diff options
Diffstat (limited to 'tests/test_portfolio.py')
-rw-r--r-- | tests/test_portfolio.py | 2036 |
1 files changed, 2036 insertions, 0 deletions
diff --git a/tests/test_portfolio.py b/tests/test_portfolio.py new file mode 100644 index 0000000..a1b95bf --- /dev/null +++ b/tests/test_portfolio.py | |||
@@ -0,0 +1,2036 @@ | |||
1 | from .helper import * | ||
2 | import portfolio | ||
3 | import datetime | ||
4 | |||
5 | @unittest.skipUnless("unit" in limits, "Unit skipped") | ||
6 | class ComputationTest(WebMockTestCase): | ||
7 | def test_compute_value(self): | ||
8 | compute = mock.Mock() | ||
9 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | ||
10 | compute.assert_called_with("foo", "ask") | ||
11 | |||
12 | compute.reset_mock() | ||
13 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | ||
14 | compute.assert_called_with("foo", "bid") | ||
15 | |||
16 | compute.reset_mock() | ||
17 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | ||
18 | compute.assert_called_with("foo", "ask") | ||
19 | |||
20 | compute.reset_mock() | ||
21 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | ||
22 | compute.assert_called_with("foo", "bid") | ||
23 | |||
24 | compute.reset_mock() | ||
25 | portfolio.Computation.computations["test"] = compute | ||
26 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | ||
27 | compute.assert_called_with("foo", "bid") | ||
28 | |||
29 | @unittest.skipUnless("unit" in limits, "Unit skipped") | ||
30 | class TradeTest(WebMockTestCase): | ||
31 | |||
32 | def test_values_assertion(self): | ||
33 | value_from = portfolio.Amount("BTC", "1.0") | ||
34 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
35 | value_to = portfolio.Amount("BTC", "1.0") | ||
36 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
37 | self.assertEqual("BTC", trade.base_currency) | ||
38 | self.assertEqual("ETH", trade.currency) | ||
39 | self.assertEqual(self.m, trade.market) | ||
40 | |||
41 | with self.assertRaises(AssertionError): | ||
42 | portfolio.Trade(value_from, -value_to, "ETH", self.m) | ||
43 | with self.assertRaises(AssertionError): | ||
44 | portfolio.Trade(value_from, value_to, "ETC", self.m) | ||
45 | with self.assertRaises(AssertionError): | ||
46 | value_from.currency = "ETH" | ||
47 | portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
48 | value_from.currency = "BTC" | ||
49 | with self.assertRaises(AssertionError): | ||
50 | value_from2 = portfolio.Amount("BTC", "1.0") | ||
51 | portfolio.Trade(value_from2, value_to, "ETH", self.m) | ||
52 | |||
53 | value_from = portfolio.Amount("BTC", 0) | ||
54 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
55 | self.assertEqual(0, trade.value_from.linked_to) | ||
56 | |||
57 | def test_action(self): | ||
58 | value_from = portfolio.Amount("BTC", "1.0") | ||
59 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
60 | value_to = portfolio.Amount("BTC", "1.0") | ||
61 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
62 | |||
63 | self.assertIsNone(trade.action) | ||
64 | |||
65 | value_from = portfolio.Amount("BTC", "1.0") | ||
66 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | ||
67 | value_to = portfolio.Amount("BTC", "2.0") | ||
68 | trade = portfolio.Trade(value_from, value_to, "BTC", self.m) | ||
69 | |||
70 | self.assertIsNone(trade.action) | ||
71 | |||
72 | value_from = portfolio.Amount("BTC", "0.5") | ||
73 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
74 | value_to = portfolio.Amount("BTC", "1.0") | ||
75 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
76 | |||
77 | self.assertEqual("acquire", trade.action) | ||
78 | |||
79 | value_from = portfolio.Amount("BTC", "0") | ||
80 | value_from.linked_to = portfolio.Amount("ETH", "0") | ||
81 | value_to = portfolio.Amount("BTC", "-1.0") | ||
82 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
83 | |||
84 | self.assertEqual("acquire", trade.action) | ||
85 | |||
86 | def test_order_action(self): | ||
87 | value_from = portfolio.Amount("BTC", "0.5") | ||
88 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
89 | value_to = portfolio.Amount("BTC", "1.0") | ||
90 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
91 | |||
92 | trade.inverted = False | ||
93 | self.assertEqual("buy", trade.order_action()) | ||
94 | trade.inverted = True | ||
95 | self.assertEqual("sell", trade.order_action()) | ||
96 | |||
97 | value_from = portfolio.Amount("BTC", "0") | ||
98 | value_from.linked_to = portfolio.Amount("ETH", "0") | ||
99 | value_to = portfolio.Amount("BTC", "-1.0") | ||
100 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
101 | |||
102 | trade.inverted = False | ||
103 | self.assertEqual("sell", trade.order_action()) | ||
104 | trade.inverted = True | ||
105 | self.assertEqual("buy", trade.order_action()) | ||
106 | |||
107 | def test_trade_type(self): | ||
108 | value_from = portfolio.Amount("BTC", "0.5") | ||
109 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
110 | value_to = portfolio.Amount("BTC", "1.0") | ||
111 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
112 | |||
113 | self.assertEqual("long", trade.trade_type) | ||
114 | |||
115 | value_from = portfolio.Amount("BTC", "0") | ||
116 | value_from.linked_to = portfolio.Amount("ETH", "0") | ||
117 | value_to = portfolio.Amount("BTC", "-1.0") | ||
118 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
119 | |||
120 | self.assertEqual("short", trade.trade_type) | ||
121 | |||
122 | def test_is_fullfiled(self): | ||
123 | with self.subTest(inverted=False): | ||
124 | value_from = portfolio.Amount("BTC", "0.5") | ||
125 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
126 | value_to = portfolio.Amount("BTC", "1.0") | ||
127 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
128 | |||
129 | order1 = mock.Mock() | ||
130 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | ||
131 | |||
132 | order2 = mock.Mock() | ||
133 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | ||
134 | trade.orders.append(order1) | ||
135 | trade.orders.append(order2) | ||
136 | |||
137 | self.assertFalse(trade.is_fullfiled) | ||
138 | |||
139 | order3 = mock.Mock() | ||
140 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | ||
141 | trade.orders.append(order3) | ||
142 | |||
143 | self.assertTrue(trade.is_fullfiled) | ||
144 | |||
145 | order1.filled_amount.assert_called_with(in_base_currency=True) | ||
146 | order2.filled_amount.assert_called_with(in_base_currency=True) | ||
147 | order3.filled_amount.assert_called_with(in_base_currency=True) | ||
148 | |||
149 | with self.subTest(inverted=True): | ||
150 | value_from = portfolio.Amount("BTC", "0.5") | ||
151 | value_from.linked_to = portfolio.Amount("USDT", "1000.0") | ||
152 | value_to = portfolio.Amount("BTC", "1.0") | ||
153 | trade = portfolio.Trade(value_from, value_to, "USDT", self.m) | ||
154 | trade.inverted = True | ||
155 | |||
156 | order1 = mock.Mock() | ||
157 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | ||
158 | |||
159 | order2 = mock.Mock() | ||
160 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | ||
161 | trade.orders.append(order1) | ||
162 | trade.orders.append(order2) | ||
163 | |||
164 | self.assertFalse(trade.is_fullfiled) | ||
165 | |||
166 | order3 = mock.Mock() | ||
167 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | ||
168 | trade.orders.append(order3) | ||
169 | |||
170 | self.assertTrue(trade.is_fullfiled) | ||
171 | |||
172 | order1.filled_amount.assert_called_with(in_base_currency=False) | ||
173 | order2.filled_amount.assert_called_with(in_base_currency=False) | ||
174 | order3.filled_amount.assert_called_with(in_base_currency=False) | ||
175 | |||
176 | |||
177 | def test_filled_amount(self): | ||
178 | value_from = portfolio.Amount("BTC", "0.5") | ||
179 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
180 | value_to = portfolio.Amount("BTC", "1.0") | ||
181 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
182 | |||
183 | order1 = mock.Mock() | ||
184 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") | ||
185 | |||
186 | order2 = mock.Mock() | ||
187 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") | ||
188 | trade.orders.append(order1) | ||
189 | trade.orders.append(order2) | ||
190 | |||
191 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) | ||
192 | order1.filled_amount.assert_called_with(in_base_currency=False) | ||
193 | order2.filled_amount.assert_called_with(in_base_currency=False) | ||
194 | |||
195 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) | ||
196 | order1.filled_amount.assert_called_with(in_base_currency=False) | ||
197 | order2.filled_amount.assert_called_with(in_base_currency=False) | ||
198 | |||
199 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | ||
200 | order1.filled_amount.assert_called_with(in_base_currency=True) | ||
201 | order2.filled_amount.assert_called_with(in_base_currency=True) | ||
202 | |||
203 | @mock.patch.object(portfolio.Computation, "compute_value") | ||
204 | @mock.patch.object(portfolio.Trade, "filled_amount") | ||
205 | @mock.patch.object(portfolio, "Order") | ||
206 | def test_prepare_order(self, Order, filled_amount, compute_value): | ||
207 | Order.return_value = "Order" | ||
208 | |||
209 | with self.subTest(desc="Nothing to do"): | ||
210 | value_from = portfolio.Amount("BTC", "10") | ||
211 | value_from.rate = D("0.1") | ||
212 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
213 | value_to = portfolio.Amount("BTC", "10") | ||
214 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
215 | |||
216 | trade.prepare_order() | ||
217 | |||
218 | filled_amount.assert_not_called() | ||
219 | compute_value.assert_not_called() | ||
220 | self.assertEqual(0, len(trade.orders)) | ||
221 | Order.assert_not_called() | ||
222 | |||
223 | self.m.get_ticker.return_value = { "inverted": False } | ||
224 | with self.subTest(desc="Already filled"): | ||
225 | filled_amount.return_value = portfolio.Amount("FOO", "100") | ||
226 | compute_value.return_value = D("0.125") | ||
227 | |||
228 | value_from = portfolio.Amount("BTC", "10") | ||
229 | value_from.rate = D("0.1") | ||
230 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
231 | value_to = portfolio.Amount("BTC", "0") | ||
232 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
233 | |||
234 | trade.prepare_order() | ||
235 | |||
236 | filled_amount.assert_called_with(in_base_currency=False) | ||
237 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | ||
238 | self.assertEqual(0, len(trade.orders)) | ||
