.patch("main.parse_config") as main_parse_config: | ||
103 | with self.subTest(debug=False): | ||
104 | main_parse_args.return_value = self.market_args() | ||
105 | main_parse_config.return_value = "pg_config" | ||
106 | main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] | ||
107 | m = main.get_user_market("config_path.ini", 1) | ||
108 | |||
109 | self.assertIsInstance(m, market.Market) | ||
110 | self.assertFalse(m.debug) | ||
111 | main_parse_args.assert_called_once_with(["--config", "config_path.ini"]) | ||
112 | |||
113 | main_parse_args.reset_mock() | ||
114 | with self.subTest(debug=True): | ||
115 | main_parse_args.return_value = self.market_args(debug=True) | ||
116 | main_parse_config.return_value = "pg_config" | ||
117 | main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] | ||
118 | m = main.get_user_market("config_path.ini", 1, debug=True) | ||
119 | |||
120 | self.assertIsInstance(m, market.Market) | ||
121 | self.assertTrue(m.debug) | ||
122 | main_parse_args.assert_called_once_with(["--config", "config_path.ini", "--debug"]) | ||
123 | |||
124 | def test_process(self): | ||
125 | with mock.patch("market.Market") as market_mock,\ | ||
126 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | ||
127 | |||
128 | args_mock = mock.Mock() | ||
129 | args_mock.action = "action" | ||
130 | args_mock.config = "config" | ||
131 | args_mock.user = "user" | ||
132 | args_mock.debug = "debug" | ||
133 | args_mock.before = "before" | ||
134 | args_mock.after = "after" | ||
135 | self.assertEqual("", stdout_mock.getvalue()) | ||
136 | |||
137 | main.process("config", 3, 1, args_mock, "pg_config") | ||
138 | |||
139 | market_mock.from_config.assert_has_calls([ | ||
140 | mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1), | ||
141 | mock.call().process("action", before="before", after="after"), | ||
142 | ]) | ||
143 | |||
144 | with self.subTest(exception=True): | ||
145 | market_mock.from_config.side_effect = Exception("boo") | ||
146 | main.process(3, "config", 1, args_mock, "pg_config") | ||
147 | self.assertEqual("Exception: boo\n", stdout_mock.getvalue()) | ||
148 | |||
149 | def test_main(self): | ||
150 | with self.subTest(parallel=False): | ||
151 | with mock.patch("main.parse_args") as parse_args,\ | ||
152 | mock.patch("main.parse_config") as parse_config,\ | ||
153 | mock.patch("main.fetch_markets") as fetch_markets,\ | ||
154 | mock.patch("main.process") as process: | ||
155 | |||
156 | args_mock = mock.Mock() | ||
157 | args_mock.parallel = False | ||
158 | args_mock.user = "user" | ||
159 | parse_args.return_value = args_mock | ||
160 | |||
161 | parse_config.return_value = "pg_config" | ||
162 | |||
163 | fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] | ||
164 | |||
165 | main.main(["Foo", "Bar"]) | ||
166 | |||
167 | parse_args.assert_called_with(["Foo", "Bar"]) | ||
168 | parse_config.assert_called_with(args_mock) | ||
169 | fetch_markets.assert_called_with("pg_config", "user") | ||
170 | |||
171 | self.assertEqual(2, process.call_count) | ||
172 | process.assert_has_calls([ | ||
173 | mock.call("config1", 3, 1, args_mock, "pg_config"), | ||
174 | mock.call("config2", 1, 2, args_mock, "pg_config"), | ||
175 | ]) | ||
176 | with self.subTest(parallel=True): | ||
177 | with mock.patch("main.parse_args") as parse_args,\ | ||
178 | mock.patch("main.parse_config") as parse_config,\ | ||
179 | mock.patch("main.fetch_markets") as fetch_markets,\ | ||
180 | mock.patch("main.process") as process,\ | ||
181 | mock.patch("store.Portfolio.start_worker") as start,\ | ||
182 | mock.patch("store.Portfolio.stop_worker") as stop: | ||
183 | |||
184 | args_mock = mock.Mock() | ||
185 | args_mock.parallel = True | ||
186 | args_mock.user = "user" | ||
187 | parse_args.return_value = args_mock | ||
188 | |||
189 | parse_config.return_value = "pg_config" | ||
190 | |||
191 | fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] | ||
192 | |||
193 | main.main(["Foo", "Bar"]) | ||
194 | |||
195 | parse_args.assert_called_with(["Foo", "Bar"]) | ||
196 | parse_config.assert_called_with(args_mock) | ||
197 | fetch_markets.assert_called_with("pg_config", "user") | ||
198 | |||
199 | stop.assert_called_once_with() | ||
200 | start.assert_called_once_with() | ||
201 | self.assertEqual(2, process.call_count) | ||
202 | process.assert_has_calls([ | ||
203 | mock.call.__bool__(), | ||
204 | mock.call("config1", 3, 1, args_mock, "pg_config"), | ||
205 | mock.call.__bool__(), | ||
206 | mock.call("config2", 1, 2, args_mock, "pg_config"), | ||
207 | ]) | ||
208 | |||
209 | @mock.patch.object(main.sys, "exit") | ||
210 | @mock.patch("main.os") | ||
211 | def test_parse_config(self, os, exit): | ||
212 | with self.subTest(report_path=None): | ||
213 | args = main.configargparse.Namespace(**{ | ||
214 | "db_host": "host", | ||
215 | "db_port": "port", | ||
216 | "db_user": "user", | ||
217 | "db_password": "password", | ||
218 | "db_database": "database", | ||
219 | "report_path": None, | ||
220 | }) | ||
221 | |||
222 | result = main.parse_config(args) | ||
223 | self.assertEqual({ "host": "host", "port": "port", "user": | ||
224 | "user", "password": "password", "database": "database" | ||
225 | }, result) | ||
226 | with self.assertRaises(AttributeError): | ||
227 | args.db_password | ||
228 | |||
229 | with self.subTest(report_path="present"): | ||
230 | args = main.configargparse.Namespace(**{ | ||
231 | "db_host": "host", | ||
232 | "db_port": "port", | ||
233 | "db_user": "user", | ||
234 | "db_password": "password", | ||
235 | "db_database": "database", | ||
236 | "report_path": "report_path", | ||
237 | }) | ||
238 | |||
239 | os.path.exists.return_value = False | ||
240 | |||
241 | result = main.parse_config(args) | ||
242 | |||
243 | os.path.exists.assert_called_once_with("report_path") | ||
244 | os.makedirs.assert_called_once_with("report_path") | ||
245 | |||
246 | def test_parse_args(self): | ||
247 | with self.subTest(config="config.ini"): | ||
248 | args = main.parse_args([]) | ||
249 | self.assertEqual("config.ini", args.config) | ||
250 | self.assertFalse(args.before) | ||
251 | self.assertFalse(args.after) | ||
252 | self.assertFalse(args.debug) | ||
253 | |||
254 | args = main.parse_args(["--before", "--after", "--debug"]) | ||
255 | self.assertTrue(args.before) | ||
256 | self.assertTrue(args.after) | ||
257 | self.assertTrue(args.debug) | ||
258 | |||
259 | with self.subTest(config="inexistant"), \ | ||
260 | self.assertRaises(SystemExit), \ | ||
261 | mock.patch('sys.stderr', new_callable=StringIO) as stdout_mock: | ||
262 | args = main.parse_args(["--config", "foo.bar"]) | ||
263 | |||
264 | @mock.patch.object(main, "psycopg2") | ||
265 | def test_fetch_markets(self, psycopg2): | ||
266 | connect_mock = mock.Mock() | ||
267 | cursor_mock = mock.MagicMock() | ||
268 | cursor_mock.__iter__.return_value = ["row_1", "row_2"] | ||
269 | |||
270 | connect_mock.cursor.return_value = cursor_mock | ||
271 | psycopg2.connect.return_value = connect_mock | ||
272 | |||
273 | with self.subTest(user=None): | ||
274 | rows = list(main.fetch_markets({"foo": "bar"}, None)) | ||
275 | |||
276 | psycopg2.connect.assert_called_once_with(foo="bar") | ||
277 | cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs") | ||
278 | |||
279 | self.assertEqual(["row_1", "row_2"], rows) | ||
280 | |||
281 | psycopg2.connect.reset_mock() | ||
282 | cursor_mock.execute.reset_mock() | ||
283 | with self.subTest(user=1): | ||
284 | rows = list(main.fetch_markets({"foo": "bar"}, 1)) | ||
285 | |||
286 | psycopg2.connect.assert_called_once_with(foo="bar") | ||
287 | cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1) | ||
288 | |||
289 | self.assertEqual(["row_1", "row_2"], rows) | ||
290 | |||
291 | |||
diff --git a/tests/test_market.py b/tests/test_market.py new file mode 100644 index 0000000..fd23162 --- /dev/null +++ b/tests/test_market.py | |||
@@ -0,0 +1,898 @@ | |||
1 | from .helper import * | ||
2 | import market, store, portfolio | ||
3 | import datetime | ||
4 | |||
5 | class MarketTest(WebMockTestCase): | ||
6 | def setUp(self): | ||
7 | super().setUp() | ||
8 | |||
9 | self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) | ||
10 | |||
11 | def test_values(self): | ||
12 | m = market.Market(self.ccxt, self.market_args()) | ||
13 | |||
14 | self.assertEqual(self.ccxt, m.ccxt) | ||
15 | self.assertFalse(m.debug) | ||
16 | self.assertIsInstance(m.report, market.ReportStore) | ||
17 | self.assertIsInstance(m.trades, market.TradeStore) | ||
18 | self.assertIsInstance(m.balances, market.BalanceStore) | ||
19 | self.assertEqual(m, m.report.market) | ||
20 | self.assertEqual(m, m.trades.market) | ||
21 | self.assertEqual(m, m.balances.market) | ||
22 | self.assertEqual(m, m.ccxt._market) | ||
23 | |||
24 | m = market.Market(self.ccxt, self.market_args(debug=True)) | ||
25 | self.assertTrue(m.debug) | ||
26 | |||
27 | m = market.Market(self.ccxt, self.market_args(debug=False)) | ||
28 | self.assertFalse(m.debug) | ||
29 | |||
30 | with mock.patch("market.ReportStore") as report_store: | ||
31 | with self.subTest(quiet=False): | ||
32 | m = market.Market(self.ccxt, self.market_args(quiet=False)) | ||
33 | report_store.assert_called_with(m, verbose_print=True) | ||
34 | report_store().log_market.assert_called_once() | ||
35 | report_store.reset_mock() | ||
36 | with self.subTest(quiet=True): | ||
37 | m = market.Market(self.ccxt, self.market_args(quiet=True)) | ||
38 | report_store.assert_called_with(m, verbose_print=False) | ||
39 | report_store().log_market.assert_called_once() | ||
40 | |||
41 | @mock.patch("market.ccxt") | ||
42 | def test_from_config(self, ccxt): | ||
43 | with mock.patch("market.ReportStore"): | ||
44 | ccxt.poloniexE.return_value = self.ccxt | ||
45 | |||
46 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args()) | ||
47 | |||
48 | self.assertEqual(self.ccxt, m.ccxt) | ||
49 | |||
50 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True)) | ||
51 | self.assertEqual(True, m.debug) | ||
52 | |||
53 | def test_get_tickers(self): | ||
54 | self.ccxt.fetch_tickers.side_effect = [ | ||
55 | "tickers", | ||
56 | market.NotSupported | ||
57 | ] | ||
58 | |||
59 | m = market.Market(self.ccxt, self.market_args()) | ||
60 | self.assertEqual("tickers", m.get_tickers()) | ||
61 | self.assertEqual("tickers", m.get_tickers()) | ||
62 | self.ccxt.fetch_tickers.assert_called_once() | ||
63 | |||
64 | self.assertIsNone(m.get_tickers(refresh=self.time.time())) | ||
65 | |||
66 | def test_get_ticker(self): | ||
67 | with self.subTest(get_tickers=True): | ||
68 | self.ccxt.fetch_tickers.return_value = { | ||
69 | "ETH/ETC": { "bid": 1, "ask": 3 }, | ||
70 | "XVG/ETH": { "bid": 10, "ask": 40 }, | ||
71 | } | ||
72 | m = market.Market(self.ccxt, self.market_args()) | ||
73 | |||
74 | ticker = m.get_ticker("ETH", "ETC") | ||
75 | self.assertEqual(1, ticker["bid"]) | ||
76 | self.assertEqual(3, ticker["ask"]) | ||
77 | self.assertEqual(2, ticker["average"]) | ||
78 | self.assertFalse(ticker["inverted"]) | ||
79 | |||
80 | ticker = m.get_ticker("ETH", "XVG") | ||
81 | self.assertEqual(0.0625, ticker["average"]) | ||
82 | self.assertTrue(ticker["inverted"]) | ||
83 | self.assertIn("original", ticker) | ||
84 | self.assertEqual(10, ticker["original"]["bid"]) | ||
85 | self.assertEqual(25, ticker["original"]["average"]) | ||
86 | |||
87 | ticker = m.get_ticker("XVG", "XMR") | ||
88 | self.assertIsNone(ticker) | ||
89 | |||
90 | with self.subTest(get_tickers=False): | ||
91 | self.ccxt.fetch_tickers.return_value = None | ||
92 | self.ccxt.fetch_ticker.side_effect = [ | ||
93 | { "bid": 1, "ask": 3 }, | ||
94 | market.ExchangeError("foo"), | ||
95 | { "bid": 10, "ask": 40 }, | ||
96 | market.ExchangeError("foo"), | ||
97 | market.ExchangeError("foo"), | ||
98 | ] | ||
99 | |||
100 | m = market.Market(self.ccxt, self.market_args()) | ||
101 | |||
102 | ticker = m.get_ticker("ETH", "ETC") | ||
103 | self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") | ||
104 | self.assertEqual(1, ticker["bid"]) | ||
105 | self.assertEqual(3, ticker["ask"]) | ||
106 | self.assertEqual(2, ticker["average"]) | ||
