diff options
-rw-r--r-- | portfolio.py | 4 | ||||
-rw-r--r-- | test.py | 479 |
2 files changed, 393 insertions, 90 deletions
diff --git a/portfolio.py b/portfolio.py index b3065b8..45fbef9 100644 --- a/portfolio.py +++ b/portfolio.py | |||
@@ -116,6 +116,8 @@ class Amount: | |||
116 | return self.__add__(other) | 116 | return self.__add__(other) |
117 | 117 | ||
118 | def __sub__(self, other): | 118 | def __sub__(self, other): |
119 | if other == 0: | ||
120 | return self | ||
119 | if other.currency != self.currency and other.value * self.value != 0: | 121 | if other.currency != self.currency and other.value * self.value != 0: |
120 | raise Exception("Summing amounts must be done with same currencies") | 122 | raise Exception("Summing amounts must be done with same currencies") |
121 | return Amount(self.currency, self.value - other.value) | 123 | return Amount(self.currency, self.value - other.value) |
@@ -197,7 +199,7 @@ class Balance: | |||
197 | "margin_lending_fees", | 199 | "margin_lending_fees", |
198 | "margin_borrowed_base_price" | 200 | "margin_borrowed_base_price" |
199 | ]: | 201 | ]: |
200 | setattr(self, key, Amount(base_currency, hash_[key])) | 202 | setattr(self, key, Amount(base_currency, hash_.get(key, 0))) |
201 | 203 | ||
202 | @classmethod | 204 | @classmethod |
203 | def in_currency(cls, other_currency, market, compute_value="average", type="total"): | 205 | def in_currency(cls, other_currency, market, compute_value="average", type="total"): |
@@ -4,6 +4,7 @@ from decimal import Decimal as D | |||
4 | from unittest import mock | 4 | from unittest import mock |
5 | import requests | 5 | import requests |
6 | import requests_mock | 6 | import requests_mock |
7 | from io import StringIO | ||
7 | 8 | ||
8 | class WebMockTestCase(unittest.TestCase): | 9 | class WebMockTestCase(unittest.TestCase): |
9 | import time | 10 | import time |
@@ -20,7 +21,8 @@ class WebMockTestCase(unittest.TestCase): | |||
20 | ticker_cache={}, | 21 | ticker_cache={}, |
21 | ticker_cache_timestamp=self.time.time(), | 22 | ticker_cache_timestamp=self.time.time(), |
22 | fees_cache={}, | 23 | fees_cache={}, |
23 | trades={}), | 24 | debug=False, |
25 | trades=[]), | ||
24 | mock.patch.multiple(portfolio.Computation, | 26 | mock.patch.multiple(portfolio.Computation, |
25 | computations=portfolio.Computation.computations) | 27 | computations=portfolio.Computation.computations) |
26 | ] | 28 | ] |
@@ -363,29 +365,30 @@ class BalanceTest(WebMockTestCase): | |||
363 | super(BalanceTest, self).setUp() | 365 | super(BalanceTest, self).setUp() |
364 | 366 | ||
365 | self.fetch_balance = { | 367 | self.fetch_balance = { |
366 | "free": "foo", | ||
367 | "info": "bar", | ||
368 | "used": "baz", | ||
369 | "total": "bazz", | ||
370 | "ETC": { | 368 | "ETC": { |
371 | "free": 0.0, | 369 | "exchange_free": 0, |
372 | "used": 0.0, | 370 | "exchange_used": 0, |
373 | "total": 0.0 | 371 | "exchange_total": 0, |
372 | "margin_total": 0, | ||
374 | }, | 373 | }, |
375 | "USDT": { | 374 | "USDT": { |
376 | "free": 6.0, | 375 | "exchange_free": D("6.0"), |
377 | "used": 1.2, | 376 | "exchange_used": D("1.2"), |
378 | "total": 7.2 | 377 | "exchange_total": D("7.2"), |
378 | "margin_total": 0, | ||
379 | }, | 379 | }, |
380 | "XVG": { | 380 | "XVG": { |
381 | "free": 16, | 381 | "exchange_free": 16, |
382 | "used": 0.0, | 382 | "exchange_used": 0, |
383 | "total": 16 | 383 | "exchange_total": 16, |
384 | "margin_total": 0, | ||
384 | }, | 385 | }, |
385 | "XMR": { | 386 | "XMR": { |
386 | "free": 0.0, | 387 | "exchange_free": 0, |
387 | "used": 0.0, | 388 | "exchange_used": 0, |
388 | "total": 0.0 | 389 | "exchange_total": 0, |
390 | "margin_total": D("-1.0"), | ||