239 | self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) | ||
240 | Order.assert_not_called() | ||
241 | |||
242 | with self.subTest(action="dispose", inverted=False): | ||
243 | filled_amount.return_value = portfolio.Amount("FOO", "60") | ||
244 | compute_value.return_value = D("0.125") | ||
245 | |||
246 | value_from = portfolio.Amount("BTC", "10") | ||
247 | value_from.rate = D("0.1") | ||
248 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
249 | value_to = portfolio.Amount("BTC", "1") | ||
250 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
251 | |||
252 | trade.prepare_order() | ||
253 | |||
254 | filled_amount.assert_called_with(in_base_currency=False) | ||
255 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | ||
256 | self.assertEqual(1, len(trade.orders)) | ||
257 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | ||
258 | D("0.125"), "BTC", "long", self.m, | ||
259 | trade, close_if_possible=False) | ||
260 | |||
261 | with self.subTest(action="dispose", inverted=False, close_if_possible=True): | ||
262 | filled_amount.return_value = portfolio.Amount("FOO", "60") | ||
263 | compute_value.return_value = D("0.125") | ||
264 | |||
265 | value_from = portfolio.Amount("BTC", "10") | ||
266 | value_from.rate = D("0.1") | ||
267 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
268 | value_to = portfolio.Amount("BTC", "1") | ||
269 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
270 | |||
271 | trade.prepare_order(close_if_possible=True) | ||
272 | |||
273 | filled_amount.assert_called_with(in_base_currency=False) | ||
274 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | ||
275 | self.assertEqual(1, len(trade.orders)) | ||
276 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | ||
277 | D("0.125"), "BTC", "long", self.m, | ||
278 | trade, close_if_possible=True) | ||
279 | |||
280 | with self.subTest(action="acquire", inverted=False): | ||
281 | filled_amount.return_value = portfolio.Amount("BTC", "3") | ||
282 | compute_value.return_value = D("0.125") | ||
283 | |||
284 | value_from = portfolio.Amount("BTC", "1") | ||
285 | value_from.rate = D("0.1") | ||
286 | value_from.linked_to = portfolio.Amount("FOO", "10") | ||
287 | value_to = portfolio.Amount("BTC", "10") | ||
288 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
289 | |||
290 | trade.prepare_order() | ||
291 | |||
292 | filled_amount.assert_called_with(in_base_currency=True) | ||
293 | compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") | ||
294 | self.assertEqual(1, len(trade.orders)) | ||
295 | |||
296 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | ||
297 | D("0.125"), "BTC", "long", self.m, | ||
298 | trade, close_if_possible=False) | ||
299 | |||
300 | with self.subTest(close_if_possible=True): | ||
301 | filled_amount.return_value = portfolio.Amount("FOO", "0") | ||
302 | compute_value.return_value = D("0.125") | ||
303 | |||
304 | value_from = portfolio.Amount("BTC", "10") | ||
305 | value_from.rate = D("0.1") | ||
306 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
307 | value_to = portfolio.Amount("BTC", "0") | ||
308 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
309 | |||
310 | trade.prepare_order() | ||
311 | |||
312 | filled_amount.assert_called_with(in_base_currency=False) | ||
313 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | ||
314 | self.assertEqual(1, len(trade.orders)) | ||
315 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | ||
316 | D("0.125"), "BTC", "long", self.m, | ||
317 | trade, close_if_possible=True) | ||
318 | |||
319 | self.m.get_ticker.return_value = { "inverted": True, "original": {} } | ||
320 | with self.subTest(action="dispose", inverted=True): | ||
321 | filled_amount.return_value = portfolio.Amount("FOO", "300") | ||
322 | compute_value.return_value = D("125") | ||
323 | |||
324 | value_from = portfolio.Amount("BTC", "10") | ||
325 | value_from.rate = D("0.01") | ||
326 | value_from.linked_to = portfolio.Amount("FOO", "1000") | ||
327 | value_to = portfolio.Amount("BTC", "1") | ||
328 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
329 | |||
330 | trade.prepare_order(compute_value="foo") | ||
331 | |||
332 | filled_amount.assert_called_with(in_base_currency=True) | ||
333 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") | ||
334 | self.assertEqual(1, len(trade.orders)) | ||
335 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | ||
336 | D("125"), "FOO", "long", self.m, | ||
337 | trade, close_if_possible=False) | ||
338 | |||
339 | with self.subTest(action="acquire", inverted=True): | ||
340 | filled_amount.return_value = portfolio.Amount("BTC", "4") | ||
341 | compute_value.return_value = D("125") | ||
342 | |||
343 | value_from = portfolio.Amount("BTC", "1") | ||
344 | value_from.rate = D("0.01") | ||
345 | value_from.linked_to = portfolio.Amount("FOO", "100") | ||
346 | value_to = portfolio.Amount("BTC", "10") | ||
347 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | ||
348 | |||
349 | trade.prepare_order(compute_value="foo") | ||
350 | |||
351 | filled_amount.assert_called_with(in_base_currency=False) | ||
352 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") | ||
353 | self.assertEqual(1, len(trade.orders)) | ||
354 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | ||
355 | D("125"), "FOO", "long", self.m, | ||
356 | trade, close_if_possible=False) | ||
357 | |||
358 | def test_tick_actions_recreate(self): | ||
359 | value_from = portfolio.Amount("BTC", "0.5") | ||
360 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
361 | value_to = portfolio.Amount("BTC", "1.0") | ||
362 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
363 | |||
364 | self.assertEqual("average", trade.tick_actions_recreate(0)) | ||
365 | self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo")) | ||
366 | self.assertEqual("average", trade.tick_actions_recreate(1)) | ||
367 | self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2)) | ||
368 | self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3)) | ||
369 | self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5)) | ||
370 | self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6)) | ||
371 | self.assertEqual("default", trade.tick_actions_recreate(7)) | ||
372 | self.assertEqual("default", trade.tick_actions_recreate(8)) | ||
373 | |||
374 | @mock.patch.object(portfolio.Trade, "prepare_order") | ||
375 | def test_update_order(self, prepare_order): | ||
376 | order_mock = mock.Mock() | ||
377 | new_order_mock = mock.Mock() | ||
378 | |||
379 | value_from = portfolio.Amount("BTC", "0.5") | ||
380 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
381 | value_to = portfolio.Amount("BTC", "1.0") | ||
382 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
383 | prepare_order.return_value = new_order_mock | ||
384 | |||
385 | for i in [0, 1, 3, 4, 6]: | ||
386 | with self.subTest(tick=i): | ||
387 | trade.update_order(order_mock, i) | ||
388 | order_mock.cancel.assert_not_called() | ||
389 | new_order_mock.run.assert_not_called() | ||
390 | self.m.report.log_order.assert_called_once_with(order_mock, i, | ||
391 | update="waiting", compute_value=None, new_order=None) | ||
392 | |||
393 | order_mock.reset_mock() | ||
394 | new_order_mock.reset_mock() | ||
395 | trade.orders = [] | ||
396 | self.m.report.log_order.reset_mock() | ||
397 | |||
398 | trade.update_order(order_mock, 2) | ||
399 | order_mock.cancel.assert_called() | ||
400 | new_order_mock.run.assert_called() | ||
401 | prepare_order.assert_called() | ||
402 | self.m.report.log_order.assert_called() | ||
403 | self.assertEqual(2, self.m.report.log_order.call_count) | ||
404 | calls = [ | ||
405 | mock.call(order_mock, 2, update="adjusting", | ||
406 | compute_value=mock.ANY, | ||
407 | new_order=new_order_mock), | ||
408 | mock.call(order_mock, 2, new_order=new_order_mock), | ||
409 | ] | ||
410 | self.m.report.log_order.assert_has_calls(calls) | ||
411 | |||
412 | order_mock.reset_mock() | ||
413 | new_order_mock.reset_mock() | ||
414 | trade.orders = [] | ||
415 | self.m.report.log_order.reset_mock() | ||
416 | |||
417 | trade.update_order(order_mock, 5) | ||
418 | order_mock.cancel.assert_called() | ||
419 | new_order_mock.run.assert_called() | ||
420 | prepare_order.assert_called() | ||
421 | self.assertEqual(2, self.m.report.log_order.call_count) | ||
422 | self.m.report.log_order.assert_called() | ||
423 | calls = [ | ||
424 | mock.call(order_mock, 5, update="adjusting", | ||
425 | compute_value=mock.ANY, | ||
426 | new_order=new_order_mock), | ||
427 | mock.call(order_mock, 5, new_order=new_order_mock), | ||
428 | ] | ||
429 | self.m.report.log_order.assert_has_calls(calls) | ||
430 | |||
431 | order_mock.reset_mock() | ||
432 | new_order_mock.reset_mock() | ||
433 | trade.orders = [] | ||
434 | self.m.report.log_order.reset_mock() | ||
435 | |||
436 | trade.update_order(order_mock, 7) | ||
437 | order_mock.cancel.assert_called() | ||
438 | new_order_mock.run.assert_called() | ||
439 | prepare_order.assert_called_with(compute_value="default") | ||
440 | self.m.report.log_order.assert_called() | ||
441 | self.assertEqual(2, self.m.report.log_order.call_count) | ||
442 | calls = [ | ||
443 | mock.call(order_mock, 7, update="market_fallback", | ||
444 | compute_value='default', | ||
445 | new_order=new_order_mock), | ||
446 | mock.call(order_mock, 7, new_order=new_order_mock), | ||
447 | ] | ||
448 | self.m.report.log_order.assert_has_calls(calls) | ||
449 | |||
450 | order_mock.reset_mock() | ||
451 | new_order_mock.reset_mock() | ||
452 | trade.orders = [] | ||
453 | self.m.report.log_order.reset_mock() | ||
454 | |||
455 | for i in [10, 13, 16]: | ||
456 | with self.subTest(tick=i): | ||
457 | trade.update_order(order_mock, i) | ||
458 | order_mock.cancel.assert_called() | ||
459 | new_order_mock.run.assert_called() | ||
460 | prepare_order.assert_called_with(compute_value="default") | ||
461 | self.m.report.log_order.assert_called() | ||
462 | self.assertEqual(2, self.m.report.log_order.call_count) | ||
463 | calls = [ | ||
464 | mock.call(order_mock, i, update="market_adjust", | ||
465 | compute_value='default', | ||
466 | new_order=new_order_mock), | ||
467 | mock.call(order_mock, i, new_order=new_order_mock), | ||
468 | ] | ||
469 | self.m.report.log_order.assert_has_calls(calls) | ||
470 | |||
471 | order_mock.reset_mock() | ||
472 | new_order_mock.reset_mock() | ||
473 | trade.orders = [] | ||
474 | self.m.report.log_order.reset_mock() | ||
475 | |||
476 | for i in [8, 9, 11, 12]: | ||