107 | self.assertFalse(ticker["inverted"]) | ||
108 | |||
109 | ticker = m.get_ticker("ETH", "XVG") | ||
110 | self.assertEqual(0.0625, ticker["average"]) | ||
111 | self.assertTrue(ticker["inverted"]) | ||
112 | self.assertIn("original", ticker) | ||
113 | self.assertEqual(10, ticker["original"]["bid"]) | ||
114 | self.assertEqual(25, ticker["original"]["average"]) | ||
115 | |||
116 | ticker = m.get_ticker("XVG", "XMR") | ||
117 | self.assertIsNone(ticker) | ||
118 | |||
119 | def test_fetch_fees(self): | ||
120 | m = market.Market(self.ccxt, self.market_args()) | ||
121 | self.ccxt.fetch_fees.return_value = "Foo" | ||
122 | self.assertEqual("Foo", m.fetch_fees()) | ||
123 | self.ccxt.fetch_fees.assert_called_once() | ||
124 | self.ccxt.reset_mock() | ||
125 | self.assertEqual("Foo", m.fetch_fees()) | ||
126 | self.ccxt.fetch_fees.assert_not_called() | ||
127 | |||
128 | @mock.patch.object(market.Portfolio, "repartition") | ||
129 | @mock.patch.object(market.Market, "get_ticker") | ||
130 | @mock.patch.object(market.TradeStore, "compute_trades") | ||
131 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | ||
132 | repartition.return_value = { | ||
133 | "XEM": (D("0.75"), "long"), | ||
134 | "BTC": (D("0.25"), "long"), | ||
135 | } | ||
136 | def _get_ticker(c1, c2): | ||
137 | if c1 == "USDT" and c2 == "BTC": | ||
138 | return { "average": D("0.0001") } | ||
139 | if c1 == "XVG" and c2 == "BTC": | ||
140 | return { "average": D("0.000001") } | ||
141 | self.fail("Should be called with {}, {}".format(c1, c2)) | ||
142 | get_ticker.side_effect = _get_ticker | ||
143 | |||
144 | with mock.patch("market.ReportStore"): | ||
145 | m = market.Market(self.ccxt, self.market_args()) | ||
146 | self.ccxt.fetch_all_balances.return_value = { | ||
147 | "USDT": { | ||
148 | "exchange_free": D("10000.0"), | ||
149 | "exchange_used": D("0.0"), | ||
150 | "exchange_total": D("10000.0"), | ||
151 | "total": D("10000.0") | ||
152 | }, | ||
153 | "XVG": { | ||
154 | "exchange_free": D("10000.0"), | ||
155 | "exchange_used": D("0.0"), | ||
156 | "exchange_total": D("10000.0"), | ||
157 | "total": D("10000.0") | ||
158 | }, | ||
159 | } | ||
160 | |||
161 | m.balances.fetch_balances(tag="tag") | ||
162 | |||
163 | m.prepare_trades() | ||
164 | compute_trades.assert_called() | ||
165 | |||
166 | call = compute_trades.call_args | ||
167 | self.assertEqual(1, call[0][0]["USDT"].value) | ||
168 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | ||
169 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | ||
170 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | ||
171 | m.report.log_stage.assert_called_once_with("prepare_trades", | ||
172 | base_currency='BTC', compute_value='average', | ||
173 | liquidity='medium', only=None, repartition=None) | ||
174 | m.report.log_balances.assert_called_once_with(tag="tag") | ||
175 | |||
176 | |||
177 | @mock.patch.object(market.time, "sleep") | ||
178 | @mock.patch.object(market.TradeStore, "all_orders") | ||
179 | def test_follow_orders(self, all_orders, time_mock): | ||
180 | for debug, sleep in [ | ||
181 | (False, None), (True, None), | ||
182 | (False, 12), (True, 12)]: | ||
183 | with self.subTest(sleep=sleep, debug=debug), \ | ||
184 | mock.patch("market.ReportStore"): | ||
185 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | ||
186 | |||
187 | order_mock1 = mock.Mock() | ||
188 | order_mock2 = mock.Mock() | ||
189 | order_mock3 = mock.Mock() | ||
190 | all_orders.side_effect = [ | ||
191 | [order_mock1, order_mock2], | ||
192 | [order_mock1, order_mock2], | ||
193 | |||
194 | [order_mock1, order_mock3], | ||
195 | [order_mock1, order_mock3], | ||
196 | |||
197 | [order_mock1, order_mock3], | ||
198 | [order_mock1, order_mock3], | ||
199 | |||
200 | [] | ||
201 | ] | ||
202 | |||
203 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | ||
204 | order_mock2.get_status.side_effect = ["open"] | ||
205 | order_mock3.get_status.side_effect = ["open", "closed"] | ||
206 | |||
207 | order_mock1.trade = mock.Mock() | ||
208 | order_mock2.trade = mock.Mock() | ||
209 | order_mock3.trade = mock.Mock() | ||
210 | |||
211 | m.follow_orders(sleep=sleep) | ||
212 | |||
213 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | ||
214 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | ||
215 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | ||
216 | self.assertEqual(3, order_mock1.get_status.call_count) | ||
217 | |||
218 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | ||
219 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | ||
220 | self.assertEqual(1, order_mock2.get_status.call_count) | ||
221 | |||
222 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | ||
223 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | ||
224 | self.assertEqual(2, order_mock3.get_status.call_count) | ||
225 | m.report.log_stage.assert_called() | ||
226 | calls = [ | ||
227 | mock.call("follow_orders_begin"), | ||
228 | mock.call("follow_orders_tick_1"), | ||
229 | mock.call("follow_orders_tick_2"), | ||
230 | mock.call("follow_orders_tick_3"), | ||
231 | mock.call("follow_orders_end"), | ||
232 | ] | ||
233 | m.report.log_stage.assert_has_calls(calls) | ||
234 | m.report.log_orders.assert_called() | ||
235 | self.assertEqual(3, m.report.log_orders.call_count) | ||
236 | calls = [ | ||
237 | mock.call([order_mock1, order_mock2], tick=1), | ||
238 | mock.call([order_mock1, order_mock3], tick=2), | ||
239 | mock.call([order_mock1, order_mock3], tick=3), | ||
240 | ] | ||
241 | m.report.log_orders.assert_has_calls(calls) | ||
242 | calls = [ | ||
243 | mock.call(order_mock1, 3, finished=True), | ||
244 | mock.call(order_mock3, 3, finished=True), | ||
245 | ] | ||
246 | m.report.log_order.assert_has_calls(calls) | ||
247 | |||
248 | if sleep is None: | ||
249 | if debug: | ||
250 | m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") | ||
251 | time_mock.assert_called_with(7) | ||
252 | else: | ||
253 | time_mock.assert_called_with(30) | ||
254 | else: | ||
255 | time_mock.assert_called_with(sleep) | ||
256 | |||
257 | with self.subTest("disappearing order"), \ | ||
258 | mock.patch("market.ReportStore"): | ||
259 | all_orders.reset_mock() | ||
260 | m = market.Market(self.ccxt, self.market_args()) | ||
261 | |||
262 | order_mock1 = mock.Mock() | ||
263 | order_mock2 = mock.Mock() | ||
264 | all_orders.side_effect = [ | ||
265 | [order_mock1, order_mock2], | ||
266 | [order_mock1, order_mock2], | ||
267 | |||
268 | [order_mock1, order_mock2], | ||
269 | [order_mock1, order_mock2], | ||
270 | |||
271 | [] | ||
272 | ] | ||
273 | |||
274 | order_mock1.get_status.side_effect = ["open", "closed"] | ||
275 | order_mock2.get_status.side_effect = ["open", "error_disappeared"] | ||
276 | |||
277 | order_mock1.trade = mock.Mock() | ||
278 | trade_mock = mock.Mock() | ||
279 | order_mock2.trade = trade_mock | ||
280 | |||
281 | trade_mock.tick_actions_recreate.return_value = "tick1" | ||
282 | |||
283 | m.follow_orders() | ||
284 | |||
285 | trade_mock.tick_actions_recreate.assert_called_once_with(2) | ||
286 | trade_mock.prepare_order.assert_called_once_with(compute_value="tick1") | ||
287 | m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY) | ||
288 | |||
289 | @mock.patch.object(market.BalanceStore, "fetch_balances") | ||
290 | def test_move_balance(self, fetch_balances): | ||
291 | for debug in [True, False]: | ||
292 | with self.subTest(debug=debug),\ | ||
293 | mock.patch("market.ReportStore"): | ||
294 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | ||
295 | |||
296 | value_from = portfolio.Amount("BTC", "1.0") | ||
297 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
298 | value_to = portfolio.Amount("BTC", "10.0") | ||
299 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | ||
300 | |||
301 | value_from = portfolio.Amount("BTC", "0.0") | ||
302 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | ||
303 | value_to = portfolio.Amount("BTC", "-3.0") | ||
304 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | ||
305 | |||
306 | value_from = portfolio.Amount("USDT", "0.0") | ||
307 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | ||
308 | value_to = portfolio.Amount("USDT", "-50.0") | ||
309 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | ||
310 | |||
311 | m.trades.all = [trade1, trade2, trade3] | ||
312 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | ||
313 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | ||
314 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | ||
315 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | ||
316 | |||
317 | m.move_balances() | ||
318 | |||
319 | fetch_balances.assert_called_with() | ||
320 | m.report.log_move_balances.assert_called_once() | ||
321 | |||
322 | if debug: | ||
323 | m.report.log_debug_action.assert_called() | ||
324 | self.assertEqual(3, m.report.log_debug_action.call_count) | ||
325 | else: | ||
326 | self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") | ||
327 | self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") | ||
328 | self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") | ||
329 | |||
330 | m.report.reset_mock() | ||
331 | fetch_balances.reset_mock() | ||
332 | with self.subTest(retry=True): | ||
333 | with mock.patch("market.ReportStore"): | ||
334 | m = market.Market(self.ccxt, self.market_args()) | ||
335 | |||
336 | value_from = portfolio.Amount("BTC", "0.0") | ||
337 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | ||
338 | value_to = portfolio.Amount("BTC", "-3.0") | ||
339 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | ||
340 | |||
341 | m.trades.all = [trade] | ||
342 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | ||
343 | m.balances.all = {"BTC": balance} | ||
344 | |||
345 | m.ccxt.transfer_balance.side_effect = [ | ||
346 | market.ccxt.RequestTimeout, | ||
347 | market.ccxt.InvalidNonce, | ||
348 | True | ||
349 | ] | ||
350 | m.move_balances() | ||
351 | self.ccxt.transfer_balance.assert_has_calls([ | ||
352 | mock.call("BTC", 3, "exchange", "margin"), | ||
353 | mock.call("BTC", 3, "exchange", "margin"), | ||
354 | mock.call("BTC", 3, "exchange", "margin") | ||
355 | ]) | ||
356 | self.assertEqual(3, fetch_balances.call_count) | ||
357 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | ||
358 | self.assertEqual(3, m.report.log_move_balances.call_count) | ||
359 | |||
360 | self.ccxt.transfer_balance.reset_mock() | ||
361 | m.report.reset_mock() | ||
362 | fetch_balances.reset_mock() | ||
363 | with self.subTest(retry=True, too_much=True): | ||
364 | with mock.patch("market.ReportStore"): | ||
365 | m = market.Market(self.ccxt, self.market_args()) | ||
366 | |||
367 | value_from = portfolio.Amount("BTC", "0.0") | ||
368 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | ||
369 | value_to = portfolio.Amount("BTC", "-3.0") | ||
370 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | ||
371 | |||
372 | m.trades.all = [trade] | ||
373 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | ||
374 | m.balances.all = {"BTC": balance} | ||
375 | |||
376 | m.ccxt.transfer_balance.side_effect = [ | ||
377 | market.ccxt.RequestTimeout, | ||
378 | market.ccxt.RequestTimeout, | ||
379 | market.ccxt.RequestTimeout, | ||
380 | market.ccxt.RequestTimeout, | ||
381 | market.ccxt.RequestTimeout, | ||
382 | ] | ||
383 | with self.assertRaises(market.ccxt.RequestTimeout): | ||
384 | m.move_balances() | ||
385 | |||
386 | self.ccxt.transfer_balance.reset_mock() | ||
387 | m.report.reset_mock() | ||
388 | fetch_balances.reset_mock() | ||
389 | with self.subTest(retry=True, partial_result=True): | ||
390 | with mock.patch("market.ReportStore"): | ||
391 | m = market.Market(self.ccxt, self.market_args()) | ||
392 | |||
393 | value_from = portfolio.Amount("BTC", "1.0") | ||
394 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
395 | value_to = portfolio.Amount("BTC", "10.0") | ||
396 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | ||
397 | |||
398 | value_from = portfolio.Amount("BTC", "0.0") | ||
399 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | ||
400 | value_to = portfolio.Amount("BTC", "-3.0") | ||