391 | "margin_free": 0, | ||
389 | }, | 392 | }, |
390 | } | 393 | } |
391 | 394 | ||
@@ -472,25 +475,25 @@ class BalanceTest(WebMockTestCase): | |||
472 | } | 475 | } |
473 | self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies())) | 476 | self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies())) |
474 | 477 | ||
475 | @unittest.expectedFailure | 478 | @mock.patch.object(portfolio.market, "fetch_all_balances") |
476 | @mock.patch.object(portfolio.market, "fetch_balance") | 479 | def test_fetch_balances(self, fetch_all_balances): |
477 | def test_fetch_balances(self, fetch_balance): | 480 | fetch_all_balances.return_value = self.fetch_balance |
478 | fetch_balance.return_value = self.fetch_balance | ||
479 | 481 | ||
480 | portfolio.Balance.fetch_balances(portfolio.market) | 482 | portfolio.Balance.fetch_balances(portfolio.market) |
481 | self.assertNotIn("XMR", portfolio.Balance.currencies()) | 483 | self.assertNotIn("ETC", portfolio.Balance.currencies()) |
482 | self.assertListEqual(["USDT", "XVG"], list(portfolio.Balance.currencies())) | 484 | self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.Balance.currencies())) |
483 | 485 | ||
484 | portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", "1", "0", "1") | 486 | portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", { |
487 | "exchange_total": "1", "exchange_free": "0", | ||
488 | "exchange_used": "1" }) | ||
485 | portfolio.Balance.fetch_balances(portfolio.market) | 489 | portfolio.Balance.fetch_balances(portfolio.market) |
486 | self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total) | 490 | self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total) |
487 | self.assertListEqual(["USDT", "XVG", "ETC"], list(portfolio.Balance.currencies())) | 491 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.Balance.currencies())) |
488 | 492 | ||
489 | @unittest.expectedFailure | ||
490 | @mock.patch.object(portfolio.Portfolio, "repartition") | 493 | @mock.patch.object(portfolio.Portfolio, "repartition") |
491 | @mock.patch.object(portfolio.market, "fetch_balance") | 494 | @mock.patch.object(portfolio.market, "fetch_all_balances") |
492 | def test_dispatch_assets(self, fetch_balance, repartition): | 495 | def test_dispatch_assets(self, fetch_all_balances, repartition): |
493 | fetch_balance.return_value = self.fetch_balance | 496 | fetch_all_balances.return_value = self.fetch_balance |
494 | portfolio.Balance.fetch_balances(portfolio.market) | 497 | portfolio.Balance.fetch_balances(portfolio.market) |
495 | 498 | ||
496 | self.assertNotIn("XEM", portfolio.Balance.currencies()) | 499 | self.assertNotIn("XEM", portfolio.Balance.currencies()) |
@@ -505,7 +508,6 @@ class BalanceTest(WebMockTestCase): | |||
505 | self.assertEqual(D("2.6"), amounts["BTC"].value) | 508 | self.assertEqual(D("2.6"), amounts["BTC"].value) |
506 | self.assertEqual(D("7.5"), amounts["XEM"].value) | 509 | self.assertEqual(D("7.5"), amounts["XEM"].value) |
507 | 510 | ||
508 | @unittest.expectedFailure | ||
509 | @mock.patch.object(portfolio.Portfolio, "repartition") | 511 | @mock.patch.object(portfolio.Portfolio, "repartition") |
510 | @mock.patch.object(portfolio.Trade, "get_ticker") | 512 | @mock.patch.object(portfolio.Trade, "get_ticker") |
511 | @mock.patch.object(portfolio.Trade, "compute_trades") | 513 | @mock.patch.object(portfolio.Trade, "compute_trades") |
@@ -525,15 +527,17 @@ class BalanceTest(WebMockTestCase): | |||
525 | get_ticker.side_effect = _get_ticker | 527 | get_ticker.side_effect = _get_ticker |
526 | 528 | ||
527 | market = mock.Mock() | 529 | market = mock.Mock() |
528 | market.fetch_balance.return_value = { | 530 | market.fetch_all_balances.return_value = { |
529 | "USDT": { | 531 | "USDT": { |