477 | with self.subTest(tick=i): | ||
478 | trade.update_order(order_mock, i) | ||
479 | order_mock.cancel.assert_not_called() | ||
480 | new_order_mock.run.assert_not_called() | ||
481 | self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", | ||
482 | compute_value=None, new_order=None) | ||
483 | |||
484 | order_mock.reset_mock() | ||
485 | new_order_mock.reset_mock() | ||
486 | trade.orders = [] | ||
487 | self.m.report.log_order.reset_mock() | ||
488 | |||
489 | |||
490 | def test_print_with_order(self): | ||
491 | value_from = portfolio.Amount("BTC", "0.5") | ||
492 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
493 | value_to = portfolio.Amount("BTC", "1.0") | ||
494 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
495 | |||
496 | order_mock1 = mock.Mock() | ||
497 | order_mock1.__repr__ = mock.Mock() | ||
498 | order_mock1.__repr__.return_value = "Mock 1" | ||
499 | order_mock2 = mock.Mock() | ||
500 | order_mock2.__repr__ = mock.Mock() | ||
501 | order_mock2.__repr__.return_value = "Mock 2" | ||
502 | order_mock1.mouvements = [] | ||
503 | mouvement_mock1 = mock.Mock() | ||
504 | mouvement_mock1.__repr__ = mock.Mock() | ||
505 | mouvement_mock1.__repr__.return_value = "Mouvement 1" | ||
506 | mouvement_mock2 = mock.Mock() | ||
507 | mouvement_mock2.__repr__ = mock.Mock() | ||
508 | mouvement_mock2.__repr__.return_value = "Mouvement 2" | ||
509 | order_mock2.mouvements = [ | ||
510 | mouvement_mock1, mouvement_mock2 | ||
511 | ] | ||
512 | trade.orders.append(order_mock1) | ||
513 | trade.orders.append(order_mock2) | ||
514 | |||
515 | with mock.patch.object(trade, "filled_amount") as filled: | ||
516 | filled.return_value = portfolio.Amount("BTC", "0.1") | ||
517 | |||
518 | trade.print_with_order() | ||
519 | |||
520 | self.m.report.print_log.assert_called() | ||
521 | calls = self.m.report.print_log.mock_calls | ||
522 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) | ||
523 | self.assertEqual("\tMock 1", str(calls[1][1][0])) | ||
524 | self.assertEqual("\tMock 2", str(calls[2][1][0])) | ||
525 | self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) | ||
526 | self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) | ||
527 | |||
528 | self.m.report.print_log.reset_mock() | ||
529 | |||
530 | filled.return_value = portfolio.Amount("BTC", "0.5") | ||
531 | trade.print_with_order() | ||
532 | calls = self.m.report.print_log.mock_calls | ||
533 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0])) | ||
534 | |||
535 | self.m.report.print_log.reset_mock() | ||
536 | |||
537 | filled.return_value = portfolio.Amount("BTC", "0.1") | ||
538 | trade.closed = True | ||
539 | trade.print_with_order() | ||
540 | calls = self.m.report.print_log.mock_calls | ||
541 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) | ||
542 | |||
543 | def test_close(self): | ||
544 | value_from = portfolio.Amount("BTC", "0.5") | ||
545 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
546 | value_to = portfolio.Amount("BTC", "1.0") | ||
547 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
548 | order1 = mock.Mock() | ||
549 | trade.orders.append(order1) | ||
550 | |||
551 | trade.close() | ||
552 | |||
553 | self.assertEqual(True, trade.closed) | ||
554 | order1.cancel.assert_called_once_with() | ||
555 | |||
556 | def test_pending(self): | ||
557 | value_from = portfolio.Amount("BTC", "0.5") | ||
558 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
559 | value_to = portfolio.Amount("BTC", "1.0") | ||
560 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
561 | |||
562 | trade.closed = True | ||
563 | self.assertEqual(False, trade.pending) | ||
564 | |||
565 | trade.closed = False | ||
566 | self.assertEqual(True, trade.pending) | ||
567 | |||
568 | order1 = mock.Mock() | ||
569 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") | ||
570 | trade.orders.append(order1) | ||
571 | self.assertEqual(False, trade.pending) | ||
572 | |||
573 | def test__repr(self): | ||
574 | value_from = portfolio.Amount("BTC", "0.5") | ||
575 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
576 | value_to = portfolio.Amount("BTC", "1.0") | ||
577 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
578 | |||
579 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | ||
580 | |||
581 | def test_as_json(self): | ||
582 | value_from = portfolio.Amount("BTC", "0.5") | ||
583 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | ||
584 | value_to = portfolio.Amount("BTC", "1.0") | ||
585 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | ||
586 | |||
587 | as_json = trade.as_json() | ||
588 | self.assertEqual("acquire", as_json["action"]) | ||
589 | self.assertEqual(D("0.5"), as_json["from"]) | ||
590 | self.assertEqual(D("1.0"), as_json["to"]) | ||
591 | self.assertEqual("ETH", as_json["currency"]) | ||
592 | self.assertEqual("BTC", as_json["base_currency"]) | ||
593 | |||
594 | @unittest.skipUnless("unit" in limits, "Unit skipped") | ||
595 | class BalanceTest(WebMockTestCase): | ||
596 | def test_values(self): | ||
597 | balance = portfolio.Balance("BTC", { | ||
598 | "exchange_total": "0.65", | ||
599 | "exchange_free": "0.35", | ||
600 | "exchange_used": "0.30", | ||
601 | "margin_total": "-10", | ||
602 | "margin_borrowed": "10", | ||
603 | "margin_available": "0", | ||
604 | "margin_in_position": "0", | ||
605 | "margin_position_type": "short", | ||
606 | "margin_borrowed_base_currency": "USDT", | ||
607 | "margin_liquidation_price": "1.20", | ||
608 | "margin_pending_gain": "10", | ||
609 | "margin_lending_fees": "0.4", | ||
610 | "margin_borrowed_base_price": "0.15", | ||
611 | }) | ||
612 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | ||
613 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | ||
614 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | ||
615 | self.assertEqual("BTC", balance.exchange_total.currency) | ||
616 | self.assertEqual("BTC", balance.exchange_free.currency) | ||
617 | self.assertEqual("BTC", balance.exchange_total.currency) | ||
618 | |||
619 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | ||
620 | self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) | ||
621 | self.assertEqual(portfolio.D("0"), balance.margin_available.value) | ||
622 | self.assertEqual("BTC", balance.margin_total.currency) | ||
623 | self.assertEqual("BTC", balance.margin_borrowed.currency) | ||
624 | self.assertEqual("BTC", balance.margin_available.currency) | ||
625 | |||
626 | self.assertEqual("BTC", balance.currency) | ||
627 | |||
628 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) | ||
629 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | ||
630 | |||
631 | def test__repr(self): | ||
632 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | ||
633 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | ||
634 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | ||
635 | "exchange_used": 1, "exchange_free": 2 }) | ||
636 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | ||
637 | |||
638 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) | ||
639 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | ||
640 | |||
641 | balance = portfolio.Balance("BTX", { "margin_total": 3, | ||
642 | "margin_in_position": 1, "margin_available": 2 }) | ||
643 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | ||
644 | |||
645 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) | ||
646 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | ||
647 | |||
648 | balance = portfolio.Balance("BTX", { "margin_total": -3, | ||
649 | "margin_borrowed_base_price": D("0.1"), | ||
650 | "margin_borrowed_base_currency": "BTC", | ||
651 | "margin_lending_fees": D("0.002") }) | ||
652 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | ||
653 | |||
654 | balance = portfolio.Balance("BTX", { "margin_total": 1, | ||
655 | "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) | ||
656 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | ||
657 | |||
658 | def test_as_json(self): | ||
659 | balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) | ||
660 | as_json = balance.as_json() | ||
661 | self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) | ||
662 | self.assertEqual(D(0), as_json["total"]) | ||
663 | self.assertEqual(D(2), as_json["exchange_total"]) | ||
664 | self.assertEqual(D(2), as_json["exchange_free"]) | ||
665 | self.assertEqual(D(0), as_json["exchange_used"]) | ||
666 | self.assertEqual(D(0), as_json["margin_total"]) | ||
667 | self.assertEqual(D(0), as_json["margin_available"]) | ||
668 | self.assertEqual(D(0), as_json["margin_borrowed"]) | ||
669 | |||
670 | @unittest.skipUnless("unit" in limits, "Unit skipped") | ||
671 | class OrderTest(WebMockTestCase): | ||
672 | def test_values(self): | ||
673 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
674 | D("0.1"), "BTC", "long", "market", "trade") | ||
675 | self.assertEqual("buy", order.action) | ||
676 | self.assertEqual(10, order.amount.value) | ||
677 | self.assertEqual("ETH", order.amount.currency) | ||
678 | self.assertEqual(D("0.1"), order.rate) | ||
679 | self.assertEqual("BTC", order.base_currency) | ||
680 | self.assertEqual("market", order.market) | ||
681 | self.assertEqual("long", order.trade_type) | ||
682 | self.assertEqual("pending", order.status) | ||
683 | self.assertEqual("trade", order.trade) | ||
684 | self.assertIsNone(order.id) | ||
685 | self.assertFalse(order.close_if_possible) | ||
686 | |||
687 | def test__repr(self): | ||
688 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
689 | D("0.1"), "BTC", "long", "market", "trade") | ||
690 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | ||
691 | |||
692 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
693 | D("0.1"), "BTC", "long", "market", "trade", | ||
694 | close_if_possible=True) | ||
695 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | ||
696 | |||
697 | def test_as_json(self): | ||
698 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
699 | D("0.1"), "BTC", "long", "market", "trade") | ||
700 | mouvement_mock1 = mock.Mock() | ||
701 | mouvement_mock1.as_json.return_value = 1 | ||
702 | mouvement_mock2 = mock.Mock() | ||
703 | mouvement_mock2.as_json.return_value = 2 | ||
704 | |||
705 | order.mouvements = [mouvement_mock1, mouvement_mock2] | ||
706 | as_json = order.as_json() | ||
707 | self.assertEqual("buy", as_json["action"]) | ||
708 | self.assertEqual("long", as_json["trade_type"]) | ||
709 | self.assertEqual(10, as_json["amount"]) | ||
