diff options
Diffstat (limited to 'tests/test_market.py')
-rw-r--r-- | tests/test_market.py | 898 |
1 files changed, 898 insertions, 0 deletions
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 | |||