401 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | ||
402 | |||
403 | value_from = portfolio.Amount("USDT", "0.0") | ||
404 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | ||
405 | value_to = portfolio.Amount("USDT", "-50.0") | ||
406 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | ||
407 | |||
408 | m.trades.all = [trade1, trade2, trade3] | ||
409 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | ||
410 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | ||
411 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | ||
412 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | ||
413 | |||
414 | call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 } | ||
415 | def _transfer_balance(currency, amount, from_, to_): | ||
416 | call_counts[currency] += 1 | ||
417 | if currency == "BTC": | ||
418 | m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }) | ||
419 | if currency == "USDT": | ||
420 | if call_counts["USDT"] == 1: | ||
421 | raise market.ccxt.RequestTimeout | ||
422 | else: | ||
423 | m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }) | ||
424 | if currency == "ETC": | ||
425 | m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }) | ||
426 | |||
427 | |||
428 | m.ccxt.transfer_balance.side_effect = _transfer_balance | ||
429 | |||
430 | m.move_balances() | ||
431 | self.ccxt.transfer_balance.assert_has_calls([ | ||
432 | mock.call("BTC", 3, "exchange", "margin"), | ||
433 | mock.call('USDT', 100, 'exchange', 'margin'), | ||
434 | mock.call('USDT', 100, 'exchange', 'margin'), | ||
435 | mock.call("ETC", 5, "margin", "exchange") | ||
436 | ]) | ||
437 | self.assertEqual(2, fetch_balances.call_count) | ||
438 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | ||
439 | self.assertEqual(2, m.report.log_move_balances.call_count) | ||
440 | m.report.log_move_balances.asser_has_calls([ | ||
441 | mock.call( | ||
442 | { | ||
443 | 'BTC': portfolio.Amount("BTC", "3"), | ||
444 | 'USDT': portfolio.Amount("USDT", "150"), | ||
445 | 'ETC': portfolio.Amount("ETC", "10"), | ||
446 | }, | ||
447 | { | ||
448 | 'BTC': portfolio.Amount("BTC", "3"), | ||
449 | 'USDT': portfolio.Amount("USDT", "100"), | ||
450 | }), | ||
451 | mock.call( | ||
452 | { | ||
453 | 'BTC': portfolio.Amount("BTC", "3"), | ||
454 | 'USDT': portfolio.Amount("USDT", "150"), | ||
455 | 'ETC': portfolio.Amount("ETC", "10"), | ||
456 | }, | ||
457 | { | ||
458 | 'BTC': portfolio.Amount("BTC", "0"), | ||
459 | 'USDT': portfolio.Amount("USDT", "100"), | ||
460 | 'ETC': portfolio.Amount("ETC", "-5"), | ||
461 | }), | ||
462 | ]) | ||
463 | |||
464 | |||
465 | def test_store_file_report(self): | ||
466 | file_open = mock.mock_open() | ||
467 | m = market.Market(self.ccxt, | ||
468 | self.market_args(report_path="present"), user_id=1) | ||
469 | with self.subTest(file="present"),\ | ||
470 | mock.patch("market.open", file_open),\ | ||
471 | mock.patch.object(m, "report") as report,\ | ||
472 | mock.patch.object(market, "datetime") as time_mock: | ||
473 | |||
474 | report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]] | ||
475 | report.to_json.return_value = "json_content" | ||
476 | |||
477 | m.store_file_report(datetime.datetime(2018, 2, 25)) | ||
478 | |||
479 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") | ||
480 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w") | ||
481 | file_open().write.assert_any_call("json_content") | ||
482 | file_open().write.assert_any_call("Foo\nBar") | ||
483 | m.report.to_json.assert_called_once_with() | ||
484 | |||
485 | m = market.Market(self.ccxt, self.market_args(report_path="error"), user_id=1) | ||
486 | with self.subTest(file="error"),\ | ||
487 | mock.patch("market.open") as file_open,\ | ||
488 | mock.patch.object(m, "report") as report,\ | ||
489 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | ||
490 | file_open.side_effect = FileNotFoundError | ||
491 | |||
492 | m.store_file_report(datetime.datetime(2018, 2, 25)) | ||
493 | |||
494 | self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") | ||
495 | |||
496 | @mock.patch.object(market, "psycopg2") | ||
497 | def test_store_database_report(self, psycopg2): | ||
498 | connect_mock = mock.Mock() | ||
499 | cursor_mock = mock.MagicMock() | ||
500 | |||
501 | connect_mock.cursor.return_value = cursor_mock | ||
502 | psycopg2.connect.return_value = connect_mock | ||
503 | m = market.Market(self.ccxt, self.market_args(), | ||
504 | pg_config={"config": "pg_config"}, user_id=1) | ||
505 | cursor_mock.fetchone.return_value = [42] | ||
506 | |||
507 | with self.subTest(error=False),\ | ||
508 | mock.patch.object(m, "report") as report: | ||
509 | report.to_json_array.return_value = [ | ||
510 | ("date1", "type1", "payload1"), | ||
511 | ("date2", "type2", "payload2"), | ||
512 | ] | ||
513 | m.store_database_report(datetime.datetime(2018, 3, 24)) | ||
514 | connect_mock.assert_has_calls([ | ||
515 | mock.call.cursor(), | ||
516 | mock.call.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime.datetime(2018, 3, 24), None, False)), | ||
517 | mock.call.cursor().fetchone(), | ||
518 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')), | ||
519 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')), | ||
520 | mock.call.commit(), | ||
521 | mock.call.cursor().close(), | ||
522 | mock.call.close() | ||
523 | ]) | ||
524 | |||
525 | connect_mock.reset_mock() | ||
526 | with self.subTest(error=True),\ | ||
527 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | ||
528 | psycopg2.connect.side_effect = Exception("Bouh") | ||
529 | m.store_database_report(datetime.datetime(2018, 3, 24)) | ||
530 | self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n") | ||
531 | |||
532 | def test_store_report(self): | ||
533 | m = market.Market(self.ccxt, self.market_args(report_db=False), user_id=1) | ||
534 | with self.subTest(file=None, pg_config=None),\ | ||
535 | mock.patch.object(m, "report") as report,\ | ||
536 | mock.patch.object(m, "store_database_report") as db_report,\ | ||
537 | mock.patch.object(m, "store_file_report") as file_report: | ||
538 | m.store_report() | ||
539 | report.merge.assert_called_with(store.Portfolio.report) | ||
540 | |||
541 | file_report.assert_not_called() | ||
542 | db_report.assert_not_called() | ||
543 | |||
544 | report.reset_mock() | ||
545 | m = market.Market(self.ccxt, self.market_args(report_db=False, report_path="present"), user_id=1) | ||
546 | with self.subTest(file="present", pg_config=None),\ | ||
547 | mock.patch.object(m, "report") as report,\ | ||
548 | mock.patch.object(m, "store_file_report") as file_report,\ | ||
549 | mock.patch.object(m, "store_database_report") as db_report,\ | ||
550 | mock.patch.object(market.datetime, "datetime") as time_mock: | ||
551 | |||
552 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | ||
553 | |||
554 | m.store_report() | ||
555 | |||
556 | report.merge.assert_called_with(store.Portfolio.report) | ||
557 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | ||
558 | db_report.assert_not_called() | ||
559 | |||
560 | report.reset_mock() | ||
561 | m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), user_id=1) | ||
562 | with self.subTest(file="present", pg_config=None, report_db=True),\ | ||
563 | mock.patch.object(m, "report") as report,\ | ||
564 | mock.patch.object(m, "store_file_report") as file_report,\ | ||
565 | mock.patch.object(m, "store_database_report") as db_report,\ | ||
566 | mock.patch.object(market.datetime, "datetime") as time_mock: | ||
567 | |||
568 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | ||
569 | |||
570 | m.store_report() | ||
571 | |||
572 | report.merge.assert_called_with(store.Portfolio.report) | ||
573 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | ||
574 | db_report.assert_not_called() | ||
575 | |||
576 | report.reset_mock() | ||
577 | m = market.Market(self.ccxt, self.market_args(report_db=True), pg_config="present", user_id=1) | ||
578 | with self.subTest(file=None, pg_config="present"),\ | ||
579 | mock.patch.object(m, "report") as report,\ | ||
580 | mock.patch.object(m, "store_file_report") as file_report,\ | ||
581 | mock.patch.object(m, "store_database_report") as db_report,\ | ||
582 | mock.patch.object(market.datetime, "datetime") as time_mock: | ||
583 | |||
584 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | ||
585 | |||
586 | m.store_report() | ||
587 | |||
588 | report.merge.assert_called_with(store.Portfolio.report) | ||
589 | file_report.assert_not_called() | ||
590 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | ||
591 | |||
592 | report.reset_mock() | ||
593 | m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), | ||
594 | pg_config="pg_config", user_id=1) | ||
595 | with self.subTest(file="present", pg_config="present"),\ | ||
596 | mock.patch.object(m, "report") as report,\ | ||
597 | mock.patch.object(m, "store_file_report") as file_report,\ | ||
598 | mock.patch.object(m, "store_database_report") as db_report,\ | ||
599 | mock.patch.object(market.datetime, "datetime") as time_mock: | ||
600 | |||
601 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | ||
602 | |||
603 | m.store_report() | ||
604 | |||
605 | report.merge.assert_called_with(store.Portfolio.report) | ||
606 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | ||
607 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | ||
608 | |||
609 | def test_print_orders(self): | ||
610 | m = market.Market(self.ccxt, self.market_args()) | ||
611 | with mock.patch.object(m.report, "log_stage") as log_stage,\ | ||
612 | mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ | ||
613 | mock.patch.object(m, "prepare_trades") as prepare_trades,\ | ||
614 | mock.patch.object(m.trades, "prepare_orders") as prepare_orders: | ||
615 | m.print_orders() | ||
616 | |||
617 | log_stage.assert_called_with("print_orders") | ||
618 | fetch_balances.assert_called_with(tag="print_orders") | ||
619 | prepare_trades.assert_called_with(base_currency="BTC", | ||
620 | compute_value="average") | ||
621 | prepare_orders.assert_called_with(compute_value="average") | ||
622 | |||
623 | def test_print_balances(self): | ||
624 | m = market.Market(self.ccxt, self.market_args()) | ||
625 | |||
626 | with mock.patch.object(m.balances, "in_currency") as in_currency,\ | ||
627 | mock.patch.object(m.report, "log_stage") as log_stage,\ | ||
628 | mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ | ||
629 | mock.patch.object(m.report, "print_log") as print_log: | ||
630 | |||
631 | in_currency.return_value = { | ||
632 | "BTC": portfolio.Amount("BTC", "0.65"), | ||
633 | "ETH": portfolio.Amount("BTC", "0.3"), | ||
634 | } | ||
635 | |||
636 | m.print_balances() | ||
637 | |||
638 | log_stage.assert_called_once_with("print_balances") | ||
639 | fetch_balances.assert_called_with() | ||
640 | print_log.assert_has_calls([ | ||
641 | mock.call("total:"), | ||
642 | mock.call(portfolio.Amount("BTC", "0.95")), | ||
643 | ]) | ||
644 | |||
645 | @mock.patch("market.Processor.process") | ||
646 | @mock.patch("market.ReportStore.log_error") | ||
647 | @mock.patch("market.Market.store_report") | ||
648 | def test_process(self, store_report, log_error, process): | ||
649 | m = market.Market(self.ccxt, self.market_args()) | ||
650 | with self.subTest(before=False, after=False): | ||
651 | m.process(None) | ||
652 | |||
653 | process.assert_not_called() | ||
654 | store_report.assert_called_once() | ||
655 | log_error.assert_not_called() | ||
656 | |||
657 | process.reset_mock() | ||
658 | log_error.reset_mock() | ||
659 | store_report.reset_mock() | ||
660 | with self.subTest(before=True, after=False): | ||
661 | m.process(None, before=True) | ||
662 | |||
663 | process.assert_called_once_with("sell_all", steps="before") | ||
664 | store_report.assert_called_once() | ||
665 | log_error.assert_not_called() | ||
666 | |||
667 | process.reset_mock() | ||
668 | log_error.reset_mock() | ||
669 | store_report.reset_mock() | ||
670 | with self.subTest(before=False, after=True): | ||
671 | m.process(None, after=True) | ||
672 | |||
673 | process.assert_called_once_with("sell_all", steps="after") | ||