710 | self.assertEqual("ETH", as_json["currency"]) | ||
711 | self.assertEqual("BTC", as_json["base_currency"]) | ||
712 | self.assertEqual(D("0.1"), as_json["rate"]) | ||
713 | self.assertEqual("pending", as_json["status"]) | ||
714 | self.assertEqual(False, as_json["close_if_possible"]) | ||
715 | self.assertIsNone(as_json["id"]) | ||
716 | self.assertEqual([1, 2], as_json["mouvements"]) | ||
717 | |||
718 | def test_account(self): | ||
719 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
720 | D("0.1"), "BTC", "long", "market", "trade") | ||
721 | self.assertEqual("exchange", order.account) | ||
722 | |||
723 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | ||
724 | D("0.1"), "BTC", "short", "market", "trade") | ||
725 | self.assertEqual("margin", order.account) | ||
726 | |||
727 | def test_pending(self): | ||
728 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
729 | D("0.1"), "BTC", "long", "market", "trade") | ||
730 | self.assertTrue(order.pending) | ||
731 | order.status = "open" | ||
732 | self.assertFalse(order.pending) | ||
733 | |||
734 | def test_open(self): | ||
735 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
736 | D("0.1"), "BTC", "long", "market", "trade") | ||
737 | self.assertFalse(order.open) | ||
738 | order.status = "open" | ||
739 | self.assertTrue(order.open) | ||
740 | |||
741 | def test_finished(self): | ||
742 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
743 | D("0.1"), "BTC", "long", "market", "trade") | ||
744 | self.assertFalse(order.finished) | ||
745 | order.status = "closed" | ||
746 | self.assertTrue(order.finished) | ||
747 | order.status = "canceled" | ||
748 | self.assertTrue(order.finished) | ||
749 | order.status = "error" | ||
750 | self.assertTrue(order.finished) | ||
751 | |||
752 | @mock.patch.object(portfolio.Order, "fetch") | ||
753 | def test_cancel(self, fetch): | ||
754 | with self.subTest(debug=True): | ||
755 | self.m.debug = True | ||
756 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
757 | D("0.1"), "BTC", "long", self.m, "trade") | ||
758 | order.status = "open" | ||
759 | |||
760 | order.cancel() | ||
761 | self.m.ccxt.cancel_order.assert_not_called() | ||
762 | self.m.report.log_debug_action.assert_called_once() | ||
763 | self.m.report.log_debug_action.reset_mock() | ||
764 | self.assertEqual("canceled", order.status) | ||
765 | |||
766 | with self.subTest(desc="Nominal case"): | ||
767 | self.m.debug = False | ||
768 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
769 | D("0.1"), "BTC", "long", self.m, "trade") | ||
770 | order.status = "open" | ||
771 | order.id = 42 | ||
772 | |||
773 | order.cancel() | ||
774 | self.m.ccxt.cancel_order.assert_called_with(42) | ||
775 | fetch.assert_called_once_with() | ||
776 | self.m.report.log_debug_action.assert_not_called() | ||
777 | |||
778 | with self.subTest(exception=True): | ||
779 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | ||
780 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
781 | D("0.1"), "BTC", "long", self.m, "trade") | ||
782 | order.status = "open" | ||
783 | order.id = 42 | ||
784 | order.cancel() | ||
785 | self.m.ccxt.cancel_order.assert_called_with(42) | ||
786 | self.m.report.log_error.assert_called_once() | ||
787 | |||
788 | self.m.reset_mock() | ||
789 | with self.subTest(id=None): | ||
790 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | ||
791 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
792 | D("0.1"), "BTC", "long", self.m, "trade") | ||
793 | order.status = "open" | ||
794 | order.cancel() | ||
795 | self.m.ccxt.cancel_order.assert_not_called() | ||
796 | |||
797 | self.m.reset_mock() | ||
798 | with self.subTest(open=False): | ||
799 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | ||
800 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
801 | D("0.1"), "BTC", "long", self.m, "trade") | ||
802 | order.status = "closed" | ||
803 | order.cancel() | ||
804 | self.m.ccxt.cancel_order.assert_not_called() | ||
805 | |||
806 | def test_dust_amount_remaining(self): | ||
807 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
808 | D("0.1"), "BTC", "long", self.m, "trade") | ||
809 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) | ||
810 | self.assertFalse(order.dust_amount_remaining()) | ||
811 | |||
812 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | ||
813 | self.assertTrue(order.dust_amount_remaining()) | ||
814 | |||
815 | @mock.patch.object(portfolio.Order, "fetch") | ||
816 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | ||
817 | def test_remaining_amount(self, filled_amount, fetch): | ||
818 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
819 | D("0.1"), "BTC", "long", self.m, "trade") | ||
820 | |||
821 | self.assertEqual(9, order.remaining_amount().value) | ||
822 | |||
823 | order.status = "open" | ||
824 | self.assertEqual(9, order.remaining_amount().value) | ||
825 | |||
826 | @mock.patch.object(portfolio.Order, "fetch") | ||
827 | def test_filled_amount(self, fetch): | ||
828 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
829 | D("0.1"), "BTC", "long", self.m, "trade") | ||
830 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | ||
831 | "tradeID": 42, "type": "buy", "fee": "0.0015", | ||
832 | "date": "2017-12-30 12:00:12", "rate": "0.1", | ||
833 | "amount": "3", "total": "0.3" | ||
834 | })) | ||
835 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | ||
836 | "tradeID": 43, "type": "buy", "fee": "0.0015", | ||
837 | "date": "2017-12-30 13:00:12", "rate": "0.2", | ||
838 | "amount": "2", "total": "0.4" | ||
839 | })) | ||
840 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | ||
841 | fetch.assert_not_called() | ||
842 | order.status = "open" | ||
843 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | ||
844 | fetch.assert_called_once() | ||
845 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | ||
846 | |||
847 | def test_fetch_mouvements(self): | ||
848 | self.m.ccxt.privatePostReturnOrderTrades.return_value = [ | ||
849 | { | ||
850 | "tradeID": 42, "type": "buy", "fee": "0.0015", | ||
851 | "date": "2017-12-30 13:00:12", "rate": "0.1", | ||
852 | "amount": "3", "total": "0.3" | ||
853 | }, | ||
854 | { | ||
855 | "tradeID": 43, "type": "buy", "fee": "0.0015", | ||
856 | "date": "2017-12-30 12:00:12", "rate": "0.2", | ||
857 | "amount": "2", "total": "0.4" | ||
858 | } | ||
859 | ] | ||
860 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
861 | D("0.1"), "BTC", "long", self.m, "trade") | ||
862 | order.id = 12 | ||
863 | order.mouvements = ["Foo", "Bar", "Baz"] | ||
864 | |||
865 | order.fetch_mouvements() | ||
866 | |||
867 | self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) | ||
868 | self.assertEqual(2, len(order.mouvements)) | ||
869 | self.assertEqual(43, order.mouvements[0].id) | ||
870 | self.assertEqual(42, order.mouvements[1].id) | ||
871 | |||
872 | self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError | ||
873 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
874 | D("0.1"), "BTC", "long", self.m, "trade") | ||
875 | order.fetch_mouvements() | ||
876 | self.assertEqual(0, len(order.mouvements)) | ||
877 | |||
878 | def test_mark_finished_order(self): | ||
879 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
880 | D("0.1"), "BTC", "short", self.m, "trade", | ||
881 | close_if_possible=True) | ||
882 | order.status = "closed" | ||
883 | self.m.debug = False | ||
884 | |||
885 | order.mark_finished_order() | ||
886 | self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") | ||
887 | self.m.ccxt.close_margin_position.reset_mock() | ||
888 | |||
889 | order.status = "open" | ||
890 | order.mark_finished_order() | ||
891 | self.m.ccxt.close_margin_position.assert_not_called() | ||
892 | |||
893 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
894 | D("0.1"), "BTC", "short", self.m, "trade", | ||
895 | close_if_possible=False) | ||
896 | order.status = "closed" | ||
897 | order.mark_finished_order() | ||
898 | self.m.ccxt.close_margin_position.assert_not_called() | ||
899 | |||
900 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | ||
901 | D("0.1"), "BTC", "short", self.m, "trade", | ||
902 | close_if_possible=True) | ||
903 | order.status = "closed" | ||
904 | order.mark_finished_order() | ||
905 | self.m.ccxt.close_margin_position.assert_not_called() | ||
906 | |||
907 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
908 | D("0.1"), "BTC", "long", self.m, "trade", | ||
909 | close_if_possible=True) | ||
910 | order.status = "closed" | ||
911 | order.mark_finished_order() | ||
912 | self.m.ccxt.close_margin_position.assert_not_called() | ||
913 | |||
914 | self.m.debug = True | ||
915 | |||
916 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
917 | D("0.1"), "BTC", "short", self.m, "trade", | ||
918 | close_if_possible=True) | ||
919 | order.status = "closed" | ||
920 | |||
921 | order.mark_finished_order() | ||
922 | self.m.ccxt.close_margin_position.assert_not_called() | ||
923 | self.m.report.log_debug_action.assert_called_once() | ||
924 | |||
925 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | ||
926 | @mock.patch.object(portfolio.Order, "mark_disappeared_order") | ||
927 | @mock.patch.object(portfolio.Order, "mark_finished_order") | ||
928 | def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements): | ||
929 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
930 | D("0.1"), "BTC", "long", self.m, "trade") | ||
931 | order.id = 45 | ||
932 | with self.subTest(debug=True): | ||
933 | self.m.debug = True | ||
934 | order.fetch() | ||
935 | self.m.report.log_debug_action.assert_called_once() | ||
936 | self.m.report.log_debug_action.reset_mock() | ||
937 | self.m.ccxt.fetch_order.assert_not_called() | ||
938 | mark_finished_order.assert_not_called() | ||
939 | mark_disappeared_order.assert_not_called() | ||
940 | fetch_mouvements.assert_not_called() | ||
941 | |||
942 | with self.subTest(debug=False): | ||
943 | self.m.debug = False | ||
944 | self.m.ccxt.fetch_order.return_value = { | ||
945 | "status": "foo", | ||
946 | "datetime": "timestamp" | ||
947 | } | ||
948 | order.fetch() | ||
949 | |||
950 | self.m.ccxt.fetch_order.assert_called_once_with(45) | ||
951 | fetch_mouvements.assert_called_once() | ||
952 | self.assertEqual("foo", order.status) | ||
953 | self.assertEqual("timestamp", order.timestamp) | ||
954 | self.assertEqual(1, len(order.results)) | ||
955 | self.m.report.log_debug_action.assert_not_called() | ||
956 | mark_finished_order.assert_called_once() | ||