530 | "free": D("10000.0"), | 532 | "exchange_free": D("10000.0"), |
531 | "used": D("0.0"), | 533 | "exchange_used": D("0.0"), |
534 | "exchange_total": D("10000.0"), | ||
532 | "total": D("10000.0") | 535 | "total": D("10000.0") |
533 | }, | 536 | }, |
534 | "XVG": { | 537 | "XVG": { |
535 | "free": D("10000.0"), | 538 | "exchange_free": D("10000.0"), |
536 | "used": D("0.0"), | 539 | "exchange_used": D("0.0"), |
540 | "exchange_total": D("10000.0"), | ||
537 | "total": D("10000.0") | 541 | "total": D("10000.0") |
538 | }, | 542 | }, |
539 | } | 543 | } |
@@ -547,14 +551,102 @@ class BalanceTest(WebMockTestCase): | |||
547 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | 551 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) |
548 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | 552 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) |
549 | 553 | ||
550 | @unittest.skip("TODO") | 554 | @mock.patch.object(portfolio.Portfolio, "repartition") |
551 | def test_update_trades(self): | 555 | @mock.patch.object(portfolio.Trade, "get_ticker") |
552 | pass | 556 | @mock.patch.object(portfolio.Trade, "compute_trades") |
557 | def test_update_trades(self, compute_trades, get_ticker, repartition): | ||
558 | repartition.return_value = { | ||
559 | "XEM": (D("0.75"), "long"), | ||
560 | "BTC": (D("0.25"), "long"), | ||
561 | } | ||
562 | def _get_ticker(c1, c2, market): | ||
563 | if c1 == "USDT" and c2 == "BTC": | ||
564 | return { "average": D("0.0001") } | ||
565 | if c1 == "XVG" and c2 == "BTC": | ||
566 | return { "average": D("0.000001") } | ||
567 | if c1 == "XEM" and c2 == "BTC": | ||
568 | return { "average": D("0.001") } | ||
569 | self.fail("Should be called with {}, {}".format(c1, c2)) | ||
570 | get_ticker.side_effect = _get_ticker | ||
571 | |||
572 | market = mock.Mock() | ||
573 | market.fetch_all_balances.return_value = { | ||
574 | "USDT": { | ||
575 | "exchange_free": D("10000.0"), | ||
576 | "exchange_used": D("0.0"), | ||
577 | "exchange_total": D("10000.0"), | ||
578 | "total": D("10000.0") | ||
579 | }, | ||
580 | "XVG": { | ||
581 | "exchange_free": D("10000.0"), | ||
582 | "exchange_used": D("0.0"), | ||
583 | "exchange_total": D("10000.0"), | ||
584 | "total": D("10000.0") | ||
585 | }, | ||
586 | } | ||
587 | portfolio.Balance.update_trades(market) | ||
588 | compute_trades.assert_called() | ||
589 | |||
590 | call = compute_trades.call_args | ||
591 | self.assertEqual(market, call[1]["market"]) | ||
592 | self.assertEqual(1, call[0][0]["USDT"].value) | ||
593 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | ||
594 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | ||
595 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | ||
596 | |||
597 | @mock.patch.object(portfolio.Portfolio, "repartition") | ||
598 | @mock.patch.object(portfolio.Trade, "get_ticker") | ||
599 | @mock.patch.object(portfolio.Trade, "compute_trades") | ||
600 | def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): | ||
601 | def _get_ticker(c1, c2, market): | ||
602 | if c1 == "USDT" and c2 == "BTC": | ||
603 | return { "average": D("0.0001") } | ||
604 | if c1 == "XVG" and c2 == "BTC": | ||
605 | return { "average": D("0.000001") } | ||
606 | self.fail("Should be called with {}, {}".format(c1, c2)) | ||
607 | get_ticker.side_effect = _get_ticker | ||
608 | |||
609 | market = mock.Mock() | ||
610 | market.fetch_all_balances.return_value = { | ||
611 | "USDT": { | ||
612 | "exchange_free": D("10000.0"), | ||
613 | "exchange_used": D("0.0"), | ||
614 | "exchange_total": D("10000.0"), | ||
615 | "total": D("10000.0") | ||
616 | }, | ||
617 | "XVG": { | ||
618 | "exchange_free": D("10000.0"), | ||
619 | "exchange_used": D("0.0"), | ||