674 | store_report.assert_called_once() | ||
675 | log_error.assert_not_called() | ||
676 | |||
677 | process.reset_mock() | ||
678 | log_error.reset_mock() | ||
679 | store_report.reset_mock() | ||
680 | with self.subTest(before=True, after=True): | ||
681 | m.process(None, before=True, after=True) | ||
682 | |||
683 | process.assert_has_calls([ | ||
684 | mock.call("sell_all", steps="before"), | ||
685 | mock.call("sell_all", steps="after"), | ||
686 | ]) | ||
687 | store_report.assert_called_once() | ||
688 | log_error.assert_not_called() | ||
689 | |||
690 | process.reset_mock() | ||
691 | log_error.reset_mock() | ||
692 | store_report.reset_mock() | ||
693 | with self.subTest(action="print_balances"),\ | ||
694 | mock.patch.object(m, "print_balances") as print_balances: | ||
695 | m.process(["print_balances"]) | ||
696 | |||
697 | process.assert_not_called() | ||
698 | log_error.assert_not_called() | ||
699 | store_report.assert_called_once() | ||
700 | print_balances.assert_called_once_with() | ||
701 | |||
702 | log_error.reset_mock() | ||
703 | store_report.reset_mock() | ||
704 | with self.subTest(action="print_orders"),\ | ||
705 | mock.patch.object(m, "print_orders") as print_orders,\ | ||
706 | mock.patch.object(m, "print_balances") as print_balances: | ||
707 | m.process(["print_orders", "print_balances"]) | ||
708 | |||
709 | process.assert_not_called() | ||
710 | log_error.assert_not_called() | ||
711 | store_report.assert_called_once() | ||
712 | print_orders.assert_called_once_with() | ||
713 | print_balances.assert_called_once_with() | ||
714 | |||
715 | log_error.reset_mock() | ||
716 | store_report.reset_mock() | ||
717 | with self.subTest(action="unknown"): | ||
718 | m.process(["unknown"]) | ||
719 | log_error.assert_called_once_with("market_process", message="Unknown action unknown") | ||
720 | store_report.assert_called_once() | ||
721 | |||
722 | log_error.reset_mock() | ||
723 | store_report.reset_mock() | ||
724 | with self.subTest(unhandled_exception=True): | ||
725 | process.side_effect = Exception("bouh") | ||
726 | |||
727 | m.process(None, before=True) | ||
728 | log_error.assert_called_with("market_process", exception=mock.ANY) | ||
729 | store_report.assert_called_once() | ||
730 | |||
731 | |||
732 | class ProcessorTest(WebMockTestCase): | ||
733 | def test_values(self): | ||
734 | processor = market.Processor(self.m) | ||
735 | |||
736 | self.assertEqual(self.m, processor.market) | ||
737 | |||
738 | def test_run_action(self): | ||
739 | processor = market.Processor(self.m) | ||
740 | |||
741 | with mock.patch.object(processor, "parse_args") as parse_args: | ||
742 | method_mock = mock.Mock() | ||
743 | parse_args.return_value = [method_mock, { "foo": "bar" }] | ||
744 | |||
745 | processor.run_action("foo", "bar", "baz") | ||
746 | |||
747 | parse_args.assert_called_with("foo", "bar", "baz") | ||
748 | |||
749 | method_mock.assert_called_with(foo="bar") | ||
750 | |||
751 | processor.run_action("wait_for_recent", "bar", "baz") | ||
752 | |||
753 | method_mock.assert_called_with(foo="bar") | ||
754 | |||
755 | def test_select_step(self): | ||
756 | processor = market.Processor(self.m) | ||
757 | |||
758 | scenario = processor.scenarios["sell_all"] | ||
759 | |||
760 | self.assertEqual(scenario, processor.select_steps(scenario, "all")) | ||
761 | self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) | ||
762 | self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) | ||
763 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) | ||
764 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) | ||
765 | |||
766 | with self.assertRaises(TypeError): | ||
767 | processor.select_steps(scenario, ["wait"]) | ||
768 | |||
769 | @mock.patch("market.Processor.process_step") | ||
770 | def test_process(self, process_step): | ||
771 | processor = market.Processor(self.m) | ||
772 | |||
773 | processor.process("sell_all", foo="bar") | ||
774 | self.assertEqual(3, process_step.call_count) | ||
775 | |||
776 | steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) | ||
777 | scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) | ||
778 | kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) | ||
779 | self.assertEqual(["all_sell", "wait", "all_buy"], steps) | ||
780 | self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) | ||
781 | self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) | ||
782 | |||
783 | process_step.reset_mock() | ||
784 | |||
785 | processor.process("sell_needed", steps=["before", "after"]) | ||
786 | self.assertEqual(3, process_step.call_count) | ||
787 | |||
788 | def test_method_arguments(self): | ||
789 | ccxt = mock.Mock(spec=market.ccxt.poloniexE) | ||
790 | m = market.Market(ccxt, self.market_args()) | ||
791 | |||
792 | processor = market.Processor(m) | ||
793 | |||
794 | method, arguments = processor.method_arguments("wait_for_recent") | ||
795 | self.assertEqual(market.Portfolio.wait_for_recent, method) | ||
796 | self.assertEqual(["delta", "poll"], arguments) | ||
797 | |||
798 | method, arguments = processor.method_arguments("prepare_trades") | ||
799 | self.assertEqual(m.prepare_trades, method) | ||
800 | self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) | ||
801 | |||
802 | method, arguments = processor.method_arguments("prepare_orders") | ||
803 | self.assertEqual(m.trades.prepare_orders, method) | ||
804 | |||
805 | method, arguments = processor.method_arguments("move_balances") | ||
806 | self.assertEqual(m.move_balances, method) | ||
807 | |||
808 | method, arguments = processor.method_arguments("run_orders") | ||
809 | self.assertEqual(m.trades.run_orders, method) | ||
810 | |||
811 | method, arguments = processor.method_arguments("follow_orders") | ||
812 | self.assertEqual(m.follow_orders, method) | ||
813 | |||
814 | method, arguments = processor.method_arguments("close_trades") | ||
815 | self.assertEqual(m.trades.close_trades, method) | ||
816 | |||
817 | def test_process_step(self): | ||
818 | processor = market.Processor(self.m) | ||
819 | |||
820 | with mock.patch.object(processor, "run_action") as run_action: | ||
821 | step = processor.scenarios["sell_needed"][1] | ||
822 | |||
823 | processor.process_step("foo", step, {"foo":"bar"}) | ||
824 | |||
825 | self.m.report.log_stage.assert_has_calls([ | ||
826 | mock.call("process_foo__1_sell_begin"), | ||
827 | mock.call("process_foo__1_sell_end"), | ||
828 | ]) | ||
829 | self.m.balances.fetch_balances.assert_has_calls([ | ||
830 | mock.call(tag="process_foo__1_sell_begin"), | ||
831 | mock.call(tag="process_foo__1_sell_end"), | ||
832 | ]) | ||
833 | |||
834 | self.assertEqual(5, run_action.call_count) | ||
835 | |||
836 | run_action.assert_has_calls([ | ||
837 | mock.call('prepare_trades', {}, {'foo': 'bar'}), | ||
838 | mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), | ||
839 | mock.call('run_orders', {}, {'foo': 'bar'}), | ||
840 | mock.call('follow_orders', {}, {'foo': 'bar'}), | ||
841 | mock.call('close_trades', {}, {'foo': 'bar'}), | ||
842 | ]) | ||
843 | |||
844 | self.m.reset_mock() | ||
845 | with mock.patch.object(processor, "run_action") as run_action: | ||
846 | step = processor.scenarios["sell_needed"][0] | ||
847 | |||
848 | processor.process_step("foo", step, {"foo":"bar"}) | ||
849 | self.m.balances.fetch_balances.assert_not_called() | ||
850 | |||
851 | def test_parse_args(self): | ||
852 | processor = market.Processor(self.m) | ||
853 | |||
854 | with mock.patch.object(processor, "method_arguments") as method_arguments: | ||
855 | method_mock = mock.Mock() | ||
856 | method_arguments.return_value = [ | ||
857 | method_mock, | ||
858 | ["foo2", "foo"] | ||
859 | ] | ||
860 | method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) | ||
861 | |||
862 | self.assertEqual(method_mock, method) | ||
863 | self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) | ||
864 | |||
865 | with mock.patch.object(processor, "method_arguments") as method_arguments: | ||
866 | method_mock = mock.Mock() | ||
867 | method_arguments.return_value = [ | ||
868 | method_mock, | ||
869 | ["repartition"] | ||
870 | ] | ||
871 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) | ||
872 | |||
873 | self.assertEqual(1, len(args["repartition"])) | ||
874 | self.assertIn("BTC", args["repartition"]) | ||
875 | |||
876 | with mock.patch.object(processor, "method_arguments") as method_arguments: | ||
877 | method_mock = mock.Mock() | ||
878 | method_arguments.return_value = [ | ||
879 | method_mock, | ||
880 | ["repartition", "base_currency"] | ||
881 | ] | ||
882 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) | ||
883 | |||
884 | self.assertEqual(1, len(args["repartition"])) | ||
885 | self.assertIn("USDT", args["repartition"]) | ||
886 | |||
887 | with mock.patch.object(processor, "method_arguments") as method_arguments: | ||
888 | method_mock = mock.Mock() | ||
889 | method_arguments.return_value = [ | ||
890 | method_mock, | ||
891 | ["repartition", "base_currency"] | ||
892 | ] | ||
893 | method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) | ||
894 | |||
895 | self.assertEqual(1, len(args["repartition"])) | ||
896 | self.assertIn("ETH", args["repartition"]) | ||
897 | |||
898 | |||
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 | |||
diff --git a/tests/test_store.py b/tests/test_store.py new file mode 100644 index 0000000..408c0e8 --- /dev/null +++ b/tests/test_store.py | |||
@@ -0,0 +1,1268 @@ | |||
1 | from .helper import * | ||
2 | import requests | ||
3 | import datetime | ||
4 | import threading | ||
5 | import market, portfolio, store | ||
6 | |||
7 | class NoopLockTest(unittest.TestCase): | ||
8 | def test_with(self): | ||
9 | noop_lock = store.NoopLock() | ||
10 | with noop_lock: | ||
11 | self.assertTrue(True) | ||
12 | |||
13 | class LockedVarTest(unittest.TestCase): | ||
14 | |||
15 | def test_values(self): | ||
16 | locked_var = store.LockedVar("Foo") | ||
17 | self.assertIsInstance(locked_var.lock, store.NoopLock) | ||
18 | self.assertEqual("Foo", locked_var.val) | ||
19 | |||
20 | def test_get(self): | ||
21 | with self.subTest(desc="Normal case"): | ||
22 | locked_var = store.LockedVar("Foo") | ||
23 | self.assertEqual("Foo", locked_var.get()) | ||
24 | with self.subTest(desc="Dict"): | ||
25 | locked_var = store.LockedVar({"foo": "bar"}) | ||
26 | self.assertEqual({"foo": "bar"}, locked_var.get()) | ||
27 | self.assertEqual("bar", locked_var.get("foo")) | ||
28 | self.assertIsNone(locked_var.get("other")) | ||
29 | |||
30 | def test_set(self): | ||
31 | locked_var = store.LockedVar("Foo") | ||
32 | locked_var.set("Bar") | ||
33 | self.assertEqual("Bar", locked_var.get()) | ||
34 | |||
35 | def test__getattr(self): | ||
36 | dummy = type('Dummy', (object,), {})() | ||
37 | dummy.attribute = "Hey" | ||
38 | |||
39 | locked_var = store.LockedVar(dummy) | ||
40 | self.assertEqual("Hey", locked_var.attribute) | ||
41 | with self.assertRaises(AttributeError): | ||
42 | locked_var.other | ||
43 | |||
44 | def test_start_lock(self): | ||
45 | locked_var = store.LockedVar("Foo") | ||
46 | locked_var.start_lock() | ||
47 | self.assertEqual("lock", locked_var.lock.__class__.__name__) | ||
48 | |||
49 | thread1 = threading.Thread(target=locked_var.set, args=["Bar1"]) | ||
50 | thread2 = threading.Thread(target=locked_var.set, args=["Bar2"]) | ||
51 | thread3 = threading.Thread(target=locked_var.set, args=["Bar3"]) | ||
52 | |||
53 | with locked_var.lock: | ||
54 | thread1.start() | ||
55 | thread2.start() | ||
56 | thread3.start() | ||
57 | |||
58 | self.assertEqual("Foo", locked_var.val) | ||
59 | thread1.join() | ||
60 | thread2.join() | ||
61 | thread3.join() | ||
62 | self.assertEqual("Bar", locked_var.get()[0:3]) | ||
63 | |||
64 | class TradeStoreTest(WebMockTestCase): | ||
65 | def test_compute_trades(self): | ||
66 | self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | ||
67 | |||
68 | values_in_base = { | ||
69 | "XMR": portfolio.Amount("BTC", D("0.9")), | ||
70 | "DASH": portfolio.Amount("BTC", D("0.4")), | ||
71 | "XVG": portfolio.Amount("BTC", D("-0.5")), | ||
72 | "BTC": portfolio.Amount("BTC", D("0.5")), | ||