957 | mark_disappeared_order.assert_called_once() | ||
958 | |||
959 | mark_finished_order.reset_mock() | ||
960 | with self.subTest(missing_order=True): | ||
961 | self.m.ccxt.fetch_order.side_effect = [ | ||
962 | portfolio.OrderNotCached, | ||
963 | ] | ||
964 | order.fetch() | ||
965 | self.assertEqual("closed_unknown", order.status) | ||
966 | mark_finished_order.assert_called_once() | ||
967 | |||
968 | def test_mark_disappeared_order(self): | ||
969 | with self.subTest("Open order"): | ||
970 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
971 | D("0.1"), "BTC", "long", self.m, "trade") | ||
972 | order.id = 45 | ||
973 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | ||
974 | "tradeID":21336541, | ||
975 | "currencyPair":"BTC_XRP", | ||
976 | "type":"sell", | ||
977 | "rate":"0.00007013", | ||
978 | "amount":"0.00000222", | ||
979 | "total":"0.00000000", | ||
980 | "fee":"0.00150000", | ||
981 | "date":"2018-04-02 00:09:13" | ||
982 | })) | ||
983 | order.mark_disappeared_order() | ||
984 | self.assertEqual("pending", order.status) | ||
985 | |||
986 | with self.subTest("Non-zero amount"): | ||
987 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
988 | D("0.1"), "BTC", "long", self.m, "trade") | ||
989 | order.id = 45 | ||
990 | order.status = "closed" | ||
991 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | ||
992 | "tradeID":21336541, | ||
993 | "currencyPair":"BTC_XRP", | ||
994 | "type":"sell", | ||
995 | "rate":"0.00007013", | ||
996 | "amount":"0.00000222", | ||
997 | "total":"0.00000010", | ||
998 | "fee":"0.00150000", | ||
999 | "date":"2018-04-02 00:09:13" | ||
1000 | })) | ||
1001 | order.mark_disappeared_order() | ||
1002 | self.assertEqual("closed", order.status) | ||
1003 | |||
1004 | with self.subTest("Other mouvements"): | ||
1005 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1006 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1007 | order.id = 45 | ||
1008 | order.status = "closed" | ||
1009 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | ||
1010 | "tradeID":21336541, | ||
1011 | "currencyPair":"BTC_XRP", | ||
1012 | "type":"sell", | ||
1013 | "rate":"0.00007013", | ||
1014 | "amount":"0.00000222", | ||
1015 | "total":"0.00000001", | ||
1016 | "fee":"0.00150000", | ||
1017 | "date":"2018-04-02 00:09:13" | ||
1018 | })) | ||
1019 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | ||
1020 | "tradeID":21336541, | ||
1021 | "currencyPair":"BTC_XRP", | ||
1022 | "type":"sell", | ||
1023 | "rate":"0.00007013", | ||
1024 | "amount":"0.00000222", | ||
1025 | "total":"0.00000000", | ||
1026 | "fee":"0.00150000", | ||
1027 | "date":"2018-04-02 00:09:13" | ||
1028 | })) | ||
1029 | order.mark_disappeared_order() | ||
1030 | self.assertEqual("error_disappeared", order.status) | ||
1031 | |||
1032 | with self.subTest("Order disappeared"): | ||
1033 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1034 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1035 | order.id = 45 | ||
1036 | order.status = "closed" | ||
1037 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | ||
1038 | "tradeID":21336541, | ||
1039 | "currencyPair":"BTC_XRP", | ||
1040 | "type":"sell", | ||
1041 | "rate":"0.00007013", | ||
1042 | "amount":"0.00000222", | ||
1043 | "total":"0.00000000", | ||
1044 | "fee":"0.00150000", | ||
1045 | "date":"2018-04-02 00:09:13" | ||
1046 | })) | ||
1047 | order.mark_disappeared_order() | ||
1048 | self.assertEqual("error_disappeared", order.status) | ||
1049 | |||
1050 | @mock.patch.object(portfolio.Order, "fetch") | ||
1051 | def test_get_status(self, fetch): | ||
1052 | with self.subTest(debug=True): | ||
1053 | self.m.debug = True | ||
1054 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1055 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1056 | self.assertEqual("pending", order.get_status()) | ||
1057 | fetch.assert_not_called() | ||
1058 | self.m.report.log_debug_action.assert_called_once() | ||
1059 | |||
1060 | with self.subTest(debug=False, finished=False): | ||
1061 | self.m.debug = False | ||
1062 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1063 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1064 | def _fetch(order): | ||
1065 | def update_status(): | ||
1066 | order.status = "open" | ||
1067 | return update_status | ||
1068 | fetch.side_effect = _fetch(order) | ||
1069 | self.assertEqual("open", order.get_status()) | ||
1070 | fetch.assert_called_once() | ||
1071 | |||
1072 | fetch.reset_mock() | ||
1073 | with self.subTest(debug=False, finished=True): | ||
1074 | self.m.debug = False | ||
1075 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1076 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1077 | def _fetch(order): | ||
1078 | def update_status(): | ||
1079 | order.status = "closed" | ||
1080 | return update_status | ||
1081 | fetch.side_effect = _fetch(order) | ||
1082 | self.assertEqual("closed", order.get_status()) | ||
1083 | fetch.assert_called_once() | ||
1084 | |||
1085 | def test_run(self): | ||
1086 | self.m.ccxt.order_precision.return_value = 4 | ||
1087 | with self.subTest(debug=True): | ||
1088 | self.m.debug = True | ||
1089 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1090 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1091 | order.run() | ||
1092 | self.m.ccxt.create_order.assert_not_called() | ||
1093 | self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") | ||
1094 | self.assertEqual("open", order.status) | ||
1095 | self.assertEqual(1, len(order.results)) | ||
1096 | self.assertEqual(-1, order.id) | ||
1097 | |||
1098 | self.m.ccxt.create_order.reset_mock() | ||
1099 | with self.subTest(debug=False): | ||
1100 | self.m.debug = False | ||
1101 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1102 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1103 | self.m.ccxt.create_order.return_value = { "id": 123 } | ||
1104 | order.run() | ||
1105 | self.m.ccxt.create_order.assert_called_once() | ||
1106 | self.assertEqual(1, len(order.results)) | ||
1107 | self.assertEqual("open", order.status) | ||
1108 | |||
1109 | self.m.ccxt.create_order.reset_mock() | ||
1110 | with self.subTest(exception=True): | ||
1111 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | ||
1112 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1113 | self.m.ccxt.create_order.side_effect = Exception("bouh") | ||
1114 | order.run() | ||
1115 | self.m.ccxt.create_order.assert_called_once() | ||
1116 | self.assertEqual(0, len(order.results)) | ||
1117 | self.assertEqual("error", order.status) | ||
1118 | self.m.report.log_error.assert_called_once() | ||
1119 | |||
1120 | self.m.ccxt.create_order.reset_mock() | ||
1121 | with self.subTest(dust_amount_exception=True),\ | ||
1122 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | ||
1123 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | ||
1124 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1125 | self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder | ||
1126 | order.run() | ||
1127 | self.m.ccxt.create_order.assert_called_once() | ||
1128 | self.assertEqual(0, len(order.results)) | ||
1129 | self.assertEqual("closed", order.status) | ||
1130 | mark_finished_order.assert_called_once() | ||
1131 | |||
1132 | self.m.ccxt.order_precision.return_value = 8 | ||
1133 | self.m.ccxt.create_order.reset_mock() | ||
1134 | with self.subTest(insufficient_funds=True),\ | ||
1135 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | ||
1136 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1137 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1138 | self.m.ccxt.create_order.side_effect = [ | ||
1139 | portfolio.InsufficientFunds, | ||
1140 | portfolio.InsufficientFunds, | ||
1141 | portfolio.InsufficientFunds, | ||
1142 | { "id": 123 }, | ||
1143 | ] | ||
1144 | order.run() | ||
1145 | self.m.ccxt.create_order.assert_has_calls([ | ||
1146 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1147 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | ||
1148 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | ||
1149 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | ||
1150 | ]) | ||
1151 | self.assertEqual(4, self.m.ccxt.create_order.call_count) | ||
1152 | self.assertEqual(1, len(order.results)) | ||
1153 | self.assertEqual("open", order.status) | ||
1154 | self.assertEqual(4, order.tries) | ||
1155 | self.m.report.log_error.assert_called() | ||
1156 | self.assertEqual(4, self.m.report.log_error.call_count) | ||
1157 | |||
1158 | self.m.ccxt.order_precision.return_value = 8 | ||
1159 | self.m.ccxt.create_order.reset_mock() | ||
1160 | self.m.report.log_error.reset_mock() | ||
1161 | with self.subTest(insufficient_funds=True),\ | ||
1162 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | ||
1163 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1164 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1165 | self.m.ccxt.create_order.side_effect = [ | ||
1166 | portfolio.InsufficientFunds, | ||
1167 | portfolio.InsufficientFunds, | ||
1168 | portfolio.InsufficientFunds, | ||
1169 | portfolio.InsufficientFunds, | ||
1170 | portfolio.InsufficientFunds, | ||
1171 | ] | ||
1172 | order.run() | ||
1173 | self.m.ccxt.create_order.assert_has_calls([ | ||
1174 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1175 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | ||
1176 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | ||
1177 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | ||
1178 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), | ||
1179 | ]) | ||
1180 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | ||
1181 | self.assertEqual(0, len(order.results)) | ||
1182 | self.assertEqual("error", order.status) | ||
1183 | self.assertEqual(5, order.tries) | ||
1184 | self.m.report.log_error.assert_called() | ||
1185 | self.assertEqual(5, self.m.report.log_error.call_count) | ||
1186 | 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) | ||
1187 | |||
1188 | self.m.reset_mock() | ||
1189 | with self.subTest(invalid_nonce=True): | ||
1190 | with self.subTest(retry_success=True): | ||
1191 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1192 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1193 | self.m.ccxt.create_order.side_effect = [ | ||
1194 | portfolio.InvalidNonce, | ||
1195 | portfolio.InvalidNonce, | ||
1196 | { "id": 123 }, | ||
1197 | ] | ||
1198 | order.run() | ||
1199 | self.m.ccxt.create_order.assert_has_calls([ | ||