620 | "exchange_total": D("10000.0"), | ||
621 | "total": D("10000.0") | ||
622 | }, | ||
623 | } | ||
624 | portfolio.Balance.prepare_trades_to_sell_all(market) | ||
625 | repartition.assert_not_called() | ||
626 | compute_trades.assert_called() | ||
627 | |||
628 | call = compute_trades.call_args | ||
629 | self.assertEqual(market, call[1]["market"]) | ||
630 | self.assertEqual(1, call[0][0]["USDT"].value) | ||
631 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | ||
632 | self.assertEqual(D("1.01"), call[0][1]["BTC"].value) | ||
553 | 633 | ||
554 | @unittest.expectedFailure | ||
555 | def test__repr(self): | 634 | def test__repr(self): |
556 | balance = portfolio.Balance("BTX", 3, 1, 2) | 635 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", |
557 | self.assertEqual("Balance(BTX [1.00000000 BTX/2.00000000 BTX/3.00000000 BTX])", repr(balance)) | 636 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) |
637 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | ||
638 | "exchange_used": 1, "exchange_free": 2 }) | ||
639 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | ||
640 | |||
641 | balance = portfolio.Balance("BTX", { "margin_total": 3, | ||
642 | "margin_borrowed": 1, "margin_free": 2 }) | ||
643 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 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)) | ||
558 | 650 | ||
559 | class TradeTest(WebMockTestCase): | 651 | class TradeTest(WebMockTestCase): |
560 | 652 | ||
@@ -623,12 +715,11 @@ class TradeTest(WebMockTestCase): | |||
623 | self.assertDictEqual(ticker6, ticker7) | 715 | self.assertDictEqual(ticker6, ticker7) |
624 | self.assertEqual(1.2, ticker8["bid"]) | 716 | self.assertEqual(1.2, ticker8["bid"]) |
625 | 717 | ||
626 | @unittest.skip("TODO") | ||
627 | def test_values_assertion(self): | 718 | def test_values_assertion(self): |
628 | value_from = Amount("BTC", "1.0") | 719 | value_from = portfolio.Amount("BTC", "1.0") |
629 | value_from.linked_to = Amount("ETH", "10.0") | 720 | value_from.linked_to = portfolio.Amount("ETH", "10.0") |
630 | value_to = Amount("BTC", "1.0") | 721 | value_to = portfolio.Amount("BTC", "1.0") |
631 | trade = portfolioTrade(value_from, value_to, "ETH") | 722 | trade = portfolio.Trade(value_from, value_to, "ETH") |
632 | self.assertEqual("BTC", trade.base_currency) | 723 | self.assertEqual("BTC", trade.base_currency) |
633 | self.assertEqual("ETH", trade.currency) | 724 | self.assertEqual("ETH", trade.currency) |
634 | 725 | ||
@@ -641,63 +732,275 @@ class TradeTest(WebMockTestCase): | |||
641 | value_from.currency = "ETH" | 732 | value_from.currency = "ETH" |
642 | portfolio.Trade(value_from, value_to, "ETH") | 733 | portfolio.Trade(value_from, value_to, "ETH") |
643 | 734 | ||
644 | @unittest.skip("TODO") | 735 | value_from = portfolio.Amount("BTC", 0) |
736 | trade = portfolio.Trade(value_from, value_to, "ETH") | ||
737 | self.assertEqual(0, trade.value_from.linked_to) | ||
738 | |||
645 | def test_fetch_fees(self): | 739 | def test_fetch_fees(self): |
646 | pass | 740 | market = mock.Mock() |
741 | market.fetch_fees.return_value = "Foo" | ||
742 | self.assertEqual("Foo", portfolio.Trade.fetch_fees(market)) | ||
743 | market.fetch_fees.assert_called_once() | ||
744 | self.assertEqual("Foo", portfolio.Trade.fetch_fees(market)) | ||
745 | market.fetch_fees.assert_called_once() | ||
746 | |||
747 | def test_action(self): | ||
748 | value_from = portfolio.Amount("BTC", "1.0") | ||
749 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
750 | value_to = portfolio.Amount("BTC", "1.0") | ||
751 | trade = portfolio.Trade(value_from, value_to, "ETH") | ||
752 | |||
753 | self.assertIsNone(trade.action) | ||
754 | |||