73 | } | ||
74 | new_repartition = { | ||
75 | "DASH": portfolio.Amount("BTC", D("0.5")), | ||
76 | "XVG": portfolio.Amount("BTC", D("0.1")), | ||
77 | "BTC": portfolio.Amount("BTC", D("0.4")), | ||
78 | "ETH": portfolio.Amount("BTC", D("0.3")), | ||
79 | } | ||
80 | side_effect = [ | ||
81 | (True, 1), | ||
82 | (False, 2), | ||
83 | (False, 3), | ||
84 | (True, 4), | ||
85 | (True, 5) | ||
86 | ] | ||
87 | |||
88 | with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: | ||
89 | trade_store = market.TradeStore(self.m) | ||
90 | trade_if_matching.side_effect = side_effect | ||
91 | |||
92 | trade_store.compute_trades(values_in_base, | ||
93 | new_repartition, only="only") | ||
94 | |||
95 | self.assertEqual(5, trade_if_matching.call_count) | ||
96 | self.assertEqual(3, len(trade_store.all)) | ||
97 | self.assertEqual([1, 4, 5], trade_store.all) | ||
98 | self.m.report.log_trades.assert_called_with(side_effect, "only") | ||
99 | |||
100 | def test_trade_if_matching(self): | ||
101 | |||
102 | with self.subTest(only="nope"): | ||
103 | trade_store = market.TradeStore(self.m) | ||
104 | result = trade_store.trade_if_matching( | ||
105 | portfolio.Amount("BTC", D("0")), | ||
106 | portfolio.Amount("BTC", D("0.3")), | ||
107 | "ETH", only="nope") | ||
108 | self.assertEqual(False, result[0]) | ||
109 | self.assertIsInstance(result[1], portfolio.Trade) | ||
110 | |||
111 | with self.subTest(only=None): | ||
112 | trade_store = market.TradeStore(self.m) | ||
113 | result = trade_store.trade_if_matching( | ||
114 | portfolio.Amount("BTC", D("0")), | ||
115 | portfolio.Amount("BTC", D("0.3")), | ||
116 | "ETH", only=None) | ||
117 | self.assertEqual(True, result[0]) | ||
118 | |||
119 | with self.subTest(only="acquire"): | ||
120 | trade_store = market.TradeStore(self.m) | ||
121 | result = trade_store.trade_if_matching( | ||
122 | portfolio.Amount("BTC", D("0")), | ||
123 | portfolio.Amount("BTC", D("0.3")), | ||
124 | "ETH", only="acquire") | ||
125 | self.assertEqual(True, result[0]) | ||
126 | |||
127 | with self.subTest(only="dispose"): | ||
128 | trade_store = market.TradeStore(self.m) | ||
129 | result = trade_store.trade_if_matching( | ||
130 | portfolio.Amount("BTC", D("0")), | ||
131 | portfolio.Amount("BTC", D("0.3")), | ||
132 | "ETH", only="dispose") | ||
133 | self.assertEqual(False, result[0]) | ||
134 | |||
135 | def test_prepare_orders(self): | ||
136 | trade_store = market.TradeStore(self.m) | ||
137 | |||
138 | trade_mock1 = mock.Mock() | ||
139 | trade_mock2 = mock.Mock() | ||
140 | trade_mock3 = mock.Mock() | ||
141 | |||
142 | trade_mock1.prepare_order.return_value = 1 | ||
143 | trade_mock2.prepare_order.return_value = 2 | ||
144 | trade_mock3.prepare_order.return_value = 3 | ||
145 | |||
146 | trade_mock1.pending = True | ||
147 | trade_mock2.pending = True | ||
148 | trade_mock3.pending = False | ||
149 | |||
150 | trade_store.all.append(trade_mock1) | ||
151 | trade_store.all.append(trade_mock2) | ||
152 | trade_store.all.append(trade_mock3) | ||
153 | |||
154 | trade_store.prepare_orders() | ||
155 | trade_mock1.prepare_order.assert_called_with(compute_value="default") | ||
156 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | ||
157 | trade_mock3.prepare_order.assert_not_called() | ||
158 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") | ||
159 | |||
160 | self.m.report.log_orders.reset_mock() | ||
161 | |||
162 | trade_store.prepare_orders(compute_value="bla") | ||
163 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") | ||
164 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | ||
165 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") | ||
166 | |||
167 | trade_mock1.prepare_order.reset_mock() | ||
168 | trade_mock2.prepare_order.reset_mock() | ||
169 | self.m.report.log_orders.reset_mock() | ||
170 | |||
171 | trade_mock1.action = "foo" | ||
172 | trade_mock2.action = "bar" | ||
173 | trade_store.prepare_orders(only="bar") | ||
174 | trade_mock1.prepare_order.assert_not_called() | ||
175 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | ||
176 | self.m.report.log_orders.assert_called_once_with([2], "bar", "default") | ||
177 | |||
178 | def test_print_all_with_order(self): | ||
179 | trade_mock1 = mock.Mock() | ||
180 | trade_mock2 = mock.Mock() | ||
181 | trade_mock3 = mock.Mock() | ||
182 | trade_store = market.TradeStore(self.m) | ||
183 | trade_store.all = [trade_mock1, trade_mock2, trade_mock3] | ||
184 | |||
185 | trade_store.print_all_with_order() | ||
186 | |||
187 | trade_mock1.print_with_order.assert_called() | ||
188 | trade_mock2.print_with_order.assert_called() | ||
189 | trade_mock3.print_with_order.assert_called() | ||
190 | |||
191 | def test_run_orders(self): | ||
192 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | ||
193 | order_mock1 = mock.Mock() | ||
194 | order_mock2 = mock.Mock() | ||
195 | order_mock3 = mock.Mock() | ||
196 | trade_store = market.TradeStore(self.m) | ||
197 | |||
198 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | ||
199 | |||
200 | trade_store.run_orders() | ||
201 | |||
202 | all_orders.assert_called_with(state="pending") | ||
203 | |||
204 | order_mock1.run.assert_called() | ||
205 | order_mock2.run.assert_called() | ||
206 | order_mock3.run.assert_called() | ||
207 | |||
208 | self.m.report.log_stage.assert_called_with("run_orders") | ||
209 | self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, | ||
210 | order_mock3]) | ||
211 | |||
212 | def test_all_orders(self): | ||
213 | trade_mock1 = mock.Mock() | ||
214 | trade_mock2 = mock.Mock() | ||
215 | |||
216 | order_mock1 = mock.Mock() | ||
217 | order_mock2 = mock.Mock() | ||
218 | order_mock3 = mock.Mock() | ||
219 | |||
220 | trade_mock1.orders = [order_mock1, order_mock2] | ||
221 | trade_mock2.orders = [order_mock3] | ||
222 | |||
223 | order_mock1.status = "pending" | ||
224 | order_mock2.status = "open" | ||
225 | order_mock3.status = "open" | ||
226 | |||
227 | trade_store = market.TradeStore(self.m) | ||
228 | trade_store.all.append(trade_mock1) | ||
229 | trade_store.all.append(trade_mock2) | ||
230 | |||
231 | orders = trade_store.all_orders() | ||
232 | self.assertEqual(3, len(orders)) | ||
233 | |||
234 | open_orders = trade_store.all_orders(state="open") | ||
235 | self.assertEqual(2, len(open_orders)) | ||
236 | self.assertEqual([order_mock2, order_mock3], open_orders) | ||
237 | |||
238 | def test_update_all_orders_status(self): | ||
239 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | ||
240 | order_mock1 = mock.Mock() | ||
241 | order_mock2 = mock.Mock() | ||
242 | order_mock3 = mock.Mock() | ||
243 | |||
244 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | ||
245 | |||
246 | trade_store = market.TradeStore(self.m) | ||
247 | |||
248 | trade_store.update_all_orders_status() | ||
249 | all_orders.assert_called_with(state="open") | ||
250 | |||
251 | order_mock1.get_status.assert_called() | ||
252 | order_mock2.get_status.assert_called() | ||
253 | order_mock3.get_status.assert_called() | ||
254 | |||
255 | def test_close_trades(self): | ||
256 | trade_mock1 = mock.Mock() | ||
257 | trade_mock2 = mock.Mock() | ||
258 | trade_mock3 = mock.Mock() | ||
259 | |||
260 | trade_store = market.TradeStore(self.m) | ||
261 | |||
262 | trade_store.all.append(trade_mock1) | ||
263 | trade_store.all.append(trade_mock2) | ||
264 | trade_store.all.append(trade_mock3) | ||
265 | |||
266 | trade_store.close_trades() | ||
267 | |||
268 | trade_mock1.close.assert_called_once_with() | ||
269 | trade_mock2.close.assert_called_once_with() | ||
270 | trade_mock3.close.assert_called_once_with() | ||
271 | |||
272 | def test_pending(self): | ||
273 | trade_mock1 = mock.Mock() | ||
274 | trade_mock1.pending = True | ||
275 | trade_mock2 = mock.Mock() | ||
276 | trade_mock2.pending = True | ||
277 | trade_mock3 = mock.Mock() | ||
278 | trade_mock3.pending = False | ||
279 | |||
280 | trade_store = market.TradeStore(self.m) | ||
281 | |||
282 | trade_store.all.append(trade_mock1) | ||
283 | trade_store.all.append(trade_mock2) | ||
284 | trade_store.all.append(trade_mock3) | ||
285 | |||
286 | self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) | ||
287 | |||
288 | class BalanceStoreTest(WebMockTestCase): | ||
289 | def setUp(self): | ||
290 | super().setUp() | ||
291 | |||
292 | self.fetch_balance = { | ||
293 | "ETC": { | ||
294 | "exchange_free": 0, | ||
295 | "exchange_used": 0, | ||
296 | "exchange_total": 0, | ||
297 | "margin_total": 0, | ||
298 | }, | ||
299 | "USDT": { | ||
300 | "exchange_free": D("6.0"), | ||
301 | "exchange_used": D("1.2"), | ||
302 | "exchange_total": D("7.2"), | ||
303 | "margin_total": 0, | ||
304 | }, | ||
305 | "XVG": { | ||
306 | "exchange_free": 16, | ||
307 | "exchange_used": 0, | ||
308 | "exchange_total": 16, | ||
309 | "margin_total": 0, | ||
310 | }, | ||
311 | "XMR": { | ||
312 | "exchange_free": 0, | ||
313 | "exchange_used": 0, | ||
314 | "exchange_total": 0, | ||
315 | "margin_total": D("-1.0"), | ||
316 | "margin_free": 0, | ||
317 | }, | ||
318 | } | ||
319 | |||
320 | def test_in_currency(self): | ||
321 | self.m.get_ticker.return_value = { | ||
322 | "bid": D("0.09"), | ||
323 | "ask": D("0.11"), | ||
324 | "average": D("0.1"), | ||
325 | } | ||
326 | |||
327 | balance_store = market.BalanceStore(self.m) | ||
328 | balance_store.all = { | ||
329 | "BTC": portfolio.Balance("BTC", { | ||
330 | "total": "0.65", | ||
331 | "exchange_total":"0.65", | ||
332 | "exchange_free": "0.35", | ||
333 | "exchange_used": "0.30"}), | ||
334 | "ETH": portfolio.Balance("ETH", { | ||
335 | "total": 3, | ||
336 | "exchange_total": 3, | ||
337 | "exchange_free": 3, | ||
338 | "exchange_used": 0}), | ||
339 | } | ||
340 | |||
341 | amounts = balance_store.in_currency("BTC") | ||
342 | self.assertEqual("BTC", amounts["ETH"].currency) | ||
343 | self.assertEqual(D("0.65"), amounts["BTC"].value) | ||
344 | self.assertEqual(D("0.30"), amounts["ETH"].value) | ||
345 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | ||
346 | "average", "total") | ||
347 | self.m.report.log_tickers.reset_mock() | ||
348 | |||
349 | amounts = balance_store.in_currency("BTC", compute_value="bid") | ||
350 | self.assertEqual(D("0.65"), amounts["BTC"].value) | ||
351 | self.assertEqual(D("0.27"), amounts["ETH"].value) | ||
352 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | ||
353 | "bid", "total") | ||
354 | self.m.report.log_tickers.reset_mock() | ||
355 | |||
356 | amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") | ||
357 | self.assertEqual(D("0.30"), amounts["BTC"].value) | ||
358 | self.assertEqual(0, amounts["ETH"].value) | ||
359 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | ||
360 | "bid", "exchange_used") | ||
361 | self.m.report.log_tickers.reset_mock() | ||
362 | |||
363 | def test_fetch_balances(self): | ||
364 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | ||
365 | |||
366 | balance_store = market.BalanceStore(self.m) | ||
367 | |||
368 | balance_store.fetch_balances() | ||
369 | self.assertNotIn("ETC", balance_store.currencies()) | ||
370 | self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) | ||
371 | |||
372 | balance_store.all["ETC"] = portfolio.Balance("ETC", { | ||
373 | "exchange_total": "1", "exchange_free": "0", | ||
374 | "exchange_used": "1" }) | ||
375 | balance_store.fetch_balances(tag="foo") | ||
376 | self.assertEqual(0, balance_store.all["ETC"].total) | ||
377 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) | ||
378 | self.m.report.log_balances.assert_called_with(tag="foo") | ||
379 | |||
380 | @mock.patch.object(market.Portfolio, "repartition") | ||
381 | def test_dispatch_assets(self, repartition): | ||
382 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | ||
383 | |||
384 | balance_store = market.BalanceStore(self.m) | ||
385 | balance_store.fetch_balances() | ||
386 | |||
387 | self.assertNotIn("XEM", balance_store.currencies()) | ||
388 | |||
389 | repartition_hash = { | ||
390 | "XEM": (D("0.75"), "long"), | ||
391 | "BTC": (D("0.26"), "long"), | ||
392 | "DASH": (D("0.10"), "short"), | ||
393 | } | ||
394 | repartition.return_value = repartition_hash | ||