1200 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1201 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1202 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1203 | ]) | ||
1204 | self.assertEqual(3, self.m.ccxt.create_order.call_count) | ||
1205 | self.assertEqual(3, order.tries) | ||
1206 | self.m.report.log_error.assert_called() | ||
1207 | self.assertEqual(2, self.m.report.log_error.call_count) | ||
1208 | self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY) | ||
1209 | self.assertEqual(123, order.id) | ||
1210 | |||
1211 | self.m.reset_mock() | ||
1212 | with self.subTest(retry_success=False): | ||
1213 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1214 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1215 | self.m.ccxt.create_order.side_effect = [ | ||
1216 | portfolio.InvalidNonce, | ||
1217 | portfolio.InvalidNonce, | ||
1218 | portfolio.InvalidNonce, | ||
1219 | portfolio.InvalidNonce, | ||
1220 | portfolio.InvalidNonce, | ||
1221 | ] | ||
1222 | order.run() | ||
1223 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | ||
1224 | self.assertEqual(5, order.tries) | ||
1225 | self.m.report.log_error.assert_called() | ||
1226 | self.assertEqual(5, self.m.report.log_error.call_count) | ||
1227 | 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) | ||
1228 | self.assertEqual("error", order.status) | ||
1229 | |||
1230 | self.m.reset_mock() | ||
1231 | with self.subTest(request_timeout=True): | ||
1232 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1233 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1234 | with self.subTest(retrieved=False), \ | ||
1235 | mock.patch.object(order, "retrieve_order") as retrieve: | ||
1236 | self.m.ccxt.create_order.side_effect = [ | ||
1237 | portfolio.RequestTimeout, | ||
1238 | portfolio.RequestTimeout, | ||
1239 | { "id": 123 }, | ||
1240 | ] | ||
1241 | retrieve.return_value = False | ||
1242 | order.run() | ||
1243 | self.m.ccxt.create_order.assert_has_calls([ | ||
1244 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1245 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1246 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1247 | ]) | ||
1248 | self.assertEqual(3, self.m.ccxt.create_order.call_count) | ||
1249 | self.assertEqual(3, order.tries) | ||
1250 | self.m.report.log_error.assert_called() | ||
1251 | self.assertEqual(2, self.m.report.log_error.call_count) | ||
1252 | self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY) | ||
1253 | self.assertEqual(123, order.id) | ||
1254 | |||
1255 | self.m.reset_mock() | ||
1256 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1257 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1258 | with self.subTest(retrieved=True), \ | ||
1259 | mock.patch.object(order, "retrieve_order") as retrieve: | ||
1260 | self.m.ccxt.create_order.side_effect = [ | ||
1261 | portfolio.RequestTimeout, | ||
1262 | ] | ||
1263 | def _retrieve(): | ||
1264 | order.results.append({"id": 123}) | ||
1265 | return True | ||
1266 | retrieve.side_effect = _retrieve | ||
1267 | order.run() | ||
1268 | self.m.ccxt.create_order.assert_has_calls([ | ||
1269 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1270 | ]) | ||
1271 | self.assertEqual(1, self.m.ccxt.create_order.call_count) | ||
1272 | self.assertEqual(1, order.tries) | ||
1273 | self.m.report.log_error.assert_called() | ||
1274 | self.assertEqual(1, self.m.report.log_error.call_count) | ||
1275 | self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order") | ||
1276 | self.assertEqual(123, order.id) | ||
1277 | |||
1278 | self.m.reset_mock() | ||
1279 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1280 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1281 | with self.subTest(retrieved=False), \ | ||
1282 | mock.patch.object(order, "retrieve_order") as retrieve: | ||
1283 | self.m.ccxt.create_order.side_effect = [ | ||
1284 | portfolio.RequestTimeout, | ||
1285 | portfolio.RequestTimeout, | ||
1286 | portfolio.RequestTimeout, | ||
1287 | portfolio.RequestTimeout, | ||
1288 | portfolio.RequestTimeout, | ||
1289 | ] | ||
1290 | retrieve.return_value = False | ||
1291 | order.run() | ||
1292 | self.m.ccxt.create_order.assert_has_calls([ | ||
1293 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1294 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1295 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1296 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1297 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | ||
1298 | ]) | ||
1299 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | ||
1300 | self.assertEqual(5, order.tries) | ||
1301 | self.m.report.log_error.assert_called() | ||
1302 | self.assertEqual(5, self.m.report.log_error.call_count) | ||
1303 | 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) | ||
1304 | self.assertEqual("error", order.status) | ||
1305 | |||
1306 | def test_retrieve_order(self): | ||
1307 | with self.subTest(similar_open_order=True): | ||
1308 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1309 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1310 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | ||
1311 | |||
1312 | self.m.ccxt.order_precision.return_value = 8 | ||
1313 | self.m.ccxt.fetch_orders.return_value = [ | ||
1314 | { # Wrong amount | ||
1315 | 'amount': 0.002, 'cost': 0.1, | ||
1316 | 'datetime': '2018-03-25T15:15:51.000Z', | ||
1317 | 'fee': None, 'filled': 0.0, | ||
1318 | 'id': '1', | ||
1319 | 'info': { | ||
1320 | 'amount': '0.002', | ||
1321 | 'date': '2018-03-25 15:15:51', | ||
1322 | 'margin': 0, 'orderNumber': '1', | ||
1323 | 'price': '0.1', 'rate': '0.1', | ||
1324 | 'side': 'buy', 'startingAmount': '0.002', | ||
1325 | 'status': 'open', 'total': '0.0002', | ||
1326 | 'type': 'limit' | ||
1327 | }, | ||
1328 | 'price': 0.1, 'remaining': 0.002, 'side': 'buy', | ||
1329 | 'status': 'open', 'symbol': 'ETH/BTC', | ||
1330 | 'timestamp': 1521990951000, 'trades': None, | ||
1331 | 'type': 'limit' | ||
1332 | }, | ||
1333 | { # Margin | ||
1334 | 'amount': 0.001, 'cost': 0.1, | ||
1335 | 'datetime': '2018-03-25T15:15:51.000Z', | ||
1336 | 'fee': None, 'filled': 0.0, | ||
1337 | 'id': '2', | ||
1338 | 'info': { | ||
1339 | 'amount': '0.001', | ||
1340 | 'date': '2018-03-25 15:15:51', | ||
1341 | 'margin': 1, 'orderNumber': '2', | ||
1342 | 'price': '0.1', 'rate': '0.1', | ||
1343 | 'side': 'buy', 'startingAmount': '0.001', | ||
1344 | 'status': 'open', 'total': '0.0001', | ||
1345 | 'type': 'limit' | ||
1346 | }, | ||
1347 | 'price': 0.1, 'remaining': 0.001, 'side': 'buy', | ||
1348 | 'status': 'open', 'symbol': 'ETH/BTC', | ||
1349 | 'timestamp': 1521990951000, 'trades': None, | ||
1350 | 'type': 'limit' | ||
1351 | }, | ||
1352 | { # selling | ||
1353 | 'amount': 0.001, 'cost': 0.1, | ||
1354 | 'datetime': '2018-03-25T15:15:51.000Z', | ||
1355 | 'fee': None, 'filled': 0.0, | ||
1356 | 'id': '3', | ||
1357 | 'info': { | ||
1358 | 'amount': '0.001', | ||
1359 | 'date': '2018-03-25 15:15:51', | ||
1360 | 'margin': 0, 'orderNumber': '3', | ||
1361 | 'price': '0.1', 'rate': '0.1', | ||
1362 | 'side': 'sell', 'startingAmount': '0.001', | ||
1363 | 'status': 'open', 'total': '0.0001', | ||
1364 | 'type': 'limit' | ||
1365 | }, | ||
1366 | 'price': 0.1, 'remaining': 0.001, 'side': 'sell', | ||
1367 | 'status': 'open', 'symbol': 'ETH/BTC', | ||
1368 | 'timestamp': 1521990951000, 'trades': None, | ||
1369 | 'type': 'limit' | ||
1370 | }, | ||
1371 | { # Wrong rate | ||
1372 | 'amount': 0.001, 'cost': 0.15, | ||
1373 | 'datetime': '2018-03-25T15:15:51.000Z', | ||
1374 | 'fee': None, 'filled': 0.0, | ||
1375 | 'id': '4', | ||
1376 | 'info': { | ||
1377 | 'amount': '0.001', | ||
1378 | 'date': '2018-03-25 15:15:51', | ||
1379 | 'margin': 0, 'orderNumber': '4', | ||
1380 | 'price': '0.15', 'rate': '0.15', | ||
1381 | 'side': 'buy', 'startingAmount': '0.001', | ||
1382 | 'status': 'open', 'total': '0.0001', | ||
1383 | 'type': 'limit' | ||
1384 | }, | ||
1385 | 'price': 0.15, 'remaining': 0.001, 'side': 'buy', | ||
1386 | 'status': 'open', 'symbol': 'ETH/BTC', | ||
1387 | 'timestamp': 1521990951000, 'trades': None, | ||
1388 | 'type': 'limit' | ||
1389 | }, | ||
1390 | { # All good | ||
1391 | 'amount': 0.001, 'cost': 0.1, | ||
1392 | 'datetime': '2018-03-25T15:15:51.000Z', | ||
1393 | 'fee': None, 'filled': 0.0, | ||
1394 | 'id': '5', | ||
1395 | 'info': { | ||
1396 | 'amount': '0.001', | ||
1397 | 'date': '2018-03-25 15:15:51', | ||
1398 | 'margin': 0, 'orderNumber': '1', | ||
1399 | 'price': '0.1', 'rate': '0.1', | ||
1400 | 'side': 'buy', 'startingAmount': '0.001', | ||
1401 | 'status': 'open', 'total': '0.0001', | ||
1402 | 'type': 'limit' | ||
1403 | }, | ||
1404 | 'price': 0.1, 'remaining': 0.001, 'side': 'buy', | ||
1405 | 'status': 'open', 'symbol': 'ETH/BTC', | ||
1406 | 'timestamp': 1521990951000, 'trades': None, | ||
1407 | 'type': 'limit' | ||
1408 | } | ||
1409 | ] | ||
1410 | result = order.retrieve_order() | ||
1411 | self.assertTrue(result) | ||
1412 | self.assertEqual('5', order.results[0]["id"]) | ||
1413 | self.m.ccxt.fetch_my_trades.assert_not_called() | ||
1414 | self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) | ||
1415 | |||
1416 | self.m.reset_mock() | ||
1417 | with self.subTest(similar_open_order=False, past_trades=True): | ||
1418 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1419 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1420 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | ||
1421 | |||
1422 | self.m.ccxt.order_precision.return_value = 8 | ||
1423 | self.m.ccxt.fetch_orders.return_value = [] | ||
1424 | self.m.ccxt.fetch_my_trades.return_value = [ | ||
1425 | { # Wrong timestamp 1 | ||
1426 | 'amount': 0.0006, | ||
1427 | 'cost': 0.00006, | ||
1428 | 'datetime': '2018-03-25T15:15:14.000Z', | ||
1429 | 'id': '1-1', | ||
1430 | 'info': { | ||
1431 | 'amount': '0.0006', | ||
1432 | 'category': 'exchange', | ||
1433 | 'date': '2018-03-25 15:15:14', | ||
1434 | 'fee': '0.00150000', | ||
1435 | 'globalTradeID': 1, | ||
1436 | 'orderNumber': '1', | ||
1437 | 'rate': '0.1', | ||
1438 | 'total': '0.00006', | ||
1439 | 'tradeID': '1-1', | ||
1440 | 'type': 'buy' | ||
1441 | }, | ||
1442 | 'order': '1', | ||
1443 | 'price': 0.1, | ||
1444 | 'side': 'buy', | ||
1445 | 'symbol': 'ETH/BTC', | ||
1446 | 'timestamp': 1521983714, | ||
1447 | 'type': 'limit' | ||
1448 | }, | ||
1449 | { # Wrong timestamp 2 | ||
1450 | 'amount': 0.0004, | ||
1451 | 'cost': 0.00004, | ||
1452 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1453 | 'id': '1-2', | ||