755 | value_from = portfolio.Amount("BTC", "1.0") | ||
756 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | ||
757 | value_to = portfolio.Amount("BTC", "1.0") | ||
758 | trade = portfolio.Trade(value_from, value_to, "BTC") | ||
759 | |||
760 | self.assertIsNone(trade.action) | ||
761 | |||
762 | value_from = portfolio.Amount("BTC", "0.5") | ||
763 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
764 | value_to = portfolio.Amount("BTC", "1.0") | ||
765 | trade = portfolio.Trade(value_from, value_to, "ETH") | ||
766 | |||
767 | self.assertEqual("acquire", trade.action) | ||
768 | |||
769 | value_from = portfolio.Amount("BTC", "0") | ||
770 | value_from.linked_to = portfolio.Amount("ETH", "0") | ||
771 | value_to = portfolio.Amount("BTC", "-1.0") | ||
772 | trade = portfolio.Trade(value_from, value_to, "ETH") | ||
773 | |||
774 | self.assertEqual("dispose", trade.action) | ||
775 | |||
776 | def test_order_action(self): | ||
777 | value_from = portfolio.Amount("BTC", "0.5") | ||
778 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
779 | value_to = portfolio.Amount("BTC", "1.0") | ||
780 | trade = portfolio.Trade(value_from, value_to, "ETH") | ||
781 | |||
782 | self.assertEqual("buy", trade.order_action(False)) | ||
783 | self.assertEqual("sell", trade.order_action(True)) | ||
784 | |||
785 | value_from = portfolio.Amount("BTC", "0") | ||
786 | value_from.linked_to = portfolio.Amount("ETH", "0") | ||
787 | value_to = portfolio.Amount("BTC", "-1.0") | ||
788 | trade = portfolio.Trade(value_from, value_to, "ETH") | ||
789 | |||
790 | self.assertEqual("sell", trade.order_action(False)) | ||
791 | self.assertEqual("buy", trade.order_action(True)) | ||
792 | |||
793 | def test_trade_type(self): | ||
794 | value_from = portfolio.Amount("BTC", "0.5") | ||
795 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
796 | value_to = portfolio.Amount("BTC", "1.0") | ||
797 | trade = portfolio.Trade(value_from, value_to, "ETH") | ||
798 | |||
799 | self.assertEqual("long", trade.trade_type) | ||
800 | |||
801 | value_from = portfolio.Amount("BTC", "0") | ||
802 | value_from.linked_to = portfolio.Amount("ETH", "0") | ||
803 | value_to = portfolio.Amount("BTC", "-1.0") | ||
804 | trade = portfolio.Trade(value_from, value_to, "ETH") | ||
805 | |||
806 | self.assertEqual("short", trade.trade_type) | ||
807 | |||
808 | def test_filled_amount(self): | ||
809 | value_from = portfolio.Amount("BTC", "0.5") | ||
810 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
811 | value_to = portfolio.Amount("BTC", "1.0") | ||
812 | trade = portfolio.Trade(value_from, value_to, "ETH") | ||
813 | |||
814 | order1 = mock.Mock() | ||
815 | order1.filled_amount = portfolio.Amount("ETH", "0.3") | ||
816 | |||
817 | order2 = mock.Mock() | ||
818 | order2.filled_amount = portfolio.Amount("ETH", "0.01") | ||
819 | trade.orders.append(order1) | ||
820 | trade.orders.append(order2) | ||
821 | |||
822 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount) | ||
823 | |||
824 | def test_prepare_orders(self): | ||
825 | trade_mock1 = mock.Mock() | ||
826 | trade_mock2 = mock.Mock() | ||
827 | |||
828 | portfolio.Trade.trades.append(trade_mock1) | ||
829 | portfolio.Trade.trades.append(trade_mock2) | ||
830 | |||
831 | portfolio.Trade.prepare_orders() | ||
832 | trade_mock1.prepare_order.assert_called_with(compute_value="default") | ||
833 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | ||
834 | |||
835 | portfolio.Trade.prepare_orders(compute_value="bla") | ||
836 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") | ||
837 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | ||
838 | |||
839 | trade_mock1.prepare_order.reset_mock() | ||
840 | trade_mock2.prepare_order.reset_mock() | ||