395 | |||
396 | amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) | ||
397 | repartition.assert_called_with(liquidity="medium") | ||
398 | self.assertIn("XEM", balance_store.currencies()) | ||
399 | self.assertEqual(D("2.6"), amounts["BTC"].value) | ||
400 | self.assertEqual(D("7.5"), amounts["XEM"].value) | ||
401 | self.assertEqual(D("-1.0"), amounts["DASH"].value) | ||
402 | self.m.report.log_balances.assert_called_with(tag=None) | ||
403 | self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", | ||
404 | "11.1"), amounts, "medium", repartition_hash) | ||
405 | |||
406 | def test_currencies(self): | ||
407 | balance_store = market.BalanceStore(self.m) | ||
408 | |||
409 | balance_store.all = { | ||
410 | "BTC": portfolio.Balance("BTC", { | ||
411 | "total": "0.65", | ||
412 | "exchange_total":"0.65", | ||
413 | "exchange_free": "0.35", | ||
414 | "exchange_used": "0.30"}), | ||
415 | "ETH": portfolio.Balance("ETH", { | ||
416 | "total": 3, | ||
417 | "exchange_total": 3, | ||
418 | "exchange_free": 3, | ||
419 | "exchange_used": 0}), | ||
420 | } | ||
421 | self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) | ||
422 | |||
423 | def test_as_json(self): | ||
424 | balance_mock1 = mock.Mock() | ||
425 | balance_mock1.as_json.return_value = 1 | ||
426 | |||
427 | balance_mock2 = mock.Mock() | ||
428 | balance_mock2.as_json.return_value = 2 | ||
429 | |||
430 | balance_store = market.BalanceStore(self.m) | ||
431 | balance_store.all = { | ||
432 | "BTC": balance_mock1, | ||
433 | "ETH": balance_mock2, | ||
434 | } | ||
435 | |||
436 | as_json = balance_store.as_json() | ||
437 | self.assertEqual(1, as_json["BTC"]) | ||
438 | self.assertEqual(2, as_json["ETH"]) | ||
439 | |||
440 | class ReportStoreTest(WebMockTestCase): | ||
441 | def test_add_log(self): | ||
442 | with self.subTest(market=self.m): | ||
443 | self.m.user_id = 1 | ||
444 | self.m.market_id = 3 | ||
445 | report_store = market.ReportStore(self.m) | ||
446 | result = report_store.add_log({"foo": "bar"}) | ||
447 | |||
448 | self.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": 1, "market_id": 3}, result) | ||
449 | self.assertEqual(result, report_store.logs[0]) | ||
450 | |||
451 | with self.subTest(market=None): | ||
452 | report_store = market.ReportStore(None) | ||
453 | result = report_store.add_log({"foo": "bar"}) | ||
454 | |||
455 | self.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": None, "market_id": None}, result) | ||
456 | |||
457 | def test_set_verbose(self): | ||
458 | report_store = market.ReportStore(self.m) | ||
459 | with self.subTest(verbose=True): | ||
460 | report_store.set_verbose(True) | ||
461 | self.assertTrue(report_store.verbose_print) | ||
462 | |||
463 | with self.subTest(verbose=False): | ||
464 | report_store.set_verbose(False) | ||
465 | self.assertFalse(report_store.verbose_print) | ||
466 | |||
467 | def test_merge(self): | ||
468 | self.m.user_id = 1 | ||
469 | self.m.market_id = 3 | ||
470 | report_store1 = market.ReportStore(self.m, verbose_print=False) | ||
471 | report_store2 = market.ReportStore(None, verbose_print=False) | ||
472 | |||
473 | report_store2.log_stage("1") | ||
474 | report_store1.log_stage("2") | ||
475 | report_store2.log_stage("3") | ||
476 | |||
477 | report_store1.merge(report_store2) | ||
478 | |||
479 | self.assertEqual(3, len(report_store1.logs)) | ||
480 | self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs))) | ||
481 | self.assertEqual(6, len(report_store1.print_logs)) | ||
482 | |||
483 | def test_print_log(self): | ||
484 | report_store = market.ReportStore(self.m) | ||
485 | with self.subTest(verbose=True),\ | ||
486 | mock.patch.object(store, "datetime") as time_mock,\ | ||
487 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | ||
488 | time_mock.datetime.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10) | ||
489 | report_store.set_verbose(True) | ||
490 | report_store.print_log("Coucou") | ||
491 | report_store.print_log(portfolio.Amount("BTC", 1)) | ||
492 | self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n") | ||
493 | |||
494 | with self.subTest(verbose=False),\ | ||
495 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | ||
496 | report_store.set_verbose(False) | ||
497 | report_store.print_log("Coucou") | ||
498 | report_store.print_log(portfolio.Amount("BTC", 1)) | ||
499 | self.assertEqual(stdout_mock.getvalue(), "") | ||
500 | |||
501 | def test_default_json_serial(self): | ||
502 | report_store = market.ReportStore(self.m) | ||
503 | |||
504 | self.assertEqual("2018-02-24T00:00:00", | ||
505 | report_store.default_json_serial(portfolio.datetime.datetime(2018, 2, 24))) | ||
506 | self.assertEqual("1.00000000 BTC", | ||
507 | report_store.default_json_serial(portfolio.Amount("BTC", 1))) | ||
508 | |||
509 | def test_to_json(self): | ||
510 | report_store = market.ReportStore(self.m) | ||
511 | report_store.logs.append({"foo": "bar"}) | ||
512 | self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json()) | ||
513 | report_store.logs.append({"date": portfolio.datetime.datetime(2018, 2, 24)}) | ||
514 | self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json()) | ||
515 | report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) | ||
516 | self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json()) | ||
517 | |||
518 | def test_to_json_array(self): | ||
519 | report_store = market.ReportStore(self.m) | ||
520 | report_store.logs.append({ | ||
521 | "date": "date1", "type": "type1", "foo": "bar", "bla": "bla" | ||
522 | }) | ||
523 | report_store.logs.append({ | ||
524 | "date": "date2", "type": "type2", "foo": "bar", "bla": "bla" | ||
525 | }) | ||
526 | logs = list(report_store.to_json_array()) | ||
527 | |||
528 | self.assertEqual(2, len(logs)) | ||
529 | self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0]) | ||
530 | self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1]) | ||
531 | |||
532 | @mock.patch.object(market.ReportStore, "print_log") | ||
533 | @mock.patch.object(market.ReportStore, "add_log") | ||
534 | def test_log_stage(self, add_log, print_log): | ||
535 | report_store = market.ReportStore(self.m) | ||
536 | c = lambda x: x | ||
537 | report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1)) | ||
538 | print_log.assert_has_calls([ | ||
539 | mock.call("-----------"), | ||
540 | mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"), | ||
541 | ]) | ||
542 | add_log.assert_called_once_with({ | ||
543 | 'type': 'stage', | ||
544 | 'stage': 'foo', | ||
545 | 'args': { | ||
546 | 'bar': 'baz', | ||
547 | 'c': 'c = lambda x: x', | ||
548 | 'd': { | ||
549 | 'currency': 'BTC', | ||
550 | 'value': D('1') | ||
551 | } | ||
552 | } | ||
553 | }) | ||
554 | |||
555 | @mock.patch.object(market.ReportStore, "print_log") | ||
556 | @mock.patch.object(market.ReportStore, "add_log") | ||
557 | def test_log_balances(self, add_log, print_log): | ||
558 | report_store = market.ReportStore(self.m) | ||
559 | self.m.balances.as_json.return_value = "json" | ||
560 | self.m.balances.all = { "FOO": "bar", "BAR": "baz" } | ||
561 | |||
562 | report_store.log_balances(tag="tag") | ||
563 | print_log.assert_has_calls([ | ||
564 | mock.call("[Balance]"), | ||
565 | mock.call("\tbar"), | ||
566 | mock.call("\tbaz"), | ||
567 | ]) | ||
568 | add_log.assert_called_once_with({ | ||
569 | 'type': 'balance', | ||
570 | 'balances': 'json', | ||
571 | 'tag': 'tag' | ||
572 | }) | ||
573 | |||
574 | @mock.patch.object(market.ReportStore, "print_log") | ||
575 | @mock.patch.object(market.ReportStore, "add_log") | ||
576 | def test_log_tickers(self, add_log, print_log): | ||
577 | report_store = market.ReportStore(self.m) | ||
578 | amounts = { | ||
579 | "BTC": portfolio.Amount("BTC", 10), | ||
580 | "ETH": portfolio.Amount("BTC", D("0.3")) | ||
581 | } | ||
582 | amounts["ETH"].rate = D("0.1") | ||
583 | |||
584 | report_store.log_tickers(amounts, "BTC", "default", "total") | ||
585 | print_log.assert_not_called() | ||
586 | add_log.assert_called_once_with({ | ||
587 | 'type': 'tickers', | ||
588 | 'compute_value': 'default', | ||
589 | 'balance_type': 'total', | ||
590 | 'currency': 'BTC', | ||
591 | 'balances': { | ||
592 | 'BTC': D('10'), | ||
593 | 'ETH': D('0.3') | ||
594 | }, | ||
595 | 'rates': { | ||
596 | 'BTC': None, | ||
597 | 'ETH': D('0.1') | ||
598 | }, | ||
599 | 'total': D('10.3') | ||
600 | }) | ||
601 | |||
602 | add_log.reset_mock() | ||
603 | compute_value = lambda x: x["bid"] | ||
604 | report_store.log_tickers(amounts, "BTC", compute_value, "total") | ||
605 | add_log.assert_called_once_with({ | ||
606 | 'type': 'tickers', | ||
607 | 'compute_value': 'compute_value = lambda x: x["bid"]', | ||
608 | 'balance_type': 'total', | ||
609 | 'currency': 'BTC', | ||
610 | 'balances': { | ||
611 | 'BTC': D('10'), | ||
612 | 'ETH': D('0.3') | ||
613 | }, | ||
614 | 'rates': { | ||
615 | 'BTC': None, | ||
616 | 'ETH': D('0.1') | ||
617 | }, | ||
618 | 'total': D('10.3') | ||
619 | }) | ||
620 | |||
621 | @mock.patch.object(market.ReportStore, "print_log") | ||
622 | @mock.patch.object(market.ReportStore, "add_log") | ||
623 | def test_log_dispatch(self, add_log, print_log): | ||
624 | report_store = market.ReportStore(self.m) | ||
625 | amount = portfolio.Amount("BTC", "10.3") | ||
626 | amounts = { | ||
627 | "BTC": portfolio.Amount("BTC", 10), | ||
628 | "ETH": portfolio.Amount("BTC", D("0.3")) | ||
629 | } | ||
630 | report_store.log_dispatch(amount, amounts, "medium", "repartition") | ||
631 | print_log.assert_not_called() | ||
632 | add_log.assert_called_once_with({ | ||
633 | 'type': 'dispatch', | ||
634 | 'liquidity': 'medium', | ||
635 | 'repartition_ratio': 'repartition', | ||
636 | 'total_amount': { | ||
637 | 'currency': 'BTC', | ||
638 | 'value': D('10.3') | ||
639 | }, | ||
640 | 'repartition': { | ||
641 | 'BTC': D('10'), | ||
642 | 'ETH': D('0.3') | ||
643 | } | ||
644 | }) | ||
645 | |||
646 | @mock.patch.object(market.ReportStore, "print_log") | ||
647 | @mock.patch.object(market.ReportStore, "add_log") | ||
648 | def test_log_trades(self, add_log, print_log): | ||
649 | report_store = market.ReportStore(self.m) | ||
650 | trade_mock1 = mock.Mock() | ||
651 | trade_mock2 = mock.Mock() | ||
652 | trade_mock1.as_json.return_value = { "trade": "1" } | ||
653 | trade_mock2.as_json.return_value = { "trade": "2" } | ||
654 | |||
655 | matching_and_trades = [ | ||
656 | (True, trade_mock1), | ||
657 | (False, trade_mock2), | ||
658 | ] | ||
659 | report_store.log_trades(matching_and_trades, "only") | ||
660 | |||
661 | print_log.assert_not_called() | ||
662 | add_log.assert_called_with({ | ||
663 | 'type': 'trades', | ||
664 | 'only': 'only', | ||
665 | 'debug': False, | ||
666 | 'trades': [ | ||
667 | {'trade': '1', 'skipped': False}, | ||
668 | {'trade': '2', 'skipped': True} | ||
669 | ] | ||
670 | }) | ||
671 | |||
672 | @mock.patch.object(market.ReportStore, "print_log") | ||
673 | @mock.patch.object(market.ReportStore, "add_log") | ||
674 | def test_log_orders(self, add_log, print_log): | ||
675 | report_store = market.ReportStore(self.m) | ||
676 | |||
677 | order_mock1 = mock.Mock() | ||
678 | order_mock2 = mock.Mock() | ||
679 | |||
680 | order_mock1.as_json.return_value = "order1" | ||
681 | order_mock2.as_json.return_value = "order2" | ||
682 | |||
683 | orders = [order_mock1, order_mock2] | ||
684 | |||
685 | report_store.log_orders(orders, tick="tick", | ||
686 | only="only", compute_value="compute_value") | ||
687 | |||
688 | print_log.assert_called_once_with("[Orders]") | ||
689 | self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") | ||
690 | |||
691 | add_log.assert_called_with({ | ||
692 | 'type': 'orders', | ||
693 | 'only': 'only', | ||
694 | 'compute_value': 'compute_value', | ||
695 | 'tick': 'tick', | ||
696 | 'orders': ['order1', 'order2'] | ||
697 | }) | ||
698 | |||
699 | add_log.reset_mock() | ||
700 | def compute_value(x, y): | ||
701 | return x[y] | ||
702 | report_store.log_orders(orders, tick="tick", | ||
703 | only="only", compute_value=compute_value) | ||
704 | add_log.assert_called_with({ | ||
705 | 'type': 'orders', | ||