1454 | 'info': { | ||
1455 | 'amount': '0.0004', | ||
1456 | 'category': 'exchange', | ||
1457 | 'date': '2018-03-25 15:16:54', | ||
1458 | 'fee': '0.00150000', | ||
1459 | 'globalTradeID': 2, | ||
1460 | 'orderNumber': '1', | ||
1461 | 'rate': '0.1', | ||
1462 | 'total': '0.00004', | ||
1463 | 'tradeID': '1-2', | ||
1464 | 'type': 'buy' | ||
1465 | }, | ||
1466 | 'order': '1', | ||
1467 | 'price': 0.1, | ||
1468 | 'side': 'buy', | ||
1469 | 'symbol': 'ETH/BTC', | ||
1470 | 'timestamp': 1521983814, | ||
1471 | 'type': 'limit' | ||
1472 | }, | ||
1473 | { # Wrong side 1 | ||
1474 | 'amount': 0.0006, | ||
1475 | 'cost': 0.00006, | ||
1476 | 'datetime': '2018-03-25T15:15:54.000Z', | ||
1477 | 'id': '2-1', | ||
1478 | 'info': { | ||
1479 | 'amount': '0.0006', | ||
1480 | 'category': 'exchange', | ||
1481 | 'date': '2018-03-25 15:15:54', | ||
1482 | 'fee': '0.00150000', | ||
1483 | 'globalTradeID': 1, | ||
1484 | 'orderNumber': '2', | ||
1485 | 'rate': '0.1', | ||
1486 | 'total': '0.00006', | ||
1487 | 'tradeID': '2-1', | ||
1488 | 'type': 'sell' | ||
1489 | }, | ||
1490 | 'order': '2', | ||
1491 | 'price': 0.1, | ||
1492 | 'side': 'sell', | ||
1493 | 'symbol': 'ETH/BTC', | ||
1494 | 'timestamp': 1521983754, | ||
1495 | 'type': 'limit' | ||
1496 | }, | ||
1497 | { # Wrong side 2 | ||
1498 | 'amount': 0.0004, | ||
1499 | 'cost': 0.00004, | ||
1500 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1501 | 'id': '2-2', | ||
1502 | 'info': { | ||
1503 | 'amount': '0.0004', | ||
1504 | 'category': 'exchange', | ||
1505 | 'date': '2018-03-25 15:16:54', | ||
1506 | 'fee': '0.00150000', | ||
1507 | 'globalTradeID': 2, | ||
1508 | 'orderNumber': '2', | ||
1509 | 'rate': '0.1', | ||
1510 | 'total': '0.00004', | ||
1511 | 'tradeID': '2-2', | ||
1512 | 'type': 'buy' | ||
1513 | }, | ||
1514 | 'order': '2', | ||
1515 | 'price': 0.1, | ||
1516 | 'side': 'buy', | ||
1517 | 'symbol': 'ETH/BTC', | ||
1518 | 'timestamp': 1521983814, | ||
1519 | 'type': 'limit' | ||
1520 | }, | ||
1521 | { # Margin trade 1 | ||
1522 | 'amount': 0.0006, | ||
1523 | 'cost': 0.00006, | ||
1524 | 'datetime': '2018-03-25T15:15:54.000Z', | ||
1525 | 'id': '3-1', | ||
1526 | 'info': { | ||
1527 | 'amount': '0.0006', | ||
1528 | 'category': 'marginTrade', | ||
1529 | 'date': '2018-03-25 15:15:54', | ||
1530 | 'fee': '0.00150000', | ||
1531 | 'globalTradeID': 1, | ||
1532 | 'orderNumber': '3', | ||
1533 | 'rate': '0.1', | ||
1534 | 'total': '0.00006', | ||
1535 | 'tradeID': '3-1', | ||
1536 | 'type': 'buy' | ||
1537 | }, | ||
1538 | 'order': '3', | ||
1539 | 'price': 0.1, | ||
1540 | 'side': 'buy', | ||
1541 | 'symbol': 'ETH/BTC', | ||
1542 | 'timestamp': 1521983754, | ||
1543 | 'type': 'limit' | ||
1544 | }, | ||
1545 | { # Margin trade 2 | ||
1546 | 'amount': 0.0004, | ||
1547 | 'cost': 0.00004, | ||
1548 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1549 | 'id': '3-2', | ||
1550 | 'info': { | ||
1551 | 'amount': '0.0004', | ||
1552 | 'category': 'marginTrade', | ||
1553 | 'date': '2018-03-25 15:16:54', | ||
1554 | 'fee': '0.00150000', | ||
1555 | 'globalTradeID': 2, | ||
1556 | 'orderNumber': '3', | ||
1557 | 'rate': '0.1', | ||
1558 | 'total': '0.00004', | ||
1559 | 'tradeID': '3-2', | ||
1560 | 'type': 'buy' | ||
1561 | }, | ||
1562 | 'order': '3', | ||
1563 | 'price': 0.1, | ||
1564 | 'side': 'buy', | ||
1565 | 'symbol': 'ETH/BTC', | ||
1566 | 'timestamp': 1521983814, | ||
1567 | 'type': 'limit' | ||
1568 | }, | ||
1569 | { # Wrong amount 1 | ||
1570 | 'amount': 0.0005, | ||
1571 | 'cost': 0.00005, | ||
1572 | 'datetime': '2018-03-25T15:15:54.000Z', | ||
1573 | 'id': '4-1', | ||
1574 | 'info': { | ||
1575 | 'amount': '0.0005', | ||
1576 | 'category': 'exchange', | ||
1577 | 'date': '2018-03-25 15:15:54', | ||
1578 | 'fee': '0.00150000', | ||
1579 | 'globalTradeID': 1, | ||
1580 | 'orderNumber': '4', | ||
1581 | 'rate': '0.1', | ||
1582 | 'total': '0.00005', | ||
1583 | 'tradeID': '4-1', | ||
1584 | 'type': 'buy' | ||
1585 | }, | ||
1586 | 'order': '4', | ||
1587 | 'price': 0.1, | ||
1588 | 'side': 'buy', | ||
1589 | 'symbol': 'ETH/BTC', | ||
1590 | 'timestamp': 1521983754, | ||
1591 | 'type': 'limit' | ||
1592 | }, | ||
1593 | { # Wrong amount 2 | ||
1594 | 'amount': 0.0004, | ||
1595 | 'cost': 0.00004, | ||
1596 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1597 | 'id': '4-2', | ||
1598 | 'info': { | ||
1599 | 'amount': '0.0004', | ||
1600 | 'category': 'exchange', | ||
1601 | 'date': '2018-03-25 15:16:54', | ||
1602 | 'fee': '0.00150000', | ||
1603 | 'globalTradeID': 2, | ||
1604 | 'orderNumber': '4', | ||
1605 | 'rate': '0.1', | ||
1606 | 'total': '0.00004', | ||
1607 | 'tradeID': '4-2', | ||
1608 | 'type': 'buy' | ||
1609 | }, | ||
1610 | 'order': '4', | ||
1611 | 'price': 0.1, | ||
1612 | 'side': 'buy', | ||
1613 | 'symbol': 'ETH/BTC', | ||
1614 | 'timestamp': 1521983814, | ||
1615 | 'type': 'limit' | ||
1616 | }, | ||
1617 | { # Wrong price 1 | ||
1618 | 'amount': 0.0006, | ||
1619 | 'cost': 0.000066, | ||
1620 | 'datetime': '2018-03-25T15:15:54.000Z', | ||
1621 | 'id': '5-1', | ||
1622 | 'info': { | ||
1623 | 'amount': '0.0006', | ||
1624 | 'category': 'exchange', | ||
1625 | 'date': '2018-03-25 15:15:54', | ||
1626 | 'fee': '0.00150000', | ||
1627 | 'globalTradeID': 1, | ||
1628 | 'orderNumber': '5', | ||
1629 | 'rate': '0.11', | ||
1630 | 'total': '0.000066', | ||
1631 | 'tradeID': '5-1', | ||
1632 | 'type': 'buy' | ||
1633 | }, | ||
1634 | 'order': '5', | ||
1635 | 'price': 0.11, | ||
1636 | 'side': 'buy', | ||
1637 | 'symbol': 'ETH/BTC', | ||
1638 | 'timestamp': 1521983754, | ||
1639 | 'type': 'limit' | ||
1640 | }, | ||
1641 | { # Wrong price 2 | ||
1642 | 'amount': 0.0004, | ||
1643 | 'cost': 0.00004, | ||
1644 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1645 | 'id': '5-2', | ||
1646 | 'info': { | ||
1647 | 'amount': '0.0004', | ||
1648 | 'category': 'exchange', | ||
1649 | 'date': '2018-03-25 15:16:54', | ||
1650 | 'fee': '0.00150000', | ||
1651 | 'globalTradeID': 2, | ||
1652 | 'orderNumber': '5', | ||
1653 | 'rate': '0.1', | ||
1654 | 'total': '0.00004', | ||
1655 | 'tradeID': '5-2', | ||
1656 | 'type': 'buy' | ||
1657 | }, | ||
1658 | 'order': '5', | ||
1659 | 'price': 0.1, | ||
1660 | 'side': 'buy', | ||
1661 | 'symbol': 'ETH/BTC', | ||
1662 | 'timestamp': 1521983814, | ||
1663 | 'type': 'limit' | ||
1664 | }, | ||
1665 | { # All good 1 | ||
1666 | 'amount': 0.0006, | ||
1667 | 'cost': 0.00006, | ||
1668 | 'datetime': '2018-03-25T15:15:54.000Z', | ||
1669 | 'id': '7-1', | ||
1670 | 'info': { | ||
1671 | 'amount': '0.0006', | ||
1672 | 'category': 'exchange', | ||
1673 | 'date': '2018-03-25 15:15:54', | ||
1674 | 'fee': '0.00150000', | ||
1675 | 'globalTradeID': 1, | ||
1676 | 'orderNumber': '7', | ||
1677 | 'rate': '0.1', | ||
1678 | 'total': '0.00006', | ||
1679 | 'tradeID': '7-1', | ||
1680 | 'type': 'buy' | ||
1681 | }, | ||
1682 | 'order': '7', | ||
1683 | 'price': 0.1, | ||
1684 | 'side': 'buy', | ||
1685 | 'symbol': 'ETH/BTC', | ||
1686 | 'timestamp': 1521983754, | ||
1687 | 'type': 'limit' | ||
1688 | }, | ||
1689 | { # All good 2 | ||
1690 | 'amount': 0.0004, | ||
1691 | 'cost': 0.000036, | ||
1692 | 'datetime': '2018-03-25T15:16:54.000Z', | ||
1693 | 'id': '7-2', | ||
1694 | 'info': { | ||
1695 | 'amount': '0.0004', | ||
1696 | 'category': 'exchange', | ||
1697 | 'date': '2018-03-25 15:16:54', | ||
1698 | 'fee': '0.00150000', | ||
1699 | 'globalTradeID': 2, | ||
1700 | 'orderNumber': '7', | ||
1701 | 'rate': '0.09', | ||
1702 | 'total': '0.000036', | ||
1703 | 'tradeID': '7-2', | ||
1704 | 'type': 'buy' | ||
1705 | }, | ||
1706 | 'order': '7', | ||
1707 | 'price': 0.09, | ||
1708 | 'side': 'buy', | ||
1709 | 'symbol': 'ETH/BTC', | ||
1710 | 'timestamp': 1521983814, | ||
1711 | 'type': 'limit' | ||
1712 | }, | ||
1713 | ] | ||
1714 | |||
1715 | result = order.retrieve_order() | ||
1716 | self.assertTrue(result) | ||
1717 | self.assertEqual('7', order.results[0]["id"]) | ||
1718 | self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) | ||
1719 | |||
1720 | self.m.reset_mock() | ||
1721 | with self.subTest(similar_open_order=False, past_trades=False): | ||
1722 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | ||
1723 | D("0.1"), "BTC", "long", self.m, "trade") | ||
1724 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | ||
1725 | |||
1726 | self.m.ccxt.order_precision.return_value = 8 | ||
1727 | self.m.ccxt.fetch_orders.return_value = [] | ||
1728 | self.m.ccxt.fetch_my_trades.return_value = [] | ||
1729 | result = order.retrieve_order() | ||
1730 | self.assertFalse(result) | ||
1731 | |||
1732 | @unittest.skipUnless("unit" in limits, "Unit skipped") | ||
1733 | class MouvementTest(WebMockTestCase): | ||
1734 | def test_values(self): | ||
1735 | mouvement = portfolio.Mouvement("ETH", "BTC", { | ||
1736 | "tradeID": 42, "type": "buy", "fee": "0.0015", | ||
1737 | "date": "2017-12-30 12:00:12", "rate": "0.1", | ||
1738 | "amount": "10", "total": "1" | ||
1739 | }) | ||
1740 | self.assertEqual("ETH", mouvement.currency) | ||
1741 | self.assertEqual("BTC", mouvement.base_currency) | ||
1742 | self.assertEqual(42, mouvement.id) | ||
1743 | self.assertEqual("buy", mouvement.action) | ||
1744 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | ||
1745 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | ||
1746 | self.assertEqual(D("0.1"), mouvement.rate) | ||
1747 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | ||
1748 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | ||
1749 | |||
1750 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) | ||
1751 | self.assertIsNone(mouvement.date) | ||
1752 | self.assertIsNone(mouvement.id) | ||
1753 | self.assertIsNone(mouvement.action) | ||
1754 | self.assertEqual(-1, mouvement.fee_rate) | ||
1755 | self.assertEqual(0, mouvement.rate) | ||
1756 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | ||
1757 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | ||
1758 | |||
1759 | def test__repr(self): | ||
1760 | mouvement = portfolio.Mouvement("ETH", "BTC", { | ||
1761 | "tradeID": 42, "type": "buy", "fee": "0.0015", | ||
1762 | "date": "2017-12-30 12:00:12", "rate": "0.1", | ||
1763 | "amount": "10", "total": "1" | ||
1764 | }) | ||
1765 | self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) | ||
1766 | |||
1767 | mouvement = portfolio.Mouvement("ETH", "BTC", { | ||
1768 | "tradeID": 42, "type": "buy", | ||
1769 | "date": "garbage", "rate": "0.1", | ||
1770 | "amount": "10", "total": "1" | ||
1771 | }) | ||