841 | |||
842 | trade_mock1.action = "foo" | ||
843 | trade_mock2.action = "bar" | ||
844 | portfolio.Trade.prepare_orders(only="bar") | ||
845 | trade_mock1.prepare_order.assert_not_called() | ||
846 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | ||
647 | 847 | ||
648 | @unittest.skip("TODO") | 848 | @unittest.skip("TODO") |
649 | def test_compute_trades(self): | 849 | def test_compute_trades(self): |
650 | pass | 850 | pass |
651 | 851 | ||
652 | @unittest.skip("TODO") | 852 | @unittest.skip("TODO") |
653 | def test_action(self): | 853 | def test_prepare_order(self): |
654 | pass | 854 | pass |
655 | 855 | ||
656 | @unittest.skip("TODO") | 856 | @unittest.skip("TODO") |
657 | def test_action(self): | 857 | def test_update_order(self): |
658 | pass | 858 | pass |
659 | 859 | ||
660 | @unittest.skip("TODO") | 860 | @unittest.skip("TODO") |
661 | def test_order_action(self): | 861 | def test_follow_orders(self): |
662 | pass | 862 | pass |
663 | 863 | ||
664 | @unittest.skip("TODO") | 864 | @unittest.skip("TODO") |
665 | def test_prepare_order(self): | 865 | def test_move_balances(self): |
666 | pass | 866 | pass |
667 | 867 | ||
668 | @unittest.skip("TODO") | ||
669 | def test_all_orders(self): | 868 | def test_all_orders(self): |
670 | pass | 869 | trade_mock1 = mock.Mock() |
870 | trade_mock2 = mock.Mock() | ||
671 | 871 | ||
672 | @unittest.skip("TODO") | 872 | order_mock1 = mock.Mock() |
673 | def test_follow_orders(self): | 873 | order_mock2 = mock.Mock() |
674 | pass | 874 | order_mock3 = mock.Mock() |
875 | |||
876 | trade_mock1.orders = [order_mock1, order_mock2] | ||
877 | trade_mock2.orders = [order_mock3] | ||
878 | |||
879 | order_mock1.status = "pending" | ||
880 | order_mock2.status = "open" | ||
881 | order_mock3.status = "open" | ||
882 | |||
883 | portfolio.Trade.trades.append(trade_mock1) | ||
884 | portfolio.Trade.trades.append(trade_mock2) | ||
885 | |||
886 | orders = portfolio.Trade.all_orders() | ||
887 | self.assertEqual(3, len(orders)) | ||
888 | |||
889 | open_orders = portfolio.Trade.all_orders(state="open") | ||
890 | self.assertEqual(2, len(open_orders)) | ||
891 | self.assertEqual([order_mock2, order_mock3], open_orders) | ||
892 | |||
893 | @mock.patch.object(portfolio.Trade, "all_orders") | ||
894 | def test_run_orders(self, all_orders): | ||
895 | order_mock1 = mock.Mock() | ||
896 | order_mock2 = mock.Mock() | ||
897 | order_mock3 = mock.Mock() | ||
898 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | ||
899 | portfolio.Trade.run_orders() | ||
900 | all_orders.assert_called_with(state="pending") | ||
901 | |||
902 | order_mock1.run.assert_called() | ||
903 | order_mock2.run.assert_called() | ||
904 | order_mock3.run.assert_called() | ||
905 | |||
906 | @mock.patch.object(portfolio.Trade, "all_orders") | ||
907 | def test_update_all_orders_status(self, all_orders): | ||
908 | order_mock1 = mock.Mock() | ||
909 | order_mock2 = mock.Mock() | ||
910 | order_mock3 = mock.Mock() | ||
911 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | ||
912 | portfolio.Trade.update_all_orders_status() | ||
913 | all_orders.assert_called_with(state="open") | ||
914 | |||
915 | order_mock1.get_status.assert_called() | ||
916 | order_mock2.get_status.assert_called() | ||
917 | order_mock3.get_status.assert_called() | ||
918 | |||
919 | def test_print_all_with_order(self): | ||
920 | trade_mock1 = mock.Mock() | ||
921 | trade_mock2 = mock.Mock() | ||
922 | trade_mock3 = mock.Mock() | ||
923 | portfolio.Trade.trades = [trade_mock1, trade_mock2, trade_mock3] | ||
924 | |||
925 | portfolio.Trade.print_all_with_order() | ||
926 | |||
927 | trade_mock1.print_with_order.assert_called() | ||