706 | 'only': 'only', | ||
707 | 'compute_value': 'def compute_value(x, y):\n return x[y]', | ||
708 | 'tick': 'tick', | ||
709 | 'orders': ['order1', 'order2'] | ||
710 | }) | ||
711 | |||
712 | |||
713 | @mock.patch.object(market.ReportStore, "print_log") | ||
714 | @mock.patch.object(market.ReportStore, "add_log") | ||
715 | def test_log_order(self, add_log, print_log): | ||
716 | report_store = market.ReportStore(self.m) | ||
717 | order_mock = mock.Mock() | ||
718 | order_mock.as_json.return_value = "order" | ||
719 | new_order_mock = mock.Mock() | ||
720 | new_order_mock.as_json.return_value = "new_order" | ||
721 | order_mock.__repr__ = mock.Mock() | ||
722 | order_mock.__repr__.return_value = "Order Mock" | ||
723 | new_order_mock.__repr__ = mock.Mock() | ||
724 | new_order_mock.__repr__.return_value = "New order Mock" | ||
725 | |||
726 | with self.subTest(finished=True): | ||
727 | report_store.log_order(order_mock, 1, finished=True) | ||
728 | print_log.assert_called_once_with("[Order] Finished Order Mock") | ||
729 | add_log.assert_called_once_with({ | ||
730 | 'type': 'order', | ||
731 | 'tick': 1, | ||
732 | 'update': None, | ||
733 | 'order': 'order', | ||
734 | 'compute_value': None, | ||
735 | 'new_order': None | ||
736 | }) | ||
737 | |||
738 | add_log.reset_mock() | ||
739 | print_log.reset_mock() | ||
740 | |||
741 | with self.subTest(update="waiting"): | ||
742 | report_store.log_order(order_mock, 1, update="waiting") | ||
743 | print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") | ||
744 | add_log.assert_called_once_with({ | ||
745 | 'type': 'order', | ||
746 | 'tick': 1, | ||
747 | 'update': 'waiting', | ||
748 | 'order': 'order', | ||
749 | 'compute_value': None, | ||
750 | 'new_order': None | ||
751 | }) | ||
752 | |||
753 | add_log.reset_mock() | ||
754 | print_log.reset_mock() | ||
755 | with self.subTest(update="adjusting"): | ||
756 | compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 | ||
757 | report_store.log_order(order_mock, 3, | ||
758 | update="adjusting", new_order=new_order_mock, | ||
759 | compute_value=compute_value) | ||
760 | print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") | ||
761 | add_log.assert_called_once_with({ | ||
762 | 'type': 'order', | ||
763 | 'tick': 3, | ||
764 | 'update': 'adjusting', | ||
765 | 'order': 'order', | ||
766 | 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', | ||
767 | 'new_order': 'new_order' | ||
768 | }) | ||
769 | |||
770 | add_log.reset_mock() | ||
771 | print_log.reset_mock() | ||
772 | with self.subTest(update="market_fallback"): | ||
773 | report_store.log_order(order_mock, 7, | ||
774 | update="market_fallback", new_order=new_order_mock) | ||
775 | print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") | ||
776 | add_log.assert_called_once_with({ | ||
777 | 'type': 'order', | ||
778 | 'tick': 7, | ||
779 | 'update': 'market_fallback', | ||
780 | 'order': 'order', | ||
781 | 'compute_value': None, | ||
782 | 'new_order': 'new_order' | ||
783 | }) | ||
784 | |||
785 | add_log.reset_mock() | ||
786 | print_log.reset_mock() | ||
787 | with self.subTest(update="market_adjusting"): | ||
788 | report_store.log_order(order_mock, 17, | ||
789 | update="market_adjust", new_order=new_order_mock) | ||
790 | print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") | ||
791 | add_log.assert_called_once_with({ | ||
792 | 'type': 'order', | ||
793 | 'tick': 17, | ||
794 | 'update': 'market_adjust', | ||
795 | 'order': 'order', | ||
796 | 'compute_value': None, | ||
797 | 'new_order': 'new_order' | ||
798 | }) | ||
799 | |||
800 | @mock.patch.object(market.ReportStore, "print_log") | ||
801 | @mock.patch.object(market.ReportStore, "add_log") | ||
802 | def test_log_move_balances(self, add_log, print_log): | ||
803 | report_store = market.ReportStore(self.m) | ||
804 | needed = { | ||
805 | "BTC": portfolio.Amount("BTC", 10), | ||
806 | "USDT": 1 | ||
807 | } | ||
808 | moving = { | ||
809 | "BTC": portfolio.Amount("BTC", 3), | ||
810 | "USDT": -2 | ||
811 | } | ||
812 | report_store.log_move_balances(needed, moving) | ||
813 | print_log.assert_not_called() | ||
814 | add_log.assert_called_once_with({ | ||
815 | 'type': 'move_balances', | ||
816 | 'debug': False, | ||
817 | 'needed': { | ||
818 | 'BTC': D('10'), | ||
819 | 'USDT': 1 | ||
820 | }, | ||
821 | 'moving': { | ||
822 | 'BTC': D('3'), | ||
823 | 'USDT': -2 | ||
824 | } | ||
825 | }) | ||
826 | |||
827 | def test_log_http_request(self): | ||
828 | with mock.patch.object(market.ReportStore, "add_log") as add_log: | ||
829 | report_store = market.ReportStore(self.m) | ||
830 | response = mock.Mock() | ||
831 | response.status_code = 200 | ||
832 | response.text = "Hey" | ||
833 | |||
834 | report_store.log_http_request("method", "url", "body", | ||
835 | "headers", response) | ||
836 | add_log.assert_called_once_with({ | ||
837 | 'type': 'http_request', | ||
838 | 'method': 'method', | ||
839 | 'url': 'url', | ||
840 | 'body': 'body', | ||
841 | 'headers': 'headers', | ||
842 | 'status': 200, | ||
843 | 'response': 'Hey', | ||
844 | 'response_same_as': None, | ||
845 | }) | ||
846 | |||
847 | add_log.reset_mock() | ||
848 | report_store.log_http_request("method", "url", "body", | ||
849 | "headers", ValueError("Foo")) | ||
850 | add_log.assert_called_once_with({ | ||
851 | 'type': 'http_request', | ||
852 | 'method': 'method', | ||
853 | 'url': 'url', | ||
854 | 'body': 'body', | ||
855 | 'headers': 'headers', | ||
856 | 'status': -1, | ||
857 | 'response': None, | ||
858 | 'error': 'ValueError', | ||
859 | 'error_message': 'Foo', | ||
860 | }) | ||
861 | |||
862 | with self.subTest(no_http_dup=True, duplicate=True): | ||
863 | self.m.user_id = 1 | ||
864 | self.m.market_id = 3 | ||
865 | report_store = market.ReportStore(self.m, no_http_dup=True) | ||
866 | original_add_log = report_store.add_log | ||
867 | with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log: | ||
868 | report_store.log_http_request("method", "url", "body", | ||
869 | "headers", response) | ||
870 | report_store.log_http_request("method", "url", "body", | ||
871 | "headers", response) | ||
872 | self.assertEqual(2, add_log.call_count) | ||
873 | self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"]) | ||
874 | self.assertIsNone(add_log.mock_calls[1][1][0]["response"]) | ||
875 | self.assertEqual(add_log.mock_calls[0][1][0]["date"], add_log.mock_calls[1][1][0]["response_same_as"]) | ||
876 | with self.subTest(no_http_dup=True, duplicate=False, case="Different call"): | ||
877 | self.m.user_id = 1 | ||
878 | self.m.market_id = 3 | ||
879 | report_store = market.ReportStore(self.m, no_http_dup=True) | ||
880 | original_add_log = report_store.add_log | ||
881 | with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log: | ||
882 | report_store.log_http_request("method", "url", "body", | ||
883 | "headers", response) | ||
884 | report_store.log_http_request("method2", "url", "body", | ||
885 | "headers", response) | ||
886 | self.assertEqual(2, add_log.call_count) | ||
887 | self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"]) | ||
888 | self.assertIsNone(add_log.mock_calls[1][1][0]["response_same_as"]) | ||
889 | with self.subTest(no_http_dup=True, duplicate=False, case="Call inbetween"): | ||
890 | self.m.user_id = 1 | ||
891 | self.m.market_id = 3 | ||
892 | report_store = market.ReportStore(self.m, no_http_dup=True) | ||
893 | original_add_log = report_store.add_log | ||
894 | |||
895 | response2 = mock.Mock() | ||
896 | response2.status_code = 200 | ||
897 | response2.text = "Hey there!" | ||
898 | |||
899 | with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log: | ||
900 | report_store.log_http_request("method", "url", "body", | ||
901 | "headers", response) | ||
902 | report_store.log_http_request("method", "url", "body", | ||
903 | "headers", response2) | ||
904 | report_store.log_http_request("method", "url", "body", | ||
905 | "headers", response) | ||
906 | self.assertEqual(3, add_log.call_count) | ||
907 | self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"]) | ||
908 | self.assertIsNone(add_log.mock_calls[1][1][0]["response_same_as"]) | ||
909 | self.assertIsNone(add_log.mock_calls[2][1][0]["response_same_as"]) | ||
910 | |||
911 | @mock.patch.object(market.ReportStore, "add_log") | ||
912 | def test_log_market(self, add_log): | ||
913 | report_store = market.ReportStore(self.m) | ||
914 | |||
915 | report_store.log_market(self.market_args(debug=True, quiet=False)) | ||
916 | add_log.assert_called_once_with({ | ||
917 | "type": "market", | ||
918 | "commit": "$Format:%H$", | ||
919 | "args": { "report_path": None, "debug": True, "quiet": False }, | ||
920 | }) | ||
921 | |||
922 | @mock.patch.object(market.ReportStore, "print_log") | ||
923 | @mock.patch.object(market.ReportStore, "add_log") | ||
924 | def test_log_error(self, add_log, print_log): | ||
925 | report_store = market.ReportStore(self.m) | ||
926 | with self.subTest(message=None, exception=None): | ||
927 | report_store.log_error("action") | ||
928 | print_log.assert_called_once_with("[Error] action") | ||
929 | add_log.assert_called_once_with({ | ||
930 | 'type': 'error', | ||
931 | 'action': 'action', | ||
932 | 'exception_class': None, | ||
933 | 'exception_message': None, | ||
934 | 'message': None | ||
935 | }) | ||
936 | |||
937 | print_log.reset_mock() | ||
938 | add_log.reset_mock() | ||
939 | with self.subTest(message="Hey", exception=None): | ||
940 | report_store.log_error("action", message="Hey") | ||
941 | print_log.assert_has_calls([ | ||
942 | mock.call("[Error] action"), | ||
943 | mock.call("\tHey") | ||
944 | ]) | ||
945 | add_log.assert_called_once_with({ | ||
946 | 'type': 'error', | ||
947 | 'action': 'action', | ||
948 | 'exception_class': None, | ||
949 | 'exception_message': None, | ||
950 | 'message': "Hey" | ||
951 | }) | ||
952 | |||
953 | print_log.reset_mock() | ||
954 | add_log.reset_mock() | ||
955 | with self.subTest(message=None, exception=Exception("bouh")): | ||
956 | report_store.log_error("action", exception=Exception("bouh")) | ||
957 | print_log.assert_has_calls([ | ||
958 | mock.call("[Error] action"), | ||
959 | mock.call("\tException: bouh") | ||
960 | ]) | ||
961 | add_log.assert_called_once_with({ | ||
962 | 'type': 'error', | ||
963 | 'action': 'action', | ||
964 | 'exception_class': "Exception", | ||
965 | 'exception_message': "bouh", | ||
966 | 'message': None | ||
967 | }) | ||
968 | |||
969 | print_log.reset_mock() | ||
970 | add_log.reset_mock() | ||
971 | with self.subTest(message="Hey", exception=Exception("bouh")): | ||
972 | report_store.log_error("action", message="Hey", exception=Exception("bouh")) | ||
973 | print_log.assert_has_calls([ | ||
974 | mock.call("[Error] action"), | ||
975 | mock.call("\tException: bouh"), | ||
976 | mock.call("\tHey") | ||
977 | ]) | ||
978 | add_log.assert_called_once_with({ | ||
979 | 'type': 'error', | ||
980 | 'action': 'action', | ||
981 | 'exception_class': "Exception", | ||
982 | 'exception_message': "bouh", | ||
983 | 'message': "Hey" | ||
984 | }) | ||
985 | |||
986 | @mock.patch.object(market.ReportStore, "print_log") | ||
987 | @mock.patch.object(market.ReportStore, "add_log") | ||
988 | def test_log_debug_action(self, add_log, print_log): | ||
989 | report_store = market.ReportStore(self.m) | ||
990 | report_store.log_debug_action("Hey") | ||
991 | |||
992 | print_log.assert_called_once_with("[Debug] Hey") | ||
993 | add_log.assert_called_once_with({ | ||
994 | 'type': 'debug_action', | ||
995 | 'action': 'Hey' | ||
996 | }) | ||
997 | |||
998 | class PortfolioTest(WebMockTestCase): | ||
999 | def setUp(self): | ||
1000 | super().setUp() | ||
1001 | |||
1002 | with open("test_samples/test_portfolio.json") as example: | ||
1003 | self.json_response = example.read() | ||
1004 | |||
1005 | self.wm.get(market.Portfolio.URL, text=self.json_response) | ||
1006 | |||
1007 | @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") | ||
1008 | def test_get_cryptoportfolio(self, parse_cryptoportfolio): | ||
1009 | with self.subTest(parallel=False): | ||