1772 | self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) | ||
1773 | |||
1774 | def test_as_json(self): | ||
1775 | mouvement = portfolio.Mouvement("ETH", "BTC", { | ||
1776 | "tradeID": 42, "type": "buy", "fee": "0.0015", | ||
1777 | "date": "2017-12-30 12:00:12", "rate": "0.1", | ||
1778 | "amount": "10", "total": "1" | ||
1779 | }) | ||
1780 | as_json = mouvement.as_json() | ||
1781 | |||
1782 | self.assertEqual(D("0.0015"), as_json["fee_rate"]) | ||
1783 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) | ||
1784 | self.assertEqual("buy", as_json["action"]) | ||
1785 | self.assertEqual(D("10"), as_json["total"]) | ||
1786 | self.assertEqual(D("1"), as_json["total_in_base"]) | ||
1787 | self.assertEqual("BTC", as_json["base_currency"]) | ||
1788 | self.assertEqual("ETH", as_json["currency"]) | ||
1789 | |||
1790 | @unittest.skipUnless("unit" in limits, "Unit skipped") | ||
1791 | class AmountTest(WebMockTestCase): | ||
1792 | def test_values(self): | ||
1793 | amount = portfolio.Amount("BTC", "0.65") | ||
1794 | self.assertEqual(D("0.65"), amount.value) | ||
1795 | self.assertEqual("BTC", amount.currency) | ||
1796 | |||
1797 | def test_in_currency(self): | ||
1798 | amount = portfolio.Amount("ETC", 10) | ||
1799 | |||
1800 | self.assertEqual(amount, amount.in_currency("ETC", self.m)) | ||
1801 | |||
1802 | with self.subTest(desc="no ticker for currency"): | ||
1803 | self.m.get_ticker.return_value = None | ||
1804 | |||
1805 | self.assertRaises(Exception, amount.in_currency, "ETH", self.m) | ||
1806 | |||
1807 | with self.subTest(desc="nominal case"): | ||
1808 | self.m.get_ticker.return_value = { | ||
1809 | "bid": D("0.2"), | ||
1810 | "ask": D("0.4"), | ||
1811 | "average": D("0.3"), | ||
1812 | "foo": "bar", | ||
1813 | } | ||
1814 | converted_amount = amount.in_currency("ETH", self.m) | ||
1815 | |||
1816 | self.assertEqual(D("3.0"), converted_amount.value) | ||
1817 | self.assertEqual("ETH", converted_amount.currency) | ||
1818 | self.assertEqual(amount, converted_amount.linked_to) | ||
1819 | self.assertEqual("bar", converted_amount.ticker["foo"]) | ||
1820 | |||
1821 | converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") | ||
1822 | self.assertEqual(D("2"), converted_amount.value) | ||
1823 | |||
1824 | converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") | ||
1825 | self.assertEqual(D("4"), converted_amount.value) | ||
1826 | |||
1827 | converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) | ||
1828 | self.assertEqual(D("0.2"), converted_amount.value) | ||
1829 | |||
1830 | def test__round(self): | ||
1831 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | ||
1832 | self.assertEqual(D("1.23456789"), round(amount).value) | ||
1833 | self.assertEqual(D("1.23"), round(amount, 2).value) | ||
1834 | |||
1835 | def test__abs(self): | ||
1836 | amount = portfolio.Amount("SC", -120) | ||
1837 | self.assertEqual(120, abs(amount).value) | ||
1838 | self.assertEqual("SC", abs(amount).currency) | ||
1839 | |||
1840 | amount = portfolio.Amount("SC", 10) | ||
1841 | self.assertEqual(10, abs(amount).value) | ||
1842 | self.assertEqual("SC", abs(amount).currency) | ||
1843 | |||
1844 | def test__add(self): | ||
1845 | amount1 = portfolio.Amount("XVG", "12.9") | ||
1846 | amount2 = portfolio.Amount("XVG", "13.1") | ||
1847 | |||
1848 | self.assertEqual(26, (amount1 + amount2).value) | ||
1849 | self.assertEqual("XVG", (amount1 + amount2).currency) | ||
1850 | |||
1851 | amount3 = portfolio.Amount("ETH", "1.6") | ||
1852 | with self.assertRaises(Exception): | ||
1853 | amount1 + amount3 | ||
1854 | |||
1855 | amount4 = portfolio.Amount("ETH", 0.0) | ||
1856 | self.assertEqual(amount1, amount1 + amount4) | ||
1857 | |||
1858 | self.assertEqual(amount1, amount1 + 0) | ||
1859 | |||
1860 | def test__radd(self): | ||
1861 | amount = portfolio.Amount("XVG", "12.9") | ||
1862 | |||
1863 | self.assertEqual(amount, 0 + amount) | ||
1864 | with self.assertRaises(Exception): | ||
1865 | 4 + amount | ||
1866 | |||
1867 | def test__sub(self): | ||
1868 | amount1 = portfolio.Amount("XVG", "13.3") | ||
1869 | amount2 = portfolio.Amount("XVG", "13.1") | ||
1870 | |||
1871 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | ||
1872 | self.assertEqual("XVG", (amount1 - amount2).currency) | ||
1873 | |||
1874 | amount3 = portfolio.Amount("ETH", "1.6") | ||
1875 | with self.assertRaises(Exception): | ||
1876 | amount1 - amount3 | ||
1877 | |||
1878 | amount4 = portfolio.Amount("ETH", 0.0) | ||
1879 | self.assertEqual(amount1, amount1 - amount4) | ||
1880 | |||
1881 | def test__rsub(self): | ||
1882 | amount = portfolio.Amount("ETH", "1.6") | ||
1883 | with self.assertRaises(Exception): | ||
1884 | 3 - amount | ||
1885 | |||
1886 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) | ||
1887 | |||
1888 | def test__mul(self): | ||
1889 | amount = portfolio.Amount("XEM", 11) | ||
1890 | |||
1891 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | ||
1892 | self.assertEqual(D("33"), (amount * 3).value) | ||
1893 | |||
1894 | with self.assertRaises(Exception): | ||
1895 | amount * amount | ||
1896 | |||
1897 | def test__rmul(self): | ||
1898 | amount = portfolio.Amount("XEM", 11) | ||
1899 | |||
1900 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | ||
1901 | self.assertEqual(D("33"), (3 * amount).value) | ||
1902 | |||
1903 | def test__floordiv(self): | ||
1904 | amount = portfolio.Amount("XEM", 11) | ||
1905 | |||
1906 | self.assertEqual(D("5.5"), (amount / 2).value) | ||
1907 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | ||
1908 | |||
1909 | with self.assertRaises(Exception): | ||
1910 | amount / amount | ||
1911 | |||
1912 | def test__truediv(self): | ||
1913 | amount = portfolio.Amount("XEM", 11) | ||
1914 | |||
1915 | self.assertEqual(D("5.5"), (amount / 2).value) | ||
1916 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | ||
1917 | |||
1918 | def test__lt(self): | ||
1919 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1920 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1921 | |||
1922 | self.assertTrue(amount1 < amount2) | ||
1923 | self.assertFalse(amount2 < amount1) | ||
1924 | self.assertFalse(amount1 < amount1) | ||
1925 | |||
1926 | amount3 = portfolio.Amount("BTC", 1.6) | ||
1927 | with self.assertRaises(Exception): | ||
1928 | amount1 < amount3 | ||
1929 | |||
1930 | def test__le(self): | ||
1931 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1932 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1933 | |||
1934 | self.assertTrue(amount1 <= amount2) | ||
1935 | self.assertFalse(amount2 <= amount1) | ||
1936 | self.assertTrue(amount1 <= amount1) | ||
1937 | |||
1938 | amount3 = portfolio.Amount("BTC", 1.6) | ||
1939 | with self.assertRaises(Exception): | ||
1940 | amount1 <= amount3 | ||
1941 | |||
1942 | def test__gt(self): | ||
1943 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1944 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1945 | |||
1946 | self.assertTrue(amount2 > amount1) | ||
1947 | self.assertFalse(amount1 > amount2) | ||
1948 | self.assertFalse(amount1 > amount1) | ||
1949 | |||
1950 | amount3 = portfolio.Amount("BTC", 1.6) | ||
1951 | with self.assertRaises(Exception): | ||
1952 | amount3 > amount1 | ||
1953 | |||
1954 | def test__ge(self): | ||
1955 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1956 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1957 | |||
1958 | self.assertTrue(amount2 >= amount1) | ||
1959 | self.assertFalse(amount1 >= amount2) | ||
1960 | self.assertTrue(amount1 >= amount1) | ||
1961 | |||
1962 | amount3 = portfolio.Amount("BTC", 1.6) | ||
1963 | with self.assertRaises(Exception): | ||
1964 | amount3 >= amount1 | ||
1965 | |||
1966 | def test__eq(self): | ||
1967 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1968 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1969 | amount3 = portfolio.Amount("BTD", 11.3) | ||
1970 | |||
1971 | self.assertFalse(amount1 == amount2) | ||
1972 | self.assertFalse(amount2 == amount1) | ||
1973 | self.assertTrue(amount1 == amount3) | ||
1974 | self.assertFalse(amount2 == 0) | ||
1975 | |||
1976 | amount4 = portfolio.Amount("BTC", 1.6) | ||
1977 | with self.assertRaises(Exception): | ||
1978 | amount1 == amount4 | ||
1979 | |||
1980 | amount5 = portfolio.Amount("BTD", 0) | ||
1981 | self.assertTrue(amount5 == 0) | ||
1982 | |||
1983 | def test__ne(self): | ||
1984 | amount1 = portfolio.Amount("BTD", 11.3) | ||
1985 | amount2 = portfolio.Amount("BTD", 13.1) | ||
1986 | amount3 = portfolio.Amount("BTD", 11.3) | ||
1987 | |||
1988 | self.assertTrue(amount1 != amount2) | ||
1989 | self.assertTrue(amount2 != amount1) | ||
1990 | self.assertFalse(amount1 != amount3) | ||
1991 | self.assertTrue(amount2 != 0) | ||
1992 | |||
1993 | amount4 = portfolio.Amount("BTC", 1.6) | ||
1994 | with self.assertRaises(Exception): | ||
1995 | amount1 != amount4 | ||
1996 | |||
1997 | amount5 = portfolio.Amount("BTD", 0) | ||
1998 | self.assertFalse(amount5 != 0) | ||
1999 | |||
2000 | def test__neg(self): | ||
2001 | amount1 = portfolio.Amount("BTD", "11.3") | ||
2002 | |||
2003 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | ||
2004 | |||
2005 | def test__str(self): | ||
2006 | amount1 = portfolio.Amount("BTX", 32) | ||
2007 | self.assertEqual("32.00000000 BTX", str(amount1)) | ||
2008 | |||
2009 | amount2 = portfolio.Amount("USDT", 12000) | ||
2010 | amount1.linked_to = amount2 | ||
2011 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | ||
2012 | |||
2013 | def test__repr(self): | ||
2014 | amount1 = portfolio.Amount("BTX", 32) | ||
2015 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | ||
2016 | |||
2017 | amount2 = portfolio.Amount("USDT", 12000) | ||
2018 | amount1.linked_to = amount2 | ||
2019 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | ||
2020 | |||
2021 | amount3 = portfolio.Amount("BTC", 0.1) | ||
2022 | amount2.linked_to = amount3 | ||
2023 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | ||
2024 | |||
2025 | def test_as_json(self): | ||
2026 | amount = portfolio.Amount("BTX", 32) | ||
2027 | self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) | ||
2028 | |||
2029 | amount = portfolio.Amount("BTX", "1E-10") | ||
2030 | self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) | ||
2031 | |||
2032 | amount = portfolio.Amount("BTX", "1E-5") | ||
2033 | self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) | ||
2034 | self.assertEqual("0.00001", str(amount.as_json()["value"])) | ||
2035 | |||
2036 | |||