928 | trade_mock2.print_with_order.assert_called() | ||
929 | trade_mock3.print_with_order.assert_called() | ||
930 | |||
931 | @mock.patch('sys.stdout', new_callable=StringIO) | ||
932 | def test_print_with_order(self, mock_stdout): | ||
933 | value_from = portfolio.Amount("BTC", "0.5") | ||
934 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
935 | value_to = portfolio.Amount("BTC", "1.0") | ||
936 | trade = portfolio.Trade(value_from, value_to, "ETH") | ||
937 | |||
938 | order_mock1 = mock.Mock() | ||
939 | order_mock1.__repr__ = mock.Mock() | ||
940 | order_mock1.__repr__.return_value = "Mock 1" | ||
941 | order_mock2 = mock.Mock() | ||
942 | order_mock2.__repr__ = mock.Mock() | ||
943 | order_mock2.__repr__.return_value = "Mock 2" | ||
944 | trade.orders.append(order_mock1) | ||
945 | trade.orders.append(order_mock2) | ||
946 | |||
947 | trade.print_with_order() | ||
948 | |||
949 | out = mock_stdout.getvalue().split("\n") | ||
950 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0]) | ||
951 | self.assertEqual("\tMock 1", out[1]) | ||
952 | self.assertEqual("\tMock 2", out[2]) | ||
675 | 953 | ||
676 | @unittest.skip("TODO") | ||
677 | def test_compute_value(self): | 954 | def test_compute_value(self): |
678 | pass | 955 | compute = mock.Mock() |
956 | portfolio.Trade.compute_value("foo", "buy", compute_value=compute) | ||
957 | compute.assert_called_with("foo", "ask") | ||
958 | |||
959 | compute.reset_mock() | ||
960 | portfolio.Trade.compute_value("foo", "sell", compute_value=compute) | ||
961 | compute.assert_called_with("foo", "bid") | ||
962 | |||
963 | compute.reset_mock() | ||
964 | portfolio.Trade.compute_value("foo", "ask", compute_value=compute) | ||
965 | compute.assert_called_with("foo", "ask") | ||
966 | |||
967 | compute.reset_mock() | ||
968 | portfolio.Trade.compute_value("foo", "bid", compute_value=compute) | ||
969 | compute.assert_called_with("foo", "bid") | ||
970 | |||
971 | compute.reset_mock() | ||
972 | portfolio.Computation.computations["test"] = compute | ||
973 | portfolio.Trade.compute_value("foo", "bid", compute_value="test") | ||
974 | compute.assert_called_with("foo", "bid") | ||
679 | 975 | ||
680 | @unittest.skip("TODO") | ||
681 | def test__repr(self): | 976 | def test__repr(self): |
682 | pass | 977 | value_from = portfolio.Amount("BTC", "0.5") |
978 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
979 | value_to = portfolio.Amount("BTC", "1.0") | ||
980 | trade = portfolio.Trade(value_from, value_to, "ETH") | ||
981 | |||
982 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | ||
683 | 983 | ||
684 | class AcceptanceTest(WebMockTestCase): | 984 | class AcceptanceTest(WebMockTestCase): |
685 | @unittest.expectedFailure | 985 | @unittest.expectedFailure |
686 | def test_success_sell_only_necessary(self): | 986 | def test_success_sell_only_necessary(self): |
687 | fetch_balance = { | 987 | fetch_balance = { |
688 | "ETH": { | 988 | "ETH": { |
689 | "free": D("1.0"), | 989 | "exchange_free": D("1.0"), |
690 | "used": D("0.0"), | 990 | "exchange_used": D("0.0"), |
991 | "exchange_total": D("1.0"), | ||
691 | "total": D("1.0"), | 992 | "total": D("1.0"), |
692 | }, | 993 | }, |
693 | "ETC": { | 994 | "ETC": { |
694 | "free": D("4.0"), | 995 | "exchange_free": D("4.0"), |
695 | "used": D("0.0"), | 996 | "exchange_used": D("0.0"), |
997 | "exchange_total": D("4.0"), | ||
696 | "total": D("4.0"), | 998 | "total": D("4.0"), |
697 | }, | 999 | }, |
698 | "XVG": { | 1000 | "XVG": { |
699 | "free": D("1000.0"), | 1001 | "exchange_free": D("1000.0"), |
700 | "used": D("0.0"), | 1002 | "exchange_used": D("0.0"), |
1003 | "exchange_total": D("1000.0"), | ||
701 | "total": D("1000.0"), | 1004 | "total": D("1000.0"), |