1010 | self.wm.get(market.Portfolio.URL, [ | ||
1011 | {"text":'{ "foo": "bar" }', "status_code": 200}, | ||
1012 | {"text": "System Error", "status_code": 500}, | ||
1013 | {"exc": requests.exceptions.ConnectTimeout}, | ||
1014 | ]) | ||
1015 | market.Portfolio.get_cryptoportfolio() | ||
1016 | self.assertIn("foo", market.Portfolio.data.get()) | ||
1017 | self.assertEqual("bar", market.Portfolio.data.get()["foo"]) | ||
1018 | self.assertTrue(self.wm.called) | ||
1019 | self.assertEqual(1, self.wm.call_count) | ||
1020 | market.Portfolio.report.log_error.assert_not_called() | ||
1021 | market.Portfolio.report.log_http_request.assert_called_once() | ||
1022 | parse_cryptoportfolio.assert_called_once_with() | ||
1023 | market.Portfolio.report.log_http_request.reset_mock() | ||
1024 | parse_cryptoportfolio.reset_mock() | ||
1025 | market.Portfolio.data = store.LockedVar(None) | ||
1026 | |||
1027 | market.Portfolio.get_cryptoportfolio() | ||
1028 | self.assertIsNone(market.Portfolio.data.get()) | ||
1029 | self.assertEqual(2, self.wm.call_count) | ||
1030 | parse_cryptoportfolio.assert_not_called() | ||
1031 | market.Portfolio.report.log_error.assert_not_called() | ||
1032 | market.Portfolio.report.log_http_request.assert_called_once() | ||
1033 | market.Portfolio.report.log_http_request.reset_mock() | ||
1034 | parse_cryptoportfolio.reset_mock() | ||
1035 | |||
1036 | market.Portfolio.data = store.LockedVar("Foo") | ||
1037 | market.Portfolio.get_cryptoportfolio() | ||
1038 | self.assertEqual(2, self.wm.call_count) | ||
1039 | parse_cryptoportfolio.assert_not_called() | ||
1040 | |||
1041 | market.Portfolio.get_cryptoportfolio(refetch=True) | ||
1042 | self.assertEqual("Foo", market.Portfolio.data.get()) | ||
1043 | self.assertEqual(3, self.wm.call_count) | ||
1044 | market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", | ||
1045 | exception=mock.ANY) | ||
1046 | market.Portfolio.report.log_http_request.assert_not_called() | ||
1047 | with self.subTest(parallel=True): | ||
1048 | with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\ | ||
1049 | mock.patch.object(market.Portfolio, "notify_and_wait") as notify: | ||
1050 | with self.subTest(worker=True): | ||
1051 | market.Portfolio.data = store.LockedVar(None) | ||
1052 | market.Portfolio.worker = mock.Mock() | ||
1053 | is_worker.return_value = True | ||
1054 | self.wm.get(market.Portfolio.URL, [ | ||
1055 | {"text":'{ "foo": "bar" }', "status_code": 200}, | ||
1056 | ]) | ||
1057 | market.Portfolio.get_cryptoportfolio() | ||
1058 | self.assertIn("foo", market.Portfolio.data.get()) | ||
1059 | parse_cryptoportfolio.reset_mock() | ||
1060 | with self.subTest(worker=False): | ||
1061 | market.Portfolio.data = store.LockedVar(None) | ||
1062 | market.Portfolio.worker = mock.Mock() | ||
1063 | is_worker.return_value = False | ||
1064 | market.Portfolio.get_cryptoportfolio() | ||
1065 | notify.assert_called_once_with() | ||
1066 | parse_cryptoportfolio.assert_not_called() | ||
1067 | |||
1068 | def test_parse_cryptoportfolio(self): | ||
1069 | with self.subTest(description="Normal case"): | ||
1070 | market.Portfolio.data = store.LockedVar(store.json.loads( | ||
1071 | self.json_response, parse_int=D, parse_float=D)) | ||
1072 | market.Portfolio.parse_cryptoportfolio() | ||
1073 | |||
1074 | self.assertListEqual( | ||
1075 | ["medium", "high"], | ||
1076 | list(market.Portfolio.liquidities.get().keys())) | ||
1077 | |||
1078 | liquidities = market.Portfolio.liquidities.get() | ||
1079 | self.assertEqual(10, len(liquidities["medium"].keys())) | ||
1080 | self.assertEqual(10, len(liquidities["high"].keys())) | ||
1081 | |||
1082 | expected = { | ||
1083 | 'BTC': (D("0.2857"), "long"), | ||
1084 | 'DGB': (D("0.1015"), "long"), | ||
1085 | 'DOGE': (D("0.1805"), "long"), | ||
1086 | 'SC': (D("0.0623"), "long"), | ||
1087 | 'ZEC': (D("0.3701"), "long"), | ||
1088 | } | ||
1089 | date = portfolio.datetime.datetime(2018, 1, 8) | ||
1090 | self.assertDictEqual(expected, liquidities["high"][date]) | ||
1091 | |||
1092 | expected = { | ||
1093 | 'BTC': (D("1.1102e-16"), "long"), | ||
1094 | 'ETC': (D("0.1"), "long"), | ||
1095 | 'FCT': (D("0.1"), "long"), | ||
1096 | 'GAS': (D("0.1"), "long"), | ||
1097 | 'NAV': (D("0.1"), "long"), | ||
1098 | 'OMG': (D("0.1"), "long"), | ||
1099 | 'OMNI': (D("0.1"), "long"), | ||
1100 | 'PPC': (D("0.1"), "long"), | ||
1101 | 'RIC': (D("0.1"), "long"), | ||
1102 | 'VIA': (D("0.1"), "long"), | ||
1103 | 'XCP': (D("0.1"), "long"), | ||
1104 | } | ||
1105 | self.assertDictEqual(expected, liquidities["medium"][date]) | ||
1106 | self.assertEqual(portfolio.datetime.datetime(2018, 1, 15), market.Portfolio.last_date.get()) | ||
1107 | |||
1108 | with self.subTest(description="Missing weight"): | ||
1109 | data = store.json.loads(self.json_response, parse_int=D, parse_float=D) | ||
1110 | del(data["portfolio_2"]["weights"]) | ||
1111 | market.Portfolio.data = store.LockedVar(data) | ||
1112 | |||
1113 | market.Portfolio.parse_cryptoportfolio() | ||
1114 | self.assertListEqual( | ||
1115 | ["medium", "high"], | ||
1116 | list(market.Portfolio.liquidities.get().keys())) | ||
1117 | self.assertEqual({}, market.Portfolio.liquidities.get("medium")) | ||
1118 | |||
1119 | with self.subTest(description="All missing weights"): | ||
1120 | data = store.json.loads(self.json_response, parse_int=D, parse_float=D) | ||
1121 | del(data["portfolio_1"]["weights"]) | ||
1122 | del(data["portfolio_2"]["weights"]) | ||
1123 | market.Portfolio.data = store.LockedVar(data) | ||
1124 | |||
1125 | market.Portfolio.parse_cryptoportfolio() | ||
1126 | self.assertEqual({}, market.Portfolio.liquidities.get("medium")) | ||
1127 | self.assertEqual({}, market.Portfolio.liquidities.get("high")) | ||
1128 | self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get()) | ||
1129 | |||
1130 | |||
1131 | @mock.patch.object(market.Portfolio, "get_cryptoportfolio") | ||
1132 | def test_repartition(self, get_cryptoportfolio): | ||
1133 | market.Portfolio.liquidities = store.LockedVar({ | ||
1134 | "medium": { | ||
1135 | "2018-03-01": "medium_2018-03-01", | ||
1136 | "2018-03-08": "medium_2018-03-08", | ||
1137 | }, | ||
1138 | "high": { | ||
1139 | "2018-03-01": "high_2018-03-01", | ||
1140 | "2018-03-08": "high_2018-03-08", | ||
1141 | } | ||
1142 | }) | ||
1143 | market.Portfolio.last_date = store.LockedVar("2018-03-08") | ||
1144 | |||
1145 | self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) | ||
1146 | get_cryptoportfolio.assert_called_once_with() | ||
1147 | self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) | ||
1148 | self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) | ||
1149 | |||
1150 | @mock.patch.object(market.time, "sleep") | ||
1151 | @mock.patch.object(market.Portfolio, "get_cryptoportfolio") | ||
1152 | def test_wait_for_recent(self, get_cryptoportfolio, sleep): | ||
1153 | self.call_count = 0 | ||
1154 | def _get(refetch=False): | ||
1155 | if self.call_count != 0: | ||
1156 | self.assertTrue(refetch) | ||
1157 | else: | ||
1158 | self.assertFalse(refetch) | ||
1159 | self.call_count += 1 | ||
1160 | market.Portfolio.last_date = store.LockedVar(store.datetime.datetime.now()\ | ||
1161 | - store.datetime.timedelta(10)\ | ||
1162 | + store.datetime.timedelta(self.call_count)) | ||
1163 | get_cryptoportfolio.side_effect = _get | ||
1164 | |||
1165 | market.Portfolio.wait_for_recent() | ||
1166 | sleep.assert_called_with(30) | ||
1167 | self.assertEqual(6, sleep.call_count) | ||
1168 | self.assertEqual(7, get_cryptoportfolio.call_count) | ||
1169 | market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") | ||
1170 | |||
1171 | sleep.reset_mock() | ||
1172 | get_cryptoportfolio.reset_mock() | ||
1173 | market.Portfolio.last_date = store.LockedVar(None) | ||
1174 | self.call_count = 0 | ||
1175 | market.Portfolio.wait_for_recent(delta=15) | ||
1176 | sleep.assert_not_called() | ||
1177 | self.assertEqual(1, get_cryptoportfolio.call_count) | ||
1178 | |||
1179 | sleep.reset_mock() | ||
1180 | get_cryptoportfolio.reset_mock() | ||
1181 | market.Portfolio.last_date = store.LockedVar(None) | ||
1182 | self.call_count = 0 | ||
1183 | market.Portfolio.wait_for_recent(delta=1) | ||
1184 | sleep.assert_called_with(30) | ||
1185 | self.assertEqual(9, sleep.call_count) | ||
1186 | self.assertEqual(10, get_cryptoportfolio.call_count) | ||
1187 | |||
1188 | def test_is_worker_thread(self): | ||
1189 | with self.subTest(worker=None): | ||
1190 | self.assertFalse(store.Portfolio.is_worker_thread()) | ||
1191 | |||
1192 | with self.subTest(worker="not self"),\ | ||
1193 | mock.patch("threading.current_thread") as current_thread: | ||
1194 | current = mock.Mock() | ||
1195 | current_thread.return_value = current | ||
1196 | store.Portfolio.worker = mock.Mock() | ||
1197 | self.assertFalse(store.Portfolio.is_worker_thread()) | ||
1198 | |||
1199 | with self.subTest(worker="self"),\ | ||
1200 | mock.patch("threading.current_thread") as current_thread: | ||
1201 | current = mock.Mock() | ||
1202 | current_thread.return_value = current | ||
1203 | store.Portfolio.worker = current | ||
1204 | self.assertTrue(store.Portfolio.is_worker_thread()) | ||
1205 | |||
1206 | def test_start_worker(self): | ||
1207 | with mock.patch.object(store.Portfolio, "wait_for_notification") as notification: | ||
1208 | store.Portfolio.start_worker() | ||
1209 | notification.assert_called_once_with(poll=30) | ||
1210 | |||
1211 | self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) | ||
1212 | self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) | ||
1213 | store.Portfolio.report.start_lock.assert_called_once_with() | ||
1214 | |||
1215 | self.assertIsNotNone(store.Portfolio.worker) | ||
1216 | self.assertIsNotNone(store.Portfolio.worker_notify) | ||
1217 | self.assertIsNotNone(store.Portfolio.callback) | ||
1218 | self.assertTrue(store.Portfolio.worker_started) | ||
1219 | |||
1220 | self.assertFalse(store.Portfolio.worker.is_alive()) | ||
1221 | self.assertEqual(1, threading.active_count()) | ||
1222 | |||
1223 | def test_stop_worker(self): | ||
1224 | with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ | ||
1225 | mock.patch.object(store.Portfolio, "report") as report,\ | ||
1226 | mock.patch.object(store.time, "sleep") as sleep: | ||
1227 | store.Portfolio.start_worker(poll=3) | ||
1228 | store.Portfolio.stop_worker() | ||
1229 | store.Portfolio.worker.join() | ||
1230 | get.assert_not_called() | ||
1231 | report.assert_not_called() | ||
1232 | sleep.assert_not_called() | ||
1233 | self.assertFalse(store.Portfolio.worker.is_alive()) | ||
1234 | |||
1235 | def test_wait_for_notification(self): | ||
1236 | with self.assertRaises(RuntimeError): | ||
1237 | store.Portfolio.wait_for_notification() | ||
1238 | |||
1239 | with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ | ||
1240 | mock.patch.object(store.Portfolio, "report") as report,\ | ||
1241 | mock.patch.object(store.time, "sleep") as sleep: | ||
1242 | store.Portfolio.start_worker(poll=3) | ||
1243 | |||
1244 | store.Portfolio.worker_notify.set() | ||
1245 | |||
1246 | store.Portfolio.callback.wait() | ||
1247 | |||
1248 | report.print_log.assert_called_once_with("Fetching cryptoportfolio") | ||
1249 | get.assert_called_once_with(refetch=True) | ||
1250 | sleep.assert_called_once_with(3) | ||
1251 | self.assertFalse(store.Portfolio.worker_notify.is_set()) | ||
1252 | self.assertTrue(store.Portfolio.worker.is_alive()) | ||
1253 | |||
1254 | store.Portfolio.callback.clear() | ||
1255 | store.Portfolio.worker_started = False | ||
1256 | store.Portfolio.worker_notify.set() | ||
1257 | store.Portfolio.worker.join() | ||
1258 | self.assertFalse(store.Portfolio.worker.is_alive()) | ||
1259 | |||
1260 | def test_notify_and_wait(self): | ||
1261 | with mock.patch.object(store.Portfolio, "callback") as callback,\ | ||
1262 | mock.patch.object(store.Portfolio, "worker_notify") as worker_notify: | ||
1263 | store.Portfolio.notify_and_wait() | ||
1264 | callback.clear.assert_called_once_with() | ||
1265 | worker_notify.set.assert_called_once_with() | ||
1266 | callback.wait.assert_called_once_with() | ||
1267 | |||
1268 | |||