702 | }, | 1005 | }, |
703 | } | 1006 | } |
@@ -752,7 +1055,7 @@ class AcceptanceTest(WebMockTestCase): | |||
752 | self.fail("Shouldn't have been called with {}".format(symbol)) | 1055 | self.fail("Shouldn't have been called with {}".format(symbol)) |
753 | 1056 | ||
754 | market = mock.Mock() | 1057 | market = mock.Mock() |
755 | market.fetch_balance.return_value = fetch_balance | 1058 | market.fetch_all_balances.return_value = fetch_balance |
756 | market.fetch_ticker.side_effect = fetch_ticker | 1059 | market.fetch_ticker.side_effect = fetch_ticker |
757 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): | 1060 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): |
758 | # Action 1 | 1061 | # Action 1 |
@@ -765,34 +1068,32 @@ class AcceptanceTest(WebMockTestCase): | |||
765 | 1068 | ||
766 | 1069 | ||
767 | trades = portfolio.Trade.trades | 1070 | trades = portfolio.Trade.trades |
768 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from) | 1071 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) |
769 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to) | 1072 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) |
770 | self.assertEqual("sell", trades["ETH"].action) | 1073 | self.assertEqual("dispose", trades[0].action) |
771 | 1074 | ||
772 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from) | 1075 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) |
773 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETC"].value_to) | 1076 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) |
774 | self.assertEqual("buy", trades["ETC"].action) | 1077 | self.assertEqual("acquire", trades[1].action) |
775 | |||
776 | self.assertNotIn("BTC", trades) | ||
777 | 1078 | ||
778 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from) | 1079 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) |
779 | self.assertEqual(portfolio.Amount("BTC", D("0.002")), trades["BTD"].value_to) | 1080 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) |
780 | self.assertEqual("buy", trades["BTD"].action) | 1081 | self.assertEqual("dispose", trades[2].action) |
781 | 1082 | ||
782 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from) | 1083 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) |
783 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades["B2X"].value_to) | 1084 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) |
784 | self.assertEqual("buy", trades["B2X"].action) | 1085 | self.assertEqual("dispose", trades[3].action) |
785 | 1086 | ||
786 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from) | 1087 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) |
787 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["USDT"].value_to) | 1088 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) |
788 | self.assertEqual("buy", trades["USDT"].action) | 1089 | self.assertEqual("acquire", trades[4].action) |
789 | 1090 | ||
790 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from) | 1091 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) |
791 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to) | 1092 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) |
792 | self.assertEqual("sell", trades["XVG"].action) | 1093 | self.assertEqual("acquire", trades[5].action) |
793 | 1094 | ||
794 | # Action 2 | 1095 | # Action 2 |
795 | portfolio.Trade.prepare_orders(only="sell", compute_value=lambda x, y: x["bid"] * D("1.001")) | 1096 | portfolio.Trade.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) |
796 | 1097 | ||
797 | all_orders = portfolio.Trade.all_orders() | 1098 | all_orders = portfolio.Trade.all_orders() |
798 | self.assertEqual(2, len(all_orders)) | 1099 | self.assertEqual(2, len(all_orders)) |